Professional Documents
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between the
continuous world
and digital
algorithms
Graham C. Goodwin,
Juan Carlos Agero, Mauricio E.
Cea Garrido, Mario E. Salgado,
and Juan I. Yuz
Sampling
and
Sampled-Data
Models
Folding
Folding is an inevitable consequence of sampling continuous-time signals. To illustrate the idea, consider a continuous-time signal, f (t), having Fourier transform F (j~) .
Continuous-time Fourier transform [15]:
-2000
(a)
5
0
-5
iq (A)
20
0
-20
-1
{F (j~)} = f (t) = 1
2r
-3
(c)
F { f (t)} = F (j~) =
-3
(b)
20
0
-20
Fd { fk} = Fd (e j~D) = D
fk e -j~kD . (5)
k =-3
r/D
(e)
0
-10
10
5
0
0
Disturbances
o
w(t)
Discrete Input
uk
Hold
(d)
10
-5
} k = } (kD) . (2)
2000
fD (t) = D
fk d (t - kD), (7)
k =-3
where d ($) is the impulse function (a.k.a. Dirac delta function). The signal fD (t) has a continuous-time Fourier transform that satisfies
F { fD (t)} = Fd { fk} . (8)
l =-3
Measurement
Noise
o
v(t)
Continuous
Physical
Input
Continuous-Time
u(t)
System (Plant)
o
z(t) = y(t)
Sampling
Period
D
AAF
}(t)
}k
Sampled-Data Model
Figure 3 Sampled-data system showing the interface devices, a hold on the input, and an anti-aliasing filter on the output.
36 IEEE CONTROL SYSTEMS MAGAZINE OCTOBER 2013
Equations (8) and (9) establish a link between the continuousand discrete-time domains.
The result shown in (9) is commonly called folding.
The result can be stated as sampling in the time domain produces folding in the frequency domain. (The dual result is that
sampling in the frequency domain produces folding in the time
domain.) The folding process is illustrated in Figure 4.
OF( j~)S
-r
D
Sampling has an impact on models for systems. A convenient simplification is to focus on sampled inputs and sampled outputs only (for discussion of intersample issues, see
Intersample Properties).
Consider a general linear time-invariant, continuous-time
system described in state-space form by
The notation z (t) = yo (t) is used for consistency with continuous-time stochastic models as discussed later. The model
(10) and (11) can also be expressed in incremental form as
x = x k +1 = A q x k + B q u k, (15)
} k = Cx k, (16)
+
k
where the sampled output is } k = } (kD) . The discretetime system matrices satisfy
OF( j~)S
A q = e AD and B q =
#
0
e Ah Bdh. (17)
4
-r
D
r
D
Figure 4 The folding process. The blue line shows the magnitude of
the spectrum, | F ( j~)| , of a continuous-time signal. The red line
shows the magnitude of the discrete-time spectrum Fd (e j~D) . The
arrows represent how the spectrum at different bandwidth locations
overlap on the same frequency range [- r/D, r/D] .
G q (z) =
rfn -1 z n -1 + g +rf0
Fq (z)
= n
, (19)
E q (z)
z + re n -1 z n -1 + g + re 0
OFd(e j~D)S
r
D
c + j3
# -j3
c
G (s)
1
1, (20)
s t = kD
Intersample Properties
Fact 11
The continuous- and discrete-time signals in Figure S1 satisfy
W d (e j~T) = [G (j~) U (j~)] q, (S4)
Frequency domain
The modified Z-transform is a commonly used tool for analyzing intersample behavior [4]. Related ideas from [21, Chap. 14]
are outlined below.
For linear systems, the frequency response of the discretetime signal can be related to the continuous-time signal prior
to sampling. To illustrate, consider the signals in Figure S1.
The relationships among different signals are described below.
Fact 9
The continuous- and discrete-time signals in Figure S1 satisfy
the identity
U ( j~) = 1 H ( j~) U d (e j~D), (S1)
D
(S5)
j~
Folding (as evident in the numerator of the above expression) leads to sampling zeros. For example, if the relative
degree of G is even, then there is an asymptotic sampling
zero at ~ = r/D. In this case, the ratio of W (j~) (the continuous-time frequency response) and W d (e j~T) (the discrete-time
frequency response) can become very large near the Nyquist
frequency.
For this reason, it is generally never appropriate to have
significant frequency content in W d (e j~T) near the Nyquist
frequency since doing so leads to a very large (approaching
3 as T " 0 ) component in the continuous-time response at
this frequency.
Two illustrations of this idea are presented:
Consider a continuous-time plant with transfer function
[21, p. 366]
Fact 10 follows from the observation that the discrete-transfer function is the folded version of GH.
uk
Ud(e j~D)
ZOH
z(t)
U( j~)
G(S)
}(t)
W( j~)
Wd(e j~D)
1
. (S7)
s (s + 1)
D }k
Figure S1 Signals involved in a sampling process: ZOH represents a zero order hold, G ^s h is any system, and D is the sampling time.
G (s) =
G q (z) = 0.0048
z + 0.967
. (S8)
(z - 1) (z - 0.905)
Plant Output
1.5
1
0.5
0
(S11)
u k = u k +1 = g = u k +m -1 . (S12)
Substituting into (S11) leads to the state-space system
from which the other intersample values of the state are given
by the output equation
R
V
R x km V R I n V
0
W
S
W
S
W S
S
W
Blq
S x km +1 W S Alq W
=
+
x
km
S
W
S
W u km .
S
W
h
h W
h
S
S
W
S
W S
m -1W
m -2
S
l
Blq + Alq Blq + g + (Alq)
BlqW
Tx km +m -1X T(A q)
X
T
X
(S14)
Any required design (H 2, H 3, f) can then be carried out
in a hybrid form with sampled control and a cost function that
reflects the intersample response. Similar ideas can be applied
to optimal filtering. Indeed, it is shown in [S5] that the hybrid
optimal filtering problem and the hybrid regulator problem are
dual to each other with the AAF in the hybrid filter being dual to
the hold circuit in the hybrid regulator. Related ideas have also
been used in the context of nonlinear filtering; see [S6].
REFERENCES
[S1] R. H. Middleton, G. C. Goodwin, and R. W. Longman, A method
for improving the dynamic accuracy of a robot performing a repetitive
task, Int. J. Robot. Res., vol. 8, no. 5, pp. 6774, Oct. 1989.
[S2] R. W. Longman and C. P. Lo, Generalized holds, ripple attenuation, and tracking additional outputs in learning control, J. Guid. Control Dyn., vol. 20, no. 6, pp. 12071214, 1997.
[S3] A. Feuer and G. C. Goodwin, Generalized sample hold functionsFrequency-domain analysis of robustness, sensitivity, and intersample difficulties, IEEE Trans. Automat. Contr., vol. 39, no. 5, pp.
10421047, May 1994.
[S4] T. Chen and B. A. Francis, Optimal Sampled-Data Control Systems. London: Springer-Verlag, 1995.
[S5] G. C. Goodwin, D. Q. Mayne, and A. Feuer, Duality of hybrid optimal regulator and hybrid optimal filter, Int. J. Control, vol. 61, no. 6,
pp. 14651471, 1995.
[S6] M. G. Cea and G. C. Goodwin, Temporal sampling issues in discrete
nonlinear filtering, Automatica, vol. 49, no. 1, pp. 138146, Jan. 2013.
G q (z) = (1 - z -1)
, =-3
4
Equation (22), when considered in the frequency domain
by substituting z = e j~D, again illustrates folding; namely,
the frequency response of the sampled-data system is
obtained by folding the continuous-time frequency
response of the plant plus hold,
Riemann Sampling
3
G q (e j~D) = 1 / H ZOH (j~ ,) G (j~ ,), (23)
D , =-3
where ~ , = ~ + (2r/D) , and H ZOH (s) is the Laplace transform of the ZOH impulse response,
-sD
H ZOH (s) = 1 - e . (24)
s
Equation (23) can be also derived from (18) using the statespace matrices in (17) (for example, see [15, Lemma 4.6.1]).
40 IEEE CONTROL SYSTEMS MAGAZINE OCTOBER 2013
Time
D
(a)
Time
(b)
Example 1
Consider a continuous-time system with transfer function
G (s) =
6 (s + 5)
. (25)
(s + 2) (s + 3) (s + 4)
The corresponding exact sampled-data model for sampling period D = 0.01 is given by
Lebesgue Sampling
G q (z ) =
Fact 3 [18]
For any sampling period D, the pulse transfer function corresponding to an r th-order integrator G (s) = s -r is exactly
given by
r B (z)
r
G q ( z) = D
, (27)
r! (z - 1) r
The above result highlights the fact that the folding process is directly responsible for the occurrence of the sampling zeros [see also (22)]. The idea can be extended to more
general systems:
where
r +1
m . (29)
b = / (- 1) k -, , r c
k -,
, =1
r
k
4
The polynomials defined in (28)(29) are known as the
Euler-Frobenius polynomials. These polynomials are also called
reciprocal polynomials [19] and satisfy several properties [20].
1) The coefficients can be computed recursively, that is,
b r1 = b rr = 1, for all r $ 1, and
for k = 2, g, r - 1.
2) The coefficients satisfy b rk = b rr -k +1 . Hence it follows
that, if B r (z 0) = 0, then B r (z 0-1) = 0.
3) The roots are always negative real.
4) The polynomials satisfy an interlacing property,
namely, every root of the polynomial B r (z) lies
between every two adjacent roots of B r +1 (z), for r $ 2.
5) The recursive relation
B 1 (z) = 1, (32)
B 2 (z) = z + 1, (33)
B 3 (z) = z 2 + 4z + 1
= (z + 2 + 3 ) (z + 2 - 3 ),
3
(34)
(35)
(37)
b rk = kb rk -1 + (r - k + 1) b rk --11 , (30)
F (s)
E (s)
(s - c 1) (s - c 2) g (s - c m)
=K
(s - p 1) (s - p 2) g (s - p n)
G (s) =
G q (z)
D.0
D r (z - 1) m B r (z)
. (38)
r! (z - 1) n
4
The above result explains the term (z + 0.99) in the
numerator of (26). As predicted, this term is very close to
the asymptotic term (z + 1) in (33).
Approximate Deterministic
Discrete-Time Models
For linear systems, it is possible to obtain exact discretetime models by use of a matrix exponential as in (15) and
(16). However, such models cannot be readily obtained for
nonlinear systems. This observation motivates the study of
approximate discrete-time models.
(x Ek ) + = A Eq x Ek + B Eq u k, (39)
} k = Cx k , (40)
where
A Eq = I + AD, (41)
Fact 4 [18]
B Eq = BD, (42)
The identity
r
r -1 (z)
(36)
/ log z +1 j2rk r = (r -D 1) ! zB
z
(
- 1) r
k =-3 c
m
D
3
20
Magnitude (dB)
10
D = 0.1
D = 0.01
D = 0.001
-30
R (z ) =
plotted as a function of frequency. As predicted, the relative error does not tend to zero as D tends to zero.
Two alternative methods for achieving approximate
sampled-data models whose relative error goes to zero (as
D " 0 ) are described below.
-40
-60
-70
10-1
E
G sz
q = kG q (z) B r (z), (45)
-50
100
101
102
103
Frequency (rad/s)
Figure 5 Magnitude of relative error as a function of frequency for
the Euler model, at different sampling rates. Note that 0 dB corresponds to a relative error of 100%.
R (z) =
20
10
Magnitude (dB)
G q (z) - G Eq (z)
(44)
G q (z)
-10
-20
Returning to sampled-data models, all transfer functions of relative degree r have response of order D r at the
sampling frequency. Consider, for example, 1/s r . Then, at
frequency ~ = r/D, the magnitude of the continuous-time
response is D r /r r . Hence, although the error in Euler
models is of order D 2, the relative error in such models
does not go to zero as D tends to zero for relative degree
greater than or equal to two. This observation motivates
the search for approximate models that are more accurate
than those obtained by Euler integration.
To further illustrate the problem, consider again the continuous-time linear system (25). Figure 5 shows the magnitude of the relative error
0
-10
-20
D = 0.1
-30
D = 0.01
-40
-50
D = 0.001
-60
-70
10-1
G q (z) - G sz
q ( z)
. (46)
G q (z)
100
101
102
103
Frequency (rad/s)
Figure 6 Relative errors for model with sampling zeros. The relative
errors go to zero as D " 0 .
42 IEEE CONTROL SYSTEMS MAGAZINE OCTOBER 2013
G (s) =
b m s m + b m -1 s m -1 + g + b 1 s + b 0
, (47)
s n + a n -1 s n -1 + g + a 1 s + a 0
r -1
[Q p + Q 12 h + b m u] t = t2 ,
p 2 (kD + D) = p 2 (kD) + g + D
(r - 1) ! 11
(59)
where
0 n -1 # 1
0 n -1 # 1
I n -1
E, B = ;
E, (50)
1
-a 0 -a 1 g - a n - 1
A =;
C = 6b 0 b 1 g b m -1 b m 0 g 0@ . (51)
R o V R
V
p2
S p1 W S
W
S h W S
W
h
S
W S
W
o
pr
Sp r -1W = S
W , (52)
S o W S
W
p
p
h
Q
+
Q
+
b
u
r
11
12
m
S
W S
W
S ho W S Q p + Q h W
21
22
T
X T
X
z = p 1 , (53)
where g = [p 1, f, p r] T, h = [p r + 1, f, p n] T, and
= G = Mx, (54)
pt 1 = pt 1 + Dpt 2 + g +
pt 2 = pt 2 + g +
D r [Q pt + Q ht + b u ], (62)
11
12
m k
r!
D r -1 [Q pt + Q ht + b u ], (63)
12
m k
(r - 1) ! 11
pt r = pt r + D [Q 11 pt + Q 12 ht + b m u k], (64)
ht = ht + D [Q 21 pt + Q 22 ht], (65)
where pt, = pt, (kD), pt+, = pt, (kD + D), ht =ht (kD), ht+ =ht (kD + D),
and u k is the ZOH input.
The above model (62)(65) is called the TTS model. The
TTS model can be expressed compactly as [23]
p
h
R
V
C
S
W
W, (55)
M =S
h
S
W
r -1
S CA
W
S Im 0m # r W
T
X
pt = A r pt + B r [Q 11 pt + Q 12 ht + b m u], (66)
ht = ht + D [Q 21 pt + Q 22 ht], (67)
where
CA r M -1 = G = Q 11 p + Q 12 h, (56)
6I m 0@ AM -1 = G = Q 21 p + Q 22 h. (57)
p
h
+ D [Q 11 p + Q 12 h + b m u] t = t1 ,
r!
(58)
R
Tr - 1 V
S1 T g (r - 1)! W
S0
j h W
A qr = S
W (68)
h
j
T W
S
S0 g 0
1 W
T
X
R Tr V
S r! W
B qr = S h W . (69)
SS WW
TTX
G TTS
q (z) =
3D 2 (z + 1) (z - 1 + 5D)
r (z) , (70)
(z - 1 + 4 D ) E
where
The term (z + 1) in the numerator is the asymptotic sampling-zero polynomial; see (33).
OCTOBER 2013 IEEE CONTROL SYSTEMS MAGAZINE 43
p 1 ( k D + D) = p 1 ( k D ) + D p 2 ( k D ) + g
Dr
r!
[a (g, h) + b (g, h) u] t = p 1,
(81)
r -1
Normal Form
+
p2
R
V
R0V
S0
W
S W
Sh
I r -1 W
ShW
go = S
g + S W (a (g, h) + b (g, h) u (t)), (74)
W
0
0
S
W
S W
S 0 0 g 0W
T1X
T
X
ho = c (g, h), (75)
Rn V RM (x)V
S 1W S 1 W
SM 2 (x)W
g (t )
n2
E = SS WW = S
n (t ) = ;
= M (x) (77)
h (t )
h WW
h
S W SS
W
Tn nX TM n (x)X
and
L f M r +1 (M -1 ( n))
c (g, h) = c ( n) = >
h
H. (80)
L f M n (M -1 ( n))
= pt2 + g +
D r -1
(r -1)!
Dr
r!
and
where pt, = pt, (kD), pt+, = pt, (kD + D), ht = h (kD), ht+ = ht (kD + D),
and u k is the ZOH input.
As for the linear case, the model (84)(86) is known as a
TTS model (see [24] and [25]). The model has extra sampling-zero dynamics. An important fact [24] is that these
extra dynamics are identical to the sampling-zero dynamics that arise in the linear case for a system having the same
relative degree.
Measures of Accuracy
Different measures can be used to quantify the accuracy of
nonlinear approximate sampled-data models. For example,
the output of the model could be compared with the true
system output after one sampling interval, after a fixed number
of sampling instants or at the end of a fixed continuous-time
interval. These notions are captured in the definitions presented below. These definitions combine system theory ideas
(normal forms) and numerical analysis tools [26].
To quantify the errors, define the notation
for any m
r i $ m i, i = 1, f, n, then after N steps, where N is
a finite fixed number,
xt 1 [k + N] - x 1 [k + N] ! O (D m1),
h
(92)
*
xt n [k + N] - x n [k + N] ! O (D mn) .
for any m
r i $ mu i, i = 1, f, n, then after a fixed (continuous)
time T, that is after N = 6T/D@ steps,
Z
m1
] xt 1 [k + N] - x 1 [k + N] ! O (D u ),
(94)
h
[
] xt n [k + N] - x n [k + N] ! O (D umn) .
\
The key difference between local and global errors is
that, in the case of global errors, the number of steps is a
function of the sampling time D. As D decreases, the
number of iteration steps, N, where the error bound is measured, increases since T remains fixed. In the case of local
errors, the error bound is always measured after a fixed
number of steps.
The next result captures the error properties of the nonlinear TTS model.
4
The fact that the output has a local vector truncation error
of order D r +1 is particularly significant. Recall that an r thorder integrator has response of order D r /r r at ~ = r/D.
Hence, it seems heuristically reasonable that a model should
be required whose output errors are at least of order D r +1, if
it is desired that the relative errors go to zero as D " 0 . This
idea is captured by the TTS approximate model.
Fact 6 [25]
Assume that the continuous-time nonlinear model (72)
(73) has uniform relative degree r # n in the open subset
M 1 R n, and, thus, the system can be expressed in the
normal form (74)(77). Then, the approximate TTS model
(84)(86) has
Example 2
Consider the third-order continuous-time system
G (s) =
1
. (95)
(s - 1) 3
G q (z ) =
10 -6
. (98)
(z - 1.01) 3
G TTS
q (z) =
(102)
K SDR
= 10 6 61.000001 0.029997 0.000303@ . (100)
d
S vo (~) =
# r vo (x) e -j
~x
dx = v 2v (104)
-3
K TTS
= 10 6 61.00001 0.019997 0.0001863@ . (101)
d
Stochastic Systems
The above set of ideas can be extended to stochastic systems with an important caveat, namely, it is the power
spectral density that folds rather than the signal.
When the continuous-time signal is a wide-sense stationary stochastic process, then the autocorrelation r d} [,] of the
} k = } (kD) . (105)
r d [,] = E {} k +, } k}
= E {} (kD + ,D)} (kD)} = r } (,D) . (106)
S Wd (e j~T) = D
k =-3
(107)
Fact 7 [15]
Consider a continuous-time stochastic process } (t), with
spectrum given by S } (~), together with its sequence of
samples } k = } (kD), having discrete-time spectrum given
by (107). Then
S Wd (e j~T) =
, =-3
S } ^~ + 2Dr , h . (108)
4
} (t ) =
and at t = kD,
kD
}k =
1
# dy = D1 [y k - y k - 1] . (114)
D (k - 1) D
An interesting property of the averaging AAF is the transformation of continuous-time white noise having constant
power spectral density R into discrete-time white noise (after
sampling) having constant power spectral density R [15].
Returning to the model (109), (110) [or formally (111)
(112)], an exact discrete-time model can be obtained by integrating the continuous-time model to obtain a sampleddata model having the same second-order statistics at the
sampling instants. The resulting discrete-time model when
an averaging AAF is used takes the form [31], [32]
Qq Sq
wlk wlk T
G , (117)
R q = E '; E; E 1 = = T
Sq Rq
vlk vlk
where dw (t), dv (t) are two independent vector Wiener processes having incremental covariance Qdt and Rdt, respectively (see [28] and [31]).
Equations (109)(110) can be transformed by formal differentiation to a more familiar form
A q = e AD, (118)
C q = 1 C # e Ax dx = 1 C A -1 (e AD - I), (119)
D 0
D
I 0 D
I 0
r x ;Q 0 E e Ar T x dx > 1 H , (120)
R q = >0 1 H # eA
0
0
R
D 0
D
R
V
Ax
0W
S De
A 0
r = ;C 0E & e rAx = SSC # e Av dv I WW . (121)
A
S 0
W
T
X
It is important to note that the presence of the AAF correlates measurement and process noise in the sampleddata model [see (117)].
OCTOBER 2013 IEEE CONTROL SYSTEMS MAGAZINE 47
where H (s) = C (sI - A) -1 B and dn is a scalar Wiener process with incremental variance v 2 dt. In the sequel, it is
assumed that H (s) has a relative degree r.
The corresponding sampled-data model in the form
of (115) is
r k, (128)
xlk +1 = A q xlk + w
z k = Cxlk, (129)
where {w
r k} is a vector white process having full rank covariance
D
Xq = v2
e Ah BB T e A h dh. (130)
= |H q (e j~D)|2 v d2,
(131)
Fact 8 [33]
When the continuous-time spectrum is given by
S z (s) = 1/s 2r , where r is an arbitrary positive integer,
then the corresponding discrete-time spectrum is
S d (e j~D) =
z
B 2r -1 (z)
D 2r
, z = e j~D . (133)
(2r - 1) ! (z - 1) 2r
4
Note the connection between the deterministic and stochastic sampling zeros.
Equation (133) applies to the simple integrator model
(132). It is also straightforward, as in the deterministic case,
to extend the idea of stochastic sampling zeros to more
general spectra having relative degree 2r. Also, approximate sampled-data models can be obtained for stochastic
linear systems by applying analogous ideas to those discussed for the deterministic case in the section Approximate Deterministic Discrete-Time Models. In particular,
these methods append the sampling zeros as in (133) to an
Euler-type model.
Exactly the same mechanism applies to both the deterministic and stochastic cases, namely, sampling zeros are a
consequence of folding. To elucidate the equivalence
between deterministic and stochastic cases, it is important
that the effect of the hold (in the deterministic case) and the
AAF (in the stochastic case) be considered. For example, in
the deterministic case, a ZOH on the input adds an extra
integrator in the folded function. Similarly, in the stochastic
case, an averaging AAF adds an extra integrator to the
folded function. The various connections are summarized
in Table 1.
In Table 1, u k and vo (t) denote a discrete deterministic
input and continuous-time white noise input, respectively.
From Table 1, the following can be seen:
Deterministic case with ZOH: There are two fewer sampling zeros than the relative degree of the folded function (the plant transfer function plus ZOH in this case).
Stochastic case with instantaneous sampling: There are
two fewer sampling zeros than the relative degree of
the folded function (the continuous-time power spectral density in this case).
Stochastic case with averaging AAF: There are two
fewer sampling zeros than the relative degree of the
folded function (the continuous-time power spectral
density of the output prior to the sampler when an
averaging AAF is deployed).
Finally, note that the deterministic sampling zeros are
the same as the stochastic sampling zeros that appear in
the discrete-time power spectral density. Of course, when
the discrete-time power spectral density is spectrally factored to obtain a discrete-time model, then the sampling
zeros can be factored into those inside and outside the unit
Euler Integration
Consider again the system (126)(127). When the output is
instantaneously sampled (note that there is no white
noise directly contaminating the output), the approximate
discrete-time Euler model is
(x Ek ) + - x Ek
= Ax Ek + B~ Ek , (134)
D
E
E
} k = Cx k , (135)
Nonlinear Stochastic
Sampling-zero dynamics
As might be anticipated, in the case of nonlinear continuous-time stochastic models, sampling also leads to additional zero dynamics. The development is more technically
involved due to issues associated with solving nonlinear
stochastic differential equations [30]. Nonetheless, the
same general principles apply, that is, sampled-data models
for continuous-time stochastic nonlinear systems have
extra zero dynamics that can be asymptotically ^as D " 0)
characterized. Moreover, the sampling-zero dynamics turn
out to be identical to those of linear stochastic systems of
the same continuous-time relative degree.
Table 1 Relative degree of deterministic plants and spectrum of stochastic signals and the corresponding relative degree of
discrete-time systems and spectra. F (s) represents an averaging antialiasing filter and ) denotes convolution.
Deterministic Case
uk
ZOH
o
v(t)
o
v(t)
G(s)
}(t) D }k
Relative degree of G ^s h
r
Stochastic Case
}(t) D }k
G(s)
Relative degree of G ^s h
Stochastic Case
Relative degree of G ^s h
G(s)
F(s)
}(t) D }k
r -1
q -1 2
q -1
m z + al1 c
m z + al0 z - ~l , (137)
D
D
q -1 2
q -1
m z + am1 c
m z + am0 z - E (q) ~l , (138)
D
D
Robustness Issues
The precise location of sampling zeros depends on the
behavior of the system above the Nyquist frequency. When
50 IEEE CONTROL SYSTEMS MAGAZINE OCTOBER 2013
D"0
dx +: = x k +1 - x k = A i x k D + B i u k D, (140)
A i = 1 (A q - I) and B i = 1 B q . (141)
D
D
A feature of (140) is that the model has the same structure as the incremental continuous-time model (12). More
importantly, taking the limit as the sampling period tends
to zero, in (141) yields the intuitively pleasing result
Ai
D"0
A and B i
D"0
B, (142)
d=
q -1
, c = z - 1 . (144)
D
D
r k, (145)
dx +k = xlk +1 - xlk = A i xlk D + w
d y +k = y k - y k -1 = C i xlk D + vr k, (146)
where
uk w
u k -, T
w
E 1 = R i D d K (,) . (147)
E '; E;
vu k vu k -,
D"0
A i = 1 (A q - I) = A + 12 A 2 D + g
A, (148)
D
Q 0
D"0
E . (149)
;
Ri
0 R
To illustrate the application of these ideas to an important problem in system theory, consider the incremental
form of the discrete-time Kalman filter [45]. The filter can
be expressed as
dP k+ = Pk +1 - Pk (152)
= D [Pk A Ti + A i Pk - Pk C Ti
# (DC i Pk C Ti + R i) -1 C i Pk + Q i] + c (D), (153)
c (D) = D A i Pk A i
- D A i Pk C Ti (DC i Pk C Ti + R i) -1 C i Pk
- D 2 Pk C Ti (DC i Pk C Ti + R i) -1 C i Pk A Ti
- D 3 A i Pk C Ti (DC i Pk C Ti + R i) -1 C i Pk A Ti
- DS i (DC i Pk C Ti + R i) -1
# (C i Pk (I + DA i) T + S Ti )
- D ((I + DA i) Pk C Ti + S Ti )
# (DC i Pk C Ti + R i) -1 S Ti .
2
(154)
G i (d) = G q (1 + Dd)
5.882 (0.005d + 1) (d + 4.88)
=
.
(d + 1.98) (d + 2.96) (d + 3.92)
(157)
Conclusions
This article has provided a tutorial overview of sampled-data
models for linear and nonlinear systems. The ideas are motivated, in part, by advances in computing that allow high
sampling rates to be used. Under these conditions, traditional
approaches to the modeling and analysis of sampled-data
systems have deficiencies. It has been shown that these difficulties can be resolved by working with incremental models.
The results presented here emphasize the connections
between continuous- and discrete-time cases rather than the
differences. Also, for nonlinear systems, approximate models
have been developed that have important advantages over
the commonly used Euler models. These results and the associated analysis provide a seamless connection between continuous- and discrete-time systems. The ideas outlined in
this article are explained in greater detail in the book [46].
Acknowledgment
The authors are thankful for partial support from ARCAustralia and CONICYT-Chile through grants ACT-053
and FONDECYT 1130861.
Author Information
Graham C. Goodwin (Graham.Goodwin@newcastle.edu.au)
obtained the B.Sc. (physics), B.E. (electrical engineering), and
Ph.D. degrees from the University of New South Wales. He is
currently Professor Laureate of Electrical Engineering at the
University of Newcastle, Australia. He holds honorary doctorates from the Lund Institute of Technology, Sweden, and the
Technion, Israel. He is the coauthor of nine books, four edited
books, and many technical papers. He is the recipient of the
IEEE Control Systems Society 1999 Hendrik Bode Lecture
Prize, a best paper award by IEEE Transactions on Automatic
Control, a best paper award by the Asian Journal of Control,
and two best control engineering textbook awards from the
International Federation of Automatic Control (IFAC) in 1984
and 2005. In 2008 he received the IFAC Quazza Medal, and in
2010 he received the IEEE Control Systems Award. He is a Fellow of the IEEE; IFAC; the Australian Academy of Science; the
Australian Academy of Technology, Science and Engineering;
and the Royal Society, London. He is an honorary fellow of
the Institute of Engineers, Australia, a member of the International Statistical Institute, and a foreign member of the Royal
Swedish Academy of Sciences. He can be contacted at the
School of Electrical Engineering and Computer Science, The
University of Newcastle, Callaghan, NSW 2308, Australia.
Juan Carlos Agero obtained the professional title of
ingeniero civil electrnico and a master of engineering
from the Universidad Tcnica Federico Santa Mara, Chile,
in 2000 and a Ph.D. from the University of Newcastle, Australia, in 2006. He gained industrial experience in the copper mining industry at El Teniente, Codelco (19971998). He
is currently a research academic at the University of Newcastle. His research interests include system identification,
control, and statistical signal processing.
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