IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26,NO.
6, DECEMBER
1261 1981
Albert Benveniste was born in Paris, France, in
1949. He graduated from the Ecole des Mines de
Paris in 1971.
From 1971 to 1973 he was with the Centre
d’Automatique de 1’Ecole des Mines, Fontaine-
hleau. From 1974 to 1976 he was with the IRIA,
Rocquencourt. Since1976he has been with the
IRISA, Rennes. and is a consultant at the CNET.
National Research Center for Telecommunica-
tions.
After
some work on probability theory
(Markov processes and ergodic theory) for his ‘‘These d’Etat,” Paris, 1975,
his interests moved towards the area of applied mathematics. automatic
control, identification and recursive algorithms. signal processing, speech
and image coding, and data communication systems.
Short Papers
A Process-ModelControl for Linear Systems with
Delay
KEIJI WATANABE AND MASAMI I T 0
Abstrucf-This paper is concerned with linear systems containing time
delay in control. A process-modelcontrol which utilizes amathematical
model of the process in the minor feedback loop around the conventional
controller to overcome delay is developed.Anewprocess-modelcontrol
system vhich canyield zerosteadystate erroranddesiredtransient
responses to step disturbances and arbitrary initial conditions is proposed.
The remarkable feature of the proposed system is thatthe states of the
model and the integrator are unobservable in the output of the model. It is
shown that this structural property is the key by which the major problems
of process-model control can be solved.
I. INTRODUCTION
Time delay occurs frequently in process control problems. Compared to
processes without delay, the presence of delay in processes greatly com-
plicates the analytical aspects of control system design and makes satis-
factory control more difficult to achieve.
Smith [l] proposed a delay compensation technique wbich utilizes a
mathematical model of the process in the minor feedback loop around the
conventional controller. This technique became known as the Smith
predictor method [2]. The main advantage of the Smith predictor method
is that time delay is eliminated from the characteristic equation of the
closed loop system. Thus, the design problem for the process with delay
can be converted to the one without delay.
On the other hand, an alternative design approach for systems with
delay has been discussed using state equations [4]-[9]. Fuller [4], Mee [5],
Kleinman [6], and Koivo er al. [7] investigated the optimal regulator
ManuscriptreceivedJuly 16, 1979; revised May 5. 1980 and December 9. 1980. Paper
recommended by W. E Schmitendorf, Chairman of the Optimal Systems Committee.
K. Watanak is with the Department of Uectronic Engineering, Faculty of Engineering.
Yamagata University. Jonan. Yonezawa-shi. Yamagata 992, Japan
M. Ito iswiththe Automatic ControlLaboratory.Faculty of Engineering. Nagoya
University, Furo-cho. Chikusa-ku. Nagoya 4 6 4 , Japan.
0018-9286/81/1200-1261$00.75
Christian
Chaure was born in Laardrieux,
France, in 1954. He was graduated from the
InstitutNational des Sciences Appliquks of
Rennes in 1977.
From 1977 to 1979 he was taking his These de
Docteur-Ingknieur in speech coding. He is cur-
rently with Thomson-CSF Brest, France, where
he is interested in radar.
problem with time delays. Lewis [8] and Manitius et al. [9] considered the
finite spectrum assignment problem of delay systems. The resulting
control law contains certain functionals of the present state of the delay
element. To construct the control systems, it is necessary to continually
measure the present state of the delay element or measure the functionals.
Various methods of the implementation of the functionals are suggested
in [4]. One of them is to use a certain model of the process. By passing the
control signal through the model, the functionals can be generated without
the measurement of the state of the delay element [4]-[6], [lo]. The
resulting control systems are similar to the Smith predictor control one.
Many papers on the control of the time delay system which have been
published embrace Smith’s principle explicitly or implicitly [IS], [19]. In
this paper, the Smith predictor method and the state space approaches
with the implementation of the functionals by a process model are said
generically to be process-model controls [3].
Among process-model control systems -which have been reported, there
exist significant differences of characteristics [ I 11, [13],[21]. Donoghue
[ 1 I], [ 131 compared the characteristics of two control systems resulting
from application of the Smith predictor method and the optimal design
approachto a first-order lag process with delay, and showed thatthe
Smith predictor control system can yield zero steady-state error to step
disturbances, whereas the optimal system has nonzero steady-state error
to the same disturbance even though the controller contains an integrator.
Cook and Price [ 121 had objection to Donoghue’s results and pointed out
that, if the disturbances are steps of random magnitudes, then the Smith
predictor is optimal. However, Cook and Price did not consider the
transient responses. Considering them, one may see that the Smith
predictor suffers some shortcomings. In particular, if the process has poles
near the origin in the left half plane, then the responses may be sluggish
enough to be unacceptable. Many improvements have been tried [19], hut
the problem has not been solved to a satisfactory level within the
framework of feedback. Consequently, disturbance attenuation has been
still one of the major problems of process-model control.
Furthermore, there exist differences of characteristics among some state
space approaches. The control systems presented by Kleinman [6] and
Marshall et a/. [lo] can yield desired transient responses to arbitrary
initial conditions of the system, but those of Fuller [4] and Donoghue [ 1I]
01981 IEEE
I262 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26,NO. 6, DECEMBER 1981

cannot. The mechanism which causes these differences has not been
clarified.
This paper is concerned with process-model control for linear systems
containing delay in control subject to step disturbances. The concept of
the error system [14], [I51 is used because of its advantages forthe
treatment of disturbances and initial conditions. A new process-model
control system, which can yield zero steady-state error and desired
transient responses to stepdisturbances and arbitrary initial conditions, in Fig. 1. Smith predictor control system
contrast to the otherexisting ones, is proposed. The remarkable feature of
the proposed system is that the states of the delay-free part of the model
and the integrator are unobservable in the output of the model. This
structural property is the key by which the major problems of process-
model control can be solved. This is illustrated by comparing the pro-
posed system with the others.

11. SYSTEM
DESCRIFTION
In this paper, we consider a single input-single output process with
delay in control described by I I'

i(t)=Ax(t)+Bu(t-L) Fig. 2. Optimal control system proposed by Fuller.

r(t)=Cx(t)
x(0)=xo, u(T)=u~(T) -L~T<O (1)

where u is the input, x is the n X 1 state variable, y is the output, L is the

delay, and uo is the initial function of the input. A , B , and C are constant
matrices of appropriate dimensions for the process. It is assumed that
( A , B ) is controllable, ( C , A ) is observable, and

The last assumption is needed when an integrator is tandemly connected

to the process in order to make the steady-state error zero. If (2) is
satisfied, then the augmented process with the integrator is observable.

CONTROL
111. PROCESS-MODEL
T- I+- s + l l

Fig. 3. Optimal control system proposed by Donoghue

Some existing process-model control systems are considered in this
section to state the problems.
The Smith predictor control system for (1) is shown in Fig. 1. The block
G ( s ) e - Z Lwhere
. G ( s ) = C ( s l - A ) - ' B , is the process. The block G,(s) is
a conventional controller and the feedback element G ( s ) - G(s)e-'L is a
process model. The transfer function from the reference input r to the
output y is given by
y(s)
--
- G,(s)G(s)e-'L
r(s) l+C,(s)G(s) ' (3)
It should be noted that time delay is eliminated from the characteristic
equation of the closed loop system. The design problem for the process
with delay can be converted to the one without delay. Thus. the controller
G,(s) can be designed without considering delay. This is the major
advantage of the Smith predictor control. However, the Smith predictor
control cannot handle the disturbances and nonzero initial conditions. In
particular. if the process has poles in the left half plane near the origin.
then the responses to disturbances and nonzero initial conditions may be
sluggish enough to be unacceptable, as seen later.
Fuller [4]investigated an optimal regulator problem for processes with
delay in control. Applying the result to the process (1). the control law is
given by
u(f)=/x(r+L). (4)
Since x ( f + L ) is expanded into
x ( t + L ) = eeAAL"x- "( ti )?+u/ (' T ) d T (5)
I- L
the control law contains the present state of the delay element. To
construct the control system, it is necessary to continually measure the
present state of the delay element. However, the measurement of the
initial condition of the delay element is not feasible and it is necessary to
adopt suboptimal control. One method of suboptimal control is to use a
process model as follows.
The second term of the right of (5) can be written
-eaLjd-Leac'-L-T)Bu(r) d ~ (6)
.
The first integral onthe right of (6) is the convolution of u with the
impulse response of the system with the transfer function ( ~ I - A ) - ' B .
Thus, the first tern on the right of (6) can be generated by passing the
signal u through the system. In the same manner, the second term on the
right of (6) can be generated by passing u through the system with the
transfer function eAL(sJ-A)-'Be-'L. Hence, Fuller presented a control
system shown in Fig. 2. An important result which emerges is that the
control law can be generated without the measurement of the state of the
delay element by using the process model.
Donoghue [ 1 I] tried to extend Fuller's result to a servomechanism
problem in which a step reference input is taken into account. The
resulting system for a process with transfer function B e - ' L / ( s + a ) is
shown in Fig. 3. This system can yield zero steady-state errortostep
reference inputs, but it hasnonzero steady-state error to step disturbances
even though the controller contains an integrator. Donoghue suggested
that if the zero steady-state error to step disturbances is desired in the
optimal system, then additional feedback is required which tries to
estimate the disturbances.
Cook and Price [ 121 made objections to Donoghue's conclusion and
pointed out that the optimal control system for processes with delay is
outlined by Kleinman [6]. Moreover, Cook and Price generalized this a
bit, as shown in Fig. 4, where if the disturbances are white noises then
M = e F u L and if the disturbances are steps of random magnitudes then
IEEE TRANSACTIONS ON AUTOMATIC CONTROL,
VOL. AC-26,NO. 6, 1263
DECEMBER 1981

Id
U

s + a
-3L y ,
process

process-model

I
Fig 6. A new process-model control systemfor the regulator problem.

Fig 4. Optimal control system generalized by Cook and Price.(If M = I, then the figure
is equivalent to the Smith predictor conuoL If M = e-'L, then the figure is equivalent to The time delay is expressed as an integral-termof the output equation in
that of Marshall ef or.)
(IO), whereas it is denoted by u(r-L) in (I). Lety(r) be

J ( t ) = y ( t ) + C e - A L ] f eA('-')Bu(7) dT. (11)

1- L

Then (10) becomes

x'(t)=Ax(t)+Bu(r)
v(r)=Ce-ALx(r). ( 12)

Since ( A , B ) is controllable and (Ce-AL, A ) is observable, there exists a

Fig. 5. Process-model version of state feedback control system by Manitiusand Olbrot.
control input u( t ) such that X( t )+0 as t+ 03.If X( t ) +0 as t + cg , then
u ( t ) + O and, therefore, x ( t ) - O , as seen in (5). Consequently, the regula-
M = 1. If M=e-aL, then the figure is basically the same as the system of tor problem for (1) is converted to the one for (12), which is a delay-free
Marshall et nl. [lo]. Cook and Price concluded that the Smith predictor problem.
control is optimal if the disturbances are steps of random magnitudes. To constructthecontrol system, it is necessary toimplementthe
However, they did not take the transientbehavior into account. Consider- integral term in (1 1). This integral term can be generatedby the following
ing it, the Smith predictor control suffers some shortcomings, as men- model of the process:
tioned above. Moreover, if the process is astatic with integral property,
then the Smith predictor control cannot yield zero steady-state error to
step disturbances as pointed out later. Therefore, the conclusion of Cook
and Price is not valid in these circumstances.
On theotherhand,ManitiusandOlbrot [9] investigatedafinite
spectrum assignment problem for the system with delay in control and
state. Applying the result to (l), the control law is given by
u(t)=jx(t)+fr eA('-L-')Bu(T) dT. (7)
1- L
Theintegralterm on the right of (7) can berealized bya n u m e n d
computation.Theresulting system has desired responses to arbitrary
initial conditions [9]. On the other hand, letz ( t ) be

Differentiating z ( t ) , the following model which generates the integral

term on the right of (7) is obtained 19, eq. (2.18)]:
i(t>=Az(t)+e-ALBu(t)-Bu(r-L).
The resulting control system is shown in Fig. 5. However, if the initial
condition of the model is not zero, then the system cannot yield desired
responses as seen later. The systems presented by Smith, Fuller,and
Donoghue arein the same condition.
Collecting theresults, itcan be concluded that theexisting process-model
control systems suffer some shortcomings in the presence of disturbances
and certain initial conditions. The mechanism which causes the shortcom-
ings has not been clarified.
An important point tobe noted is thattheinfluence of the initial
condition of the model is canceled inyL(t ) at r 2 L , as seen in (14). That is
(9) to say, the state of the delay-free part of the model is unobservable in y L
at e L , where the term "unobservable" is used to show that the corre-
sponding outputmatrix is zero. The resulting control system is shown in
Fig. 6 .
Next, let us extend the above result to the following servomechanism
problem with disturbance. The process is subject to a step disturbance d
as follows:

N. A NEWPROCESS-MODEL CONTROL
In this section, wewill propose a new process-model control system where d is given by
which can yield zero steady-state error and desired transient response to
step disturbances and arbitrary initial conditions.
We first suppose that both a reference input and a disturbance are zero
+
and consider a regulator problem for (1). The state at1 L for (1) is given
by (5). Let X( t ) be X( t) = x ( r + L), then (1) can be rewritten as follows: The output of the process is required to follow the step reference input r
with zero steady-state error, where r is given by

i (t ) =0, r ( 0 ) =ro. (17)

To make steady-state error zero,we consider the following integrator:
I264 IEEE TWNSACTIONS ON AUTOMATIC CONTROL,
VOL. AC-26, NO. 6, DECEMBER 1981

where e ( ? )is the output error given by

e(?)=.(?)-y(t).

It is seen from (2) that there exists a matrix T which satisfies

proce~s-rmodel (30)
I I
Let [ ( t ) be (b)

Fig. 7. A new process-model control system for the sewomechanism problem. (a) The
system derived from that of Fig 6 and @) the reduced system.

Then we have

= C e - d L x p ( t ) - C j L0e - A ' B d T x , ( t ) (28)

and
where
t~.,(t-L)=Cx,(r-L) (29)
the resulting control system is represented by block diagram as shown in
Fig. 7 (a).
It should be noted that the servomechanism problem can be converted to Furthermore, reducing two integrators to one, then the system of Fig. 7
a regulator problem. Furthermore, (23) can be reduced to the delay-free (a) can be converted to that of Fig. 7 @) where the reduced process model
process of the form is given by

i
i p t() =Axp( t ) +Bu( t )

1 i(t)=aS(t>+io(t>
g ( r > = -te-"g(r)

in the same manner as (12) where i(r) is

(24)
~ ~ ( f ) = C e - ~ ~ ~ ~ ( t ) - C x ~L Ce-"'Bd.ru(t).
(f-L)-l
0

This system is the new process-model control system which we intend to

propose in the present paper. The structural properties of the system
(30)

shown in Fig. 7 (a) remain unchanged in the system of Fig. 7 (b). That is
$(I) = t ( t + L ) to say, in Fig. 7 (b), x p and the state of the integrator are unobservable in
=eA^,[(t)+jr ei(l-T)Bo (7 (25) Y, at ra L. The direct path from u to . y L , that is, the third term on the
r- L output equation of (30). is needed to make the state of the integrator
unobservable in the output of the model. This structural property is the
and e(?)is key by which the major problems of process-model control systems can be

- 41., -
?(r)=e(t>-&" A(r-r)& 7 solved. This can be clarified via comparison of the characteristics of
( )dT. (26) process-model control systems.
Since ( A , k ) is controllable ant
(tCAL, 2) is observable, there exists a
v. COMPARISON OF CHARACTERISTICSOF %
MEPROCESS-MODEL
controlinput u ( t ) such that [ ( t ) - O as t-cc, in the sense of pole
assignment of the closed loop system. It follows from (24) and (26) that CONTROL
SYSTEMS
e( t ) -0 as r w in the same condition. The integral term on the right of
+
A. Response to a Srep Reference Inpui
(26) can be implemented by the following model in the same manner as
(13): Generally, the process-model control systems are represented by a
block diagram as shown in Fig. 8, where G ( s ) = C ( s l - A ) - ' B , G , ( s ) =
C , ( s I - A ) - ' B + D and M is the constant number. Moreover, C , is the
1 X n constant matrix and D is the constant number. It is assumed that the
controller G,(s) contains an integrator, (C,, A ) is observable, and

The state of the delay-free part of (27) is also unobservable in y, at r>L,

Let 2; =[x;. x , ] and x , is the state of the integrator. Since
IEEE TRANSACTIONSON AUTOMATIC CONTROL, VOL. AC-26, NO. 6 , DECEMBER 1981 1265

reference input r to the output y is given

The transfer function from the
by G(s)a-sL
process

Since (C,, A ) is observableand ( A , B ) is controllable, zeros of 1 +

G,(s)G,(s) can take preassigned values in the left half plane. The steady-
state behavior is as follows, Fig 8. General form of process-model control system usingtransfer function notation.
Proposition V.1: In the process-model control system of Fig. 8, let the
initial conditionof the system be zero, the disturbanced be zero and zeros
of I + G c ( s ) G , ( s )be in the left half plane. The steady-state error to the zeros, then the impulse response of G , ( s ) - M G ( s ) e - ’ L is eliminated after
step reference input is zero if and only if L. This implies that the response to the disturbance can be adjusted by
the controller after L , as seen in (37). The proof is complete.
Proposition V.3: In the system of Fig. 8, let the initial condition of the
(33) system be zero, (33) be satisfied, and zerosof 1 +G&s)G,(s) be in the left
half plane. The process-model control system has zero steady-state error
Proof Since G,(s)G(s) and G,(s)G,(s) contain poles at s=O, the tothestepdisturbance if andonly if (a)theimpulseresponse of
output error at t 03 is given by
-+ G , ( s ) - M G ( s ) e - ” L becomes zero as t-+m and (b)

Proof The output y at t+ m is given by

(34)
r- m s-0

where r ( s ) = 1,’s. Therefore, the proposition is true. = lim { G,(s) - M G ( s ) e-‘,) (39)
Remark V.1: In the proposed system, C,(s) is s-0

G,(s)=Ce-AL(sl-A)-’B-JLCe-”rBd7.
0 Corollary V.1: The condition given by (38) is equivalent to the one that
If the process does not have poles at s=O, that is to say, A is nonsingular,
then
On the other hand, if A =0, B = 1, and C= 1, then
This argument can beextended to the other processes with integral
properties. The proposed system satisfies (33).
Remark V.2: Inthe systems of Smith, Donoghue, and Cook et d . ,
G,(s)=G(s). Then (33) is satisfied.
where d(s)= 1,’s. Equation (39) implies that the proposition is true.
the state of the integrator in the controlleris unobservable in y L .
This can be proved as follows. If (38) holds, then the process model has,
at least, a zero at s=O. Hence, the state of the integrator is unobservable
in y,. Conversely, if the state of the integrator is unobservable iny,, then
the state does not affect yL since “unobservable” means that the output
matrix corresponding to the state is zero. Equation (38) holds.
Corollary V.2: When the process is asymptotically stable,the necessary
and sufficient condition for yielding zero steady-state error to step dis-
turbances is that (38) is satisfied.
Remark V.3: In the proposed system, the states of the delay-free part
of the model and the integrator are unobservable in the output of the
model at t 2 L. These imply that poles of G , ( s ) - M G ( s ) e - ’ L are canceled
with its zeros and (38) is satisfied. Therefore, the errordecay can be made
as fast as desired.
Remark V.4: In the Donoghue system shown in Fig. 3, thetransfer
function of the model is given by

B. DisturbanceAttenuation
Clearly, the pole of the model is canceled with the zero. However, the
The behavior of the process-model control system subject to dis-
transfer function as s 0 becomes
+

turbances is as follows.
Proposirion V.2: In the system of Fig. 8, let the initial condition of the
system bezeroandthe reference input be zero. To yieldthe desired
transient responseto the disturbance afterL , it is necessary and sufficient
that poles of G , ( s ) - M G ( s ) e p Sare
L canceled with its zeros. Equation (38) is not satisfied.Donoghue’s system has nonzero steady-state
Proof: In the system of Fig. 8, the transferfunction from the error to step disturbance even though the controller contains an integra-
disturbance d to the output y is given by tor. The system of Fig. 4, where M=e-aL, is in the same condition.
Remark V.5: In the Smith predictor control system, the transfer func-
tion of the model isgiven by G , ( s ) - M C ( s ) e - ’ L = G ( s ) - G ( s ) e - ” L ,
where G ( s ) = C ( s l - A ) - ’ B . If the process is asymptotically stable, then
the system has 7.ero steady-state error because the impulse response of
G ( s ) - G ( s ) e - ’ L becomes zero at t-03 and (38) is satisfied. However,
poles of G(s)- G(s)ePELare not canceled with its zeros except for the
process with n= 1 and A=O. The Smith predictor control cannot yield
Poles of CJs) are zeros of I+G&s)G,(s) andpoles of G,(s)- desired transient response to disturbances. If the process has poles near
~ , together.Zeros of 1 + G,(s)G,(s) can take preassigned the origin inthe lefthalf plane,thenthe
M c ( ~ ) e - ’ taken response may be sluggish.
values in the left half plane, but poles of G , ( s ) - M G ( s ) e - s L cannot. Moreover, it should be noted that if the process is astatic with integral
Hence, it is necessary that poles of G , ( s ) - M G ( s ) e - ’ L are canceled with properties, then the Smith predictor control system has nonzero steady-
its zeros. Conversely, if poles of G,(s)- M G ( s ) e - E Lare canceled with its state error. For example, consider a process given by
1266 IEEE TRANSACTIONS ON AUTOMATIC COSTROL, VOL.
G(s)e-IL=le-s,
S
The transfer function of the Smith's model as s - 0 is
(43)
Equation (38) is not satisfied. Hence, the Smith predictor control system
for astatic process with integral properties cannot yield zero steady-state
error to step disturbances even though the controller contains an integra-
tor. The system of Fig. 4, where M= l, is in the same condition.
The systems presented by Kleinman [6] and Marshall et al. [ 101 cannot
handle step disturbance because the step disturbances are not taken into
account in the problem formulation.
To understand better the differences of characteristics. we will present
numerical examples.
Example V.1 (Comparison of responses to a step disturbance):
Consider a process described by
1
-e-'.
s+0.2
The responses of some process-model control systems to a step dis-
turbance are calculated numerically, as shown in Fig. 9. where the initial
conditions of the process and the model are zero, and where poles of the
closed-loop system are - 1.8, - 1.82, and - 1.84. It isseen that the
response of the Smith predictor control system is sluggish and Donoghue's
system has nonzero steady-state error. Only the proposed system can
make the error zero as fast as desired.
Example V.2 (The responses of astatic process):
Consider an astatic process given by
- e - 2 s1
s(s+ 1) (45)
The response of the Smith predictor control system and the proposed one
are calculated numerically as shown with full lines in Fig. 10, wshere zeros
of 1 +G,(s)G,(s) are -0.3. -0.3, -0.4, -0.4, and - 1.0. It is seen that
the proposed system can yield zero steady-state error whereas the Smith
predictor control system cannot.
C. Response to .Vonzero Initial Condition
When the reference input and the disturbance are zero. the behatiors of
the process-model control systems with nonzero initial conditions are
shown as follows.
First. we suppose that the initial condition of the model is zero. but that
of the process is not zero. In this case, the behavior of the system is
similar to the case where the process is subject to disturbances. Therefore,
to yield desired transient response to nonzero initial condition of the
process after L , it is necessary and sufficient that poles of G , ( s ) -
~ b f G ( r ) e - are
' ~ canceled \pith its zeros.
Second, we consider the case where the initial condition of the process
and that of the model are not zero. In this case. the cancelation of poles of
G l ( s ) - M C ( s ) e - " - with its zeros does not imply that the system has
desired response. In the process-model control system of Fig.8, the
process and the model are connected in parallel to the control input u and
poles of the model are equivalent to those of the process. Hence, both
response of the process and the model cannot be controlled simulta-
neously by the control input u. That is to say. there exist dynamical
modes which are not controllable by u. The primary concern is the
behavior of the process. If the state of the delay-free part of the model is
unobservable inyL, then contains only the state of the process. The state
of the process is estimated from e and so the controller can yield the
control signal u . at least, to adjust the response of the process desirably.
However, if the state of the delay-free part of the model is not unobserva-
ble in .vL. then the response of the model to its nonzero initial condition
affects P. The state of the process cannot be estimated exactly from e since
the process and the model are connected in parallel to 2 and poles of the
model are equivalent to those of the process. The controller cannot
generate the control signal u to adjust the response of the process as
desired. Consequently, the following proposition is obtained.
AC-26.KO. 6. DECEhIBER 1981
Fig. 9. Responses of (a) theproposed system. (b) theSmithpredictorcontrolsvstem
(Cook's systemwhere .M= I ) . and (c) Donoghue's srstem (Cook's systemwhere- .M=
.-OZ ) to the step disturbance.
I
?.O
0 20 $0 t
Fig. 10 Responses of (a) theproposed system. (b) theSmithpredictorcontrolsystem,
and (c) the approximate process-model control system for the astatic process with the
step disturbance.
Proposition V.4: When the reference input and the dwurbance are zero
in the process-model control system of Fig. 8. the response of the process
to the arbitraty initial condition of the system can be adjusted as desired
if and only if the state of the delay-free part of the model is unobservable
in ?vL.
Remark V.6: The proposed system satisfies this condition as men-
tioned above and so the response of the process can be adjusted desirably.
Remark V.7: In the Smith predictor control system. the transfer func-
~ ~ ' ~of.
tion of the model is given by C ( ~ ~ - A ) - ' B - C ( S I - . ~ ) - ' BPoles
the model are not canceled with its zeros except for the process with n= 1
and A =O. Hence. the Smith predictor control system cannot yield desired
response to a nonzero initial condition of the process even though the
initial condition of the model is zero.
Remark V.8: In the systems presented by Fuller [4] and Donoghue
[ I I]. poles of the transfer function of the model are canceled with its
zeros. as seen in (40). but the state of the delay-free part of the model is
not unobservable inyL. Tlus is shown as follows. In the system of Figs. 2
and 3, the process model consists of hvo dynamical portions and so the
response to the initial condition is not canceled with its delayed version.
This implies that the systems do not satisfy the unobservability of the
state of the delay-free part of the model. Therefore. if the initial condition
of the model is zero, then the control systems can yield desired responses
to the initial condtion of the process, but if the initial condition of the
model is not zero, then the control system cannot have desired responses.
Remark V.9: In the systems proposed by Kleinman [6]. Marshall et al.
[IO]. and Cook et 01. [ 121. the response of the model to its initial condition
is canceled with the delayed version, as seen in Fig. 4. where M=e-"L.
This implies that the state of the delay-free part of the model is unob-
servable in y L after L. These systems satisfy the condition of the Proposi-
tion V.4.
Remark V.10: If the integral term on the right of (7) is realized by a
numerical computation, then poles of the closed loop system are only
zeros of det(sl-A-ePALBf) and the system can yield desired response
IEEE TRANSACTIONS ON AUTOMATIC COhmOL, VOL. AC-26, NO. 6, DECEhlBER 1981 1267

Then, the impulse response sf the model is given by

10 (t=O)
k t
~-'[G,(s)-MC(s)e-SL]= ' (O<t<L)
(L G t ) .

(47)
0 '. 5 10
'. __---
b.--- Since the impulse response maintains zero after L, we can consider a

'*op>;
0.0- t
stable system described by Cse-A~L(sI-A,)-'B,,the impulse response of
which is approximate to that of the unstable model in the interval (0, L ) .
If such a system is obtained, then the following approximate model is
s(t) l'o constructed:
-------------- _ _ _ _ _ _ _ _ _ _ _ _ _
0.0
t

1. O k
where the state of the delay-free part of the model is intended to be
unobservable in y L at r> L. Hence, the impulse response of the model is
eliminated after L and is approximate to that of (47). To yield zero
steady-state error zero, a term corresponding to the third one in (30),
which makes the state of the integratorunobservable inyL, must be added
to (48). The resulting approximate model is given by

Fig. 1 I. Response of (a) the proposed system, (b) the Smith predictor control system, (c)
Donoghue's system. (d) Cook's system where M=e-0.2 (the systems of Kleinman and Replacing (30) with (49) in the system of Fig. 7@), theapproximate
Marshall et d ) , and (e) process-model version of Manitius el nl. to nonzero initial
condition of the process. The full limes show the case where the initial condition of the process-model control system is obtained.
model is zero and the dotted lines show the m e uvhere the initial condition of the model The input-output transfer function of the approximate process-model
is not zero.
control system is given by

to arbitrary initial conditions [9]. On the other hand, if the integral term is y(s) - G,(s)G(s)e-SL
Cr(s)=--
realized by the process model, as shown in Fig. 5, then additional poles r(s) l+G,(s)(G,(s)+~(s)}
are introduced in the closed loop system as suggested in [9]. The state
corresponding to the additional poles, that is, the state of the model, is
observable in z as seen in Fig. 5. The condition of Proposition V.4 is not
satisfied. However, the transfer function of the model is given by ( s l -
A ) - ' e - A L B - ( s l - A ) - ' B e - S L from (9) and the impulse response of the
model is eliminated after L. This implies that poles of the model are
canceled with its zeros. Therefore, the behavior of the system shown in
Fig. 5 is similar to that of the system by Fuller and Donoghue.
To understand better the above differences, numerical examples are
presented.
Example V.3 (Comparison of responses to initial conditionsj:
Consider the process given by (44).When the initial condition of the
model is zero, the responses to the nonzero initial condition of the process
are calculated numerically, as shown with the full lines in Fig. 11. When
the initial condition of the model is not zero, the responses are shown with
the dotted lines in Fig. 11.
Since c(s) is the Laplace transformation of the difference in the impulse
VI. STABILIZATION
OF U N S T ~ LPROCESS
E responses of the models and zeros of 1 +G,(s)G,(s) that are in the left
half plane, the approximate process-model control system is stable if the
As mentioned above, the process-model control system has uncontrolla-
difference in the impulse responses is small enough to leave zeros of
ble modes, since the process and the model are connected in parallel to
1 +G,(s)(G,(s)+e(s)) in the left half plane. The similar argument on the
the control input u and poles of the model are equivalent to those of the
stability is seen in [9], [16]. and [17].
process. The uncontrollable modes are governed by the same poles as the
When the approximate process-model control system is stable, the
process. Therefore, if the process has poles in the right half plane. then the
steady-state and transient behaviors are as follows. Since G , ( S ) - G ( S ) ~ - ' ~
process-model control system is unstable. In this section, we ad1 consider
in (51) represents the transfer function of the proposed model and it hasa
a way to stabilize the process-model control system for unstable processes
zero at s=O, we have
by using a certain approximate model. Moreover, the results derived here
are also concerned with the discussion about the behavior of the system
lim { G , ( ~ ) - G ( s ) ~ - '=~O .} (56)
under the mismatch between the process and the model. s-0
In the proposed system, the transfer function of the model is described
by Moreover, {GSl(s)-G,(s)e-'L) is the transfer function of the approxi-
mate model which has the same structure as the proposed one. Hence,
Gl(s)-MG(s)e-SL=Ce-"L(sl-A)-'B-lLCe-ATBdT
0

lim { G , , ( s ) - G , ( s ) e - S L } = O . (57)
-C(sl-A)-'Be-'L. (46) s-0
1268 IEEE TRANSACTIONS ON AUTOMATIC COhTROL, VOL. AC-26, NO. 6, D E C E B E R 1981
Substituting (56) and (57) into (5 l), we have
lim€(S)=O.
s-0
Considering (58) and (33), the following equation holds:
1 limG,(s)=l
limsc,(s)-=
(59)
s-0 s s-0
The output of the system can follow the step reference input aith zero
steady-state error. If the magnitude of E(S) is small, then the transient
response may be approximate to that of the system of Fig. 7(b), as seen by
comparing (50) with (32).
On the otherhand, the behavior of the approximate process-model
control system to disturbances is shown as follows. The disturbance
output transfer function of the approximate system is given by
Substituting (57).(58). and (59) into (60). and considering that G X s )
contains an integrator, we have
The steady-state error to step disturbances is also zero. If the magnitude
of E ( S ) is small. then the transient response to the disturbance is also
approximate to that of the system of Fig. 7(b), since the impulse response
of G S l ( s ) - G , ( s ) e - ” Lis eliminated after L.
Example VI.l (Response of the approximate process - model control sys-
tem):
Consider the process given by (45), which is not asymptotically stable.
Let the exact model be replaced with the approximate one of the form
0.48-6.17s 0.9 e-2s
+4.18-
(S+O.l)(S+l) (s+O.l)(s+l) (62)
in the proposed system, as shown in Fig. 7@). The response of the
resulting approximate process-model control system is simulated digitally,
as shown with the dotted line in Fig. IO.
Remark VI.1: An important result which emerges is that the unob-
sewability of thestates of the delay-free part of the model and the
integrator in y L also plays a significant role in order to yield zero
steady-state error and desired transient responses even though mismatch
exists between the process and the model. Moreover. it should be em-
phasized that the states of the delay-free part of the model andthe
integrator are made unobservable in y L in presence of mismatch. This is
obvious from the following fact. The observability of these states in y L
depends only on the structure of the model. The structure of the ap-
proximate model is intended to be identical to that of the exact one.
Hence. the unobsewability is satisfied. This implies that the unobserv-
ability can be satisfied without the exact knowledge of the process.
Therefore, in practical applications with inevitable mismatch between the
process and the model, one can make the states of the delay-free part of
the model and the integrator unobservable in the output of the model. If
the mismatch is small. then the process-model control system has zero
steady-state error andcan yield approximately desired transient re-
sponses.
121. CONCLUSIONS
1) The necessary and sufficient condition for yielding desired transient
response to disturbances at r > L in the process-model control system is
that poles of the model are canceled with its zeros. The Smith predictor
control cannot satisfy this condition.
2) To make the steady-stateerror to stepdisturbances zero, it is
necessary that the state of the integrator in the controller is unobservable
in the output of the model. If the process is asymptotically stable, then the
condition is also the sufficient one. The Smith predictor for astatic
processes with integral properties and Donoghue’s system cannot satisfy
this condition. Moreover, the systems proposed by Kleinman and Marshall
et al. cannot handle step disturbances.
3) The necessary and sufficient condition for yielding desired transient
responses to arbitrary initial conditions is that the state of the delay-free
part of the model is unobservable in the output of the model. The systems
proposed by Kleinman and Marshall er a/. can satisfy this condition, but
those of Fuller and Donoghue cannot.
4) The remarkable feature of the proposed system is that the states of
the delay-free part of the model and the integrator are unobservable in the
output of the model at t S L . All conditions pointed out above can be
satisfied. Consequently, the proposed system can yield zero steady-state
error and desired transient responses to step disturbances and arbitrary
initial conditions.
5 ) If the process has poles in the right half plane, then the process-model
control system is unstable. If the impulse response of the model is
eliminated after L , like the proposed one. then the system can be
stabilized by using a certain stable model. the impulse response of which
is approximate to that of the exact model.
6) In practical applications, there exists inevitable mismatch between
the process and the model. In spite of this, the unobservability of the
states of the delay-free part of the model and the integrator in the output
of the model can be satisfied because the observability of these states
depends only on the structure of the model. Therefore, the unobserva-
bhty can be satisfied without the exact knowledge of the process. If the
mismatch is small enough to maintain the stability of the closed loop
system. then the system has zero steady-state error and can yield ap-
proximately the desired transient responses.
This paper restricts attention to single input-single output systems for
the sake of clarity of exposition. The results obtained here should be
extended to process-model control for multivariable processes with multi-
ple delays. A process-model control for multivariable discrete system is
shown in [22].
In this paper, the process-model control is developed within the frame-
work of feedback. The improvement of dlsturbance attenuation using
feedforward is referred to in [20].
REFERENCES
0. J. M. Smith. “A controller to overwme dead time.” IS4 J . . vol. 6, no. 2. pp.
28-33.1959.
P. S. Buckley. “Automatic control of processes u.ith dead time.” Proc Frrsr Int.
Congress IFAC. 1960. pp. 33-40.
S. Saa-ano, “Analog study of process-model control systems.” J . Sor. Insrrm. Conrr.
Eng.. Japun. vol. I . no. 3. pp. 198-203. 1962.
A T Fuller. “Optimal nonlinear control of systems with pure delay.” Inr. J . Conrr.,
vol. 8. no. 2. pp 145-168. 1968
D. H. Mee. “An extension ofpredictor control for systems uith control tlme-delays.”
Inr. J . Conrr.. vol. 18.no. 6.pp. 1151-116R.1973
D. L Kleinman. “Optimal control of linear systems w t h time-delay and observation
nolse.” I E E E Trum Auronmr. Comr. vol AC-14. pp. 524-527. Oct. 1969.
H. h’. Kolvo and E. B. Lee. “Controller synthesis for linear systems uith retarded
state and control variables andquadratic cost.” Auromortcu. vol. 8. no. 2. pp.
203-208.1972.
R. M. Leuis. “Control-delayed system properties via anordinary model.” Inr. J.
Conrr.. vol. 30. no 3. pp. 477-490. 1979.
A. Maninus and A W. Olbrot. “Finite spectrum assignment problem for systems
u,ith delays.” IEEE Tram Auronlur. Conrr.. rol. AC-24. pp 541-553, Aug. 1979
J. E Marshall. B. Ireland. and B. Garland. “Comments on ‘an extension of predictor
control for systems with control time-delays.’“ Inr J . Conrr.. rol. 26, no. 6. pp.
981-982.1977.
J. F. Donoghue. “A comparison of the Smth predictor and optlmal design ap-
proaches for systems uirh delay inthe control.” IEEE Tram Ind Elerrron. Conrr.
lmrrurn , bel. IECI-24. pp. 109-117. Feb 1977.
G Cook and X.Price. “Comments on ‘A comparison of the Smith predictor and
optimal deslgn approaches for systems with delay in the control.’“ I E E E Trans. Ind.
Elecrron Conrr. Imrun.. vol. IECI-25, pp 180-181. May 1978
J . F. Doooghue. “Further mmments on ‘A comparison of the Smith predictor and
optimal design approaches for system uith delay in the control.”’ I E E E Trans. Ind.
Elecrron. Conrr. I m r m . . vol. IECI-25, pp. 379-380. Nov. 1978
S. Bhattachanya and J. B. Pearson. “On the h e a r servomechanism problem,” Inr. J .
Conrr.. vol. 12. no. 5. pp. 795-806. 1970.
S. Hosoe and M.Ito. “On the error systems in linear sen0 problems.” Tram. I E E
Jupan. %,ol 92s. no. IO. pp. 369-375. 1972
A. C Ioannides. G. I. Rogers. and V. Latham. “Stabilln, limits of a Smith controller
In simple systems containing a time delay.” Inr. J . Conrr.. vol. 29. no. 4. pp. 557-563,
1979.
B. Garland and J E. Marshall. “Sensitlrit) considerations of Smith‘s method for
time-delay s>-stem:’ Elerrron Ixrr.. vol. IO. no. 15. pp 308-309.1974.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26,NO. 6, DECEMBER 1981 1269

[IS] B. Garland and J. E. Marshall, "A short bibliography on Smith's method," presented
at I E E Colloquium Time Delay Syst. Contr.-The Status of Smith's Method, London, bo[(l-A(q-1))y(t)+B(q-')~*(~-l)-~*(t)]+hu*(t-1)=0.
1979.
[I91 J. E Marshall. "Explorations of Smith's principle," IEE Colloquium TimeDelay
Syst. Contr.-The Status of Smith's Method, London, 1979. (14
[20] C. C. Prasad and P. R. Krishnaswamy. "Control of pure time delay processes,"
Chem. Eng. Sa..vol. 30, no. 2, pp. 207-215, 1975. This leads to a closed-loop system described by
[21] C. B. G . Meyer, R. K. Wood, and D. E Seborg, "Experimental exvaluation of
analytical and Smith predictors for distillation column control." Amer. Insf. Chem.
J., voL25, no. I. pp. 24-32. 1979. (boB(4-')+xA(4-'))rct)=b,B(q-')y*(t) (1.3)
[22] K Watanabe and M. Ito, "Process-model control for multivariable systems with time
delays in inputs and outputs." Trans. I E E Japan, vol. 99-c, no. 7, pp. 147-154, 1979. and

(b,B(q-')+hA(q-l))u(t)=boA(q-l)y*(t+l). (1.4)

Stability of the closed-loop system therefore depends upon the stability of

Global Convergence for Adaptive One-Step-Ahead
Optimal Controllers Basedon Input Matching
Abstraet-This paper establishes global convergence for adaptive one-
stegahead optimalcontrollersapplied to a class of linear discretetime
single-input single-output systems.The class of systems includes all stable
systems whethertheyareminimumphase or not, all minimumphase
systems whether they are stable or not, and some unstable nonminimm
phase systems. The key substantive assumption is that the one-step-ahead
optimal controller designed using the true system parameters leads to a
stable closed-loop system. Subject to this natural restriction, it is shown
that a simpleadaptive control algorithm basedon input matching is globally
conl'ergent in the sense that the system inputsand outputs remain bounded
for all lime and the input converges to the one-stepahead optimal input.
Both deterministic and stochastic cases are treated.
I. INTRODUCTION
Recently, global convergence has been established [1]-[7for a class of
adaptive control algorithms applied to single-input single-output and
multiinput multioutput discrete time systems. A key assumption in these
results is that the system has a stable inverse. In the single-input single-
output case, when the transfer function is q-dB(q-l)/A(q-'), the stably
invertible assumption is equivalent to the assumption that B(q-I) is a
stable polynomial. To date, no global convergence results are available for
adaptive control algorithms applied to systems that do not satisfy this
assumption.
One technique that has been suggested [8]-[IO] for extending the class
of systems to which adaptive control applies is to consider inputs that
m i n i m i z e single stage optimal cost functions of the form
J = ~1 ( y ( r ) - y * ( t ) 2)+,u(r-d)2
x (1.1)
where { ~ ( t ) ) ,{ y ( t ) ) , { y * ( t ) } denotethe system input,output and
desired output, respectively. An advantage of the use of this cost function
is that large input signals are penalized. This reduces the sizes of the input
variations even in the minimum phase case [9], [IO]. Apart from any other
consideration, the usual minimum variance adaptive controllers [3], [6],
[ 1 I], correspond to a special case of (1) in which A is a priori fixed at zero.
For simplicity, we will first treat the case when d= 1. We will note the
corresponding results for d > 1. For d = 1, the system model is
q-'B(q-')/A(q-'), where B(q-')=bo+bl,+ ... +b,q-"; b,PO and
A ( ~ - ' ) = I + n , q - l + . . . +a,q-". Therefore, the optimal single stage
control, u * ( f - l), is readily seen to satisfy [12]
Manuscript received May 14. 1980;revised Febmay 16. 1981. Paper recommended by
G. Kreisselmeier. Chairman of the Adaptive, Learning Systems. Pattern Recognition
Committee. This work was supported by the Australian Research Grants Committee and
the U.S. National Science Foundation under Grant ECS-79-18577.
G. C. Goodwin and K. S . Sin are with the Department of Electrical and Computer
Engineering. University of Newcastle. New South Wales 2308. Australia
C. R.Johnson. Jr.. is with the Department of Electrical Engineering. Virginia Polytechnic
Institute and State University, Blacksburg. VA 24061.
0018-9286/81/1200-1269$00.75
[boB(q-')+hA(q-')]. We shall be interested in adaptive control when
the system parameters are initially unknown. However, to make this
sensible, we shall introduce the natural requirement that minimization of
(1.1)would lead to a stable closed-loop system if the parameters were
known. A simple root locus argument [9], [12], using the polynomial
[b,B(q-')fhA(q-')] shows that a value of h can always be found
which guarantees closed-loop stability provided the system is either open-
loopstable or minimum phase. Certain unstable-nonminimum phase
systems are also included 191, [12], [13].
We will first treat the case of deterministic systems. Subsequently, we
will extend the results to stochastic systems where wewill use the cost
function
x
J ' = T1E { ( y ( t ) - y * ( f ) ) Z I F - l } + 2 1 1 ( f - 1 ) 2 (1.5)
where denotes the sigma algebra generated by data up to and
including time t- 1. Throughout we will assume that it is single-input
single-output system. However, the extension to multiinput multioutput
systems is possible along the line of the stably invertible case [7]. We wdl
also restrict our attention to algorithms having scalar gain sequences, e.g.,
projection algorithms for deterministic systems and stochastic approxima-
tion for stochastic systems. The extension to least squares based algo-
rithms is immediate along the lines of the corresponding results for stably
invertible systems [3], [ 141.
The convergence theory presented here generalizes and makes rigorous
the previous analysis presented by Johnson and Tse in [IO] for the noise
free case. Convergence was not fully established in [IO] because it was
implicitly assumed that the algorithm lead to a stable closed-loop system
(see [lo, Theorem A.21). Here we establish this crucial property of the
algorithm using the key technical device of [3], [6].
11. INPUT MATCHING
ALGORITHM FOR DETERMINISTTC
SYSTEMS
Here we consider the class of algorithms where the leading coefficient
in the B( q-I) polynomial is effectively held at an a priori estimate. This
class of algorithms has been termed input matching for reasons that will
become apparent presently. The stably invertible case has been shown to
be globally convergent in [3] (asprojection algorithm 11).
The system model that we are concerned with here is
A(q-')y(t)=B(q-l)u(r-l) (2.1)
where
A(q-')=I+a,q-'+ ". ta"q-" (2.2)
B(q-l)=bo+bIq-l+ ... +b,,q-"', bo#O. (2.3)
The one-step-ahead optimal input u * ( t - l), minimizing (1.1) given the
past possibly suboptimal input and output record then satisfies
b,[(l-A(q-~))y(r)+bou*(r-l)tq(B(q-')-bo)u(t-2)-y*(r)]
+Xu*(t-l)=O.
(2.4)
Factoring (bii-A) from the left of (2.4) gives
Q1981 IEEE