Manual 2d

Control Theory Seminar
Seminar Manual

TEXAS INSTRUMENTS

Author: Richard Poley

Texas Instruments Inc.
MS.728
12203 Southwest Fwy.
Stafford
TX 77477
USA

e-mail: r-poley@ti.com

Module designator: Q2/2

Version 14

Revision 0

April 2013

2013 Texas Instruments Incorporated

Seminar materials may be downloaded at
https://sites.google.com/site/controltheoryseminars/

TEXAS INSTRUMENTS

Contents

Introduction 1

1 Fundamental Concepts 3
Linear systems 3
The Laplace transform 5
Transient response 7
First order systems 8
Second order systems 9
Effects of zeros 12
Frequency response 14
Classification of systems 16

2 Feedback Control 18
Effects of feedback 18
The Nyquist Plot 21
The Nyquist stability criterion 25
Phase compensation 27
Sensitivity & tracking 30
Bandwidth 32
The Nyquist grid 33
The sensitivity integral 34
Plant model error 37
Internal model control 38

3 Transient Response 40
Transient specifications 40
Steady state error 42
PID control 44
Integrator windup 46
Complex pole interpretation 47
Root locus analysis 49

4 Discrete Time Systems 54
Sampled systems 55
Z plane mapping 63
Aliasing 65
Sample to output delay 70
Reconstruction 71
Discrete time transformations 72
Direct digital design 80

5 State Space Models 81
Co-ordinate transformations 82
Eigenvalues & eigenvectors 85
Lumped parameter systems 87
Discrete time realisations 93

6 Properties of Linear Systems 97
Phase portraits 98
Stability 100
Modal decomposition 101
Controllability & observability 106
Minimal realisations 109
Companion forms 110
Stabilizability & detectability 112

7 State Feedback Control 113
State feedback 114
Pole placement 118
Eigenstructure assignment 121
Feed-forward matrix design 124
Integral control 126

8 Linear State Estimators 129
State reconstruction 130
State estimator design 131
Current estimators 135
Reduced order estimators 136
A separation principle 140

Recommended Reading 141
Introduction

Scope
Objectives
Understand why control is useful
Know the language, the key ideas and the concepts
Review the basic mathematical theory
Understand how to formulate and interpret specifications
Be able to design simple feedback controllers
Appreciate the limitations of control
Dynmical systems can be classified in various ways. This seminar concerns the control of
linear time invariant systems.
While the system to be controlled is always continuous in time, the controller may be either
continuous time (analogue) or discrete time (digital).
Welcome to this control theory seminar.

What is Control?
Stability
Steady state accuracy
Satisfactory transient response
Satisfactory frequency response
Reduced sensitivity to disturbances
The finite dynamics of the system make perfect tracking impossible - compromises must be made.
A control system is considered to be any system which exists for the purpose of regulating or
controlling the flow of energy, information, money, or other quantities in some desired fashion.
r(t)
t
r(t)
Control
System
t
y(t)
y(t)
Among the characteristics a good control system should possess are...
William L. Brogan, Modern Control Theory, 1991

1

Modelling Paradigms
The process of sampling converts a continuous time to a discrete time system representation
State selection is required to arrive at an equivalent state space representation.
In this seminar we will consider two different modelling paradigms: input-output and state space.
Each may be used to model continuous time or discrete time systems.
y(s) = G(s)u(s) y(z) = G(z)u(z)
x(t) = Ax(t) + Bu(t)
y(t) = Cx(t) + Du(t)
x(k+1) = Fx(k) + Gu(k)
y(t) = Hx(k) + Ju(k)
Sampling
Sampling
State Selection State Selection
Continuous Time Discrete Time
Input - Output
State Space
.

Notation
The independent variable may be omitted where the meaning is obvious from the context.
u
y
G =
Matrices and vectors are represented by non-italic bold case. Matrices are upper case.
y(t) = Ax(t)
Signals are always represented by lower case symbols and transfer functions by upper case symbols,
regardless of the how they are expressed.
y(s) = G(s) u(s)
g(t) = L
-1
{ G(s) }
Differentiation will be denoted using prime or dot notation as appropriate:
) (t x ) (t x
Important points are marked with a blue quad-bullet. Keywords are highlighted in this colour.
0.0
Slides with associated tutorials are marked in the lower left corner.

2
1 Fundamental Concepts

1. Fundamental Concepts
Linear Systems
The Laplace Transform
Dynamic Response
Classification of Systems
Few physical elements display truly linear characteristics.... however, by assuming an ideal, linear physical
element, the analytical simplification is so enormous that we make linear assumptions wherever we can possibly
do so in good conscience.
Robert H. Cannon, Dynamics of Physical Systems, 1967

Linear Systems
Physical systems are inherently non-linear. Examples of non-linearity include:
Viscous drag coefficients depend on flow velocity
Amplifier outputs saturate at supply voltage
Coulomb friction present in mechanical moving objects
Temperature induced parameter changes
We study linear systems because of the range of tractable mathematical methods available.
Complex non-linear phenomena cannot be predicted by linear models:
Multiple equilibria
Domains of attraction
Chaotic response
Limit cycles
Linearisation of a non-linear model about an operating point can help to understand local behaviour.

3

Linearity
This is the homogeneous property of a linear system
If a scaling factor is applied to the input of a linear system, the output is scaled by the same amount.
y1a f1
k
u
y1b
f2
y2a
f1
y2b f2
t
t
t
y1a
y1b
y2a
y2b
u(t)
The additive property of a linear system is
f (k u) = k f (u)
f (u
1
+ u
2
) = f (u
1
) + f (u
2
)

Terminology of Linear Systems
Homogeneous and additive properties combine to form the principle of superposition, which all
linear systems obey
u b
dt
du
b
dt
u d
b y a
dt
dy
a
dt
y d
a
m
m
m n
n
n 0 1 0 1
... ... + + + = + + +
If all the coefficients a
0
, a
1
, ... a
n
and b
0
, b
1
, ... b
m
are (real) constants, this equation is termed a
constant coefficient differential equation, and the system is said to be linear, time invariant (LTI).
) ( ) ( ) (
2 2 1 1 2 2 1 1
u f k u f k u k u k f =
The dynamics of a linear system may be captured in the form of an ordinary differential equation...
...or, using a more compact notation...
a
n
y
(n)
+ ... + a
1
y + a
0
y = b
m
u
(m)
+ ... + b
1
u + b
0
u

4

Convolution

= =
t
d u t g t u t g t y ) ( ) ( ) ( * ) ( ) (
If the impulse response g(t) of a system is known, its output y(t) arising from any input u(t) can be
computed using a convolution integral
The impulse response of a system is its response when subjected to an impulse function, (t).
u(t) y(t)
t
(t)
t
g(t)
y(t)
u(t)
System
This integral has a distinctive form, involving time reversal, multiplication, and integration over an infinite
interval. It is cumbersome to apply for every u(t).

The Laplace Transform
...where s is an arbitrary complex variable.
If f(t) is a real function of time defined for all t > 0, the Laplace transform f(s) is...
{ } dt e t f t f s f
st
+
= =
0
) ( ) ( ) ( L
{ } ) ( ) ( ) ( ) (
2 2 1 1 2 2 1 1
s f k s f k t f k t f k = L Linearity
{ } ) ( ) ( ) ( ) (
2 1
0
2 1
s f s f d f t f
t
=
L Convolution
) ( lim ) ( lim
0
s f s t f
s t
= Final value theorem
Shifting theorem { } ) ( ) ( s f e T t f
sT
= L
The Laplace transform converts time functions to frequency dependent functions of a complex variable, s.

5

Poles & Zeros
The dynamic behaviour of the system is characterised by the two polynomials:
For zero initial conditions, the differential equation can be written in Laplace form as...
The m roots of (s) are called the zeros of the system
The n roots of (s) are called the poles of the system
(s) = a
n
s
n
+ ... + a
1
s + a
0
(s) = b
m
s
m
+ ... + b
1
s + b
0
( a
n
s
n
+ ... + a
1
s + a
0
) y(s) = ( b
m
s
m
+ ... + b
1
s + b
0
) u(s)
a
n
s
n
y(s) + ... + a
1
s y(s) + a
0
y(s) = b
m
s
m
u(s) + ... + b
1
s u(s) + b
0
u(s)
(s) y(s) = (s) u(s)
a
n
y
(n)
(t) + ... + a
1
y(t) + a
0
y(t) = b
m
u
(m)
(t) + ... + b
1
u(t) + b
0
u(t)

The Transfer Function
0 1
0 1
...
...
) (
) (
) (
) (
) (
a s a s a
b s b s b
s
s
s u
s y
s G
n
n
m
m
+ + +
+ + +
= = =
) (
) (
s
s
The ratio is called the transfer function of the system.

The quantity n m is called the relative degree of the system. Systems are classified
according to their relative degree, as follows...
G(s) u(s) y(s)
The transfer function of a system is the Laplace transform of its impulse response
strictly proper if m < n
proper if m n
improper if m > n
y(t) = g(t)*u(t) = L
-1
{ G(s) u(s) }

6

Transient Response
q
q
r s r s r s
s y
+
+ +
+
+
+
=

... ) (
2
2
1
1
t r
q
t r
n
t r
n
t r t r q n n
e e e e e t y

+

+ + + + + + =
+
.. ... ) (
1 2 1
1 2 1
This rational function yields q terms through partial fraction expansion
The time response is a sum of exponential terms, where each index is a denominator root.
Since all a
i
, b
i
are real, r
1
...r
q
are always either real or complex conjugate pairs
) (
) )...( )( (
) )...( )( (
) (
2 1
2 1
s u
p s p s p s
z s z s z s
k s y
n
m
+ + +
+ + +
=
Numerator & denominator can be factorised to express the transfer function in terms of poles & zeros.
The n terms in y(t) with roots originating from G(s) comprise the transient response, while the q-n
terms originating from u(s) comprise the steady state response.
Transient response Steady state response
y
c
(t) y
p
(t)

Stability
t r
n
t r t r
c
n
e e e t y

+ + + = ... ) (
2 1
2 1
The transient response is defined by the first n exponential terms in y(t)
...where each complex root is of the form r
i
=
i
j
i
Therefore the transient part of the response will include oscillatory terms,the amplitude of each being
constrained by an exponential.
For real systems complex roots always arise in conjugate pairs, so terms involving complex
exponential pairs arise in the time response.
... ) (
1 1
1 1
+ + =
t r t r
c
e e t y
( ) ... cos ) (
1 1 1
1
+ + =
t e A t y
t
c
For stability we require that the real part (
i
) of every r
i
in G(s) be negative.
For stability we require that the transient part of the response decays to zero, i.e. y
c
(t)0 as t.

7

First Order Systems
) ( ) ( ) ( t u t y t y = +
1
1
) (
) (
+
=
s s u
s y
) ( ) ( ) ( s u s y s y s = +
The dynamics of a classical first order system are defined by the differential equation
Taking Laplace transforms and re-arranging to find the transfer function...
The output y(t) for any input u(t) can be found using the method of Laplace transforms.
)
`
+
=

1
1
) ( ) (
1
s
s u t y L
...where the parameter represents the time constant of the system.
The response following a unit step input is:

t
e t y

=1 ) (

First Order Step Response
0 1 2 3 4 5 6
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
t
y(t)
0.63
0.98
0.693
y(t) = 1 e
-t
t1 t2
tr
For t > 4 the output lies
within 2% of final value
The 10% to 90% rise time
is approximately 2.2
A tangent to y(t) meets the
final value seconds later
y(t) reaches 50% of final
value at t 0.7
y(t) reaches 63% of final
value at t
Unit step response for first order system with = 1.

8

Second Order Systems
) ( ) ( ) ( 2 ) (
2 2
t u t y t y t y
n n n
= + +
Linear constant coefficient second-order differential equations of the form
0 2
2 2
= + +
n n
s s ...from which we get the characteristic equation
is called the damping ratio
n
is called the un-damped natural frequency
Dynamic behaviour is defined by two parameters:
2 2
2
2 ) (
) (
n n
n
s s s u
s y

+ +
= The transfer function of the second order system is
1
2
=
n n
s The poles of the second-order linear system are at
are important because they often arise in physical modelling.

Classification of Second Order Systems
2
1 =
n n
j s
over-damped
1 0 < <
1 =
1 >
0 =
n
s =
1
2
=
n n
s
n
j s =
under-damped
critically damped
un-damped
Damping ratio Roots Classification
t
y(t)
1
2
0
2
1.875
1.75
1.625
1.5
1.375
1.25
1.125
1
0.875
0.75
0.625
0.5
0.375
0.25
0.125
0
Dynamic response of the second order system is classified according to damping ratio.

9

The Under-Damped Response
In the under-damped case (0 < < 1) we have a pair of complex conjugate roots at
2
1 =
n n
j s
2
1 =
n d
1
=
d
is the damped natural frequency of the system:
is the time constant of the system:
d
j s = Real and imaginary parts are denoted
The under-damped step response is of the form
) sin( 1 ) (

+ =

t e t y
d
t
d
n
...where = cos
-1

Transient Decay Envelope
) sin( 1 ) (

+ =

t e t y
d
t
d
n
0 2 4 6 8 10 12 14 16 18 20
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
t (seconds)
y(t)
1 ce
-t
1 + ce
-t
The under-damped unit step response comprises an oscillation of frequency
d
and phase ,
constrained within a decaying exponential envelope determined by and .
Unit step response with
n
= 1 & = 0.125
n
n
c
=

10

Second Order Step Response
Characteristics of the unit step response of the under-damped ( = 0.25) second order system
1 5 . 0
1
2
+ + s s

t
y(t)
1
0
M
p
2
d
1+ce
t
d
1+e

t
p
Peak overshoot
Decay envelope
Damped frequency
Overshoot delay
d
t
s
Settling time
1

1
ln
c

Step Response Specifications
Plots show variation in rise time, over-shoot, and settling time for a second order system with
n
= 1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
1
2
3
4
Step Response Parameter Variation vs. Damping Ratio
R
i
s
e

T
i
m
e

(
s
e
c
o
n
d
s
)
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
50
100
O
v
e
r
s
h
o
o
t

(
%
)
0
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
50
100
Damping Ratio
S
e
t
t
l
i
n
g

T
i
m
e

(
s
e
c
o
n
d
s
)

11

Effect of LHP Zero
) (
1
) ( ) (
1
t y
z
t y t y + =
0
0
0.5
1
1.5
2
t
) ( 1 ) (
1
s G
z
s
s G
|
.
|
\
|
+ =
For a unit step input ) (
1
) ( ) (
1
) (
1 1
s y s
z
s y s G
s
s y + = =
The effect of adding a LHP zero is to add a derivative term to the step response of the original system
Adding a LHP zero at s = -z to the original transfer function:
Taking inverse Laplace transforms
In general, rise time is decreased and overshoot increased by a LHP zero
y
1
(t)
y(t)

Effect of RHP Zero
1
1
s
t f us
e
y y

0
-1
-0.5
0
0.5
1
1.5
t
yus
ts
The step response of a stable plant with n real RHP zeros will cross its starting value at least n times.
y
f
= final value
t
s
= settling time
= error bound
= Re(z)
The effect of adding an RHP zero is to increase rise time (make the response slower) and induce
undershoot
) (
1
) ( ) (
2
t y
z
t y t y = Similarly, adding a RHP zero at s = z changes the response according to
Peak under-shoot is bounded by:
y
2
(t)
y(t)

12

Effect of Zero Location on Transient Response
Effect on step response of adding a zero pair to a stable system
Im
Re
1 -1 -5 2.5
j5
-2.5 5
j2.5

Time Delay Approximation
True delay
2
nd
order Pad
8
th
order Pad
1
) (
2
+
=

s
e
s G
s
n
n
s
s
n
s
n
e
|
.
|
\
|
+
|
.
|
\
|

2
1
2
1
Time delay can be approximated by a rational transfer function with n real RHP zeros...
The Pad approximation is only valid at low frequencies, so it is important to compare the true and
modelled responses to choose the right approximation order and check its validity.
Plot shows 2
nd
& 8
th
order Pad
approximations to the transfer function
t -0.2
0
0.2
0.4
0.6
0.8
1
1.2
2 0

13

Frequency Response
The phase is shifted by =
) (
0
0
j G
u
y
=
0
0
u
y
If the steady state sinusoid u(t) = u
0
sin(t + ) is applied to a linear system G(s), the output is
Amplitude and phase change from input to output are determined by G(j):
The amplitude is modified by
) ( j G =
G(s) u(t) y(t)
y(t) = y
0
sin(t + )

Frequency Response
Im
Re
z2
r3
1
r2
r4
r1
z1
p1
p2
j0
4
3
2
increasing
) ( ) (
) ( ) (
) (
2 1
2 1
p s p s
z s z s
s G
+ +
+
=
4 3
2 1
0
) (
r r
r r
j G =
Response of G(s) at each frequency can be determined directly from the pole-zero map
) ( ) (
) ( ) (
) ( ) (
) (
0 0
2 0 1 0
2 0 1 0
0

j G j G
p j p j
z j z j
s G
j s
=
+ +
+
=
=
4 3 2 1 0
) ( + = j G
For example, at frequency
0
the transfer function
Modulus and argument are found from:
has response

14

First Order Bode Asymptotes
log
| G(j) |
(dB)
log
G(j)
c
-20
0
0
-20 dB/decade
1 octave
3dB 1dB
1dB
1 octave
1 decade 1 decade
~5.5
~5.5
~5.5
~5.5
-45/decade

Second Order Bode Asymptotes
Plots shown for damping ratios: 0.025 2
log
log
| G(j) |
(dB)
G(j)
0
0
-
n
1 decade 1 decade
0.1
n
10
n
-90/decade
-40 dB/decade
40

15

Resonant Peak
2
1
0 : 2 1
2
< < =
n r
0.025
0.1
0.175
0.25
0.325
0.4
0.475
0.55
0.625
0.7
0.775
0.85
0.925
1
The resonant peak occurs at frequency

2
1 2
1

=
r
M Resonant peak magnitude is given by
The resonant peak
r
approaches
n
as damping ratio approaches zero:
r

n
as 0
| G(j) |
0
log
n
r
1.1
All-Pass Transfer Functions
0.24 0.36 0.48
0.62
0.76
0.88
0.97
0.2
0.4
0.6
0.8
1
1.2
1.4
0.2
0.4
0.6
0.8
1
1.2
1.4
0.12 0.24 0.36 0.48
0.62
0.76
0.88
0.97
0.12
Im
Re
1
1
+
s
s
2
2
2
2
+ +
+
s s
s s
An all-pass transfer function G
ap
passes all frequencies with the same attenuation.
Such a transfer function has pole-zero symmetry about the imaginary axis.
i.e. if s
0
is a zero, then s
0
is a pole.
Examples are:
-1
-0.5
0
0.5
M
a
g
n
i
t
u
d
e
(
d
B
)
10
-2
10
-1
10
0
10
1
10
2
0
90
180
270
360
P
h
a
s
e
(
d
e
g
)
Frequency (rad/s)
1

16

Minimum Phase Systems
s
1
A minimum phase transfer function G
mp
meets the following criteria:
No time delay
No RHP zeros
No poles on the imaginary axis (except the origin)
No unstable poles
A non-minimum phase transfer function exhibits more negative phase.
Any stable, proper, real-rational transfer function G can always be written in terms of minimum-
phase and all-pass transfer functions: G = G
ap
G
mp
Examples are:
1 + s
s
2
2
2
2
+ +
+
s s
s
1
For a minimum phase system, total phase variation is
2
) (

m n over 0 < < .

Phase Area Formula
) log(
) ( log
2
) (
d
j G d
j G
For minimum phase systems, gain and phase curves on the Bode plot are approximately related
through a derivative:
2
p = For a constant gain slope p, the phase curve has the asymptotic value
-80
-60
-40
-20
0
20
M
a
g
n
i
t
u
d
e

(
d
B
)
10
-2
10
-1
10
0
10
1
10
2
0
P
h
a
s
e

(
r
a
d
)
Frequency (rad/s)
-20 dB/decade
2
-
4
-
2
-
2

20 dB/decade

17

2. Feedback Control
Effects of Feedback
The Nyquist Plot
Phase Compensation
Sensitivity & Tracking
Robustness
...by building an amplifier whose gain is deliberately made, say 40 decibels higher than necessary, and then feeding
the output back to the input in such a way as to throw away that excess gain, it has been found possible to effect
extraordinary improvement in constancy of amplification and freedom from non-linearity.
Harold S. Black, Stabilized Feedback Amplifiers, 1934

Effects of Feedback
Change the gain or phase of the system over some desired frequency range
Cause an unstable system to become stable
Reduce the effects of load disturbance and noise on system performance
Reduce the sensitivity of the system to parameter changes
When properly applied, feedback can...
Reduce or eliminate steady state error
Linearise a non-linear component
+
_
Output Input
Sensor
Plant Controller
Feedback (also called closed loop control) is a simple but tremendously powerful idea which has
revolutionised many engineering applications.

18
2 Feedback Control

Notation
r = reference input
e = error signal
u = control effort
y = output
y
m
= feedback
H = sensor
F = controller
G = plant
+
_
y r
H
G F
e
y
m
u
Signals Transfer Functions

Negative Feedback
Combining error and output equations gives y = FG (r Hy)
FGH
FG
r
y
+
=
1
The closed loop transfer function is
The open loop transfer function is L = FGH
Error equation is e = r - Hy Output equation is y = FGe
+
_
y r
H
G F
e
y (1 + FGH) = FGr

19

The Closed Loop Transfer Function
1
1
= G Define the transfer functions of the forward and feedback elements as F = k,

2
2
= H and
2
2
1
1
1
1
1
k
k
r
y
+
=
2 1 2 1
2 1

k
k
r
y
+
=
The closed loop transfer function is
+
_
y r k

Closed Loop Stability
2 1 2 1
2 1

k
k
r
y
+
=
The criterion for closed loop, or external stability is that the closed loop transfer function must
contain no RHP poles
Equivalently, there should be no RHP roots of
1
(s)
2
(s) + k
1
(s)
2
(s) = 0
i.e. there should be no RHP zeros in 1 + L(s)
In this section we examine stability from the point of view of the frequency domain. A time domain
view of stability is dealt with in section 3.
L
FG
r
y
+
=
1

20
2 Feedback Control

Encirclement & Enclosure
Im
Re
A
B
A
B
Im
Re
A complex point or region is encircled if it is found inside a closed path

A complex point or region is enclosed if it is found to the left of the path when the path is traversed
in the CCW direction
A encircled & enclosed A encircled but not enclosed
B not encircled or enclosed B enclosed but not encircled

Multiple Encirclements
Im
Re
A
B
Im
Re
A
B
A encircled once
B encircled twice
A enclosed
B enclosed
A not enclosed
B not enclosed
A encircled once
B encircled twice
A point in the complex plane can be encircled multiple times.

21

Mapping
Im
Re
Im
Re
s0
(s0)
(s) plane
s plane
s1
(s1)
A complex function of a complex variable cannot be plotted on a single set of axes. We need two
separate complex planes: the s plane and the function plane. The correspondence between points
in the two planes is called mapping.
The transfer function (s) uniquely maps points in the s plane to points in the (s) plane.
If each point in the s plane maps to one (and only one) point in the function space, the function is
called single valued. A transfer function is an example of a single valued complex function.

Contour Mapping
Depending on (s), the direction of
can be the same as, or opposite to that of

s
.
Let (s) be a single valued function, and
s
represent an arbitrary closed contour in the s plane.
If
s
does not pass through any poles of (s), then its image
is also closed.
Im
Re
s1
s2
s3
Im
(s1)
s
(s2)
(s3)
s plane (s) plane
Re

22
2 Feedback Control

Principle of the Argument
1. N > 0 (Z > P) :
encircles the origin N times in the same direction as

s
The principle of the argument states that
will encircle the origin of the (s) space exactly N times

Assuming that
s
encircles Z zeros and P poles of (s), define the integer N :
N = Z - P
2. N = 0 (Z = P) :
does not encircle the origin of the (s) space

3. N < 0 (Z < P) :
encircles the origin N times in the opposite direction to

s
The direction of encirclement is as follows:

Determination of N
Im
Re
Im
Re
Im
Re
Im
Re
(s) plane
(s) plane
N = -2 N = 0
N = 0
N = -3
(s) plane
(s) plane
By convention, counter-clockwise encirclement is regarded as positive.

23

The Nyquist Path
Any RHP pole or zero of (s) is enclosed by the Nyquist path
Indentations on the imaginary axis are necessary to ensure
s
does note pass through any poles of (s)
Im
Re
+ j
- j
Poles of (s)
s plane

The Nyquist Plot
The Nyquist plot is the image of the loop transfer function L(s) as s traverses the
s
contour.
Since we are interested in roots of 1 + L(s) we examine enclosure relative to the point [-1,0]
Im
Re
L(j0)
-1
Im
Re
Critical point
Nyquist path
Nyquist plot
s= j0
| L(j0) |
L(j0)
+ j
- j
L
s plane
L(s) plane

24
2 Feedback Control

Nyquist Stability Criterion
Recall, for closed loop (external) stability we require no RHP zeros in 1 + L(s). i.e. N = -P
The simplified Nyquist stability criterion for minimum phase systems states that the feedback
system is stable if the Nyquist plot does not enclose the critical point.
For closed loop stability, the Nyquist plot must encircle the critical point once for each RHP pole in
L(s), and any encirclement must be made in the opposite direction to
s
.
For minimum phase systems: N = 0

Enclosure of the Critical Point
Note: The convention of CCW traversal of the Nyquist path means the direction of
L
follows
decreasing positive frequency.
Im
Re
increasing
L(j)
-1
-j
Im
Re
increasing
L(j)
-1
-j
Critical point enclosed
Closed loop unstable Closed loop stable
Critical point not enclosed

25

Nyquists Paper
Nyquist had the critical point at +1. Bode changed it to -1.
Nyquist, H. 1932. Regeneration Theory. Bell System
Technical Journal, 11, pp. 126-147
Nyquists paper changed the process of feedback control from trial-and-error to systematic design.

Relative Stability
+ = ) (
c
j L PM Phase Margin (PM) is defined as:
... where
c
is the gain crossover frequency
) (
1
j L
GM = Gain Margin (GM) is defined as:
... where
is the phase crossover frequency

The proximity of the L(s) curve to the critical point is a measure of relative stability, which is often
used as a performance specification on the feedback system
Im
Re
increasing
L(jc)
m
L(j)
-1
-j
L(j)
| L(jc) |

26
2 Feedback Control

Stability Margins
Gain & phase margins can be read directly from the Bode plot.
A rule-of-thumb for minimum phase systems is that the closed loop will be stable if the slope of | L(j) |
is -2 or less at the cross-over frequency (
c
). This follows from the phase area formula.
| L(j) |
log
L(j)
0 dB
Phase Margin
Gain Margin
log

2

Phase Compensation
When relative stability specifications cannot be met by gain adjustment alone, phase compensation
techniques may be applied to change the Nyquist curve in some frequency range.
Im
Re
increasing
L1(j)
(stable)
-1
-j
L2(j)
(unstable)
Nyquist plot of
compensated loop
Meets steady state
requirements but is
unstable
Meets relative stability
spec but not steady state
requirements
The terms controller and compensator are used interchangeably.

27

Phase Compensation Types
log
m
m
z p
0
F(j)
log
m
m
z
p
0
F(j)
Start with gain k
1
and introduce phase lead at high frequencies to achieve specified PM, GM, M
p
, ...etc.
Start with gain k
2
and introduce phase lag at low frequencies to meet steady-state requirements
Start with gain between k
1
and k
2
and introduce phase lag at low frequencies and lead at high
frequencies (lag-lead compensation)
log
m1
F(j)
m1
p1
0

m2

m2
p2 z1 z2
...where (
z
<
p
)
p
z
s
s
s F
+
+
= ) (
...where (
z
>
p
)
p
z
s
s
s F
+
+
= ) (
) )( (
) )( (
) (
2 1
2 1
p p
z z
s s
s s
s F

+ +
+ +
=
For unity gain:
p1
p2
=
z1
z2

Phase Lead Compensation
The first order phase lead compensator has one pole and one zero, with the zero frequency lower
than that of the pole.
The simple lead compensator transfer function is: ...where (
z
<
p
)
p
z
s
s
s F
+
+
= ) (
log
log
| F(j) |
m
F(j)
m
z p
0
0
c

28
2 Feedback Control

Lead Compensator Design
c
m
1
=
1
1
sin
+
m
m
m
sin 1
sin 1
+
=
The passive phase lead compensator is given by
Fix using
...where > 1
Maximum phase lead of
cs
cs
s F
+
+
=
1
1 1
) (

log
m
F(j)
m
z p
0
, then calculate c using

m
c
1
=
Note that cross-over frequency will typically fall so the process will need to iterate to find an acceptable
design.
occurs at frequency
2.1, 2.2

A Problem with Stability Margins
) 5 . 0 06 . 0 ( ) 1 (
) 55 . 0 1 . 0 ( 38 . 0
) (
2
2
+ + +
+ +
=
s s s s
s s
s L
-1
Re
Im
L(j)
PM
-j
Care should be taken when relying solely on gain and phase margins to determine stability and
performance. These evaluate the proximity of L(j) to the critical point at (at most) two frequencies,
whereas the closest point may occur at any frequency and be considerably less than that at either GM
or PM, as the example below illustrates.
0 50 100 150 200 250 300 350
0
0.2
0.4
0.6
0.8
1
1.2
Time (seconds)
A
m
p
l
i
t
u
d
e
In this example, although gain and phase margins are adequate (GMinfinite, PM 70 deg.),
simultaneous change of both gain and phase over a narrow range of frequency leads to poor relative
stability. The step response exhibits a fast rise time but with considerable oscillation.

29

Error Ratio
L FGH r
e
+
=
+
=
1
1
1
1
The error ratio is also called the sensitivity function as it determines loop sensitivity to disturbance
The error ratio plays a fundamental role in feedback control
L
S
+
=
1
1
+
_
y r
H
G F
e

Feedback Ratio
The feedback ratio or complementary sensitivity function is
L
L
FGH
FGH
r
y
m
+
=
+
=
1 1
The feedback ratio determines the reference tracking accuracy of the loop
L
L
T
+
=
1
+
_
H
G F y r
y
m
The closed loop transfer function is related to T by:
H
T
r
y
=

30
2 Feedback Control

S + T = 1
L
L
T
+
=
1 L
S
+
=
1
1
1
1
1
=
+
+
= +
L
L
T S
Sensitivity function is: Complementary sensitivity function is:
The shape of L(j) means we cannot maintain a desired S or T over the entire frequency range
10
-3
10
-2
10
-1
10
0
10
1
10
2
0
0.2
0.4
0.6
0.8
1
1.2
1.4
M
a
g
n
i
t
u
d
e

(
a
b
s
)
Frequency (rad/sec)
|S| |T|

Control with Output Disturbance
Superposition allows reference and disturbance effects to be included in y...
Substituting S and T gives
+
+
+
_
y r G F
d
e
Consider the case of a unity feedback loop with disturbance acting at the output...
y = d + FG (r y)
y = S d + T r
S determines the ability of the loop to reject disturbance acting at the output
T determines the ability of the loop to track a reference input

31

Bandwidth
10
-3
10
-2
10
-1
10
0
10
1
10
2
0
0.2
0.4
0.6
0.8
1
1.2
1.4
M
a
g
n
i
t
u
d
e

(
a
b
s
)
B BT
0.707
Control not effective Control effective
|S(j)| |T(j)|
Frequency (rad/sec)
Bandwidth (
&
BT
) can be defined in terms of the frequencies at which | S | & | T | first cross
Below
performance is improved by control

Between
and
BT
control affects response but does not improve performance
Above
BT
control has no significant effect
2
1

Closed Loop Properties from the Nyquist Plot
( ) ) ( 1 ) ( ) ( j L j L j T + =
) ( 1
) (
) (
j L
j L
j T
+
=
The vectors |L(j
0
)| and |1+L(j
0
)| can be obtained directly from the Nyquist plot for any frequency
0
Closed loop magnitude is given by:
Closed loop phase is given by:
For the unity feedback system...
-1
Re
Im
L(j)
1
L(j0)
T(j0)
L(j0)
(1 + L(j0))
|
1

+

L
(
j
0 )
|
|
T
(
j
0
)
|
|L
(
j
0
)
|
T(j0)
T(j0)

32
2 Feedback Control

Nyquist Diagram: Sensitivity Function
2
1
L
S
+
=
1
1
2 1
2
1
< + > L S
Peaking & bandwidth properties of the sensitivity function can be inferred from the Nyquist diagram.
Sensitivity bandwidth reached when first crosses
1 1 < + L
from below:
Sensitivity peaking occurs when
-1
Re
Im
1
Sensitivity bandwidth
reached when L(j) first
crosses this circle
Sensitivity peaking when
L(j) lies inside this circle
1
j
-j
2

Nyquist Diagram: Tracking Performance
2
1
L
L
T
+
=
1
L L T 2 1
2
1
> + < Tracking bandwidth reached when first crosses from above:
Tracking peaking occurs when Re{ L(j) } < -0.5
Peaking & bandwidth of the tracking response can also be determined from the Nyquist diagram.
-1 -0.5 0.5 1 1.5
-1
-0.5
0.5
1
0 dB
-20 dB
-10 dB
-6 dB
-4 dB
-2 dB
20 dB
10 dB
6 dB
4 dB
2 dB
Re
Im
Tracking performance peaking when
L(j) lies to the left of this line
Tracking performance bandwidth reached when
L(j) first crosses this line
-3 dB 3 dB
2 -2 -1.5 -2.5 -3

33

Loop Shape from the Nyquist Plot
Key features of the S & T curves such as peaking and bandwidth are available from the Nyquist plot.
The trajectory of L(j) can be determined from the S & T curves, since
-1
Re
Im
L(j)
-0.5
-3 dB
Tpk1
Tpk2
Spk1
SB
TB
1
2
-j
1
2
) (
) (
) (
j S
j T
j L =
) ( ) ( 1 ) (
c c c
j S j T j L = = For example, at cross-over:
0
1
M
a
g
n
i
t
u
d
e

(
a
b
s
)
Frequency

Tpk1 Tpk2 Spk1
SB TB
| S |
| T |
c
| L |

The Sensitivity Integral
=
N
i
i
p d j S
1
0
) Re( ) ( ln
If L(s) is non-minimum phase or has a pole excess of at least 2, then for closed-loop stability
...where L has N RHP poles at locations s = p
i
For a stable open loop 0 ) ( ln
0
=
d j S
Equal areas
| S(j) |
log
1
0

34
2 Feedback Control

The Waterbed Effect
s
s
s
k
s L
+
=
2
2
) (
10
-3
10
-2
10
-1
10
0
10
1
10
2
0
0.5
1
1.5
2
2.5
3
3.5
M
a
g
n
i
t
u
d
e
(
a
b
s
)
Frequency (rad/sec)
Sensitivity magnitude plots for with k varying from 0.1 to 1.5
The sensitivity integral means that any increase in bandwidth (|S| < 1 over larger frequency range)
must come at the expense of a larger sensitivity peak. This is known as the waterbed effect.
Sensitivity improvement in one frequency range must be paid for by sensitivity deterioration in another.

Maximum Peak Criteria
= = S j S M
S
) ( sup

= = T j T M
T
) ( sup
The maximum peaks of sensitivity and complementary sensitivity are:

Typical design requirements are: M
S
< 2 (6dB) and M
T
< 1.25 (2dB)
Phase margin and gain margin are loosely related to the | S | & | T | peaks
0
0.5
1
1.5
M
a
g
n
i
t
u
d
e

(
a
b
s
)
| S(j) |
| T(j) |
M
S
M
T

35

High Gain Feedback
+
_
y r G F
u
FSr r
FG
F
u =
+
=
1
One of the benefits of negative feedback is that it generates an implicit inverse model of the plant
under high gain conditions. To see this, consider the unity feedback loop...
FGS
FG
FG
T =
+
=
1
Since , we have FS = G
-1
T, and the above equation can be written
When the loop gain FG is large, T 1 and we have u = G
-1
r, as we should for perfect control.
The control effort u = F (r y) can be written in terms of the sensitivity function
u = G
-1
Tr
y = G u = G G
-1
r = r

Nominal Performance Specification
The infinity norm of the sensitivity function S provides a good indication of closed loop performance,
since it captures the magnitude of the worst case loop error ratio over all frequency.
The response of dynamic systems varies with frequency, hence our design objectives should also
vary with frequency.
One way to achieve this is to define a frequency dependent weighting function which bounds | S | at
every frequency.
) (
) (
sup
r
e
S =
+
_
y(
0
)
G F
e(
0
)
r(
0
)

36
2 Feedback Control

Plant Model Sensitivity
FG
FG
T
+
=
1
G
ST
FG
FGF FG F
dG
dT
=
+
+
=
2
) 1 (
) 1 (
G dG
T dT
S
/
/
=
For the unity feedback system, tracking performance is given by
The sensitivity function S represents the relative sensitivity of the closed loop to relative plant model error
If we differentiate T with respect to the plant G, we find ...
+
_
y r G F

Sensitivity and Model Error
( ) + = 1
~
G G
( ) + + = + 1 1
~
1 FG L
T
S
S
+
=
1
~
Let the model error in G be represented by the multiplicative output term .
Therefore loop sensitivity including model error is:
The major effect of model error is in the cross-over region, where S T
FG FG L
S
+ +
=
+
=
1
1
~
1
1 ~

37

Effect of Plant Model Error
10
-4
10
-3
10
-2
10
-1
10
0
10
1
10
2
0
0.2
0.4
0.6
0.8
1
1.2
M
a
g
n
i
t
u
d
e
(
a
b
s
)
10
-4
10
-3
10
-2
10
-1
10
0
10
1
10
2
0
1
2
3
4
5
6
7
x 10
-3
M
a
g
n
i
t
u
d
e
(
a
b
s
)
Frequency (rad/s)
L
S
T
S - S
~
c
The effect of plant model error is most severe
around cross-over - exactly where the stability
and performance properties of the loop are
determined.
T
S
S
+
=
1
~
Evaluating and accounting for model
uncertainty is therefore an important step in
design.
The process of modelling plant uncertainty and
designing the control system to be tolerant of it
is known as robust control.

Internal Model Principle
r Gr G y = =
1
~
The basis of the Internal Model Principle is to determine the plant model G and set F = G
-1
i.e. perfect control is achieved without feedback!
Information about the plant may be inaccurate or incomplete
The plant model may not be invertible or realisable
Control is not robust, since any change in the process results in output error
The practical value of this approach is limited because...
r G F
u
y
r G G
-1
u
y
~
~ ~
In open loop control: y = FGr

38
2 Feedback Control

Internal Model Control
QH
Q
G F
=

1
1
RHP zeros give rise to RHP poles i.e. the controller will be unstable
FGH
FG
Q
+
=
1
An alternative to shaping the open loop is to directly synthesize the closed loop transfer function. The
approach is to specify a desirable closed loop shape Q, then solve to find the corresponding controller.
Time delay becomes time advance i.e. the controller will be non-causal
In principle, any closed-loop response can be achieved providing the plant model is accurate and
invertible, however the plant might be difficult to invert because...
If the plant is strictly proper, the inverse controller will be improper
This method is known as Internal Model Control (IMC), or Q-parameterisation.
2.3

Non-Minimum Phase Plant Inversion
H G f
G f
G G F
n
n
n m
=

1
1 1
Step 1: factorise G into invertible and non-invertible (i.e. non-minimum phase) parts: G = G
m
G
n
=
q
i i
i s
n
z s
z s
e G
1
...where the non-invertible part is given by

Step 2: write the desired closed loop transfer function to include G
n
: Q = f G
n
Step 3: substitute into the controller equation:
H G f
f
G F
n
m
=

1
1
This is an all-pass filter with delay. Any new LHP poles in G
n
can be cancelled by LHP zeros in G
m
Non-minimum phase terms cancel to leave an equation which does not require inversion of G
n

39

3. Transient Response
Transient Specifications
Steady State Error
PID Controllers
Root Locus Analysis
It dont mean a thing if it aint got that swing.
Duke Ellington (1899 1974)

Transient Response Specifications
Transient response tuning is typically a compromise between competing objectives
Optimality only possible when some form of performance index is specified
Results are highly subjective: different users may select very different controller settings
t
ts
t
r
B A
yss
0
y(t)
0.9yss
1
Peak overshoot
(20% typ.)
Decay ratio
(<0.3)
Steady state error
(small)
Mp
Error bound
(2% typ.)
Settling time
(small)
Rise time
(small)
D =
A
B

40
3 Transient Response

Transient Performance Index
A performance index can be defined based on the integral of the closed loop error:
dt t e
0
2
) ( IES = Integral of the Error Squared
dt t e
0
| ) ( | IAE = Integral of the Absolute Error
ITAE = Integral of Time x Absolute Error dt t e t
0
| ) ( |
t 0
y(t)
1
Transient error
e(t0) = r(t0) - y(t0)
t0

Quality of Response
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
0.01
0.02
I
E
S
Performance Indices vs. Damping Ratio for Unit Step Response
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
0.02
0.04
I
A
E
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
I
T
A
E
Damping Ratio
0.001
0.0005
Performance index plotted against variation of a key parameter typically yields a convex curve with a
well defined minimum
The parameter setting which yields minimum performance index represents an optimal controller choice

41

Classification by Type
) (
) (
) (
) (
) (
s s
s k
s L
s e
s y
n
m
= =
A canonical feedback system with open-loop transfer function
...where n 0 is called a type n system.
The type number denotes the number of integrators in the open-loop transfer function, L(s)
Closed loop steady state error will be zero, finite or infinite, depending on the type number, n
e
H
G F
y
m

Input Stimuli
t
1
u(t)
0
t
1
u(t)
0
t
u(t)
0
t
u(t)
0
t
u(t)
0
u(t) = (t)
u(t) = 1(t)
u(t) = t
u(t) = t
2
u(t) = a sin(t)
u(s) = 1
u(s) =
1
s
u(s) =
1
s
2
u(s) =
1
s
3
u(s) = a
s
2
+
2
Unit step
Impulse
Unit ramp
Parabola
Sine
a
1

42

Type 0 Systems
) ( ) (
) (
) (
) (
1
1
) (
) (
s k s
s
s
s
k
s r
s e

+
=
+
=
) 0 ( ) 0 (
) 0 (

k
e
ss
+
=
+
=
) ( ) (
) ( 1
lim
0
s k s
s
s
s e
s
ss

Error ratio is given by:

Steady state error following a step input is found by applying the final value theorem to e(s)
For a type 0 system there is always a steady state error following a step input which is
inversely related to loop gain, k
r
+
_
y k
e (s)
(s)

Type 1 Systems
) ( ) (
) (
) (
) ( 1
1
1
) (
) (
s k s s
s s
s
s
s
k
s r
s e

+
=
+
=
0 =
ss
e
+
=
) ( ) (
) ( 1
lim
0
s k s s
s s
s
s e
s
ss

Error ratio is given by:

Again, steady state error following a step input is found from the final value theorem:
The presence of an integrator in the loop eliminates steady state error following a step input
To avoid steady state error L(s) must contain at least as many integrators as r(s)
r
+
_
y k
e (s)
(s)
1
s

43

Response Type Summary
Type 0
0 1 2 3 4 5 6 7 8 9 10
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Step Response Plot for a Type 0 System
Time (s)
O
u
tp
u
t
0 1 2 3 4 5 6 7 8 9 10
0
1
2
3
4
5
6
7
8
9
10
Ramp Response Plot for a Type 0 System
Time (s)
O
u
tp
u
t
0 1 2 3 4 5 6 7 8 9 10
0
10
20
30
40
50
60
70
80
90
100
Parabolic Response Plot for a Type 0 System
Time (s)
O
u
tp
u
t
0 5 10 15 20 25 30
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Time (s)
O
u
tp
u
t
0 5 10 15 20 25 30
0
5
10
15
20
25
30
Time (s)
O
u
tp
u
t
0 5 10 15 20 25 30
0
100
200
300
400
500
600
700
800
900
Time (s)
O
u
tp
u
t
0 5 10 15 20 25 30
0
0.2
0.4
0.6
0.8
1
1.2
1.4
Time (s)
O
u
tp
u
t
0 5 10 15 20 25 30
0
5
10
15
20
25
30
35
Time (s)
O
u
tp
u
t
0 1 2 3 4 5 6 7 8 9 10
0
10
20
30
40
50
60
70
80
90
100
Time (s)
O
u
tp
u
t
Type 2 Type 1
Position
Velocity
Acceleration
s
1
s
3
1
s
2
1
r(s) =
r(s) =
r(s) =

PID Controllers
dt
t de
k d e k t e k t u
d
t
i p
) (
) ( ) ( ) ( + + =

PID (Proportional + Integral + Derivative) controllers allow intuitive tuning of the transient response.
The parallel PID form is:
r
y
u
e +
+
+
+
_
k
i
k
p
d
dt
k
d
The proportional term k
p
directly affects loop gain
Integral action increases low frequency gain and reduces/eliminates steady state errors,
however this can have a de-stabilizing effect due to increased phase lag
Derivative action introduces a predictive type of control which tends to damp oscillation &
overshoot but can lead to large control effort

44

PID Control Action
Many guidelines exist (Ziegler-Nichols, Cohen-Coon, etc.) but PID tuning is typically an iterative process.
3.1
t
y(t)
e(t)
t
t1 t0 t1 + kd
0
e(t1)
e(t1)
.
e() d
t1
t0
0
1
e(t) = r(t) - y(t)
r(t)
dt
t de
k d e k t e k t u
d
t
i p
) (
) ( ) ( ) ( + + =

Transient response
Transient error

Optimal PID Tuning
1
1.5
2
2.5
3
3.5
4
4.5
5
6
7
8
9
10
11
12
13
14
15
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
2.2
2.4
k
i k
p
I
T
A
E
Optimal controller settings can be sought based on a transient response cost function such as ITAE.
A simple minimum search algorithm reveals the controller terms which yield the smallest cost function.
Pairs of tuning parameters, such as proportional and integral gain terms, can be found in this way.
For larger numbers of tuning parameters, iteration using multiple plots is required.

45

Integrator Windup
Commanded (upid)
Applied (usat)
0 1 2 3 4 5 6 7 8 9 10
0
0.5
1
1.5
2
2.5
0 1 2 3 4 5 6 7 8 9 10
-0.5
0
0.5
1
Windup Anti-windup
If a component in the loop saturates control will be lost. The integrator continues to accumulate error,
increasing corrective effort even though the plant output does not change. This effect is called windup.
Modern industrial PID controllers incorporate an anti-windup feature which clamps the integrator input
when saturation occurs.
r
y
u
sat
e
+
+
+
+
_
+
k
i
k
p
+
_
k
w
Output saturation Anti-windup reset
u
i
u
p
u
d
u
pid
_

PID Controller Refinements
Practical PID controllers incorporate various refinements to improve performance and avoid specific
difficulties. Some of these are shown below.
r
y
u
e
k
r
+
_
+
+
+
+
_
+
_
k
i
k
p
+
_
d
dt
k
d
k
w
Independent set-point
weighting
Output saturation
Anti-windup reset
Derivative term filtering
Derivative acts on output
feedback only

46

Complex Pole Interpretation
The decay parameter and damped natural frequency are the real and imaginary components of the poles
Un-damped natural frequency and transient phase represent the modulus and argument of the poles
Recall, for the under-damped second order case poles are located at
2
1 =
n n
j s
= cos
-1
Im
Re
jd
jd
n
n

Influence of Pole Location on Transient Response
Plot shows unit step response of second order system with varying pole location. Stable poles positioned further to the left
exhibit faster decay, while those with larger imaginary part have a higher frequency of oscillation.
Im
Re
-0.5 -1 -4 0.5
j1.5
j8
j4
-2.5

47

Constant Parameter Loci
Poles located further to the left have faster decay rate
Poles with larger imaginary component are more oscillatory
Im
Re
d8
1
2
d9
d10
d11
d12
d13
d8
d9
d10
d11
d12
d13
Horizontal lines indicate
constant damped natural
frequency (d)
Vertical lines indicate constant
decay parameter ()
Note: decay rate and settling time
are not linearly related.

Constant Parameter Loci
This is the usual grid drawn on a pole-zero map to aid in transient response estimation.
Im
Re
n8
n9
n10
n11
n12
n13
n8
n9
n10
n11
n12
n13
7
Concentric circles about
the origin indicate constant
un-damped natural
frequency (n)
Radial lines from the origin
indicate constant damping
ratio ()

48

In a root locus plot, the closed loop pole paths are plotted in the complex plane as some free
parameter (often loop gain, k) is varied
Root Locus Design
We have seen how key properties of the transient response can be inferred from the location of
poles in the complex plane.
The root locus design method is a graphical procedure for determining the transient response of
the closed loop.
Recall, closed loop poles are the roots of
1
2
+ k
1
2
= 0
When k = 0 the roots are
1
2
= 0 i.e. at open loop poles
As k the roots tend towards
1
2
= 0 i.e. at open loop zeros
For 0 < k < the roots follow well defined paths called "loci"

Root Locus Plots
Every root locus begins at an open loop pole when k = 0, and either ends at an open loop zero or
follows an asymptote to infinity
Example root locus plot for system with two closed loop zeros and five poles (i.e. relative degree three)
Im
Re
k
k = 0
k
k
k =
At each value of k, features of the closed loop transient response can be inferred from location of the
dominant poles.

49

Root Locus Example
Association of step response with closed loop root location for varying controller gain.
) 2 2 ( ) 5 . 2 (
) 5 . 1 (
) (
2
+ + +
+
=
s s s s
s k
s L
Root locus plot for the open
loop transfer function
Re
Im
s plane
k
k
k = 0.5
k = 1.0 k = 1.5
k = 2.5
k = 5.2
k = 8.0
k = 15.0
k

=

0
.
5
k

=

1
.
0
k

=

1
.
5
k

=

2
.
5
k

=

5
.
2
k

=

8
.
0
k

=

1
5
.
0
k = 0
k

=

k

=

0
k

=

0
.
5
k

=

1
.
0
k

=

0
-1.5 -2.5

High Gain Asymptotes
The number of high gain asymptotes is equal to the relative degree of L(s), n m.
Asymptotes are distributed symmetrically around a focal point on the real axis. The angle of
separation of the asymptotes and their point of intersection on the real axis depend on the relative
degree of the closed loop transfer function.
m n
z p
x
i
i
i
i
=

) Re( ) Re(
Im
Re
focal point
n-m
2
=
x

50

Root Loci Asymptotes
Re
Im
Re
Im
Re
Im
Re
Im
Re
Im
Re
Im
3
5
1
4
2
6
High gain root locus asymptotes shown by closed loop relative degree
Note that for relative degree of 3 or greater loci move into the RHP, causing instability at high gain

Properties of the Root Loci
Im
Re
k
k = 0
k
k
k =
Maximum value of k
which gives stable
response
Complex roots yield an
oscillatory transient
response
Root loci are always
symmetrical about the
real axis
Transient response is
dominated by those roots
closest to the imaginary
axis
Roots lying about five times
further left than dominant
roots have negligible effect on
transient response
k = 0
k =
Real roots contribute an
exponential response
The number of root loci in the s plane is the same as the order of L(s)

51

RHP Zero: High Gain Instability
As open loop gain increases, each root locus tend towards either an infinite asymptote or an open
loop zero. i.e. for proper systems, each zero accommodates a closed loop pole at infinite gain.
For each RHP zero one locus crosses into the RHP, so at sufficiently high gain the closed loop will
become unstable
Im
Re
k
k = 0
x
Maximum value of k
which gives stable
response
k
k
k = 0

Pole-Zero Cancellation
When a pole and zero lie on top of one another their combined effect on closed loop response is zero.
Poles and zeros which lie close to one another generate a short locus which has little overall effect on
the closed loop response.
Pole-zero cancellation means placing controller poles and zeros to cancel out undesirable poles
and zeros in the plant. Additional controller poles & zeros can then be placed in more desirable
locations in the complex plane.
k
0 1 ) ( =
+
+
=
q s
q s
s G
3.2, 3.3

52

Tuning Multiple Parameters
0.4 0.5
Im
Re
k1 = 7
k1 = 8
k1 = 10
2 4
7
11
0.5
0.9
2.0
4.0
20
52
8
10
16
21
64
9 9
k1
k3
k2 k2
0.9
2
15
68
11 16
7
k3
k2
k2
) 1 )( 8 4 (
1
) (
2
+ + +
=
s s s
s G Standard PID controller parameter tuning for the plant
-6 -5 -4 -3 -2 -1 1
-2.5
-2
-1.5
-1
-0.5
0.5
1
1.5
2
2.5
0.22 0.44 0.62 0.76 0.85 0.92
0.965
0.992
0.22 0.44 0.62 0.76 0.85 0.92
0.965
0.992
Im
Re
Interpretation of the root loci may be difficult if more than one parameter is varied. Simulation packages
contain no native tools to display root loci for multiple free parameters, or root contours.
The presence of closed loop zeros means tuning choices should be supported by other data.

Root Locus Example
Root-locus for a fixed roll angle of 30. The speed is increased from 6 m/s () to 60 m/s (*).
The Stability of Motorcycles Under Acceleration,
by D J N Limebeer, R S Sharp and S Evangelou,
Journal of Applied Mechanics, Vol. 69, 2002
Original publisher: ASME

53

4. Discrete Time Systems
Sampled systems
The z Transform
Complex Plane Mapping
Aliasing
Discrete Transformations
...in recent times, almost all analogue controllers have been replaced by some form of computer control. This is a
very natural move since control can be conceived as the process of making computations based on past observations
of a systems behaviour. The most natural way to make these computations is via some form of computer.
Goodwin, Graebe & Salgado, Control System Design, 2000

The Digital Control System
+
_
y(t) r(k)
H(s)
G(s) F(z)
e(k) u(k)
Hold
u(t)
Sampler
y
m
(t) y
m
(k)
Continuous time Discrete time
+
_
r(k)
F(z)
e(k) u(k)
Hold u(t) Sampler y
m
(t)
y
m
(k)
t
ym(t)
k
ym(k)
k
u(k)
t
u(t)

54
4 Discrete Time Systems

The Sampler
T
f
s
1
=
The sampler converts a continuous function of time y
m
(t) into a discrete time function y
m
(kT)
Almost all samplers operate at a fixed rate
The dynamic properties of the signal are changed as it passes through the sampler
The T is implicit in notation, so for example y
m
(k) is equivalent to y
m
(kT)
y
m
(t) y
m
(k)
t
y
m
(t)
k
y
m
(k)
Sampler
T
1 2 3 4 5 6 7 0 0

Discrete Convolution
T = 0: u(0) = f (0)e(0)
T = 1: u(1) = f (1)e(0) + f (0)e(1)
T = 2: u(2) = f (2)e(0) + f (1)e(1) + f (0)e(2)
T = 3: u(3) = f (3)e(0) + f (2)e(1) + f (1)e(2) + f (0)e(3)
T = n: u(n) = f (n)e(0) + f (n-1)e(1) + .......................... + f (0)e(n)
Discrete convolution consists of sequence reversal, cross-multiplication, & summation.
The digital controller implements this n-term sum-of-products at each sample instant, T.
k
e(k) u(k)
k
f (k)
k
0 1 2 3 4 5 6 7 8 9 10 11 0 1 2 3 4 0 1 2 3 ... ...
Input e(k) Unit pulse response f (k) Output u(k)
F(z) e(k) u(k)

55

Discrete Convolution
Once the impulse response f (nT) is known, the controller output u(nT) arising from any arbitrary input
e(nT) can be computed using the convolution summation
=
=
n
k
T k n f kT e nT u
0
) ] ([ ) ( ) (
The impulse response of a discrete system is its response to a single input pulse of unit amplitude
at time t = 0.
The design task is to find the f (nT) coefficients which deliver a desired output u(nT) for some e(nT).
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 5 10 15 20 25 30

The Delta Function
) ( ) ( ) ( a f dt t f a t =

t
a
(t - a)
0
f (t)
If a delta impulse is combined with a continuous signal the result is given by the screening property
The delta function, denoted (t), represents an impulse of infinite amplitude, zero width, and unit area.
t
0
(t)

56

Impulse Modulation
t
t
t
T 2T 3T 4T 5T
T
T(t)
f(t)
f*(t)
T 2T 3T 4T 5T 10T
T 2T 3T 4T 5T
0
0
0
15T
10T 15T
10T 15T
=
=
n
T
nT t t ) ( ) (
=
=
n
nT t t f t f ) ( ) ( ) ( *

The z Transform
=
n
snT
e nT f s f ) ( ) ( *
Applying the screening property of the delta function at each sample instant, we find
) ( ) ( ) ( * nT t nT f t f
n
=

=
n
n
z nT f z f ) ( ) (
| | ... ) 2 ( ) 2 ( ) ( ) ( ) ( ) 0 ( ) ( ) ( ) 2 ( ) 2 ( ... ) ( * + + + + + + + + = T t T f T t T f t f T t T f T t T f s f L
The shifting theorem allows us to take the Laplace transform of this series term-by-term...
The z transform of f(t) is found from the above series after making the substitution z = e
sT

57

Properties of the z Transform
) ( ) ( )] ( ) ( [
2 2 1 1 2 2 1 1
z f a z f a nT f a nT f a = Z Linearity:
) ( ) ( ) ] ([ ) (
2 1 2
0
1
z f z f T k n f kT f
n
k
=
)
`
=
Z Convolution:
) ( ) 1 ( lim ) ( lim
1
z f z nT f
z n
=

Final value theorem:
{ } ) ( ) ( z f z k n f
k
= + Z Time shift:
{ }

= =
n
n
z nT f nT f z f ) ( ) ( ) ( Z
Note: Compare the above properties with those of the Laplace transform.

Transfer Functions
) ( ... ) )( (
) ( ... ) )( (
) (
2 1
2 1
cn c c
cm c c
p s p s p s
z s z s z s
k s G
+ + +
+ + +
=
An equivalent sampled data system can be found using a discrete transformation, which yields a
transfer function in the complex variable z.
A linear continuous time system may be represented in transfer function form as
) ( ... ) )( (
) ( ... ) )( (
) (
2 1
2 1
dn d d
dm d d
p z p z p z
z z z z z z
k z G
+ + +
+ + +
=
Poles & zeros are in different positions in the complex plane
The relative degree may not be the same
Dynamic performance is different
Comparing the continuous time and discrete time representations of the same system:

58

The Difference Equation
2 1
2
0
2 1
2
0
) (
) (

+ +
+ +
=
z z
z z
z e
z u
2
2
1
1
2
2
1
1 0
1 ) (
) (

+ +
+ +
=
z a z a
z b z b b
z e
z u
Normalizing for the term involving the highest denominator power (
0
) gives
Applying the shifting property of the z-transform term-by-term yields the difference equation
The 2-pole 2-zero transfer function is written
Re-arranging to find an expression for u(z)...
u(z) = e(z) { b
0
+ b
1
z
-1
+ b
2
z
-2
}- u(z) { a
1
z
-1
+ a
2
z
-2
}
u(z) { 1 + a
1
z
-1
+ a
2
z
-2
} = e(z) { b
0
+ b
1
z
-1
+ b
2
z
-2
}
u(z) = b
0
e(z) + b
1
z
-1
e(z) + b
2
z
-2
e(z) - a
1
z
-1
u(z) - a
2
z
-2
u(z)
u(k) = b
0
e(k) + b
1
e(k 1) + b
2
e(k 2) - a
1
u(k 1) - a
2
u(k 2)

Discrete Time Stability
a z
b
z e
z u
=
) (
) (
=

1
1
) (
n
n e a b
k u(k)
1 be(0)
be(1) + abe(0) 2
be(2) + abe(1) + a
2
be(0)
be(3) + abe(2) + a
2
be(1) + a
3
be(0)
3
4
Consider the first order transfer function
u(k) = be(k - 1) + au(k - 1)
The evolution of the time sequence is:
n
The corresponding difference equation is:
The presence of the a
term means that the output u(k) will remain bounded (stable) as k
providing | a | 1. This is the stability constraint for discrete time systems.
.

.

.
.

.

.

59

Common z Transforms
2
) 1 ( z
z
a z
z
) 1 )( (
) 1 (

z a z
a z
n
a 1
n
a
nT
1 z
z
1
1 ] [T
Data f (nT) z-plane
F(z)

Complex Poles
) )( (
) (
2
j j
ae z ae z
z
z G

=
As for continuous time systems, discrete time complex poles always arise in conjugate pairs.
The transient part of the response is given by
( ) ( ) ... ) (
1 1
+ + =

k
j
k
j
ae ae k y

...
) ( ) (
) (
1 1
+
=

j j
ae z ae z
z y
...where the residual
1
has the form Ae
j
The time sequence is always oscillatory and of the form
In order that y(k) remain bounded, every pole in G(z) must be constrained by | a | 1 .
y(k) = B a
k
cos ( k + ) + ...

60

Common z Transforms
Data f (nT) z-plane
F(z)
1 cos 2
) cos (
2
+

aT z z
aT z z
anT sin
anT cos
1 cos 2
sin
2
+ aT z z
aT z
bnT a
n
sin
2 2
cos 2
sin
a bT az z
bT az
+

Frequency Response
*) )( (
) (
a z a z
b z
z G
+ +
+
= For the system
Magnitude is found from...
3 2
1
*
0 0
0
0
) (
r r
r
a e a e
b e
e G
T j T j
T j
T j
=
+ +
+
=

( ) ( ) ( )
3 2 1
* ) (
0 0 0 0

= + + + = a e a e b e e G
T j T j T j T j
The response of the discrete time system G(z) at frequency =
0
is evaluated by T j
e z
z G
0
) (
=
Phase is found from...
j
-j
-1 1
0
Im
Re
r1
3
1
2
b
a
a*
r3
r2

61

Discrete Time Bode Plot
The frequency response of a discrete time system may be represented in Bode plot form, however
the maximum unique frequency is limited by the sampling theorem. Typically only those frequencies
below the Nyquist limit (
N
) are shown.
Continuous time
Discrete time
-20
0
20
40
60
80
M
a
g
n
i
t
u
d
e

(
d
B
)
10
2
10
3
10
4
10
5
10
6
10
7
10
8
-225
-180
-135
-90
-45
0
45
P
h
a
s
e

(
d
e
g
)
Frequency (rad/s)
N
Notice that the relative stability of the discrete time system may change due to phase delays
introduced by the sampler and hold processes.

Nyquist Analysis of Discrete Time Systems
Nyquist analysis can be used with discrete time systems in a similar way to continuous systems. The
region of unstable roots of L(z) is shown shaded in the diagram below.
Recall, if the open loop is stable we look for enclosure of the critical point by the above contour after
mapping by L(z). If the open loop is unstable, we determine closed loop stability by counting
encirclements of the critical point relative to the number of unstable poles of 1 + L(z).
Re
Im
z plane
1
Re
Im
s plane

62

Discrete Time Nyquist Plot
Continuous time
Discrete time
The frequency response of discrete time systems may be representation using the Nyquist plot, in the
same way as continuous time systems.
Plot shows the Nyquist curve for the system together with its discrete time equivalent
after transformation by the matched pole-zero method for a sample rate of 2Hz.
5 3 . 0
1
2
+ + s s
Im
Re
-1

z Plane Mapping
Equivalent regions shown cross-hatched
Re
Im
-j
j
A B C
D E F
Im
Re
A
B
C
D
E
F
s plane z plane

63

Complex Plane Mapping
z = e
sT
= e
(a+jb)T
= e
aT
e
jbT
= re
j
Points in the s-plane are mapped according to:
Re
Im
A
B
C
D
E
r1
r2
r3
2
1
Im
Re
A
B
C
D
E
- -
j1
j2
s plane z plane
r
1
= e
-T
r
2
= e
T
r
3
= e
-T
1
=
1
T
2
=
2
T

The Nyquist Frequency
The Nyquist frequency represents the highest unique frequency in the discrete time system
Uniqueness is lost for higher continuous time frequencies after sampling
Im
Re
E j1
E* -j1
Re
Im
E
E*
s plane z plane

64

Aliasing
Loss of uniqueness means an infinite number of congruent strips are mapped into the unit circle.
Re
Im
-j
j
1 -1
Im
Re
2
s
j

2
s
j
s
j
2
3
s
j

2
3
s
j

s
j

Discrete Frequency Ambiguity
Both f
1
& f
2
give rise to exactly the same set of samples. After sampling it is impossible to determine
which frequency was sampled. In fact, any of an infinite number of possible sine waves could have
produced these samples. This effect is known as aliasing.
f
1
= sin (5t + 0.32) f
2
= sin (35t)

65

Frequency Response of a Sampled System
=
=
k
kT t t y t y ) ( ) ( ) ( *

=
=
=
n
t jn
n
k
s
e C kT t

) (
dt e kT t
T
C
T
T
k
t jn
n
s
=
2 /
2 /
) (
1

The sampler is periodic so can be represented by the Fourier series

...where the Fourier coefficients are given by
dt e t
T
C
T
T
t jn
n
s
=
2 /
2 /
) (
1

Only one term is within range of the integration, so
| |
T
e
T
C
T
T n
1 1 2 /
2 /
0
= =

We can integrate this easily using the screening property of the delta function

=
=
=
n
t jn
k
s
e
T
kT t

1
) ( So, the Fourier series representing the sampler is given by
The sampled signal is given by

{ } ) ( ) ( ) (
0
s f dt e t f t f
st
= = L
{ }

= )
`
= =
0
1
) ( ) ( * ) ( * dt e e
T
t y t y s y
st
n
t jn
s

=
n
t jn s
dt e t y
T
s y
s
0
) (
) (
1
) ( *

We can now find the Laplace transform of the sampled system
=
=
n
s
jn s y
T
s y ) (
1
) ( *
The integral term is the same as the Laplace transform of y(t), but with a change of complex variable
| |
=
=
n
s
n j y
T
j y ) (
1
) ( *
The frequency response of the samples signal is:
Each term in the infinite summation corresponds to the response of the continuous system, shifted
along the frequency axis by n
s

=
=
=
n
t jn
k
s
e
T
kT t

1
) (

66


0
y(j)
a
Continuous Spectrum
Sampled Spectrum

0 s s
2
y*(j)
s s
2
3s
2
-3s
2
a
T

Anti-Aliasing
(dB)
c
-20 log10(2
N
)
s
2
0
0
2
s
To prevent aliasing, we need to attenuate the input signal to less than 1 converter bit at before sampling.
Filter constraints can be relaxed if a faster sample rate is selected.

0 s s
2
y*(j)
s s
2
3s
2
-3s
2
a
T

67

Pole Location vs. Step Response
Unit step response as a function of pole location for a second order system.
Im
Re
j
1 -1

Complex Plane Grid
Lines of constant decay parameter ( ) and damped natural frequency (
d
)
Im
Re
d8
1 2 3 4 5 6
d9
d10
d11
d12
d13
d8
d9
d10
d11
d12
d13
d
s plane z plane
Im
Re
0.1/T
0.2/T
0.3/T
0.4/T
0.5/T
0.6/T
0.7/T
0.8/T
0.9/T
/T
-0.1/T
-0.2/T
-0.3/T
-0.4/T
-0.5/T
-0.6/T
-0.7/T
-0.8/T
-0.9/T
1
2
3
4
5
6
7
0
-/T

68

Complex Plane Grid
Lines of constant damping ratio ( ) and un-damped natural frequency (
n
)
Im
Re
n8
1
2
3
4
5
6
7
n9
n10
n11
n12
n13
n8
n9
n10
n11
n12
n13
1
2
3
4
5
6
7
n
s plane z plane
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Im
Re
0.1/T
0.2/T
0.3/T
0.4/T
0.5/T
0.6/T
0.7/T
0.8/T
0.9/T
/T
-0.1/T
-0.2/T
-0.3/T
-0.4/T
-0.5/T
-0.6/T
-0.7/T
-0.8/T
-0.9/T
0
-/T

Root Locus Design Constraints
Equivalent second order loci allow regions of the complex plane to be marked out which correspond
to closed loop root locations yielding acceptable transient response.
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Im
Re
Line of maximum overshoot
Line of maximum settling time
Roots in this area will meet design
constraints
0.1/T
0.2/T
0.3/T
0.4/T
0.5/T
0.6/T
0.7/T
0.8/T
0.9/T
/T
-0.1/T
-0.2/T
-0.3/T
-0.4/T
-0.5/T
-0.6/T
-0.7/T
-0.8/T
-0.9/T
0
-/T
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9

69

Sample to Output Delay
t
d
= sample to output delay
t
y(t)
t
u(t)
td td td
k k+1 k+2
y(k)
y(k+1)
y(k+2)
u(k)
u(k+1)
u(k+2)
k k+1 k+2
Continuous time feedback
signal
Time delay imposed by ADC
and control law computation
Line of effective control effort
Line of desired control effort
Reconstructed output
signal

Time Delay
0
t -1
-0.5
0
0.5
1
0
-1
-0.5
0
0.5
1
t
Phase lag is indistinguishable from delay in the time domain: Delay in the time domain translates
into frequency dependent phase lag in the frequency domain.
From the shifting property of the Laplace transform we know that { } ) ( ) ( s y e t y
s

= L
The influence of time delay is to change the phase of the signal by , while the amplitude is unaffected.
Consider a continuous signal y(t) to which a fixed delay is applied.

70

Time Delay
1 1.5 2 2.5 3 3.5 4 4.5 5
0
2
4
6
8
10
12
14
Im
Re
-1
0
0.025
0.05
0.075
0.1
0.125
0.15
0.175
0.2
0.225
0.25
42.1174
39.1419
36.1664
33.1909
30.2154
27.2398
24.2643
21.2888
18.3133
15.3378
12.3623
3.05143
3.34803
3.6989
4.1195
4.63152
5.26635
6.07107
7.11953
8.53442
10.5353
13.5574
t
d
(s) M
S
PM (deg)
) 25 . 4 ( ) 2 (
6
) (
2
+ + +
=

s s s
e s L
s
Plots show the effect of adding a progressively
longer time delay to a stable third order system

Reconstruction
u(k) Hold u(t)
t
u(t)
k
u(k)
Hold functions attempt to reconstruct a smooth continuous time signal from a discrete time sequence.
t
k-1 k-2 k k-3 k-4 k-5 k-6 k+5 k+3 k+4 k+2 k+1
u(t)
k-7
The only practical hold function considered is the Zero Order Hold (ZOH) which delivers a piece-wise
constant output over the unknown interval kT t (k + 1)T
The frequency response of the Zero Order Hold is modelled by that of a unit pulse over the sampling
interval T.

71

Zero Order Hold

j
e
j F
T j
ZOH
=
1
) (
s
ZOH
T
j F
= =
2
) (
2 2
2 2
2
sin
2
2
2
) (
T
j
T
j
T
j
T
j
ZOH
e
T
e
j
e e
j
j
j F

|
.
|
\
|
=
|
|
|
.
|
\
|

=
This can be simplified using the exponential form of the sine function
This is a complex number expressed in polar form, where the angle is given by
The Zero Order Hold contributes a frequency dependent phase lag to the loop response
The frequency response of the Zero Order Hold can be modelled by that of a unit pulse over the
sampling interval T.

Discrete Time Controller Design
F(z) e(k) u(k)
The result of discrete time controller design is a difference equation involving current and previous
terms in e(k) and u(k).
There are two approaches to the discrete time design:
In design by emulation, we transform an existing controller design into the z domain, then
find a corresponding difference equation. The following methods are common:
Pole-zero matching
Numerical approximation
Hold Equivalent
In direct digital design, we carry out the entire controller design in the z domain using one
of the methods previously described (Nyquist, root locus, ...etc.).
In general, direct design methods yield superior performance for the same sample rate, however
access to computer design tools is very desirable.

72

Pole Zero Matching
) )( )( (
) (
) (
3 2 1
1
p s p s p s
z s
A s F
+ + +
+
=
) )( )( (
) ( ) 1 (
) (
3 2 1
1
1 T p T p T p
T z
e z e z e z
e z z
A z F

+
=
1. Transform the poles & zeros of the transfer function using z = e
sT
2. Map any infinite zeros to z = -1 (but maintain a relative degree of 1)
3. Match the gain of the transformed system at z = 1 to that of the original at s = 0
Re
Im
T
Im
Re
p1
-
j
-j
z plane s plane
j
-j
1 -1
-
e
-T
e
-T
e
-T
-T
p2
z1
p3
- e
-T
4.1, 4.2

Numerical Approximation
F e u
a s
a
s F
+
= ) ( Starting with the simple controller we get the differential equation u'(t) + au(t) = ae(t)
( )
=
t
d u e a t u
0
) ( ) ( ) ( The solution to the continuous equation is
An equivalent discrete time controller performs this integration in discrete time:
t
k k+1
e(t)-u(t)

73

Forward Approximation Method
a
T
z
a
z e
z u
z F
+
|
.
|
\
|

= =
1
) (
) (
) (
{ } ) ( ) ( z F z n k f
n
= + Z
) ( ) ( ) ( ) ( z aTu z aTe z u z zu + =
+
+ = +
T kT
kT
d u e a kT u T kT u )) ( ) ( ( ) ( ) (
| | ) ( ) ( ) ( ) 1 ( k u k e aT k u k u + = +
Using the shifting property of the z-transform:
The integral portion can be approximated by a rectangle area:
t
k k+1
T
z
s
1
The forward approximation method implies we can find the z-transform

directly from the Laplace transform by making the substitution:
Re
Im
j
-1 1
-j
The forward approximation rule maps the ROC of the s plane into the
region shown. The unit circle is a subset of the mapped region, so stability
is not necessarily preserved under this mapping.

Backward Approximation Method
Re
Im
-j
j
-1 1
| | ) 1 ( ) 1 ( ) ( ) 1 ( + + + = + k u k e aT k u k u
a
Tz
z
a
z F
+
|
.
|
\
|

=
1
) (
Tz
z
s
1
The backward approximation method implies we can find the z-transform directly from the Laplace
transform by making the substitution:
Approximating the unknown area using a rectangle of height a{e(k+1) - u(k+1)}...
Application of the shifting theorem and simple algebra leads to...
The backward approximation rule maps the ROC of the s plane into a
circle of radius 0.5 within the z plane unit circle. Pole-zero locations are
very distorted under this mapping.
t
k k+1

74

Trapezoidal Approximation Method
t
k k+1
| | ) 1 ( ) 1 ( ) ( ) (
2
) ( ) 1 ( + + + + = + k u k e k u k e
aT
k u k u
a
z
z
T
a
z F
+
|
.
|
\
|
+
=
1
1 2
) (
The trapezoidal approximation method implies we can find the z-transform directly from the Laplace
transform by making the substitution:
Approximating the unknown area using a trapezoid...
Application of the shifting theorem and simple algebra leads to...
Trapezoidal approximation maps the ROC of the s plane exactly into the
unit circle.
1
1 2
+
z
z
T
s
Re
Im
j
-1 1
-j
This method is also known as Tustins method or the bi-linear transform.

Numerical Approximation Methods
t
k k+1
t
k k+1
t
k k+1
Forward approximation
Backward approximation
Trapezoidal approximation
| | ) ( ) ( k u k e aT I =
| | ) 1 ( ) 1 ( + + = k u k e aT I
| | ) ( ) ( ) 1 ( ) 1 (
2
k u k e k u k e
T
a I + + + =
T
z
s
1
Tz
z
s
1
1
1 2
+
z
z
T
s
Re
Im
-j
j
-1 1
Re
Im
j
-1 1
-j
Re
Im
j
-1 1
-j

75

Frequency Warping
z =
2 + sT
2 - sT
z = e
sT
The Tustin transformation maps the entire
LHP inside the unit circle. Pole & zero
frequencies are said to be warped by the
transformation.
The correct transformation maps only the
primary strip inside the unit circle.
Re
Im
j
-1 1
-j
Im
Re
Re
Im
j
-1 1
-j
Im
Re
-j
s
2
s
2
j

Frequency Warping
The Tustin transformation is:
1
1 2
+
z
z
T
s
Evaluating the frequency response of the equivalent discrete time system...
2
tan
2
1
1 2
) (
T
T
j
e
e
T
z F
T j
T j
e z
T j
=
+
=
=
Compared with the continuous time system, we see that the frequency response of the discrete time
system has been warped by the above formula.
This effect can be compensated by pre-warping the pole-zero frequencies of the original system prior
to transformation by the Tustin method.
The frequency response of the continuous time prototype F(s) = s is evaluated as
j s F
j s
=
=
) (

76

Pre-Warping
The technique of pre-warping changes the s-plane location of each pole such that it is mapped by the
Tustin transformation to the correct place in the z-plane.
|
.
|
\
|
1
s
G
2
tan
2
1
T
T
a

=
1
1 2
+
z
z
T
s
1. Re-write the desired characteristic in the form
2. Replace
1
by a, such that
3. Transform using the Tustin method
For systems with multiple critical frequencies which must be preserved, each frequency must be warped
using the formula in step 2 prior to design in the continuous domain.
4. Match the gain of the original system at s = 0 with that of the transformed system at z = 1
4.3

Step Invariant Method
2. Find the corresponding z-transform of the response
Invariant methods emulate the response of the continuous system to a specific input.
1. Determine the output of the output of the continuous time system for the selected hold input
3. Divide by the z-transform of the selected input
The step invariant method is also known as the ZOH equivalent method.
Invariant methods capture the gain & phase characteristics of the respective hold unit.
u(z) = Z {u(t)}
F(s) u(s) =
1
s
F(s)
s
e(s) =
F(z)
z
z-1
e(z) =
f (t) e(t) = 1(t) u(t) = L
-1
{ u(s) }
F(z) = (1-z
-1
) Z {u(t)}

77

Ramp Invariant Method
The ramp invariant method emulates the response of the continuous system to a ramp input.
The ramp invariant method is also known as the FOH equivalent method.
Except for the input reference the method is identical to the step invariant method.
u(z) = Z {u(t)}
F(s) u(s) =
1
s
2
F(s)
s
2
e(s) =
F(z)
Tz
(z-1)
2
e(z) =
f (t) e(t) = 1(t)
F(z) = Z {u(t)}
Tz
(z-1)
2
u(t) = L
-1
{ u(s) }

Phase Error Comparison
matched
forward
backward
Tustin
pre-warp
ZOH
FOH
Comparison of phase performance for various discrete transformation methods.
10
2
10
3
10
4
10
5
10
6
-10
-8
-6
-4
-2
0
2
4
6
8
10
Frequency (rad/s)
P
h
a
s
e

e
r
r
o
r

(
d
e
g
)

fN

78

Summary of Emulation Design Methods
Matched pole-zero Relatively easy hand calculation with good performance, but computation
delay imposes significant phase lag.
Forward approximation Easiest method for hand calculation, but performance is very dependent
on sample rate. Can potentially convert a stable design into an unstable
one.
Backward approximation Produces significant phase error at low frequencies due to warping of the
stability region during mapping.
Tustins method Best compromise between ease-of-calculation and performance. Pre-
warping enables phase to be preserved at specific frequencies.
Step invariant Most accurate, since it accounts for phase shift induced by the ZOH unit.
Used for direct digital design methods.
Ramp invariant Best overall performance, but need access to design tools for
computation.

Recommendations
If a zero order hold element is present, use the step invariant (ZOH equivalent) method once in
the design. This will capture phase lag effects introduced by the ZOH.
If multiple elements must be transformed and the ZOH effect has already been accounted for,
use the ramp invariant (FOH equivalent) method for the remaining elements.
If computer design tools are not available, Tustins method represents a good compromise
between performance and ease of calculation. Remember to account for ZOH phase effects
separately.

79

Direct Digital Design
In direct design we begin by transforming the plant model into discrete form using the step invariant
method. This captures the action of the ZOH element which precedes the plant.
Standard design techniques (root locus, phase compensation, etc.) can then be used to synthesize
the controller.
The design cycle iterates as many times as necessary until a satisfactory controller is found.
For the same sample rate, control performance with the direct method is usually significantly better
than with emulation methods.
H(z)
+
_
y(z) r(z) ZOH G(s) F(z)
G(z)
4.4, 4.5

10-54
Discrete Time Control
Sampling
The sampling process changes the frequency characteristics of the feedback signal.
Understanding of the relationship between s- and z-planes is key to good digital design.
Careful selection of sample rate is the first and most critical step in design.
Controller design
Emulation techniques allow legacy analogue controller designs to be re-used. Trade-offs
exist between computational complexity and performance of each method.
Design in the digital domain yields superior performance for the same sample rate.
Classical design techniques (Bode, Nyquist, root locus, ...) can be used, with modifications
to account for the discrete time nature of the signals and sub-systems.
State space design methods for continuous and discrete time systems are similar.
Time delay
Conversion and computational delays are unavoidable in practice. These contribute a net
phase lag to the open loop response which is proportional to frequency. Phase margin is
eroded!
Reconstruction using zero order hold contributes a further phase lag.

80
5 State Space Models

5. State Space Models
No man can visualize four dimensions, except mathematically ... I think in four dimensions, but only abstractly.
The human mind can picture these dimensions no more than it can envisage electricity. Nevertheless, they are no
less real than electro-magnetism, the force which controls our universe, within, and by which we have our being.
Albert Einstein, 1929
Co-ordinate Transformations
Eigenvalues & Eigenvectors
Lumped Parameter Systems
State Space Realisations

State Space
In the state space modelling paradigm, a set of internal variables called states is associated with
each dynamic system. The states are coupled to one or more inputs through a set of first order
differential equations. The outputs are formed by algebraic combination of the states.
Inputs, states, and outputs may be represented in the form of vectors, the elements of which are time
varying co-ordinates in a multi-dimensional geometrical space.
u(t)
System
x(t) y(t)
=
) (
) (
) (
) (
) (
) (
) (
) (
) (
) (
) (
) (
2
1
2
1
2
1
t y
t y
t y
t
t x
t x
t x
t
t u
t u
t u
t
m n r

y x u
r inputs n states m outputs
The geometrical space formed by the state vector x(t) forms an n-dimensional state space.

81

State Space Models
Among the benefits of the state space modelling paradigm are...
It is the ability to capture the dynamics of complex structures in a standard equation form which
gives the state space method its power. To use it effectively, we require familiarity with the
mathematics of matrices and vectors.
Ability to represent non-linear systems
Dynamic equations are the same, regardless of the complexity of the system
Models do not have to be stationary i.e. time varying systems can be better analysed
Can be used to model systems having multiple inputs and/or outputs
The state vector can be used as a measure of the internal energy in the system
Introduce geometry into differential equations
Very convenient for computer solution

Co-ordinate Transformation
Problems involving co-ordinate transformation occur frequently in science & engineering.
We can define a reference frame in terms of three co-ordinates [x
B
y
B
z
B
] which are fixed in the body.
However a co-ordinate system can also be defined in terms of an inertial reference frame [x
I
y
I
z
I
] which
might be more convenient for an observer to work with.
A co-ordinate transformation relates information in one frame in terms of another.
z
I
x
I
y
I
z
B
x
B
y
B

82

Rotational Transformations
In three dimensions, one orthogonal reference frame can be brought onto another by a series of three
rotational transformations.
1. A yaw about the z axis

cos sin 0
sin cos 0
0 0 1
cos 0 sin
1 1 0
sin 0 cos
1 0 0
0 cos sin
0 sin cos
zB2
xB2
xB3
zB3
yB2
yB3
xB2
xB1
zB2
zB1
yB2
yB1
xI
xB1
yI
yB1
zI
zB1
2. A pitch about the y axis 3. A roll about the x axis

Matrix Transformations
All three rotational operations can be combined into a single (3 x 3) matrix representing the entire
three dimensional co-ordinate transformation.

=
1 0 0
0 cos sin
0 sin cos
cos sin 0
sin cos 0
0 0 1
cos 0 sin
1 1 0
sin 0 cos

T
I
I
I
B
B
B
z
y
x
z
y
x
T
The transformation between inertial and body co-ordinate vectors is expressed as a single matrix
multiplication. The rotational transformation matrix T must be re-computed for every change of , or
.
I B
v T v =
The relationship can be expressed compactly using matrix-vector notation.

83

Inverse Park Transform
In field oriented motor control, the inverse Park transform is a familiar example of an algorithm
which converts a vector representation from a rotating (dq) to a stationary () co-ordinate frame.
q
d
f
f
f
f

cos sin
sin cos

cos sin
sin cos
q d
q d
f f f
f f f
+ =
=
In matrix form, we write...
The inverse Park transform can be thought of as a co-ordinate transform in two dimensional space.
Both input and output vectors are (2 x 1) and the square transform matrix is (2 x 2).
d
q

f
f
fd
fq

Invariant Vectors
For every (n x n) transformation matrix there are up to n vectors whose direction is unchanged by the
transformation. Such vectors are called eigenvectors.
An n-dimensional transformation matrix always has exactly n eigenvalues, however there may not
be a full set of corresponding eigenvectors. The difference between the two is called the
degeneracy of the matrix.
Although the direction of an eigenvector does not change under the transformation, its length may
change. The scalar change in length of an eigenvector under transformation is called an
eigenvalue.
Eigenvectors and eigenvalues play a fundamental role in the behaviour of dynamical systems.

84

Eigenvectors & Eigenvalues
The vector w
i
is an eigenvector of the transformation matrix A if its direction is unchanged by the
transformation.
Aw
i
=
i
w
i
For this specific vector, the transformation A only changes the length by a scalar
i
which is called
an eigenvalue of A.
wi
Awi = iwi
ib
ia
b
a
ic
c
O
x
y
z
i

In this 3-dimensional example, the direction of the eigenvector w
i
is unchanged after transformation
by A, however its length has changed by
i
, it's eigenvalue.
=
c
b
a
i
w
i i i
i
i
i
i
c
b
a
c
b
a
w Aw
=

Eigenvalues
The roots of the polynomial () = 0 are the eigenvalues of A, denoted
1
,
2
, ...
n
Laplace expansion of the determinant results in an n
th
order monic polynomial in , known as the
characteristic polynomial of the matrix A.
Eigenvalues of the matrix A are found by solving the determinant equation |I A| = 0
() = (
1
)(
2
) ... (
n
)
() = | I - A | =
n
+ c
n-1
n-1
+ ... + c
1
+ c
0
Thus, an n x n matrix always has exactly n eigenvalues, which may or may not be distinct.
The product of all the eigenvalues is equal to the determinant of A

=
=
n
i
m
i
i
1
A
The sum of all the eigenvalues is equal to the trace of A

=
=
n
i
i i
m tr
1
) ( A
...where m
i
is the multiplicity of the i
th
eigenvalue.

85

Eigenvectors
Eigenvectors are non-trivial (w
i
0) solutions to the matrix equation (A -
i
I)w
i
= 0
Eigenvectors are always orthogonal and therefore form a convenient choice of basis set, since
they lead to an un-coupled system representation. When used in this way it is common to
normalise eigenvectors such that || w
i
|| = 1.
When a full set of eigenvectors can be found, the system can be transformed into an un-coupled
set of first order equations, each equation describing one natural mode of the system (part 6).
Unfortunately, not all systems have a full set of eigenvectors.
We typically find the eigenvalues first. The eigenvector equation is then evaluated for each
eigenvalue in turn.
This equation has a non-trivial solution for w
i
providing that |
i
I - A| = 0
=
5981 . 0
5456 . 0
1
1
w
=
4649 . 0
4241 . 0
7772 . 0
2
w
For example, the following vectors have the same direction, but || w
1
|| = 1.2866 and || w
2
|| = 1

Eigenvector Examples
x1
x2
k1
k2
=
1
0
0
1
2 1
w w
Unequal Scaling Equal Scaling Shear
All | w | 0

=
0
1
1
w
x1
x2
v1
v2
Rotation
=
i i
1 1
2 1
w w

cos sin
sin cos
k
k
0
0
2
1
0
0
k
k
1 0
1 k
5.1
x2
v1 v2
w1
x1
v1
v2
w1
w2
k1
k2
x1
x2

86

Lumped Parameter Systems
Lumped parameter continuous time systems can be described by a set of ordinary differential
equations of first order together with a set of single valued algebraic output equations.
Such a system may be represented by the matrix-vector equations
In general, matrices as well as vectors may be time varying, however in this seminar we will consider
only the time invariant case, in which the elements of each matrix are constant.
x(t
0
) = x
0
To find the dynamic response of the system we need to solve n first order non-homogeneous
differential equations, then combine these solutions algebraically
x
n

Notation
x(t) is the (n x 1) state vector
A is the (n x n) system matrix
C is the (m x n) output matrix
B is the (n x r) driving matrix
D is the (m x r) transmission matrix
u(t) is the (r x 1) input vector
y(t) is the (m x 1) output vector
Common terminology applied to the matrices:
Note: The more compact notation { A B C D } may also be used.
The vector quantities are denoted as follows:
...the state equation
...the output equation
Lumper parameter linear systems may be represented as:

87

Diagram Representation
(n x 1) (n x n) (n x 1) (n x r) (r x 1) (m x 1) (m x n) (n x 1) = + = (m x r) (r x 1) +
(m x 1)
+
(m x 1) = (m x 1) (n x 1)
+
(n x 1) = (n x 1)
+
+
+
C
x(t)
D
A
B
+
u(t)
y(t)
.
x(t)
(m x r)
m r
(m x n)
(n x n)
(n x r)
(r x 1)
(m x 1)
m
m
r
n
n
n
(n x 1)
(n x 1)
n
x(t) = Ax(t) + Bu(t) y(t) = Cx(t) + Du(t)
The continuous time linear state space system can be represented in diagram form as follows:
5.2

States
A state is the minimum number of variables whose knowledge at time t = t
0
, together with the input at
all t > t
0
determines the behaviour of the system at any time t > t
0
.
The selection of states is not a unique process. Some sets are easier to derive, others are easier to
work with.
The number of states is unique for a given system. An n
th
order system always has exactly n states.
States may or may not have physical significance.
Definition: State
Every proper or strictly proper transfer function has an equivalent state space form.

88

Similar Matrices
z
1
x
1
y
1
v
z
2
x
2
y
2
v
P(x
1
y
1
z
1
) = Q(x
2
y
2
z
2
)
Similar matrices represent the same transformation in different co-ordinate systems.
Similar matrices (e.g. P and Q) have the same eigenvalues with the same multiplicities.
In the diagram below, both P and Q transform the vector v into v, but the transformation matrix is
relative to different co-ordinate systems.

Similarity Transformations
Two n x n matrices P & Q are said to be similar if there exists a non-singular n x n matrix Mfor which
Q = M
-1
PM
An n x n matrix P is similar to a diagonal matrix iff P has n linearly independent eigenvectors, or
equivalently, P has distinct eigenvalues.
Here, the matrix Mrepresents a similarity transformation.
In such a case, a transformation matrix Mcan always be found such that Q = M
-1
PMis diagonal.

89

Similarity Transformations
...where the transformed system and input matrices are:
...where the transformed output matrix is:
Since there is an infinite number of transformation matrices the system can be written in terms of an
infinite number of possible state vectors
The state equation can now be transformed into a new state space
Similarly, the output equation is
The state vector of a system is not unique. To see this, let Mrepresent a non-singular linear
transformation of x such that
u B x A x
Bu M x AM M x
Bu x AM x M
+ =
+ =
+ =

1 1
x M x
1
= x M x =
B M B AM M A
1 1
= =
Du x C y + =
CM C =
x

Homogeneous Differential Equations
Consider the n
th
order homogeneous differential equation y
(n)
+ ... + a
1
y + a
0
y = 0
x
n
= y
(n-1)
, ... , x
2
= y , x
1
= y Select the states according to
The differential equation can then be written as a series of first order equations...
x
n
= - a
n-1
x
n
- ... - a
1
x
2
- a
0
x
1
.
x
2
= x
3
.
x
1
= x
2
.
.
.
.
1
2
1
0 1 2 1
1
2
1
0 1 0 0
0 0 0 0
0 0 0 1
x
x
x
x a a a a
x
x
x
x
n
n n n
n
n
This series of equations can be expressed compactly in matrix form as...

...or in matrix notation x = Ax

90

The Unforced State Response
The matrix exponential can be approximated with arbitrary precision from the infinite series
...
!
...
! 2
2
2
+ + + + +
k
t t
t e
k
k t
A A A I
A
The set of homogeneous first order differential equations x(t) = Ax(t), where A is a constant matrix
has a solution which is completely analogous to the scalar case.
) (
0
0
) ( ) (
t t
e t t

=
A
x x
) (t ax
dt
dx
=
dt a
x
dx
=
d a x
t
t
t x
t x
=
0
0
) (
) (
ln
) (
) (
) (
ln
0
0
t t a
t x
t x
=
) (
0
0
) ( ) (
t t a
e t x t x

=
The solution to the homogeneous first order differential equation with scalar constant a is

The Forced State Response
Assume a solution exists of the form x(t) = e
At
c(t). Differentiating and substituting into the original
equation gives
) ( ) ( ) ( ) ( t t c e t c e t c e
t t t
Bu A A
A A A
+ = +
In the non-homogeneous (forced input) case we have the state equation
) ( ) ( t e t c
t
Bu
A
=

=
t
t
d e t c
0
) ( ) (
Bu
A

+ =
t
t
t t t
d e t e t
0
0
) ( ) ( ) (
) (
0
) (

Bu x x
A A
The general solution of the state equation is found by adding together the free and forced responses
) ( ) ( ) ( t t t Bu Ax x + =

91

State Trajectory
The evolution of the state vector over time can be represented in three dimensions as a trajectory
moving in phase space.
In physics, the plane of position versus velocity of a particle is called the phase plane, and the
trajectory of motion can be plotted as a curve in this plane.
5.3
For two dimensional systems, the evolution of the state vector x(t) over time can be represented as a
trajectory in the phase plane.
x(t
0
)
x
1
t
x(t
1
)
t
1
x
2
t
0
x
2
(t
0
)
x
1
(t
0
)
x1
x2
x(t1)
x
1
(t
1
)
x
2
(t
1
)
x(t0)

Dynamic Response
) ( ) ( ) ( ) (
0
0
) ( ) (
0
t d e e t t
t
t
t t t
Du Bu C Cx y
A A
+ + =

The solution of the state vector differential equation x(t) = Ax(t) + Bu(t) with initial state x(t
0
) is

d e e t t
t
t
t t t

+ =
0
0
) ( ) ( ) (
) ( ) (
0
Bu x x
A A
The overall system response is determined by y(t) = Cx(t) + Du(t). Combining with the solution to
the state equation we have
Given x(t
0
) and the input u(t) over the time interval [t
0
, t], the output y(t) can be fully determined

92

Dynamical Systems
y(t1)
t1
y2(t1)
y1(t1)
y(t0)
y1
t
y2
t0
y2(t0)
y1(t0)
Y
x(t1)
t1
x2(t1)
x1(t1)
x(t0)
x1
t
x2
t0
x2(t0)
x1(t0)
X
u(t1)
t1
u2(t1)
u1(t1)
u(t0)
u1
t
u2
t0
u2(t0)
u1(t0)
U
A dynamical system is one which can be associated with a set of times T, spaces U X Y and
transformations g and h.
Definition: Dynamical System
x(t
1
) = g(t
0
, t
1
, x(t
0
), u[t
0
t
1
]) y(t
1
) = h(t
1
, x(t
1
), u(t
1
))

d e e t t
t
t
t t t

+ =
0
0
) ( ) ( ) (
) ( ) (
0
Bu x x
A A
) ( ) ( ) ( ) (
0
0
) ( ) (
0
t d e e t t
t
t
t t t
Du Bu C Cx y
A A
+ + =

For linear time invariant systems, these transformations are the equations

Discrete Time State Vector
=
T
d e
0
B
A
) ( ) ( ) (
0
kT d e e kT T kT
T
T
Bu x x
A A
+ = +
The evolution of the state vector over one sample period (kT < t < kT + T) is given by
an equivalent discrete time system notation is...

d e e kT T kT
T kT
kT
T kT T
+
+
+ = + ) ( ) ( ) (
) (
Bu x x
A A
If a zero-order hold is applied at the input, u() = u(kT) over the integration interval. Using this, and
making a change of variables inside the integral leads to
...where = kT + T
Defining = e
AT
and
x(k + 1) = x(k) + u(k)
x1(kT + T)
x1(kT)
kT kT + T
t
x1(t)

93

Discrete Time Dynamic Response
=

+ =
1
0
1
) ( ) 0 ( ) (
k
k k
k
u x x The solution to the discrete time state equation is

Tabulating the evolution of the discrete time state equation x(k + 1) = x(k) + u(k)
n x(n)
0 x(0) = x(0)
1 x(0) + u(0) = x(0) + u(0)
2 { x(0) + u(0) } + u(1) =
2
x(0) + u(0) + u(1)
3 { { x(0) + u(0) } + u(1) } + u(2) =
3
x(0) +
2
u(0) + u(1) + u(2)
: : : : :
n
n
x(0) +
n-1
u(0) +
n-2
u(1) + ... + u(n - 1)
) ( ) ( ) (
1
0
1
0
k k
k
k k
Du u C x C y + + =

To find the evolution of the discrete time system output equation we insert the state solution into the
output equation y(k) = Cx(k) + Du(k)

Discrete Time System Diagram
The block z
-1
I
n
represents n parallel time delays of T seconds.
The matrix dimensions of { C D } are the same as those of { A B C D }.
The system equations for the discrete time case are shown in diagram form below.
+
+
+
C
x(k)
D
+
u(k)
y(k)
(m x r)
m r
(m x n)
(n x n)
(n x r)
(r x 1)
(m x 1)
m
m
r
n
n
n
(n x 1)
(n x 1)
x(k+1)
z
-1
I
n

94

The Resolvent Matrix
If we take the Laplace transform of the non-homogeneous state equation we find
The matrix [sI - A] is known as the resolvent, or characteristic matrix of A.
sx(s) x
0
= Ax(s) + Bu(s)
x(s) = [sI A]
-1
x
0
+ [sI A]
-1
Bu(s)
Inserting into the Laplace transform of the state equation into that of the output equation gives
For zero initial conditions (x
0
= 0) an equivalent transfer function representation is
y(s) = C[sI A]
-1
x
0
+ { C [sI A]
-1
B + D }u(s)
G = C [sI A]
-1
B + D
0
1
1
) ( a s a s s s
n
n
n
+ + + = =

A I
Its determinant is known as the characteristic polynomial.

The Transfer Function Matrix
The adjoint matrix of (sI A) is a polynomial of degree n 1.
( )
0
2
2
1
1
E E E A I + + + =

n
n
n
n
s s s adj
Therefore the resolvent inverse has the form
[ ]
0
1
1
0
2
2
1
1
1
a s a s
s s
s
n
n
n
n
n
n
n
+ + +
+ + +
=

E E E
A I
Since the characteristic polynomial is of degree n, we see that the resolvent is strictly proper, and
providing the transmission matrix is null (D = 0), the transfer function description will also be strictly
proper, since.
Different choices of state variables lead to different internal descriptions of the system, but to the
same input-output model.
5.4
A I
D A I B A I C
D B
A I
A I
C G
+
= +
=
s
s s adj
s
s adj ) ( ) (

95

Obtaining the State Equations
0 1
0 1
...
...
) (
a s a s a
b s b s b
s G
n
n
m
m
+ + +
+ + +
=
) )...( )( (
) )...( )( (
) (
2 1
2 1
n
m
p s p s p s
z s z s z s
k s G
+ + +
+ + +
=
n
n
p s p s p s
s G
+
+ +
+
+
+
=

... ) (
2
2
1
1
The same transfer function can be written in three distinct forms (see part 1), each of which gives rise to
a different structure of state variable model.
1. The rational transfer function in polynomial form gives rise to a direct realisation of state variables.
2. In factored form, the transfer function leads to a cascade realisation of state variables.
3. Following partial fraction expansion of the transfer function we have a parallel realisation.
There are two types of direct (or canonical) realisation: observable and controllable forms.
5.5

Interconnection of Systems
System 2
y
1
= u
2
u
1 y
2 System 1
1 1 1 1 1
1 1 1 1 1
u D x C y
u B x A x
+ =
+ =
Applying y
1
to the input of system 2, we have
[ ]
1 1 1 1 2 2 2 2
u D x C B x A x + + =
[ ]
1 1 1 1 2 2 2 2
u D x C D x C y + + =
The combined system equations can be written compactly in matrix form as:
1
1 2
1
2
1
2 1 2
1
2
1
u
D B
B
x
x
A C B
0 A
x
x
[ ]
1 1 2
2
1
2 1 2 2
u D D
x
x
C C D y +
=
The complete system is represented by an augmented state vector and partitioned system matrices.
2 2 2 2 2
2 2 2 2 2
u D x C y
u B x A x
+ =
+ =

96
6 Properties of Linear Systems

6. Properties of Linear Systems
A dynamical system is characterised by a set of related variables, which can change with time in a manner which
is, at least in principle, predictable providing that the external influences acting on the system are known.
P.A.Cook, Nonlinear Dynamical Systems, 1994
Stability
Modal Decomposition
Controllability & Observability
Canonical Forms

Second Order Response
Phase Plot Output Transient Response
Plots show un-forced response for fixed initial condition of second order system with varying damping ratio.
Critical damping corresponds to the transition between a stable node and a stable focus (next slide).
x2(t)
-100 -80 -60 -40 -20 0 20 40
-0.5
0
0.5
1
x1(t)
0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2
-1
-0.5
0
0.5
1
1.5
2
x 10
4
t (seconds)
y(t)
Notice the difference in scale between the two state axes. The behaviour of the state trajectories is
not visible at the output.

97

Phase Portraits
For an autonomous continuous time system, the state trajectories evolve according to
) (
0
0
) (
t t
e t
=
A
x x
In the second order case, the evolution of the state variables over time is
t t
t t
e e t x
e e t x
2 1
2 1
22 21 2
12 11 1
) (
) (

+ =
+ =
A phase portrait is a plot of x
1
against x
2
for a second order autonomous system for several
choices of initial condition. For systems of higher order than two, phase portraits cannot be
constructed.
The form of the phase portrait is determined by the eigenvalues of the state matrix A. In
general, the phase portrait of a second order linear system will fall into one of six categories.
For systems of higher order than two, phase portraits cannot be constructed.

Linear Phase Portraits
x1
x2
x1
x2
x1
x2
Centre
(pure complex eigenvalues)
Stable focus
(stable complex eigenvalues)
Stable node
(negative real eigenvalues)
Unstable focus
(unstable complex eigenvalues)
Unstable node
(positive real eigenvalues)
x1
x2
x1
x2
Saddle point
(real stable + unstable eigenvalues)
x1
x2

98

Linear Phase Portraits
-8 -6 -4 -2 0 2 4 6 8
-15
-10
-5
0
5
10
15
1 = 1, 2 = -1
-20 -15 -10 -5 0 5 10 15 20
-15
-10
-5
0
5
10
15
1, 2 = i
-10 -8 -6 -4 -2 0 2 4 6 8 10
-8
-6
-4
-2
0
2
4
6
8
1, 2 = -1 i
-6 -4 -2 0 2 4 6
x 10
25
-6
-4
-2
0
2
4
6
x 10
25
1, 2 = 1 i
-40
-20
0
20
40
60
1 = 1, 2 = 2
-60 -40 -20 0 20 40 60
-60
-10 -8 -6 -4 -2 0 2 4 6 8 10
-8
-6
-4
-2
0
2
4
6
8
1 = -1, 2 = -2
Saddle point
(real stable + unstable eigenvalues)
Centre
(pure complex eigenvalues)
Stable focus
(stable complex eigenvalues)
Stable node
(negative real eigenvalues)
Unstable focus
(unstable complex eigenvalues)
Unstable node
(positive real eigenvalues)
6.1

Non-Linear Phase Portraits
Non-linear systems may exhibit chaotic behaviour with multiple domains of attraction.
This example shows the phase portrait of a Duffing oscillator, which exhibits chaotic behaviour about
two quasi-stable equilibrium points. The motion is that of a non-linear flexible ferro-magnetic beam
suspended between two electro-magnets.

99

Stability of Dynamical Systems
Linear Systems
Give sinusoidal response for sinusoidal input
Can exhibit sustained oscillations when they
are marginally stable with magnitude
dependent on initial conditions
Have a single equilibrium point (the origin)
An asymptotically stable linear system will
reach its equilibrium point irrespective of initial
conditions
Behaviour is insensitive to small deviations in
initial conditions
Non-linear Systems
May give periodic oscillations with frequencies
which are multiples or sub-multiples of the
input frequency
Can exhibit sustained oscillations (limit cycles)
with amplitude independent of initial conditions
May have multiple equilibrium points
May converge to one of its stable equilibrium
points, depending on initial conditions
May exhibit chaotic response which is
sensitive to initial conditions and appears
random (but deterministic)

Asymptotic Stability
The origin is an asymptotically stable equilibrium point if there exists a number > 0 such that
whenever ||x(t
0
)|| < the resultant motion satisfies 0 ) ( lim =

t
t
x
Definition: Asymptotic Stability
For continuous time systems, asymptotic stability is determined when
i
< 0 for all i = 1, 2, ...n
For discrete time systems, asymptotic stability is determined when
i
< 1 for all i = 1, 2, ...n
x1
t
t1
x2
t0
x1
x2
x(t0)
The equilibrium point is then x(t) = 0

The equilibrium is then x(k + 1) = x(k)
.

100

Lyapunov Stability
The origin is a stable equilibrium point if for any given value > 0 there exists a number > 0 such
that if ||x(t
0
)|| < then the resultant motion satisfies ||x(t)|| < for all t > t
0
.
Lyapunov stability means that x(t) can be kept within a specified limit () by restricting the
perturbation radius to
Definition: Lyapunov Stability
x1
t
t1
x2
t0
x1
x2
x(t0)
x(t0)
For continuous time systems, Lyapunov stability is determined when
i
0 for all i = 1, 2, ...n
For discrete time systems, Lyapunov stability is determined when
i
1 for all i = 1, 2, ...n

Modal Decomposition
A is a square (n x n) non-singular system matrix
The modal decomposition problem is to determine the eigenvalues and (right) eigenvectors of A:
i
is a scalar eigenvalue of A
w
i
is an n-dimensional eigenvector of A
Aw
i
=
i
w
i
Pathways from input to state and state to output are clearer
Dynamics are easier to solve
Gives a simpler view of state motion over time
Allows high order systems to be approximated by a lower order based on dominant modes
Advantages of modal decomposition are:
Physical system dynamics often operate in a characteristic set of patterns called modes.
In the case of linear systems, modes may be extracted from the underlying model using an eigenvalue
decomposition, or modal decomposition.

101

Modal & Spectral Matrices
All n linearly independent eigenvectors can be collected together to form the columns of an n x n
modal matrix, W.
[ ]
= =
nn n n n
n
n
n
n
w w w w
w w w w
w w w w
w w w w
...
3 2 1
3 33 23 13
2 32 22 12
1 31 21 11
3 2 1
w w w w W
[ ]
= =
n
n
diag
0 0 0
0 0 0
0 0 0
0 0 0
...
3
2
1
3 2 1
The modal matrix acts as a similarity transformation which diagonalises the system matrix such that
the entries are the system eigenvalues. This is called the spectral matrix, .

Modal Decomposition
Elements of the vector q(t) are called the system modes
If the n eigenvalues are distinct, the eigenvectors are linearly independent and can be used as a basis
for the state vector.
[ ]
= =
) (
) (
) (
) ( ) (
2
1
2 1
t q
t q
t q
t t
n
n
w w w Wq x
The modal matrix can be used for state transformation of the system equations
q(t) = W
-1
AWq(t) + W
-1
Bu(t)
y(t) = CWq(t) + Du(t)
= W
-1
AW
The eigenvalues, and therefore the system dynamics, are now contained in the spectral matrix.
This transformation is known as modal decomposition.

102

Modal Input Matrix
r
T
n
T
T
n n n
u
u
u
q
q
q
q
q
q

2
1
2
1
2
1
2
1
2
1
0 0
0 0
0 0
q(t) = q(t) + W
-1
Bu(t)
.
The key point about modal decomposition is that dynamics of each mode depend only on its own mode
Define the (n x r) partitioned input matrix W
-1
B = [
1
2
...
n
]
T
The modal state equation is
Each
i
T
becomes an element in the transformed input matrix which operates on a single input
q
i
(t) =
i
q
i
(t) +
i
T
u(t)
.

Modal Response
q
i
=
i
q
i
x
i
= a
i1
x
1
+ a
i2
x
2
+ ... + a
in
x
n
In the general state space form, the dynamics of the i
th
state depend on all the states.
After modal decomposition, the dynamics of the i
th
state depend only on its own state.
The n
th
order system is transformed into an un-coupled set of n first order equations, each
describing one natural mode of the system.
Eigenvalues (
i
) determine the decay / growth of the transient response
Eigenvectors (w
i
) determine the shape of the transient response

+ =
t
t
T
i
t t t
i
d e q e t q
i i
0
0
) ( ) (
) (
0
) (

u
The dynamics of the i
th
mode evolve according to

103

Modal Output Matrix
[ ]
n
n
m
q
q
q
y
y
y
2
1
2 1
2
1

With no direct coupling from the input (D = 0) the modal output equation is y(t) = CWq(t)
Define the (m x n) partitioned output matrix CW= [
1
2
...
n
]
Each is an m-dimensional column vector defining the contribution of each mode across all the outputs.
The output vector y is coupled to the internal modes by the columns of CW
y = CWq
y(t) =
1
q
1
(t) +
2
q
2
(t) + ... +
n
q
n
(t)

Modal Representation
+
+
+
1
q1(t)
1
T
+
u(t)
.
q1(t)
+
2
q2(t)
2
T
+
.
q2(t)
+
n
qn(t)
n
T
+
.
qn(t)
+
+
y(t)
Mode 1
Mode 2
Mode n
The input is coupled to the
i
th
mode via i
T

The i
th
mode is coupled to
the output via i
6.2

104

Repeated Eigenvalues
Not all matrices have a full set of eigenvectors. These systems are called degenerate and can occur
only when there are repeated eigenvalues. In such cases, it is necessary to complement the
description with generalised eigenvectors.
The degeneracy of the eigenvector is equal to the dimension of the null space of A
i
I
q
i
= n rank(A
i
I)
Three cases are apparent for each eigenvalue
i
of multiplicity m
i
The number of independent eigenvectors associated with an eigenvalue
i
is equal to
When q
i
= m
i
there are as many independent eigenvectors as repeated eigenvalues.
In this case, modal construction leads to fully de-coupled (i.e. diagonal) representation of .
Many physical systems, including all CCF representations, have a full set of eigenvectors.

Degenerate Cases
When q
i
< m
i
no similarity transformation exists which completely diagonalises A.
Additional orthogonal generalised eigenvectors can be found to construct a modal Wsuch that
W
-1
AW= J is nearly diagonal. The matrix J is constructed from diagonalised Jordan blocks.
This representation is as nearly de-coupled as possible.
[ ]
= =
p
p
diag
J
J
J J J
1
1
...where each square block J
i
is a square matrix of the form
=
i
i
i
i
1
1
J
Note: all empty locations in the above matrices are zero.

105

+
1
0
q1(t)
1
T
0
+
u(t)
.
q1(t)
+
2
= 0
q2(t)
2
+
.
q2(t)
q4(t)
4
+
.
q4(t)
+
+
y(t)
q3(t)
3
+
.
q3(t)
3
0
4
= 0
2
T
0
4
T
= 0
3
T
= 0
Mode 1
controllable
Mode 2
controllable
Mode 3
uncontrollable
Mode 4
uncontrollable
Mode 1
observable
Mode 2
unobservable
Mode 3
observable
Mode 4
unobservable

Polezero cancellations ignored
Incorrect choice of type and number of control variables
Incorrect choice of type and number of measurement variables
Controllability / observability problems tend to arise for the following reasons:
Controllability and observability are properties specific to the state space representation of the
system. They cannot be determined from the equivalent transfer function.
If a state space model is both fully controllable and observable, then all state space realisations of
the model will have these properties.
Any
i
T
= 0 indicates the presence of a mode which cannot be controlled by the input
In general, after modal decomposition...
Any
i
= 0 indicates the presence of a mode which cannot be observed at the output
Most physical systems are both controllable and observable, however the corresponding model may
not have these properties.

106

Controllability Criterion 1
A linear system { A B C D } for which A has distinct eigenvalues is controllable if, and only if, there
are no zero rows of W
-1
B.
This means there are no
i
T
= 0, so all modes are coupled to at least one input.
Note: The concept of controllability is sometimes referred to as "reachability" by some authors.
Controllable Uncontrollable
q1(t)
1 0
1
T
0
+
u(t)
.
q1(t)
+
q2(t)
2 > 0
+
.
q2(t)
2
T
0
q1(t)
1 0
1
T
0
+
u(t)
.
q1(t) +
q2(t)
2 > 0
.
q2(t)
2
T
= 0
+

Controllability Criterion 2
A linear continuous time system { A B C D } is completely controllable if and only if the (n x nr)
controllability matrix
P = [ B AB A
2
B A
n-1
B ] ...has rank n.
If rank( P) = v where v < n, then only v modes are controllable.
The controllability index is defined as the smallest number or partitions which must be added
to P before full rank is achieved.
Similarly, the discrete time system { C D } is completely controllable if and only if the (n x nr)
controllability matrix
P = [
2

n-1
] ...has rank n.

107

Observability Criterion 1
A linear system { A B C D } for which A has distinct eigenvalues is completely observable if, and
only if, there are no zero columns of CW.
Only the modes with output gain
i
0 are observable.
Observable Unobservable
1
0
q1(t)
1
> 0
+
.
q1(t)
q2(t)
2
0
+
.
q2(t)
+
y(t)
1
0
q1(t)
1
> 0
+
.
q1(t)
2
= 0
q2(t)
2
0
+
.
q2(t)
y(t)
2
0
+
1
T
u(t)
+
2
T
u(t)
1
T
u(t)
2
T
u(t)
+

Observability Criterion 2
A linear continuous time system { A B C D }is completely observable if, and only if, the (n x mn)
observability matrix Q has rank n.
Q = [ C
T
A
T
C
T
A
2T
C
T
A
(n-1)T
C
T
]
For a SISO system, the rank test observability criterion is equivalent to Q 0
If rank(Q) = v, where v < n, then only v modes are observable
Similarly, the linear discrete time system { C D } is completely controllable when the following
matrix has rank n.
Q = [ C
T
T
C
T
2T
C
T

(n-1)T
C
T
]

108

Minimal Realisations
Canonical decompositions can be used to obtain a minimal realisation of an LTI system
If information is available about states which are either uncontrollable or unobservable,
using a minimal realisation may lead to loss of information about the system
A realisation of the LTI system { A B C D } is said to be a minimal realisation if the associated
state space has the smallest possible dimension.
Definition: Minimal Realisation
Any realisation { A B C D } is minimal if it is both controllable and observable
6.3

Duality
The properties of controllability and observability are duals of each other.
Controllability (A, B)
Observability (A, C)
Observability (A
T
, C
T
)
Controllability (A
T
, B
T
)
The system { A B C D } is said to be the dual of system { A

T
C
T
B
T
D }
The state space system { A B C D } is completely controllable if and only if the dual system
{ A
T
C
T
B
T
D } is completely observable.
The concept of duality is a powerful one which enables controllers and estimators to be designed
using the same techniques.

109

Companion Forms
Controllable Canonical Form (CCF) yields a state space form which is always controllable.
CCF and OCF are dual, meaning their matrices are related by the following transposes.
A
c
= A
o
T
B
o
= C
o
T
C
c
= B
o
T
For linear SISO systems, two simple state space realisations called companion forms, are possible.
The system matrices for each form exhibit a simple, recognisable stricture.
Observable Canonical Form (OCF) yields a state space form which is always observable.
{ A
c
B
c
C
c
D
c
}
{ A
o
B
o
C
o
D
o
}
Note that the choice of states affects row and column orders in the transformed matrices.

Controllable Canonical Form

=
1 2 1 0
c
...
1 ... 0 0 0
0 ... 1 0 0
0 ... 0 1 0
n
a a a a
A
=
1
0
0
0
c
B [ ]
1 2 1 0 c
=
n n
b b b b C
In Controllable Canonical Form (CCF) the system matrices take the following form.
In CCF, the A
c
and B
c
matrices have a simple structure, while that of C
c
is more complicated
x(t) = A
c
x(t) + B
c
u(t)
.
y(t) = C
c
x(t)
A state transformation can always be found to bring a transfer function representation into CCF.
The system equations are:
Note: CCF transformation simplifies the design of state feedback controllers (part 7).
CCF representations are always controllable

110

Observable Canonical Form
1
2
1
0
o
1 ... 0 0
0 ... 0 0
... ... ... ... ...
0 ... 0 1
0 ... 0 0
n
n
a
a
a
a
A
1
2
1
0
o
m
m
b
b
b
b
B [ ] 1 0 0 0
o
= C
In Observable Canonical Form (OCF) the system matrices take the following form.
In OCF, the A
o
and C
o
matrices have a simple structure, while that of B
o
is more complicated.
OCF representations are always observable
x(t) = A
o
x(t) + B
o
u(t)
.
y(t) = C
o
x(t) The system equations are:
A state transformation can always be found to bring a transfer function representation into OCF.
Note: CCF transformation simplifies the design of linear state estimators (part 8).

Internal & External Stability
If for every bounded input ||u(t)|| k and arbitrary initial condition x(t
0
), there exists a scalar such
that the resultant state satisfies || x(t)|| , then the system is said to be BIBS stable.
For BIBS stability, only modes on the input path need to be considered.
BIBS stability means that x(t) remains bounded for all bounded inputs.
Definition: Bounded Input Bounded State (BIBS) Stability Internal Stability
Internal stability implies external stability, but not the reverse.
For BIBO stability, modes on both the input and output paths need to be considered.
Definition: Bounded Input Bounded Output (BIBO) Stability External Stability
If for every bounded input ||u(t)|| k and arbitrary initial condition x(t
0
), there exists a scalar such
that the resultant output satisfies ||y(t)|| , then the system is said to be BIBO stable.

111

Stabilizability
Example of a stabilizable second order system
A linear system is stabilizable if all its unstable modes (if any) are controllable.
If a system is stable, it is stabilizable (even if all its modes are uncontrolled)
If a system is completely controllable, it is stabilizable.
The significance of stabilizability is that even if certain modes cannot be controlled by choice of inputs
or feedback, providing those modes are stable or asymptotically stable they will be bounded or decay
to zero. This behaviour can often be tolerated in the overall control system.
1
0
q1(t)
1
0
1
T
= 0
u(t)
.
q1(t)
+
2
= 0
q2(t)
2
> 0
+
.
q2(t)
y(t)
2
T
0

Detectability
Example of a detectable second order system
A linear system is detectable if all its unstable modes (if any) are observable.
If a system is stable, it is detectable.
If a system is completely observable, it is detectable.
The significance of detectability is that if certain modes are unstable and hence may grow without
bound, at least this behaviour can be observed at the output.
1
0
q1(t)
1
> 0
1
T
= 0
u(t)
.
q1(t)
+
2
= 0
q2(t)
2
0
+
.
q2(t)
y(t)
2
T
0

112
7 State Feedback Control

7. State Feedback Control
State Feedback
Pole Placement
Eigenstructure Assignment
Integral Control
Feedback is a powerful idea which has some amazing properties. It makes it possible to design good systems from bad
components, it makes it possible to attenuate disturbances, stabilize and shape behavior of a system.
K.J.strom, Feedback Systems - A Ph.D Course

Output Feedback Control
+
+
+
C
x(t)
D
A
B
+
u(t)
y(t)
.
x(t)
(m x r)
m r
(m x n)
(n x n)
(n x r)
(r x 1)
(m x 1)
m
m
r
n
n
n
(n x 1)
(n x 1)
n
+
_
N
(r x p)
r p
N
(r x m)
r m
K
v(t)
(p x 1)
The p dimensional reference input vector v is enters through the (r x p) feed-forward matrix N.
In output feedback control, the m dimensional output vector y is fed back via an (r x m) gain matrix
K. Note that this strategy requires all m outputs to be measured.
Ky Nv u =
The control equations with output feedback are
] [ Ky Nv D Cx y + =

113

Output Feedback Equations
{ } { } v D x C v DN DK I x C DK I y + = + + + =
1 1
] [ ] [
Combining with the open loop system equations gives
[ ] { } [ ] { } v B x A v DN DK I BK BN x C DK I BK A x + = + + + =
1 1
[ ]
[ ]
[ ]
[ ] DN DK I D
C DK I C
DN DK I BK BN B
C DK I BK A A
1
1
1
1
+ =
+ =
+ =
+ =
The new system matrices under output feedback are
The closed loop eigenvalues under output feedback control are found from
[ ] 0
1
= + + =

C DK I BK A I A I

State Feedback Control
{ ABCD }
u(t)
y(t)
+
_
N
N K
v(t)
x(t)
In state feedback control, the internal state vector is used in a negative feedback loop.
All states will be directly available at the output only when C = I and D = 0, however techniques
exist for estimating unknown states from available outputs (part 8).
State feedback frequently achieves superior performance compared with output feedback because
the state vector contains all the relevant information about the internal dynamics.

114

State Feedback Design
Design proceeds under the assumption that all states are available. Under these conditions, poles may
be placed anywhere in the complex plane by selecting the elements of K using pole placement, so in
principle the closed loop dynamic performance may be completely specified.
Once the dynamic specifications have been met, the reference input matrix N is designed to meet
steady state requirements.
For single input systems, pole placement can be achieved by matching terms in the
resolvent expansion with those of a desired characteristic equation
For multiple input systems, many feedback gain matrices can be found which give the
required eignvalues. We may use eigenstructure assignment to design the feedback
matrix.

State Feedback Control
The equations which describe linear state feedback are
Kx Nv u
Du Cx y
Bu Ax x
=
+ =
+ =
+
+
+
x(t)
D
A
B
+
u(t)
y(t)
.
x(t)
n
+
_
N
N K
v(t)
m
(m x 1)
C
m
m
(m x n)
(m x r)
(r x p)
(p x 1)
p r
r
r
(r x 1)
(n x n)
(n x r)
(r x n)
n
n
n
n
(n x 1) (n x 1)
Under state feedback, the state vector is fed back through an n dimensional gain matrix K. The
closed loop system is shown below together with vector-matrix dimensions.
7.1

115

State Feedback Equations
Under state feedback, the system equations become
[ ] [ ] v B x A v BN x BK A Kx Nv B x A x + = + = + =
[ ] [ ] v D x C v DN x DK C Kx Nv D x C y + = + = + =
Closed loop stability depends on the eigenvalues of [A BK], which may not be the same as that of the
open loop system (i.e. design of the feedback matrix K affects the closed loop eigenvalues). Poor design
of K may cause loss of stability.
To design the feedback matrix K, we need to understand how the states are related to the inputs.
This knowledge is encapsulated in the properties of controllability and observability respectively.
To design the feed-forward matrix N, we need to understand how the outputs are related to the states.
y Plant
u +
_
N
N K
v
x

Controllability with State Feedback
Recall, the open loop controllability matrix is defined as
[ ] B A B A AB B P
1 2
=
n
With state feedback, this becomes

[ ] B A B A B A B P
1 2
=
n
[ ] [ ][ ] [ ] [ ] [ ] [ ] [ ] BN BK A BN BK A BN BK A BN P
1 2
=
n
Controllability with state feedback depends on the pair { [A BK], [BN] }

For full controllability with state feedback, we require
Providing rank (N) = r (the usual case), state feedback does not affect controllability
( ) n rank = P

116

Observability with State Feedback
Recall, the open loop controllability matrix is defined as
[ ]
T n T T T T T T
C A C A C A C Q
) 1 ( 2
=
With state feedback, this becomes
[ ] [ ] [ ] [ ] [ ] [ ] [ ] [ ]
T n T T T T T T
DK C BK A DK C BK A DK C BK A DK C Q =
) 1 ( 2
Observability with state feedback depends on the pair { [A BK], [C - DK] }

For full observability with state feedback, we require ( ) n rank = Q
[ ]
T n T T T T T T
C A C A C A C Q
) 1 ( 2
=
Observability can be lost with state feedback (e.g. if C = DK)
Providing D = 0, observability is invariant under output feedback, regardless of K

Discrete Time State Feedback
State feedback design in the discrete time case differs mainly in notation. Similar design procedures are
used used, however differences do exist in the steady state equations. Caution is advised!
The discrete time system equations under state feedback are:
+
+
+
C
x(k)
D
+
u(k)
y(k)
x(k + 1) +
_
N
N K
v(k)
z
-1
I
n
The properties of controllability and observability follow those of the continuous time case.
x(k + 1) = [ K]x(k) + [N]v(k)
y(k) = [C DK]x(k) + [DN]v(k)

117

Pole Placement
Re
Im
z plane
Re
Im
s plane
Faster decay
Faster decay
More oscillatory
More oscillatory
+1 -1
One solid design technique is to choose a pair of dominant second order poles, and to select other
poles to have sufficiently damped modes that the response will mimic that of a second order system.
Recall from part 3 that moving the poles to the left in the s-plane, or towards the origin of the z-plane,
results in faster transient decay rate.
Increasing the imaginary part of the s-plane location, or the argument of the z-plane location, results in
a more oscillatory response.

Guidelines for Pole Selection
Desired eigenvalues (poles) should be placed far into LHP of the s-plane (or deep inside the z-plane
unit circle) to give fast response and wide bandwidth, but not so far as to introduce noise amplification.
Remember that an increase in bandwidth will result in increased sensitivity to disturbance and noise.
Shifting the eigenvalues a significant distance requires large feedback matrix gains. Therefore the
control effort u must be checked in design. The gain matrix K may be constrained due to limits on
achievable control magnitude (actuator size, cost, etc.), wear or damage, and loss of control due to
saturation.
Modal analysis can yield valuable information remember that the system has to work harder for
weakly controllable modes.

118

Eigenvalue Placement Theorem
...with real coefficients a
i
there exists a real matrix K such that [A BK] has
d
() as its characteristic
polynomial.
For any state controllable system { A B C D }, given an n
th
order polynomial of desired pole locations...
d
() = (
1
)(
2
) ... (
n
) =
n
+ a
n-1

n-1
+ ... + a
1
+ a
0
If the open loop system { A B } is controllable, any desired set of eigenvalues {
1
,
2
, ..,
n
} can
be achieved using a constant gain state feedback matrix K = [k
1
k
2
... k
n
].
The desired eigenvalues must be real or complex conjugates in order that the elements of K be real.
If the system is not controllable, no solution for K exists.

Pole Assignment
Design proceeds under the assumption that all states are available and that the reference input is zero.
The closed loop eigenvalues are found from the determinant
() = | I - A + BK | = 0
The process is especially straightforward if the system has been put into controllable canonical form.
Coefficients of () and
d
() can be equated to find the elements of K. For high order systems, the
process can be automated using Ackermanns formula.
+
C
x(t)
A
B
+
y(t)
.
x(t)
(1 x n)
(n x n)
(n x 1)
n
n
n
(n x 1)
(n x 1)
n
(1 x n)
n
-K
u(t)

119

Pole Assignment The CCF Case
0
1 0 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
1 3 4 2 3 1 2 0 1
=
+ + + + +

= +
n n
n
a k a k a k a k a k
BK A I
) (
1
0
0
0
) ( 0 0 0 0
0 1 0 0
0 0 1 0
) (
1 2 1 0
t u t
a a a a
t
n

x x
For the n
th
order single input system expressed in CCF the state equation is:
The feedback gain matrix design equation is:
The determinant expansion is:

n
+ (k
n
+ a
n-1
)
n-1
+ (k
n-1
+ a
n-2
)
n-2
+ ... + (k
2
+ a
1
) + (k
1
+ a
0
) = 0

Pole Assignment
Pole locations for the state feedback case are determined by the n
th
order polynomial
Suppose n closed-loop poles are selected p
n
p
n-1
... p
1
, then the desired characteristic equation is...
d
(s) = s
n
+ c
n-1
s
n-1
+ ... + c
1
s + c
0
= 0
d
(s) = (s + p
n
)(s + p
n-1
) ... (s + p
1
) = 0

n
+ (k
n
+ a
n-1
)
n-1
+ (k
n-1
+ a
n-2
)
n-2
+ ... + (k
2
+ a
1
) + (k
1
+ a
0
) = 0
Equating with like powers of the desired characteristic polynomial gives one equation for each
unknown gain...
The more the closed-loop polynomial coefficients differ from those of the open-loop polynomial, the
larger the required feedback gains.
c
i-1
= k
i
+ a
i-1
k
i
= c
i-1
a
i-1
7.2

120

Ackermanns Formula
Ackermanns formula provides a computationally simpler method of determining the feed-back gain
matrix K for a single input system expressed in CCF.
Recall that the controllability matrix for a continuous time system is...
...and that the desired characteristic equation can be written...
Ackermanns formula yields a (1 x n) row matrix containing the elements of the feedback gain matrix K.
...where
c
(A) = A
n
+ c
n-1
A
n-1
+ ... + c
1
A + c
0
I
n
c
() = |I A + BK| =
n
+ c
n-1

n-1
+ ... + c
1
+ c
0
P = [ B AB A
2
B ... A
n-1
B ]
The gain matrix is found from: K = [ 0 0 ... 1 ] P
-1
c
(A)
7.3

[ ] 0
K
B A I =
i
i
i
...from which we have the partitioned matrix equation

In cases where CCF transformation is not possible, or where there are multiple inputs to the system,
many possible state feedback gain matrices can be found which give the desired eigenvalues.
The condition which needs to be satisfied by the feedback gain matrix K is:
If this is true, there must be at least one vector for which (
i
I A + BK)
i
= 0
Alternatively, the equation can be written (
i
I A)
i
+ BK
i
= 0
|
i
I A + BK | = 0
Providing {A B} is controllable, there are r independent solution vectors
i
for each
i
.

121

In the eigenstructure assignment method we exploit the structural relationship between independent
eigensolutions
i
to find K.
Collect all r independent vectors
i
for each
i
into the partitioned matrix U(
i
).
=
) (
) (
) (
2 1
2 1
i
i
r
r
i
K K K

U
Collectively, the partitions within the U matrix are related as follows

[ ] [ ] ) ( ) ( ) ( ) ( ) ( ) (
2 1 2 1 n n
F F F K =
=
i
i
i
K
Define:

Select any n corresponding linearly independent columns from each side, one column (or linear
combination of columns) from each (
i
), to form
KG = F
Providing G is non-singular, we can now solve to find the feedback gain matrix K.
K = FG
-1
If the columns of G cannot be made completely independent, they should be selected as orthogonal
as possible, since this
Improves invertability robustness
Reduces interaction between modes
Reduces sensitivity to parameter variations
Note: In the case where repeated closed loop eigenvalues give rise to missing eigenvectors, one or
more generalised eigenvectors will be required.

122

Aircraft Flight Dynamics
Linear velocity components
u = forward rate
v = side-slip rate
w = altitude rate
u
v
w
u
v
w
p
r
q
Angular velocity components
p = roll rate
q = pitch rate
r = yaw rate
The linearised equations of aircraft motion are of eighth order, but are typically de-coupled into two
fourth order sets representing longitudinal and lateral motion.

Aircraft Flight Dynamics
=
r
a
v
r
p
x
= =
v
r
p
k k k k
k k k k
24 23 22 21
14 13 12 11
Kx u
In the lateral motion case, the inputs are change in rudder angle (
r
) and aileron angle (
a
), and the
states are side-slip rate (v), yaw rate (r), roll rate (p), and roll angle ().
The state feedback control law requires eight gain matrix elements to be determined.
7.4
Some methods attempt to restrict the choice of gains to simplify design, however this ignores
important coupling between modes. Eigenstructure assignment allows selection of all eight
feedback gain elements.

123

The Reference Input
In the regulator case, the input to the system is zero (v = 0). The state feedback gain matrix K is
designed to force the system output to reach equilibrium within specified constraints. A good design for
K results in good disturbance rejection.
Once the steady state constraints are met, a reference input can be introduced to allow the set-point to
be changed. Reference inputs for tracking can be static, oscillatory, or arbitrary.
The feed-forward matrix N is designed for good steady state performance.
+
+
+
C
x(t)
D
A
B
+
u(t)
y(t)
.
x(t)
n
+
_
N
N K
v(t)

Input Matrix Equivalence
i.e. the two feed-forward cases are related by N = N
u
+ KN
x
u = Nv - Kx u = N
u
v + K[N
x
v x]
u = [N
u
+ KN
x
]v Kx
In practice, the design of the input matrix is separated into inline (N
u
) and a feed-forward (N
x
) parts.
u(t)
+
_
N
N K
v(t)
x(t)
u(t)
+
N
u
N K
v(t)
x(t)
+
N
x _
+

124

The Steady State Condition
The steady state system equations are:
0 = Ax
ss
+ Bu
ss
y
ss
= Cx
ss
+ Du
ss
y
ss
= v
ss x
ss
= 0
x
ss
= N
x
v
ss
u
ss
= N
u
v
ss
At steady state we want zero output error. The required steady state conditions are:
The inline and feed-forward input matrices are re-drawn below.
{ ABCD } y
ss
+
N
x
N K v
ss
+
_
N
u
+
u
ss
x
ss
u
ss
x
ss 0

Feed-Forward Matrix Design
Inserting the steady state loop conditions gives
0 = AN
x
v
ss
+ BN
u
v
ss
v
ss
= CN
x
v
ss
+ DN
u
v
ss
u
x
N
N
D C
B A
I
0
The feed-forward matrix pair can now be designed from
After cancelling v
ss
, the steady state system equations can be written in partitioned form as

I
0
D C
B A
N
N
u
x
1
Once N
x
and N
u
have been determined, the input reference matrix N is computed from
N = N
u
+ KN
x

125

Discrete Time Steady State
The steady state condition of a discrete time system is slightly different because of the steady state
of the difference equation.
In the steady state: x
ss
(k + 1) = x
ss
(k)
0 = [ - I]N
x
v
ss
+ N
u
v
ss
v
ss
= CN
x
v
ss
+ DN
u
v
ss
x
ss
(k) = x
ss
(k) + u
ss
(k)
The steady state system equations are:

I
0
D C
I
N
N
u
x
1
Writing in partitioned matrix form and re-arranging to find N gives
{ CD }
+
N
x
N K
+
_
N
u
+
u
ss
x
ss
u
ss
x
ss 0
v
ss y
ss
7.5

Steady State Robustness
Note that for this approach, the system must be square i.e. the number of inputs and outputs must
be the same (p = m).
Steady state error can be eliminated under all conditions with the application of integral control.
The design of N
x
and N
u
is based on knowledge of the system matrices { A B C D }. This means the
design is not robust, since any error or change in the system parameters will cause a non-zero steady
state error.
+
+
+
C
x(t)
D
A
B
+
u(t)
y(t)
n
+
_
N
N K
r(t)
m
+
_
v(t)
.
v(t)
.
x(t)

126

Integral Control
The integral state feedback controller has the form
Du Cx r v
Kx Nv u
=
=
u(t)
+
_
N
N K
r(t)
m
+
_
v(t)
.
v(t)
x(t) y(t)
If the system is stable, the presence of an integrator in the forward path acts to drive the steady
state error to zero.
The integrator block contributes m additional states to the system representation.

State Augmentation
[ ]
[ ]
[ ] DNv x DK C y
r DNv x C DK v
BNv x BK A x
+ =
+ =
+ =
The equations which describe the closed loop with integral control are
By augmenting the state vector to include v, we can write these equations in partitioned matrix form as
r
I
0
v
x
DN C DK
BN BK A
v
x
Closed loop eigenvalues will be different with integral control. Feedback and feed-forward control
matrices must be re-designed.
[ ] [ ]r 0
v
x
DN DK C y +
=

127

Integral Controller Design
x = Ax+ B u + Er u= - Kx
...or, using a more compact notation...
Combining these equations gives a new state equation which can be used for design
r
I
0
u
D
B
v
x
0 C
0 A
v
x
An alternative expression of the closed loop state equations is

[ ]

=
v
x
N K u
x = [A- BK]x + Er
Design now proceeds using the same techniques described previously for state feedback control. The
control matrices K and N can then be extracted from the partitions of K.
Similarly, the output equation becomes [ ] u D
v
x
0 C y +
= Du x C y + = or

Discrete Time Integral Control
Discrete time integral control is slightly different to the continuous time case because of the action of
the integrator.
Apart from notational changes the design equations are identical. However, notice the identity matrix
in the
22
term in the augmented state equations below. This arises because of the discrete time
integrator.
r
I
0
v
x
DN I C DK
N K
v
x
7.6
+
+
+
C
x(k)
D
+ u(k)
y(k)
+
_
N
N K
r(k)
+
_
v(k)
v(k+1)
x(k+1)
z
-1
I
n
+
+
z
-1
I
m
e(k)

128
8 Linear State Estimators

8. Linear State Estimators
State Reconstruction
State Estimator Design
Reduced Order Estimators
Separation Principle
Make things as simple as necessary, but no simpler.
Albert Einstein (1879 - 1955)

State Estimation
If the model is perfect and initial conditions are known, the estimated output (t) will be identical to
the actual output y(t).
In reality, model inaccuracies, noise, unknown initial conditions, etc. will cause the real and estimated
state vectors to diverge over time.
The idea behind state estimation is to construct a model of the plant (called an estimator, or observer)
and use this to obtain an estimate of the instantaneous state vector for use by the controller.
Providing the system state vector is known, we have complete control over all closed loop
eigenvalues.
Direct measurement of all the states is usually impractical, uneconomic, or impossible.
Plant
u(t)
y(t)
v(t)
Estimator
Controller
x(t)
^
y(t)
^

129

Closed Loop Estimation
Practical estimators employ feedback to ensure the actual and estimated state values converge,
even in the presence of initial estimate error.*
The feedback loop is designed to ensure the estimated state converges on the actual value faster
than the dynamics of the plant.
u(t) y(t)
x(t)
^
y(t)
^
_
+
Plant
Estimator
The smoothing effect of the observer algorithm often makes full state estimation preferable to
direct measurement.
* Note however that plant model error will still result in estimation error.

The State Reconstruction Problem
In the exceptional case where C is square and non-singular, a trivial solution is x = C
-1
[y - Du].
The state reconstruction problem is to determine all the system states using only knowledge of the
output y, the input u, and the system matrices { A B C D } or { C D }.
The property of observability ensures the system states can be reconstructed from measurements of
the output of the plant.
For any observable system of order n, an estimator of the same order can be constructed to estimate
the states of the plant. The n poles of the estimator may be placed arbitrarily.
If an estimator produces all the system states it is called a full state estimator. In cases where
some states are directly available at the output, a reduced order estimator may be designed to
estimate only the unknown states.

130

A Linear State Estimator
[ ] z Bu x A x LC A x x + =
e
The form of the estimator equation is z Ly x A x + + =

e
Defining the state estimation error as

= [A LC] e
x x e =
z LCx x A Bu Ax x x + =
e
We want the estimator error to converge to zero. Substituting the system equations with D = 0 yields
Selecting z = Bu and A
e
= A LC results in the estimator error equation
The estimator error will converge providing the eigenvalues of A
e
are asymptotically stable.
i.e. e 0 and x x as t
^
[ ]( ) x x LC A x x =

we have the estimator dynamic equation

Estimator Block Diagram
z Ly x A x + + =
e
The basic form of linear state estimator is:

+
x(t)
A
e
+
.
x(t)
n
^
L
+
y(t)
^
z(t)
We select for design: z = Bu and A
e
= A LC
B
+
x(t)
A - LC
+
.
x(t)
n
^
L
+
y(t)
^
u(t)

131

Estimator Block Diagram
After simple block diagram manipulation we are left with...
This configuration makes it easy to see the linear estimator compares actual and estimated output to
find the states.
The estimator matrix L forms a feedback path around a model of the plant. The estimator dynamics are
set by the eigenvalues of (A LC) and can be made much faster than those of the closed loop system.
B
+
x(t)
+
.
x(t)
n
^
L
+
y(t)
^
u(t)
A
C
+
-
x(t)
^
y(t)
^

Non-Zero Transmission Matrix
The form of the estimator equation is: z Ly x A x + + =
e
When the transmission matrix D is non-zero, the estimator input term z must be modified.
with y = Cx + Du
[ ] z Du Cx L x A Bu Ax x x + + =
e
[ ]e LC A e = Selecting z = [B LD]u and A

e
= A LC and cancelling, we have
i.e. the estimator eigenvalues are unaffected by D.
B
+
x(t)
+
.
x(t)
n
^
L
+
y(t)
^
u(t)
A
C
+
-
x(t)
^
D
+
+
y(t)
^

132

Estimator Design
The estimator design problem is the dual of the feedback gain matrix design problem.
i.e. control of { A B C D } is the dual of estimation of { A
T
C
T
B
T
D
T
}
Providing the original system is completely observable, it will always be possible to find an estimator
matrix L which gives any set of desired estimator eigenvalues.
For single output systems, pole placement can also be used to design the feedback matrix L by equating
terms in the characteristic equation with some desired polynomial:
e
() = |I A + LC| =
n
+ c
n-1
n-1
+ ... + c
1
+ c
0
The design methods for L are the same as those for K after making the notational changes
A A
T
B C
T
C B
T
D D
T
K L
T

Ackermanns Estimator Formula
1
0
0
0
0
) (
1
1
3
2

n
e
CA
CA
CA
CA
C
A L
Ackermanns formula for estimators facilitates design of L for single output systems of any order,
providing they are observable.
Recall, in state feedback design we used Ackermans formula to find the elements of the gain matrix
K from the eigenvalues of [A - BK] in the single input case. We can use the same technique for
estimator design since the estimator dynamic matrix can be written as
A
e
T
= [A LC]
T
= [A
T
C
T
L
T
]
e
(A) = A
n
+ c
n-1
A
n-1
+ ... + c
1
A + c
0
I
The matrix polynomial
d
(A) is constructed from the desired estimator characteristic equation:
8.1

133

Eigenstructure Assignment for Estimators
In the multiple output case, the principle of duality allows estimator design to proceed using the
eigenstructure assignment method previously described for feedback gain matrix design.
[ ] 0
L
C A I =
i
T
i T T
i
[ ] [ ] ) ( ) ( ) ( ) ( ) ( ) (
2 1 2 1 n n
T
F F F L =
As before, after all the independent solutions have been found we form the partitioned matrix
...from which we select n linearly independent columns on both sides and solve for L.
L = ( FG
-1
)
T
[ ] ) ( ) ( ) (
2 1 n
G =
8.2
[ ] ) ( ) ( ) (
2 1 n
F F F F =

Discrete Time State Estimators
) ( ) ( ) ( ) 1 ( k k k k
e
z Ly x x + + = +
) ( ) ( ) ( k k k x x e =
With notational changes, the discrete time linear state estimator equations are similar to those of the
continuous time case.
Defining the error vector as and selecting
e
= LC and z(k) = u(k) allows
the estimator error dynamics to be written
e(k + 1) = [ LC] e(k)
Note that the estimated state is taken as ) 1 ( + k x
+
x(k + 1)
+
x(k + 1)
^
L
+
y(k)
^
u(k)
C
+
-
x(k)
^
D
+
+
y(k)
^
z
-1
In

134

Prediction Estimators
The basic discrete time state estimator equation is ) ( ) ( ) ( ) 1 ( k k k k
e
z Ly x x + + = +
time
y(k) y(k - 1) y(k + 1) x(k) x(k - 1) x(k + 1)
^ ^ ^
In this design, each estimated state vector is based on an output sample which is one period old.
This is known as a prediction estimator, since the each output sample is used to predict the state in
the next sample period.
The prediction estimator can be improved upon by modifying the design equations to use the most
recent output sample, thereby reducing control loop latency and improving performance.

Current Estimators
A discrete time state estimator which uses the most recent output sample is called a current estimator.
) ( ) 1 ( ) ( ) 1 ( k k k k
e
z Ly x x + + + = +
) ( ) 1 ( ) ( ) ( ) ( ) 1 ( k k k k k k
e
z LDu LCC LCC x x + + + + + = +
Inserting the system equations we find
Selecting z(k) = [ LC]u(k) - LDu(k + 1) and
e
= LC we have
[ ] ) ( ) 1 ( k k e LC e = +
The estimator error response is again a simple homogeneous equation which will decay to zero providing
the eigenvalues of [ - LC] are stable.
The estimator error equation is e(k + 1) = x(k + 1) - x(k + 1)
) ( ) 1 ( ) ( ) ( ) ( ) ( ) ( ) 1 ( k k k k k k k k
e
z LDu u LC x LC x u x e + + = +
[ ] [ ] ) ( ) 1 ( ) ( ) ( ) ( ) 1 ( k k k k k k
e
z LDu u LC x x LC e + + = +
^

135

Current Estimators
The current estimator equations are:
z(k) = [ LC]u(k) - LDu(k + 1)
The additional delay at the input is unavoidable whenever the transmission matrix D is non-zero.
) ( ) 1 ( ) ( ) 1 ( k k k k
e
z Ly x x + + + = +
e
= LC
8.3
LC
+
x(k + 1)
+
x(k + 1)
^
L
+
y(k + 1)
^
u(k + 1)
C
+
-
x(k)
^
y(k + 1)
^
z
-1
I
n
z
-1
I
r
LD
-

Reduced Order Estimators
If some states are also system outputs (i.e. elements of the C matrix are 1) they can be directly
measured. In this case the estimator need only produce those states which are unknown, the resulting
algorithm being both simpler and faster. Such an estimator is called a reduced order estimator.
u(t)
y(t)
x(t)
^
_
+
Plant
Estimator
x
1
(t)
x
2
(t)
^
y(t)
^
The state vector is partitioned into known (x
1
) and unknown (x
2
) components, and the estimator equations
modified to produce only the unknown part. A state transformation can always be found to order the
output vector in this way.

136

Reduced Order State Estimators
=
2
1
x
x
x
=
22 21
12 11
A A
A A
A

=
2
1
B
B
B [ ] 0 I C =
Let the state vector be partitioned into , where the vector x
1
constitutes those states which are
Partition the system matrices as:
measured at the output, and the vector x
2
those states which are unknown.
u
B
B
x
x
A A
A A
x
x
2
1
2
1
22 21
12 11
2
1
[ ]

=
2
1
x
x
0 I y
The system equations become
u B x A x A x
1 2 12 1 11 1
+ + =
u B x A x A x
2 2 22 1 21 2
+ + =
The expanded state equations are

Reduced Order State Estimators
{ } u B x A x A x
2 1 21 2 22 2
+ + =
{ }
2 12 1 1 11 1
x A u B x A x =
Re-order the state equations into known (bracketed) and unknown parts, and observe the similarity with
the system equations for the unknown state:
By analogy with the full state estimator case, the required substitutions are
[ ] { } u B x A u B x A x L x A L A x
2 1 21 1 1 11 1 2 12 22 2
+ + + =
r
A
r
y
r
z
= A
p
x
2
+ B
p
u
y
p
= C
p
x
2
2
x
Any observer eigenvalues may be specified providing the pair {A
p
C
p
} = {A
22
A
12
} is observable. This
will be automatically true if the original system { A B C D } was observable.

137

Reduced Order Estimator Diagram
u B x A u LB x LA x LA x A x L x
2 1 21 1 1 11 2 12 2 22 1 2
+ + =
The RHS of the estimator equation contains the derivative of the known state. To implement this estimator,
we must adopt a new state which includes this term.
[ ] { } u B x A u B x A x L x LA A x
2 1 21 1 1 11 1 2 12 22 2
+ + + =
An equivalent block diagram of this estimator is shown below.

u
y
+
A22
+
.
x2 Lrx1
n
^
x2
^
L
- +
+
A21
.
B1
B2
L
+
+
+
A11
A12
+
x1
x

Reduced Order Estimator Design
Providing the system { A
22
A
12
} is observable, it is always possible to find a matrix L which will give
any desired observer eigenvalues.
Observer eigenvalues are determined by solutions of | A
22
- LA
12
| = 0. The observer is of order n - m,
so only this number of eigenvalues need be found.
Eigenvalues are designed in the same way as the full state estimator: using the property of duality with
state feedback matrix design techniques.
In cases where output measurements are noisy, the beneficial smoothing effects provided by the full
state observer may outweigh the benefits of algorithm simplification.
If the C matrix is not in the form [I 0] a similarity transform can always be found to make it so.

138

Discrete Time Reduced Order Estimators
) (
) (
) (
) 1 (
) 1 (
2
1
2
1
22 21
12 11
2
1
k
k
k
k
k
u
x
x

x
x
+
+
[ ]

=
) (
) (
) (
2
1
k
k
k
x
x
0 I y
Proceeding exactly as before we arrive at the discrete time reduced order estimator equation
The estimator dynamics are governed by the eigenvalues of [
22
- L
12
]
The estimator block diagram is constructed exactly as shown on the previous slide except that the n
integrators are replaced by n unit-delay elements.
With notational adjustments, the discrete time case is similar to that of the continuous time. We partition
the system equations as follows
[ ] { } u x u x x L x L x
2 1 21 1 1 11 1 2 12 22 2
+ + + =
8.4

Control System Design
1. Design the feedback gain matrix K for transient performance under the assumption that all
states are available.
2. Design the feed-forward matrix N for required steady state performance.
3. If necessary, design a state estimator to provide any un-measured states needed for control.
State feedback control design typically proceeds in three steps:
y Plant
u
N K
x
y Plant
u +
_
N
N K
v
x
y
y
^
_
+
Plant
Estimator
u +
_
N
N K
v
x
^

139

The Control System Equations
v
BN
BN
x
x
BK A LC
BK A
x
x
[ ]
z Ly x A x
x K Nv B Ax x
+ + =
+ =

These equations can be combined into matrix form

The equations which define the control system are
With minor rearrangement and substitution for z
[ ] BNv x BK A LCx x
BNv x BK Ax x
+ + =
+ =

0 ) ( =
+

=
BK A I LC
BK A I
e
Closed-loop eigenvalues are obtained by evaluating the determinant

The Separation Principle
Providing the system is both controllable and observable, estimator and feedback eigenvalues can be
specified and designed independently. This is known as the separation principle.
LC A I 0
BK BK A I
+
+
=
) (
) ( ) ( ) (
e c
= + + = LC A I BK A I
Note that the system eigenvalues are formed from the product of two polynomials:
c
() is determined
only by K, and
e
() is determined only by L.
The determinant can be reduced by a series of row & column operations to upper triangular block form:
y Plant
Estimator
u
v
x
^
Controller
8.5

140

Recommended Reading

1. K.J.strom & R.M.Murray,
Feedback Systems, Princeton, 2010

2. W.L.Brogan,
Modern Control Theory, Prentice-Hall, 1991

3. E.A.Coddington,
Introduction to Ordinary Differential Equations, Dover, 1989

4. C.W.Curtis,
Linear Algebra: An Introductory Approach, Springer, 1999

5. J.J.DiStefano, A.R.Stubberud & I.J.Williams,
Feedback & Control Systems, Schaum, 2011

6. J.Doyle, B.Francis & A.Tannenbaum,
Feedback Control Theory, MacMillan, 1990

7. J.N.Franklin,
Matrix Theory, Dover, 1993

8. G.F.Franklin, J.D.Powell & M.L.Workman,
Digital Control of Dynamic Systems, Addison-Wesley, 1998

9. M.W.Hirsch, S.Smale & R.L.Devaney,
Differential Equations, Dynamical Systems & an Introduction to Chaos,
Academic Press, 2012

10. B.C.Kuo & F.Golnaragi,
Automatic Control Systems, Wiley, 2003

11. J.Schwarzenbach & K.F.Gill,
System Modelling & Control, Edward Arnold, 1992

12. S.Skogestad & I.Postlethwaite,
Multivariable Feedback Control, Wiley, 2005

13. M.R.Spiegel,
Advanced Mathematics for Scientists & Engineers, Schaum, 1980

14. L.A.Zadeh & C.A.Desoer,
Linear System Theory: The State Space Approach, Dover, 2008
141

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Control Theory Seminar

The ratio is called the transfer function of the system.

The resonant peak occurs at frequency

= G Define the transfer functions of the forward and feedback elements as F = k,

A complex point or region is encircled if it is found inside a closed path

can be the same as, or opposite to that of

encircles the origin N times in the same direction as

will encircle the origin of the (s) space exactly N times

does not encircle the origin of the (s) space

encircles the origin N times in the opposite direction to

is the phase crossover frequency

performance is improved by control

The maximum peaks of sensitivity and complementary sensitivity are:

...where the non-invertible part is given by

Error ratio is given by:

Error ratio is given by:

The sampler is periodic so can be represented by the Fourier series

The forward approximation method implies we can find the z-transform

This series of equations can be expressed compactly in matrix form as...

u x x The solution to the discrete time state equation is

The equilibrium point is then x(t) = 0

The system { A B C D } is said to be the dual of system { A

With state feedback, this becomes

Controllability with state feedback depends on the pair { [A BK], [BN] }

Observability with state feedback depends on the pair { [A BK], [C - DK] }

...from which we have the partitioned matrix equation

Collectively, the partitions within the U matrix are related as follows

An alternative expression of the closed loop state equations is

The form of the estimator equation is z Ly x A x + + =

Defining the state estimation error as

we have the estimator dynamic equation

The basic form of linear state estimator is:

[ ]e LC A e = Selecting z = [B LD]u and A

An equivalent block diagram of this estimator is shown below.

These equations can be combined into matrix form

Closed-loop eigenvalues are obtained by evaluating the determinant

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