Advanced Textbooks in Control and Signal Processing

Stephen J. Dodds

Feedback
Control
Linear, Nonlinear and Robust
Techniques and Design with Industrial
Applications
Advanced Textbooks in Control
and Signal Processing

Series editors
Michael J. Grimble, Glasgow, UK
Michael A. Johnson, Kidlington, UK
More information about this series at http://www.springer.com/series/4045
Stephen J. Dodds

Feedback Control
Linear, Nonlinear and Robust Techniques
and Design with Industrial Applications

123
Stephen J. Dodds
School of Architecture, Computing and Engineering
University of East London
London, UK

Additional material to this book can be downloaded from http://extras.springer.com.

ISSN 1439-2232
Advanced Textbooks in Control and Signal Processing
ISBN 978-1-4471-6674-0 ISBN 978-1-4471-6675-7 (eBook)
DOI 10.1007/978-1-4471-6675-7

Library of Congress Control Number: 2015944090

Springer London Heidelberg New York Dordrecht

© Springer-Verlag London 2015
This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
broadcasting, reproduction on microfilms or in any other physical way, and transmission or information
storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology
now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this book
are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or
the editors give a warranty, express or implied, with respect to the material contained herein or for any
errors or omissions that may have been made.

Printed on acid-free paper

Springer-Verlag London Ltd. is part of Springer Science+Business Media (www.springer.com)

To Margaret
Preface

Subject Matter

This book is on feedback control systems covering many applications such as

spacecraft orientation, positioning of mechanisms in industry, liquid level and
temperature control, and engine management. The general approach taken is
to commence with the simplest tentative solution to a control problem and in
some cases to demonstrate and explain why this is insufficient and introduce
appropriate measures to ensure that satisfactory performance is achieved, thereby
giving the reader a full understanding of the features of different controllers.
This approach enables the reader to apply traditional control techniques where
these are sufficient but also encourages the creation of more sophisticated control
systems that work better for other applications through taking advantage of modern
digital implementation. For ease of understanding, the book is self-contained with
very little reliance on references, much attention being paid to explanations of
the underlying concepts and detailed mathematical derivations being given where
necessary, showing every step. Ample use is made of diagrams to aid the conceptual
explanations. The reader’s interest in the subject matter is maintained by giving
reasons for the inclusion of every topic and bringing the material to life by frequent
reference to real applications. The numerous control system examples are backed
up by simulations. The reader’s understanding is reinforced by a set of problems
and solutions on each chapter provided in the book website, designed to develop
the reader’s ability to tackle original and sometimes unusual control problems. The
reader’s understanding is developed further by the opportunity to experiment with
any of the fully commented MATLAB® –SIMULINK® control system simulations
that may be downloaded from the book website. These are also intended to help
readers to develop simulations of their own control applications.

vii
viii Preface

Purpose and Readership

The main benefit of reading the book is to develop the understanding and skills
needed to pursue a rewarding career as a creative control engineer. The readers will
include (a) undergraduates in the final year of an engineering degree, (b) master’s
students studying feedback control, (c) PhD students carrying out research in the
control techniques covered or developing feedback control systems to support their
projects and (d) research and development engineers in industry wishing to create
control systems fully benefitting from the modern digital implementation media.
The numerous control system examples together with the simulations would be
suitable for seeding and/or supporting final-year undergraduate or master’s projects.

Content of the Chapters

Chapter 1. Introduction

After defining the notation and nomenclature used throughout the book, a review
of the traditional industrial controllers is given, commencing with the simplest.
This ensures some continuity between the elementary studies that will already
have been undertaken by the reader and the more advanced material. Then a
comprehensive treatment of the correlation between the relative pole and zero
locations of the Laplace transfer function of a linear time-invariant system and its
dynamic characteristics is given, quantified by the pole-to-pole and pole-to-zero
dominance ratios.

Chapter 2. Plant Modelling

This chapter develops the background theory and provides the knowledge needed
to generate plant models. After an introduction to the basic character of plants and
their components, a subsection on physical modelling is presented. This is based on
the underlying science of the various applications. Within the space limitations, the
main emphasis is on mechanical systems and electric motors as actuators to cater for
a large proportion of the applications. Some introductory material on thermal and
fluid systems is also given. This is followed by a substantial section of identification
of plant models from input and output signals in the frequency and time domains.
The appendix contains a comprehensive treatment of the kinematics of vehicle
attitude control, relevant to applications such as spacecraft, aircraft and underwater
vehicles. This is followed by a presentation of plant model determination from
frequency response data including procedures for identifying plants with relatively
Preface ix

close poles and/or zeros. Finally, a case study of plant modelling in the automotive
industry is presented that embodies some of the techniques covered in the chapter.

Chapter 3. Plant Model Manipulation and Analysis

Further to the physical modelling and identified transfer functions developed in

Chap. 2, this chapter presents means of converting these to other forms of plant
model needed for the application of specific control techniques, including transfer
function block diagrams and state space models, both continuous and discrete.
The theory of the z-transform is reviewed, and means of directly generating z-
transfer function models including the sample/hold are derived that are directly
useful for control system design. These are included in Table 3 of the Tables
section preceding the index at the end of the book alongside the z-transforms usually
presented elsewhere.
State representation and the associated transformations are covered. The observer
canonical form, the controller canonical form and the modal form for single-input,
single-output and multivariable plants are studied. Controllability and observability
analyses for both continuous and discrete state space models are included.

Chapter 4. Traditional Controllers: Model Based Design

This chapter commences with the simplest feedback control systems to ensure
continuity and provide some revision for readers who have only undertaken one
year of undergraduate study of linear control systems. As the chapter progresses,
various performance demands are introduced together with increases in the plant
order. Controllers are selected through the needs of application examples. At each
stage, features, either in the control structure or design methodology, are introduced
that meet the specification. With this approach, the reader will fully understand the
features and be able to select the simplest suitable traditional controller for a plant
of first or second order and calculate its gains, based on pole assignment, to meet
a given performance specification in terms of settling time, steady state error and
sensitivity/robustness.
The behaviour of linear systems of the third and higher order is studied in
preparation for designing control systems for second-order plants using traditional
controllers containing integral terms and the more general control systems of
Chap. 5. The author’s settling time formulae are derived for use in conjunction with
the pole assignment design of systems of arbitrary order.
Finally, connections between performance specifications in the time domain and
the frequency domain are established.
x Preface

The appendix contains an unusual but useful adaptation of Mason’s formula

for direct application to linear system block diagrams to derive transfer functions
and characteristic polynomials. This is followed by a pole placement procedure for
cancellation of zeros introduced by traditional controllers, together with statements
of its limitations. Finally, partial pole assignment is presented for linear control
systems whose order exceeds the number of independently adjustable controller
gains.

Chapter 5. Linear Controllers for LTI SISO Plants of Arbitrary

Order: Model-Based Design

The model-based control system design approach based on pole assignment intro-
duced in Chap. 4 is extended beyond systems of second order first by means of
linear state feedback control and subsequently by means of polynomial control.
The state is assumed available for use with the linear state feedback control
system designs derived in this chapter, these being rendered practicable when used
with the state estimation techniques presented in Chap. 8.
The effects of closed-loop transfer function zeros are studied, and means of
taking them into account or eliminating them in the control system design using
dynamic pre-compensators to achieve satisfactory responses are developed.
The generic technique of polynomial control is introduced in a straightforward
manner, simple means of determining suitable polynomial degrees for a given
plant being devised. The solution of the Diophantine equations to calculate the
polynomial coefficients for the pole assignment is expressed as a linear matrix
equation suitable for computer-aided design.
The appendix contains two aids to computer-aided design. The first is Acker-
mann’s gain formulae for the pole assignment design using any state representation
for linear state feedback control, also for observers to be read in conjunction
with Chap. 8. The second aid is linear characteristic polynomial interpolation for
computing the adjustable parameters for the pole assignment design of any linear
system whose characteristic polynomial coefficients are linear with respect to the
parameters.

Chapter 6. Discrete Control of LTI SISO Plants

The general structure, timing, algorithms and flow charts of discrete controllers are
first discussed. Then the correlation of the behaviour of discrete dynamical systems
with the z-plane pole locations is studied, including stability analysis. The effects of
transfer function zeros are also considered.
Preface xi

A simple procedure is presented for converting continuous controller designs

for digital implementation provided the sampling period is sufficiently small.
A criterion of applicability of continuous linear time-invariant system theory is
developed that determines whether or not this procedure is valid.
The remainder of the chapter is devoted to a design method applicable, in theory,
with unlimited sampling periods and which caters for plants of arbitrary order. This
entails pole placement in the z-plane in which a specified settling time is nearly
realised if it is considerably larger than the sampling period. As the demanded
settling time approaches zero for a fixed sampling time, a dead beat response is
approached, which has the shortest possible settling time and is therefore the best
compromise.
Discrete polynomial control is presented, following the continuous version
of Chap. 5. This has the same structure as the RST controller but a different
design procedure. It is shown how this methodology enables computational delay
allowance.
Finally, discrete polynomial control of plants containing pure time delays, aided
by a Smith predictor, is addressed.

Chapter 7. Model Based Control of Nonlinear and Linear Plants

First, the focus is on the control of nonlinear plants. This commences with
traditional linearisation about the operating point, which enables linear control
system design provided the plant states are restricted to lie in the region of the
operating point. This is followed by feedback linearising control, which removes
the operating point restriction and is applicable to multivariable as well as single-
input, single-output plants.
The underlying principle of feedback linearising control, which forces the closed-
loop system to obey a prescribed differential equation, is extended in two directions.
First, feedback linearising control is applied to linear plants, which is found to be
straightforward for multivariable plants. This is further extended to the discrete
domain. Second, the prescribed closed-loop differential equation is allowed to
be nonlinear, catering for control strategies such as near time-optimal control. In
both these cases, the title, feedback linearising control, is replaced by the more
appropriate title, forced dynamic control.

Chapter 8. State Estimation

The basic full state observer for linear, time-invariant, single-input, single-output
plants is first developed. The separation principle and transparency property are
covered and the design procedure given. The full state observer is then extended for
xii Preface

the estimation of external disturbances together with the plant state. The discrete
version is then developed together with the design procedure. The continuous full
state observer for linear time-invariant multivariable plants and its design procedure
are then presented.
The remainder of the chapter is devoted to the effects of measurement noise and
plant noise on the state estimate and how this may be taken into account in observer
design using power spectral density and variance information. The discrete Kalman
filter algorithm is then introduced and comparisons made with the discrete observer
algorithm for linear time-invariant multivariable plants. A derivation of the discrete
Kalman gain algorithm is given. Comparisons are made with the continuous version.
The appendix contains two approaches to nonlinear observer design restricted to
plants of full relative degree. The first comprises a set of filtered output derivative
estimators constituting a state estimate, practicable provided the measurement noise
levels are not too high. The second affords more measurement noise filtering by
using the output derivative estimates of the first approach as raw measurements for
a special observer in which the nonlinear elements of the plant model are excluded
from the correction loop.

Chapter 9. Switched and Saturating Control Techniques

The first technique presented is pulse modulation that enables controllers designed
for continuous control variables to be utilised, highlighting applications such as
power electronic drives.
Switched state feedback control based on the switching function and the
associated switching boundary is then introduced. The behaviour of second-order
systems is studied using phase portraits. This is extended to saturating control with
continuous control variables and the boundary layer.
Optimal open-loop control is introduced via Pontryagin’s maximum principle.
The special case of time-optimal control of a linear time-invariant plant is studied,
and information from this is used to synthesis switched feedback time-optimal
control laws for first-order plants and second-order plants with switching boundaries
derived using the back tracing method. Limit cycling control is studied for first-order
plants.
Switched feedback control of higher-order plants is exemplified by first deriving
the time-optimal switching boundary for a triple integrator plant and applying it
for spacecraft attitude control using variable geometry panels with solar radiation
pressure. This is followed by posicast control of plants containing lightly damped
oscillatory modes.
The appendix contains limit cycling control for switched state feedback con-
trol of second-order plants. An example is given on attitude control of a rigid
body spacecraft actuated by on-off thrusters using piecewise parabolic switching
boundaries with acceleration parameters adapting to a disturbance torque estimate
to maintain a limit cycle of constant amplitude.
Preface xiii

Chapter 10. Sliding Mode Control and Its Relatives

First, standard sliding mode control of single-input, single-output plants is devel-

oped from the material of Chap. 9 on switched state feedback control, first with
second-order plants by study of the closed-loop phase portraits. The purpose
of sliding mode control in achieving robustness is emphasised. The equivalent
control is defined. Control chatter is identified. The conditions for the existence
of sliding motion are derived, and the reaching of the sliding region of the switching
boundary from arbitrary initial states is studied. The system behaviour with external
disturbances is considered.
The introduction of nonlinear switching boundaries to prevent overshooting in
second-order systems with arbitrary initial states is presented. This is followed by
sub-time-optimal sliding mode control of second-order plants using a nonlinear
boundary layer based on a double parabolic switching boundary tangential to a
linear region passing through the origin of the phase plane.
Sliding mode control of single-input, single-output plants of arbitrary order
is introduced, for which the design procedure for the linear switching boundary
yielding specified closed-loop dynamics is presented.
Next, three methods of control chatter avoidance are presented. These are (1)
the pseudo sliding mode controller using the boundary layer method, following
from the material in Chap. 9; (2) the control smoothing integrator method entailing
the augmentation of the plant with one or more pure integrators to remove the
switching to a primary control variable in the controller software; and (3) higher-
order sliding mode control, introducing a control structure in which not only the
switching function is driven to zero in the sliding mode but also its derivatives up to
a specified order.
The relatives of the sliding mode controller are presented, which stem from the
pseudo sliding mode controller with the boundary layer. They comprise all the linear
controllers that may be designed by robust pole placement.
The remainder of the chapter introduces multivariable sliding mode control by
pairing controlled outputs with control inputs via study of the equations derived to
determine the relative degrees. This is followed by discrete sliding mode control
formulated for multivariable linear plants, single-input, single-output plants being
included as special cases. This also constitutes a fourth method for eliminating
control chatter as its control variables are piecewise constant approximations to the
equivalent control in the sliding mode.
The appendix presents observer-based robust control, a technique developed
by the author, which is a distant relative of sliding mode control in that it
forces desired behaviour by means of judiciously applied high gains. Although
requiring adjustment of controller parameters, it is capable of similar robustness
to sliding mode control and, importantly, is capable of accommodating model order
uncertainty while yielding a specified closed-loop dynamics with a fixed order.
xiv Preface

Chapter 11. Motion Control

The general-purpose jointed-arm robot is first introduced together with a model that
applies also to other mechanisms whose motion is to be controlled. A generalised
feedback linearising control law is then given. Modelling simplifications applicable
to geared mechanisms are then developed.
Dynamic lag pre-compensation is presented, including a polynomial controller
with inbuilt derivative feedforward to assist in this pre-compensation.
Next, the important topic of frictional energy minimisation is introduced, which
if implemented on a large scale can drastically reduce the carbon footprint. The
optimal control strategy is first formulated with the aid of Pontryagin’s method.
This is used to derive an optimal reference input function that can be followed using
a controller with a dynamic lag pre-compensator to implement optimal feedback
control. The performance improvement over traditional control methods is assessed.
The appendix presents reference input function planning using cubic and quintic
splines, a method enabling exact derivatives to be computed for dynamic lag pre-
compensator implementation.

Recommended Reading to Support Courses

Undergraduates in their final year would benefit from reading Chaps. 1 and 2;
the sections of Chap. 3 on single-input, single-output plants; Chaps. 4, 5 and 6;
the sections of Chap. 7 on linearisation about the operating point and feedback
linearising control of single-input, single-output plants; and the sections of Chap.
8 on observers for single-input, single-output plants. The remaining material of
Chaps. 3, 7 and 8 together with Chaps. 9, 10 and 11 would be suitable for graduate
students studying to master’s level. All will benefit from studying the examples
and working with the simulations that may be downloaded from the book website,
this also providing material for establishing final-year undergraduate and master’s
projects.
Acknowledgements

First, I would like to thank my numerous students and academic contacts for
encouraging me to produce this book. Their comments and suggestions have been a
positive contribution. I would like to extend special thanks to my industrial contacts,
A Fallahi, P Stadler and J L Pedersen, who were also my research students, for
reading the material during its development and providing application examples and
feedback that has resulted in a more readable and useful text than otherwise would
have been possible. People of the past who I thank especially for their help in various
ways including inspiration to strive for a career in engineering, full of creativity and
innovation, are J A Cross, R A Rawlins, N P Small, E Royser, S Upson, G Elmes,
T Collier, W F Lovering, N Ream, E Watson, T. Konwerski, S E Williamson, D
Atherton, P D Roberts, J F Coales, A T Fuller, J Billingsley, J M Maciejowski, K
Glover, B J Oke, P E G Cope, S Armstrong, A Sarnecki, M Noton, W M Hosny,
R A Savill, A P Bedding, G Harvey, J Vittek, T Orlowska Kowalska, K Szabat, B
Grzezik, W Koczara, P C Hughes, J L Junkins, A G Loukianov, V I Utkin, V A
Utkin, V Rutkovsky, S D Zemlyakov, V M Sukhanov, V Glumov and Y Pyatnitsky.
Special thanks go to my grandfather, H Cook, for interesting me in engineering at
an early stage in life and my own son Alasdair, for his continuing encouragement to
complete the book through his unwavering belief in my ability to inspire and teach
others aspiring to work in my field.
Last, but not least, I deeply thank my loving wife, Margaret, to whom I dedicate
the book, for her patience and understanding during the many months of preparation.

xv
Contents

1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 1
1.1 Overview.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 1
1.2 Notation and Nomenclature.. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 1
1.2.1 Scalars, Vectors and Matrices. . . . . . . . .. . . . . . . . . . . . . . . . . . 1
1.2.2 Subscripts and Superscripts .. . . . . . . . . .. . . . . . . . . . . . . . . . . . 2
1.2.3 Constants and Variables .. . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 2
1.2.4 Nomenclature and Standard Symbols . . . . . . . . . . . . . . . . . . 3
1.2.5 Variables and Their Laplace Transforms .. . . . . . . . . . . . . . 4
1.3 Review of Traditional PID Controllers and Their Variants .. . . . . . 4
1.3.1 Traditional Error-Actuated Controllers.. . . . . . . . . . . . . . . . 4
1.3.2 Zero-Less Versions of the Traditional Controllers .. . . . 19
1.3.3 Traditional Controller Selection Guidelines . . . . . . . . . . . 22
1.3.4 Measurement Noise Filtering for Derivative Term . . . . 25
1.3.5 Anti-windup Loop for Integral Term .. . . . . . . . . . . . . . . . . . 32
1.4 Dominance in the Pole–Zero Distribution . . . . . .. . . . . . . . . . . . . . . . . . 43
1.4.1 Background .. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 43
1.4.2 Modes of Linear Systems . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 43
1.4.3 Dominance in Pole Distributions . . . . .. . . . . . . . . . . . . . . . . . 49
1.4.4 Dominance in Systems with Zeros . . .. . . . . . . . . . . . . . . . . . 53
1.5 The Steps of Control System Design . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 69
1.6 The Flexibility of Digital Implementation . . . . . .. . . . . . . . . . . . . . . . . . 71
Reference .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 71
2 Plant Modelling .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 73
2.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 73
2.1.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 73
2.1.2 Dynamical and Non-Dynamical Systems . . . . . . . . . . . . . . 73
2.1.3 Linearity and Nonlinearity .. . . . . . . . . . .. . . . . . . . . . . . . . . . . . 76
2.1.4 Modelling Categories and Basic Forms of Model . . . . . 80

xvii
xviii Contents

2.2 Physical Modelling .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 81

2.2.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 81
2.2.2 Mechanical Modeling Principles . . . . .. . . . . . . . . . . . . . . . . . 81
2.2.3 Two Basic Mechanical Components .. . . . . . . . . . . . . . . . . . 92
2.2.4 Modelling for Vehicle Attitude and
Position Control . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 97
2.2.5 Electric Motors . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 104
2.2.6 Vector-Controlled AC Motors as Control Actuators.. . 109
2.2.7 Fluid and Thermal Subsystems . . . . . . .. . . . . . . . . . . . . . . . . . 117
2.3 Identification of LTI Plants from Measurements . . . . . . . . . . . . . . . . . 121
2.3.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 121
2.3.2 Plant Model Determination from Step Response . . . . . . 122
2.3.3 Plant Model Determination from Frequency
Response .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 127
2.3.4 Recursive Parameter Estimation: An Introduction.. . . . 151
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 167
3 Plant Model Manipulation and Analysis . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 169
3.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 169
3.2 The State Space Model.. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 170
3.2.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 170
3.2.2 Forming a State-Space Model . . . . . . . .. . . . . . . . . . . . . . . . . . 171
3.2.3 The General State-Space Model .. . . . .. . . . . . . . . . . . . . . . . . 172
3.2.4 The General LTI State-Space Model .. . . . . . . . . . . . . . . . . . 173
3.2.5 Some Preliminary Control Theory . . .. . . . . . . . . . . . . . . . . . 175
3.2.6 Controllability Analysis of Continuous LTI
Plant Models.. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 179
3.2.7 Observability Analysis of Continuous LTI
Plant Models.. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 183
3.2.8 The State-Variable Block Diagram .. .. . . . . . . . . . . . . . . . . . 187
3.2.9 Transfer Function from Continuous LTI
State Space Model.. . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 190
3.2.10 Relative Degree.. . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 192
3.3 State Representation.. . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 194
3.3.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 194
3.3.2 LTI SISO State-Space Models from Transfer
Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 200
3.3.3 Transformation Matrices Connecting Linear
Models .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 211
3.3.4 Modal Forms for Multivariable LTI Plants:
Transformations . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 217
3.3.5 SISO Controller and Observer Canonical Forms . . . . . . 237
3.3.6 Multivariable Controller and Observer
Canonical Forms . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 245
Contents xix

3.4 Discrete LTI Plant Models . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 255

3.4.1 Formation of the Discrete State Space Model . . . . . . . . . 255
3.4.2 State Space Model Derivation from Modal
Basis Functions .. . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 259
3.4.3 Plant z-Transfer Function Model . . . . .. . . . . . . . . . . . . . . . . . 274
3.4.4 Change of Sampling Period for z-Transfer
Function Models . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 282
3.4.5 Controllability Analysis of Discrete LTI
Plant Models.. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 287
3.4.6 Analysis of Discrete LTI Plant Models.. . . . . . . . . . . . . . . . 290
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 293
4 Traditional Controllers: Model Based Design . . . . . . .. . . . . . . . . . . . . . . . . . 295
4.1 Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 295
4.2 Pole Assignment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 297
4.3 Definition of Settling Time . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 299
4.4 PID Controllers and Their Variants. . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 300
4.4.1 First Order Systems . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 300
4.4.2 Second Order Systems . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 307
4.4.3 Cascade Control Structure . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 319
4.5 Systems of Third and Higher Order . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 325
4.5.1 Attainable Closed Loop Dynamics .. .. . . . . . . . . . . . . . . . . . 325
4.5.2 The Laplace to Time Domain Inverse Scaling Law . . . 327
4.5.3 Step Responses with Coincident Closed
Loop Poles . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 329
4.5.4 Derivation of the Settling Time Formulae . . . . . . . . . . . . . 331
4.5.5 Settling Time Formula Error Determination
and Correction .. . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 333
4.5.6 Closed Loop Poles for Given Overshoot
and Settling Time.. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 335
4.6 Performance Specifications in the Frequency Domain . . . . . . . . . . . 337
4.6.1 Background .. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 337
4.6.2 Closed Loop System Bandwidth . . . . .. . . . . . . . . . . . . . . . . . 337
4.6.3 Sensitivity and Robustness. . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 339
4.6.4 Stability Analysis in the Frequency Domain .. . . . . . . . . . 347
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 354
5 Linear Controllers for LTI SISO Plants of Arbitrary
Order: Model-Based Design . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 355
5.1 Overview.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 355
5.2 Linear Continuous State Feedback Control . . . . .. . . . . . . . . . . . . . . . . . 356
5.2.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 356
5.2.2 Linear State Feedback Control Law . .. . . . . . . . . . . . . . . . . . 357
5.2.3 Matrix–Vector Formulation .. . . . . . . . . .. . . . . . . . . . . . . . . . . . 358
5.2.4 Closed-Loop Transfer Function . . . . . .. . . . . . . . . . . . . . . . . . 360
xx Contents

5.2.5 Pole Assignment Using the Matrix–Vector

Formulation .. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 361
5.2.6 Pole Assignment Using Mason’s Formula .. . . . . . . . . . . . 364
5.2.7 Pole Assignment for Plants with Significant Zeros .. . . 368
5.2.8 State Feedback Controllers with Additional
Integral Terms . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 387
5.3 Polynomial Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 398
5.3.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 398
5.3.2 Formulation of Polynomial Controller Structure . . . . . . 399
5.3.3 Constraints on Controller Polynomial Degrees .. . . . . . . 401
5.3.4 Determination of the Controller Parameters . . . . . . . . . . . 403
5.3.5 The Polynomial Integral Controller . .. . . . . . . . . . . . . . . . . . 407
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 414
6 Discrete Control of LTI SISO Plants . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 415
6.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 415
6.2 Real-Time Operation of Digital Controllers . . . .. . . . . . . . . . . . . . . . . . 416
6.3 Dynamics of Discrete Linear Systems . . . . . . . . . .. . . . . . . . . . . . . . . . . . 417
6.3.1 Stability Analysis in the z-Plane . . . . . .. . . . . . . . . . . . . . . . . . 417
6.3.2 Connection Between Dynamic Behaviour
and the z-Plane Pole Locations . . . . . . .. . . . . . . . . . . . . . . . . . 425
6.3.3 The Effects of Zeros in the z-Plane . . .. . . . . . . . . . . . . . . . . . 432
6.4 Criterion for Applicability of Continuous LTI System
Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 435
6.5 Discrete Control for Small Iteration Intervals . .. . . . . . . . . . . . . . . . . . 439
6.5.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 439
6.5.2 Discrete Equations of the Basic Elements . . . . . . . . . . . . . 439
6.5.3 Discrete Controller Block Diagrams for
Simulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 443
6.5.4 Control Algorithms and Flow Charts.. . . . . . . . . . . . . . . . . . 447
6.6 Discrete Control with Unlimited Iteration Intervals . . . . . . . . . . . . . . 452
6.6.1 Pole Placement Design with the Settling
Time Formulae . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 452
6.6.2 Pole Placement for Negligible Digital
Processing Time .. . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 456
6.6.3 Computational Delay Allowance .. . . .. . . . . . . . . . . . . . . . . . 464
6.6.4 Discrete Integral Polynomial Control . . . . . . . . . . . . . . . . . . 472
6.6.5 Control of Plants Containing Pure Time Delays .. . . . . . 476
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 480
7 Model Based Control of Nonlinear and Linear Plants . . . . . . . . . . . . . . . 481
7.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 481
7.2 Linearisation About an Operating Point. . . . . . . . .. . . . . . . . . . . . . . . . . . 482
7.2.1 Basic Principle . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 482
7.2.2 Linear State-Space Model . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 484
7.2.3 Limitation.. . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 491
Contents xxi

7.3 Feedback Linearising and Forced Dynamic Control . . . . . . . . . . . . . 491

7.3.1 Preliminaries.. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 491
7.3.2 Feedback Linearising Control of Plants
with Full Relative Degree .. . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 495
7.3.3 Feedback Linearising Control of Plants Less
Than Full Relative Degree . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 509
7.3.4 Forced Dynamic Control of Continuous LTI Plants .. . 522
7.3.5 FDC and FLC Using Discrete Plant Models .. . . . . . . . . . 543
7.3.6 Near-Time-Optimal Position Control
Through FDC . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 550
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 560
8 State Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 561
8.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 561
8.2 The Full State Continuous Observer for LTI SISO Plants. . . . . . . . 562
8.2.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 562
8.2.2 The Separation Principle
and the Transparency Property . . . . . . .. . . . . . . . . . . . . . . . . . 565
8.2.3 Design of the Real-Time Model Correction Loop .. . . . 567
8.2.4 Estimation of Disturbances . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 575
8.3 The Full State Discrete Observer for LTI SISO Plants . . . . . . . . . . . 587
8.3.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 587
8.3.2 Observer Algorithm and Design Procedure .. . . . . . . . . . . 587
8.4 The Full State Observer for Multivariable Plants . . . . . . . . . . . . . . . . . 592
8.4.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 592
8.4.2 Matrix–Vector Design Method for SISO LTI
Plants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 592
8.4.3 Matrix–Vector Design Method for
Multivariable LTI Plants . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 594
8.5 The Noise Filtering Property of the Observer.. .. . . . . . . . . . . . . . . . . . 596
8.5.1 Background .. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 596
8.5.2 Lumped Plant Noise and Measurement
Noise Sources . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 597
8.5.3 State Estimation Error Variation
with Observer Gains . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 598
8.5.4 State Estimation Error Transfer Function
Relationship . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 599
8.5.5 Considering Noise Levels in Observer Design . . . . . . . . 602
8.6 The Kalman Filter .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 613
8.6.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 613
8.6.2 The Discrete Observer . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 614
8.6.3 The Kalman Filter: State Difference
and Error Equations . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 615
8.6.4 Derivation of the Discrete Kalman Gain Algorithm .. . 617
xxii Contents

8.6.5 The Steady-State Kalman Filter . . . . . .. . . . . . . . . . . . . . . . . . 621

8.6.6 The Kalman–Bucy Filter . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 622
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 624
9 Switched and Saturating Control Techniques . . . . . . .. . . . . . . . . . . . . . . . . . 625
9.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 625
9.1.1 Switched Control .. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 625
9.1.2 Saturating Control .. . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 627
9.2 Pulse Modulation for Use with Continuous Controllers.. . . . . . . . . 628
9.2.1 Basic Concept . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 628
9.2.2 Implementation .. . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 629
9.3 Switched State Feedback Control: Basic Concepts .. . . . . . . . . . . . . . 638
9.4 Switching Function Sign Convention . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 641
9.5 Boundary Layer for Saturating Control Systems . . . . . . . . . . . . . . . . . 642
9.6 Supporting Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 644
9.6.1 Background .. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 644
9.6.2 Optimal Control Through Pontryagin’s
Maximum Principle . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 644
9.7 Feedback Control of First-Order Plants . . . . . . . . .. . . . . . . . . . . . . . . . . . 651
9.7.1 Time-Optimal Feedback Control: Analytical
Method .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 651
9.7.2 Time-Optimal Feedback Control: Graphical
Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 654
9.7.3 Limit Cycling and Its Control . . . . . . . .. . . . . . . . . . . . . . . . . . 655
9.7.4 Control with Time-Varying Reference Inputs.. . . . . . . . . 658
9.7.5 Continuous Control with Saturation ... . . . . . . . . . . . . . . . . . 662
9.8 Feedback Control of Second-Order Plants . . . . . .. . . . . . . . . . . . . . . . . . 666
9.8.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 666
9.8.2 State Trajectories and State Portraits .. . . . . . . . . . . . . . . . . . 666
9.8.3 Time-Optimal Feedback Control
of the Double Integrator Plant . . . . . . . .. . . . . . . . . . . . . . . . . . 669
9.8.4 Time-Optimal Control Law Synthesis Using
State Portraits .. . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 672
9.8.5 Continuous Control with Saturation ... . . . . . . . . . . . . . . . . . 676
9.8.6 Limit Cycling Control . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 687
9.9 Feedback Control of Third and Higher-Order Plants . . . . . . . . . . . . . 687
9.9.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 687
9.9.2 Time-Optimal Control of the Triple
Integrator Plant . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 687
9.9.3 Posicast Control of Fourth-Order Plants
with Oscillatory Modes . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 696
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 704
Contents xxiii

10 Sliding Mode Control and Its Relatives . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 705

10.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 705
10.1.1 Purpose and Origin .. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 705
10.1.2 Basic Principle . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 705
10.1.3 Implementation for Robustness. . . . . . .. . . . . . . . . . . . . . . . . . 707
10.2 Control of SISO Second-Order Plants of Full Relative
Degree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 713
10.2.1 The Plant Model .. . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 713
10.2.2 Phase Portraits .. . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 714
10.2.3 Sliding Motion . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 716
10.2.4 The Equivalent Control . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 718
10.2.5 Control Chatter .. . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 718
10.2.6 Conditions for the Existence of Sliding Motion . . . . . . . 719
10.2.7 Reaching the Sliding Condition . . . . . .. . . . . . . . . . . . . . . . . . 720
10.2.8 Closed-Loop Dynamics in the Sliding Mode . . . . . . . . . . 723
10.2.9 Control with Time-Varying Disturbances
and Reference Inputs .. . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 723
10.2.10 Rate-Limiting Switching Boundary for Zero
Overshoot .. . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 725
10.2.11 Sub-Time-Optimal Control . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 726
10.3 Control of SISO Plants of Arbitrary Order.. . . . .. . . . . . . . . . . . . . . . . . 730
10.3.1 Control of Plants Having Full Relative Degree .. . . . . . . 730
10.3.2 Control of Plants Less Than Full Relative Degree.. . . . 738
10.4 Methods for Elimination of Control Chatter . . . .. . . . . . . . . . . . . . . . . . 742
10.4.1 The Boundary Layer Method .. . . . . . . .. . . . . . . . . . . . . . . . . . 742
10.4.2 The Control Smoothing Integrator Method . . . . . . . . . . . . 746
10.4.3 Higher-Order Sliding Mode Control .. . . . . . . . . . . . . . . . . . 756
10.5 Controllers with Robust Pole Placement .. . . . . . .. . . . . . . . . . . . . . . . . . 766
10.5.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 766
10.5.2 Output Derivative State Feedback Controller .. . . . . . . . . 767
10.5.3 Dynamic Controllers with Robust Pole Placement . . . . 770
10.6 Multivariable Sliding Mode Control: An Introduction . . . . . . . . . . . 773
10.6.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 773
10.6.2 Simple Approach with Minimum Plant
Information . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 774
10.6.3 Discrete Sliding Mode Control . . . . . . .. . . . . . . . . . . . . . . . . . 778
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 792
11 Motion Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 793
11.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 793
11.2 Controlled Mechanisms .. . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 793
11.2.1 The General-Purpose Jointed-Arm Robot.. . . . . . . . . . . . . 793
11.2.2 General Model.. . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 794
xxiv Contents

11.2.3 Feedback Linearising Control Law .. .. . . . . . . . . . . . . . . . . . 798

11.2.4 Simplified Model for Mechanisms
with Geared Actuators . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 799
11.3 Dynamic Lag Pre-compensation.. . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 805
11.3.1 Definition of Dynamic Lag . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 805
11.3.2 Derivative Feedforward Pre-compensation . . . . . . . . . . . . 806
11.3.3 Implementation with Feedback Linearising
Control .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 822
11.4 Optimal Control for Minimising Frictional Energy Loss. . . . . . . . . 826
11.4.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 826
11.4.2 Formulation of Optimal Control .. . . . .. . . . . . . . . . . . . . . . . . 827
11.4.3 Minimum Frictional Energy State Feedback
Control Law . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 830
11.4.4 Higher-Order Mechanisms.. . . . . . . . . . .. . . . . . . . . . . . . . . . . . 832
11.4.5 Near-Optimal Control Using a Reference
Input Generator .. . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 832
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 846

Erratum . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . E1

Tables . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 847
Laplace Transforms and z-Transfer Functions ... . . . . . . . . . . . . . . . . . 847
Characteristic Polynomial Coefficients of the Settling
Time Formulae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 850

Appendices . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 853
A2 Appendix to Chap. 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 853
A2.1 Kinematics of Vehicle Attitude Control .. . . . . . . . . . . . . . . 853
A2.2 Plant Model Determination from Frequency
Response .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 867
A2.3 A Case Study of Plant Modelling Undertaken
in Industry: Modelling for a Throttle Valve
Servomechanism . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 881
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 899
A4 Appendix to Chap. 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 900
A4.1 Application of Mason’s Formula Using
Block Diagrams . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 900
A4.2 Traditional Controller Zero Cancellation
by Pole Assignment .. . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 908
A4.3 Partial Pole Assignment for Traditional Controllers.. . 915
Reference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 919
A5 Appendix to Chap. 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 920
A5.1 Computer Aided Pole Assignment . . .. . . . . . . . . . . . . . . . . . 920
A5.2 Linear Characteristic Polynomial Interpolation.. . . . . . . 927
A5.3 Routh Stability Criterion .. . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 936
Contents xxv

A8 Appendix to Chap. 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 940

A8.1 An Approach for State Estimation for
Nonlinear Plants . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 940
A8.1.2 Observer Based on Linearised Plant Model.. . . . . . . . . . . 941
A8.1.3 Output Derivative Based State Estimator . . . . . . . . . . . . . . 941
A9 Appendix to Chap. 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 954
A9.1 Limit Cycling Control for Second Order Plants . . . . . . . 954
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 970
A10 Appendix to Chap. 10 .. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 971
A10.1 Observer Based Robust Control . . . . . .. . . . . . . . . . . . . . . . . . 971
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 984
A11 Appendix to Chap. 11 .. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 985
A11.1 Path Planning and Reference Input
Trajectory Generation .. . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 985
Reference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 1002

Index . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 1003
Chapter 1
Introduction

1.1 Overview

After defining the notation and nomenclature used throughout the book, this chapter
gives a review of the traditional controllers that have been used in industry for many
years, commencing with the simplest. This ensures some continuity between the
elementary studies in control engineering that will already have been undertaken
by the reader and the more advanced material. There will inevitably be an overlap
with these elementary studies but this should serve as useful revision. The chapter
ends with a comprehensive treatment of the correlation between the relative pole
and zero locations of the transfer function of a linear time-invariant (LTI) system
and its dynamic characteristics, including a quantitative approach that will be useful
in the design of control systems.

1.2 Notation and Nomenclature

1.2.1 Scalars, Vectors and Matrices

Scalar quantities are shown in italics, such as v for velocity or C for a constant.
Vector quantities are shown bold, lower case and non-italic, an example being the
state vector, x. Matrices are shown bold and upper case, such as the plant matrix,
A, or the state transition matrix, ˆ. If a matrix is time varying then the functional
notation is always used to indicate this, an example being M(t).

© Springer-Verlag London 2015 1

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_1
2 1 Introduction

1.2.2 Subscripts and Superscripts

Subscripts used for classification are non-italic, non-bold, Roman characters.

Examples are the maximum value of the control variable, umax , and the proportional
gain, KP , of a controller.
Subscripts used to numerically order a quantity are either lower-case numerals
or non-bold, italic, Roman characters that are usually lower case. For example, the
third component of a state vector is shown as x3 and the general ith component of
this vector is shown as xi .
Superscripts usually represent mathematical exponentiation. Scalar exponents
are shown as numerals or italic non-bold Roman or lower-case Greek characters.
Examples are ! 2 , Tn , sN and ej!t . Matrix exponents comply with Sect. 1.2.1. An
example is the state transition matrix expressed as eAt . An exception is the compact
n
notation for derivatives of variables with respect to time. Thus, ddt nx is written as x(n) ,
the parentheses being used to avoid confusion with exponentiation.
If a quantity requires two classifications, then one can be a subscript and the other
a superscript using any symbol that could not be used for exponentiation, to avoid
confusion. For example, the model state trajectory obtained by applying the positive
saturated control level could be represented by xC m .t/.

1.2.3 Constants and Variables

As in most other publications on feedback control, only Roman or Greek characters

represent constants and variables. Also, certain subsets of the alphabets are used
for each category as shown in Tables 1.1 and 1.2. The ‘–’ entries indicate that the
character is not generally used for this purpose.
An exception to Table 1.1 is the use of upper-case Roman characters for Laplace
transforms of time-varying quantities, which is explained in Sect. 1.2.5.

Table 1.1 Roman character a (c) A (c) j (i) J (c) s (v) S (c)
usage for constants (c), b (c) B (c) k (i) K (c) t (v) T (c)
continuous variables (v) and c (c) C (c) l (i) L (c) u (v) U (c)
integers (i)
d (v) D (c) m (i) M (c) v (v) V (c)
e (v) E (c) n (i) N (c) w (v) W (c)
f (v) F (c) o – O – x (v) X (c)
g (c) G (c) p (c or i) P (c) y (v) Y (c)
h (v) H (c) q (c or i) Q (c) z (v) Z (c)
i (i) I (c) r (c or i) R (c)
1.2 Notation and Nomenclature 3

Table 1.2 Greek character ’ (v) A – ® (v) ª (v) ¢ (v) † –

usage for constants (c), “ (v) B – › – K – £ (v) T –
continuous variables (v) and ¦ (v) X – œ (v) ƒ (v) ¤ (v) Y –
integers (i)
• –  –  (v) M – « (v) − –
" (v) E –  (v) N – ¨ (v)  (v)
¥ (v) ˆ (v) o – O – Ÿ (v) „ (v)
” (v)  (v)   (c) … – § (v) ‰ (v)
˜ (c) H – ™ (v) ‚ (v) — (c) Z –
š – I – ¡ (v) P –

Control variables (or inputs)

Measurement
u1
(or demanded)

(or outputs)
yr1 y1

variables
Reference

u2
inputs

yr 2 y2
Controller Plant
ur
yrm ym
x1

variables
x2

State
xq

Fig. 1.1 General control system block diagram for introduction of nomenclature

1.2.4 Nomenclature and Standard Symbols

The nomenclature to be used throughout the book will now be introduced. First,
the object to be controlled is referred to as the plant, a term originating in industry
describing various processes. It is widely used, however, for any controlled object.
The basic terms are shown in the control system block diagram of Fig. 1.1.
This shows a plant and a controller together with the four categories of vari-
ables associated with them. The measurement variables are usually the controlled
variables, each of which has to respond to the corresponding reference inputs.
There are, however, a few exceptions in which some or all of the controlled
variables are not measurement variables, as in the so-called sensorless electric drive
applications. Systems with more than one controlled variable are usually referred to
as multivariable or multiple input, multiple output (MIMO) systems. In many cases,
however, such as in the following section, there is only one controlled variable. Such
systems are usually referred to as single input, single output [SISO] systems.
The corresponding descriptions also apply to the plant in isolation. So the terms
multivariable (or MIMO) and SISO plant are often used.
The state variables are very important because a complete set of them, equal
in number to the plant order, represent the instantaneous behaviour of the plant
(Chap. 2). Some state variables are shown in Fig. 1.1 as physical signals fed back to
4 1 Introduction

the controller in addition to the measurement variables, but these are not always
present. Some of the more sophisticated controllers make use of all these state
variables to obtain the best possible control for the application in hand, within the
hardware limitations and the accuracy of the available plant model. Estimates of any
state variables needed whose direct measurement is impracticable can be obtained
using state estimation algorithms (Chap. 4).

1.2.5 Variables and Their Laplace Transforms

The notation, L fx.t/g D x.s/, is sometimes used. While the intended meaning
should be obvious to the reader, according to the standard functional notation,
it could be taken that the Laplace transform is obtained by replacing t by s in
˛(t) which is clearly incorrect. To avoid this issue, in keeping with much of the
literature, the Laplace transforms of time-varying quantities represented by lower-
case Roman italic characters are represented by their upper-case counterparts. For
example, L fy.t/g D Y .s/, or for a vector, L fx.t/g D X.s/. Sometimes, however,
lower-case Greek symbols are used for time-varying quantities whose upper-case
counterparts are the same as Roman ones that represent constants. For example,
L f˛.t/g D A.s/. To avoid this without altering the notation substantially, the same
character is used for the transformed variable but enlarged. Thus, L f˛.t/g D ˛.s/.
The alternative notation, L fx.t/g D x.s/, also used elsewhere, is not adopted as a
similar notation is used in Chap. 7 to represent operating point values. For example,
if a variable, x(t), is expressed as x.t/ D x C x.t/,
Q then x is a constant operating
Q is a variation about this operating point value.
point value and x.t/
A variable, x(t), may be just shown as x but the functional notation is always
shown in the Laplace transform, X(s). This avoids any confusion with constants.

1.3 Review of Traditional PID Controllers and Their

Variants

1.3.1 Traditional Error-Actuated Controllers

1.3.1.1 The PID Controller

The Proportional Integral Derivative (PID) controller is the generic controller from
which all the traditional controllers can be derived. This has three adjustable
parameters and two forms, as shown in Fig. 1.2.
The single disturbance input, D(s), acting at the same point as U(s), is equivalent
to the set of physical disturbances acting on the real plant, in the sense that it has the
same effect on Y(s). This is significant in many applications.
1.3 Review of Traditional PID Controllers and Their Variants 5

Fig. 1.2 The PID controller a

in a closed-loop system. (a) in PID Controller Form 1 D(s)
terms of individual gains and KP
(b) in terms of proportional
Yr(s) + E(s) + −
gain and action times KI + U(s) Y(s)
Plant
− s + +
KD s

b
PID Controller Form 2 D(s)

Yr(s) + E(s) 1 + + U(s) − Y(s)

K Plant
− sTI + +

sTD

The convention of D(s) acting via a negative summing junction input, which
loses no generality, originates in the field of electric drives in which an external load
torque applied using a passive brake to a motor reduces its speed.
Form 1 is mainly referred to in this book, the adjustable parameters being the
proportional gain, KP , the integral gain, KI , and the differential gain, KD . In Form 2,
the adjustable parameters are the forward path gain, K, the integral action time, TI ,
and the derivative action time, TD . It may easily be shown that the two controllers
of Fig. 1.2 are equivalent by writing down the controller equations applying to the
block diagrams. Thus,

E.s/ D Yr .s/  Y .s/; (1.1)

 
KI
U.s/ D KP C C KD s E.s/ (1.2)
s

and
 
1
U.s/ D K 1 C C sTD E.s/: (1.3)
sTI

Both controllers can be made to produce the same values of U(s) for the same error
input, E(s), and the same initial value of the integrator output (usually zero) by
equating the right-hand sides of (1.2) and (1.3) to yield
   
K KP KD
KP D K; KI D or TI D and KD D K TD or TD D : (1.4)
TI KI KP
6 1 Introduction

The PID controller is sometimes referred to as the three-term controller since it

comprises the proportional, integral and derivative terms, identifiable in Fig. 1.2.
The three terms are often described as implementing different control actions. In
the time domain, the PID controller equations corresponding to (1.2) and (1.3) are
Z t
d
u.t/ D KP e.t/ C KI e ./ d C KD e.t/
„ ƒ‚ … dt
„ƒ‚
0
… „ ƒ‚ …
or Proportional Integral Derivative
control action (1.5)
control action control action
‚ Z …„ ƒ ‚ …„ ƒ
‚…„ƒ 1 t d
u.t/ D Ke.t/ C K: e ./ d C K:TD e.t/
TI 0 dt

Next, the purposes of these control actions will be discussed. The overall objective
is to drive e(t) to zero but the manner in which the PID controller either succeeds
(or fails) to do this depends on the plant characteristics and the weightings of the
control actions present in u(t), determined by the settings of the three gains, KP ,
KI and KD (or the three parameters, K, TI and TD ). Sometimes not all the control
actions are needed and the appropriate gains can be set to zero, resulting in the well-
known proportional, integral, PD or PI controllers obtained, respectively, by setting
KI D KD D 0, KP D KD D 0, KI D 0 or KD D 0.

1.3.1.2 The Proportional Control Action

The proportional control action may be regarded as the basic one needed to control
a plant in nearly every case, sometimes being sufficient alone.

1.3.1.3 The Integral Control Action

The integral control action is used to eliminate the steady-state error. The term
steady state applies to stable dynamical systems and may be regarded as the state
variables (Chap. 2) reaching constant values as t ! 1. If, however, any variable,
q(t), tends to a constant value, it is referred to as the steady-state value, whether or
not it is a state variable, and is denoted qss . If

lim
Œe.t/ D yr .t/  y.t/ D ess D const:; (1.6)
t !1

then ess is the steady-state error, noting that y(t) is a state variable but yr (t) is not.
Some control systems will be met in Chap. 5 that have finite or zero steady-state
errors with yr (t) a polynomial in t, but for this explanation, it will be assumed that
1.3 Review of Traditional PID Controllers and Their Variants 7

a b
Proportional d PI Controller d
Controller
KP
yr + e u − y yr + e + u − y
KP Plant Plant
− + − + +
∫
KI dt
x

Fig. 1.3 Control of a plant subject to external disturbances. (a) with a proportional controller and
(b) with a PI controller

yr D const: D Yr and also d D const: D D. The action of the integral term in

yielding ess D 0 may be explained by considering the systems of Fig. 1.3.
The plant transfer function relationship,

G.s/
Y .s/ D ŒU.s/  D.s/ ; (1.7)
sq
is assumed to apply, where G(0) is finite and q is an integer defined as the plant type.
This is slightly different from the open-loop system type that includes the controller.
Assuming closed-loop stability, if yr and d are finite and constant, all the variables
of both systems in Fig. 1.3 will settle to constant, finite values, some of which may
be zero in the steady state.
First consider the system of Fig. 1.3a. If q D 0, the plant has no integral action of
its own. Then even if d D 0, uss ¤ 0 would be needed to maintain yss ¤ 0 D const:
and since the system is linear,

yss D KDC uss ; (1.8)

where KDC D G.0/ is the DC (direct current) gain of the plant that relates the
constant steady-state output to the constant steady state-input. The term originates
in the field of electrical engineering where direct current is defined as a constant
current. This requires ess ¤ 0, since
uss
uss D KP ess ) ess D : (1.9)
KP

where

ess D yr  yss : (1.10)

Substituting for (a) yss in (1.10) using (1.8) and then (b) uss using (1.9) yields
yr
ess D yr  KDC KP ess ) ess D ; (1.11)
1 C KDC KP
8 1 Introduction

indicating that it would be possible to reduce but not eliminate the steady-state error
by increasing the proportional gain, Kp , to a finite practicable value.
Now suppose q > 0 in (1.7). Referring again to Fig. 1.3a, if d D 0, then ess D 0
due to the integral action of the plant. If ess ¤ 0, y would be changing, which is not
the case. If, however, d ¤ 0,

uss D d (1.12)

is needed to counteract d. Otherwise, y would be changing due to the net plant input
being uss  d ¤ 0. Substituting for uss in (1.9) using (1.12) then yields

d
ess D (1.13)
KP

which, as previously, can be reduced but not eliminated by increasing KP . So integral

action in the plant cannot remove a steady-state error due to a constant disturbance.
Only integral action in the controller can eliminate the steady-state error.
If q D 0 and d D const:, then (1.8) would be replaced by

yss D KDC .uss  d / : (1.14)

Substituting for yss in (1.10) using (1.14) and then uss using (1.9) yields

yr C KDC d
ess D yr  KDC .KP ess  d / ) ess D (1.15)
1 C KDC KP

As previously, this can be reduced, but not eliminated, by increasing KP .

Turning attention to Fig. 1.3b, let yr D const: and d D const:. First suppose
ess D const: ¤ 0 and the closed-loop system is stable. Then the output, x(t), of the
integrator would be increasing at a constant rate of KI ess , contradicting the fact that
xss must be constant if the system is stable. Only ess D 0 yields xss D const:. The
integral term therefore eliminates the steady-state error.

1.3.1.4 The Derivative Control Action

Next, qualitative reasoning for needing derivative action for the control of some
plants will be given. Many plants, excluding those of first order, exhibit a property
that could be described as inertia, by analogy with the behaviour of mechanical
systems. Suppose such a plant is disconnected from the controller and the initial
conditions are zero. Now the behaviour of the plant with inputs provided by a
manual operator will be considered. First, if a step control input is applied, the
output, y(t), and its first derivative, ẏ(t), will grow from zero at a finite rate and
initially have the same sign. Once this has occurred, let the control input be reversed
in sign. Then for many plants, ẏ(t) will not immediately change sign. To be precise,
1.3 Review of Traditional PID Controllers and Their Variants 9

this will happen if the relative degree, sometimes called the rank, of the plant is
r > 2. This property is fully discussed in Chap. 2. For a linear plant, r D n  m,
where n is the number of poles and m is the number of zeros in the transfer function.
A mechanical analogy is the application of an applied force to accelerate a rigid
body to a certain velocity and the continuation of the motion in the same direction,
due to the momentum of the body, after removal of the force. Now suppose that
the operator undertakes the task of applying u(t) to take the plant output from zero
to a constant reference value, Yr , by monitoring the error, e.t/ D Yr  y.t/. An
inexperienced operator might simply apply u(t) with such a sign as to reduce e(t)
until it is zero and then set u.t/ D 0. This would result in the error, e(t), changing
sign and increasing in magnitude due to ẏ maintaining its original sign. The operator
would then apply u(t) again but with the opposite sign in a second attempt to
bring e(t) to zero. So y(t) would overshoot the reference value. If the operator
continued with this simple strategy, then y(t) would oscillate about Yr , hopefully
with a decaying amplitude but possibly with an increasing amplitude, indicating
instability! A simple proportional feedback controller would act in a similar manner.
After this experience, the operator might attempt the better strategy of predicting
the overshoot by observing ė(t) as well as e(t) and use this extra information to
‘apply the brake’ in time by reversing the sign of u(t) before e(t) reaches zero. The
derivative term in a PID controller performs this function. Whether or not it succeeds
in entirely preventing an overshoot depends on the specific plant and the setting of
the derivative gain, KD , and the other controller gains, KP and KI , it generally has
the effect of reducing overshooting or oscillations of the controlled output.

1.3.1.5 Mechanical Analogy of PD Control Loop

Since the derivative term of a controller and higher derivative terms in other
controllers to be introduced later play an important part in achieving the required
stability and specified performance of feedback control systems, I will be infor-
mative to study a mechanical analogy with a more analytical approach. This is an
automobile suspension system. Figure 1.4 shows a quarter-vehicle model consisting
of a mass, representing the vehicle body, suspended on a spring connected to the
wheel hub.
Figure 1.4a, b respectively, show the system with and without a damper. A
damper produces a force acting on the vehicle body proportional to the relative
vertical velocity, ẏ, between the body and the wheel hub and opposing the motion.
In the force balance equations shown, g is the acceleration due to gravity [m/s/s],
Ks is the spring constant [N/m], Kd is the viscous damping coefficient [Ns/m] and
y0 is the height of the upper end of the suspension spring above the ground if
the vehicle body were to be removed. Also, ! n [rad/s] is the undamped natural
frequency, i.e. the frequency of oscillation if the damper were to be removed and

is the damping ratio. The plant in this analogy is the vehicle mass and the controlled
variable is its vertical position, y, the reference input being yr D 0 and therefore
not shown. Figure 1.4a is analogous to the application of the proportional control
10 1 Introduction

a b
My = −K s( y −y 0) −Mg ⇒ My = −Kd y − K s ( y − y0 ) − Mg ⇒
K K Kd K K
y+ s y = s y0 − g y + y + s y = s y0 − g
M M M M M
Quarter vehicle y + ωn2 y = ω n2 y 0 − g
≡  Quarter vehicle
y + 2ζωn y + ω n2 y = ω n2 y 0 − g
≡ 
body mass, M body mass, M

− K d′ x
y y
Mg − Ks x Mg − Ks x

Fig. 1.4 Vehicle suspension analogy (quarter-vehicle model). (a) without damper and
(b) with damper

action alone, the spring providing this by producing a force acting on the vehicle
body that opposes any displacement from the equilibrium position, yeq , satisfying
yPeq D yReq D 0 ) yeq D y0  g=!n2 .

yeq D y0  g=!n2 : (1.16)

The gravitational force is analogous to a constant external disturbance acting on the

plant. With the undamped suspension, the differential equation of motion is

yR C !n2 y D !n2 y0  g; (1.17)

which, in view of (1.16), may be written

yR C !n2 y D !n2 yeq : (1.18)

In the unforced case, i.e. with !n2 yeq D 0, (1.18) may be recognised as the equation
of simple harmonic motion, yR D !n2 y. If the vehicle were to have an arbitrary
P
initial displacement of y(0) with y.0/ D 0, deriving the solution of (1.18) using
Laplace transforms (Table 1 in Tables) yields
˚  ˚ 
L yR C !n2 y D L !n2 yeq ) s 2 Y .s/  sy.0/  y.0/
P C !n2 Y .s/ D !n2 yeq =s:

P
Since y.0/ D 0, this yields
 
1 !n2 yeq
Y .s/ D : sy.0/ C )
s 2 C !n2 s
y.t/ D L1 fY .s/g D y.0/ cos .!n t/ C yeq Œ1  cos .!n t/ (1.19)

which, as expected, indicates a continuous oscillation with a mean value of yeq . In

fact, attempting the position control of a mass moving without any viscous friction
using only the proportional control action would produce such an oscillation.
1.3 Review of Traditional PID Controllers and Their Variants 11

In Fig. 1.4b, the viscous damping coefficient, Kd , is analogous to the derivative

feedback gain, KD , of the PID controller. The solution to the differential equation of
motion, with the same initial conditions as for the undamped case, is given by
˚  ˚ 
L yR C 2
!n yP C !n2 y D L !n2 yeq )
s 2 Y .s/  sy.0/ C 2
! 2 2
h n ŒsY .s/  y.0/ C !n Y .s/iD !n yeq =s )
1 !n2 yeq
Y .s/ D s 2 C2
!n sC!n2
: sy.0/ C 2
!n y.0/ C s

Then y.t/ D L1 fY .s/g. Hence,

 
2
!n y.0/ 
!n t
!n
y.t/ D e sin .!d t/ C y.0/e 
!n t cos .!d t/  sin .!d t/
!d !d
 
!n 
!n t
Cyeq 1  e sin .!d t C / ; (1.20)
!d
p
where !d D !n 1 
2 and  D cos1 .
/. This is a damped oscillation at a lower
frequency, ! d , than in the undamped case, i.e. the damped natural frequency. The
vehicle displacement has a steady-state value of

yss D lim y.t/ D yeq D y0  g=!n2 ;

t !1

which is also the mean value of the oscillation without the damping indicated by
(1.19), as would be expected. It should be noted that (1.20) is valid for 0 <
<
1, which is an underdamped system. For
> 1, the basic h dynamic
 character
 ofi
p
the system is determined by two exponential terms, exp 
˙
 1 !n t 2

instead of the exponentially decaying sinusoidal terms and no oscillations occur.

The following example is a control system directly demonstrating the validity of
the vehicle suspension analogy.
Example 1.1 Single-axis PD attitude control of a rigid-body spacecraft
Consider a PD controller applied to control the attitude of a rigid-body spacecraft
about a single axis (Chap. 2) as shown in Fig. 1.5.
Applying elementary block diagram algebra yields:

Y .s/ .KP C KD s/ b0 =s 2 .KD s C KP / b0 2

!n s C !n2
D D  :
Yr .s/ 1 C .KP C KD s/ .b0 =s 2 / s 2 C .KD s C KP / b0 s 2 C 2
!n s C !n2
(1.21)

Fig. 1.5 PD single-axis

PD Controller
attitude control of a
spacecraft Yr ( s ) + E (s) U (s) b Y (s)
KP + KD s 0
− s 2
12 1 Introduction

Despite the PD controller being commonplace, the standard form of this second-
order closed-loop transfer function in terms of the undamped natural frequency, ! n ,
and the damping ratio,
, differs from the one often quoted, i.e.

!n2
(1.22)
s2 C 2
!n s C !n2

due to the zero at s D !n = .2

/ introduced by the controller. It is important to note,
however, that while such zeros do affect the dynamic response to yr (t) (Sect. 1.4.4),
they do not affect the basic control system dynamic character that depends only on
the closed-loop poles, i.e. the roots of the denominator polynomial. If the reference
input is yr .t/ D Yr h.t/, where Yr is the constant step value and h(t) is the unit step
function defined by h.t/  f0 for t < 0; 1 for t  0g, then using a table of Laplace
transforms (Table 1 in Tables), the response of the closed-loop system (1.21) with
zero initial conditions is
   
Yr 2
!n s C !n2 2
!n Yr
y.t/ D L1 : 2 D L1
s s C 2
!n s C !n2 s 2 C 2
!n s C !n2
 
1 !n2 Yr
C L1 : 2
s s C 2
!n s C !n2
 
2
!n 
!n t !n 
!n t
D Yr e sin .!d t/ C Yr 1  e sin .!d t C / ; (1.23)
! !d
„ d ƒ‚ … „ ƒ‚ …
term due to zero response without zero
p
where !d D !n 1 
2 and  D cos1 .
/ for 0 <
< 1. For
> 1, (1.23)
becomes
   p 
1 Yr 2
!n s C !n2
y.t/ D L : where a D

2  1 !n and
s .s C a/ .s C b/
 p 
b D
C
2  1 !n
 
sCc
D 2
!n Yr L1
s .s C a/ .s C b/
 
2
!n Yr b .c  a/ at a .c  b/ bt
D c e C e (1.24)
ab ba ba

and therefore no oscillation of the step response occurs. The well-known critically
damped case for which
D 1 corresponds to coincidence of the two negative real
closed loop poles. This is covered in Chap. 4 where the general case of multiple
closed loop poles is considered.
The similarity between the step response of this PD control loop and the transient
behaviour of the motor vehicle suspension system with non-zero initial conditions
1.3 Review of Traditional PID Controllers and Their Variants 13

is apparent by comparing (1.20) with (1.23). By inspection of the force balance

equations of Fig. 1.4b,
Kd D 2
!n M; Ks D !n2 M (1.25)

and from (1.21),

KD D 2
!n =b0 ; KP D !n2 =b0 (1.26)

The accuracy of the suspension system analogy is then apparent, the spring
constant, Ks , being equivalent to the proportional gain, KP , and the viscous damping
coefficient, Kd , being equivalent to the derivative gain, KD .
The basic dynamic character of the control loop is determined by the oscillatory
terms and the exponential decay terms of (1.23) if the controller gains are adjusted
to yield an underdamped system or by the two exponential terms of (1.24) if the
system is overdamped. It is evident from (1.23) and (1.24) that the zero introduced
by the controller just alters the relative weights of these terms in y(t).
Regarding the effects of changing the controller gains, from (1.26),
p p  p 
!n D b0 KP and
D b0 KD = .2!n / D KD b0 = 2 KP : (1.27)

Hence, increasing KD increases the damping ratio,

, and therefore increases the
decay rate of the exponential term, exp .
!n t/ if the system is underdamped.
An important observation in the step response (1.23) is that t is multiplied by
! n wherever it occurs. It follows that increasing ! n by a factor of  reduces the
timescale of the step response by a factor of  without altering its shape. Bearing this
in mind, referring again to (1.27), increasing KP increases ! n and therefore speeds
up the response but at the same time reduces
, necessitating a further increase of
KD to restore the original degree of damping. This illustrates that tuning the PD
controller by trial and error, which is commonly practised in industry, is an iterative
process that could be time consuming, even for this simple system.
The following example is a first-order plant that, in contrast with Example 1.1,
requires no active damping. Hence, no derivative action is required.
Example 1.2 PI control of a heating process
Consider a PI controller applied to a first-order linear plant such as the heating
process with one dominant time constant (Chap. 2) as shown in Fig. 1.6.

Fig. 1.6 PI controller applied PI Controller

to a first-order heating
Yr ( s ) + E (s) K Ps + K I U (s) b0 Y (s)
process (Chap. 2)
− s s + a0
14 1 Introduction

In this case, the closed-loop system is of second order since the plant and
controller are both of first order, the closed-loop transfer function being KI
 
Y .s/ .KP s C KI / b0 .KP s C KI / b0
D = 1 C
Yr .s/ s 2 C a0 s s 2 C a0 s
.KP s C KI / b0 .2
!n  a0 / s C !n2
D D : (1.28)
s 2 C .a0 C KP b0 / s C KI b0 s 2 C 2
!n s C !n2

It follows that
p  p 
!n D KI b0 and
D .a0 C KP b0 / = .2!n / D .a0 C KP b0 / = 2 KI b0 :
(1.29)

Comparison of Example 1.2 with Example 1.1 reveals that KI now determines the
speed of response instead of KP , while KP has changed its role from determining the
speed of response to that of determining the degree of damping. This demonstrates
the dependence of the effects of the controller gains on the plant under control.
The following section, however, gives an indication of the expected effects of PID
controller gain adjustments in applications to second-order plants.

1.3.1.6 Effects of PID Controller Gains

Many plants to which PID control is applied are second order without finite
zeros and for this reason a general indication of the effects of the individual gain
adjustments will be provided for this category of plant, by means of simulations.
The general control loop is shown in Fig. 1.7.
In this case the controller is of first order so the closed-loop system is of third
order, with transfer function

"
#
Y .s/ K D s 2 C K P s C K I b0 K D s 2 C K P s C K I b0
D = 1C :
Yr .s/ s 3 C a1 s 2 C a0 s s 3 C a1 s 2 C a0 s

K D s 2 C K P s C K I b0
D 3 (1.30)
s C .a1 C KD b0 / s 2 C .a0 C KP b0 / s C KI b0

Fig. 1.7 PID control of a PID Controller

second-order plant Plant
Yr ( s ) + E (s) K Ds 2 + K Ps + K I U (s) b0 Y (s)
− s s 2 + a1s + a0
1.3 Review of Traditional PID Controllers and Their Variants 15

Depending on the controller gain settings, either all the three closed-loop poles are
real or one is real and the other two are complex conjugates. In the latter case, the
system can be decomposed into second- and first-order subsystems for the purpose
of analysing its dynamic characteristics, by partial fraction expansion, yielding

Y .s/ !n2 p A1 s C A0 B0
D 2
D 2 C (1.31)
Yr .s/ s C 2
!n s C !n2 .s C p/ s C 2
!n s C !n2 sCp

where 0 <
< 1 and

A1 D !n2 p=D; A0 D .p  2
!n / !n2 p=D; B0 D !n2 p=D; D D p 2 2
!n pC!n2 :
(1.32)

Hence, the step response of this third-order system is the sum of the step responses
of first- and second-order subsystems, whose dynamic characteristics are well
known. The second-order step response is similar to (1.23) and the first-order step
response is B0 Œ1  exp .pt/ . If, on the other hand, the three closed-loop poles are
real, the system can be decomposed into three first-order subsystems yielding

Y .s/ p1 p2 p3 C0 D0 E0
D D C C (1.33)
Yr .s/ .s C p1 / .s C p2 / .s C p3 / s C p1 s C p2 s C p3

where
p1 p2 p3 p1 p2 p3 p1 p2 p3
C0 D ; D0 D ; E0 D
.p2 p1 / .p3 p1 / .p1 p2 / .p3 p2 / .p1 p3 / .p2 p3 /
(1.34)

but (1.31) is still valid if

> 1. To consider the effects of the controller gains,
equating the denominators of (1.30) and (1.31) yields

s 3 C .a1 C KD b0 / s 2 C .a0 C KP b0 / s C KI b0

D s 3 C .2
!n C p/ s 2 C 2
!n p C !n2 s C !n2 p )
!n2 p D KI b0 ; .2
p C !n / !n D a0 C Kp b0 ; 2
!n C p D a1 C Kd b0 : (1.35)

It is evident that all the three parameters, p,

and ! n , depend on all three controller
gains and do so in a nonlinear and complex way. It is no surprise, therefore, that PID
controllers are not always straightforward to tune by trial and error, particularly for
higher-order plants. For this reason, the preferred approach of the author, assuming
a reasonably accurate plant model is available, is to first choose the closed-loop
system parameters, p,
and ! n , that yield an acceptable step response. This is quite
straightforward. Suppose
and ! n are first chosen as if the system is of second
order to achieve a specified maximum percentage overshoot and settling time. This
is a standard procedure. Then the presence of the pole at p C j 0 will cause the
16 1 Introduction

overshoot to be less than specified, which is harmless. The settling time, however,
will be longer than specified, but this can easily be compensated by increasing ! n .
This, in turn, will increase the overshoot but if this exceeds the specified maximum
value,
can be increased to reduce the overshoot to an acceptable value. Once
suitable values of p, ! n and
have been determined, the controller gains that realise
this are calculated using the following gain formulae derived by solving (1.35) to
yield

KI D !n2 p=b0 ; KP D Œ.2

p C !n / !n  a0 =b0 and KD D .2
!n C p  a1 / =b0 :
(1.36)

This does not require the individual effects of the controller gains to be known.
It should be mentioned, however, that the gains of traditional PID controllers,
particularly those implemented with analogue electronics, could only be adjusted to
positive values, the expectation being that they should always be positive. Industrial
practitioners would tune the gains by combining experience with trial and error to
obtain an acceptable step response within this constraint. The model-based approach
based on (1.36), however, allows negative values of KP and KD , which are easily
accommodated in the software of modern digital implementation. Although this
might appear incorrect in the light of the traditional approach, selecting p,
and
! n with positive values will guarantee closed-loop poles in the left half of the s-
plane and therefore result in the intended performance. In most cases, the gains will
turn out to be positive but occasionally one or more of the gains will be negative,
depending on the values of a0 and a1 . This is a simple introduction to model-
based control system design. Negative gains can occur in any model-based control
technique.
Since an accurate plant model may not always be available, the reader may
occasionally need to undertake traditional tuning by trial and error. For this reason,
an attempt is made to demonstrate the general effects of individual changes in the
controller parameters, but it must be born in mind that these effects depend on the
plant, particularly its order, as already demonstrated by comparing the example of
Fig. 1.6 with that of Fig. 1.5.
Returning to the system of Fig. 1.7, the plant to be simulated is the single attitude
control axis of the spacecraft (Chap. 2) as in Fig. 1.5 where the PID controller is
used instead of the PD controller in order to eliminate steady-state errors due to
constant external disturbance torque components. So in this case, a0 D a1 D 0
and the gains yielded by (1.36) can only be positive. The spacecraft parameters
are
typical of a moderately sized satellite, a moment of inertia of J D 200 Kg m2
and a reaction wheel torque constant of Kw D 0:05 ŒNm=V being taken, yielding
b0 D Kw =J D 2:5  1004 Œrad=s=s=V . The output of the attitude sensor will
be converted to radians in the software of the computer implementing the control
algorithm (Chap. 6) and therefore the measurement, y, will be taken in units of
radians. ! n is chosen as 0.2 [rad/s] to yield a step response settling time (Chap. 3)
of the order of 40 s, which is practicable due to the limited control torques from the
reaction wheels, and the damping ratio of the complex conjugate pole pair is set
1.3 Review of Traditional PID Controllers and Their Variants 17

to
D 0:5, which is purposely on the low side to enable any improvements in the
damping due to the gain adjustments to be visible. The gains, KP , KI and KD will
first be set to specific values, K P , K I and K D , using (1.36) to yield a baseline step
response. Then, simulations are run in which the gains are varied, one at a time,
above and below the calculated values. The influence of the first-order subsystem
will be made similar to that of the second-order oscillatory subsystem by setting its
pole value, p, equal to the negative real part, 
!n , of the complex conjugate pole
pair (Sect. 1.4), so (1.36) becomes
8 3
< KI D I K I ; K I D
!
n =b20

KP D P K P ; K P D 2
C 1 !n2  a0 =b0 ; (1.37)
:
KD D D K D ; K D D .3
!n  a1 / =b0 :

The plant parameters above yield K P D 80, K I D 5:3P and K D D 400. The gain
adjustment parameters are chosen within the constraints q > 1 to increase gain and
0 < q < 1, q D P; I; D, to reduce gain in order to keep it positive. Each of the
controller gains is varied to two levels, firstly above the nominal values with P D
I D D D 2 and secondly below the nominal values, with P D I D D D 1=2.
The results are shown in Fig. 1.8.
Observing these step responses, increasing KP reduces the settling time and also
increases the damping of the oscillations. Increasing KI reduces the damping of the
oscillations, which, of course, does not improve the transient performance, but this
term is necessary to guarantee zero steady-state error with a constant component
of the external disturbance torque. Increasing KD increases the damping of the
oscillations, which is true in many applications.
If it is required to achieve a specified settling time with minimal or zero
overshoot, then the adjustment of KP , KI and KD by trial and error could be very time
consuming, but the method of control system design by pole assignment presented
in Chap. 3 could be used to achieve this quickly for applications in which accurate
plant models are available, the spacecraft example being one (Chap. 2).

a b c
1.5
y(t)
1.0

0.5
K P 2K P K P K P 2 K I 2K I K I K I 2 KD K D 2 K D 2 K D
0
0 50 t[s] 100 0 50 t[s] 100 0 50 t[s] 100

Fig. 1.8 Effects

of gain
adjustments on step responses

of PID controller for spacecraft.

(a) KP l;
.KI ; KD / D K I ; K D ; (b) KI l; .KP ; KD / D K P ; K D ; (c) KD l; .KP ; KI / D K P ; K I
18 1 Introduction

It may be observed that an initial overshoot occurs in all the step responses
of Fig. 1.8 regardless of the degree of damping of the oscillations. There are,
in fact, two causes of overshooting in linear control systems. The well-known
one is complex conjugate poles. These, however, will only sometimes cause this,
depending on the presence and values of other real closed-loop poles. In the third-
order system under study, the real pole has to have a value smaller than a certain
threshold, which is of the same order of magnitude as the complex conjugate poles,
in order for an overshoot to occur in the step response. As will be explained
in Sect. 1.4.4, the second cause of overshooting is the zeros introduced by the
controller. In order for a zero to cause an overshoot, its magnitude must be below a
certain threshold, which is of the same order of magnitude as the closed-loop poles
nearest the origin of the s-plane. In the example of Fig. 1.8, the overshooting is
attributable to both causes.
Overshooting is sometimes considered desirable by practitioners of the tradi-
tional controllers, since it ensures that y(t) actually reaches a new value of a constant
reference if a step change occurs in yr (t), bearing in mind that linear systems without
overshoot, in theory, never reach the reference input with certain initial conditions,
including zero initial conditions. When the overshooting is caused by zeros, it is
sometimes called derivative kick since it depends upon the derivative action of the
controller on the reference input when it steps from one constant value to another.
This becomes clear after manipulating the block diagram of Fig. 1.7 to yield Fig. 1.9.
Note that the integrator in the controller has been combined with the plant by
moving the factor, 1/s, forward.
Then, the input to the third-order block so formed is the control input derivative,
UP .s/ D sU.s/. This has been decomposed into a feedback component, UP fb .s/, and
a feedforward component, UP ff .s/. So in the time domain,

uP ff .t/ D KD yRr .t/ C KP yPr .t/ C KI yr .t/: (1.38)

If yr .t/ D Yr h.t/, then ẏr (t) is a positive infinite impulse for Yr > 0 and ÿr (t) is
an infinite impulse doublet, i.e. a positive infinite impulse followed by a negative
infinite impulse after an infinitesimal delay. uP ff .t/ does not exist as a signal in the
physical system as clearly it would not be realisable in the hardware, but its effect
is manifest in the plant output, y(t), as the initial overshoot. Although y(t) reaches
the constant reference level, Yr , earlier with the derivative kick than without, the
ensuing overshoot delays the final settling of y(t) towards Yr . In fact, as will be seen
in Sect. 1.4.4 and Chap. 4, if the step responses of two systems with identical real

Yr (s) U ff ( s ) + U (s) b0 Y (s)

KD s2 + KP s + KI
− s + a1s 2 + a0 s
3

U fb ( s )
KD s 2 + K P s + K I

Fig. 1.9 Block diagram manipulation to demonstrate derivative action on reference input
1.3 Review of Traditional PID Controllers and Their Variants 19

poles are compared, one with finite zeros and the other without, then if the zeros
are considerably smaller in magnitude than the poles, the settling time of the system
with the zeros can be longer. It is therefore debatable whether the derivative kick
associated with the PID, PI and PD controllers is really useful. Some practitioners
of position control servomechanisms, however, recommend a small overshoot in
the linear model of the system to minimise steady-state errors due to stick–slip
friction in practice. This is the nonlinear friction due to the imperfect machining
of relatively moving surfaces in a mechanism, which means that the control torque
or force has to exceed a certain minimum magnitude to cause any motion (Chap.
2). It possible, of course, for the small overshoot to be achieved in a system without
finite zeros by designing it so that there is a complex conjugate pair of closed-loop
poles with relatively small imaginary parts. If desired, the derivative kick effect
can be eliminated by employing the zero-less versions of the traditional controllers
presented in the following section.

1.3.2 Zero-Less Versions of the Traditional Controllers

Provided the plant transfer function has no finite zeros, the overshooting and/or
undershooting caused by zeros can be eliminated by using controllers that do
not introduce zeros. These have an equally simple structure to the controllers of
Sect. 1.3.1. These could have been easily implemented by analogue electronics in
the previous era and are also straightforward to implement digitally (Chap. 6). The
one shown in Fig. 1.10a is equivalent to the PID controller shown again in Fig. 1.10b
for comparison. The difference is that only the integral term acts on the error, E(s),
while the proportional and derivative terms act only on the controlled output. This
controller is distinguished from the PID using the acronym, IPD.

Fig. 1.10 Comparison of a

PID control loop with IDP IPD Controller
control loop. (a) IPD control
loop without controller zeros. Yr ( s ) + E (s) KI + + U ( s ) Plant YIPD ( s )
(b) PID control loop with − s − − G (s)
controller zeros
K P K Ds

b
PID Controller
KP
Yr ( s ) + E (s) KI + + U ( s ) Plant YPID ( s )
− s + G (s)

K Ds
20 1 Introduction

Before comparing the closed-loop transfer functions, the plant transfer function
will be expressed (Chap. 2) as
Xm
N.s/ KDC bj s j
j D0
G.s/ D KDC D Xm ; n>m (1.39)
D.s/ sn C ai s i
j D0

where KDC is the DC gain; ai , i D 1; 2; : : : ; n and bj , j D 0; 1; : : : ; m, are

constant coefficients, some of which may be zero; and bm D 1.
The IPD control loop is not of the classical canonical structure to which the well-
known formula,

Y .s/ G.s/
D ;
Yr .s/ 1 C G.s/H.s/

applies, where G(s) is the forward path transfer function and H(s) is the feedback
transfer function. This formula could be applied, however, but three times after
applying the rules of block diagram reduction. Instead, the application of Mason’s
formula (Appendix A4) can achieve the same result much more quickly. Hence,

KI N.s/
:KDC
YIPD .s/ s D.s/
D n o
Yr .s/ N.s/ KI
1  KDC D.s/ KD s C KP C s

KI KDC N.s/
D (1.40)
sD.s/ C KDC .KD s 2 C KP s C KI / N.s/

Familiarity with the application of Mason’s formula is advisable since many

different block diagram structures will be met in which this is useful.
For comparison, the closed-loop transfer function of the PID control loop is

N.s/
YPID .s/ KD s C KP C Ks I :KDC D.s/
D
N.s/
Yr .s/ 1 C KD s C KP C Ks I :KDC D.s/

KD s 2 C KP s C KI KDC N.s/
D : (1.41)
sD.s/ C KDC .KD s 2 C KP s C KI / N.s/

Thus, the PID controller introduces zeros that are the roots of KD s 2 CKP sCKI D0,
while the IPD controller does
not, and the characteristic polynomial,
sD.s/ C KDC KD s 2 C KP s C KI N.s/, is the same for the IPD and PID control
loops, meaning that for the same settings of KP , KI and KD , both control loops have
the same closed-loop poles and therefore have the same basic dynamic character,
the only difference being the relative weightings of the system modes (Chap. 2 and
Sect. 1.4).
1.3 Review of Traditional PID Controllers and Their Variants 21

1.5 a c
b
y (t)
1

0.5

K P 2K P K P K P 2 K I 2K I K I K I 2 K D K D 2 K D 2K D
0
0 50 t[s] 100 0 50 t[s] 100 0 50 t[s] 100

Fig. 1.11 Effects

of gain

adjustments on step responses

of IPD controller for spacecraft.

(a) Kp l;
.KI ; KD / D K I ; K D ; (b) KI l; .KP ; KD / D K P ; K D ; (c) KD l; .KP ; KI / D K P ; K I

It should also be observed that any finite plant zeros, i.e. the roots of N.s/ D 0,
are present in both control loops and their effects may be apparent in the closed-
loop system (Sect. 1.4.4) unless they are cancelled by pole placement or pre-
compensation (Chap. 4).
To demonstrate the differences between the step responses of the IPD and PID
control loops for the same gain settings, the simulations of Fig. 1.8 are repeated for
the IPD controller and the results are shown in Fig. 1.11.
Since the characteristic polynomials are the same for both the IPD and the
PID control loops, (1.35), (1.36) and (1.37) still hold, and the damping ratio and
undamped natural frequency of the complex conjugate pole pair of the nominal
system are set, respectively, to
D 0:5 and !n D 0:2 [rad/s], as previously.
Comparison with Fig. 1.8 reveals differences due to the absence of derivative
kick. Since the numerator of the closed-loop transfer function (1.41) using the PID
controller has a quadratic numerator polynomial, the step response comprises that
of the zero-less version with closed-loop transfer function (1.40) using the IPD
controller plus a weighted sum of the first and second derivatives. Specifically

1
YPID .s/ D KD s 2 C KP s C KI : :YIPD .s/ )
KI
yPID .t/ D yIPD .t/ C .KP =KI / yPIPD .t/ C .KD =KI / yRIPD .t/: (1.42)

Even for the cases of Fig. 1.11 where the oscillation of yIPD (t) due to the closed-
loop poles is nearly absent, the derivative effect of (1.42) causes at least one
overshoot followed by one undershoot of yPID (t), as evident in Fig. 1.8. This is
readily understandable considering that ẏIPD (t) is the instantaneous slope of the
graph of yPID (t) and ÿPID (t) is the instantaneous slope of the graph of ẏIPD (t).
Regarding the effects of the IPD gain adjustments, they are similar to but not
identical to those for the PID controller, due to the derivative kick effect. With
reference to Fig. 1.8, reducing Kp increases the settling time but increasing it reduces
the damping of the oscillations and increases the settling time. Increasing KI reduces
the damping of the oscillations, but as previously, it is necessary to keep KI > 0, to
guarantee zero steady-state error with a constant component of the external distur-
bance torque. Increasing KD increases the damping of the oscillations, as before.
22 1 Introduction

1.3.3 Traditional Controller Selection Guidelines

This section summarises the traditional controller variants, their closed-loop transfer
function relationships and guidelines for selection, in tabular form. The reader may
wish to prove the statements made in this section as an exercise.

1.3.3.1 The Proportional Controller

P Controller D( s) Y ( s ) = Gcl ( s ) Yr ( s ) − Gd ( s ) D ( s )
Yr ( s ) + E ( s ) U ( s ) − Plant Y ( s )
KP K PG ( s ) Yr ( s ) − G ( s ) D ( s )
− + G (s) =
1 + K PG ( s )

If G(s) is of first order, then a prescribed first-order Gcl (s) can be realised. If G(s)
is of order n  2, it must have at least n  1 poles in the left half of the s-plane for
closed-loop stability to be attainable. Attainment, in addition, of a specified transient
performance is only possible in some cases. If zero steady-state error is required
with yr D const:, then d D 0 and G(s) must be of type ‘1’.

1.3.3.2 The PI and IP Controllers

PI Controller
D( s)
KP
Yr ( s ) + E (s) + U (s) − Plant Y (s)
− KI + + G (s)
s

( K P s + K I ) G ( s ) Yr ( s ) − sG ( s ) D ( s )
Y ( s ) = Gcl ( s ) Yr ( s ) − Gd ( s ) D ( s ) =
s + ( KP s + KI ) G ( s )

Specific to the PI controller: If G(s) is of first order, a prescribed first-order Gcl (s)
can be realised by placing one closed-loop pole to cancel the controller zero but only
if this takes place in the right half of the s-plane. Otherwise, an overshoot may occur
in the step response due to the zero.
1.3 Review of Traditional PID Controllers and Their Variants 23

IP Controller D( s)
Yr ( s ) + E (s) K I + U (s) − Plant Y (s)
− s − + G (s)
KP

K IG ( s ) Yr ( s ) − sG ( s ) D ( s )
Y ( s ) = Gcl ( s ) Yr ( s ) − Gd ( s ) D ( s ) =
s + ( KPs + KI ) G ( s )

Specific to the IP controller: No controller zero is introduced. If G(s) is of first

order, a prescribed second-order Gcl (s) can be realised.
In common with the PI and IP controllers: Both controllers may be applied to
plants of order n  2, but there must be at least n  1 plant poles in the left half of
the s-plane for closed-loop stability to be attainable. Achieving a specified transient
performance can entail time-consuming tuning by trial and error and is only possible
in some cases. If yr D const: and d D const:, then ess D 0.

1.3.3.3 The PD and DP Controllers

PD Controller
D(s)
KP
Yr ( s ) + E (s) + U (s) − Plant Y (s)
− + + G (s)
KDs

Y ( s ) = Gcl ( s ) Yr ( s ) − Gd ( s ) D ( s ) =
( K D s + K P ) G ( s ) Yr ( s) − G ( s ) D ( s )
1 + ( KDs + KP ) G ( s )

Specific to the PD controller: G(s) has to be of order n  2. If n D 2, a prescribed

first-order Gcl (s) can be realised by placing one closed-loop pole to cancel the
controller zero but provided this takes place in the left half of the s-plane. Otherwise,
an overshoot in the step response may occur due to the zero.
24 1 Introduction

DP Controller D(s)
Yr ( s ) + E (s) + U (s) − Plant Y (s)
KP
− − + G (s)
KDs

K PG ( s ) Yr ( s ) − G ( s ) D ( s )
Y ( s ) = Gcl ( s ) Yr ( s ) − Gd ( s ) D ( s ) =
1 + ( KDs + KP ) G ( s )

Specific to the DP controller: No controller zero is introduced. If G(s) is of

second order without a finite zero, a prescribed second-order Gcl (s) can be realised.
In common with the PD and DP controllers: Both controllers may be applied if
G(s) has a rank (i.e. relative degree) of r  2. If G(s) is of order n  3, it must
have at least n  2 poles in the left half of the s-plane for closed-loop stability to be
attainable. Achieving a specified transient performance can entail time-consuming
tuning by trial and error and is only possible in some cases. If yr D const: and
d D 0, then ess D 0 if the plant is of type ‘1’ or greater.

1.3.3.4 The PID and IPD Controllers

PID Controller
KP D(s)
Yr ( s ) + E (s) KI + + U ( ) − Plant
s Y (s)
− s + + G (s)

KDs

Y ( s ) = Gcl ( s ) Yr ( s ) − Gd ( s ) D ( s ) =
(K Ds
2
)
+ K P s + K I G ( s ) Yr ( s ) − sG ( s ) D ( s )
(
s + KDs + KPs + KI G ( s )
2
)

Specific to the PID Controller: G(s) has to be of order n  2. If n D 2, a

prescribed first-order Gcl (s) can be realised by placing two of the closed-loop poles
to cancel the two controller zeros but provided this takes place in the left half of the
s-plane. Otherwise, an overshoot and possibly an undershoot may occur in the step
response due to the zeros.
1.3 Review of Traditional PID Controllers and Their Variants 25

IPD Controller D(s)

Yr ( s ) + E (s) K + + U (s) − Plant Y (s)
I
− s − − + G (s)
KP KDs

K IG ( s ) Yr ( s ) − sG ( s ) D ( s )
Y ( s ) = Gcl ( s ) Yr ( s ) − Gd ( s ) D ( s ) =
(
s + KDs2 + KPs + KI G ( s ) )

Specific to the IPD Controller: No controller zeros are introduced. If G(s) is of

second order without a finite zero, a prescribed third-order Gcl (s) can be realised.
In Common with the PID and IDP Controllers: Both controllers may be applied
if G(s) has a rank (i.e., relative degree) of r  2. If G(s) is of order n  3, it must
have at least n  2 poles in the left half of the s-plane for closed-loop stability to be
attainable. Achieving a specified transient performance can entail time-consuming
tuning by trial and error and is only possible in some cases. If yr D const: and
d D const:, then ess D 0.
The following two subsections give two refinements of the traditional controllers
sometimes needed in the presence of certain hardware imperfections in practice.

1.3.4 Measurement Noise Filtering for Derivative Term

The random noise generated in measurement hardware that contaminates the

measurement, y(t), is sometimes significant. It can propagate through a control
loop and cause excessive control actuator activity giving rise to wear, overheating
and/or audible noise, depending on the application. It is well known that electronic
amplifiers, which are often used in the measurement hardware of control systems,
generate unwanted noise. If the input to an amplifier is grounded, then if the output
voltage is examined on a smaller and smaller scale, then eventually, it appears as a
random variable (with zero mean value if any DC offset has been compensated for).
This random voltage is due to noise voltages generated by individual components
of the amplifier, such as resistors and semiconductor devices. Measurement noise
can be troublesome in high-precision applications. For example, space telescopes
usually use charge coupled device (CCD) star sensors for absolute attitude mea-
surements, and the level of random noise contaminating the measurements for
the dimmer stars can be of the order of arcseconds (1 arcsec  1=3; 600 deg :),
and the attitude control accuracy required is of the order of 0.1 arcsec. Under
these circumstances, it is essential to carry out filtering to obtain a smoother and
more accurate measurement but, as will be seen, the classical controller structure
26 1 Introduction

imposes a serious restriction. The state-space controller structure incorporating

an observer (Chaps. 5 and 8), however, overcomes this. For any high-precision
control applications entailing position control with negligible mechanical friction
forces, it is essential to employ a derivative term in the controller, as has already
been demonstrated using the quarter-vehicle suspension analogy in Sect. 1.3.1.
Differentiating a noisy signal will unfortunately yield a derivative estimate that is
contaminated by even more noise. Let z(t) be the quantity to be measured, such as
the attitude angle of a space telescope about one of the three control axes, y(t) be
the measurement and nm (t) be the measurement noise. Then

y.t/ D Ks z.t/ C nm .t/; (1.43)

where Ks is the sensor scaling constant, assuming a linear sensor transfer charac-
teristic. The derivative terms of the traditional controllers introduced above would
employ software differentiation (Chap. 6) which, with a sufficiently short sampling
time, would produce a very close approximation to pure continuous differentiation,
yielding

P D Ks zP.t/ C nP m .t/;
y.t/ (1.44)

which may be written as

v.t/ D videal .t/ C nP m .t/; (1.45)

where v.t/ D y.t/ P is the derivative estimate formed in the control algorithm
(Chap. 5) before multiplying by KD . By its very nature, nm (t) has relatively high
peak values of its instantaneous slope, ṅm (t), which is the noise contaminating the
measurement derivative, ẏ(t). It is enlightening to view this situation in the frequency
domain. Taking Laplace transforms of (1.45) yields

V .s/ D Videal .s/ C sNm .s/: (1.46)

The measurement error is therefore

".s/ D V .s/  Videal .s/ D sNm .s/ (1.47)

and the error in the frequency domain is given by setting s D j! to yield

" .j!/ D j!Nm .j!/ ) j" .j!/j D ! jNm .j!/j ; (1.48)

where ! is the angular frequency of the sinusoidal component of the signal

propagating through the system. This means that higher-frequency components
of the measurement noise spectrum are amplified far more than lower-frequency
components due to the differentiation process, the amplification factor being the
1.3 Review of Traditional PID Controllers and Their Variants 27

frequency itself. The technique sometimes employed in traditional controllers and

certainly introduced during the era of analogue electronic implementation to help to
overcome this problem is to introduce a first-order low-pass filter together with the
differentiator by replacing the transfer function, s, of the pure differentiator by the
transfer function, s=.1 C sTf /, where Tf is the filtering time constant with a cut-off
(3 dB) frequency of 1/Tf [rad/s]. This attenuates the high-frequency components
of the noise contaminating the measurement derivative. This, however, is at the
expense of introducing a dynamic element into the control loop that will affect
the transient performance by an amount that increases with the time constant, Tf .
If Tf is relatively small in the sense that it is much smaller than the timescale on
which the closed-loop system is intended to operate, then its effect on the transient
response will be insignificant and it will considerably reduce the undesirable control
actuator activity. For the high-precision applications, however, the propagation of
the noise signal through to the controlled variable, z(t), will still be too much and
more filtering will be needed by increasing Tf . The effects of the measurement noise
and the low-pass filter will now be demonstrated by carrying out simulations of a
spacecraft attitude control system using a DP controller with and without the low-
pass filter and adding measurement noise, as shown in Fig. 1.5.
The spacecraft
 parameters are set as previously, i.e., a moment of inertia of
J D 200 Kg m2 and a reaction wheel torque constant of Kw D 0:05 ŒNm=V ,
yielding b0 D Kw =J D 2:5  104 [rad/s/s/V]. Initially, KP and KD will be
set to yield a realistic settling time of a Ts D 45 Œs with critical damping and
no overshoot in the step response based on Fig. 1.12a and therefore ignoring the
measurement noise filter. The measurement noise will be taken as 5  106 Œrad Š
_
1 " Œarcsecond D 1=3; 600 Œdeg , rms with a white spectrum and a Gaussian
distribution. The results are shown in Fig. 1.13. In Fig. 1.13a–c, a step attitude
_
reference of zr .t/ D 5 " Š 2:4  105 Œrad is applied. The attitude angle being
controlled, z(t), is plotted rather than its measurement, y(t). The step reference
input is denoted zr (t) for consistency. To explain the notation, zd;Tf .t/ is the
deterministic response that would occur without measurement noise, while zs;Tf .t/ is
the stochastic (meaning pertaining to a random process) response with the measure-
ment noise, both having measurement rate filtering with a time constant of Tf [s].

a b
DP Controller N m (s) DP Controller N m (s)
Yr ( s ) + + U ( s ) b0 Z ( s ) + Y ( s ) Yr ( s ) + + U ( s ) b0 ( s ) + Y ( s )
Z
KP KP
− − s2 + − − s2 +
K Ds K Ds
1 + sTf

Fig. 1.12 Single-axis, rigid-body spacecraft attitude control system with significant measurement
noise. (a) without derivative noise filtering and (b) with derivative noise filtering
28 1 Introduction

a -5 b x 10-5 [rad] c x 10-5 [rad]

x 10 [rad]
3 3 3
2 zr ( t ) 2 zr ( t ) 2 zr ( t )
zs,0 ( t ) zs,3 ( t ) zd,15 ( t )
1 1 1
zs,15 ( t )
0 zd,0 ( t ) 0 zd,3 ( t ) 0
-1 -1 -1
0 
200 t[s] 400 0 
200 t[s] 400 0 
200 t[s] 400
zr ( t ) =5 " step; no filtering zr ( t ) =5" step; Tf = 3s zr ( t ) =5" step; Tf = 15s
d -2
y f ( t ) [rad/s] e -6
y f ( t ) [rad/s] f x 10-6 y f ( t ) [rad/s]
x 10 x 10
2 5 1
0 0 0
-2 -5 -1
0 200 t[s] 400 0 200 t[s] 400 0 200 t[s] 400
zr ( t ) =0; no filtering zr ( t ) =0; Tf = 3s zr ( t ) =0; Tf = 15s
g h x 10-3 u ( t ) [ V]
u (t ) [ V] x 10 u ( t ) [ V ]
-4
i
5 2 5
0 0 0
-5 -2 -5
0 200 t[s] 400 0 200 t[s] 400 0 200 t[s] 400
zr ( t ) =0; no filtering zr ( t ) =0; Tf = 3s zr ( t ) =0; Tf = 15s

Fig. 1.13 Step responses, measurement derivative noise together with steady-state control activity
for spacecraft attitude control

The random variations in the actual attitude angle, zs;Tf .t/, are due to the response
of the controller and the actuator to the measurement noise. The filtered output
derivative, ẏf (t), is defined by YPf .s/ D Œs= .1 C sTf / Y .s/ (Fig. 1.12).
Figure 1.13a, d, g show the effects of the measurement noise without any filtering
(Fig. 1.12a), the worst of which is the random control activity in Fig. 1.13g that
corresponds to torque variations peaking at about 0.25 [Nm] which is near the
maximum value for moderately sized reaction wheels. Figure 1.13e, h show the
drastic reduction in the random variations of ẏf (t) and u(t) brought about by the
introduction of the filtering (Fig. 1.12b) with Tf D 3 Œs , which does not have a
significant impact on the transient performance, as can be seen by comparing zd,0 (t)
of Fig. 1.13a with zd,3 (t) of Fig. 1.13b, which are nearly the same. Increasing Tf to
15 s reduces ẏf (t) and u(t) further but causes a very oscillatory step response as can
be seen in zd,15 (t) of Fig. 1.13c, indicating that two of the closed-loop poles have
become complex conjugates with a small damping ratio.
Unfortunately, as is evident in Fig. 1.13a–c, increasing Tf from zero does not
improve the control accuracy. Since the noise spectrum is white, then it will include
low-frequency components down to zero frequency (DC) that cannot be filtered, but
the problem is exacerbated in Fig. 1.13c by the lightly damped oscillatory mode
1.3 Review of Traditional PID Controllers and Their Variants 29

being continually excited by the random noise. This situation can be improved,
however, by employing a different approach to the gain determination, accepting
that the system is of third order. Controller adjustment by trial and error would be
time consuming and a more orderly approach is as follows. Essentially, Tf is first
chosen. Then KP and KD are calculated to yield three coincident real, negative poles
at s1;2;3 D r which eliminate any possibility of an oscillatory closed-loop mode
(Chap. 3). The starting point is the closed-loop transfer function for Fig. 1.12b. First
setting Tf D 1=p and then applying Mason’s formula with Nm .s/ D 0 (as stochastic
inputs are not needed for this) yields

K P b0
Y .s/ 2 KP b0 .s C p/
D  s  D 2 :
Yr .s/ b0 KD ps s .s C p/ C KD ps C b0 KP .s C p/
1  2 C KP
s sCp
(1.49)

Equating the denominator of (1.49) to the desired one then yields

s 3 C ps 2 C b0 .KD p C KP / C b0 KP p D .s C r/3 D s 3 C 3rs 2 C 3r 2 s C r 3 )

r D p=3; KP D r 3 = .b0 p/ and KD D 3r 2 =b0  KP =p: (1.50)

It is proven in Sect. 1.4.4.3 that if the zero of a transfer function is considerably

greater in magnitude than the poles, then its effect on the system response will be
negligible. Since p D 3r, this is the case here and the dynamic response will be
almost the same as the system with the closed-loop transfer function

r3
Gcl .s/ D : (1.51)
.s C r/3

It is well known that as the magnitude of the closed-loop poles reduces, the speed
of response of the system reduces and therefore the settling time increases. The
author’s 5 % settling time formula developed in Chap. 4 yields

Ts D 6=r (1.52)

and in view of the first of Eq. (1.50),

Ts D 6 .3=p/ D 18Tf : (1.53)

The penalty for improving the control system accuracy in the presence of
measurement noise by increasing the filtering time constant is therefore a drastic
increase in the settling time of the control loop. Figure 1.14 shows the results. The
_
˙1 " error limits are included in Fig. 1.14 d, e, f as these are typical of the accuracy
30 1 Introduction

a -5 b x 10-5 [rad] c x 10-5 [rad]

x 10 [rad]
3 3 3
2 2 2 zr ( t )
zr ( t ) zs,3 ( t ) zd,15 ( t ) zs,15 ( t )
1 1 1 zd,80 ( t )
zd,3 ( t ) zr ( t )
0 0 0 zs,80 ( t )
-1 -1 -1
0 1000 t[s] 2000 0 1000 t[s] 2000 0 1000 t[s] 2000
Step; Tf = 3s; Ts = 54s Step; Tf = 15s; Ts = 270s Step; Tf = 80s; Ts = 1440s
d -6 e x 10-6 [rad] f x 10 -7 [rad]
x 10 [rad] 
5 z (t )  2 5
s,3 +0.1" zs,15 (t ) +0.1 "
zs,80 ( t ) 
+0.1"
0 0 0 

  −0.1"
−0.1" −0.1 "

-5 -2 -5
0 1000 t[s] 2000 0 1000 t[s] 2000 0 1000 t[s] 2000
zr ( t ) =0; Tf = 3s zr ( t ) =0; Tf = 15s zr ( t ) =0; Tf = 80s

Fig. 1.14 Step responses and stochastic performance of spacecraft attitude control system with
triple pole placement

achieved in a space telescope. It is evident that setting Tf D 80 Œs would enable this

accuracy to be achieved but this would need Ts D 1; 440 s. Long settling times are
common for spacecraft attitude control due to the limited actuator torque and power,
but the state-space control structure with the observer introduced in Chap. 3 avoids
settling times as long as in Fig. 1.14. The principles learnt through this example are
relevant to many other applications but, of course, with different parameter values,
such as Ts , which could be as little as a few tens of milliseconds for an earthbound
electric drive.
By now, the reader will wonder why the measurement noise filtering was not
applied to y(t) as well as ẏ(t). The primary reason is that early practitioners of
PID and PD controllers experiencing problems with actuator activity and control
saturation (the analogue output of the controller being driven to the voltage limits)
found that filtering ẏ(t) alone to be sufficient. The justification for this is that ẏ(t)
contains a higher proportion of noise at high frequencies than y(t). Before leaving
this topic, however, filtering of y(t) too will be considered, as this leads to another
form of traditional controller, i.e. the lead compensator. This controller is defined
by the following transfer function relationships:

E.s/ D Yr .s/  Y .s/

(1.54)
U.s/ D Gc .s/E.s/ D K 1C˛sT
1CsT
E.s/

where K is the controller gain, T is the time constant of the built-in low-pass filter
and ˛ is a constant set to a value greater than unity to obtain a controller action
1.3 Review of Traditional PID Controllers and Their Variants 31

similar to derivative action. The term, compensator, comes from the frequency
domain as it is used to shape the amplitude and phase responses of the open-
loop system with transfer function, Y .s/=E.s/ D Gc .s/Gp .s/, where Gp .s/ D
Y .s/=U.s/ is the plant transfer function, in a way that is guaranteed to improve
the
ˇ closed-loop
ˇ performance. So a plant with a poor amplitude and phase response,
ˇGp .j!/ˇ ∠p .!/, in the sense of having inadequate gain and phase margins
[briefly discussed in Chap. 3] is cascaded with the compensator having an amplitude
and phase response, jGc .j!/j ∠c .!/, toˇ yield aˇ more satisfactory combined
open-loop amplitude and phase response, ˇGp .j!/ˇ jGc .j!/j ∠p .!/ C c .!/.
This approach to control system design that entails elements of trial and error
is traditional and widely documented. It is not dealt with in detail here as the
other methods presented in this book are not only capable of producing equally
satisfactory performance but can guarantee that the closed-loop system is closely
approximated by a known differential equation relating yr (t) to y(t), which is very
useful in certain applications, such as motion control (Chap. 10).
If the traditional PD controller with the transfer function relationships,
P
E.s/ D Yr .s/  Y .s/; E.s/ D YPr .s/  YP .s/ D sYr .s/  sY .s/
U 0 .s/ D KP E.s/ C KD E.s/
P ; (1.55)

is taken and the previous low-pass filter applied to Y(s) as well as Ẏ(s), also to Yr (s)
and Ẏr (s) to compare like with like when forming E(s) and ė(s), then the transfer
function relationships of the resulting modified controller are

1
E.s/ D Yr .s/  Y .s/; Ef .s/ D 1CsT P D YPr .s/  YP .s/; EP f .s/ D 1 E.s/
E.s/; E.s/ P
f 1CsTf
P KP CKD s
U.s/ D KP Ef .s/ C KD Ef .s/ D KP Ef .s/ C KD sEf .s/ D 1CsTf E.s/;

i.e.

E.s/ D Yr .s/  Y .s/

and
 
KP C KD s
U.s/ D E.s/: (1.56)
1 C sTf

Then direct comparison with (1.54) reveals that this combined filter and PD
controller are the same as the phase-lead compensator if
KD
Tf D T; KP D K and ˛ D : (1.57)
K P Tf
For completeness, the spacecraft attitude control example will now be continued
by applying the triple pole assignment method using the modified controller, the
control system block diagram being shown in Fig. 1.15.
32 1 Introduction

Fig. 1.15 Modified Nm ( s )

single-axis, rigid-body
Yr ( s ) + KP + KDs U (s) b Z (s) + Y (s)
spacecraft attitude control 0
system with significant − 1 + sTf s2 +
measurement noise
Filtered PD
Controller

Setting Nm .s/ D 0 as this external input is not needed for the pole assignment
and setting Tf D 1=p as previously, the closed-loop transfer function is
 
.KP CKD s/p
Y .s/ sCp
: bs 02 .KP p C KD ps/ b0
D   D 3 2 C K pb s C K pb
: (1.58)
Yr .s/ .KP CKD s/p b0 s C ps
1C sCp : s2
D 0 P 0

Equating the denominator of (1.58) to the closed-loop characteristic polynomial

for placement of the closed-loop poles at s1;2;3 D r as previously yields

s 3 C ps 2 C KD pb0 s C KP pb0 D .s C r/3 D s 3 C 3rs 2 C 3r 2 s C r 3 : (1.59)

First the filtering time constant, Tf , is chosen according to the cut-off frequency,
1/Tf [rad/s], required. According to (1.59), this fixes the triple closed-loop pole
location. Then the equations for the controller gains follow. Thus,

p 3r 2 r3
rD ; KD D and KP D : (1.60)
3 pb0 pb0

In this case there is a zero introduced by the controller with magnitude, KP =KD D
r=3 (in contrast to 3r in the system of Fig. 1.12b), so the zero has a smaller
magnitude than the triple pole, and according to the theory to be presented in
Sect. 1.4.4.3, this will cause a significant overshoot in the step response. Figure 1.16
shows the results corresponding to those of Fig. 1.14 obtained previously with a DP
controller and output derivative filtering.
Figure 1.16a–c confirm the overshoot and since the ratio between the zero and
pole magnitudes remains constant at 1 : 3, the percentage overshoot is the same in
each case (Chap. 4). Comparing the stochastic performances displayed in Figs. 1.16
and 1.14d, e, f reveals that the introduction of the filtering of the measurement as
well as its derivative does not produce a visible reduction in the random errors,
confirming that output derivative filtering alone is sufficient.

1.3.5 Anti-windup Loop for Integral Term

Every control actuator has finite upper and lower limits on its output due to the
hardware limitations. For example, the power electronics feeding a motor in an
1.3 Review of Traditional PID Controllers and Their Variants 33

a -5 b -5 c -5
x 10 x 10 x 10
4 4 4
zd,3 ( t ) zr ( t ) zd,15 ( t )
zr ( t )
2 2 2 zs,80 ( t )
zr ( t ) zs,15 ( t )
zs,3 ( t ) zd,80 ( t )
0 0 0

0 1000 t[ s ] 2000 0 1000 t[ s ] 2000 0 1000 t[ s ] 2000

Step; Tf = 3s; Ts = 54s Step; Tf = 15s; Ts = 270s Step; Tf = 80s; Ts = 1440s
d -6 e x 10-6 f x 10-7
x 10
5  2  5
+0.1 " zs,3 ( t ) zs,15 ( t ) +0.1 " 
zs,80 ( t ) +0.1"

0 0 0

  −0.1"
−0.1 " −0.1 "

-5 -2 -5
0 1000 t[ s ] 2000 0 1000 t[ s ] 2000 0 1000 t[ s ] 2000
zr ( t ) =0; Tf = 3s zr ( t ) =0; Tf = 15s zr ( t ) =0; Tf = 80s

Fig. 1.16 Step responses and stochastic performance of modified spacecraft attitude control
system with triple pole placement

Fig. 1.17 PID controller PI Controller d

applied to plant showing the
control saturation limits KP umax
yr + e + u′ u − y
Plant
− + umin +
KI ∫ dt
x

electric drive is operated with finite power supply voltages and if the controller
demands a higher voltage, then the actual voltage supplied to the motor will fall
short of that demanded and saturate at one of the limits. In other applications such
as various forms of heating (Chap. 2), the control variable is only positive to yield
a positive temperature of the heating element, no provision being made for cooling,
so the lower limit of the control variable is zero.
Due to the control variable constraints, any control loop containing an integral
term to avoid a steady-state error with a constant reference input can experi-
ence problems during the transient operation following the initial loop closure,
step changes in the reference input or suddenly applied external disturbances.
Figure 1.17 shows the simplest and most familiar of these, i.e. PI control loop with
the nonlinear saturation element inserted between the control input, u0 , demanded
by the controller and the physically realisable control input, u.
The central segment of the transfer characteristic between u0 and u has unity
slope and passes through the origin as u D u0 in absence of the control saturation.
34 1 Introduction

By convention, the abscissa is the input and the ordinate is the output. In many
applications where the actuator is able to deliver positive or negative outputs, umin D
umax and therefore the origin lies at the midpoint of the segment with unity slope,
but in others, such as the heating applications already mentioned, umin D 0 and the
origin lies at the lower saturation point.
With reference to Fig. 1.17, consider first the control system operation with yr and
d piecewise constant assuming that the controller gains, KP and KI , are adjusted to
yield a specified transient performance. If any change in yr or d takes place, then the
ensuing transient should include changes in u(t) that act through the plant to bring
the integrator output, x(t), to the constant value required to maintain zero steady-
state error, i.e. e.t/ ! ess D 0 (Sect. 1.3.1). For a sufficiently large change in yr or
d, u(t) will just reach one of the saturation limits and the system operation remains
linear. For any change in yr or d larger than this, u0 (t) will exceed the saturation limit
and u(t) will saturate at umax or umin , depending on the sign of yr or d and therefore
the system enters nonlinear operation. It should be noted that unlike a linear system,
the dynamic character and even the stability of a nonlinear system depends upon
the initial values of the system variables and the values of its inputs (Chap. 2).
Prediction of such behaviour analytically is often very difficult and therefore a
practicable approach to this task is simulation. During this saturation, the system
cannot drive e(t) to zero as fast as it would without the saturation, thereby increasing
the settling time beyond that specified. Unfortunately, the system as it stands in
Fig. 1.17 can suffer from worse problems for even larger changes in yr or d. It
should be stressed that the system behaviour under control saturation depends upon
the type of the plant, i.e. the number of pure integrators it has in the forward path.
Suppose first that the plant is of type ‘0’ and that the steady-state value, uss , of u(t),
needed to maintain zero steady-state error, lies outside the control saturation limits.
Then it will be impossible for the steady-state error to be zero. u will then remain
at the saturation limit, while y(t) settles to a steady-state value of yss D KDC umax
or yss D KDC umin , depending on the sign of yr or d, where KDC is the DC gain
of the plant. This will differ from yr , resulting in a constant non-zero steady-state
error, ess D yr  yss , at the input of the integrator. The integrator usually resides in
the software of the digital processor implementing the controller (Chap. 5) and its
output will therefore ramp indefinitely and u0 .t/ D x.t/ C KP ess will do likewise.
The plant will remain in steady state under unidirectional control saturation, while
x(t) and u(t) continue to ramp. If eventually the cause of the problem is removed, i.e.
yr or d changes to a value for which u0ss D uss 2 .umin ; umax / leading to ess D 0, then
the system will come out of saturation and settle correctly but will take a very long
time to do so because the integrator output, x(t), will have reached a relatively high
value and the system will undergo a transient of long duration to drive it towards the
correct steady-state value, xss . The integrator ramping effect has been described as
integral windup, the analogy being the storage of potential energy in a clock spring
as it is wound up. In an analogue controller, the charge on the feedback capacitor
of the integrator’s operational amplifier ramps up (but saturates at one of the power
supply voltages) and also causes stored physical energy that eventually must be
1.3 Review of Traditional PID Controllers and Their Variants 35

dissipated. In the modern digital implementation, however, the system mimics this
energy storage but only if, as in the case of the traditional controllers, the control
algorithm is based on the linearised equations of the analogue electronic controller
(Chap. 5).
If the plant is of type ‘1’ or greater, then if yr or d changes to a value for
which uss … .umin ; umax /, the control will saturate initially but the plant output
cannot reach a steady state as occurs for type ‘0’ plants. For a constant saturated
control input, the output must be changing due to the presence of at least one pure
integrator in the forward path of the plant. Depending upon the particular plant
and the controller gain settings, the control may remain in saturation, while the
plant output grows indefinitely in one direction, indicating monotonic instability. It
may subsequently come out of saturation but be driven into the opposite saturation
limit, this process being repeated so that the control variable oscillates between
the two saturation limits while the other variables oscillate, usually with increasing
amplitude, indicating oscillatory instability. At best, the system might enter a stable
limit cycle (Chap. 7) in which all the variables oscillate, being periodic functions.
So the integral windup as defined above cannot take place unless the plant is of type
‘1’, but the integrator output, x(t), could undergo much larger excursions than it
would without the control saturation and, as will be seen by example, the measures
that can be taken to prevent integral windup with type ‘0’ plants can improve the
control system behaviour with plants of type ‘1’ or greater under control saturation.
The traditional way of preventing integral windup is to close an additional control
loop around the output of the integrator to keep the demanded control, u0 (t), at
the control saturation limit it would otherwise exceed. This indirectly keeps the
integrator output, x(t), to much smaller values than it would otherwise reach. The
general block diagram of this scheme is shown in Fig. 1.18. Since it contains a
nonlinear element, formally it should not contain transfer functions and Laplace
transformed signals, as these are only applicable to linear systems, but this is
® ®
a commonly accepted notation, as can be seen in the MATLAB –SIMULINK
block diagrams. It should be understood, however, that for any block diagram
containing nonlinear elements, linear analysis such as the application of Mason’s
formula (Appendix A4) can only be applied to linear subsystems within the diagram.

Anti-windup loop D(s)

K Ec ( s ) − +

Yr ( s ) + E ( s ) + EI ( s ) K X ( s ) U ′( s ) umax U ( s ) − Y (s)
I
Plant
− + s + + umin +

Controller with Uc ( s)
Integral Term

Fig. 1.18 Feedback loop method for integral anti-windup

36 1 Introduction

An example is the anti-windup loop of Fig. 1.18. Linear analysis can only be applied
to a system if it is assumed to operate in a linear regime. For example, the system of
Fig. 1.18 would have to be operating within the control saturation limits.
The control component, Uc (s), is the proportional term output for the PI or IP
controllers and the sum of the proportional and derivative term outputs for the PID
or IPD controllers. In the time domain, for unsaturated operation, u.t/ D u0 .t/ )
ec .t/ D 0 and the anti-windup loop is inactive. Whenever u0 .t/ > umax , however,
u(t) saturates at umax . Consequently the anti-windup loop actuation error, ec .t/ D
u.t/  u0 .t/ D umax  u0 .t/, becomes negative and through the gain, K, controls
the integrator output, x(t), to drive ec (t) back towards zero and hence drive u0 (t)
back towards umax . Similarly, whenever u0 .t/ < umin , the anti-windup loop controls
the integrator output, x(t), to drive u0 (t) back towards umin . Thus, the effect of the
anti-windup loop is to keep u0 .t/ D umin  " or umax C ", where j"j << umax 
umin whenever u.t/ D umin or umax , provided the gain, K, is sufficiently large. To
determine a suitable value of K, some simple analysis may be carried out on the first-
order anti-windup loop. With reference to Fig. 1.18, when the loop is active, u.t/ D
umax or umin is regarded as the reference input, while u0 (t) is the controlled output
and uc (t) is regarded as an external disturbance. The transfer function relationship
of the loop is then
KKI
C 1:Uc .s/
s U.s/ KKI U.s/ C sUc .s/
U 0 .s/ D
KKI

D : (1.61)
1  s s C KKI

If K is increased indefinitely, then

lim U 0 .s/ D U.s/

; (1.62)
K !1

indicating complete rejection of uc (t) and ideal following of u(t). In practice,

however, K is limited by the discrete implementation. According to the theory of
Chap. 5, if the sampling period is h seconds, then

K 2 .0; 2= .KI h// : (1.63)

Next, the performances of two control systems embodying integral terms in their
controllers will be compared by simulations with and without anti-integral windup.
The first example is the PID control of an electric kiln with two dominant first-order
modes having time constants, T1 for the refractory bricks and T2 for the work-piece
(Chap. 2), and DC gain, KDC , as shown in Fig. 1.19.
This is a type ‘0’ plant for which the integral anti-windup is the most beneficial.
First, rather than the attempt to tune the controller by trial and error, the pole
placement method generalised in Chap. 3 will be applied to calculate the controller
gains that yield an acceptable step response assuming that the system is operating
within the saturation limits and therefore linear. In this case, u.s/ D u0 .s/ and
1.3 Review of Traditional PID Controllers and Their Variants 37

KP
Yr ( s ) + E (s) K I X ( s ) + U ′ ( s ) umax U (s) K DC Y (s)
− s + + 0 (1 + sT1 )(1 + sT2 )
KDs

Fig. 1.19 PID control of an electric kiln showing the control saturation limits

therefore the nonlinear element can be removed. Before deriving the closed-loop
transfer function, the work will be simplified by setting

KDC
KDC KDC T1 T2
D D  
.1 C sT1 / .1 C sT2 / T1 T2 s 2 C .T1 C T2 / s C 1 2
1 1 1
s C C T2 s C
T1 T1 T2
b0
D 2 : (1.64)
s C a1 s C a0
Then the closed-loop system block diagram becomes that of Fig. 1.7 and the closed-
loop transfer function has already been derived as (1.30) which is

y.s/ K D s 2 C K P s C K I b0
D 3 : (1.65)
yr .s/ s C .a1 C KD b0 / s 2 C .a0 C KP b0 / s C KI b0

As in the previous section, the author’s 5 % settling time formula for linear systems
(Chap. 3) will be applied to achieve a non-oscillatory step response with a settling
time of Ts seconds to determine the desired characteristic polynomial and the gains
determined by choosing them to realise this polynomial. Thus,

s 3 C .a1 C KD b0 / s 2 C .a0 C KP b0 / s C KI b0 D .s C p/3 D s 3 C 3ps 2

2 3
2 C3p
sCp )
KD D .3p  a1 / =b0 ; KP D 3p  a0 =b0 and KI D p 3 =b0 ;
(1.66)

where p D 6=Ts. The workpiece temperature transducer output can be converted

numerically to ı C and so this will be taken as the units of y. To determine typical
plant parameters, full power will be produced by u D umax and applying this
permanently will yield a steady-state temperature of yss D 1; 000 ı C. Taking u as
an analogue voltage with umax D 10 ŒV yields the DC gain as Kdc D yss =umax D
100 ı C=V. The time constants will be taken as T1 D 200 s and T2 D 50 s. It should
be ensured that u0 (t) does not go negative, i.e., below the lower saturation limit.
38 1 Introduction

a b c
[°C] 1000 1500
yr ( t ) = 1200h(t )
400 [°C] [°C]
ess
1000
yr ( t ) = 400h(t ) yr ( t ) = 800h(t )
500 y (t )
200 y (t ) 500

0 0 0
0 1000 t[s] 2000 0 1000 t[s] 2000 0 1000 t[s] 2000

20 100
10 umax u′ ( t )
[V] [V] [V]
u (t ) , u′ (t ) x (t ) umax
5 10 50 u′ ( t )

x (t ) u (t ) x (t ) u ( t ) = umax
10
0 0 0
0 1000 t[s] 2000 0 1000 t[s] 2000 0 1000 t[s] 2000
400° reference: 800° reference: 1200° reference:
linear operation initial control saturation integral wind-up

Fig. 1.20 Step responses of kiln PID control system with and without control saturation

To achieve this, a relatively long settling time has to be chosen to enable linear oper-
ation and this is Ts D 600 s. As will be seen in Chaps. 6 and 7, much shorter settling
times can be achieved for such plants with nonlinear time-optimal controllers.
Figure 1.20 shows step response simulations for the control system of Fig. 1.19
without integral anti-windup. In Fig. 1.20a, the small overshoot in y(t) is due to the
zeros introduced by the PID controller (Sect. 1.4.4).
This example illustrates all that has been stated earlier in this subsection about
the effects of control saturation with type ‘0’ plants containing integral terms. In
Fig. 1.20b, c, u0 (t) and x(t) exceed the maximum voltage limit of 10 V but they
are not physical voltages (in contrast to u(t)) but are variables within the digital
processor implementing the controller and are not subject to this constraint.
Figure 1.23 compares the performances of the control system of Fig. 1.19 with
and without integral anti-windup.
A 1, 200 [ı C] step reference input is first applied and followed by a step change
in the reference input to 800 ı C at t D 3; 000 Œs , which is within the system
capability. Integral windup occurs without the preventive measure since the system
cannot meet the demand of yr .t/ D 1; 200 Œı C and therefore saturates at yss D
1; 000 Œı C . Figure 1.21a shows the integral windup taking place, causing x(t) and
hence u0 (t) to ramp up. After the reduction of yr (t) to 800 ı C, there is a long delay
before the control comes out of saturation due to the time taken for x(t) and hence
u0 (t) to ramp down again. The system is seen to recover after t D 7; 000 s. In
Fig. 1.21b the response to the reduction in yr (t) at t D 3; 000 s is almost immediate
thanks to the integral anti-windup preventing x(t) increasing beyond the value for
1.3 Review of Traditional PID Controllers and Their Variants 39

a b 1500
1500
yr ( t ) yr ( t )
1000 1000
y (t ) y (t ) ess
ess
500 500
[°C] [°C]
0 0
100 +∞
[V] +∞ u ′ ( t ) 10
x (t ) [V]
50 −∞ u ′ ( t ) u (t ) , u′ (t )
x (t )
0
−∞ ( u ′ ( t ) )
u (t ) x (t )
-10
0
0 2000 4000 6000 8000 0 2000 4000 6000 8000
t[s] t[s]

Fig. 1.21 Comparison of performances of kiln PID control system. (a) without integral anti-
windup and (b) with integral anti-windup

a 1500 b 1500
yr ( t) yr ( t)
1000 1000
y ( t) ess y ( t) ess
500 500
[°C] [°C]
0 0

100 x( t) 40
x (t)
[V] [V]
50 u′ ( t) u (t) 20 u ( t ) , u′ ( t)
0
0
0 2000 4000 6000 8000 0 2000 4000 6000 8000
t [s] t [s]

Fig. 1.22 Comparison of performances of kiln IPD control system. (a) without integral anti-
windup and (b) with integral anti-windup

which u(t) saturates. The infinite spikes in u0 (t), indicated by the arrows, are due
to the action of the derivative term on the step changes in y(t). The jumps in u0 (t)
are caused by the steps in yr (t) being fed forward via the proportional term. These
discontinuities are the cause of the overshoot in Fig. 1.21b in the response to the
step reduction in yr (t) at t D 3; 000 s.
An interesting further comparison is the control of the same kiln with the same
controller gain settlings but using an IPD controller. The simulation results of
Fig. 1.22 correspond with those of Fig. 1.21 and may be compared directly.
Now the effect of the integral anti-windup loop on the performance of a
control system including a plant of type ‘2’ will be considered. The exam-
ple taken is a vacuum air-bearing linear motor-actuated position control where
the integral term has been included to counteract constant external disturbance
forces to yield a zero steady-state error. In this case, an IPD controller is used.
40 1 Introduction

D(s)
Yr ( s ) + E (s) K X (s) + + U ′( s ) umax U ( s ) − b0 Y (s)
I
− s − − −umax + s2
KP K Ds

Fig. 1.23 IPD control of mass on linear motor-actuated vacuum air bearing

This achieves a non-overshooting step response with coincident pole placement, as

in this application it is often essential to approach a new position monotonically
from one side only. A relevant application is numerical machine tool control in
which overshooting would cause the material to be erroneously removed from
a workpiece that could not be replaced. The system block diagram is shown in
Fig. 1.23.
Using Mason’s formula (Appendix A4), without control saturation, the closed-
loop transfer function is

K I b0
Y .s/ s3 K I b0
D h
i D s 3 C b .K s 2 C K s C K / : (1.67)
Yr .s/ b
1   s 20 KD s C KP C KI 0 D P I
s

Again utilising the author’s 5 % settling time formula (Chap. 4) for coincident
closed-loop poles yields the desired characteristic polynomial, which is equated to
the denominator of (1.67). Thus, with a D 6=Ts, where Ts is the settling time,

.s C a/3 D s 3 C 3as 2 C 3a2 s C a3 D s 3 C b0 KD s 2 C KP s C KI )

(1.68)
KD D 3a=b0 ; KP D 3a2 =b0 and KI D a3 =b0 :

The plant parameters are taken from an experimental rig at the Mechatronics
Research Institute of the Bern Fachhochschule, Switzerland, and are mass, M D
3:3 Œkg ; linear motor force constant Km D 11:1 ŒN=A and transconductance
amplifier constant Ka D 0:8 ŒA=V . This yields b0 D Km Ka =M D 2:69 ŒN=V . In
the simulations of Fig. 1.24, Ts is set to 0.1 [s]. Note the contrast of the practicable
timescale of this application with the previous spacecraft attitude control and heating
applications. This is possible due to the relatively high power ratings of the motors of
electric drives.
Figure 1.24a shows a response to a step reference position of 1 Œm 
106 Œm , which is on a scale appropriate to integrated circuit manufacturing
operations for which this type of air bearing is suited. This response is without
control saturation and without any external disturbance. In Fig. 1.24b–f, the
reference input is held at zero to attempt to hold the mass in a fixed position, while
a step disturbance force is applied at t D 0 s and held constant until t D 0:4 s
when it is removed. The control force acting on the mass is proportional to u(t)
so in Fig. 1.24a, the initial positive-going portion of u(t) accelerates the mass.
1.3 Review of Traditional PID Controllers and Their Variants 41

a ×10−6 b ×10−3
[ m] 1 [ m] 2
yr ( t ) y (t )
0.8 1
y (t ) yr ( t ) = 0
0.6 0
0.4 y (t )
-1
0.2
0 -2
×10−4
[V] 5 10 u (t ) = u′(t )
4 u (t ) = u′(t ) [V] 8
3 x(t ) * 0.1 6 x(t )
2 4
1 d (t ) = 0 2 x(t )
0
-1 0 u (t ) = u ′(t ) d (t )
-2 -2
0 0.05 0.1 0.15 t [s] 0.2 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 t [s]
yr (t ) = 0.1m step (linear operation) d (t ) = 0.8umax step (linear operation)
c ×10−3 d ×10−3
[ m] 4
6
y (t )
[ m] 2
y (t )
1 yr (t ) = 0
2 y ( t ) 0
0 -1
yr (t ) = 0 -2 y (t )
-2 -3
-4 -4
-6 -5
10 10
d (t )
[V] 8 u(t )
[V] 5 x (t )
6
4 x (t ) * 0.1 0 d (t )
2 x (t ) u (t ) ≅ u ′(t )
-5
0 u ′(t ) * 0.1 u(t )
-2 -10
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7t [s] 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 t [s]
d (t ) = 0.95umax step (no anti-windup) d (t ) = 0.95umax step (anti-windup)
e f
0.9 0.05
0.8 [ m] 0
0.6 y (t ) yr (t ) = 0
-0.05
0.4
0.2 -0.1 y (t )
yr (t ) = 0
[ m] 0 -0.15
-0.2 -0.2
40 15
[V] 0 10
d (t ) [V] 5 d (t ) u (t ) ≅ u ′(t )
u (t )
-40 0
0.01x (t )
-5
-80 0.01u ′(t ) 0.01x (t )
-10
-120 -15
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7t [s] 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 t [s]
d (t ) = 1.05umax step (no anti-windup) d (t ) = 1.05umax step (anti-windup)

Fig. 1.24 Responses of vacuum air-bearing IPD control system

42 1 Introduction

Also in Fig. 1.24a, the negative-going portion of u(t) decelerates it and brings it
to rest in the steady state at the required position. It is important to note that the
output, x(t), of the integral term would go to zero in a PID controller used in the
same situation (due to the plant being of type ‘2’), but it rises to a constant value in
the IPD controller because, with reference to Fig. 1.23, it is the only controller term
acting on the error and the proportional term only acts on the controlled output, y(t).
In Fig. 1.24b, the application and removal of the disturbance force step are
followed by equal and opposite transient position errors that decay to zero in the
steady state, as expected with linear operation. It should be noted that although
the control system is not driven into saturation, a disturbance force of 80 % of the
maximum available control force magnitude is relatively high.
In Fig. 1.24c, d, the very high level of disturbance force (95 % of the maximum
control force magnitude) causes initial control saturation, and therefore without
the integral anti-windup (Fig. 1.24c), a relatively large excursion of the integrator
output, x(t), and therefore the demanded control variable, u0 (t), occurs, keeping
u(t) saturated for too long, causing the first relatively large positive position error
peak. This does not occur in Fig. 1.24d due the integral anti-windup loop keeping
u0 .t/ Š umax as soon as the system first enters control saturation, indirectly keeping
x(t) to smaller proportions. Hence, u(t) comes out of saturation sooner than in
Fig. 1.24d and the positive position error peak does not occur while the disturbance
force is still being applied. The overall result with integral anti-windup is similar to
that of Fig. 1.24b but the negative error transient is larger than the positive one due
to the initial control saturation.
In Fig. 1.24e, f, the disturbance force is greater in magnitude than the available
control force and therefore the system cannot possibly control the mass position
during application of this disturbance. In Fig. 1.24e, the prolonged initial control
saturation due to the large positive excursion of x(t) causes the first positive position
error to be so large that the following negative-going control that attempts to correct
it also saturates resulting in a large negative excursion of x(t) and the process
repeats. Even after the disturbance force is removed, the system has entered an
oscillatory instability from which it cannot recover. Fortunately, the introduction of
the integral anti-windup in Fig. 1.24f keeps x(t) to relatively small proportions and
the system is able to immediately recover from the uncontrollable situation once
the disturbance force is removed. Such a disturbance force, of course, would not
be expected in normal operation, but under mechanical fault conditions, it might
occur. Also, the position error excursions are larger than would be possible in most
practical applications, as the controlled mass would be constrained by end stops. In
the system simulated, this imposes position error limits of ˙0:01 Œm . Figure 1.24e,
f indicate the system behaviour without them.
It is important to note that modern digital implementation media renders practica-
ble more sophisticated nonlinear control techniques for plants operating with control
saturation that can enable satisfactory operation where linear controllers would yield
excessive overshooting or instability.
In overall conclusion, anti-windup is highly recommended in any application
using traditional controllers with integral terms. In such applications where the
1.4 Dominance in the Pole–Zero Distribution 43

effects of control saturation would be catastrophic without integral anti-windup,

regarding safety or costly damage to the plant, its inclusion would be essential.

1.4 Dominance in the Pole–Zero Distribution

1.4.1 Background

When characterising a linear control system by means of its set of closed-loop poles
and zeros, it is sometimes possible to identify a subset that has more influence on
the transient response than the others. This enables a simplified transfer function
to be formed of a system having nearly the same transient performance. The poles
and zeros of this transfer function will be referred to as dominant poles and zeros.
As will be seen, with appropriate control techniques, the control system designer
can exercise a great deal of influence over the closed-loop pole locations and can
therefore take advantage of pole dominance. Plant zeros, on the other hand, are
invariant with respect to the loop closure, but sometimes it is practicable to design
the controller to place some of the closed-loop poles to cancel these zeros, or near
them to reduce their unwanted effects. In general, the degree of dominance of the
plant zeros will influence the choice of the closed-loop poles.
This section is concerned principally with closed-loop linear control systems. It
is, however, possible to apply the principles of pole and zero dominance to linear
plant models in order to arrive at simplified models for control system design, but
this approach must be taken with extreme caution because the loop closure via
any linear controller can shift the poles that were apparently insignificant in the
plant model to significant closed-loop positions, thereby causing departure from the
intended dynamic performance or even instability.
The following sections quantify pole and zero dominance by means of two
parameters (due to author) that can aid control system design. One is the pole-to-
pole dominance ratio that enables the influence of one pole or group of poles on the
closed loop dynamic performance to be compared with that of another pole or group
of poles. The other is the pole-to-zero dominance ratio that enables assessment of
the effect of a pole or group of poles closer to the origin of the s-plane than a zero or
group of zeros in reducing the influence of that zero or group of zeros on the closed-
loop dynamic performance. An understanding of the system modes defined in the
following subsection is needed to develop criteria for selection of a set of poles and
zeros for a simplified transfer function using the dominance ratios.

1.4.2 Modes of Linear Systems

Consider a closed-loop control system whose poles, si , i D 1; 2; : : : ; n, have

negative real parts, which is a prerequisite for stability. Then, without reference to
the control system structure, its transfer function may be expressed as
44 1 Introduction

Y
n Y
m
pi .s C zk /
Y .s/ i D1 kD1
X
nd
Ai
D KDCL m : n D
Yr .s/ Y Y s C pi
i D1
zk .s C pi / „ ƒ‚ …
kD1 i D1 Terms from
distinct poles
X
nm
X
nm X
mj
Aj k n D nd C mj ;
C
k ; j D1
j D1 kD1 s C pj
„ ƒ‚ … m<n
Terms from
repeated real poles
(1.69)

where KDCL is the closed-loop DC gain. It should be noted that (1.69) is simplified
by including any complex conjugate pairs of poles in the set of distinct poles, which
do not have to be real. This is elaborated in Sect. 1.4.2.2. Repeated closed-loop real
poles are included as they are often a design goal, a simple example being a critically
damped second-order system.
The presence of any finite zeros in the transfer function is not immediately
evident from the partial fraction expansion but is reflected in the relative weightings
of the coefficients, Ai , i D 1; 2; : : : ; nd and Ajk , j D 1; 2; : : : ; nm , k D
1; 2; : : : ; mj .
The reference input, yr (t), to be considered to assess the dynamic character of
a system is the Dirac delta impulse function, ı(t), that is an infinite Z impulse of
1
infinitesimal duration commencing at t D 0 and of unit strength, i.e. ı.t/ dt D
0
1. Henceforth, this will be referred to as the unit impulse function. This, of course,
is impracticable as a test signal for a physical system. It is useful, however, for
mathematical analysis because it excites the system only at t D 0C and the
ensuing transient will not be further influenced by the input and therefore reflect
the dynamic character of the system. Three different types of contribution to the
impulse response, yı (t), will be identified according to the type of behaviour they
represent, associated with (a) real distinct poles, (b) complex conjugate pole pairs
and (c) repeated poles. These contributions are referred to as modes.

1.4.2.1 Exponential Modes

After taking the inverse Laplace transform of the distinct pole part of the partial
fraction expansion (1.69), it is evident that each real pole at sk D pk , pk > 0, will
contribute a component of yı (t) equal to

Ak e pk t D Ak e t =pk (1.70)

1.4 Dominance in the Pole–Zero Distribution 45

where Tpk will be called the time constant of the kth pole. The system behaviour
represented by a term such as e t =Tpk is called an exponential mode of the system.

1.4.2.2 Oscillatory Modes

Each oscillatory mode is associated with a pair of complex conjugate poles and
is therefore represented by two terms in the partial fraction expansion (1.69). Let
Al A
these two terms be adjacent in the sequence, meaning that sCp l
and sCplC1
lC1
are
terms corresponding to poles at sl D pl and slC1 D plC1 D p l , where p l
represents the complex conjugate of pl . It should also be noted that AlC1 D Al .
These two terms are then combined to determine the contributing component of the
impulse response, which involves only real coefficients. Thus,

Al AlC1 Bl C jCl Bl  jCl 2 .Bl s C Bl rl C Cl ql /

C D C D :
s C pl s C plC1 s C rl C j ql s C rl  j ql .s C rl /2 C ql2
(1.71)

Taking the inverse Laplace transform (Table 1 in Tables) then yields

2e rl t ŒCl sin .ql t/ C Bl cos .ql t/ D 2e t =Tpl ŒCl sin .ql t/ C Bl cos .ql t/
q
D 2 Cl2 C Bl2 e t =Tpl sin .ql t C l / ; l D tan1 .Bl =Cl / : (1.72)

where Tpl is the time constant of the complex conjugate pole pair. The system
behaviour represented by a term such as e t =Tpl sin .ql t C l / is an oscillatory
mode.

1.4.2.3 Polynomial Exponential Modes

With reference to the repeated pole part of the partial fraction expansion in (1.69)
and again using a table of Laplace transforms (Table 1 in Tables), each real pole of
multiplicity, mj , at sk D pj , pj > 0, will contribute a component to yı (t) given by

Xmj Xmj Aj k
zj .t/ D e pj t Cj k t k1 D e t =Tpj Cj k t k1 ; where Cj k D :
kD1 kD1 .k  1/Š
(1.73)

The term, mode, is usually used in connection with the analysis of uncontrolled
plants or other dynamical systems, such as a vibrating structure of a building
subject to seismic disturbances. Since it would be rare to find instances of repeated
poles in the mathematical models of such systems, literature elsewhere does
not contain a name for the associated mode. The partial fraction expansion of
46 1 Introduction

(1.69), however, caters for repeated closed-loop poles since they may be chosen
in the model-based approach to control system design to achieve a smooth, non-
overshooting step response. Hence, for completeness, the author has given the
name polynomial exponential
Xmj mode to the system behaviour represented by a
term such as e t =Tpj Cj k t k1 . This type of mode is characterised by the
kD1
dynamic behaviour consisting of one or more stationary points, determined by the
degree of the polynomial factor and ultimate decay towards zero caused by the
exponential factor sinceXthe closed-loop system is assumed to be stable. Although
mj
the polynomial factor, Cj k t k1 , becomes infinite as t increases indefinitely,
kD1
being dominated by the highest degree term, the exponential factor, e t =Tpj , will
ensure that zj .t/ ! 0 as t ! 1. This may be proven as follows.
Xmj
k1
t =Tpj
Xmj Cj k t
k1 kD1
lim e Cj k t D lim t =Tpj
t !1 kD1 t !1 e
Xmj
Cj k t k1
D lim X1 kD1
h
i i D 0: (1.74)
t !1
t=TPj = i Š
i D0

1.4.2.4 Modal Decomposition

The process of forming the partial fraction expansion (1.69) of the transfer function,
arranging the terms in groups according to the three mode categories and then taking
the inverse Laplace transform, results in

X
ne Xno
yı .t/ D Ak e t =TPk C Dl e t =TPl sin .ql t C l /
„ ƒ‚ … „ ƒ‚ …
kD1 lD1
Exponential Oscillatory
modes modes
X
nr Xmj
C e pj t Cj k t k1 : (1.75)
j D1 „ ƒ‚
kD1
…
Polynomial exponential modes

This is referred to as modal decomposition since the mathematical expressions

defining each mode appear separately as summed terms. In Chap. 2, this topic will
be revisited but in the state space and in connection with plant modelling.
Example 1.3 Modal decomposition of a 7th-order system
To demonstrate typical forms of the three types of mode defined above, modal
decomposition of a closed-loop system with a simple pole, a complex conjugate pair
of poles and a pole of multiplicity 4 will now be carried out. The poles are chosen to
1.4 Dominance in the Pole–Zero Distribution 47

emphasise the typical features of the different types of mode. A simulation will be
carried out to plot the system impulse response together with the three modes that
comprise this impulse response. The transfer function taken is

Y .s/ 16
D : (1.76)
Yr .s/ .s C 2/ .s C s C 8/ .s C 1/4
2

Carrying out the partial fraction expansion yields

Y .s/ A1 B1 s C B2 C1 C2 C3 C4
D C 2 C C 2
C 3
C
Yr .s/ sC2 „
„ƒ‚… s Cƒ‚ s C 8… s C 1 .s C 1/ .s C 1/ .s C 1/4
„ ƒ‚ …
Z3 .s/ Z2 .s/ Z1 .s/
(1.77)

where A1 D 0:4444, B1 D 0:2086, B2 D 0:2018, C1 D 0:6531, C2 D 0:4898,

C3 D 0 and C4 D 1:1429. The impulse response, y• (t) [i.e. y(t) when yr .t/ D ı.t/],
of the complete system is the sum of the modal impulse responses, z1 (t), z2 (t) and
z3 (t), which is the sum of the inverse Laplace transforms of the partial fraction terms
of the transfer function indicated in (1.77). Thus,

Exponential Oscillatory mode

mode ‚ …„ ƒ
‚ …„ ƒ .b  a/2 C ! 2 at
2t
y• .t/ D A1 e C B1 e sin .!t C /
„ ƒ‚ … !
z .t /
„ ƒ‚ …
3
z2 .t /

Polynomial exponential mode

‚  …„ ƒ

t 1 2 1 3
Ce C1 C C2 t C C3 t C C4 t ; (1.78)
2 6
„ ƒ‚ …
z1 .t /

p
where ! D 15=4, b D B2 =B1 , a D 1=8 and  D tan1 Œ!= .b  a/ . Figure 1.25
shows state-variable block diagrams (Chap. 2) that would generate z̈1 (t), z̈2 (t), z̈3 (t)
®
and ẏ• (t) if ı(t), which is not realisable, were to be applied in a MATLAB –
®
SIMULINK simulation. In this case, applying
Z Z the unit step function, h.t/ D
t t
ı ./ d, to the same system generates zPi ./ d D zi .t/, i D 1; 2; 3,
0 0
and hence y• .t/ D z1 .t/ C z2 .t/ C z3 .t/, as required. If block diagrams directly
realising the transfer functions of (1.77) were to be generated, then the result would
be similar to Fig. 1.25 but with the output trees containing the partial fraction
coefficients connected to the integrator outputs rather than their inputs as shown.
This is done to obtain the required impulse responses as the first derivatives of the
unit step responses, the reasoning being as follows. In the time domain, the input of
an integrator is the first derivative of its output.
48 1 Introduction

2
a

+
+

+
C1 C2 C3 C4 p (t )
1 −t 200
1 1 1 1 e
+

+
− s − s − s − s
0
z1 (t ) = e −t p (t )

+
+
-1
0 10 t [s] 20
+

0.4
+

b Polynomial exponential mode

B1 B2 z2 (t )
0.2
1 1 0.6
+

d
− s s 0
0.4 yδ ( t )
+ +

14
-0.2
0.2
-0.4
0 10 t [s] 20 0

+
Oscillatory mode
A1 + -0.2
0 10 t [s] 20
1 System impulse response
+

s-plane jω
−
( )
s e 0.4
− 1 − j 31 2 c
2 0.3
(*4)
1 0.2
Yr ( s ) = ⇒ −2 −1 0 σ z3 ( t )
s 0.1
yr ( t ) = h ( t )
(
− 1 + j 31 2 ) 0
0 10 t [s] 20
Pole locations to scale Exponential mode

Fig. 1.25 Impulse response of system and its modal decomposition

In Fig. 1.25a, the polynomial function, p.t/ D C1 C C2 t C 12 C3 t 2 C 16 C4 t 3 , is

plotted separately together with the function, e t , that multiplies it to produce the
modal impulse response, z1 (t), which decays despite p(t) growing rapidly.
It is evident that the oscillatory mode, z2 (t), of Fig. 1.25b greatly influences the
output yı (t) of Fig. 1.25d but the relatively rapidly decaying exponential mode of
Fig. 1.25 has very little influence.
In Fig. 1.25e, the polynomial exponential mode is associated with the pole at
1 with multiplicity, 4 (indicated by (* 4) above the pole location), the oscillatory
p
mode is associated with the complex conjugate pole pair at 0:5 ˙ 0:5j 31 and
the exponential mode is associated with the pole at 2. It is evident that the modes
associated with the poles closest to the imaginary axis of the s-plane have the most
influence on yı (t). This is shown to be generally true in the following sections.
It should be noted that the closed-loop poles are indicated by the symbol , while
open-loop or plant poles are indicated by the symbol .
1.4 Dominance in the Pole–Zero Distribution 49

1.4.3 Dominance in Pole Distributions

1.4.3.1 Pole Dominance Sequence

It is evident that all the three types of mode discussed above will decay at a
rate determined by the exponential factor, e t =TPi , i D 1; 2; ::; n, where
Tpi D 1=Re .si /, si being the pole value. It is important to realise that according
to the impulse response (1.69), the modes with the slowest exponential decay are
the most dominant and the poles associated with these slowest decaying modes are
said to be the most dominant poles. In the notation adopted here, a time constant
will be associated with every pole. For each real distinct pole, the time constant is
simply Tpi D 1=Re .si / D 1= jsi j. For an oscillatory exponential mode, the time
constants linked to the associated complex conjugate poles, sj and sj C1 D sj , are
both equal to the time constant of the exponential decay factor, i.e. Tpj D Tpj C1 D
1=Re .si / D 1=Re .si C1 /. Similarly, the time constant associated with a pole of
multiplicity, r, with value, sk , is Tpk D TpkC1 D    D TpkCr1 D 1=Re .sk / where
sk D skC1 D    D skCr1 . Suppose now that the poles are placed in a sequence
with reducing time constants, i.e. with increasing magnitudes of their real parts,
those with equal real parts or members of a multiple pole being placed together.
Then,

jRe .s1 /j  jRe .s2 /j      jRe .sn /j : (1.79)

and

Tp1  Tp2      Tpn : (1.80)

The poles are now ordered in decreasing degree of dominance. A procedure is

devised in the following section, using this sequence, to select a subset of the
closed-loop poles to form a reduced order, and therefore simplified, transfer function
representing almost the same behaviour as the original system.

1.4.3.2 Pole-to-Pole Dominance Ratio

Having arranged the poles in the sequence according to (1.79) and (1.80), the
following procedure selects the set of poles for the reduced-order model.

For i D 1; 2; ::; n W rpp i D Re .si C1 / =Re .si / D Tpi =Tpi C1 :
(1.81)
If rpp i  rpp min ; keep si C1 ; else the selection is complete:

where rpp i is the pole-to-pole dominance ratio of pole, si , with respect to pole,
si C1 , and rpp min is the minimum value of this ratio below which the degree
of dominance is deemed to be insufficient to simplify the transfer function.
50 1 Introduction

s3 jω
s7
s10 s9 s6 σ = σ min s5 s2 s1
0 σ
s8 ( rpp min − 1) Re( s5 )
s4

Dominated Pole dominance Dominant

pole group separation band pole group

( )
Re ( s6 ) − Re( s5 ) = rpp5 − 1 Re (s 5 )

Fig. 1.26 Illustration of pole dominance in the s-plane

The determination of rpp min will be addressed shortly. The greater rpp i , the greater
is the dominance of pole, si , over poles, si C1 , si C2 ,    and sn .
The criterion for determination of rpp min is that the impulse response correspond-
ing to the simplified transfer function closely approximates the impulse response of
the original system. For each system, however, the smallest suitable value of rpp min ,
which yields the lowest-order simplified transfer function, depends on the order of
the system and the distribution of its poles. The task may be simplified, however, by
finding a worst-case pole distribution that enables the minimum value of rpp min to
be found that will be suitable for all systems of a given order. rpp min can be regarded
as a measure of the minimum allowed separation between two groups of poles in
the direction of the real axis of the s-plane, in order for the group to the right be
sufficiently dominant to form the approximating transfer function, as illustrated in
Fig. 1.26.
In the dominated closed-loop pole group of this illustration, poles s7 , s8 , s9 and
s10 have less influence on the dynamic behaviour of the system than pole s6 , and
therefore, in the worst case, the dominated poles would all have equal real parts and
lie on the vertical line, D min . Also, the dominated poles have less influence
on poles, s1 , s2 , s3 and s4 of the dominant pole group than they have on dominant
pole, s5 . In view of this, the worst-case situation requiring the maximum width of
the pole dominance separation band is for the dominant pole group to have equal
real parts and the dominated pole group also to have equal real parts. This situation
could only occur in a control system design in which the closed-loop poles could all
be placed in desired locations. As will be seen in Chap. 8, such is the case in robust
pole placement but here there are no complex conjugate poles and therefore there
are only two multiple pole locations to consider. The very worst case demanding the
greatest pole dominance separation band for a given system order, n, would be just
one dominant pole and n  1 colocated dominated poles. In order for the first pole
to be dominant, the group of dominated poles would have to be well separated and
by an amount increasing with n.
To simplify the process of determining suitable values of rpp min for a given
system, a set of generic worst-case systems will be considered of order n having
1.4 Dominance in the Pole–Zero Distribution 51

Fig. 1.27 Worst-case (*(n − nd ) ) (*nd ) jω

systems for determination of sf sd
minimum pole-to-pole
dominance ratios 0 σ
Dominated ( rpp min − 1) sd Dominant
Pole(s) Pole(s)
Minimum separation
for pole dominance

nd dominant poles, as shown in Fig. 1.27. The symbol, (* m), above a pole location
indicates that it has a multiplicity of m. The generic closed-loop system transfer
function,

Y .s/ pdnd pfnnd

D ; (1.82)
Yr .s/ .s C pd /nd .s C pf /nnd

will be considered where pd D sd and pf D sf . This has unity DC gain, which is
usually required. Since pf D rpp pd , there will be no loss of generality in normalising
with respect to the dominant pole location, i.e. setting pd D 1. Then (1.82) becomes
nnd
Y .s/ rpp
D
nnd : (1.83)
Yr .s/ .s C 1/nd s C rpp

The unit step responses of this system are compared with those of the ideal closed-
loop system,

Yideal .s/ 1
D ; (1.84)
Yr .s/ .s C 1/nd

that they are intended to approximate. Figure 1.28 shows the results.
It remains to define a condition common to all the systems (generated by the
different combinations of n and nd ), for which rpp D rpp min . Rather than compare
the unit impulse responses of systems (1.83) and (1.84), it is more convenient to
compare the unit step responses because the error, eh .t/ D yideal .t/  y.t/, must
satisfy eh .0/ D eh .1/ D 0 and therefore has a maximum magnitude, jeh j max , for a
finite value of t. Then rpp min is defined as the value of rpp for which jeh j max D 0:05.
This means that the maximum allowed deviation of y(t) from yideal (t) is 5 % of the
step reference input magnitude.
The choice of 5 % is a matter of engineering judgement. An attempt at analytical
determination of rpp min would lead to transcendental equations that would require
numerical solution. Instead, the approach adopted here is to run a computer
simulation of the unit step responses of systems (1.83) and (1.84) for selected
combinations of n and nd . Then rpp min is adjusted until the maximum value of
jeh j .t/ is jeh j max D 0:05. This has been done for n ranging between 2 and 6 and
nd D 1; 2; : : : ; n  1, as this will cover most systems to be dealt with in practice.
52 1 Introduction

1a c
yideal (t ) b
yideal (t ) yideal (t )
y (t ) y (t )
y (t )
0.5 rpp min rpp min
rpp min
0.2rpp min 0.2rpp min
0.2rpp min
10eh (t ) 10eh (t ) 10eh (t )
0
0 2 t[s] 4 0 2 t[s] 4 0 2 4 t[s] 6
n, nd = 2,1, rpp min = 16.7 n, nd = 3,1, rpp min = 35.5 n, nd = 3, 2, rpp min = 17.3
1 e
d f y (t )
yideal (t ) yideal (t ) ideal
y (t )
y (t ) y (t )
0.5 rpp min
rpp min rpp min
0.2rpp min
0.2rpp min 0.2rpp min
10eh (t ) 10eh ( t ) 10eh (t )
0
0 2 t[s] 4 0 2 4 t[s] 6 0 2 4 6 t[s] 8
n, nd = 4,1, rpp min = 54.5 n, nd = 4, 2, rpp min = 14.7 n, nd = 4,3, rpp min = 5.4
1g
h i
yideal (t ) yideal (t ) yideal (t )
y (t ) y (t )
y (t )
0.5 rpp min rpp min
rpp min
0.2rpp min 0.2rpp min
0.2rpp min
10eh (t ) 10eh (t ) 10eh (t )
0
0 2 t[s] 4 0 2 4 t[s] 6 0 2 4 6 t[s] 8
n, nd = 5,1, rpp min = 73.2 n, nd = 5, 2, rpp min = 22.0 n, nd = 5,3, rpp min = 10.8
1
j y (t ) k l
ideal yideal (t ) yideal (t )
y (t ) y (t )
y (t )
0.5 rpp min rpp min
rpp min
0.2rpp min 0.2rpp min
0.2rpp min
10eh (t ) 10eh (t ) 10eh (t )
0
0 5 t[s] 10 0 2 t[s] 4 0 2 4 t[s] 6
n, nd = 5, 4, rpp min = 4.45 n, nd = 6,1, rpp min = 93.0 n, nd = 6, 2, rpp min = 29.4
1 m n y (t ) o
yideal (t ) ideal yideal (t )
y (t ) y (t ) y (t )
0.5 rpp min rpp min rpp min
0.2rpp min 0.2rpp min 0.2rpp min
10eh (t ) 10eh (t ) 10eh (t )
0
0 2 4 6 t[s] 8 0 5 t[s] 10 0 6 t[s] 12
n, nd = 6,3, rpp min = 16.2 n, nd = 6, 4, rpp min = 8.94 n, nd = 6,5, rpp min = 3.88

Fig. 1.28 Unit step responses of generic worst-case systems for pole-to-pole dominance equal to
and below the minimum value
1.4 Dominance in the Pole–Zero Distribution 53

The error responses, eh (t), are plotted for rpp D rpp min . As expected, the step
responses for rpp D rpp min are fairly close approximations to the ideal ones. For
illustrative purposes, these are each accompanied by an additional step response
for rpp D 0:2rpp min , which is far too small for the dominance to be effective, the
pole separation being insufficient for the response of system (1.83) to be a good
approximation to that of system (1.84). The values of rpp min given in Fig. 1.28 will
be referred to as a design aid for pole placement in Chaps. 3, 4 and 8.

1.4.4 Dominance in Systems with Zeros

1.4.4.1 Plant Zero Invariance

As already stated in Sect. 1.4.1, plant zeros are invariant with respect to the loop
closure unless cancelled by closed-loop poles under exceptional circumstances. It
is therefore imperative to investigate their effects. This zero invariance will now be
proven. Let the general plant transfer function be represented as

Y .s/ N.s/
D G.s/ D ; (1.85)
U.s/ D.s/

where N(s) and D(s) are, respectively, the numerator and denominator polynomials.
Any linear controller for a single input, single output plant can be formulated with
two inputs, yr (s) and y(s), producing a single output, u(s), defined by the general
transfer function relationship,

U.s/ D Gff .s/Yr .s/  Gfb .s/Y .s/; (1.86)

where Gff (s) and Gfb (s) are, respectively, the feedforward and feedback transfer
functions. Applying controller (1.86) to plant (1.85) yields the closed-loop system
block diagram of Fig. 1.29.
Elementary block diagram algebra then yields the closed-loop transfer function.

N.s/
Y .s/ D.s/ Gff .s/N.s/
D Gcl .s/ D Gff .s/: N.s/
D : (1.87)
Yr .s/ 1C D.s/ C Gfb .s/N.s/
D.s/ Gfb .s/

Fig. 1.29 A general linear

SISO control system block Yr ( s ) +
Controller U ( s ) Plant Y (s)
diagram Gff ( s ) N (s)
−
D(s)

Gfb ( s )
54 1 Introduction

Thus, N(s) is a factor of both G(s) and Gcl (s). Hence, the zeros are invariant with
respect to the loop closure, i.e. they cannot be altered by the feedback process. They
can, however, be cancelled by the poles of Gff (s) or by the closed-loop poles, i.e. the
roots of D.s/ C Gfb .s/N.s/ D 0, provided the roots of N.s/ D 0 all have negative
real parts (Chap. 3). As already seen in Sect. 1.3.1, however, the PID controller and
its relatives, whose control actions all operate on the control error, introduce zeros
whose values depend on the controller gains and the plant transfer function. These
zeros therefore depend upon the closed-loop poles but can, under certain conditions,
be cancelled by a subset of the closed-loop poles (Chap. 3).

1.4.4.2 Derivative Effect of Zeros

In Sect. 1.3, attention has already been drawn to the zeros introduced by some of
the traditional controllers and their effects on the control system performance due to
their derivative action. Further to this, the effects of zeros, regardless of their origin,
on the dynamic behaviour of a closed-loop control system will be considered in
more detail, in preparation for defining the pole-to-zero dominance ratio, rpz , which
is analogous to the pole-to-pole dominance ratio, rpp , of Sect. 1.4.3.2.
The general closed-loop transfer function (1.69) may be written as

Y
n Y
m X
m

pi .s C zk / bj s j
Y .s/ i D1 kD1 a0 j D0
D KDCL m : D KDCL : : (1.88)
Yr .s/ Y Yn
b0 X
n1
zk .s C pi / sn C ai s i
kD1 i D1 i D0

It is clear from (1.88) that the degree of the numerator polynomial is equal to the
number of finite zeros. The effects of these zeros on the dynamic response will now
be determined, by comparison of the response with that of the associated system,

Y
n
pi
X.s/ i D1 KDCL a0
D KDCL n D ; (1.89)
Yr .s/ Y X
n1
.s C pi / sn C ai s i
i D1 i D0

subject to the same input. This has no finite zeros but the same poles and DC gain.
The effect of the finite zeros may be revealed clearly if the step response of system
(1.89) is non-overshooting. This is assured if all the closed-loop poles are real and
negative, now being proven for coincident poles in which case (1.89) becomes
 n
X.s/ p
D KDCL : (1.90)
Yr .s/ sCp
1.4 Dominance in the Pole–Zero Distribution 55

The response to a unit impulse, yr .t/ D ı.t/, (Table 1 in Tables) is then

1
xı .t/ D KDCL p n e pt t n1 : (1.91)
.n  1/Š

This is the first time derivative of the response, xh (t), to a unit step reference input,
yr .t/ D h.t/. If xh (t) had any overshoots or undershoots, then the times at which
these occur would be the roots of xı .t/ D xP h .t/ D 0 for t 2 .0; 1/. With
xı (t) given by (1.91), the only values of t satisfying xı .t/ D 0 are t D 0 and
t D 1. Hence, there cannot be any overshoots and undershoots of xh (t). This
is illustrated by the block diagram of Fig. 1.30 in which the system with transfer
function (1.90) is represented by a set of cascaded first-order systems with transfer
functions, pi = .s C pi /, i D 1; 2; ::; n, and covers the cases for n D 1; 2; 3 and 4.
Setting a unity DC gain and normalising with respect to the pole magnitude loses
no essential information.
If the poles are chosen according to (1.90), then the original system transfer
function (1.88) becomes

n X
m
KDCL pb0 bj s j
Y .s/ j D0
D : (1.92)
Yr .s/ .s C p/n

Dividing (1.92) by (1.90) then yields

1X
m
Y .s/ X.s/ Y .s/
= D D bj s j : (1.93)
Yr .s/ Yr .s/ X.s/ b0 j D0

The following transfer function relationship may then be written.

!
X
m
Y .s/ D 1 C ci s i X.s/; (1.94)
i D1

Yr ( s ) = 1 s 1 X1 ( s ) 1 X2 (s) 1 X3 (s) 1 X4 (s)

s +1 s +1 s +1 s +1
1 1 1 1
yr ( t )
1
0.5 = h ( t ) 0.5
x1 ( t ) x2 ( t ) 0.5
x3 ( t ) 0.5
x4 ( t )
0.5

0 0 0 0
0 5 t [s] 10 0 5 t [s] 10 0 5 t [s] 10 0 5 t [s] 10 00 5 t [s] 10

Fig. 1.30 First-order cascaded block representation of linear systems without finite zeros together
with step responses
56 1 Introduction

where

ci D bi =b0 ; i D 1; 2; ::; m: (1.95)

In the time domain, (1.94) may be written

X
m
di
y.t/ D x.t/ C ci x.t/: (1.96)
i D1
dt i

Thus, the step response, yh (t), of the original system is the step response, xh (t), of the
corresponding zero-less system plus a weighted sum of the derivatives of xh (t) up to
an order equal to the number of zeros. The zeros therefore have a differentiating
effect. Figure 1.31 shows the first three derivatives computed for n D 4, and
normalisation with respect to the pole position by setting p D 1, which is sufficient
for the present purposes.
The block diagram realisation of the transfer function,

X.s/ 1 1
D D 4 ; (1.97)
Yr .s/ .s C 1/4 s C 4s 3 C 6s 2 C 4s C 1

Xh (s) 1
xh ( t )
0.5
1
s

+ 0
X h ( s )
4

0.2
+ xh ( t )
0.1
1
s

+ 0
Xh ( s )
6

+ 0.1
xh ( t )

0
1
s

 ( s )
X
+ h -0.1
4

+ 0.2
xh ( t )

0
1
s
−

-0.2
+ 0 2 4 6 8 t[s] 10
1
Yr ( s ) = ⇒ yr ( t ) = h ( t )
s

Fig. 1.31 Output of a zero-less fourth-order system with a multiple pole together with its first
three derivatives
1.4 Dominance in the Pole–Zero Distribution 57

is in the control canonical form (Chap. 3) containing four cascaded integrators

whose inputs are the required derivatives. That this block diagram has transfer
function (1.97) is easily proven by means of Mason’s formula (Appendix A4).
Since, xP h .t/ D xı .t/, it has just one stationary point and a single maximum at
this point, as shown in Fig. 1.31. It is evident in Fig. 1.31 that xR h .t/ has a single
«
maximum and a single minimum and that x h .t/ has two maxima and a single
minimum.
The notation, x .k/ .t/  d k x=dt k , will be adopted. As already shown, with a
unit step input, the output of the system with transfer function (1.90) has the first
derivative given by

xh .t/ D C e pt t n1

.1/
(1.98)

.1/
where C D KDCL p n = .n  1/Š. There are no real roots of xh .t/ D 0 in the interval,
.0/
t 2 .0; 1/, confirming that the step response, xh .t/  xh .t/, has no maxima or
minima in this interval, i.e. it is monotonically increasing. Differentiating (1.98)
yields

xh .t/ D C e pt .n  1/ t n2  pt n1 D C e pt t n2 Œ.n  1/  pt
.2/
(1.99)

.2/
In this case, there is one root of xh .t/ D 0 at

t1 .1/ D .n  1/ =p; (1.100)

This indicates a stationary point of x(1)

h (t) at t D t1 .1/ . The subscript in parenthesis
indicates the order of the derivative having the stationary point at the time indicated.
This stationary point has to be at a maximum because elementary analysis of the
function (1.98) shows that it initially increases from zero due to the term, t n1 , and
eventually reduces and tends to zero from positive values as t ! 1 due to the term,
e pt . Figure 1.31 confirms this for n D 4 and gives t1 .1/ D 3 s, which can be seen.
Differentiating (1.99) yields

xh .t/ D C e pt .n  2/ .n  1/ t n3  2p .n  1/ t n2 C p 2 t n1
.3/
 (1.101)
D C e pt t n3 .n  2/ .n  1/  2p .n  1/ t C p 2 t 2 :

In this case, there are two stationary points at

h p i
t1; 2 .2/ D .n  1/ ˙ .n  1/ =p; (1.102)

Since the stationary point x(1) (2)

h (t1 (1) ) is at a maximum, the derivative, xh (t), must
(2)
be positive for t < t1 .1/ and negative for t > t1 .1/ so xh (t) must have
58 1 Introduction

h p i
a maximum at t1 .2/ D .n  1/  .n  1/ =p and a minimum at t2 .2/ D
h p i p
.n  1/  .n  1/ =p. For the system of Fig. 1.31, t1 .2/ D 3  3 D 1:2679 s
p
and t2 .2/ D 3C 3 D 4:7321 s, which again can be seen. Continuing in this fashion,
it is evident that at each step, the degree of the polynomial, whose real roots in the
interval t 2 .0; 1/ are the times at which the stationary points occur, increases by
1. Differentiating (1.101) yields

xh .t/ D C e pt .n  1/ .n  2/ .n  3/ t n4  3p .n  1/ .n  2/ t n3
.4/

C3p 2 .n  1/ t n2  p 3 t n1
D C e pt t n4 Œ.n  1/ .n  2/ .n  3/  3p .n  1/ .n  2/ t
C3p 2 .n  1/ t 2  p 3 t 3 :
(1.103)

Analytical solutions exist for cubic and quartic equations with arbitrary coefficients
but the Abel–Ruffini theorem states, remarkably, that no such analytical solution
exists for polynomial equations of fifth degree or greater [1]. Also the formulae
for the solutions to cubic and quartic equations are relatively complex. It is only
necessary, however, to determine how many overshoots and undershoots of each
step response derivative occur that lie in the interval, t 2 .0; 1/. Proceeding with a
similar argument as applied above, since x(2) h (t) has a maximum at t D t1 .2/ and a
.3/ .3/
minimum at t D t2 .2/ , with t2 .2/ > t1 .2/ , xh .t/ > 0 for 0 < t < t1 .2/ , xh .t/ < 0
.3/
for t1 .2/ < t < t2 .2/ and xh
.t/ > 0 for t > t2 .2/ . It follows that
x(3)
h (t) has a
maximum at t1 .3/ 2 0; t1 .2/
, a minimum at t2 .3/ 2 t1 .2/ ; t2 .2/ and another
maximum at t3 .3/ 2 t2 .2/ ; 1 . The times, t1, 2, 3 (3) , are the roots of

.n  1/ .n  2/ .n  3/  3p .n  1/ .n  2/ t C 3p 2 .n  1/ t 2  p 3 t 3 D 0;
(1.104)

from (1.103). This argument may be continued leading to the conclusion that for a
system with n coincident poles and no finite zeros that if n is even, the derivative,
.k1/
xh .t/, where k  n, has k/2 maxima and .k=2/  1 minima, and if k is odd, it
has .k  1/ =2 maxima and .k  1/ =2 minima and that as t increases from zero, the
sequence of stationary points are alternately at maxima and minima, commencing
with a maximum. The total number of overshoots and undershoots is k  1. This
may be seen in Fig. 1.31. Thus, the qth derivative of the step response of a system
with n coincident real poles and no finite zeros, with q  n  1, has a total of q
alternate overshoots and undershoots and therefore can be seen to oscillate for a
finite number of half cycles. This is the basis for determining the effect of the finite
zeros in (1.92). Using the compact derivative notation, (1.96) can be written

X
m
y.t/ D x.t/ C ci x .i / .t/: (1.105)
i D1
1.4 Dominance in the Pole–Zero Distribution 59

The terms, ci x(i) (t), i D 1; 2; ::; m, due to the combined effect of the finite zeros
individually have a total of i maxima and minima and these can cause overshoots
and undershoots in y(t), but according to the analysis above, they will be finite in
number, in contrast to the overshoots and undershoots due to complex conjugate
poles, which are infinite in number, as evident in the previous section. Whether
or not all the individual maxima and minima of ci x(i) (t) produce corresponding
overshoots and undershoots in y(t), however, depends on the weighting coefficients,
ci . In fact, if these coefficients are sufficiently small, there will be no overshoots
and/or undershoots in y(t).
Having established that the zeros have a differentiating effect, the relationship
between this effect and the zero positions in the s-plane will be explored. In view of
(1.95), the general system transfer function (1.88) may be written

Y
n Y
m X
m

pi .s C zk / cj s j
Y .s/ i D1 kD1 j D0
D KDCL m : D KDCL a0 (1.106)
Yr .s/ Y Yn
X
n1
zk .s C pi / i
sn C ai s
kD1 i D1 i D0

from which

Y
m X
m
.1 C s=zk / D cj s j (1.107)
kD1 j D0

where c0 D 1, and with reference to (1.105), it is clear that the derivative weighting
coefficients, ci , i D 1; 2; ::; m, increase as the zero magnitudes, jzk j, decrease,
indicating that the closer the zeros are located to the origin of the s-plane, the
more effect they will have on the dynamic performance of the system for fixed pole
locations.
Consider now the effect of a single zero on the dynamic response of a closed-loop
control system to its reference inputs, where the closed-loop poles have been made
coincident. The closed-loop transfer function is then the particular case of (1.92)
with m D 1, and if KDCL D 1, which will not affect the relative weightings of the
partial fraction coefficients, may be written

Y .s/ pn s C z pn pn s
D : n D n C : (1.108)
Yr .s/ z .s C p/ .s C p/ z .s C p/n

The transfer function of the zero-less system is

X.s/ pn
D : (1.109)
Yr .s/ .s C p/n
60 1 Introduction

It then follows from (1.108) and (1.109) that

1 1 d
Y .s/ D X.s/ C sX.s/ ) y.t/ D x.t/ C x.t/: (1.110)
z z dt

As only the first derivative is present, there is a possibility of a single overshoot in

the step response, yh (t), if z > 0 or a single undershoot if z < 0, the first derivative
of which is the unit impulse response, yı (t), which may change sign in the interval,
t 2 .0; 1/. Using the table of Laplace transforms (Table 1 in Tables) yields

pn pt n1 pn d
pt n1

yı .t/ D .n1/Š e t C z.n1/Š dt e t

pn pt n1
n 
D .n1/Š e t C p e pt .n  1/ t n2  pt n1 (1.111)
h z.n1/Š i
pn pt n2
D .n1/Š e t 1  pz t C .n1/z
:

This crosses zero at

n1
t1 D (1.112)
pz

and an overshoot or undershoot can only occur for t1 2 .0; 1/. Hence, for z > 0
(meaning the zero is in the left half of the s-plane at z1 D z), a single overshoot
of the unit step response, yh (t), exists only if p > z. On the other hand, for z < 0
(meaning the zero is in the right half of the s-plane at z1 D z), a single undershoot
exists in any case since p > 0 for the poles to be located in the stable region at
s1 D    D sn D p, i.e. the left half of the s-plane. It is important to note that, in
general, zeros can have positive real parts without affecting the closed-loop stability,
which depends only on the pole values.
Plants with zeros lying in the right half of the s-plane are non-minimum-phase
plants (Chap. 2). This term comes from the frequency domain and refers to the
phase response, (!), of the frequency response, G .j!/ D jG .j!/j e j.!/ , of a
plant with transfer function, G(s), where the phase angle function, (!), cannot have
a minimum if the zeros have positive real parts.

1.4.4.3 Pole-to-Zero Dominance Ratio

It is evident from the above that, like the real parts of the poles, the smaller the
magnitudes of the zeros, the greater their effect on the control system performance,
for given pole locations. Hence, following similar lines to Sect. 1.4.3.2, in which the
poles are ordered in increasing magnitude of their real parts, let the zeros be ordered
in increasing magnitude. Thus,

jz1 j  jz2 j      jzm j : (1.113)

1.4 Dominance in the Pole–Zero Distribution 61

Since (a) the timescale on which a linear system operates depends upon the
magnitudes of the real parts of its poles and (b) the zeros exercise their influence
through the time derivatives of the zero-less version of the system with weightings
proportional to the reciprocals of the zero magnitudes, the pole-to-zero dominance
ratio,

rpz D jzi j = jRe .pn /j ; i D 1; 2; ::; m; (1.114)

is defined, pn being the pole with the largest real part and therefore yielding the
smallest value of rpz for each zero. Following similar lines to Sect. 1.4.3.2, the
minimum pole-to-zero dominance ratio, rpz min , will be determined, such that the
zeros for which rpz  rpz min will be deemed dominant and will have to be taken
into account in the control system design. Qualitatively, the further the pole from
the imaginary axis of the s-plane, the faster will be the response to changes in yr (t)
and therefore the greater will be the peak values of the derivatives of y(t) caused by
the zeros. It remains to determine a suitable value for rpz min .
Returning to study of the system with transfer function (1.108),

rpz D jzj =p: (1.115)

Noting that p > 0 for stability and z can be of either sign. Then, the system transfer
function (1.108) and its step response become, respectively,

Y .s/ pn s p n1
D n C sgn.z/ n: (1.116)
Yr .s/ .s C p/ .s C p/ rpz

and
n h io
pn n1
yh .t/ D L1 1
s .sCp/n
s
C sgn.z/ .sCp/ n:
p
rpz
X
n1
1 n1
D1 .pt/i e pt C sgn.z/ prpz 1
.n1/Š t
n1 pt
e ; (1.117)
i D0
iŠ
„ ƒ‚ …
xh .t /

where sgn.x/  1 for x < 0; 0 for x D 0; C1 for x > 0. The error between the
unit step response of the system and that of the corresponding zero-less system is
then

p n1 1
eh .t/ D yh .t/  xh .t/ D sgn.z/ t n1 e pt : (1.118)
rpz .n  1/Š
62 1 Introduction

The extreme (meaning global maximum or minimum) error occurs at t D te when

ePh .t/ D 0, i.e. when

p n1 1 n1
sgn.z/ : t n2 Œ.n  1/  pte e pte D 0 ) te D : (1.119)
rpz .n  1/Š e p

It is a maximum for z > 0 and a minimum for z < 0. So the extreme error magnitude
is given by

1 1
jehe j D : .n  1/n2 e .n1/ : (1.120)
rpz .n  2/Š

Since this is for a unit step reference input, i.e. yr .t/ D h.t/ rather than yr .t/ D
Yr h.t/, then eh (t) of (1.118) and hence ehe of (1.120) are already normalised with
respect to the step reference value, Yr . Then it remains to decide a maximum per
unit extreme error magnitude, jehe max j, from which the corresponding value of rpz min
can be calculated, using (1.120). As for rpp min of section 1.4.3.2, this is a matter of
engineering judgement and a value of

jeh e max j D 0:05 (1.121)

is chosen. As expected, the value of rpz min yielding (1.121) depends upon the system
order, n, and Table 1.3 gives the values obtained using up to n D 6.
The effect of the zero and its degree of dominance is illustrated in Fig. 1.32 by the
simulations of the systems with transfer functions (1.116) and (1.109) for different
orders and for zeros in the right and left halves of the s-plane.
The subscript, k, in yhk and xhk indicates the system order. The pole location
is fixed at s1 D    D sn D 1 ) p D 1 and rpz is set by the value of z.
The upper three families of step responses in Fig. 1.32 are for zero locations, z1 ,
in the left half of the s-plane (z > 0 ) z1 < 0) for which it has already been
predicted theoretically that a single overshoot occurs only if p > z and in view of
(1.115) this implies rpz < 1, which can be seen. In contrast to the overshooting due
to complex conjugate poles, no oscillations follow the first overshoot. The lower
three families of step responses in Fig. 1.32 are for zero locations in the right half
of the s-plane (z < 0 ) z1 > 0 yielding a non-minimum phase system). Also
it has been theoretically predicted that a single undershoot occurs 8z < 0, with
no oscillations following and this is visible. The initial movement of the controlled
variable, y(t), in the opposite direction to the step change in the reference input, yr (t),
which can be seen clearly, is an easily recognised characteristic of non-minimum

Table 1.3 Variation of minimum pole-to-zero dominance ratio with system order
System order, n 2 3 4 5 6
Minimum pole-to-zero dominance ratio, rpz min 7.37 5.41 4.48 3.91 3.57
1.4 Dominance in the Pole–Zero Distribution 63

a Left half plane zero b Left half plane zero c Left half plane zero
1.5 0.33 0.40 0.50 rpz 0.33 0.40 0.50 rpz 0.33 0.40 0.50 rpz
yh 2 (t ) yh 3 ( t ) yh 4 ( t )
1
0.70 0.70 0.70
1.00 1.00 1.00
0.5
2.00 2.00 2.00

xh 2 (t ) 7.36 (rpz min ) xh3 (t ) 5.41 (rpz min ) xh 4 (t ) 4.48 (rpz min )
0
1
xh 2 (t ) yh 2 (t ) yh3 (t ) yh 4 (t )
(rpz min ) (rpz min )
xh3 (t ) xh 4 ( t )
7.36 5.41 (rpz min )
2.00 2.00 4.48
0 2.00
1.00 1.00
0.70 0.70 1.00
rpz 0.33 0.40 0.50 rpz 0.33 0.40 0.50 rpz 0.33 0.40 0.50 0.70
-1
0 5 t[s] 10 0 5 t[s] 10 0 5 t[s] 10
Right half plane zero Right half plane zero Right half plane zero

Fig. 1.32 Unit step responses of linear systems with coincident poles, a single zero and various
pole-to-zero dominance ratios. (a) n D 2 (b) n D 3 (c) n D 4

s-plane jω
n =2 n =3 n =4
−7.36 p −5.41 p −4.48 p −p

0 σ
(*n ) ,
−rpz min p n = 2, 3, 4

Fig. 1.33 Minimum separations of multiple pole and zero for negligible effect of zero

phase systems. For clarification, the values of rpz indicated in Fig. 1.32 as rpz min are
the maximum ones shown on each family of step responses but are the minimum
values for which the zero is judged not to have a significant influence, in evidence
through yhn .t/ Š xhn .t/. For the lower values of rpz , the difference between yhn (t)
and xhn (t) is significant.
An important observation is that the zero has to be considerably larger in
magnitude than the poles in order for the effect of the zero on the step response
to be negligible and Fig. 1.33 shows the minimum separations needed, to scale, for
the system whose step responses are shown in Fig. 1.32. As expected, the smaller
the number of poles, the more effect a zero in a given location will have. Conversely,
64 1 Introduction

for a given maximum error magnitude between the step responses, yhn (t) and xhn (t),
as n increases, the minimum separation between the poles and the zero decreases.
The combined effect of several zeros depends in a complex fashion on their
relative locations to one another and to the pole locations. Attempting to derive
a general mathematical relationship to cover all cases would yield unwieldy
expressions. It is therefore recommended that individual control systems involving
zeros are analysed individually. Complex conjugate zero pairs, however, often arise
in the control of mechanical objects containing vibration modes, as will be seen
in Chap. 2. For this reason, the effect of such a pair of zeros will be considered
for various locations in the s-plane. On the basis that it is possible to design linear
controllers for linear plants with a free choice of the closed-loop poles, a system
with transfer function

Y .s/ p n .s C z/ .s C z / p n s 2 C 2n s C n2 p n 1 C c1 s C c2 s 2

D D D
Yr .s/ zz .s C p/n n2 .s C p/n .s C p/n
(1.122)

where

c1 D 2=n and c2 D n2 (1.123)

will be investigated. Here, the parameters,  and  n correspond, respectively, to

the damping ratio,
, and the undamped natural frequency, ! n , for a complex
conjugate pole pair but do not indicate the presence of continuous oscillations that
decay in amplitude exponentially. It is well known, however, that the root loci
obtained with a classical control structure containing a single proportional gain,
K, terminate on the zeros as K ! 1. For relatively high gains, therefore, there
are two complex conjugate closed-loop poles close to each complex conjugate pair
of zeros in which case  and  n become nearly the damping ratio and undamped
natural frequency of an oscillatory mode. This does not apply, however, to the
system with closed-loop transfer function (1.122) because it is assumed at the outset
that a control structure is employed enabling all the closed-loop poles to be placed
at s1 D s2 D    D sn D p. The associated zero-less system transfer function is

X.s/ pn
D : (1.124)
Yr .s/ .s C p/n

Dividing (1.122) by (1.124) then yields

Y .s/ D 1 C c1 s C c2 s 2 X.s/ ) y.t/ D x.t/ C c1 x.t/

P C c2 x.t/:
R (1.125)

If yr (t) is the unit step, h(t), then it has already been established that ẋ(t) has a single
maximum and x.t/ R has a single maximum followed by a single minimum. In view of
1.4 Dominance in the Pole–Zero Distribution 65

(1.125), therefore, y(t) may or may not exhibit overshoots or undershoots, depending
upon the coefficients, c1 and c2 . The zeros are the roots of s 2 C 2n s C n2 D 0,
which are
 q  p
s1; 2 D 2n ˙ j 4n  4 n =2 D n ˙ j n 1  2 :
2 2 2

q
The zero magnitude is therefore .n /2 C n2 .1  2 / D n . The same pole-to-
zero dominance ratio applies to both zeros since they have the same magnitude of

rpz D n =p: (1.126)

Then substituting for c1 and c2 in (1.122) using (1.123) yields


Y .s/ p n 1 C .2=n / s C 1=n2 s 2
D : (1.127)
Yr .s/ .s C p/n

This may be expressed in terms of rpz by substituting for  n in (1.127) using n D

rpz p from (1.126). Thus,
h
 h  i i
Y .s/ p n 1 C 2= rpz p s C 1= rpz
2 2
p s2
D : (1.128)
Yr .s/ .s C p/n

Since rpz is a measure of how much dominance the poles have over the zeros regard-
ing their influence on the dynamic performance, there is an inverse relationship
between this parameter and each of the derivative coefficients:

 
2 2
c1 D 2= rpz p and c2 D 1= rpz p : (1.129)

To explore the variations in the shapes of the step responses with rpz and ,
Fig. 1.34 shows the pole location in the s-plane for n D 3 and ten different
locations of the complex conjugate zero pair together with the corresponding
step responses normalised with respect to the pole location, i.e. with p D 1.
It should be noted that no information is lost through this normalisation, since
linearly expanding or contracting the pole–zero pattern of any linear system,
respectively, contracts or expands the timescale of the step response without
changing its basic form. This is proven in Chap. 3. Five of the pairs of complex
conjugate zero locations lie on the circle for rpz D 1=3, where the zeros would
be expected to be dominant. The extreme overshooting and undershooting in the
step responses confirm this. For Fig. 1.34a, e, c1 has the maximum magnitude and
ẋ(t) results in a large overshoot in Fig. 1.34a and a large undershoot in Fig. 1.34e.
66 1 Introduction

jω
rpz = 3 z8
(c)
s-plane
2 y (t )
z9 1
3 z7
y (t ) 0 x(t ) 1
2
(b) 0 5 t [s] 10 0 x(t ) (d)
1 y (t )
x(t ) -1
0 0 5 t [s] 10
3 0 5 t [s] 10
y (t ) 1
2 x(t )
1 −1 0 (e)
(a) 1 η= η= y (t )
2 z3 z4 2
x(t ) -1
* 0 z2
z10 , z10 0 5 t [s] 10 *
z5 , z5 0 5 t [s] 10 z6 , z6*
1 − p z1 , z1* z4* 1 σ
y (t ) (*3) z2* z3* t [s] x(t )
0.5 x(t ) 0.5 (f)
(j) rpz = 1 3 −1 y (t )
t [s] 0 1 η= 0
0 5 t [s] 10 η = 2 0 5 t [s] 10
2
1 1
(i) x(t )
y (t ) (g)
0.5 0.5 y (t )
x(t ) 1
0 y (t ) 0
0 5 t [s] 10 z7*
0 5 t [s] 10
z9*
x(t )
0 (h)
0 5 tt [s]
[s] 10

z8*

Fig. 1.34 Step responses with two complex conjugate zeros and a triple closed-loop pole

In Fig. 1.34b, d, c1 has a smaller magnitude, while c2 remains unaltered so the

undershoot and overshoot in y(t) contributed by x.t/ R is more significant. In
Fig. 1.34c, c1 D 0 and the large overshoot and large undershoot in y(t) due to
R alone are clearly visible.
x.t/
The large undershoot characteristic of non-minimum-phase systems may be seen
in Fig. 1.34d, e. For the remaining five complex conjugate zero locations, lying on
the circle for rpz D 3, the poles dominate over the zeros and therefore in Fig. 1.34f–j,
y(t) resembles x(t) in form. In Fig. 1.34h, the approximation of y(t) to x(t) is closer
than in the other cases because c1 D 0 and therefore ẋ(t) has no influence, while
it has more influence than x.t/R in Fig. 1.34f, g, i, j, due to c1 >> c2 . Regarding
the control system design, the step responses for rpz D 3 and greater would be
acceptable in form but not so for considerably smaller values of rpz .
1.4 Dominance in the Pole–Zero Distribution 67

Example 1.4 Influence of zeros on the attitude control of a flexible spacecraft

A single attitude control axis of a flexible spacecraft consisting of a rigid centre
body with flexible appendages will be considered in which the inter-axis coupling
is negligible and only one vibration mode in the flexible appendages is significant
(Chap. 2) and this has negligible natural damping. Then the system is of fourth
order with two complex conjugate zeros on the imaginary axis of the s-plane.
Assuming that a controller is employed enabling the closed-loop poles to be placed
at s1; 2; 3; 4 D p, to avoid oscillatory modes, the closed-loop transfer function is
 
Y .s/ p4 s2 C  2 s2 p4
D 2: 4
D 1 C : (1.130)
Yr .s/  .s C p/  2 .s C p/4

where  is the encastre natural frequency, i.e. the frequency of vibration of the
flexible appendages if the centre body were to be held fixed with respect to inertial
space. As with most control systems, the closed-loop DC gain is unity. In this case
the spacecraft attitude angle has to reach a constant reference attitude angle with
zero steady-state error. It is required to find the largest value of p, giving the shortest
possible settling time, for which the step response moves towards the reference value
monotonically, i.e. it has no local or global maxima and minima.
As quoted in some previous cases, if yr (t) is the unit step function, h(t), then
ẏ(t) is the unit impulse response which is the inverse Laplace transform of transfer
function (1.130). An overshoot or undershoot in the step response will occur when
P D 0 for t 2 .0; 1/. Using the table of Laplace transforms (Table 1 of Tables),
y.t/
2

P
y.t/ D 3Š1 t 3 e pt C 12 dtd 2 3Š1 t 3 e pt D 16 t 3 e pt C 12 dtd 12 t 2 e pt  16 pt 3 e pt

D 16 t 3 e pt C 12 te pt  12 pt 2 e pt  12 pt 2 e pt C 16 p 2 t 3 e pt



D te pt 16 1 C p 2 = 2 t 2  p= 2 t C 1= 2 :
(1.131)

P D 0 satisfying t 2 .0; 1/ will be roots of

Any roots of y.t/

1
6 1 C p 2 = 2 t 2  p= 2 t C 1= 2 D 0; (1.132)

which are
 q 


t1; 2 D p= 2 ˙ p 2 = 4  23 .1 C p 2 = 2 / .1= 2/ = 13 1 C p 2 = 2
 q 


D p= ˙ 3 Œ.p = /  2 = 1 C p 2 = 2 .=3/ :
1 2 2 (1.133)
68 1 Introduction

Hence, if p 2 = 2 < 2, the roots are imaginary and no stationary points and therefore
no overshoots or undershoots in y(t) due to the zeros can occur. On the other hand,
if p 2 = 2 > 2, t1; 2 2 .0; 1/ and therefore there are two stationary points of y(t), a
maximum occurring at t D t1 and a minimum at t D t2 , with t1 < t2 . Hence, the
maximum value of p is given by
2
p
pmax = 2 D 2 ) pmax D 2 : (1.134)

The pole–zero dominance ratio for this system is

rpz D =p: (1.135)

Hence, (1.134) is tantamount to stating the minimum pole–zero dominance ratio as

p
rpz min D =pmax D 1= 2: (1.136)

Some step responses, y(t), of this system are shown in Fig. 1.35, together with the
corresponding step responses, x(t), of the associated system without the finite zeros,
for  D 0:1 rad=s, which is realistic for some communications satellites with long,
flexible solar panels.
The settling times of several tens of seconds are also realistic for this application
in view of the limited control torques from the control actuators which limit the
peak acceleration and deceleration magnitudes. It may be proven using Mason’s
formula (Appendix A4) that the block diagram shown has transfer function (1.130).
The reason for employing this block diagram is that x(t) is the output of a chain of
pure integrators from which x.t/R is readily attainable to form y(t) as shown. Thisp
is for five multiple pole locations, including the case for rpz D rpz min D 1= 2
where a p stationary point is visible in y(t) at t D t1 D t2 according to (1.133). For
rpz < 1= 2, the double root, t1 D t2 , splits into two real roots, t1 and t2 , t1 < t2 , at
which a localpminimum and a local maximum occur in y(t), p which are clearly visible
for rpz D 1= 2  0:2. When rpz is reduced further to 1= 2  0:4, the roots become
more separated and the local maximum becomes a global maximum, indicating an
overshoot.
Thus, as rpz is reduced by moving the multiple pole location further into the left
half on the s-plane, the complex conjugate zeros (only one of which is shown in
Fig. 1.35) become more dominant. As rpz is increased by reducing the multiple pole
magnitude, the poles become more dominant, the stationary point vanishes as the
roots, t1 and t2 become complex and y(t) becomes closer to x(t).
It is important to note that this example is intended to demonstrate pole
dominance and the effects of finite zeros. It is not necessary to place all the closed-
loop poles at one location in a real control system design, and recommended
approaches for such applications are given in Chaps. 5, 8 and 10.
1.5 The Steps of Control System Design 69

Y ( s)

120
+

100 t [s]
+
1 X ( s)
s
1 ν2

80
4 pi3
1
s
x( s)

60
6 pi2
1
s


4 pi
1
s

40
+ +
−

x( t)
x( t)

x( t)
+ + +

x( t)

20
y( t) x( t)
pi4

y( t)
y( t)

y( t)
y( t)
−

+
Yr ( s)

0
0.5

0.5

0.5

0
0.5
1

0
2

1
0
1

0
1 1 1 1 1
ν = 0.1 [rad/s] rpz = − 0.4, − 0.2, , + 0.2, + 0.4
2 2 2 2 2
si = − pi , i = 1, 2,3, 4,5 jω
+ jν
(*4)

(*4)

(*4)
(*4)
(*4)

s5 s4 s3 s2 s1

0 σ

Fig. 1.35 Step responses for attitude control of flexible spacecraft for various pole–zero domi-
nance ratios

1.5 The Steps of Control System Design

This book focuses on the theoretical and technical background needed to undertake
control system design, meaning the devising of a system that meets a given
performance specification containing information such as the accuracy, the settling
time and the required operational envelope of the variables. The sequence of steps
needed are presented in the flow chart of Fig. 1.36.
Sometimes the performance specification is incomplete. It is then necessary for
the control system designer to liaise with the originator of the specification to agree
on the further information needed for the control system design to proceed.
70 1 Introduction

Generate initial
plant model Continuous
Start
[Chapter 2] actuators Yes
?
No

Refine plant Generate Generate

Compare simulation results
model switched continuous
of uncontrolled plant with
model based model based
corresponding test results
controller controller

No Is model
sufficiently accurate
? Is
Measurement No
Yes noise or plant noise
significant
?
Is plant subject
Yes to substantial changes No Yes
during lifetime
? Generate filtering /
state estimation
Can the algorithm
model easily be Yes
made to track these
changes Develop
? algorithm for Simulate closed
online parameter loop system
No estimation

Is
Continuous Yes Generate continuous specification
Yes No
actuators robust controllers met
? ?
No Generate switched Select best Refine
robust controllers controller controller

Fig. 1.36 Flow chart of the steps in control system design

The control system designer must sometimes be prepared to undertake decisions

regarding the hardware, such as the sizing of motors for electric drives in terms of
their maximum torque and power rating or the selection of suitable measurement
instrumentation, such as star sensors and rate-integrating gyroscopes for spacecraft
attitude control.
In an industrial scenario, the most economic design should be produced that
satisfies the performance specification. This implies first considering a standard
traditional controller. With the advent of the modern digital processor, however, the
most economical approach could be a more flexible generic controller such as the
polynomial controller of Chap. 5.
Reference 71

The domain of the control system designer is one of creativity in which ingenuity
is required to devise a system that will solve a sufficiently challenging control
problem, necessitating a venture beyond the procurement of standard controllers.
This textbook is intended to help the reader acquire the relevant theoretical and
technical expertise.

1.6 The Flexibility of Digital Implementation

In the era of discrete-component electronic controller implementation, the control

system designer working in industry had to aim for the simplest possible controller
for economic reasons. This also maximised the reliability. Nowadays, however,
the computing power of a modern digital processor, in terms of memory and
computational speed, by far exceeds that needed to implement a PID controller.
Most importantly, the functionality of a controller based upon such a processor
is entirely contained in programmable software. Digital implementation therefore
offers flexibility in that a relatively inexpensive mass-produced digital processor-
based controller can be programmed to control a very wide range of plants.
A sufficient number of analogue-to-digital input interfaces and digital-to-analogue
output interfaces, however, are needed.
Flexible digital processor-based controllers can also rapidly realise the results
of control system research and development. In addition to implementing new,
improved control techniques for existing applications, new control techniques can
be very quickly brought into the laboratory and refined to a point of commercial
viability.

Reference

1. Jacobson N (2012) Basic algebra I, 2nd edn. Courier Corporation

Chapter 2
Plant Modelling

2.1 Introduction

2.1.1 Overview

A plant model is a mathematical model consisting of one or more equations

whose solutions replicate the behaviour of the physical plant. Its purpose is to
provide a means by which the behaviour of the plant may be studied to enable
the determination of a suitable control technique and the subsequent design of a
controller. The plant model also forms the basis of computer simulations for control
system development.
This chapter develops the background theory and gives the knowledge needed to
generate plant models. After an introduction to the basic character of plants and their
components, a subsection on physical modelling is presented. This is based on the
underlying science of the various applications. A comprehensive coverage of this,
however, would occupy several volumes and therefore, within the space limitations,
the main emphasis is on mechanical systems and electric motors as actuators to cater
for a large proportion of control systems. Some introductory material on thermal and
fluid systems is also given.
A case study of plant modelling in industry is presented in Appendix A2.

2.1.2 Dynamical and Non-Dynamical Systems

First a system can broadly be defined as a collection of interconnected objects that

fulfil a specified function. In this context, a plant or its model may be described as
a system. A part of a plant or its model will be termed a subsystem. A dynamical
system is one whose outputs depend upon the past history of the inputs. Plants to
which feedback control is applied are dynamical systems and most are continuous,

© Springer-Verlag London 2015 73

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_2
74 2 Plant Modelling

meaning that their variables are continuous functions of time. These are systems
that obey differential equations in which time is the independent variable. The
differential equation is the basic form of mathematical model of a plant from which
other forms of model may be derived. The physical plant is usually separable
into a number of constituent parts, or subsystems, each of which can be modelled
separately. This is the physical modelling approach of Sect. 2.2.
The term ‘dynamics’ has two meanings in the field of control engineering. The
first is the way in which the output of a dynamical system responds to its inputs.
A system with fast (or high) dynamics is one whose outputs respond quickly to
changes in its inputs. The second meaning is related to the modelling of mechanical
systems and is defined in Sect. 2.2.2.
A non-dynamical system is one in which the present output depends only on
the present input. These are subsystems such as a measurement device. A single
input, single output (SISO) non-dynamical system can be represented by an equation
defining the relationship between the input, x(t) and the output, y(t), in the form

y.t/ D f Œx.t/ ; (2.1)

where f (•) is a single-valued and continuous function of its argument. Similarly, a

multiple input, multiple output (MIMO or multivariable) non-dynamical subsystem
can be represented by the set of equations

yi .t/ D fi Œx1 .t/; x2 .t/; : : : ; xr .t/ ; i D 1; 2; : : : ; m: (2.2)

where xj , j D 1; 2; : : : ; r, are the inputs and yi , i D 1; 2; : : : ; m, are the outputs.

A dynamical system is one in which the present outputs depend on past values
of the inputs and usually past values of the outputs. It is important to note that the
present output of a controlled plant in the real world cannot respond instantaneously
to a step change in the control input. The mathematical model therefore cannot
contain algebraic dependence of the output on the input. To take a practical example,
a step change in the torque demand of an electric drive on a train locomotive cannot
cause a step change in the speed of the train, which is the controlled output.
Initially, consider a first-order SISO plant with input, u(t), and output, y(t). This
obeys a first-order differential equation of the generic form

P D f Œy.t/; u.t/ ;
y.t/ (2.3)

where f (•) is a single-valued and continuous function of its arguments. If (2.3) is

written as an integral equation,
Z t
y.t/ D f Œy ./ ; u ./ d ; (2.4)
0

then it may be readily seen that the present output, y(t), depends upon the continuum
of past values of the input u ./ and the output, y ./, for  2 Œ0; t .
2.1 Introduction 75

An SISO plant of nth order can be modelled by an ordinary differential equation

of the generic form,
 
y .n/ D f y .n1/ ; : : : ; y .1/ ; y; u.m/ ; u.m1/ ; : : : ; u.1/ ; u ; (2.5)

where terms such as x(q) mean dxq /dtq . A fundamental restriction on this model
is 0  m < n. If m D n then there would be a direct dependence of y(n) on u(n) ,
implying a direct dependence of y on u. This, in turn, would imply that a step change
in u(t) would cause a step change in y(t). Such behaviour is not found in physical
plants. On the other hand, a step change in u(t) will cause a step change in an output
derivative of a certain order. To return to the train traction example, a step change in
the drive torque demand will produce a step change in the acceleration of the train,
which is the first derivative of the controlled speed. Considering the generic model
(2.5), a step change in u(t) will cause a step change in y(r) , where r D n  m, but
cannot cause a step change in any of the lower derivatives of y. As can be seen, y(n)
depends algebraically on u(m) implying that a step change in u(m) will cause a step
change in y(n) , in turn implying that a step change in u(0) , i.e. u(t), will cause a step
change in y .nm/ . An important parameter in control system design that is related to
this plant property is the relative degree, defined as

r D n  m: (2.6)

This will be met in Chaps. 8 and 10. The term originates from its application to
the transfer function model of a linear time-invariant plant, in which it is defined
as the difference in degree between the denominator polynomial and numerator
polynomial.
Since

n > m; (2.7)

then, in view of (2.6),

r > 0: (2.8)

The most general model of a multivariable plant of nth order is a set of

interconnected ordinary differential equations of the generic form,
 
.n / .nj 1/ .1/ .mk;i / .mk;i 1/ .1/
yi i D fi yj ; : : : ; yj ; yj ; uk ; uk ; : : : ; uk ; uk ;
(2.9)
i D 1; 2; : : : ; m; j D 1; 2; : : : ; m; k D 1; 2; : : : ; p

where
X
m
ni D n (2.10)
lD1
76 2 Plant Modelling

and

0  mk;i < ni : (2.11)

Equation (2.10) merely states that the total order of the system is equal to the sums
of the orders of the subsystems modelled by the individual ordinary differential
equations of (2.9). Inequality (2.11) is analogous to (2.7) for SISO plants and
represents similar practical limitations of real plants.
The relative degree of the plant with respect to the ith output is defined as

ri D min .ni  mk;i / : (2.12)

k

It is the minimum order of the derivative of the output, yi , that depends algebraically
on any control input. This parameter is important in control system design, particu-
larly when applying the techniques of sliding mode control, feedback linearisation
or forced dynamic control.

2.1.3 Linearity and Nonlinearity

All systems are classified as linear or nonlinear. A linear system may be readily
recognised through every mathematical expression being of the general form,
X
Ci vi .t/ C Bi : (2.13)
i

The scalar coefficients, Ci , are usually constant, in which case the term linear time-
invariant (LTI) system applies. Some of the variables, vi (t), are derivatives in the
case of dynamical systems. The constant bias, Bi , is included for generality but is
not present in many cases. Occasionally, one or more of the coefficients are time
varying, in which case the term linear time-varying (LTV) system applies. This
provides a straightforward means of recognising a linear model. A nonlinear system
is readily recognised as it contains at least one expression not of the general form
(2.13). A simple example of a linear non-dynamic LTI subsystem is the model of a
liquid level transducer that gives a voltage, y, proportional to the height, h, of the
liquid in a cylindrical vessel, given by the linear equation,

y D Kh h (2.14)

where Kh is the height measurement constant. This subsystem is an SISO one with
input, h, and output, y. An example of a nonlinear non-dynamic subsystem is the
model of the process in an electromagnet that produces the force, f, given the current,
i, which may be written
2.1 Introduction 77

i2
f D Kf ; (2.15)
.x  x0 /2

where Kf is the electromagnetic force constant and x is the length of the air gap and
x0 is a positive constant. In this case the subsystem is a multiple input, single output
(MISO) one with i and x as inputs and output f.
An LTI system exhibits the scaling property and the superposition property. It is
important to note that if bias terms such as in (2.13) are present, then the equations
must be reformulated in terms of changes in the variables to test for these properties.
The scaling property is as follows. If the inputs of a system are multiplied by a
constant, then the outputs will be multiplied by the same constant. The superposition
property is as follows. Let a sequence of inputs be applied to a linear system one
after the other and the corresponding outputs recorded. Then if a single input is
applied that is the sum of the inputs previously applied, the output will be the sum
of the previously recorded outputs. A nonlinear plant model will exhibit neither of
these properties.
If the non-dynamical SISO subsystem modelled by (2.1) is linear, then it has the
scaling property,

f Œx.t/ D f Œx.t/ ; (2.16)

where  is a scalar. It will also have the superposition property as follows. Let
xk (t), k D 1; 2; : : : ; p, be a set of inputs applied separately X and let yk (t) be
p
the corresponding outputs. After this, let a single input, x.t/ D xk .t/, be
Xp kD1
applied. Then the resulting output is y.t/ D yk .t/. If the system is linear,
kD1
then (2.1) is of the form,

y.t/ D f Œx.t/ D C x.t/; (2.17)

where C is a coefficient that is usually constant. It is straightforward to confirm that

the non-dynamical system (2.17) has the scaling and superposition properties. If, as
is occasionally the case, C is time varying, the scaling property still holds.
Consider now the non-dynamical multivariable subsystem modelled by (2.2) .
If the sets of inputs and outputs are expressed as input and output vectors, defined
as x.t/  Œx1 .t/ x2 .t/ : : : xr .t/ T and y.t/  Œx1 .t/ x2 .t/ : : : xm .t/ T , then (2.2)
becomes

y.t/ D f Œx.t/ : (2.18)

The expression of the scaling property is then

f Œx.t/ D f Œx.t/ : (2.19)

78 2 Plant Modelling

If the same subsystem obeys the superposition property, then the following is true.
Let xk (t), k D 1; 2; : : : ; q, be a set of input vectors applied separately and let
yXk (t) be the corresponding output vectors. After this, let a single input vector, x.t/ D
q
xk .t/, be applied. Then if the system exhibits the superposition property, the
kD1 Xq
resulting output vector is y.t/ D yk .t/. If the system is linear, then (2.18)
kD1
has the form,

y.t/ D f Œx.t/ D Cx.t/; (2.20)

where C is a matrix of coefficients. In view of (2.20), the LHS of (2.19) is

f Œx.t/ D Cx.t/ (2.21)

and the RHS of (2.19) is

f Œx.t/ D Cx.t/: (2.22)

Since the RHS of (2.21) and (2.22) are equal, the system has the scaling property.
If the input vectors, xk (t), k D 1; 2; : : : ; q, are applied, one at a time, the
output vectors will be yk .t/ D Cxk .t/. Then let the single input
X Xvector, x.t/ D
q q
xk .t/, be applied. This yields the output vector y.t/ D C xk .t/. This
kD1 Xq Xq kD1
may be written as Cxk .t/ D yk .t/. The system therefore has the
kD1 kD1
superposition property.
Considering now the SISO dynamical system modelled by (2.5), if it is an LTI
system, it will be of the form

y .n/ D an1 y .n1/ C    C a1 y .1/ C a0 y C bm u.m/

C bm1 u.m1/ C    C b1 u.1/ C b0 u.0/ : (2.23)

where ai , i D 0; 1; : : : ; n  1, and bj , j D 0; 1; : : : ; m, are constant coefficients.

Its scaling property may be stated as follows. If y1 (t) is the output for given
initial conditions, y1(i) (0), i D 0; 1; : : : ; n  1 and a given input, u1 (t), with
(j)
finite derivatives, u1 , j D 1; 2; : : : ; m, then if the scaled input, u1 .t/, whose
.j /
derivatives are u1 , j D 1; 2; : : : ; m, and the initial conditions are similarly
.i /
scaled, i.e. y1 .0/, i D 0; 1; : : : ; n  1, then the output will be scaled by the same
factor, i.e. it will be y1 .t/. This is tantamount to stating that scaling the input and
its derivatives by  scales the output and its derivatives by . That this is the case
for system (2.23) is immediately apparent when both sides are multiplied by .
It will now be shown that system (2.23) has the superposition property. Let
uk (t), k D 1; 2; : : : ; q, be a set of inputs applied separately and let yk (t) be the
corresponding outputs with initial conditions, yk(i) (0), i D 0; 1; : : : ; n  1. After
this, let a single input,
2.1 Introduction 79

X
q
u.t/ D uk .t/; (2.24)
kD1
Xq .i /
be applied with initial conditions, y .0/, i D 0; 1; : : : ; n  1. Then the
kD1 k
output is
X
n
y.t/ D yk .t/: (2.25)
kD1

To show that system (2.23) has this property, first it is observed that each of the
input-output pairs, uk (t) and yk (t), k D 1; 2; : : : ; q, satisfies (2.23), noting that
.0/
yk .t/ D yk .t/. If all q equations are added, while grouping the corresponding
terms, then the result is as follows.
X
q
.n/
X
q
.n1/
X
q
.1/
X
q
.0/
yk .t/ D an1 yk .t/ C    C a1 yk .t/ C a0 yk .t/
kD1 kD1 kD1 kD1

X q
.m/
Xq
.m1/
X q
.1/
X
q
.0/
C bm uk .t/ C bm1 uk .t/ C    C b1 uk .t/ C b0 uk .t/:
kD1 kD1 kD1 kD1
(2.26)

The summation terms in (2.23) may then be expressed in terms of u(t) using (2.24)
and y(t) using (2.25). Thus

y .n/ .t/ D an1 y .n1/ .t/ C    C a1 y .1/ .t/ C a0 y .0/ .t/

C bm u.m/ .t/ C bm1 u.m1/ .t/ C    C b1 u.1/ .t/ C b0 u.0/ .t/: (2.27)

Since this is the differential equation of system (2.23), then the system has the
superposition property.
It can be similarly shown that the multivariable linear system (2.9) has the scaling
and superposition properties if it is in the LTI form,
j 1
.ni /
X
m nX
.k/
X X
p mj;i
.k/
yi D aij k yj C bij k uj ; i D 1; 2; : : : ; m: (2.28)
j D1 kD0 j D1 kD0

where aijk and bijk are constant coefficients.

The scaling and superposition properties of LTI systems enable several different
forms of plant model to be derived that are useful in control system design. These
will be met in Chap. 3. For a nonlinear plant, the only alternative to (2.5) or (2.9) is
the state-space model of Chap. 3. The same is true for LTV dynamical systems.
The coil of an electromagnet with resistance, R, and inductance, L, is a linear
dynamical subsystem in which the current, i, is related to the applied voltage, v, by

Li .1/ C Ri D v; (2.29)
80 2 Plant Modelling

where i .1/ D di=dt. This is an SISO subsystem with input, v, and output, i.
An example of a nonlinear dynamical subsystem is the dynamics model of a rigid
body in free fall subject to externally applied torque components. This could be part
of a spacecraft model. In this case, the subsystem is a multivariable one with three
inputs, the torque components, x , y and z , along the three mutually perpendicular
principal axes of inertia, x, y and z, and three outputs, the body angular velocity
components, !x , !y and !z . Thus

!P x D kx !y !z C bx x
!P y D ky !z !x C by y (2.30)
!P z D kz !x !y C bz z

where kx D Jyy  Jzz =Jxx , ky D .Jzz  Jxx / =Jyy , kz D Jyy  Jxx =Jzz , bx D
1=Jxx , by D 1=Jyy and bz D 1=Jzz where Jxx , Jyy and Jzz are the principal axis
moments of inertia.

2.1.4 Modelling Categories and Basic Forms of Model

2.1.4.1 White-Box Modelling and Differential Equations

White-box modelling, occasionally referred to as glass-box modelling, is a general

term used to describe the process of studying each internal component of a system,
forming a mathematical model of each and then assembling the whole using shared
inputs and outputs to form an overall mathematical model. In control engineering,
white-box modelling applies to plants for which control systems are to be created.
This is the physical modelling of Sect. 2.2. All plants are continuous-time dynamical
systems and therefore the fundamental form of model emerging from the physical
modelling is the differential equation, many examples of which will be found
throughout this chapter. All other forms of plant model stem from the differential
equation.

2.1.4.2 Black Box Modelling and Transfer Functions

Black box modelling is a general term used to describe the process of creating
a mathematical model of a system by collecting information from observations
of the responses of its outputs to given inputs, without the study of its internal
components. This approach is often taken in industry as it is less time consuming
and therefore more cost effective than white-box modelling but is restricted to
linear models. In control engineering, various control inputs are applied to the plant
and its measurement variables observed. There are three basic approaches to the
processing of these variables, covered in Sect. 2.2. One is the step response method
of Sect. 2.3.2, applicable to first and second-order plants and leads to Laplace
2.2 Physical Modelling 81

transfer function models. The second is the frequency domain method of Sect. 2.3.3,
which gives Laplace transfer function models and the third is the time domain
method of Sect. 2.3.4, which gives z-transfer function models. The second and third
methods are applicable to plants of arbitrary order.

2.2 Physical Modelling

2.2.1 Introduction

In physical plant modelling, the underlying science of each hardware component

is applied to derive a mathematical component model in the form of algebraic
and/or differential equations. The plant model is then the set of component models
interconnected by means of common input and output variables. In the following
subsections, some basic components are modelled that may be used to construct
various plant models, starting with the most elementary. The equations of these
basic elements may be used to build models of specific plants.

2.2.2 Mechanical Modeling Principles

2.2.2.1 Dynamic and Kinematic Subsystems

The dynamic subsystem is defined as the part of a mechanical system that relates
translational and/or rotational velocity components to applied forces and/or torques.
The kinematic subsystem is defined as the part of a mechanical system that relates
the translational and/or rotational displacements to the translational and/or rotational
velocities. The dynamic subsystem involves the inertial parameters of mass and/or
moment of inertia, while the kinematic subsystem does not.

2.2.2.2 Degrees of Freedom of Motion

The number of degrees of freedom (d.o.f.) of movement of a mechanical system is

the number of coordinates needed to define its position, as illustrated in Fig. 2.1.
Many mechanisms such as the linear and rotational actuators of Fig. 2.1a, b, only
have a single degree of freedom. The x-y positioning drive of Fig. 2.1c has many
applications in industry. The two directions of movement are referred to as axes and
for this reason the generic name for such mechanisms is the multi-axis mechanism.
Many multi-axis mechanisms have combinations of rotational and translational
degrees of freedom. The axis for a rotational degree of freedom is that about
which rotation of one component takes place relative to another component. The
number of axes is equal to the number of degrees of freedom of movement.
82 2 Plant Modelling

a x
c d yr
yb xb
ψ
Linear actuator y
(1 translational d.o.f.) y
b
θ 0 x xr
x

Floating platform
x-y positioning drive (2 translational and
Rotational actuator (2 translational d.o.f.) 1 rotational d.o.f.)
(1 rotational d.o.f.)

f γ
Waist axis Elbow
e ψ =0 axis
ψ
Shoulder Pitch
axis axis
φ θ
φ=0 β
α φ
θ =0 θ
ψ
Yaw Roll
axis axis
Gimbal mechanism Jointed arm robot
(3 rotational d.o.f.) (6 rotational d.o.f.)

Fig. 2.1 Illustrations of translational and rotational degrees of freedom

Also, the number of degrees of freedom is equal to the number of control actuators,
two worm drives being employed in the example of Fig. 2.1c.
Applications at sea such as oil rigs and wind turbines have to be positioned on
platforms that are floated out to locations with translational coordinates, x and y,
in a frame of reference, (xr , yr ), and orientated about the yaw axis by an angle,
, as shown in Fig. 2.1d. prior to anchoring. In this case, there is no mechanism
connecting the platform to the frame of reference so that movement between moving
parts can be measured. Instead the two translational coordinates are measured using
the global positioning system (GPS) and the rotational one by a compass.
The gimbal mechanism of Fig. 2.1e consists of frames mounted one within
the other. The relative rotation axes and associated motors and angle sensors are
arranged so that the object in the centre (shown as a cube) can be brought to any
orientation by means of three control loops.
The universal multi-axis machine is the jointed-arm robot in which a workpiece
held by the gripper is positioned in the finite three-dimensional work space with any
orientation. Such robots can have various configurations. The one of Fig. 2.1f has
six rotational degrees of freedom controlled using motors and joint angle sensors.
Importantly, through the arm configuration, the purely rotational degrees of freedom
of the joints are used to control the three translational and three rotational degrees of
2.2 Physical Modelling 83

freedom of the workpiece referred to a fixed frame of reference. Many mechanisms

exist in which a given degree of freedom of motion entails both rotation and
translation, an example being the crank mechanism.
Three of the rotational movements in Fig. 2.1f are named roll, pitch and yaw. This
terminology originated in nautical applications, where the rotation of a ship about
its longitudinal (x) axis is called roll motion, rotation about the vertical (z) axis
perpendicular to the roll axis is called yaw motion and rotation about the horizontal
(y) axis, perpendicular to the x and z axes, is called pitch motion. The same
terminology is used for aircraft, underwater vehicles, spacecraft and automobiles.
In applications such as spacecraft and underwater vehicles it is necessary to
position and orientate the vehicle body (considered to be rigid here) in the absence
of a mechanism connecting the body to the frame of reference. Then it is possible to
either select a fictitious mechanism connecting the body with the frame of reference,
such as the gimbal mechanism of Fig. 2.1e, whose kinematic differential equations
(KDEs) can be used as a basis for generating position and attitude coordinates, or
select another set of KDEs not associated with any mechanism (Sect. 2.2.4.3).
For illustrative purposes, the gimbal mechanism-based roll, pitch and yaw
attitude angles for a vehicle (represented by a cube) are shown in Fig. 2.2.
Starting with the body-fixed frame (xb , yb , zb ) aligned with the reference frame
(xr , yr , zr ) as shown in Fig. 2.2a, a body rotation is made through an angle, , about
the roll axis, bringing it to the orientation shown in Fig. 2.2b. Then a further body
rotation is made through an angle, , about the newly orientated pitch axis, yb ,
bringing it to the orientation shown in Fig. 2.2c. Then a final rotation of the body
is made through an angle, , about the newly orientated yaw axis, zb , bringing
it to the orientation shown in Fig. 2.2d. There are, in fact, twelve such attitude
representations corresponding to the twelve permutations of the axis rotation orders,
the one of Fig. 2.2 being r - p - y (roll–pitch–yaw), the remaining ones being
r - y - p, p - r - y, p - y - r, y - r - p, y - p - r, r - p - r, r - y - r, p - r - p, p - y - p, y - r - y and
y - p - y. The first six permutations have equivalent gimbal mechanisms. The last six
permutations do not as they entail the first and last rotations about the same body-
fixed axis. They do produce valid attitude representations, however, because this
body-fixed axis has different orientations with respect to the reference frame for the
first and third rotations.

a φ =θ b z c zr d zr
zb, zr zb φ r θ φ θ φ
=ψ = 0 yb
zb zb
yb ψ
φ yb
φ
yb, yr φ
yr xr yr xr
xb , xr xb, xr θ θ yr
xb ψ xb

Fig. 2.2 A gimbal mechanism-based roll–pitch–yaw attitude representation for a vehicle.

(a) Home attitude. (b) Roll rotation. (c) Pitch rotation. (d) Yaw rotation
84 2 Plant Modelling

The rotational dynamics and kinematics for three (xi , yi , zi ) degrees of freedom,
which are much more complex than those for a single degree of freedom, are
important as they are relevant to many applications in vehicle control and robotics.

2.2.2.3 Rigid Body with One Degree of Freedom

Figure 2.3a represents a rigid body of mass, M, constrained to move in a straight line
to which is applied a control force, fc , acting through the centre of mass (indicated by
the standard symbol, ) opposed by a force, fo , due to friction, drag (i.e. air or fluid
resistance) or retention spring or a combination thereof, and subject to an external
disturbance force, fd , giving rise to a velocity, v, and displacement, x, relative to an
inertial frame of reference.
An inertial frame of reference refers to a set of axes that are not undergoing either
translational or rotational acceleration relative to inertial space. Hence Newton’s
laws of motion would hold in a laboratory fixed with respect to an inertial frame.
The frame of reference is shown as three dimensional, which is usual, but in this
case, only the xi axis is relevant. Figure 2.3b similarly represents a rigid body with
moment of inertia, J, about an axis parallel to the yi axis, constrained to rotate about
this axis subject to an applied torque, a , opposed by a torque, o , giving rise to an
angular velocity, !, and angular displacement, . The forces, torques, linear velocity
and angular velocity are vector quantities as indicated by the arrows in Fig. 2.3 but
in these simple cases are co-linear.
The dynamics equations are obtained for Fig. 2.3a by equating the net force to
the first derivative of the linear momentum and for Fig. 2.3b by equating the net
torque to the first derivative of the angular momentum. The KDEs for simple single-
degree-of-freedom mechanical components are simply statements that the velocity
is the first derivative of the displacement. Assuming that the mass is constant, the
model for Fig. 2.3a is as follows.

a Mass, M
b Moment of
zi zi inertia, J
γo + γ d
fo + fd v fc

0 θ
yi  xi
0 x xi ω
γc xi
yi

Fig. 2.3 Rigid body constrained to move with one degree of freedom. (a) Translational.
(b) Rotational
2.2 Physical Modelling 85

d 1
Dynamic subsystem W .M v/ D fa  fo ) vP D .fa  fo / : (2.31)
dt M

Kinematic subsystem W xP D v: (2.32)

The corresponding model for Fig. 2.3b is as follows.

d 1
Dynamic subsystem W .J !/ D a  o ) !P D .a  o / : (2.33)
dt J

Kinematic subsystem W P D !: (2.34)

The opposing force of the translational model may be written as

fo D fg C ff C fs C fI ; (2.35)

where fg is the drag force, ff is the friction force, fs is the spring force and fI is the
inertial force of any other connected masses. For specific applications, some or all
of these may be zero. For the rotational model, the equivalent breakdown of the
opposing torque is

o D g C f C s C I : (2.36)

The use of (2.31) or (2.33) in conjunction with the material of the following three
subsections is referred to, respectively, as the force or torque balance methods.

2.2.2.4 Drag Forces and Torques

This topic is relevant to applications such as aircraft, surface ships and underwater
vehicles. With reference to Fig. 2.3a, Raleigh’s equation for fluid drag [1] is

1 2
fg D v Cd A; (2.37)
2
where  is the density of the fluid in which the body is immersed, A is the area of the
orthographic projection onto a plane perpendicular to the direction of motion and
Cd is the dimensionless drag coefficient of the fluid. To simplify any plant model
of which this is part and at the same time to ensure that the drag force opposes the
motion, (2.37) may be replaced by

fg D Kd v 2 sgn.v/ D Kd jvj v; (2.38)

86 2 Plant Modelling

8
< C1; v > 0 1
where sgn.v/  0; v D 0 and Kd D Cd A:
: 2
 1; v < 0
For the rotational case of Fig. 2.3, the equivalent relationship,

g D Kg ! 2 sgn.v/ D Kd j!j !; (2.39)

may be used but in this case, the expression of Kg in terms of the parameters of
Rayleigh’s equation (2.37) is not straightforward as the relative velocity between a
rotating body of arbitrary shape and the fluid in which it is immersed is a function
of the position on its surface. In practice, this problem would be circumvented by
determination of Kg experimentally.

2.2.2.5 Friction Forces and Torques

Many controlled plants embody mechanisms with relatively moving surfaces. A

friction force is broadly divided into three components. Thus

ff D ffs C ffc C ffv ; (2.40)

where ffs is the static friction component, ffc is the Coulomb friction component and
ffv is the viscous friction component.
Detailed information on the underlying physical processes of friction, includ-
ing explanations at the molecular level, may be found in works on mechanical
engineering [2] but the models given here should be understandable from common
experience with the behaviour of relatively moving objects in contact.
Suppose that the object of Fig. 2.3a has a flat base and is resting on a flat surface.
Then starting from rest, if the applied force, fa , is gradually increased from zero,
at first there will be no relative movement, but above a certain level, fa D ffs , the
object will suddenly move. This is the static friction force given by

ffs D fn sgn .fa / D Ffs sgn .fa / ; (2.41)

where fn is the normal force keeping the surfaces in contact and  is the coefficient
of static friction, determined experimentally. Sometimes, static friction is referred to
as stiction or stick–slip friction due to the sticking effect for jfa j < Ffs . For rotating
objects in contact such as bearings, the identification of the normal force is less
obvious but a similar phenomenon exists in which the static friction torque is

fs D fs sgn .a / ; (2.42)

where  fs is the constant static friction torque magnitude.

2.2 Physical Modelling 87

In the following, v is the relative velocity between moving parts rather than the
velocity of one part with respect to an inertial frame of reference.
For the translational case, once ffs of (2.41) is exceeded, the physics of the friction
changes as the relative movement begins and a model of the opposing force is

ff D ffc C ffv (2.43)

where

ffc D Ffc sgn.v/; (2.44)

Ffc being constant and also Ffc < Ffs . This is the Coulomb friction force. Also

ffv D Kv v: (2.45)

This is the viscous friction force, with coefficient, Kv . Viscous friction is sometimes
referred to as kinetic friction or dynamic friction, as it is a continuous function of v,
in contrast to the other components whose magnitudes are constant.
Figure 2.4a shows an example of the transfer characteristic, i.e. the graph of
ff against v that results when the effects of static, coulomb and viscous friction
described above are combined.
When experiments are conducted to measure the friction transfer characteristic,
however, a similar result is obtained but with a continuous transition between the
static friction and the combined Coulomb and viscous friction, as shown in Fig. 2.4b.
The dot–dashed straight line segments are those of Fig. 2.4a for comparison. This
form of transfer characteristic is preferred in view of its being more realistic and also
better behaved regarding the accuracy of the numerical integration in simulations.
The author has devised the following convenient function for this.

a 4 b 4
ff (v) +Ffs ff (v) +Ffs
3 3
[N] [N]
2 2
+Ffc +Ffc
1 1
0 0
−Ffc −Ffc
-1 -1
-2 -2
−Ffs −Ffs
-3 -3
-4 -4
-12 -8 -4 0 4 8 12 -12 -8 -4 0 4 8 12
v[m/s] −v1 +v1 v[m/s]

Fig. 2.4 Friction transfer characteristics. (a) Theoretical form. (b) Realistic form
88 2 Plant Modelling

 
Ffs C Ffc K jvj
ff .v/ D Kv v C sgn.v/: (2.46)
1 C K jvj

Here, K is a parameter that may be adjusted to obtain the required sharpness of

transition, this being increased as K is increased. If v1 is specified, then since the
transfer characteristic is reflected in the origin, the required value of K is obtained
d
by setting dv ff .v/ D 0 for v D v1 > 0 for which (2.46) becomes

Ffs C Ffc Kv
ff .v/ D Kv v C (2.47)
1 C Kv

Then
 
d Ffs C Ffc Kv .1 C Kv/ Ffc K  .Ffs C Ffc Kv/ K
Kv v C D Kv C
dv 1 C Kv .1 C Kv/2

1 C 2Kv C K 2 v 2 Kv  .Ffs  Ffc / K

D )
.1 C Kv/2
Kv v12 K 2 C .2Kv v1  Ffs C Ffc / K C Kv D 0 )
q
Ffs  Ffc  2Kv v1 ˙ .2Kv v1  Ffs C Ffc /2  4Kv2 v12
KD :
2Kv v12
(2.48)
q
Since, .2Kv v1  Ffs C Ffc /2  4Kv2 v12 < jFfs  Ffc  2Kv v1 j, a necessary condi-
tion for K > 0 is

Ffs  Ffc  2Kv v1 > 0: (2.49)

Then both roots are positive and therefore valid but the largest one will be chosen
as this yields the sharpest transition between the static friction and the combined
Coulomb and viscous friction. Hence
q
Ffs  Ffc  2Kv v1 C .2Kv v1  Ffs C Ffc /2  4Kv2v12
KD : (2.50)
2Kv v12

In fact, the transfer characteristic of Fig. 2.1b was produced using (2.46) and (2.50)
with Ffs D 6 ŒN , Ffc D 1 ŒN , Kv D 0:4 ŒN= .m=s/ and v1 D 2 Œm=s . For the
rotational case, Ffs , Ffc , Kv and v1 are replaced, respectively, by  fs ,  fc , K¨ and !1 .
Static friction can cause steady-state errors in traditional control loops without
an integral term and limit cycling with integral terms. The reader should be aware,
however, that in most real applications the parameters of the friction model are
highly dependent upon environmental conditions, particularly temperature, and
therefore a model-based controller with inbuilt friction compensation would be
2.2 Physical Modelling 89

difficult to implement. The recommended approach is to use the model presented

in this section with typical parameters for the application in hand in a simulation to
predict its effect on a traditional control loop and change over to a robust control
technique (Chaps. 9 and 10) if unsatisfactory performance is predicted.

2.2.2.6 Spring Force and Torque

In some mechanical systems, a rigid body such as illustrated in Fig. 2.3 is either
physically connected to one or more components via springs or is part of a so-
called lumped parameter model of a flexible structure consisting of rigid bodies
interconnected by linear springs or torsion springs. In either case, with reference to
(2.35) and (2.36),

X
m X
m
fs D fsi or s D si (2.51)
i D1 i D1

where fsi or si , i D 1; 2; : : : ; m, is the individual spring forces or torques.

Figure 2.5 shows the translational and rotational single-degree-of-freedom cases
in which all the displacements and velocities shown are with respect to the inertial
frame of reference. The object could be another movable rigid body or a fixed point
with respect to the inertial frame of reference.
In Fig. 2.5a, xi is the displacement of the point on the ith object to which one end
of the spring is attached and x0i is the displacement of the same end of the spring
if detached from the object and at rest with zero spring force. In these models, the
springs are regarded as having zero mass. Hence, x.t/  x0i .t/ D const: Since,
however, the physical structure does not have to be preserved in a mathematical
model used only for control system design, the model is simplified by setting x0i D
x. Similar statements may be made for Fig. 2.5b, so 0i D . Assuming Hooke’s
law holds, the spring forces and torques are respectively,

fsi D Ksi .xi  x/ and si D Ksi0 .i  / ; i D 1; 2; : : : ; n: (2.52)

a Mass, M b Moment of
zi fsi inertia, J γ si Interface with
Interface v fa
p ith object
with ith
object Ksi θ K si′ θ 0i
ω θi
γa
0 xi x0i x xi Inertial
yi reference plane

Fig. 2.5 Interaction of a mass with other objects via springs. (a) Translational. (b) Rotational
90 2 Plant Modelling

2.2.2.7 Inertial Force and Torque

The component of the opposing force or torque due to an additional rigid body fixed
to either rigid body of Fig. 2.3 is given by

fI D MI vP or I D JI !P (2.53)

where MI and JI are, respectively, the mass and moment of inertia of the additional
rigid body. An example is an inertial mechanical load bolted to an electric motor.

2.2.2.8 Lagrangian Mechanics

Controlled mechanisms sometimes have several degrees of freedom of motion and,

for modelling purposes, can be considered as a set of interconnected rigid bodies,
possibly including springs, to which are applied actuator forces and torques. An
example is the jointed-arm robotic manipulator introduced in Chap. 12. Derivation
of the differential equations of motion of such systems using the force and
torque balance methods introduced in Sect. 2.2.2.3 can be very laborious and
time consuming, particularly if the number of chosen translational and rotational
position coordinates exceeds the number of degrees of freedom, in which case the
mechanical constraints have to be carefully incorporated. This task may be greatly
eased, however, by applying Lagrangian mechanics [3]. First, the Lagrangian is
defined as

L DT V (2.54)

where T is the total kinetic energy and V is the total potential energy. Then, if the
ith mechanical displacement (either translational or rotational) corresponding to the
ith degree of freedom is denoted by qi , the equations of motion are given by:
 
d @L @L
 C f .qP i / D i ; i D 1; 2; : : : ; d; (2.55)
dt @qPi @qi

where i is the external force or torque and f .qP i / is the friction force or torque
associated with the ith degree of freedom.
As an example, the equations of motion will be derived for the single-degree-of-
freedom translational and rotational examples of Fig. 2.5. First, consider Fig. 2.5a.
Let x D q1 . Then qP1 D v. Also 1 D fa . The kinetic energy is then

1 1
T D M v 2 D M qP 12 (2.56)
2 2
2.2 Physical Modelling 91

and the potential energy is

1 1
V D Ks Œx  .xi  x0i / 2 D Ks Œq1  .xi  x0i / 2 : (2.57)
2 2
The Lagrangian is therefore
1n o
LDT V D M qP 12  Ks Œq1  .xi  x0i / 2 : (2.58)
2
To derive the equation of motion from (2.55), in this example, there is no friction, so
 
@L d @L @L
D M qP 1 ) D M qR 1 and D Ks Œq1  .xi  x0i / :
@qP1 dt @qP1 @q1
(2.59)

Hence (2.55) yields

M qR 1 C Ks Œq1  .xi  x0i / D 1 (2.60)

Noting that xP D v, (2.60) may be written

M xR C Ks Œx  .xi  x0i / D fa : (2.61)

The rotational example of Fig. 2.5b is similar. Letting  D q1 , 1 D a and

1 1
noting P D !, the kinetic and potential energies are T D J ! 2 D J qP12 and V D
2 2
1 2 1 2
Ks Œ  .i  0i / D Ks Œq1  .i  0i / . Applying the Lagrangian method
2 2
then yields

J R C Ks Π .i  0i / D a : (2.62)

Another appropriate example is the cart and inverted pendulum mechanism

sometimes used to demonstrate control techniques, shown in Fig. 2.6.

Fig. 2.6 Cart and pole Inertial Pendulum

mechanism datum mass, Mp

Pendulum angle, q2 H

Actuator torque, τ2
Actuator force, τ1
Cart mass, Mc
Cart displacement, q1
92 2 Plant Modelling

In this case,

LDT V D
1n h io
Mc qP 12 C Mp .qP 1  qP 2 H cos .q2 //2 C .qP2 H sin .q2 //2  Mp gH cos .q2 / :
2
(2.63)

Again, the friction will be assumed negligible. Then applying (2.55) to obtain the
equations of motion yields the following.
 
d @L @L d 
 D 1 ) Mc qP1 C Mp .qP1  qP 2 H cos .q2 //  0 D 1 )
dt @qP1
@q1 dt
Mc C Mp qR1  Mp H qR2 cos .q2 / C Mp H qP22 sin .q2 / D 1
(2.64)

and
 
d @L @L
 D 2 )
dt @qP2 @q2
d ˚ 
Mp .qP1  qP2 H cos .q2 // H cos .q2 /  qP 2 H 2 sin2 .q2 /
dt (2.65)
CMp gH sin .q2 / D 2 )
d ˚ 
Mp qP2 H 2  qP 1 H cos .q2 / C Mp gH sin .q2 / D 2 )
dt 
Mp H 2 qR2 C H qP1 qP2 sin .q2 /  H qR1 cos .q2 / C gH sin .q2 / D 2

Many of the terms in these equations would be difficult to deduce by inspection of

Fig. 2.6 and application of the force and torque balance method.

2.2.3 Two Basic Mechanical Components

2.2.3.1 Gear Trains and Referred Mechanical Parameters

Many controlled mechanisms such as robot joint actuators employ gear trains to
match the motor output to the mechanical load regarding the torque and speed
requirements. A gear train is a set of several toothed wheels, i.e. gear wheels, that
mesh with one another. For incorporation in a plant model for control system design,
it is sufficient to represent a gear train comprising two or more gear wheels using an
equivalent train of just two wheels as shown in Fig. 2.7.
Here, R1 and R2 are, respectively, the radii of the input and output wheels, 1 and
2 are the input and output torques, !1 and !2 are the angular velocities of the input
and output shafts, while 1 and 2 are the corresponding angles of rotation. Starting
with points, p1 and p2 , on the wheel peripheries that are coincident with the point of
2.2 Physical Modelling 93

Fig. 2.7 Basic two-wheel p′2

representation of a gear p′1 f
system
θ1 p1 p2 θ 2
γ 1 ω1 ω2 γ 2
R1 R2

0 0
contact, as the wheels rotate, these points move to new positions, p1 and p2 , on arcs
through the same distance, d, requiring

d D R1 1 D R2 2 : (2.66)

Differentiating (2.66) and letting P1 D !1 and P2 D !2 then yields

!1 R1 D !2 R2 (2.67)

The gear ratio is defined as

!1 R2
GD D : (2.68)
!2 R1

This is a basic parameter in modelling a mechanical system containing a gear train.

The tangential force, f, at the wheel interface produced by the applied torque, 1 ,
satisfies 1 D fR1 . This also gives rise to an output torque of 2 D fR2 . Hence

1 2 R2
f D D ) 2 D 1 :
R1 R2 R1

i.e.

2 D G1 : (2.69)

So if R > 1, the gear train achieves torque amplification. The mechanical input
power, 1 !1 , may be expressed in terms of 2 and !2 using (2.69) and (2.68) as
follows.
1
1 !1 D 2 G!2 D 2 !2 : (2.70)
G
This means that the gear system transmits mechanical power with zero loss,
indicating that the model is of an ideal gear system. Power losses in a real system,
however, may be modelled using viscous friction parameters, as shown below.
94 2 Plant Modelling

Fig. 2.8 Mechanical system

with viscous friction and γc ω 1 θ 1 γ1 N1
inertia containing a gear
J1
system

Gear Train
Kf1

Retension
spring θ 2 ω 2 γ2

J2
Ks Kf2

N2

It may be observed that the gear system model described above is similar to that
of an ideal electrical transformer, in that !1 and !2 are analogous to the primary and
secondary currents, 1 and 2 are analogous to the primary and secondary voltages,
and R1 and R2 are analogous to the numbers of primary and secondary turns. Hence,
a gear system may be regarded as a mechanical transformer. Indeed, the viscous
friction and inertial components of a mechanism of which the gear system is a part
may be referred to either the input shaft side or the output shaft side to simplify the
model, in a similar way to referring the inductive and resistive components of an
electrical circuit to either the primary side or the secondary side of a transformer.
Consider the mechanical system shown in Fig. 2.8.
This is a single-degree-of-freedom mechanism consisting of two balanced
masses with moments of inertia, J1 and J2 , connected by a gear train. A control
torque, 1 , is applied to mass 1 (the torque actuator not being included in this
example) and the movement of the system is restrained by a torsion spring attached
to mass 2. Also N1 and N2 are the numbers of gear teeth. Then the gear ratio is

G D N2 =N1 : (2.71)

The torque balance equations for sides 1 and 2 of the system are

J1 R1 C Kf1 P1 D c  1 (2.72)

J2 R2 C Kf2 P2 C Ks 2 D 2 (2.73)

It follows from (2.66) and (2.68) that

1 D G2 (2.74)
2.2 Physical Modelling 95

and this, together with (2.69). completes the model by connecting (2.72) and (2.73).
It also enables the model to be simplified by referring all the quantities to side 1 or
side 2 of the gear train.
For side 1, it is necessary to substitute for 2 and 2 in (2.73) using, respectively,
(2.74) and (2.69). Thus

1 R 1 1
J2 1 C Kf2 P1 C Ks 1 D G1 : (2.75)
R R R
Then substituting for 1 in (2.72) using (2.75) yields
 
1 1 1
J1 R1 C Kf1 P1 D c  J2 2 R1 C Kf2 2 P1 C Ks 2 1 (2.76)
G G G

which may be written

Jr1 R1 C Kfr1 P1 C Ksr1 1 D c ; (2.77)

where

1 1 1
Jr1 D J1 C 2
J2 ; Kfr1 D Kf1 C 2 Kf2 and Ksr1 D 2 Ks : (2.78)
G G G
Then (2.77) is the simplified model, which is equivalent to a single mass moving
against viscous friction and a torsion spring without a gear train, whose parameters,
J11 , Kf11 and Ks1 , are, respectively, the moment of inertia, the viscous friction
coefficient and the spring constant referred to side 1 of the gear train.
For the alternative of referring all the parameters to side 2 of the gear train, it is
possible to start with (2.76) and substitute for 1 using (2.74), which gives
 
R P 1 R 1 P 1
J1 G 2 C Kf1 G 2 D c  J2 2 C Kf2 2 C Ks 2 (2.79)
G G G

which may be written

Jr2 R2 C Kfr2 P2 C Ksr2 2 D Gc ; (2.80)

where

Jr2 D J2 C G 2 J1 ; Kfr2 D Kf2 C G 2 Kf1 and Ksr2 D Ks : (2.81)

Equations (2.78) and (2.81) are similar to those referring reactive and resistive
components to the primary or secondary circuits of an electrical transformer.
96 2 Plant Modelling

2.2.3.2 Hard Stops

Controlled mechanisms often have mechanical hard stops, limiting the range of
movement to lie between maximum and minimum values. It is necessary to model
these hard stops for simulation purposes if there is any likelihood of them being
reached in the application under study. It will be assumed that the part of the
mechanism constrained by the hard stops may be modelled as a rigid body when
not in contact with these stops and has one degree of freedom of movement, which
may be rotational or translational. Let the differential equation of motion of this
body be

xR D b .ub C uh / (2.82)

where x is either the translational or rotational displacement, b D 1=M or b D 1=J ,

where M is the body mass, J is the body moment of inertia about the axis of rotation,
ub is the total torque or force applied to the body without contacting either hard stop
and uh is the additional force or torque acting on the body as a result of contact with
either of the two hard stops. Upon contacting a hard stop, small elastic deformations
will occur in the body and the hard stop material. This will be modelled as a very
stiff spring. Also a small proportion of the kinetic energy of the body will be lost
as heat dissipated in the body due to the nature of its material or energy transfer
to the structure upon which the hard stops are mounted. This energy dissipation, if
considered significant, will be modelled as viscous damping. Thus
8
< xmax  x; x > xmax
eh D 0; xmin  x  xmax ; uh D Ksh eh C Kvh ePh ; (2.83)
:
xmin  x; x < xmin

where Ksh and Kvh are, respectively, the spring constant and viscous damping
coefficient representing the elastic deformation and the energy loss during the stop
contact. Figure 2.9 shows a block diagram of the model based on (2.82) and (2.83).
®
The ‘max’ and ‘min’ functions shown are as in SIMULINK and are defined as
 
p; p  q p; p  q
max .p; q/  and min .p; q/  : (2.84)
q; p < q q; p > q

xmax +
max Kvh b
− + eh
Ksh
− +
min ub + + x x
xmin + +
b ∫ dt + ∫ dt
Fig. 2.9 Hard stop model for simulation
2.2 Physical Modelling 97

Also, the injection of the signal, bKvh eh , between the two integrators realises the
term, Kvh ėh , in (2.83), thereby avoiding the implementation of the differentiation.

2.2.4 Modelling for Vehicle Attitude and Position Control

2.2.4.1 Three-Axis Rotational Dynamics

An unconstrained rigid body, usually representing a vehicle such as a spacecraft

or underwater vehicle has three rotational degrees of freedom as discussed in
Sect. 2.2.2.2. It will be assumed that attitude control actuators are mounted on
the body that produce torque components, bx , by and bz , about the body-fixed
axes, xb , yb and zb . The dynamic subsystem is obtained by equating the net applied
torque to the first derivative of the body angular momentum vector. This is far
more involved than the single-degree-of-freedom case due to the derivative of a
vector having two parts, the rate of change of magnitude and the rate of change
of direction. For the single-degree-of-freedom case, only the rate of change of
magnitude of the angular momentum vector is needed, since it does not change
direction, yielding (2.33). For an unconstrained rigid body, however, the motion in
all three rotational degrees of freedom occurs and the theory of dynamics is needed
[4]. Let the instantaneous angular velocity vector be

i C !y jb C !z b
¨ D !xb k; (2.85)

where î, ĵ and b
k are the unit vectors directed along the mutually orthogonal body-
fixed axes, xb , yb and zb and !x , !y and !z are the angular velocity components
along these axes. Let the body angular momentum be similarly represented as

i C lby jb C lbzb
Lb D lbxb k; (2.86)

Using the same notation, the net torque vector acting on the body is

” D ” a  ”o ; (2.87)

where

i C ay jb C az b
” a D axb k (2.88)

is the actuator torque vector and

i C oy jb C oz b
” o D oxb k (2.89)
98 2 Plant Modelling

is the opposing torque vector that could be due, for example, to hydrodynamic drag
in an underwater vehicle or solar radiation pressure in the case of a space satellite.
The dynamics equation can then be written as

LP b C ¨ ^ Lb D ” a  ” 0 (2.90)

where

i C lPby jb C lPbzb
LP b  lPbxb k (2.91)

is the rate of change of the magnitude of the angular momentum vector and the
second term on the LHS of (2.90) is the rate of change of direction of the angular
momentum vector. This is called the gyroscopic torque component since it is
responsible for the behaviour of a gyroscope. A familiar example of gyroscopic
torques at work is the prevention of a bicycle in motion falling over due to the
wheel angular momentum vectors.
It is important to note that (2.90) is valid only for actuators such as thrusters that
do not have angular momentums affecting the motion of the body. In spacecraft,
however, reaction wheels or control moment gyros are commonly employed. These
actuators accrue their own angular momentums through their principle of operation.
A reaction wheel consists of an electric motor with the stator bolted to the
spacecraft body, directly driving a balanced flywheel. When the motor develops
torque, the wheel undergoes an angular acceleration and its angular momentum
magnitude therefore changes. The equal and opposite reaction torque acts on the
spacecraft body via the stator, controlling the attitude as required. This also changes
the angular momentum of the spacecraft body by an equal and opposite amount
to the change in the wheel angular momentum. This is due to the principle of
conservation of angular momentum, which states that the total angular momentum
of a mechanical system is constant if no external torque acts on it. This is also
called a conservative system because the angular momentum is conserved. Since
a set of reaction wheels on a spacecraft effects momentum exchange between the
spacecraft body and the wheels, these actuators are called momentum exchange
actuators. At least three reaction wheels are needed to control the three rotational
degrees of freedom, usually a set of four with their spin axes arranged so that any
combination of three wheels can be used to maintain the mission with one wheel
failure.
The control moment gyro (CMG) consists of a flywheel running at constant speed
mounted in a single or a two-axis gimbal system, each gimbal axis equipped with
an electromagnetic transducer that provides an attitude control torque component.
Various configurations of control moment gyros can be employed to achieve
controllability of the three rotational degrees of freedom. In this case, the wheel
angular momentum magnitudes are constant but attitude control torques from the
electromagnetic transducers produce equal and opposite torques acting at right
angles to the wheel spin axes which change the direction of the angular momentum
2.2 Physical Modelling 99

vector of each CMG. Again, during attitude control manoeuvres, angular momen-
tum is exchanged between the spacecraft body and the set of CMGs, the total angular
momentum remaining constant if no external torques are acting.
If external torques do act on a spacecraft equipped with momentum exchange
actuators, then the fundamental equation of rotational dynamics states that this is
equal to the rate of change of the total angular momentum. If the attitude control
maintains the spacecraft body stationary with respect to inertial space, then the
actuators absorb the angular momentum until they reach a saturation condition.
Either one of the reaction wheels reaches a maximum speed limit or one of the
CMG gimbals reaches an angular limit. Then the stored angular momentum has to
be removed by transferral to molecules of exhaust emission of a set of thrusters.
A model for control system simulation and design can be formed that is
independent of the type of momentum exchange actuator and the configuration of
the actuator set. This is done by expressing the actuator angular momentum vector as

i C lay jb C lazb
La D laxb k (2.92)

and then replacing the dynamic subsystem (2.90) with the following.

LP b C ¨ ^ .Lb C La / D ” a  ” 0 ; LP a D ” a ; (2.93)

Next, to render the dynamic subsystems (2.90) and (2.93) useful for attitude
control system design, they should be reformulated in the matrix–vector form with
the vectors represented as 3  1 column vectors. First, however, the cross products
will be expanded, noting that

iQ ^ iQ D jQ ^ jQ D kQ ^ kQ D 0I iQ ^ jQ D kI
Q jQ ^ iQ D kI
Q

jQ ^ kQ D iQ I kQ ^ jQ D iQ I kQ ^ iQ D jQI iQ ^ kQ D jQ

Then in (2.90)
   
¨ ^ Lb D !xb i C !y jb C !z b
k ^ lbxb i C lby jb C lbz b
k


(2.94)
D !y lbz  !z lby bi C .!z lbx  !x lbz / jb C !x lby  !y lbx b k

Then the matrix–vector form of (2.90) follows.

2P 3 2 32 3 2 3 2 3
lbx 0 !z !y lbx ax ox
4 lPby 5 C 4 !z 0 !x 5 4 lby 5 D 4 ay 5  4 oy 5 ; (2.95)
lPbz  !y !x 0 lbz az oz

which, in compact form, may be written

LP b C 3 Lb D ” a  ” o (2.96)
100 2 Plant Modelling

Similarly, (2.93) becomes

LP b C 3 ŒLb C La D ” a  ” o ; LP a D ” a (2.97)

To obtain the dynamic subsystem (2.97) in a form equivalent to (2.33), the moment
of inertia matrix, often called the moment of inertia tensor [4], is needed. This is
2 3 2 2 3
Jxx Jxy Jxz Xn yi C z2i xi yi xi zi
J D 4 Jyx Jyy Jyz 5 D lim ımi 4 yi xi xi2 C z2i yi zi 5: (2.98)
Jzx Jzy Jzz n ! 1 i D1 zi xi zi yi xi C yi2
2

ımi ! 0

The diagonal terms are the moments of inertia of the body about the axes, xb , yb and
zb , while the off-diagonal terms are the products of inertia. The rigid body is divided
into a large number of elements of mass, mi with coordinates, xi , yi and zi . Then the
number of elements is allowed to become infinitely large, each of infinitesimal mass.
The angular momentum vector is the product of the moment of inertia matrix and
the angular velocity vector. Thus

Lb D J¨: (2.99)

Then (2.95), applicable when using thruster-based actuators, becomes

J P̈ C 3 J¨ D ” a  ” o (2.100)

and (2.97), applicable when using momentum exchange actuators, becomes

P a D ” a :
J P̈ C 3 ŒJ¨ C La D ” a  ” o ; L (2.101)

2.2.4.2 Basic Three-Axis Rotational Kinematics

As already pointed out in Sect. 2.2.2.2, there are several sets of attitude coordinates
that can be chosen for a rigid body. These are attitude representations [5]. For each
attitude representation, there is a set of kinematic differential equations [KDEs]
relating the derivatives of the attitude coordinates to themselves and the body
angular velocity components, !x , !y and !z , defined ith in subsection 2.2.4.1. One
of the twelve different attitude representations introduced in Sect. 2.2.2.2 based on
three successive rotations about the body-fixed axes could be chosen, each with a
different set of KDEs. These, however, have a common drawback. Consider, for
example, the gimbal mechanism of Fig. 2.1e for orientations of the central cube
requiring the two gimbal frames to be coplanar. Then the mechanism loses one
degree of freedom of motion. This condition is referred to as gimbal lock. As will be
seen, this manifests as a singularity in the corresponding set of KDEs. Fortunately,
2.2 Physical Modelling 101

φ zr
a b θ
ψ zb
θ ωz ψ ωz yb
ψ ωy
ωy ψ
ωx θ θ
φ φ
xr
φ φ
θ ωx
yr
ψ xb

Fig. 2.10 Diagrams for derivation of kinematic differential equations for Fig. 2.2. (a) Equivalent
gimbal system. (b) Angular velocity vector diagram

in addition to the 12 attitude representations already mentioned, there exist others

whose sets of rotational KDEs do not exhibit singularities. One of these, based on
the quaternion, is presented in the following subsection as it is suited to control
system design.
Before introducing the quaternion-based attitude representation, the KDEs for
the attitude representation of Fig. 2.2 will be derived to demonstrate the gimbal lock
condition and the singularity. Figure 2.10a shows the fictitious gimbal system for
this attitude representation that enables it to be visualised.
Figure 2.10b shows the geometry of the body angular velocity vectors and the
gimbal joint angular velocity vectors. The gimbal joint angles are the attitude
coordinates. The equations for !x , !y and !z , produced by given gimbal angular
P P and P , are obtained by studying Fig. 2.10b and are as follows.
velocities, ,

!x D P cos ./ cos . / C P sin . / (2.102)

!y D P cos . /  P cos ./ sin . / (2.103)

!z D P C P sin ./ (2.104)

P
The required KDEs are then obtained by solving (2.102), (2.103) and (2.104) for ,
P and P . Hence (2.102)  cos( )  (2.103)  sin( ) yields

P cos ./ cos2 . / C P sin . / cos . /  P cos . / sin . / C P cos ./ sin2 . /
D !x cos . /  !y sin . / ) P cos ./ D !x cos . /  !y sin . / )

P D cos.
1
/ !x cos . /  !y sin . /
(2.105)
102 2 Plant Modelling

Similarly, (2.102)  sin( ) C (2.103)  cos( ) yields

P cos ./ cos . / sin . / C P sin2 . / C cos

P 2 . /  P cos ./ sin . / cos . /
D !x sin . / C !y cos . / ) (2.106)
P D !x sin . / C !y cos . /

Finally, substituting for in (2.104) using (2.105) and making P the subject of the
resulting equation yields

P D !z  !x cos . /  !y sin . / tan ./ : (2.107)

The set of three KDEs are (2.105), (2.106) and (2.107), and they constitute a possible
kinematic subsystem for the rigid-body rotational model. The singularity is evident
on the RHS of (2.105) and (2.107), as P ! 1 and P ! 1 as  ! =2 provided
!x cos . /  !y sin . / ¤ 0, which will usually be true. Observing Fig. 2.1a, the
inner gimbal is in the same plane as the outer gimbal for  D =2 and the body
cannot be rotated about an axis perpendicular to the gimbal plane for this condition.
This is gimbal lock. For applications such as surface ships, civil airliners and mobile
robots, however, this situation is tolerable as the attitude of the vehicle is limited.
For applications, such as spacecraft in which the attitude is unlimited, singularity-
free attitude representations exist, two of which are presented in the following
subsection.

2.2.4.3 Singularity-Free Three-Axis Rotational Kinematics

Two sets of kinematic differential equations are derived from the first principles
in Appendix A2 that, in contrast to the basic kinematic differential equations of
Sect. 2.2.4.2, are free of singularities and trigonometric functions. The first is the
set of direction cosine-based kinematic differential equations, as follows.
2 3 2 32 3
cPxx cPxy cPxz 0 !z !y cxx cxy cxz
4 cPyx cPyy cPyz 5 D 4  !z 0 !x 5 4 cyx cyy cyz 5 (2.108)
cPzx cPzy cPzz !y !x 0 czx czy czz

Here, cij , are the set of direction cosines of three mutually orthogonal unit vectors
fixed in the vehicle body with respect to a set of three mutually orthogonal unit
vectors fixed in the frame of reference. Although these constitute nine attitude
coordinates, (2.108) obeys six constraint equations that reduce the total number
of rotational degrees of freedom to three. In this case, (2.108) can be numerically
integrated in a vehicle application and the three attitude coordinates taken as a
suitable subset of three direction cosines for control purposes [5].
2.2 Physical Modelling 103

The second set of singularity-free kinematic differential equations is based on the

quaternion. This interesting mathematical entity is introduced and fully discussed in
Appendix A2, together with the derivation of the equations as follows.

2 3 2 32 3
qP 0 0 !x !y !z q0
6 qP 1 7 1 6 !x 0 !z !y 7 6 q1 7
6 7D 6 76 7 (2.109)
4 qP 2 5 2 4 !y !z 0 !x 5 4 q2 5
qP 3 !z !y !x 0 q3

Here, the quaternion components, qi , are the attitude coordinates which obey the
single constraint equation,

q02 C q12 C q22 C q32 D 1; (2.110)

thereby reducing the total number of rotational degrees of freedom to three, so a

suitable subset of these coordinates, usually q1 , q2 and q3 , can be used for control.

2.2.4.4 Translational Dynamics and Kinematics

In applications such as spacecraft and underwater vehicles, the translational

dynamic subsystem is the differential equation relating the control force vector,
fc , the opposing force vector, fo , and the external disturbance force vector, fd , to
the velocity vector, vr , of the centre of mass. The translational kinematic subsystem
is the differential equation relating the velocity and position vectors of the centre
of mass. These are straightforward but the force vectors are usually formulated in
the vehicle body-fixed frame, (xb , yb , zb ), because the actuators are mounted on the
body, while the position and velocity vectors are formulated in the reference frame
(xr , yr , zr ). In this case, the direction cosine matrix, C, discussed in Appendix A2, is
needed in the dynamic subsystem to convert the given force components along the
body-fixed axes to components along the reference frame axes. Thus, if fr is the net
force vector acting on the body centre of mass with components along the reference
axes, then

fr D CT Œfc  fo  fd : (2.111)

The basic dynamics equation is then obtained by equating the rate of change of
linear momentum to fr . Thus,

d
.M vr / D fr (2.112)
dt
104 2 Plant Modelling

where M is the vehicle mass. If M is constant, then the dynamic subsystem equation
is obtained by combining (2.111) and (2.112). In the component form, this is
2 3 2 3 22 3 2 3 2 33
vPrx cxx cyx czx fcx fox fdx
M 4 vPry 5 D 4 cxy cyy czy 5 44 fcy 5  4 foy 5  4 fdy 55 : (2.113)
vPrz cxz cyz czz fcz foz fdz

The elements, cij , i D x; y; z, j D x; y; z, would have to be given in terms of the

coordinates of the attitude representation for the rotational kinematic subsystem [5].

2.2.5 Electric Motors

2.2.5.1 Introduction

Many systems for controlling the position or velocity of a mechanical object

employ electric motors as actuators. This trend is increasing. For example, electric
drives, comprising motors, associated power electronics and digital processors, are
replacing the internal combustion engine for vehicle propulsion and also replacing
the hydraulic actuators on some aircraft control surfaces. Motors are therefore
important electrical components to understand and model to be able to create plant
models. It is important to note that these machines can operate as generators to
return kinetic energy stored in controlled mechanisms to the power supply during
deceleration, referred to as regenerative operation, but suitably designed power
electronic circuits are needed for this purpose. This is an important practical feature
of any system employing electric motors, such as an electric vehicle, designed to
recycle energy that would otherwise be lost in the form of heat.
The following subsections present models of three electric motor types found
in industry, i.e. the DC motor, and the two basic types of AC motor, i.e. the
synchronous motor and the induction motor. The DC motor is relatively straight-
forward to model and incorporate in a plant model. On the other hand, AC motor
models used by power systems engineers are usually equivalent circuits based on a
sinusoidal power supply voltage at fixed amplitude and frequency, stemming from
the era in which variable speed or position control was quite primitive and entailed
varying the supply voltage amplitude only. For the effective use as actuators in
feedback control systems, both the amplitude and frequency have to be variable.
A plant model in which the motor supply voltage amplitude and frequency are input
variables would, however, be nonlinear, also requiring the phasing to be varied for
bidirectional control. These problems are circumvented in modern electric drives
by the method of vector control [6] described in Sect. 2.2.6 that applies software-
implemented transformations through which the AC motor appears similar to a DC
motor. The induction and synchronous motor models presented in Sects. 2.2.6.4 and
2.2.6.6 have the DC motor-like input and output variables and therefore include the
transformations.
2.2 Physical Modelling 105

a b c
S
if S S ia
N N
va
N N
va ia va ia S S
vf N N
S S
N N
N N
S S
S
field
windings
stator Switch Rotor
commutator carbon permanent control position
logic sensor
armature brushes magnets

Fig. 2.11 DC motor types. (a) Separately excited. (b) Permanent magnet. (c) Brushless

Models of rotary motors are given, those for linear motors being similar. The
models comprise a common mechanical subsystem given in Sect. 2.2.5.3 and
specific electrical subsystems given in Sects. 2.2.5.4, 2.2.6.4 and 2.2.6.6.

2.2.5.2 The Three Basic Motor Types

Basic motor descriptions are given in this subsection in sufficient detail to enable
the unfamiliar reader to understand the models presented subsequently. It should
be noted that the detailed configurations, proportions and practical features are not
given here but are available in specialist texts such as [8] and design aspects together
with the underlying electromagnetic theory are covered by texts such as [9].
The basic forms of DC motor shown in Fig. 2.11a, b comprise a stator of
magnetic material in which a cylindrical armature, also of magnetic material rotates,
separated by a small air gap. The stators of large DC motors are configured to
produce a magnetic field pattern with alternate North and South poles around the
cylindrical air gap as illustrated in Fig. 2.11a, b. In relatively large motors rated in
the Megawatt region, such as employed in steel rolling mills, the magnetic field is
produced by applying a voltage, vf , to drive a current, if , through field windings in
the stator, as shown in Fig. 2.11a. In much smaller DC motors rated in the Kilowatt
region and below, such as used in small positioning mechanisms, the magnetic field
is produced by permanent magnets as shown in Fig. 2.11b. The crosses on the
conductor sections indicate current direction away from the observer while the dots
indicate current direction towards the observer.
The armature contains a set of conductors through which a controlled current, ia ,
is passed to produce a tangential force, and hence torque, through interaction with
the magnetic field. As the armature rotates, when its conductors move from South to
North poles and vice versa, the current direction in those conductors is reversed by
means of a commutator mounted on the armature shaft, to maintain the torque in the
required direction despite the change of direction of the magnetic field as ‘seen’ by
106 2 Plant Modelling

the moving conductors. The commutator consists of a number of copper segments

arranged on an insulated cylinder, on which carbon brushes delivering the armature
current are kept in good contact by springs (not shown). The commutator is shown
‘inside out’ in Fig. 2.11a, b for clarity of illustration. In practice the brushes are
placed on the outside of the cylindrical set of commutator segments. In brushless DC
motors, which are rated in the Kilowatt region and below, the permanent magnets are
mounted in the rotor instead of the stator and the torque producing conductors are
mounted in the stator as shown in Fig. 2.11c. The commutation is electronic, being
carried out with the aid of a rotor position sensor and switching logic driving power
electronic switches. The control variable is the armature voltage, va . In the separately
excited DC motor, vf is normally kept constant so that the constant steady-state if
maintains a constant magnetic flux, but this can be reduced as the speed increases to
allow a higher maximum speed by reducing the armature back e.m.f. which, since
it opposes the armature voltage, would cause loss of control of the armature current
due to the voltage saturation limits.
Synchronous motors and induction motors, sometimes called asynchronous
motors, have similar stators of magnetic material as illustrated in Fig. 2.12. As in the
DC motor, the stator is configured to produce a field pattern with alternate North and
South poles around the cylindrical air gap, but in contrast, this field pattern can also
be made to rotate. This is achieved by means of a number of coils whose conductors
are distributed in slots around the inside cylindrical surface of the stator. Each coil
is referred to as a phase. There are at least two phases, usually three in AC motors
used as control actuators.
The distribution of the conductors of each phase is such that if a constant direct
current is passed through the coil, a magnetic field pattern results with an air gap
flux density that has a nearly sinusoidal variation with angular position around the
air gap. There are p cycles of flux density per 360ı of angular position variation, the
overall field pattern being equivalent to that produced by p bar magnets, each with
a North pole and a South pole, as if they were buried in the stator in a symmetrical
pattern instead of the coil. The integer, p, is therefore referred to as the number

a b c
va ia S va ia S va ia S
N N S N N N
N S
v b ib vb ib S
S v b ib vf if
N S
N N S N N N
vc ic vc ic vc ic
S S S

squirrel cage phase permanent sliprings field

rotor conductors windings magnets windings

Fig. 2.12 Basic AC motor types. (a) Induction (asynchronous motor). (b) Permanent magnet
synchronous motor (PMSM). (c) Separately excited synchronous motor
2.2 Physical Modelling 107

of pole pairs. The coil of each phase is similar but angularly separated from its
neighbour. For a three-phase motor, the mechanical separation is 120ı/p. Then if
sinusoidal currents at a frequency of !e [rad/s] are driven through the coils, the
current in each phase being separated by 120ı in electrical angle, then the magnetic
field pattern will rotate about the rotor centre at an angular velocity of !s D !e =p
[rad/s], called the mechanical synchronous angular frequency, while maintaining its
shape.
For all three AC motors, a rotor of magnetic material is placed inside the stator
separated by a small air gap. The rotors of induction motors usually contain a set
of conductors placed axially in a cylindrical configuration near the periphery. The
ends of these conductors are electrically connected as shown. This type of rotor is
called a squirrel-cage rotor. The induction motor is therefore similar to a transformer
with a short-circuited secondary winding. Indeed, if the rotor is locked, the rotating
field pattern generates e.m.f.s in the rotor conductors that give rise to relatively high
circulating currents. With the rotor free to move, however, the torque generated by
the interaction of the rotor currents with the rotating magnetic field causes the rotor
to accelerate until it reaches a constant speed if the supply voltage amplitude and
frequency are constant. If the mechanical load is purely inertial with zero friction
(hypothetical in practice) then the rotor would reach !s [rad/s] for which there would
be no relative movement between the magnetic field and the rotor conductors. In a
real situation, however, a steady torque would be required to maintain a constant
rotor speed, which would be !m , where j!m j < j!s j, as there has to be relative
movement between the magnetic field and rotor conductors, called rotor slip, for
there to be e.m.f.s driving currents through the rotor to produce the necessary torque.
In the permanent magnet synchronous motor (PMSM) illustrated in Fig. 2.12b,
permanent magnets are buried in the rotor to produce a magnetic field with a set of
poles equal in number to the set of poles of the rotating magnetic field. Then unlike
poles of the rotating magnetic field attract like poles of the rotor and it is ‘dragged’
round at an angular velocity of !s , so there is no rotor slip. The magnetic field,
however, is distorted under a mechanical load resulting in an angular displacement
between the stator magnetic field and rotor called the load angle. The PMSMs are
rated in the Kilowatt region or below. The separately excited synchronous motors
are illustrated in Fig. 2.12c.

2.2.5.3 Mechanical Subsystem

The mechanical part is common to all motor types and effectively comprises the
single-degree-of-freedom rotational dynamic and kinematic models of Sect. 2.2.2.3,
which are as follows:

Dynamical subsystem W !P r D J1r .e  L /

(2.114)
Kinematic subsystem W Pr D !r
108 2 Plant Modelling

Here, Jr is the rotor moment of inertia, !r is the rotor angular velocity, r is the rotor
angle (relative to an inertial frame of reference), e is the electromagnetic torque
developed by the motor and L is the load torque given by

L D d C o ; (2.115)

where d is the external disturbance torque and o is the opposing torque defined in
Sect. 2.2.2.3.

2.2.5.4 DC Motor Electrical Subsystem

The basic model of a DC motor may be developed by first considering a conductor

of length of l metres, carrying a current of i Amperes at right angles to a uniform
magnetic field of flux density B Tesla situated on a cylindrical armature at a mean
radius of r metres. The torque developed is then

 D rBli ŒNm : (2.116)

The back e.m.f., which enables the motor to operate as a generator when needed, is

e D Blr !r ŒV (2.117)

It is evident from (2.116) and (2.117) that the torque and back e.m.f. constants are
both equal. For a complete DC motor, similar equations hold that are written as

e D C ˆia (2.118)

and

eb D C ˆ!r (2.119)

where Km D C ˆ, ˆ is the magnetic flux interacting with the armature conductors

and C is a constant determined by the configuration of the motor.
In addition, the inductive armature circuit has to be modelled. Also the magnetic
field of relatively large DC motors, such as in steel rolling mills, is produced by
another inductive circuit but by a permanent magnet in smaller DC motors such as
those used in the reaction wheels of spacecraft. Both of these circuits are shown in
Fig. 2.13.
Applying Kirchhoff’s second law to the field and armature circuits then yields
the following differential equations.

dia dia 1
va D Ra ia C La C eb ) D .va  eb  Ra ia / (2.120)
dt dt La
2.2 Physical Modelling 109

Fig. 2.13 Representation of Ra La Rf

DC motor including its
equivalent circuit

va ia Raia L dia eb γ e , ωr vf
a
dt if

and
dif dif 1
vf D Rf if C Lf ) D .vf  Rf if / : (2.121)
dt dt Lf

The DC motor model is then given by (2.114), (2.118), (2.119), (2.120) and (2.121).

2.2.6 Vector-Controlled AC Motors as Control Actuators

2.2.6.1 Concept of Vector Control

In a DC motor, the armature current, the magnetic flux linkage and the torque
produced by the Lorenz force may be regarded as vectors, î, § and ”. Then the
torque equation (2.118) becomes

” D C 0§ ^ i (2.122)

noting that the constant, C0 is not the same as C due to § being the flux linkage
rather than the total flux. In literature on vector control, however, § is usually
referred to simply as the magnetic flux. Since, in the vector cross product, j”j D
C 0 j§j jij sin .˛/, where ˛ is the angle between the vectors, § and i, j”j is maximised
by maintaining ˛ D =2, i.e. mutual orthogonality between these vectors. This is
achieved in a DC motor through its physical design, but for AC motors it is achieved
by vector control. For a synchronous motor, the rotor position is determined by
measurement so that the orientation of § is known. Then the components of i are
controlled to (a) keep i changing direction relative to the stator to follow rotor so that
it is perpendicular to § and (b) its magnitude is set to produce the required torque.
For an induction motor, the position of the rotor is measured (or estimated using a
mathematical model of the motor in the so-called sensorless control). In this case,
however, the magnetic flux vector, §, results from the induced rotor currents and
has to be estimated from a mathematical model of the motor. Then the components
of i are determined, as for the synchronous motor, to maintain mutual orthogonality
with § and produce the required torque.
110 2 Plant Modelling

2.2.6.2 The Transformations of Vector Control

The vectors representing the alternating voltages, currents and magnetic fluxes in an
AC machine are expressed with respect to certain frames of reference, usually fixed
to the stator or rotor of the motor. The stator currents and voltages are components
of their vectors directed along stator-fixed axes and therefore alternate as the vectors
rotate relative to the stator in a plane perpendicular to the rotation axis of the motor.
The stator current vectors are usually controlled in the frame rotating with the rotor
and their components along the axes of the rotating frame do not alternate in the
same way. The same is true of the magnetic flux vector as this rotates with the rotor.
The calculation of, for example, the stator current vector components in the stator-
fixed frame is achieved by a rotational transformation similar to a two-dimensional
version of the rotation matrix (direction cosine matrix) C, of Sect. 2.2.4.3. In the
rotating frame, the components of the vectors appear as variable DC quantities and it
is these that are controlled. The motor models needed to achieve this are in the form
of differential equations and those available to the control system designer already
incorporate the rotational transformations so that the input and output variables are
the variable DC ones.
For a multiphase AC motor there exists an equivalent two-phase motor model
and it is this that is used in vector control. Since most multiphase motors are three-
phase motors, these are assumed in the following description. As shown in Fig. 2.12,
the standard subscripts denoting the three phases are a, b and c. The corresponding
phases of the two-phase equivalent motor model are denoted ˛ and ˇ. Let b x be
a vector, corresponding to the applied stator voltage or the stator current, that is
rotating at ! [rad/s] in a plane with components, xa (t), xb (t) and xc (t), along three
axes, a, b and c equally separated in angle by 2=3 [rad], as shown in Fig. 2.14a.
These are fixed with respect to the stator of the motor.
By convention, if the component of the vector along an axis is towards the arrow,
then it is positive: otherwise, it is negative. If ! is constant, then xa (t), xb (t) and

a β axis b β axis c β axis

b axis b axis
xβ d axis
xβ x̂ x̂ xβ x̂
q axis
xc xc xd
xb xb
ω
π 3 xa xq
xa , xα a axis xα xα α axis
π 3 π 3
a axis ωt
α axis α axis
π ωt
6
c axis c axis

Fig. 2.14 Equivalent three and two-phase alternating variables generated by rotating vector.
(a) Generation of 2 and 3 phase variables from the same vector. (b) Construction for derivation
of Clarke transformation. (c) Construction for derivation of Park transformation
2.2 Physical Modelling 111

xc (t) are sinusoidal with angular frequency ! [rad/s] with amplitude jb

xj separated in
phase by 2=3 [rad], i.e. balanced three-phase variables. Since the ˛ and ˇ axes are
perpendicular, then the components, x’ (t) and x“ (t) are sinusoidal variables, also at
an angular frequency of ! [rad/s] with amplitudes equal to jb xj separated in phase
by =2 [rad]. Figure 2.14b may then be used to write down equations for xa (t), xb (t)
and xc (t) in terms of x’ (t) and x“ (t), as follows:

xa .t/ D x’ .t/
1 p
xb .t/ D x’ .t/ sin .=6/ C x“ .t/ cos .=6/ D  x’ .t/ C 23 x“ .t/ (2.123)
2 p
1
xc .t/ D x’ .t/ sin .=6/  x“ .t/ cos .=6/ D  x’ .t/  23 x“ .t/
2
i.e.
2 3 2 3
xa .t/ 1 p 0  
4 xb .t/ 5 D 4  1=2 3=2 5 x’ .t/ : (2.124)
p x“ .t/
xc .t/  1=2  3=2

The left pseudo inverse of the matrix on the RHS may then be used to obtain the
two-phase variables in terms of the three-phase variables. Thus
2 2 331
2 3 1 0 2 32 3
  6 1 1 6 1 p 77 1 1 xa .t/
x’ .t/ 6 1  6 3 77 1 
D 64 p2 p2 5 6  2 2 77 4 p2 p2 5 4 xb .t/ 5
x“ .t/ 4 0 3  3 4 1 p 55 0 23  23
2 2   23 xc .t/
2 23 2 3
 3 1 1 1 x .t/
2 0 4 1   54 a 5
D p2 p2 x b .t/
0 32 0 23  23 xc .t/

i.e.

  "2 1 # 2 x .t/ 3
1 a
x’ .t/  
D 3 p13 p13 4 xb .t/ 5 : (2.125)
x“ .t/ 0 3  3
xc .t/

Transformation (2.125) is the Clarke transformation and (2.124) is called the inverse
Clarke transformation.
Figure 2.14c represents a single-degree-of-freedom rotational transformation in
which the components, xd (t) and xq (t), in a new frame of reference with axes, d and
q, are expressed in terms of the components, x’ (t) and x“ (t), in the frame of reference
with axes, ˛ and ˇ, already introduced. If the d - q frame rotates with the vector, b x,
and jbxj is constant, then xd and xq are constant. The transformation equations follow
from the figure and may be written as
112 2 Plant Modelling

    
xd .t/ cos .!t/ sin .!t/ x’ .t/
D : (2.126)
xq .t/  sin .!t/ cos .!t/ x“ .t/

This is called the Park transformation. As this is a rotational transformation, it

is orthogonal and therefore the matrix of the inverse Park transformation is the
transpose of that of the RHS of (2.126). Thus
    
x’ .t/ cos .!t/  sin .!t/ xd .t/
D : (2.127)
x“ .t/ sin .!t/ cos .!t/ xq .t/

2.2.6.3 Vector Control Implementation

In vector control, the transformations, (2.124), (2.125), (2.126) and (2.127) are
implemented on a digital processor interfaced with the motor according to Fig. 2.15.
The d-q frame is fixed in the rotor and ‘d’ denotes the direct axis along which
the magnetic flux vector should be directed and ‘q’ denotes the quadrature axis
along which the current component producing the torque is directed. The purpose of
vector control is to keep the current and flux vectors mutually perpendicular, which
produces the maximum torque for given vector magnitudes, as in a DC motor in
which the armature current direction is perpendicular to the magnetic flux direction.
It is important to realise that the current and flux vectors referred to in vector control
are independent of the machine geometry and correspond to, rather than equal, the
physical fluxes and currents [6].
A few practical features in Fig. 2.15 require explanation. First, nearly all electric
drive applications employ switched mode power electronics to minimise the energy
loss in the physical devices used to control the motor by regulating its electrical
power input. The inverter is a set of six electronic switches that are controlled by a
pulse modulator to apply physical stator voltages, vas (t), vbs (t) and vcs (t), that rapidly
switch between ˙VDC with continuously varying mark space ratios such that the
short-term mean values equal va (t), vb (t) and vc (t), the frequency being high enough
for the system performance to be indistinguishable from a hypothetical one in which
these continuously varying stator voltages were to be directly applied.
Pulse modulation is covered in some detail in Chap. 8. Second, it is usual
for shaft encoders to be employed as speed and position sensors on the shafts
of motors used in controlled electric drives. These provide digital outputs with
pulse patterns enabling direction of motion to be detected. The frequency of
the pulse trains can be determined by pulse timing and this yields an angular
velocity measurement. The pulse count yields the angle of rotation. Software-
implemented signal processing provides the position and velocity measurements.
Third, to minimise instrumentation, it is usual to measure only two stator-phase
currents, such as ib and ic and calculate the third using the well-known constraint
equation of a balanced three-phase load, ia C ib C ic D 0, yielding ia D  .ib C ic /.
Specialist texts such as [7] may be read for more details.
 VDC
yref vd ia vas
Inverse vα Inverse va
Park Clarke vb Pulse Three- i v
idref Controller vq phase b bs AC
transfor vβ transfor vc modu
-mation -mation -lator inverter ic vcs Motor
2.2 Physical Modelling

ψˆ d Rotor flux
estimator θr
ψˆ q (Induction
motor only)
idm iαm iam −
Park Clarke i −
iqm transfor transfor bm
i
-mation βm -mation icm
θr
Position- Shaft
ωr velocity Encoder
algorithm
Actuator
y mech
Mechanical y
load

Fig. 2.15 AC motor with vector control transformations for use as a control actuator
113
114 2 Plant Modelling

Table 2.1 Variables used in vector control of AC motors and their models
Variables Units Description
va , vb , vc [V] Continuous three-phase stator voltage demands
VDC [V] DC power supply voltage
vas , vbs , vcs [V] Switched physical stator voltages with mean values, va , vb , vc
ia , ib , ic [A] Physical stator-phase currents
iam , ibm , icm [A] Measured stator-phase currents
i’m , i“m [A] Equivalent two-phase stator current measurements (Fig. 2.14b)
idm , iqm [A] Measured stator current vector direct and quadrature axis components
(Fig. 2.14c)
vd , vq [V] Continuous stator voltage vector direct and quadrature axis components
to be applied
v’ , v“ [V] Continuous two-phase stator voltage demands
idref [A] Reference input value of direct-axis stator current vector component.
a
y, yref Controlled plant output and corresponding reference input
ymech a
Optional measurements, yi ; i D 1; 2; : : : , from controlled mechanism
a
Units dependent upon application

Many vector control schemes in industrial electric drives employ more than one
of the traditional PI controllers. One controls the direct component, idm , of the
transformed measured stator current in an induction motor to control the magnetic
field, using the direct component, vd , of the transformed stator voltage. In a PMSM,
this PI controller is used to keep idm as close to zero as possible by setting the
reference current to idref D 0. Exceptionally, idref is made a function of ! r to
reduce the magnetic field at high speeds to extend the speed range by reducing
the stator back e.m.f. for a given speed to avoid stator voltage saturation due to the
finite DC power supply voltage, VDC , but this technique, known as flux weakening,
is carried out with extreme care to avoid demagnetising the permanent magnets.
Another PI controller is employed to control the rotor speed, !r , using the quadrature
component, vq , of the transformed stator voltage. Typically, if the rotor position is
to be controlled, a third PI controller is added using the reference input of the speed
control loop as its control variable.
The variables of Fig. 2.15 are described in Table 2.1.
This traditional arrangement of PI controllers, however, often requires much
time-consuming tuning at commissioning time and retuning during the lifetime of
an electric drive. Also, the traditional philosophy is to control the position or the
speed of the motor with the additional torque due to the mechanical load regarded
as external disturbance torque. For some applications, such as those entailing
mechanical vibration modes, acceptable control is difficult to attain in this way,
certainly not a specified dynamic response of the closed-loop system to the reference
inputs. The more general control structure of Fig. 2.15 can overcome these problems
with a suitable choice of the single controller shown, the freedom of choice
being wide with modern digital implementation. In this spirit, the block arrow
signal, ymech , represents the additional measurements, such as flexural deflections in
2.2 Physical Modelling 115

mechanical structures, that enable the best control to be attained within the hardware
limitations. As far as this chapter is concerned, the commonly found PI-based
vector-controlled electric drives are not included as complete actuators. Instead, the
actuator is regarded as just the motor and the transformations, as shown in Fig. 2.15,
which can be accurately modelled as part of the plant to be controlled. The controller
choice is left open so the mechanical load, the motor and the transformations
together constitute the plant. Control techniques other than the traditional ones are
advantageous in electric drives [10].
When the motor is viewed through the input and output signals of the ‘actuator’
block in Fig. 2.15, its behaviour resembles that of the DC motor, at least in
that the variables are not required to oscillate, and this demonstrates the great
advantage of vector control in enabling AC motors to be used as actuators with
relatively sophisticated controllers. The alternating voltages required by the motor
are automatically produced by the inverse Park transformation, due to its time-
varying elements, sin .!t/ and cos .!t/. As the motor accelerates and decelerates,
however, the frequencies and amplitudes of its alternating voltages, currents and
magnetic fluxes will change, in contrast with such motors used directly with AC
power supplies. Also, the time-varying Park transformation removes the oscillations
of the alternating variables of the motor from the measured current components, idm
and idm . The oscillations of the AC variables in the motor are therefore ‘invisible’ to
the control engineer in the d-q models in the following subsections, which are in the
form of differential equations that may be used directly for control system design.
Detailed derivations of these models may be found in specialist texts [11].

2.2.6.4 Induction Motor d-q Model

The complete d-q induction model comprises the following set of first-order
differential equations.

did
dt
D Aid C B d C C !r q C Dvd C p!r iq
diq
dt D Aiq C B q  C !r d C Dvq  p!r id
d d
dt D E q C F id (2.128)
d q
dt
D E q C F iq
d!r

dr
dt
D G ‰d i q  ‰q i d  H L ; dt
D !r

where
 
Lr L2m
DD Ls Lr L2m
I A D D: Rs C L2r
Rr B D D: LLm2Rr C D D: LLmr :p
r
(2.129)
Rr Lm 1 3p Lm 1
ED Lr
F D R
Lr r
GD : :
Jr 2 Lr
H D Jr
116 2 Plant Modelling

Here, d and q are the rotor magnetic flux vector components, and L is the load
torque defined in Sects. 2.2.5.3 and 2.2.2.3. Ls , Lr and Lm are, respectively, the stator,
rotor and mutual inductances. Rs and Rr are the stator and rotor resistances, p is the
number of stator pole pairs and Jr is the rotor moment of inertia.

2.2.6.5 Induction Motor ˛-ˇ Model

The induction motor model equivalent to that of Sect. 2.2.6.4 but formulated in terms
of the vector components along the ˛ and ˇ axes fixed with respect to the stator
are presented here as they could be useful in simulations to display the alternating
variables of the motor. Also, it is possible to create a controller based directly on this
model with an internal oscillatory mode that automatically creates the alternating
variables of the machine without the aid of the time-varying Park and inverse Park
transformations, only the Clarke and inverse Clarke transformations being necessary
in Fig. 2.15 [10]. Thus,

di˛
dt
D Ai˛ C B ˛ C C !r ˇ C Dv˛
diˇ
dt
D Aiˇ C B ˇ  C !r ˛ C Duˇ
d ˛
dt D E ˛  p!r ˇ C F i˛ (2.130)
d ˇ
D E “ C p!r ˛ C F iˇ
dt
d!r

dt
D G ‰˛ iˇ  ‰ˇ i˛  H L ; d
dt
r
D !r

The constants are as defined in (2.129).

2.2.6.6 Synchronous Motor d-q Model

The complete d-q permanent magnet synchronous motor model comprises the
following set of first-order differential equations:
L
did
dt D  LRds id C p!r Lqd iq C 1
Ld vd
diq Ld Rs p!r 1
dt D p!r Lq
id  Lq iq  Lq ‰PM C Lq vq
(2.131)
d!r 1
dt D Jr .e  L /
dr
dt
D !r

where
3p

e D ‰PM iq C Ld  Lq id iq : (2.132)
2
2.2 Physical Modelling 117

Here, ‰ PM is the permanent magnet flux, Rs is the stator resistance, Ld and Lq are
the direct and quadrature axis inductances and p is the number of pole pairs.

2.2.7 Fluid and Thermal Subsystems

2.2.7.1 Introduction

Some plants involve heat flow and/or fluid flow and this subsection presents
some relevant models. Specialist texts such as [1, 12] may be consulted for a
comprehensive coverage.

2.2.7.2 Coupled-Tank Systems

Many industrial processes involve one or more interconnected tanks through which
liquid is passed and it is necessary to control the liquid heights in the tanks and the
flow rates. In such cases, the liquid may be regarded incompressible. The general
coupled-tank system of Fig. 2.16 covers several specific examples.
Pumps, P1 and P2 , supply the liquid at controlled volume flow rates of q1 and q2
via the control variables, u1 and u2 . Assuming that these pumps and their electric
drives are linear and the dynamical effects of these drives are negligible, then

qi D bi ui ; i D 1; 2: (2.133)

The fluid pressures at the bases of the tanks are

pi D ghi ; i D 1; 2: (2.134)

HT1 y1 y2 HT2
q1 P1 P2 q2

u1 u2
Tank 1 h1 Tank 2
q3 FT1 h2
with with
CSA A1 CSA A2

q4 v1 v3 v2 q5
y3

Fig. 2.16 A coupled-tank system

118 2 Plant Modelling

Here,  is the liquid density and g D 9:81 Œm=s=s is the acceleration due to gravity.
The transducers, HT1 and HT2 , measure these pressures but in view of (2.134) they
are calibrated to measure h1 and h2 , which are also referred to as the liquid heads.
Then, assuming linearity of the transducers, the liquid height measurements are

yi D Kh hi ; i D 1; 2 (2.135)

where Kh is the height measurement constant. The volume flow rate, q3 , between
the tanks, which can be positive or negative, is measured by the transducer, FT1 ,
and assuming this is linear, the measurement is

y3 D Kf q3 : (2.136)

The valves, V1 , V2 and V3 , can be preset to yield different flow rates for given
values of h1 and h2 . According to the theory of fluid dynamics [1], the Reynolds
numbers of the valve orifices are dimensionless parameters given by

vi Li
NRei D ; i D 1; 2; 3; (2.137)


where  is the fluid dynamic viscosity, vi is the fluid velocity and Li is a character-
istic linear dimension dependent on the valve setting. So the Reynolds numbers
vary with the flow rates and the valve settings, but if they remain sufficiently
small .NRei < 2; 000; i D 1; 2; 3/, then the flow is laminar and the relationship
between the pressure drop across each valve and the flow rate through it is linear,
yielding

q4 D h1 =Rf1 ; (2.138)

q5 D h2 =Rf2 (2.139)

and

q3 D .h1  h2 / =Rf3 : (2.140)

where Rfi , i D 1; 2; 3, are defined as the fluid resistances of the orifices. An

electrical analogy is immediately apparent in which volume flow rate is equivalent
to electric current and the liquid heads are equivalent to voltages. If, on the other
hand, the Reynolds numbers of the valve orifices are relatively large (NRei >
4; 000; i D 1; 2; 3), then the flow is turbulent and the relationship between the
pressure drop across each valve and the flow rate through it becomes nonlinear.
Thus
p
q4 D KV1 h1 ; (2.141)
2.2 Physical Modelling 119

p
q5 D KV2 h2 (2.142)

and
p
q3 D KV3 jh1  h2 jsgn .h1  h2 / ; (2.143)

where sgn.x/  fC1; x > 0I 0; x D 0I D 1; x < 0g. In this case, the fluid resis-
tances are defined as the changes in the liquid heads divided by the changes in the
volume flow rates, i.e.

dq4 2 p
R1 D 1= D h1 ; (2.144)
dh1 KV1
dq5 2 p
R2 D 1= D h2 (2.145)
dh2 KV2

and
ˇ
dq3 ˇˇ 2 p
R3 D 1= ˇ D jh1  h2 j: (2.146)
dh hDjh1 h2 j KV3

The model is completed by relating the rates of change of the liquid heights to the
rates of change of liquid volume in the tanks, using the cross-sectional areas. Thus,

hP 1 D Œq1  .q3 C q4 / =A1 (2.147)

and

hP 2 D .q3 C q2  q5 / =A2 : (2.148)

2.2.7.3 Thermal Systems

Plants involving heat flow have continuous spatial temperature distributions for
which partial differential equations would be needed to form a precise mathematical
model [12]. Such models are referred to as distributed parameter models. While they
may be numerically integrated on a computer to predict the system behaviour, they
are not convenient for control system design. For this purpose, it is usual to replace
a partial differential equation with a finite set of ordinary differential equations
whose solutions are accurate at a number of discrete points. Fortunately many
thermal systems may be divided into subsystems in which the temperature is nearly
uniform, substantial temperature gradients being restricted to the interfaces between
the subsystems. Then the number of ordinary differential equations required can be
quite small, just one for each subsystem. The complete model is then referred to as
a lumped parameter model.
120 2 Plant Modelling

Heating element Air temperature, Θ1

Ambient temperature, Θa
y1
Power electronics
u and pulse Power, p Work-piece with mass, M,
modulator and temperature, Θ2

y2

Fig. 2.17 Electric kiln

An example of a controllable heating system with two subsystems is an electric

kiln such as illustrated in Fig. 2.17. It is assumed that the pulse modulator, present
to operate the power electronics in a switched mode to minimise the energy loss,
is designed so that the mean power dissipation in the heating element is directly
proportional to the control variable, u. Thus

p D Ke u (2.149)

where Ke is the heating element power constant. It will be assumed that the
convection currents ensure a uniform air temperature within the kiln.
Let qa be the total amount of heat contained in the air within the kiln, qPs be the
rate of supply of heat from the heating element and qPw be the rate of flow of heat
from the kiln wall, which will be negative since heat is actually being lost through
the wall due to its imperfect insulation. Then

qPs D p (2.150)

and Fourier’s law of heat conduction gives

d‚
qPw D kw Aw ; (2.151)
dx
d‚
where kw is the wall conductivity, Aw is the inside area of the kiln wall and dx
is the
temperature gradient in the wall. Assuming this is constant, then

d‚ ‚1  ‚a
D ; (2.152)
dx D
where D is the wall thickness. The differential equation governing the air tempera-
ture is then obtained as follows. First

d‚ kw Aw
qPa D qP s C qP w D p  kw Aw D Ke u  .‚1  ‚a / : (2.153)
dx D
2.3 Identification of LTI Plants from Measurements 121

Then, if Ca is the specific heat capacity of air and Ma is the mass of air contained in
the kiln,

1 P 1 D 1 qPa :
qa D Ma Ca ‚1 ) ‚1 D qa ) ‚ (2.154)
Ma Ca Ma Ca

This enables (2.153) to be written as

P 1 D 1 Œbu  ‚1 C ‚a ;
‚ (2.155)
T1

where T1 D MkawCAawD is the air heating time constant and b D kKweADw is the aiming
temperature constant. The first subsystem of the plant model is given by (2.155).
Let the total amount of heat in the workpiece be qp , the heat transfer coefficient
between the surrounding air and the work-piece be hp and the surface area of the
workpiece be Ap . Then Newton’s Law of heating yields

qP p D hp Ap .‚1  ‚2 / : (2.156)

If Cp is the specific heat capacity of the workpiece and Mp is its mass, then

1 P 2 D 1 qPp ;
qp D Mp Cp ‚2 ) ‚2 D qp ) ‚ (2.157)
Mp Cp Mp Cp

enabling (2.156) to be written as

P 2 D 1 .‚1  ‚2 /
‚ (2.158)
T2
M C
where T2 D hppApp is the workpiece time constant. The second subsystem of the plant
model is (2.158).
Finally, the temperature measurement transducers are usually linear so that y1 D
KT ‚1 and y2 D KT ‚2 , where KT is the temperature measurement constant.

2.3 Identification of LTI Plants from Measurements

2.3.1 Overview

Plant (or system) identification is the determination of a mathematical model of the

plant using measured data. In contrast to the physical modelling of Sect. 2.1.4, the
plant is thought of as a ‘black box’ with input and output signals. The approach is
then to determine a model that fits the observed output responses to given inputs.
122 2 Plant Modelling

Here, time domain and frequency domain methods are introduced for obtaining such
models in the form of transfer functions.
For some identification methods, an input of known form is applied to the plant,
which implies that the operation has to be on an open-loop basis. In these cases, the
plant has to be known in advance to be stable. On the other hand, it is possible to
identify an unstable plant if a feedback controller can be applied yielding closed-
loop stability. Then given reference inputs are applied and the resulting control and
measurement variables are observed to perform the identification.
The following subsections commence with elementary methods for the simplest
SISO LTI plants, assuming open-loop stability, and progress to more sophisticated
methods for the identification of general LTI plants.

2.3.2 Plant Model Determination from Step Response

2.3.2.1 First-Order Plant

Consider a first-order plant characterised by its DC gain, Kdc , and time constant, T.
The Laplace transfer function model is then

Y .s/ Kdc
D : (2.159)
U.s/ 1 C sT

Let a step input, u.t/ D Ah.t/, be applied, where A is a constant and h(t) is the unit
step function. Then U.s/ D A=s and

Kdc A
Y .s/ D : : (2.160)
1 C sT s

Then using the table of Laplace transforms and their inverses [Table 1],
 
1 Kdc A

y.t/ D L : D Kdc A 1  e t =T : (2.161)

1 C sT s

The steady-state value of the response is then

yss D lim y.t/ D Kdc A: (2.162)

t !1

Then (2.161) may be written as

y.t/ D yss 1  e t =T : (2.163)

Figure 2.18 illustrates an experimental step response.

2.3 Identification of LTI Plants from Measurements 123

Fig. 2.18 Step response and p2 p4

parameters for estimation of yss
first-order transfer function
p3 y (t)
0.63yss p1

T
0
0 T t1 t[s]

The measured steady-state value of y(t) may be used to obtain Kdc from (2.162)
as
yss
Kdc D (2.164)
A
The time constant, T, may be determined by three methods for cross-checking:
Method 1 From (2.163),

y.T / D yss 1  e 1 D 0:6321yss Š 0:63yss : (2.165)

The time constant, T, may therefore be estimated as the time at which the graph of
y(t) intersects the line, y D 0:63yss, at the point, p1 , as shown in Fig. 2.18.
Method 2 With reference to Fig. 2.18, the time constant may be estimated as the
time at which the tangent to the graph of y(t) at t D 0 intersects the line, y D yss ,
at the point, p2 . This relationship may be proven as follows. Differentiating (2.163)
yields
yss t =T
P D
y.t/ e : (2.166)
T

P
The slope of the tangent, 0 - p2 , is therefore y.0/ D yss =T and its equation is
yss
f0 .t/ D t: (2.167)
T

This straight line intersects the horizontal straight line, y D yss , when f0 .t/ D yss
and by inspection of (2.167) this is when t D T .
Method 3 This method is a generalisation of Method 2 and, with reference to
Fig. 2.18, is based on the fact that the tangent to the graph of y(t) at an arbitrary
point, p3 , and time, t1 , intersects the horizontal straight line, y D yss , at a point, p4 ,
where t D t1 C T . This enables T to be estimated at any point on the graph of y(t).
The proof of this relationship is as follows. The equation of the tangent, p3  p4 , is

ft1 .t  t1 / D yP .t1 / .t  t1 / C y .t1 / : (2.168)

124 2 Plant Modelling

From (2.163) and (2.166),

yss t1 =T
y .t1 / D yss 1  e t1 =T and yP .t1 / D e (2.169)
T

P 1 / and y(t1 ) in (2.168) using (2.169) then yields

Substituting for y.t
yss t1 =T

ft1 .t  t1 / D e .t  t1 / C yss 1  e t1 =T (2.170)

T

By inspection of (2.170), ft1 .t  t1 / D yss when t  t1 D T ) t D t1 C T .

It is recommended that the three methods are applied, Method 3 for several
points, and the set of time constant estimates averaged.
If the plant transfer function model is required in the standard form,

Y .s/ b0
D (2.171)
U.s/ s C a0

and the model has been obtained in the form of (2.159), then (2.171) can be
manipulated into the same form to obtain b0 and a0 in terms of Kdc and T, as follows.

Y .s/ b0 =a0 Kdc 1 b0 Kdc

D D ) a0 D and D Kdc ) b0 D a0 Kdc D :
U.s/ s=a0 C 1 1 C sT T a0 T
(2.172)

2.3.2.2 Underdamped Second-Order Plant

In this case, the plant is characterised by the undamped natural frequency, !n , the
damping ratio,
, where 0 < — < 1 and the DC gain, Kdc , the transfer function being

Y .s/ Kdc !n2

D 2 : (2.173)
U.s/ s C 2
!n s C !n2

If the input is u.t/ D Ah.t/, where A is a constant and h(t) is the unit step function,
then U.s/ D A=s and the Laplace transform of the output is

Kdc !n2 A
Y .s/ D : (2.174)
s 2 C 2
!n s C !n2 s

Using the final value theorem, the steady-state output is

yss D lim y.t/ D lim sY .s/ D Kdc A (2.175)

t !1 s!0

Then using the table of Laplace transforms and their inverses (Table 1 in Tables),
2.3 Identification of LTI Plants from Measurements 125

  " #
1 Kdc !n2 A 1 
!n t
y.t/ D L : D yss 1  p e sin .!d t C /
s C 2
!n s C !n2 s
2
1 
2
(2.176)
p
where !d D !n 1 
2 is the damped natural frequency and  D cos1 .
/.
The parameters, Kdc , !n and
, may be estimated from an experimentally
obtained step response of the form shown in Fig. 2.19.
The DC gain can be estimated using yss obtained from Fig. 2.19 and the known
step input level, A, using the following equation from (2.175).
yss
Kdc D : (2.177)
A
An expression for the peak output, yp , will now be derived using the step response
of (2.176). This will first be converted to a more convenient form as follows.

sin .!d t C / D sin .!d t/ cos ./ C cos .!d t/ sin ./

p (2.178)
D
sin .!d t/ C 1 
2 cos .!d t/ ;
p p
recalling that cos ./ D
and therefore sin ./ D 1  cos2 ./ D 1 
2 . Then
(2.176) may be rewritten as
" !#

!n t

y.t/ D yss 1  e p sin .!d t/ C cos .!d t/ (2.179)

1 
2

The first peak occurs at t D Tp , which is the smallest value of t > 0 for which
P
y.t/ D 0. Again with the aid of (2.174) and the Laplace transform tables (Table 1
in Tables),
 
yss !n2 yss !n
P D L1 fsY .s/g D L1
y.t/ Dp sin .!d t/ : (2.180)
s C 2
!n s C !n2
2
1 
2

Fig. 2.19 Step response and

yp
parameters for estimation of
second-order transfer y ( t)
function yss

y ( 0 ) = 0
0
0 Tp t[s]
126 2 Plant Modelling

It is clear from (2.180) that the peak time is half the oscillation period. Thus

1 2  
Tp D : D D p : (2.181)
2 !d !d !n 1 
2

Then from (2.179),

   

p


y
y Tp D yp D yss 1 C e 1
2 )  p
 2 D ln yssp  1 )
1

  h  i  
y y y

2  2 D 1 
2 ln2 yss  1 )
2  2 C ln2 yssp  1 D ln2 yssp  1 )
p

  r  
yp y

D  ln yss  1 =  2 C ln2 yssp  1 ; (2.182)

noting that 0 < yp =yss  1 < 1 ) ln yp =yss  1 < 0 and

must be positive.
This enables the damping ratio,
, to be estimated from yp and yss obtained from
Fig. 2.19. Then the undamped natural frequency can be estimated using Tp from
Fig. 2.19 and
from (2.182) using the following equation from (2.181).

!n D p : (2.183)
Tp 1 
2

In many cases, the form of the transfer function will have been established
by physical modelling as covered in section 2.1.4. If only the experimental step
response is available, then it is important to examine it to check that it is suitable
for fitting the model of (2.173). Apart from the need for the step response to be
oscillatory, as shown, it is wise to check that it commences with zero slope, i.e.
P
y.0/ D 0, as shown in the insert of Fig. 2.19. This is an indication that the plant
satisfies the requirement of having no finite zeros. That fact that the initial slope is
non-zero if the plant has a finite zero is proven as follows. Let the plant transfer
function have the following transfer function with a finite zero at s D 1=Tz .

Y 0 .s/ Kdc !n2 .1 C sTz /

D 2 (2.184)
U.s/ s C 2
!n s C !n2

The Laplace transform of the step response is therefore

Kdc !n2 .1 C sTz / A

Y 0 .s/ D : (2.185)
s 2 C 2
!n s C !n2 s

and that of the first derivative is

AKdc !n2 .1 C sTz /

L fy.t/g
P D sY .s/ D : (2.186)
s 2 C 2
!n s C !n2
2.3 Identification of LTI Plants from Measurements 127

Applying the initial value theorem then yields

AKdc !n2 s C s 2 Tz
P
y.0/ D lim sL fy.t/g
P D lim 2 D AKdc !n2 Tz : (2.187)
s!1 s!1 s C 2
!n s C ! 2
n

P
Hence y.0/ ¤ 0 for Tz ¤ 0. If transfer function (2.182) does not have a finite zero,
then Tz D 0. In this case (2.187) yields y.0/
P D 0, which is correct.

2.3.3 Plant Model Determination from Frequency Response

2.3.3.1 Introduction

Experimental plant data is often available in the frequency domain. The aim here is
to use this data to estimate a linear SISO plant model in the form,

Y s Y
 
2i 1

1C 1C s C 2 s2
Y .s/ i
i i
ni ni
D G.s/ D Kdc Y  Y  ; (2.188)
U.s/ s 2
i 1
sq 1C 1C s C 2 s2
i
!i i
!ni !ni

where Kdc is the DC gain, !i , !ni , i and ni are the corner frequencies,
i are the
damping ratios of the complex conjugate poles and i are equivalent parameters for
the complex conjugate zeros. All these parameters, except Kdc , are always positive
and therefore all the poles and zeros are assumed to lie in the left half of the s-plane.
Plants with poles and/or zeros in the right half of the s-plane, however, are dealt
with in Sect. 2.3.3.10.
The identification method used depends upon the relative positions of the poles
and zeros. These, of course, are not known in advance, but an initial examination of
the measured data reveals features that enable an appropriate method to be chosen.
Some background theory in the frequency domain will now be reviewed in
preparation for developing the methods of transfer function model determination.
First consider the frequency domain transfer function,

G .j!/ D jG .j!/j ∠G .j!/ D M .!/ e .!/ : (2.189)

This can be displayed graphically in the form of the magnitude, M .!/, and the
phase angle, (!). The simplest way to obtain this data is to carry out tests using
sinusoidal plant excitation over the frequency range, ! 2 .0; !b /, where !b is the
specified bandwidth for the control system to be designed. Assuming plant linearity,
once the initial transients have decayed to negligible proportions the output is a
sinusoid, as shown in Fig. 2.20. This is the steady-state sinusoidal response.
128 2 Plant Modelling

Fig. 2.20 Illustration of

steady-state sinusoidal
umax u (t)
response of a linear SISO ymax y (t)
plant 0

tu ty t[s] tu + 2π ω

Then
ymax

M .!/ D and  .!/ D ! ty  tu (2.190)

umax

Applying sinusoids at many different frequencies, however, could be laborious and

time consuming. A faster computer aided alternative is therefore introduced below.
It will be recalled that, in theory, G(s) is the Laplace transform of the unit impulse
response of the plant. The Laplace transform becomes the Fourier transform if s D
j!. Then G .j!/ is the Fourier transform of the unit impulse response of the plant.
The Fourier transform of the unit impulse, ı.t/, itself is
Z 1
ı.t/e j!t dt D 1 (2.191)
0

indicating that ı.t/ has a flat Fourier spectrum, meaning that it is composed of an
infinite continuum of sinusoidal components having the same magnitude over an
infinite frequency range. The unit impulse function, however, cannot be applied to a
plant in practice, because it is infinite in magnitude for an infinitesimal time, but an
alternative method is possible using a realisable input. Let the Fourier transforms of
y(t) and u(t) be, respectively, Y .j!/ and U .j!/. Then by analogy with the Laplace
transfer function, the frequency domain transfer function is

Y .j!/
G .j!/ D : (2.192)
U .j!/

In principle, any u(t) could be used provided it has sufficiently rich frequency
content over the frequency range, ! 2 .0; !b /, to adequately excite the plant. Then
u(t) would be applied in real time, while both y(t) and u(t) are data logged. The
Fourier transforms, Y .j!/ and U .j!/, would then be computed numerically to
yield points on the corresponding magnitude and phase functions.

Mu .!/ D jU .j!/j ; u .!/ D ∠Mu .!/ (2.193)

and

My .!/ D jY .j!/j ; y .!/ D ∠Yu .!/ (2.194)

2.3 Identification of LTI Plants from Measurements 129

1 Shift register rb ( t ) 1
0 0
Clock
(period T ) ′ ⎡⎣ 2 yb ( t ) − 1⎤⎦
u (t ) = umax
xb1 ( k ) xb2 ( k ) xbn ( k ) u′max

Combinatorial network
ub ( k ) t [ s]
ub = Fb ( x b )
−u′max

Fig. 2.21 Pseudo-random binary sequence (PRBS) generator

Then the required magnitude and phase of G .j!/ would be obtained as

My .!/
M .!/ D and  .!/ D y .!/  u .!/ : (2.195)
Mu .!/

It remains to find a realisable form of u(t) for which jU .j!/j is nearly constant for
! 2 .0; !b /. White noise has a perfectly flat Fourier spectrum for ! 2 .0; 1/ and
therefore a realisable signal approximating this would be suitable. Such a signal
is the pseudo-random binary sequence (PRBS). This is a discrete binary signal,
rb (t), produced by an algorithm emulating a shift register with a combinatorial
network in the feedback loop [13]. The input of this network is the binary state,
xb D Œxb1 xb2 : : : xbn T , of the register and its binary output, ub , is the register input,
as shown in Fig. 2.21. The integer, k, increases by 1 every clock pulse.
The term, pseudo-random, applies because the sequence of register states repeats
every nc clock pulses and is strictly deterministic. The Boolean function, Fb (xb ), is
chosen so that nc D 2n  1, which is the maximal length sequence to achieve the
best approximation to randomness for a given shift register length. Importantly, for a
good approximation to the continuous G .j!/ to be obtained for the highest angular
frequencies approaching, !b , the clock frequency, 1/T, must be chosen several times
greater than fb D !b = .2/. The recommendation is 1=T > 5!b = .2/ )

2
T < : (2.196)
5!b
0
The amplitude, umax , of the excitation signal, u(t), sent out to the plant should be less
than the physical control saturation limit, umax , to ensure nominally linear operation.
A safe value would be
u0max D 0:5umax : (2.197)

The computationally efficient discrete fast Fourier transform [14] is employed

for the numerical computation of M .!/ and (!).
The frequency domain transfer function, G .j!/, will be expressed in the form
of Bode plots. These can be produced by real time hardware ‘in the loop’ systems
130 2 Plant Modelling

whose software implements the PRBS and Fourier transform based method such
® ®
as MATLAB used with dSPACE for on-line identification. This consists of two
plots, one displaying M .!/ and the other (!). In both plots, the abscissa is !
plotted on a logarithmic scale. M .!/ is plotted in decibels, meaning

MdB .!/  20log10 ŒM .!/ : (2.198)

This is called the Bode magnitude plot and this alone enables the parameters
of transfer function (2.188) to be estimated using the methods presented in the
following subsection. As will be seen in Sect. 2.3.3.10, all these methods are useful
for modeling plants with poles and/or zeros in the right half of the s-plane but only
give the magnitudes of the real parts of the poles and zeros. To determine which
poles and/or zeros lie in the right half of the s-plane, more information is required
and this is obtained from the graph of (!).
The frequency domain transfer function corresponding to (2.188) is

Y ! Y
 
!2 2i !

1Cj 1 2 Cj
i
i i
ni ni
G .j!/ D Kdc Y    : (2.199)
! Y !2 2
i !
.j!/q 1Cj 1 2 Cj
i
!i i
!ni !ni

The corresponding magnitude function is therefore

s s 
Y !2 Y !2 2 2 ! 2
1C 2 1 2 C4 i2
i
i i ni ni
M .!/ D Kdc s s  : (2.200)
Y ! 2Y ! 2 2  2 2
!
!q 1C 2 1 2 C4 i 2
i
!i i ! ni !ni

The expression for the Bode magnitude plot of this general transfer function, using
definition (2.198), is as follows.

X  
!2
MdB .!/ D20log10 .Kdc /  20qlog10 .!/ C 10log10 1 C 2
i
i

  X " 2 #
X !2 !2 2i ! 2
 10log10 1 C 2 C 10log10 1 2 C4 2
i
!i i
ni ni
" 2 #
X !2 2i ! 2
 10log10 1 2 C4 2 : (2.201)
i
!ni !ni
2.3 Identification of LTI Plants from Measurements 131

The following subsections present methods for estimating the plant parameters
from experimentally obtained Bode magnitude plots.

2.3.3.2 DC Gain of a Plant with No Pure Integrators

In this case, q D 0 in (2.201), which then satisfies

MdB .0/ D 20log10 .Kdc / : (2.202)

If MdB (0) could be measured, Kdc could be estimated but the logarithmic frequency
scale of the Bode plot does not permit this to be shown. If, however, the minimum
frequency, !min , of the Bode magnitude plot satisfies !min < !a where

!a  i ; !a  ni ; !a  !i and !a  !ni ; 8i; (2.203)

then for ! 2 .!min ; !a /, (2.201) is approximated by

MdB .!/ D 20log10 .Kdc / (2.204)

which is the equation of the low-frequency asymptote of the Bode magnitude plot.
This enables Kdc to be approximated by reading MdB .!min / and then calculating

Kdc D 10Mdb .!min /=20 : (2.205)

If necessary, !min , should be reduced to ensure that (2.205) is accurate.

The method is illustrated in Fig. 2.22 for the simple plant model,

Y .s/ Kdc 10
D D : (2.206)
U.s/ 1 C s=!1 1 C s=2

Model (2.206) is initially unknown and its DC gain has to be determined from the
Bode magnitude plot. Both asymptotes are shown, one of which is the straight line
with a slope of 6 ŒdB=octave (or 20 ŒdB=decade ) passing through the point,

Fig. 2.22 Bode magnitude

plot of first-order plant M dB (ωmin ) ≅ 20
10 3[ dB]
M dB (ω )
0
[dB]
-10
ωmin = 10−1 100ω 101 102 ω [rad/s]
1
132 2 Plant Modelling

.!1 ; MdB .0//, which the plot approaches as ! ! 1. The other asymptote is the
horizontal straight line given by (2.204). Provided the lowest frequency, !min , on
the horizontal axis (0.1 [rad/s] in Fig. 2.22) is an order of magnitude less than the
corner frequency, !1 , or lower, the plot is so close to the asymptote as ! ! !min
that reading MdB .!min / from the plot yields a close approximation to the required
MdB (0). In Fig. 2.22, MdB .!min / Š 20 ŒdB . Assuming MdB .0/ D MdB .!min /,
(2.205) gives the correct value of

Kdc D 1020=20 D 10: (2.207)

2.3.3.3 The Number of Pure Integrators

Consider now a plant containing q pure integrators, where q  1. As ! is reduced

to values below !a of (2.203), then (2.201) is approximated by

MdB .!/ D 20log10 .Kdc /  20qlog10 .!/ : (2.208)

If necessary, !min should be reduced until a nearly straight line segment of the Bode
magnitude plot is visible at the low-frequency end. The corresponding asymptote is
the straight line of (2.208) with a slope of 20q [dB/decade] (or 6q [dB/octave]).
Then if the slope of this line is estimated as Sd [dB/decade] or So [dB/octave], the
number of integrators is the nearest integer to Sd /20 or So /6.

2.3.3.4 DC Gain of a Plant with Pure Integrators

Once the Bode magnitude plot of Sect. 2.3.3.3 has been obtained then (2.208)
applies. With ! D !min this yields

Kdc D 10ŒMdB .!min /C20qlog10 .!min / =20 : (2.209)

The method will be illustrated for the plant model

Y .s/ Kdc 10
D 2 D 2 : (2.210)
U.s/ s .1 C s=!1 / s .1 C s=2/

Model (2.210) is initially unknown. The Bode magnitude plot from which the DC
gain is to be found is shown in Fig. 2.23. The slope, Sd , of the plot measured between
! D 102 Œrad=s and ! D 101 Œrad=s is 40 dB=decade. The number of pure
integrators, q, is then the nearest integer to Sd =20 D 40=20 D 2.
Thus q D 2, agreeing with (2.210). Then MdB .!min / D 100 dB and !min D
102 Œrad=s . Equation (2.209) then yields Kdc D 10Œ100C40.2/ =20 D 10, also
agreeing with (2.210).
2.3 Identification of LTI Plants from Measurements 133

M dB (ω min ) = 100
−60[dB/decade] asymptote
60
M dB (ω ) 20
−40[dB/decade] asymptote
[dB] -20
-60
-100
ωmin = 10−2 10−1 100 101 102 ω [rad/s]
ω1

Fig. 2.23 Bode magnitude plot of third order plant containing two pure integrators

2.3.3.5 Asymptotes and the Asymptotic Approximation

Each term under the summation signs in (2.201) is a function having two asymp-
totes, one for ! ! 0 and the other for ! ! 1. First consider the terms,
 
!2
MdBi .!/ D 10Qlog10 1 C 2 ; (2.211)
qi

where Q D 1 and q D  for real negative zeros while Q D 1 and q D ! for real
negative poles. As ! ! 0, (2.211) approaches the asymptote,
0
MdBi .!/ D 10Qlog10 .1/ D 0; (2.212)

which is a straight line with zero slope. As ! ! 1, ! qi and therefore

(2.211)approaches the asymptote,
 
1 !2
MdBi .!/ D 10Qlog10 D 20Q Œlog10 .!/  log10 .qi / ; (2.213)
qi2
1
which is a straight line satisfying MdBi .qi / D 0 with slope 20Q [dB/decade], i.e.
6Q [dB/octave], noting that the abscissa is log10 .!/ on the Bode magnitude plot.
The Bode magnitude plot and asymptotes for these terms are shown in Fig. 2.24.
Importantly, the asymptotes intersect at the corner frequencies, at ! D !i for the
pole and at ! D i for the zero. At these frequencies, MdBi .!/ has fallen by 3 [dB]
for the pole and increased by 3 [dB] for the zero. These features enable the pole
magnitudes, which are the corner frequencies, to be estimated from the Bode plot.
An important feature is that MdBi .!/ nearly coincides with the asymptote,
0
MdBi .!/, for ! < !ni =10 and ! < ni =10. Similarly MdBi .!/ nearly coincides
1
with the asymptote, MdBi .!/, for ! > 10!ni and ! > 10ni . As will be seen in the
following subsections, the parameter estimation process is simplified if the corner
frequencies, !i , i , !ni and ni , are separated by at least two orders of magnitude.
The piecewise linear function, Ai .!/, is the concatenation of two segments of
0 1
the asymptote functions, MdBi .!/ and MdBi .!/, and is defined as follows.
134 2 Plant Modelling

a 5 b 20
M dBi (ω )
∞
M dBi (ω )
Ai (ω ) 0
M dBi (ω )
[dB] 0 15
-3 Ai (ω )
-5 10
M dBi (ω )
-10 [dB] 5
3 Ai (ω )

-15 0
Ai (ω ) 0
M dBi (ω )
∞
M dBi (ω )
-20 −1 -5
10 100 ω ωi 101 10−1 100 ω νi 101

Fig. 2.24 Bode magnitude contributions of pole and zero and their asymptotes. (a) Real negative
pole. (b) Real negative zero

 0
MdBi .!/ ; 0 < ! < qi
Ai .!/ D 1 : (2.214)
MdBi .!/ ; !  qi

It is evident that this is an approximation to the Bode magnitude plot, MdBi .!/. It
will be called a concatenated asymptote function. The approximation appears better
when viewed on larger frequency and amplitude scales due to the closer approach of
MdBi .!/ to the asymptotes at frequencies far removed from the corner frequency.
Next, consider the terms,
" 2 #
!2 di2 ! 2
MdBi .!/ D 10Qlog10 1 2 C4 2 ; (2.215)
qni qni

of (2.201) where Q D 1, q D  and d D  for the complex conjugate zeros and

Q D 1, q D ! and d D
for the complex conjugate poles. As ! ! 0, (2.215)
approaches the asymptote,
0
MdBi .!/ D 10Qlog10 .1/ D 0; (2.216)

which is a straight line with zero slope. As ! ! 1, ! qni and therefore (2.215),
which can be expanded as
 
!2 !4 di2 ! 2
MdBi .!/ D 10Qlog10 1  2 2 C 4 C 4 2 ;
qni qni qni

approaches the asymptote,

2.3 Identification of LTI Plants from Measurements 135

a 20 b 40
ζ
(ω )
M dBi (ω , ζ ) [dB]

M dBi (ω ,η ) [ dB]
M dBi 0.1
10 0.2 30
0.3
0.4 Ai (ω )
0 20 η
ζ
0
M dBi (ω ) 1.0
0.5 0.7
-10 0.7 10 0.5
1.0
0
M dBi (ω )
-20 0 η
Ai (ω )
0.4
0.3
-30 -10 ∞
M dBi (ω ) 0.2
0.1
-40 -20
10−1 100 ω ωni 101 10−1 100 ω ν ni 101

Fig. 2.25 Bode magnitude contributions of complex conjugate pole and zero pairs in the left
half of the s-plane together with the asymptotes. (a) Complex conjugate pole pair. (b) Complex
conjugate zero pair

MdBi .!/ D 10Qlog10 ! 4 =qni

4
D 40Q Œlog10 .!/  log10 .qni / ; (2.217)

1
which is a straight line satisfying MdBi .qni / D 0 with slope 40Q [dB/decade].
The Bode magnitude plot for a range of damping ratios is shown in Fig. 2.25
together with the two asymptotes and the concatenated asymptote function, Ai .!/.

In this case, the asymptotes intersect at the undamped natural frequency, !ni , for
the poles and at the frequency, ni , for the zeros.
As in Fig. 2.24, the Bode magnitude plots of Fig. 2.25 closely approach Ai .!/
at frequencies more than an order of magnitude different from the corner frequency.
The peaks visible in Fig. 2.25a are referred to as resonance peaks, while the dips
in Fig. 2.25b are referred to as the anti-resonance dips. The parameters,
i and i ,
can be estimated by determining the amplitudes of the resonance peaks and the anti-
resonance dips from the graph of MdBi .!/.
Another feature that should be observed is that the frequencies at which the
maxima of the peaks in Fig. 2.25a occur, which are the resonance frequencies,
!ri , are lower than !ni . Similarly, the frequencies at which the minima of the dips
in Fig. 2.25b occur, which are the anti-resonance frequencies, ri , are lower than
ni . This effect is more pronounced as
i and i increase and must be taken into
account when determining the asymptote intersections by examination of the Bode
magnitude plot for estimation of !ni and ni . This is addressed in Sect. 2.3.3.8.
For lightly damped cases, however, where 0 <
i  0:1 and 0 < i  0:1,
136 2 Plant Modelling

!ri Š !ni and ri Š ni . Then the asymptote intersections occur approximately
at the frequencies of the maxima and minima in Fig. 2.25, rendering the parameter
estimation from the Bode magnitude plot more straightforward.
The concatenated asymptote function, Ai .!/, may be considered to be a good
approximation to MdBi for
i and i between 0.5 and 0.7. For lower damping
ratios the approximation is not so good but (Appendix A2) the error, Pi .!/ D
MdBi .!/  Ai .!/, referred to as the resonance peak function, is useful in the
parameter estimation process when the complex conjugate pole or zero pairs are
close enough for the resonance peak functions to overlap.
In view of the close approach of MdBi .!/ to Ai .!/ at frequencies removed from
the associated corner frequency by more than an order of magnitude, if the corner
frequencies, !i , i , !ni and ni , of a complete plant model are separated by at least
two orders of magnitude, a piecewise linear asymptotic approximation, LdB .!/
to MdB .!/ can be formed by summing the two-segment concatenated asymptote
functions, Ai .!/, from all of the terms in (2.201) together with the DC gain term
and the linear term contributed by any pure integrators. Thus,
X
LdB .!/ D 20log10 .Kdc /  20qlog10 .!/ C Ai .!/: (2.218)
i

The vertices of LdB .!/ occur at the corner frequencies, !i , i , !ni and ni . Since
these are parameters of the required transfer function, finding an estimate, LbdB .!/,
of LdB .!/, using the graph of MdB .!/ is the first step of the parameter estimation.
The closeness of approach of LbdB .!/ to LdB .!/, is of paramount importance to
ensure an accurate transfer function model. The task is aided by the knowledge that
each of the straight line segments of LdB .!/ has a slope that is an integral multiple
of 20 ŒdB=decade , i.e. 6 ŒdB=octave . It is usual for all the segment slopes
to be zero or negative due to the domination of the poles of the transfer function.
Bode plots may be found, however, containing segments of LdB .!/ with positive
slopes but these are usually those of the open loop transfer function, G(s)Gp (s), of a
control system designed with the aid of classical methods including a compensator
with transfer function, Gp (s), having the corner frequencies of its zeros lower than
those of its poles.
If the corner frequencies are separated by at least two orders of magnitude, it
is evident from the foregoing that MdB .!/ will have almost straight portions with
slopes of nearly 20n ŒdB=decade , where n is an integer, enabling L bdB .!/ to be
found by simply fitting tangents to MdB .!/. If the corner frequencies are closer,
however, the nearly straight portions of MdB .!/ are less well defined. Although
bdB .!/ cannot be a good approximation to MdB .!/ in these cases, LdB .!/ still
L
exists whose corner frequencies are the required plant parameters. It is therefore
bdB .!/. Means of calculating the required corner frequencies,
still important to find L
using the graph of MdB .!/, are developed in Appendix A2.
As all parameter estimation methods are subject to errors, it is recommended, in
any case, to generate a Bode magnitude plot, M cdB .!/, from the estimated transfer
2.3 Identification of LTI Plants from Measurements 137

function and compare this with MdB .!/. If necessary, adjustments may be made to
cdB .!/ closer to MdB .!/.
the transfer function parameters to bring M

2.3.3.6 Well-Separated Real Poles and Zeros

As shown in Sect. 2.3.3.5, the magnitudes of the real poles and zeros are the corner
frequencies, !i and i , of the Bode magnitude plot. If these are separated by at least
two orders of magnitude, then the Bode magnitude plot contains segments that are
nearly linear with relatively sharp changes of slope between them, which enable the
piecewise linear approximation, L bdB .!/, to be fitted easily and accurately to the
graph of MdB .!/. Also, the vertices of L bdB .!/ may be assumed to be displaced
vertically from MdB .!/ by ˙3 ŒdB . Moving from left to right along the Bode
magnitude plot, a positive change of slope of L bdB .!/ at a vertex indicates a pole
while a negative change of slope indicates a zero. Single poles or zeros cause,
respectively, a decrease or increase in slope by 20 [dB/decade] (or 6 [dB/octave]).
Occasionally a plant has a real pole of multiplicity, m, which can be detected by a
decrease in slope of 20 m [dB/decade] (or 6 m [dB/octave]).
To demonstrate the method, suppose that the Bode magnitude plot, MdB .!/, of
the plant with transfer function,

Y .s/ 100 .1 C s=10/

D ; (2.219)
U.s/ .1 C s=0:1/2 .1 C s=1; 000/

is given and it is required to find the corner frequencies by estimating LdB .!/ using
the tangent fitting. The Bode magnitude plot is shown in Fig. 2.26. The asymptotes
required to form L bdB .!/ are denoted A1 , A2 , A3 and A4 . These are drawn tangential
to the nearly linear portions of MdB .!/. The change of slope from asymptote, A1 ,
to asymptote, A2 , is Sd2  Sd1 D 40  0 D 40 ŒdB=decade . This therefore
indicates a double pole. The corresponding corner frequency is !1 D 0:1 Œrad=s .

40 A1
20
M dB (ω ) L̂dB (ω )
[dB] 0 Asymptote Slope[dB/decade]
-20 A4
A3 A1 Sd1 = 0
-40
-60 A2 Sd2 = −40
-80 A3 Sd3 = −20
A2
-100 A4 Sd4 = −40
-120
-140
-160
10−3 10−2 10−1 100 101 102 103 104 105 ω[rad/s]
ω1 ν1 ω2

Fig. 2.26 Bode magnitude plot of third-order plant with a double pole, single pole and a zero
138 2 Plant Modelling

The change of slope from asymptote, A2 , to asymptote, A3 , is Sd3  Sd2 D 20 

.40/ D C20 [dB/decade].
This therefore indicates a distinct zero. The corresponding corner frequency is
1 D 10 Œrad=s . The change of slope from asymptote, A3 , to asymptote, A4 , is
Sd4  Sd3 D 40  .20/ D 20, indicating a distinct pole. The corresponding
corner frequency is !1 D 1; 000 Œrad=s . To complete the determination of the
transfer function, the DC gain may be calculated using (2.205). Thus Kdc D
3
10Mdb .10 /=20 D 1040=20 D 100. The transfer function is therefore of the form,

Y .s/ Kdc .1 C s=1 /

D : (2.220)
U.s/ .1 C s=!1 /2 .1 C s=!2 /

Inserting the parameter values calculated above yields transfer function (2.219).

2.3.3.7 Plants with Complex Conjugate Poles and Zeros

The following subsections develop methods for estimation of the parameters of

transfer function factors corresponding to complex conjugate poles and zeros, by
extracting information from the Bode magnitude plot. The next subsection focuses
on second-order plants with one complex conjugate pair of poles and no finite
zeros. The procedure developed for this model is applicable, without modification,
to higher-order plants provided all the corner frequencies are separated by at least
an order of magnitude, as shown in Sect. 2.3.3.9. In Appendix A2, this procedure
is extended to cater for plants in which the corner frequencies corresponding to the
complex conjugate poles and zeros may be made arbitrarily close.
Regarding notation, with reference to (2.199) the general term representing !ni
or ni is ni and that representing
i or i is di .

2.3.3.8 Second Order Underdamped Model

Plants that can be modelled by the second-order underdamped plant model,

Y .s/ Kdc
D 2
1 2
; (2.221)
U.s/ 1C sC 2 s
!ni !ni

are considered here. The corresponding frequency domain transfer function is

Y .j!/ Kdc
D 2
(2.222)
U .j!/ 1  !! 2 C !2
n j!
n

The magnitude function is therefore

2.3 Identification of LTI Plants from Measurements 139

Kdc
M .!/ D q
2 : (2.223)
2 2 2 2 2
1  ! =!n C 4
! =!n
p
It will now be shown that a resonance peak occurs for 0 <
< 1= 2, an expression
for which is derived below, enabling
to be determined from the Bode magnitude
plot. For simplification, if any maximum of (2.223) exists then a minimum of

2
x .!/ D 1  ! 2 =!n2 C 4
2 ! 2 =!n2 (2.224)

also exists for the same value of !. This satisfies

 
dx .!/ 8
2 ! !2 ! 2 !2
D  4 1  D 0 ) 2
 1 C D0
d! !n2 !n2 !n2 !n2 (2.225)
p
) ! D ˙!n 1  2
2 :

The positive root is the required value of !, which will be referred to as the
resonance frequency, !r . This has to be real and non-zero for the resonance peak
to exist, thereby restricting the damping ratio to the range,
p
0 <
< 1= 2: (2.226)

Then
p
!r D !n 1  2
2 : (2.227)

The resonance peak magnitude is given by (2.223) with ! D !r of (2.227). Thus

Kdc Kdc
Mp D q D p : (2.228)
.1  .1  2
2 //2 C 4
2 .1  2
2 / 2
1 
2

p
Note that for
D 1= 2, (2.228) yields Mp D Kdc and according to (2.227) this
occurs at !r D 0 so that M .!/ monotonically decreases with ! for ! > 0 and
therefore, in this case, there is no resonance peak. p
On the Bode magnitude plot, the peak of (2.228) for 0 <
< 1= 2 is
!

1
MpdB D 20log10 Mp D 20log10 .Kdc / C 20log10 p : (2.229)
2
1 
2

The resonance peak w.r.t. the DC level (for ! ! 0) is therefore as follows.

140 2 Plant Modelling

20
ζ
∧
PdB 10 0.1
∧ ∧
ζ PdB ζ PdB
0.2
0 0.1 14.0230 0.05 20.01
0.3
ζ 0.2 8.1361 0.01 33.97
0.4
-10 0.6 0.3 4.8466 0.002 47.95
M dB K dc 0.5
0.7 0.4 2.6954 0.0004 61.93
[dB] -20 0.8 0.5 1.2494 0.00008 75.92
0.9 0.6 0.3546 0.000016 89.92
-30 1.0

-40 −1
10 100 ω ωn 101

Fig. 2.27 Normalised Bode magnitude plots for underdamped second-order plant models

!
^ 1
PdB D 20log10 p : (2.230)
2
1 
2

Figure 2.27 shows a family of normalised Bode magnitude plots and the
resonance peak valuespfor different damping ratios.
Plots for
> 1= 2 Š 0:7071 are included to demonstrate the lack of the
resonance peak for these cases. Furthermore it is evident that the method is only
practicable for
 0:5, since PdB could not be accurately read for higher damping
ratios. The first inset table of Fig. 2.27 indicates the values of PdB calculated using
(2.230) for the Bode magnitude plots shown. The second inset table indicates the
values of PdB for much lower damping ratios, which could be relevant to mechanical
structures requiring vibration control, space satellites with flexible appendages
being a case in point.
It remains to derive an equation for
using (2.230) to enable its estimation, given
a reading from the Bode magnitude plot. First let
^
P D 10PdB =20 : (2.231)

Then (2.230) becomes

1
1
P D p ) 4P 2
2 1 
2 D 1 )
4 
2 C 2
D 0: (2.232)
2
1 
2 4P

Solving (2.232) for

2 then yields
2.3 Identification of LTI Plants from Measurements 141

p
2 1˙ 1  1=P 2

D (2.233)
2
Since PdB  0, then according to (2.231), P  1. If P D 1 then (2.233) yields

2 D 1=2. As P increases from 1, then

2 must reduce from 1/2.
Hence the negative root is taken in (2.233). Finally the positive root is taken for

, resulting in
s p
1 1  1=P 2

D : (2.234)
2

Next, the resonance frequency, !r , is read from the Bode magnitude plot and !n
is calculated using (2.227) with the estimate of
from (2.234). Thus
!r
!n D p : (2.235)
1  2
2

To complete the estimation of the transfer function, Kdc is determined using the
method of Sect. 2.3.3.2.

2.3.3.9 Well-Separated Complex Conjugate Poles and Zeros

The procedure of Sect. 2.3.3.8

 can be applied to estimate the parameters of complex
conjugate pole factors, 1= 1 C !2
nii s C !12 s 2 , or complex conjugate zero factors,
ni
2i 1 2
1C ni
sC 2 s ,
ni
of the transfer function if the corner frequencies are separated by
^
at least an order of magnitude. First the amplitude, PdBi , of the measured resonance
peak or anti-resonance dip is determined from the Bode magnitude plot, MdB .!/.
From (2.231) and (2.234),
v q
u
u1  1  1
t ^
10PdBi =10
di D : (2.236)
2

where di D
i for the pole factors and di D i for the zero factors. Figure 2.28
^
shows graphs of this function that can be used to determine di directly from PdBi .
Figure 2.29 shows a Bode magnitude plot for the transfer function model,
0 10 1
Y .s/ 1 1
D Kdc @ 2
1 1 2
A@
2
2 1 2
A: (2.237)
U.s/ 1C C 1C C
!n1 s 2 s
!n1 !n2 s 2 s
!n2

The parameters are

1 D 0:2,
2 D 0:1, !n1 D 1 Œrad=s , !n2 D 100 Œrad=s and
Kdc D 1. The peak (or dip) magnitude may be determined by measuring the vertical
142 2 Plant Modelling

distance of the tangent from the peak (or the dip) on MdB .!/ parallel to one of
the two asymptotes intersecting at the vertex of that peak (or dip). There are two
alternatives for measuring each peak or dip magnitude. For each resonance peak (or
anti-resonance dip) the tangent parallel to the left-hand asymptote meets MdB .!/
at the resonance frequency while the tangent parallel to the right-hand asymptote
meets MdB .!/ at the mirrored resonance frequency. Using the left-hand tangents,
on the vertical scale of this figure, the two resonance peak magnitudes are seen to
^ ^
be PdB1 Š 8 ŒdB and PdB2 Š 14 ŒdB . The left-hand graph of Fig. 2.28 then
gives the correct values of
1 D 0:2 and
2 D 0:1. Reading the two resonance
frequencies from Fig. 2.29 yields !r1 Š 0:96 Œrad=s and !r2 Š 98 Œrad=s .

0.7 0.05
0.6
di 0.04
0.5 di
0.4 0.03

0.3
0.02
0.2
0.01
0.1
0 0
0 5 10 15 20 20 25 30 35 40
∧
PdB i [dB] ∧
PdB i [ dB]

Fig. 2.28 Peak to damping ratio graphs

20
PdB1 MdB (ω )
[dB] 0

-20 PdB1
-40 L̂dB (ω ) PdB2

-60
MdB (ω )
-80

-100
PdB2
-120

-140

-160
10−1 0
ωr1 ωn1 10 ωr1
′ ω [ rad/s] 10
1 2
ωr2 ωn2 10 ωr2
′ 103

Fig. 2.29 Bode magnitude plot of plant with two underdamped well-separated modes
2.3 Identification of LTI Plants from Measurements 143

The undamped natural frequencies are then given by (2.235) as !n1 D 1:001 Œrad=s
and !n2 D 98:99 Œrad=s . This precision is acceptable for this graphical method.
With reference to (2.201), the contributions of any complex conjugate zeros to
the Bode magnitude plot are of the same form as the contributions from the complex
conjugate poles but are opposite in sign. Complex conjugate zeros may therefore be
recognised from dips in the plot, their contributions being reflections of those shown
in Fig. 2.27 about the horizontal line, PdB D 0. The frequencies at which the dips
occur will be called anti-resonance frequencies, ri . It follows that the parameters,
i and ni , may be estimated by a similar method to that above for
and !n .
Plant modelling with relatively close real poles and zeros or complex conjugate
pole or pole–zero pairs is addressed in Appendix A2.

2.3.3.10 Zeros in the Right Half of the s-Plane

The transfer function model (2.188) may be modified with a few additions to cater
for poles or zeros in the right or left halves of the s-plane, as follows.

Y  
s Y 2i 1

1 C Bi 1 C Di s C 2 s2
Y .s/ i
vi i ni ni
D G.s/ D Kdc Y  Y   (2.238)
U.s/ q
s 2
i 1 2
s 1 C Ai 1 C Ci sC 2 s
i
!i i !ni !ni

Setting either Ai or Bi , to 1 then indicates that the ith real pole or zero is a right half
plane [RHP] pole at si D !i or an RHP zero at si D i . Similarly  setting C or Di to
q i
1 yields complex conjugate RHP pole pairs at si;i C1 D !ni
i ˙ j 1 
i2 or
 q 
2
RHP zero pairs at si;i C1 D ni i ˙ j 1  i . Of course, if any coefficient is
set to C1 the associated poles or zeros are left half plane (LHP) poles or zeros.
In the frequency domain, the magnitude of (2.238) is given by (2.200) since
jAi j D jBi j D jCi j D jDi j D 1. Since jG .j!/j is independent of Ai , Bi , Ci and
Di , the Bode magnitude plot is insufficient alone to determine the transfer function,
unless the poles and zeros are all known to lie in the left half plane of the s-plane,
which is often the case. Otherwise, the phase information may be used to determine
in which half of the s-plane every pole and zero lies. Assuming Kdc > 0, the phase
angle of transfer function (2.238) is given by
X X X X
 .!/ D rzi .!/ C czi .!/ C rpi .!/ C cpi .!/ (2.239)
i i i i
144 2 Plant Modelling

where
! 9
  >
>
!
2i Di
rzi .!/ D tan1 Bi !i ; czi .!/ D tan1 ni
>
>
!2
1 2 =
ni
! : (2.240)
  >
1 1 2
i Ci !! >
>
rpi .!/ D tan Ai !!i ; cpi .!/ D tan !2
ni
>
;
1 2
!ni

It is evident that as ! goes from 0 to 1, the changes in the phase angle contributed
by the various poles and zeros are as indicated in Table 2.2. Thus, if any real pole or
zero, or any complex conjugate pole or zero pair is transferred to its mirror image
location, reflected in the j! axis, then the Bode magnitude plot will not change but
the phase angle contribution of the transferred poles or zeros will change sign.
Figure 2.30 shows the graphs of the individual phase angle contributions of real
poles and zeros and complex conjugate poles and zeros.
Four features may be observed in these phase functions as follows.
1. Each of the phase functions of (2.240) reaches half the maximum contribution
indicated in Table 2.2 at the corner frequency. This is confirmed by substitution.
Thus
   
rpi .!i / D Ai ; rzi .i / DBi ; cpi .!ni / D Ci and czi .ni / DDi :
4 4 2 2
2. It appears that the slopes of the phase angle contributions on the RHS of (2.240)
have maximum magnitudes at the corner frequencies, !i , i , !ni and ni , due to
! being on a logarithmic scale. This will now be proven. Let x D log .!/. Then

dx 1 d!
D ) D !: (2.241)
d! ! dx
First consider the real zeros. Let the ith contribution be denoted

rzi .!/ D tan1 .Bi !=i / : (2.242)

Then, noting that Bi2 D 1,

drzi .x/ drzi .!/ d! ! Bi

D : D 2 2
: (2.243)
dx d! dx 1 C ! =i i

Using (2.241), a maximum or minimum value of d rzi (x)/dx occurs if

! " !#
d2 rzi .x/ d ! d ! d!
dx 2
D0) dx 2 D0) d! 2 dx
D0)
1C !2 1C !2
! i
! i

! ! !2
d
! d! 2 D0) d
d! 2 D0)1C i2
 !: 2!
2
D 0 ) ! D i :
1C !2 1C !2 i
i i

(2.244)
Table 2.2 Phase angle contributions of poles and zeros as ! goes from 0 to 1
Key W Real poles Real zeros Complex conjugate poles Complex conjugate zeros
LHP  Left Half Plane LHP: RHP: LHP: RHP: LHP: RHP: LHP: RHP:
RHP  Right Half Plane Ai D C1 Ai D 1 Bi D C1 Bi D 1 Ci D C1 Ci D 1 Di D C1 Di D 1
2.3 Identification of LTI Plants from Measurements

Contribution [deg] 0 to 90ı 0 to C90ı 0 to C90ı 0 to 90ı 0 to 180ı 0 to C180ı 0 to C180ı 0 to 180ı
145
146 2 Plant Modelling

a b
90
( cpi )
180 LHP zeros φ
RHP poles (φczi ) ζi
45 LHP zero (φrzi ) 90
0
[deg] ( )
RHP pole φrpi [deg] 0.05
0 0 0.2
( )
LHP pole φpzi 0.5
-45 RHP zero (φrzi ) -90 1.0
LHP poles φcpi ( )
-90 -180 RHP zeros (φczi )
10−2 10−1 100 101 102 10−2 10−1 100 101
ω ω
, υi = ωi ,ν i , υ n i = ωn i ,ν n i
υi υni

Fig. 2.30 Phase angle contributions of poles and zeros. (a) Real pole/zero. (b) Complex conjugate
pole/zero pair

Since each contribution from the real poles is identical in form to (2.242), it
follows that its slope has a maximum magnitude at ! D !i .
Now consider the complex conjugate zeros. Let each phase angle contribution
from (2.239) be denoted
 
1 2i Di !=ni
czi .!/ D tan 2
(2.245)
1  ! 2 =ni

Then using (2.241) and noting that Di2 D 1,

dczi .!/ dczi .!/ d!

D :
dx d! dx
2 3
2 2

2


6 1 7 1  ! =ni  !: 2!=ni 2i
D !: 4  2 5 :
: Di :
2 2 ni
1 C 2i Di !=2ni 1  ! 2 =ni
1! 2 =ni

Hence
2
dczi .!/ 1 C ! 2 =ni 2i
D !:
: Di : (2.246)
dx 2 2 2 2 ni
1  ! = C .2i !=ni /
ni

dczi .!/ d2 czi .x/

A maximum or minimum of dx occurs if dx 2
D0)
2.3 Identification of LTI Plants from Measurements 147

  

2
2 ! !4 3! 2
1  2 1  2i 2 C 4 1C 2
ni ni ni
 3  3  (2.247)
! !

2 !
 ! C 2 :4 4
 1  2i 2
D 0:
ni ni ni

Inserting ! D ni in the LHS of (2.247) yields 162i  162i D 0. Hence (2.247)
is satisfied. The maximum slope magnitude of this phase contribution therefore
occurs at ! D ni . Since the phase contribution of each complex conjugate pole
pair is of the same form as (2.245), then by inspection of (2.239), this contribution
has the maximum slope magnitude at ! D !ni . The sign of the derivative in any
case is equal to the sign of the corresponding contribution given in Table 2.2.
Setting ! D ni in (2.246) yields the derivative of maximum magnitude as
ˇ
dczi .ni / ˇˇ 1
ˇ D Di : (2.248)
dx max i

This explains the increase in the sharpness of the transition between 0 and the
extreme value, Di =2, as the damping ratio, i , is reduced, which is visible in
Fig. 2.30b. In the limit, as i ! 0, the maximum derivative of (2.248) becomes
infinite and the phase function becomes a step function of !, switching between
0 and Di =2 at ! D ni . Similar relationships hold for  cpi (!).
3. With reference to Fig. 2.30, each phase function appears to be an odd function,
meaning  .q/ D .q/, for all real q, if the origin were to be moved to the
point where half the extreme value is reached at the corner frequency. This will
now be proven. Consider first the real-zero phase function of (2.240). Thus
 
!
rzi .!/ D tan1 Bi (2.249)
i

The origin has to be shifted to the point, Œ!; rzi .!/ D Œi ; .=4/ Bi , with !
on a logarithmic scale. To achieve this, the variables are changed to

q D log .!/  log .i / D log .!=i / (2.250)

and

rzi .!/ D rzi .!/  .=4/ Bi (2.251)

From (2.250),

!=i D e q : (2.252)

Substituting for !=i in (2.249) using (2.252) and then inserting the resulting
expression for  rzi (!) in (2.251) then yields the following.
148 2 Plant Modelling

Fig. 2.31 A simple

geometric aid θ2 a
θ1
b


rzi .q/ D tan1 .Bi e q /  .=4/ Bi D Bi tan1 .e q /  =4 : (2.253)

If rzi .q/ is an odd function, then

rzi .q/ C rzi .q/ D 0 ) tan1 .e q / C tan1 .e q /  =2 D 0: (2.254)

This can be proven geometrically using the right-angled triangle of Fig. 2.31.
Let the side lengths, a and b, be chosen such that

a b
D e q ) D e q (2.255)
b a
Then using (2.255) and the geometry of Fig. 2.31,
a  
 b  
1 C 2 D ) tan1 C tan1 D ) tan1 .e q / C tan1 .e q / D
2 b a 2 2
(2.256)

which satisfies (2.254).

Q.E.D.
This also applies to the real-pole function of (2.240) since it is of the same
form as (2.249).
Similar analysis of the complex conjugate zero function of (2.240) will now
be carried out. Thus
  
! !2
czi .!/ D tan1 2i Di = 1 2 : (2.257)
ni ni

In this case, the origin has to be shifted to the point, Œ!; rzi .!/ D
Œni ; .=2/ Di .
The variables are therefore changed to

q D log .!/  log .ni / D log .!=ni / (2.258)

and

czi .!/ D czi .!/  .=2/ Di (2.259)

From (2.258),

!=ni D e q (2.260)
2.3 Identification of LTI Plants from Measurements 149

Substituting for !=ni in (2.257) using (2.260) and then inserting the resulting
expression for  czi (!) in (2.259) then yield
     
2i e q  2i e q
czi .q/ D Di tan1  D Di cot1
(2.261)
1  e 2q 2 1  e 2q

If czi .q/ is an odd function, then so would be

2i e q
f .q/ D Di cot Œczi .q/ D (2.262)
1  e 2q
Then
eq e q
f .q/ C f .q/ D 0 ) C D 0: (2.263)
1e 2q 1  e 2q

1  e 2q e q C 1  e 2q e q e q  e q C e q  e q
2q
D
The LHS of (2.263) is 2q
.1  e / .1  e / 2  e 2q  e 2q
D 0:
Q.E.D.
4. The observation of Fig. 2.30 indicates that if ! is lower than the corner frequency
by at least an order of magnitude, the phase angle contribution is negligible but
if ! is greater than the corner frequency by at least an order of magnitude, the
phase angle contribution is near its maximum value. Consequently, if the corner
frequencies of a transfer function are separated by an order of magnitude or more,
the changes in the phase angle due to the individual real poles and zeros and the
individual complex conjugate pole and zero pairs will be clearly visible, thereby
identifying which half of the s-plane the poles and zeros lie.
The following demonstration stresses that the phase information is essential in
frequency domain-based plant identification if it is not known in advance which
half of the s-plane the poles and/or zeros lie. It also shows how the LHP and RHP
allocations are made. The following three different plant transfer functions are taken
since they have the same Bode magnitude functions.
9
2 1 2 2 1 2>
1C s C 2 s 1 C s C 2s > >
1 n n 1 n n > >
>
G1 .s/ D  : ; G2 .s/ D  : >
s 2
1 2 s 2
1 2> >
>
s 1C 1C sCŠ 2 s s 1C 1 s C 2s > =
!1 !n !n !1 !n !n
:
2
1  s C 2 s2
1 >
>
>
>
1 n n >
>
G3 .s/ D  : >
>
s 2
1 2 >
>
s 1C 1C s C 2s >
;
!1 !n !n
(2.264)
150 2 Plant Modelling

a b
100
90
LHP LHP LHP
50
[deg] pole zeros poles
0
[dB] MdBi (ω ) φ1 (ω )
0 -90
i = 1, 2,3
-180
-50
ω1 νn ωn -270 ω1 νn ωn
-100 −3
10 10−2 10−1 100 101 102 10−3 10−2 10−1 100 101 102
ω [ rad/s] ω [ rad/s]

c d -90
180 φ3 (ω )
-180
LHP LHP
90 pole zeros [deg] LHP LHP
[deg] -270 pole poles
0
φ2 (ω ) RHP
-360
-90 RHP
poles zeros
-450
-180 ω1 νn ωn ω1 νn ωn
-540
10−3 10−2 10−1 100 101 102 10−3 10−2 10−1 100 101 102
ω [ rad/s] ω [ rad/s]

Fig. 2.32 Bode plots of plants with poles or zeros in the RHP. (a) Common Bode magnitude plot.
(b) Phase angle: all LHP poles and zero. (c) Phase angle: RHP complex conj. poles. (d) Phase
angle: RHP comples conj. zero

Here, !1 D 0:1 Œrad=s , !n D 10 Œrad=s ,

D 0:2, n D 1 Œrad=s and  D 0:3.
Figure 2.32 shows the Bode plots.
First, the break frequencies are determined from the Bode magnitude plot of
Fig. 2.32a using the methodology of the previous subsections. This enables the
identification of a real pole with a corner frequency of !1 , a complex conjugate
zero pair with a corner frequency of n and a complex conjugate pole pair with a
corner frequency of !n . The damping ratios,
and , can also be estimated using
the methods of the previous sections.
The differences between the phase plots are very pronounced due to the
separation of the corner frequencies by an order of magnitude. Essentially, the slope
of the phase plot for each pole or zero at its corner frequency indicates the half of
the s-plane in which the poles or zeros lie. LHP poles have phase plots with negative
slopes and LHP zeros have phase plots with positive slopes at the corner frequency.
2.3 Identification of LTI Plants from Measurements 151

RHP poles have phase plots with positive slopes and LHP zeros have phase plots
with negative slopes at the corner frequency.

2.3.4 Recursive Parameter Estimation: An Introduction

2.3.4.1 The z-Transfer Function Model

A digital controller provides a piecewise constant control input, usually with a

constant update period of h seconds. Then a sample/hold unit is placed at the output
of an LTI plant with the samples taken at the same instants as the control updates. It
is then found that the plant, when observed through the piecewise constant input and
sample/hold output obeys a linear difference equation. If the corresponding Laplace
transform relationship between these signals is formed, then it is found that the
complex variable, s, appears in the form, esh , throughout the transfer function. This
is then simplified by defining a new complex transform variable,

z D e sh : (2.265)

This gives the z-transfer function of the plant as the ratio of two polynomials in z,
the general form of which is given at the beginning of the following subsection. This
basic knowledge regarding the z-transfer function is all that is needed here but the
underlying theory is fully developed in Chap. 3, Sect. 3.4.3.

2.3.4.2 Statement of the Problem and Approach

In this subsection, the problem of determining the z-transfer function model of a

nominally linear time invariant plant by correlating sampled inputs and outputs is
addressed. The z-transfer function model is in the general form,

B1 z1 C B2 z2 C    C Bn zn

Y.z/ D U.z/; (2.266)
1 C a1 z1 C a2 z2 C    C an zn

where ai , i D 1; 2; : : : ; n, are constant characteristic polynomial coefficients, Bi 2

<mr , i D 1; 2; : : : ; n, are constant matrices and n is the plant order. This models
SISO plants by setting m D r D 1.
Recursive parameter estimation schemes exist that instead estimate the param-
eters of a discrete state space model once the state representation has been
chosen. This, however, requires the theory covered in Chaps. 3 and 5, and is less
straightforward than working with (2.266). In any case, a state space model (Chap.
3) can be formed from (2.266).
It is not possible to offer a universal solution to the recursive parameter estimation
problem, which is rendered particularly difficult in practice by (a) the presence of
152 2 Plant Modelling

plant and measurement noise, the latter being particularly troublesome, and (b) the
uncertainty of the model order in some cases. Many different algorithms may be
devised, all of which work ‘perfectly’ in an ideal noise-free environment and if the
order of the chosen model is correct. In practice, the best approach depends upon the
particular application. An exhaustive treatment of the subject warrants a dedicated
work, such as that by Ljung [16]. The purpose of this subsection is to introduce
the subject by developing a particular approach and presenting simulation-based
demonstrations of applications. There is actually much room for invention here and
the reader is encouraged to devise schemes and try them out.
The approach taken here is to form a difference equation corresponding to
(2.266), which consists of one or more linear equations relating the regularly
sampled input and output measurements to the transfer function coefficients. These
equations are repeated for past input and output measurements to form a completely
determined set that may be expressed in the matrix form,

M.k/p D v.k/; (2.267)

where M(k) is a matrix, which will be referred to as the solution matrix, and v(k)
is a column vector, whose elements are the input and output measurements, k is the
sample number and p is a column vector consisting of the plant parameters to be
estimated. The estimate of p will be denoted by b
p.

2.3.4.3 The Condition Number

Let the solution matrix, M(k) be square and non-singular. Consider the solution,

p.k/ D M1 .k/v.k/:

b (2.268)

Although, in theory, b p is constant, in practice it will vary due to measurement

noise (already introduced in Chap. 1) and plant noise (originating in the actuators
and additive to the control inputs). Hence it is shown as a function of k. Under
certain circumstances even in the hypothetical case of zero measurement and plant
noise sources, bp will vary significantly due to imperfect calculations imposed by
the finite wordlength of any digital processor. This effect is marked if M(k) is ill
conditioned. Conditioning is a term in numerical analysis pertaining to the accuracy
of calculations. In general it is the proportional change in the result of a computation
due to an erroneous proportional change of an input parameter due, for example, to
rounding errors. Thus, (2.268) may or may not produce an accurate result and the
conditioning is quantified by the condition number of the matrix, M(k), given by

jmax .k/j
cond .M.k// D ; (2.269)
jmin .k/j
2.3 Identification of LTI Plants from Measurements 153

where max .k/ and min .k/ are, respectively, the eigenvalues of M(k) with the
maximum and minimum magnitude [15]. The condition number therefore varies
between 1 and 1, the smaller being the better. For this reason, constant or slowly
varying inputs are unsuitable. If the control input was constant and the plant stable,
then all the variables would settle to constant values, resulting in singularity of M(k)
and an infinite condition number due to at least one of the eigenvalues being zero. It
is therefore necessary to excite the plant, preferably by random signals. These must
be within the control saturation limits to ensure linear plant operation.

2.3.4.4 The Simultaneous Equations

The z-transfer function model of (2.266) is taken rather than the version in terms of
positive powers of z, in order that the corresponding difference equation is in terms
of accessible present and past sampled values of y(t) and u(t). Thus

1 C a1 z1 C a2 z2 C    C an zn Y.z/ D B1 z1 C B2 z2 C    C Bn zn U.z/:

(2.270)

In the discrete domain, this becomes

y.k/ C a1 y .k  1/ C a2 y .k  2/ C    C an y .k  n/
D B1 u .k  1/ C B2 u .k  2/ C    C Bn u .k  n/ )
y.k/ D a1 y .k  1/  a2 y .k  2/      an y .k  n/
C B1 u .k  1/ C B2 u .k  2/ C    C Bn u .k  n/ : (2.271)

The basic approach will be to form sets of linear simultaneous equations in the plant
parameters that are not underdetermined by taking sufficient input–output samples
and solving them for the plant parameters. They will be expressed in the matrix–
vector form and the first step towards this is to write the component equations of
(2.271) as
2 3
yi .k  1/
6 u .k  1/ 7
6 7
6 7
6  yi .k  2/ 7
 6 7
yi .k/ D a1 bTi 1 a2 bTi 2 : : : an bTi n 66
u .k  2/ 7 ;
7 i D 1; 2; : : : ; m;
6 :: 7
6 : 7
6 7
4  yi .k  n/ 5
u .k  n/
(2.272)
154 2 Plant Modelling

where bTi j is the ith row of Bj . Alternatively, (2.272) will be written as


yi .k/ D yi .k 1/ uT .k 1/ yi .k  2/ uT .k  2/    yi .k  n/ uT .k  n/
„ ƒ‚ …
wTi
2 3
a1
6b 7
6 i1 7
6 7
6 a2 7
6 7
6 b 7
6 i:2 7: (2.273)
6 : 7
6 : 7
6 7
4 an 5
bi n
„ ƒ‚ …
pi

Then this may be written compactly as

yi .k/ D wTi .k/pi ; i D 1; 2; : : : ; m: (2.274)

Since there are N D .r C 1/ n elements in the plant parameter vector, pi , N linearly

independent equations are needed to calculate pi . The first equation is (2.274) and a
further N  1 equations are obtained by repeatedly forming (2.274) for past values
of yi , as follows.
2 3 2 3
yi .k/ wTi .k/
6 yi .k  1/ 7 6 T
wi .k  1/ 7
6 7 6 7
6 :: 7D6 :: 7pi ; i D 1; 2; : : : ; m (2.275)
4 : 5 4 : 5
yi .k  N C 1/ wTi .k  N C 1/
„ ƒ‚ … „ ƒ‚ …
yi .k/ Wi .k/

The complete set of equations in the plant parameters is therefore

Wi .k/pi D yi .k/; i D 1; 2; : : : ; m: (2.276)

For multivariable plants, the coefficients, ai , i D 1; 2; : : : ; n, are estimated m times

but advantage can be taken of this by averaging to obtain more accurate results.

2.3.4.5 Algorithm Avoiding Matrix Inversion

An apparently elegant method of solution of (2.276) that avoids the inversion of the
solution matrix, Wi (k), in the directly calculated estimate,
2.3 Identification of LTI Plants from Measurements 155

pi D W1
b i .k/yi .k/; i D 1; 2; : : : ; m; (2.277)

is to premultiply both sides of (2.276) by WTi (k) and form a matrix-vector

differential equation, as follows:

pP i C WTi .k/Wi .k/b

b pi D WTi .k/yi .k/: (2.278)

Since the eigenvalues of WTi (k)Wi (k) are positive and real, then if they are non-
pP .t/ ! 0 as t ! 1 and (2.278) approaches Wi .k/b
zero, b pi D yi .k/. It then
follows by comparison with (2.276) that b pi .t/ ! pi as required. If the plant is well
excited then, in general, the smallest eigenvalues of Mi .k/ D WTi .k/Wi .k/ increase
in value and the convergence rate increases. Conversely, if the plant approaches
a steady-state condition, then the matrix, Mi (k), approaches singularity and, as
already mentioned, at least one of its eigenvalues approaches zero. In this case the
system ‘gracefully fails’ through its convergence rate reducing to zero instead of a
numerical overflow upon attempting to compute (2.277).
The author has found this algorithm works for every plant he has tried but only
in simulations in which noise contamination of the measured signals is absent.

2.3.4.6 Noise Contamination

The approach of Sect. 2.3.4.5 could only be successful in practice in cases where
the matrix, Wi (k), is sufficiently well conditioned for plant noise, and particularly
measurement noise, to have little effect. Suppose the plant is approaching a settled
condition. Then in the presence of noise contamination, the minimum eigenvalue
of the matrix, Mi (k), will tend to increase. In the extreme, if the plant states
were constant, Mi (k) would, in theory, be singular but not so in practice, causing
the plant parameter estimates to ‘wander’ towards incorrect values when using
algorithm (2.278). Such random errors in the parameter estimates could be reduced,
however, by taking more than the minimum of N component equations in (2.275).
This would give Wi (k) more rows than columns, but Mi .k/ D WTi .k/Wi .k/
would still be square and of dimension, N  N , rendering (2.278) workable.
The redundant measurement samples would effectively be filtered in the process
of forming b pi , the algorithm performing a type of moving window averaging. In
addition, passing b pi .k/ through a low-pass filter with output, b
pfi .k/, will result in
significant attenuation of the fluctuations in b
pfi .k/ compared with those of b pi .k/. A
suitable filter would be the IIR (infinite impulse response) filter with unity DC gain
defined by

b
pfi .k C 1/ D ˛b
pfi .k/ C .1  ˛/b
pi .k/; (2.279)

with ˛ D e h=Tf , where Tf is the time constant of the equivalent continuous low-pass
filter.
156 2 Plant Modelling

There is, however, another problem that the filtering cannot remove alone. Errors
in b
p.k/ with non-zero mean values can occur due to propagation of the noise
contamination through squared elements of Wi (k) within Mi .k/ D WTi .k/Wi .k/.
This phenomenon is referred to as biasing.
As a simple illustration, consider a single element, w D w C n, where w is the
signal that would have occurred without the noise and n is a noise signal with zero
mean value. Incidentally, if the noise contamination is biased, then so will be the
parameter estimation. Hence zero mean value of all noise signals is a mandatory
condition. The squared element then gives

.w C n/2 D w2 C 2wn C n2 ; (2.280)

in which the term, n2 , is responsible for the biasing.

Biasing is not a real problem in some applications but is very significant in others.
Hence the following subsection is included.

2.3.4.7 Biasing Minimisation

The diagonal elements of WTi (k)Wi (k) are w2jji , j D 1; 2; : : : ; n. Biasing can
therefore never be eliminated in algorithm (2.278). Hence reverting to (2.277)
is considered but with the protection of monitoring the condition number using
(2.269), for which practicable real-time algorithms are available. This protection
would be given by an algorithm of the following basic form.
 
If cond .Wi .k// < Cmax ; then compute pi D W1 i .k/yi .k/ ; i D 1; 2; : : : ; m;
else set pi to the last computed value and skip the inversion:
(2.281)

where Cmax > 1 is a selected threshold that can be very large, even of the order of
108 with floating processors.
Next, the question of biasing in (2.281) must be addressed. For this purpose,
(2.277) can be written as

adj ŒWi .k/

pi D yi .k/: (2.282)
det ŒWi .k/

As will be recalled from (2.273) and (2.275), each row of Wi (k) is formed by shifting
the row below two elements to the right, losing the last two elements and reforming
the first two elements with new data samples. There are therefore N  2 common
elements between every adjacent row. As an example, consider an SISO third-order
plant, for (2.273) becomes (2.283) below. The common elements between the rows
of W1 (k) and between y1 and W1 (k) can clearly be seen. This, as it stands, would
give rise to biasing in (2.282), partially due to the product, adj [W1 (k)]y1 (k).
2.3 Identification of LTI Plants from Measurements 157

2 3
y.k/
6 y .k  1/ 7
6 7
6 7
6 y .k  2/ 7
6 7
6 y .k  3/ 7
6 7
4 y .k  4/ 5
y .k  5/
„ ƒ‚ …
y1
2 3 2 3
y .k 1/ u .k  1/  y .k  2/ u .k  2/  y .k  3/ u .k  3/ a1
6 y .k 2/ u .k  4/ 7 6b 7
6 u .k  2/  y .k  3/ u .k  3/  y .k  4/ 7 6 17
6 7 6 7
6 y .k 3/ u .k  3/  y .k  4/ u .k  4/  y .k  5/ u .k  5/ 7 6 a2 7
D6 7 6 7:
6 y .k 4/ u .k  4/  y .k  5/ u .k  5/  y .k  6/ u .k  6/ 7 6 b2 7
6 7 6 7
4 y .k 5/ u .k  5/  y .k  6/ u .k  6/  y .k  7/ u .k  7/ 5 4 a3 5
y .k 6/ u .k  6/  y .k  7/ u .k  7/  y .k  8/ u .k  8/ b3
„ ƒ‚ … „ ƒ‚…
W1 .k/ p1
(2.283)

Biasing due to this product, however, could be eliminated by forming the successive
rows from the component equations (2.273) of (2.275) separated by a delay of n C 1
sampling periods instead of just one sampling period. Then yi (k) and Wi (k) would
be redefined and in the n D 3 example, (2.283) would be replaced by
2 3
y.k/
6 y .k  4/ 7
6 7
6 7
6 y .k  8/ 7
6 7
6 y .k  12/ 7
6 7
4 y .k  16/ 5
y .k  20/
„ ƒ‚ …
y1
2 32 3
y .k 1/ u .k 1/ y .k  2/ u .k  2/ y .k  3/ u .k  3/ a1
6y .k 5/ u .k 5/ y .k  6/ u .k  6/ y .k  7/ u .k  7/ 76b 7
6 76 1 7
6 76 7
6y .k 9/ u .k 9/ y .k  10/ u .k  10/ y .k  11/ u .k  11/76a2 7
D6 76 7:
6y .k 13/ u .k 13/ y .k  14/ u .k  14/ y .k  15/ u .k  15/76b2 7
6 76 7
4y .k 17/ u .k 17/ y .k  18/ u .k  18/ y .k  19/ u .k  19/54a3 5
y .k 21/ u .k 21/ y .k  22/ u .k  22/ y .k  23/ u .k  23/ b3
„ ƒ‚ …„ƒ‚…
W1 .k/ p1
(2.284)

Now no common elements reside in the rows of W1 (k) or the vector y1 . By analogy
with (2.284) and with reference to (2.275) and (2.273), the general set of equations
is as follows.
158 2 Plant Modelling

2 3
yi .k/
6 yi .k  .n C 1// 7
6 7
6 yi .k  2 .n C 1// 7
6 7
6 :: 7
4 : 5
yi .k  .N  1/ .n C 1//
„ ƒ‚ …
yi .k/
2 32 3
yi .k  1/  uT .k  n/ a1
6  yi .n  .n C 1/  1/  T
u .k  .n C 1/  n/ 76 b1 7
6 76 7
6 yi .k  2 .n C 1/  1/  uT .k  2 .n C 1/  n/ 76 :: 7
D6 76 : 7
6 :: :: 76 7
4 :  : 54 an 5
yi .k  .N  1/ .n C 1/  1/    uT .k  .N  1/ .n C 1/  n/ bn
„ ƒ‚ …„ ƒ‚ …
Wi .k/ pi
(2.285)

To consider the impact of noise contamination, in the same vein

as (2.280),
det[Wi (k)] will contain products of the form, .wi C ni / wj C nj : : : ; i ¤ j ¤
: : : , where ni , nj , : : : are uncorrelated noise signals with zero mean values. Then it is
reasonable to suppose that each of the resulting noise signal product combinations,
ni , nj , : : : , will have zero mean values. Hence det[Wi (k)] alone will not contribute
any biasing. This is also true of the product, adj [W1 (k)]y1 (k), since adj [W1 (k)] is
made up of determinants, each of which will not produce biasing and the post-
multiplication by y1 (k) just generates more product terms of the form already
discussed, each of which will have zero mean errors due to the noise signals. The
errors in det[Wi (k)] and adj [W1 (k)]y1 (k) are, however, correlated, since they are
formed from the same noisy signal samples. Unfortunately, therefore, it cannot be
concluded that algorithm (2.282) is entirely free of biasing, but the author has not
yet encountered an example in which this has been troublesome.

2.3.4.8 Filtering

In view of the foregoing, a practicable algorithm could be based on (2.281)

with first-order low-pass filtering operating on the parameter estimates defined
by (2.279). The filter (2.279) will be transformed into the z-domain (Chap. 3) in
preparation for the system block diagram to be presented. Thus
 
1˛
zb
Pfi .z/ D ˛b
Pfi .z/ C .1  ˛/ b
Pi .z/ ) b
Pfi .z/ D IN b
Pi .z/; i D 1; 2; : : : ; m;
z˛
(2.286)

where IN is the unit matrix of dimension N  N , which is introduced to remind the

reader that in the physical implementation there are N identical first-order filters.
2.3 Identification of LTI Plants from Measurements 159

a Np ( z) Nm ( z)

U (z) + Plant + Y ( z ) Filter Yf ( z )

1−α
+ G (z) + Parameter Pˆ ( z ) Pˆ f ( z )
z −α Filter
Estimation ⎛ 1 − α ⎞
⎜ ⎟ IN
Filter Algorithm ⎝ z −α ⎠
1−α
z − α Uf ( z )

U (z) Filter Plant Yf ( z )

1−α
G (z) Parameter Pˆ ( z ) Filter Pˆ f ( z )
z −α Estimation ⎛ 1−α ⎞
Uf ( z ) ⎜ ⎟ IN
Algorithm ⎝ z −α ⎠

Fig. 2.33 Block diagram manipulation illustrating validity of input–output signal filtering.
(a) Parameter estimation system with filtering. (b) Equivalent simplified deterministic system

In addition, it would be highly desirable to apply similar filtering to the noisy

signals before they are processed by the parameter estimation algorithm (2.281), but
not with an excessive time constant, Tf ; otherwise, there will be insufficient short-
term plant excitation to yield a well-conditioned data matrix, Wi (k). This form of
filtering is valid only if identical filtering is applied to the control signals and the
measurement signals, as illustrated in Fig. 2.33 for an SISO plant.
In Fig. 2.33a, Np (z) is the plant noise originating in the control actuators,
referred to the plant input and Nm (z) is the measurement noise originating in
the measurement instrumentation and referred to the plant output. It is important
to realise that since the parameter estimation algorithm is nonlinear, a z-transfer
function relationship for it does not exist. The transformed variables are only
valid mathematically for the transfer function relationships of the linear parts of
the system, i.e. the plant and the filters. To show the filtering arrangement of
Fig. 2.33a consider the hyperthetical system operation in the absence of the plant
and measurement noise signals. It may then be seen that Fig. 2.33b is obtained from
Fig. 2.33a by block diagram manipulation for linear systems. In Fig. 2.33b, the plant
input, Uf (z), and the plant output, Yf (z) are fed directly to the parameter estimation
algorithm, which will yield the correct estimates. Since these are the same signals as
would be applied to the parameter estimator in the physical system of Fig. 2.33a, the
correct estimates will be obtained by identically filtering the plant input and output
separately, as shown.
160 2 Plant Modelling

2.3.4.9 Sampling Interval and Modal Timescale Ratio

In order for the set of input and output samples to contain sufficient information
about the plant for accurate estimation of the transfer function coefficients, not
only must the signal levels be sufficiently; high to mask the effects of any noise
contamination and the limited number representation in the digital processor; but
they must also capture the changes in the plant variables that result from its dynam-
ical behaviour. This behaviour is characterised by the plant modes. Oscillatory
and exponential modes have already been introduced in Chap. 1 as describing the
behaviour of feedback control systems and are treated more mathematically in Chap.
3. The term, however, also applies to other dynamical systems, including plants
taken in isolation without feedback control, whose modelling is the subject of this
chapter. Two examples are briefly discussed in the following paragraphs.
In civil engineering, vibration modes occur in building structures. These are
particular types of motion due to the combined elasticity and mass of connected
elements in the structure, occurring at specific frequencies, called the eigenfrequen-
cies. These are oscillatory modes.
In thermal systems, if the electrical power supply to an electric kiln is switched
on, the temperature of the heating element will rise exponentially with a relatively
short time constant towards a steady-state value. On the overall timescale of the
kiln operation, the heating element time constant is usually negligible compared
with the heating time constant of the workpiece. Then the workpiece temperature
will rise nearly exponentially. In any case, the workpiece temperature rise has two
exponential components. These are exponential modes.
The estimation window period, over which the recursive parameter estimation
algorithm acquires a complete set of input–output samples is, with reference to
(2.285), given by

Tw D Œ1 C .N  1/ .n C 1/  n h D .n C 1/ N h (2.287)

where h is the sampling period. In order to collect sufficient information about the
dynamic response of the plant to the changing input, Tw , should not be very much
less than the longest period of the oscillatory modes or the longest time constant
of the exponential modes. If Tw is too small, in absence of noise, there would
be insufficient changes of the variables over the window duration for the solution
matrix, Wi (k), to be sufficiently well conditioned and the noise sources would cause
unacceptable errors in the parameter estimates. On the other hand, Tw must not be
very much greater than the shortest period of the oscillatory modes or the shortest
time constant of the exponential modes; otherwise, the input–output samples will
be too infrequent to capture sufficient information about the plant behaviour, again
yielding inaccurate parameter estimation.
The period of an oscillatory mode or the time constant of an exponential mode
are of the same order of magnitude as the reciprocals of the associated poles. These
will be defined as the modal timescales. It will be recalled from Chap. 1 that (a) an
exponential mode is a first-order mode and therefore only a single pole is associated
2.3 Identification of LTI Plants from Measurements 161

with the mode and (b) an oscillatory mode is a second-order mode associated with
a complex conjugate pole pair, both poles sharing the same magnitude, given by
the undamped natural frequency. The modal timescale of an exponential mode is
therefore equal to its time constant, while the modal timescale of an oscillatory
mode is T = .2/, where T is the period of the oscillation at the undamped natural
frequency.
As a general guideline, the estimation window period should satisfy

1 < Tw =T < 100 (2.288)

for each exponential or oscillatory mode.

For a linear plant model, the modal timescale ratio may be defined as

jTmax j jsmax j
Rm  D ; (2.289)
jTmin j jsmin j

where Tmin D 1=smax and Tmax D 1=smin , smax and smin being the modal poles with
the largest and smallest non-zero magnitudes. As a general guideline,

1 < Rm < 100; (2.290)

It must be born in mind, however, that the most appropriate limits of (2.288) and
(2.290) could vary significantly from one plant to another.
Pure integrators, either distinct or multiple, are associated with particular forms
of polynomial exponential modes (Chap. 1), which do not have modal impulse
responses that decay on a finite timescale and are not found to pose problems. They
are therefore not considered when determining the estimation window period, Tw .
If there is only one oscillatory mode or one exponential mode with a modal
timescale of T, then only (2.288) has to be satisfied.
The modal timescale ratio is related to another similarly defined quantity called
the stiffness ratio, which is the ratio between the largest and smallest real parts
of the poles. Most readers will be familiar with the term stiffness in connection
with elastic elements of mechanical systems and, by analogy, with control loops
in which it is defined as (de/dud)ss , where e is the error between the reference
input and the controlled output, ud is a constant external disturbance referred to the
control input and the suffix, ss, refers to the steady-state condition. Such stiffness
is generally brought about in control loops by means of high gain values. As will
be seen in Chap. 10, this is often associated with a closed-loop pole with a large
negative real value in the s-domain relative to a group of dominant poles. This
gives a large stiffness ratio as defined above. This form of stiffness, not always
associated with high control-loop gains, is a property of some dynamical systems
that poses a challenge in obtaining an accurate numerical solution to the ordinary
differential equations that model them [17]. The reader may have observed that some
®
SIMULINK simulations run slowly with systems containing fast and slow modes.
In fact, various numerical integration algorithms are provided that are specifically
162 2 Plant Modelling

designed to simulate stiff systems. If changing to one of these substantially speeds

up the simulation, this is an indication that the system under study may be stiff.
In view of this, it is not surprising that stiff plants pose problems when attempting
recursive parameter estimation.
Unfortunately, for many plants, Rm 100, but in some cases, model order
reduction may be possible since the modes associated with poles having relatively
large negative real parts will contribute far less to the dynamic response of the plant
than modes associated with poles with much smaller real parts, which are dominant
poles (Chap. 1). In these cases, recursive parameter estimation is possible with a
reduced-order model, but it must be realised that the accuracy of the derived model
will deteriorate to some extent for values of Rm on the borderline between having to
estimate with a full or reduced-order model, i.e. Rm Š 100.
Of the following two examples, the first is a plant for which the order of the
estimated z-transfer function can be the same as the known plant order. The second
is an example requiring model order reduction.
Example 2.1 Recursive parameter estimation for attitude control of a flexible
spacecraft
The Laplace transfer function between the reaction wheel drive input, U(s), and
the rate gyro output, Y(s), for attitude control of a flexible spacecraft is

Y .s/ 1 C s 2 = 2
D KDC ; (2.291)
U.s/ s .1 C s 2 =! 2 /

where the free natural frequency is ! D 1 Œrad=s , the encastre natural frequency
is  D 0:8 Œrad=s and the DC gain is KDC D 1.
To determine a suitable estimation window duration, Tw , since there is just one
oscillatory mode, the integrator not being considered, the modal time-scale ratio of
(2.289) does not apply.
Since the plant order is n D 3, the number of plant parameters is N D 2n D 6.
The algorithm is therefore given by (2.284). Evaluating (2.287) with h D 0:5 Œs
then yields Tw D .n C 1/ N h D 12 Œs . The modal timescale of the oscillatory
mode is T D 1=! D 1 Œs , which is of the same order as Tw . So according to
(2.288), the choice of h is suitable for the application. Figure 2.34 shows some
simulation results.
® ®
The model of (2.291) is implemented in MATLAB –SIMULINK with zero-
order sample and hold unit placed at the output with a sampling period of
h D 0:5 Œs and a simulation run with the parameter estimation algorithm of
Sect. 2.3.4.7, shown in Fig. 2.33a, with Cmax D 104 and the filtering of Sect. 2.3.4.8
with Tf D 40 Œs . This value was arrived at by repeated estimation runs, increasing
Tf in steps until the random variations of the filtered parameter estimates were
reduced to acceptable proportions. A total estimation time of 400 [s] is taken to
allow the filtered parameter estimates to reach steady-state (practically). The z-
transfer function model obtained is then simulated alongside the sampled continuous
model to check that the parameter estimation has been successful.
2.3 Identification of LTI Plants from Measurements 163

a c
10 3
[V] u (t ) â2f ( t )
2
5
1
b̂1f ( t )
0
0 bˆ2f (t ), bˆ3f (t )
-1
â3f ( t )
-5 -2
â1f ( t )
-3
-10 0 50 100 150 200 250 300 350 400
t [s]
d
0.5 y (t ) 0.6
[V]
[V]
0 0.4 u (t )

-0.5 0.2

-1.0 0

-0.2
-1.5 y (t )
-0.4 ym ( t )
-2.0
-0.6
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
t [s] t [s]
b
-2.7549 0.0770
-2.7550 â1 ( t ) 0.0770 b̂1 ( t )
0.0770
-2.7551 0.0770
-2.7552 0.0770
-2.7553 0.0769
-2.7554 0.0769
0.0769
-2.7555 0.0769
2.7562
-0.1415
2.7560
-0.1416 b̂2 ( t )
2.7558
2.7556 â2 ( t ) -0.1416
2.7554 -0.1417
2.7552 -0.1417
2.7550
2.7548 -0.1418

-0.9998
â3 ( t ) -0.1415
-0.9999 -0.1416 b̂3 ( t )
-1.0000
-1.0001 -0.1416
-1.0002 -0.1417
-1.0003 -0.1417
-1.0004 -0.1418
-1.0005
50 51 52 53 54 55 56 57 58 59 60 50 51 52 53 54 55 56 57 58 59 60
t [s] t [s]

Fig. 2.34 Recursive parameter estimation of a flexible spacecraft. (a) Plant input and output
variables. (b) Unfiltered parameter estimates. (c) Filtered parameter estimates. (d) Responses of
plant and model
164 2 Plant Modelling

The stimulation signal is a piecewise constant random sequence input voltage

with a uniform statistical distribution between the reaction wheel drive saturation
limits of ˙10 ŒV , synchronised with the 0.5 [s] sampling. This is shown in
Fig. 2.34a.
The reaction wheel noise added to this signal has a Gaussian distribution with
a 3 value of 1 [mV]. The measurement noise signal added to the sensor output is
also Gaussian at 1:5  104 ŒV  0:54 Œarc sec =s , 3 , referred to the attitude
measurement, noting that 1 Œarcsec D 1=3600 Œdeg , which is realistic with a
rate gyro of moderate accuracy. Figure 2.34b shows the unfiltered estimates of the
z-transfer function coefficients, updated at h D 0:5 Œs . A ten second window is
shown so that the piecewise constant estimates can be seen. The fluctuations are, of
course, due to the measurement and plant noise inputs. The filter initial conditions
are zero, resulting in the exponential convergence of the filtered parameter estimates
towards the required constant values, as shown in Fig. 2.34c.
®
These values were inserted in a SIMULINK z-transfer function and a piecewise
constant input, u(t), applied over a 20 [s] period, resulting in a discrete model output,
ym (t). This is shown together with the output, y(t), of the continuous-time plant
simulation in Fig. 2.34d, indicating no visible errors on the scale of the graph.
Example 2.2 Recursive parameter estimation for plate angle control in a throttle
valve
There are many examples of electromagnetic control actuators throughout
industry that have very small time constants associated with the electrical part of
the model and much longer time constants associated with the mechanical part of
the model. In such cases model order reduction effectively ignores the electrical
time constant. This example is a case in point.
The air-to-fuel ratio of an internal combustion engine is controlled by means of
a throttle valve consisting of a pivoted plate mounted in the air intake tube, driven
by a DC motor through a gear system. A pre-windup coil spring applies a residual
torque ensuring the valve is open in case of an electrical failure. The plate position is
measured by a position sensor attached to the plate. The linearised continuous-time
model supplied courtesy of Delphi Diesel Systems Ltd has the transfer function

Y .s/ Kdc
D ; (2.292)
U.s/ .1 C sT1 / .1 C sT2 / .1 C sT3 /

where Kdc D 1:8136, T1 D 0:5464 Œs , T2 D 0:0266 Œs and T3 D 3:03  104 Œs .

The time constant, T3 , is associated with the armature circuit of the DC motor, the
time constant, T2 , is associated with the inertia and viscous friction of the moving
plate and the time constant, T3 , results from the coil spring, whose spring constant
is insufficient to give the system a complex conjugate pole pair. As it stands, this
model has a modal time-scale ratio of Rm D T1 =T3 D 1803:3, which by far violates
(2.290). In fact, attempts at estimating a third-order model (not displayed) proved to
be totally intolerant of the realistic noise levels. A reduced-order model, however,
2.3 Identification of LTI Plants from Measurements 165

would ignore T3 and yield a new modal time-scale ratio of Rm D T1 =T3 D 1803:3,
which satisfies (2.290). The z-transfer function to be estimated is then

Y .z/ b1 z1 C b2 z2

D (2.293)
U.z/ 1 C a1 z1 C a2 z2

For n D 2, the number of plant parameters is N D 2n D 4. Then taking h D

0:1 Œs , (2.287) gives the estimation window duration as Tw D .n C 1/ N h D
1:2 Œs . Then Tw =T1 D 2:196 and Tw =T2 D 45:11, both of which satisfy (2.288).
® ®
The model of (2.292) will be implemented in MATLAB –SIMULINK with a
zero-order sample and hold unit c sampling period of h D 0:5 Œs . A simulation
is then run with the parameter estimation algorithm of Sect. 2.3.4.7, shown in
Fig. 2.33a, with Cmax D 104 and the filtering of Sect. 2.3.4.8 with Tf D 50 Œs .
This value was arrived at by repeated estimation runs, increasing Tf in steps until
the random variations of the filtered parameter estimates were reduced to acceptable
proportions. A total estimation time of 300 [s] is taken to allow the filtered parameter
estimates to reach a sufficiently close approximation to their steady-state values.
The stimulation signal is a piecewise constant random input voltage sequence with
levels having a uniform statistical distribution between limits of 0 [V] and 5 [V], to
keep the plate between its end stops corresponding to an output voltage range of
0 ŒV  y  10 ŒV .
This is updated to synchronise with the 0.1 [s] sampling, as shown in Fig. 2.35a.
The plant noise added to this signal has a Gaussian distribution with a 3 value
of 1 [mV]. Similarly, the measurement noise signal added to the plate angle sensor
output is also Gaussian with a 3 value of 1 [mV]. Figure 2.35b shows the unfiltered
estimates of the z-transfer function coefficients, updated at h D 0:1 Œs . A five
second window is shown so that the piecewise constant estimates can be seen.
The filter initial conditions are zero, resulting in the exponential convergence of
the filtered parameter estimates towards the required constant values, as shown in
Fig. 2.35c. These values were inserted in a SIMULINK® z-transfer function with
a ramped input, u(t), which is often used in this application, over a 3 [s] period,
resulting in a discrete model output, ym (t). This is shown together with the output,
y(t), of the continuous-time plant simulation in Fig. 2.35d. In this case, a small
error between the original plant output, ym (t), and the estimated discrete model
output, ym (t), is visible, which is attributed to the model order reduction rather than
biasing. This has been confirmed by carrying out the whole of the above parameter
estimation simulation again but with zero noise sources, no change of the error
relative to that of Fig. 2.35d being visible.
In some applications, the sampling periods required for recursive parameter
estimation may be too long for satisfactory discrete control to be attainable. To solve
this problem, means of changing the coefficients of a z-transfer function plant model
to cater for a reduced sampling period are given in Chap. 3, Sect. 3.4.4.
166 2 Plant Modelling

a c
5 0.2
u (t ) bˆ2f (t ) bˆ1f (t )
[V]
0
4 â2f ( t )
-0.2
3
-0.4
2
-0.6
1
-0.8 â1f ( t )
0
0 50 100 150 200 250 300
t [s]
6.0 d
[V] y (t )
6
5.5 [V]
5
5.0 ym ( t )
4 y (t )
4.5
3
4.0 2
3.5 u (t )
1
3.0 0
55 56 57 58 59 60 0 0.5 1.0 1.5 2.0 2.5 3
t [s] t [s]
b
-0.83 0.229
â1 ( t ) b̂ ( t )
-0.84 0.228 1
0.227
-0.85
0.226
-0.86 0.225
-0.87 0.224

0.074 2 ( )
0.04 0.076 b̂ t
0.03 â2 ( t )
0.02 0.072
0.070
0.01 0.068
0 0.066
-0.01 0.064
55 56 57 58 59 60 55 56 57 58 59 60
t [s] t [s]

Fig. 2.35 Recursive parameter estimation of a throttle valve for Diesel engines. (a) Plant
input and output variables. (b) Unfiltered parameter estimates. (c) Filtered parameter estimates.
(d) Responses of plant and model
References 167

References

1. Batchelor GK (2000) An introduction to fluid dynamics, 2nd edn. Cambridge University Press,
Cambridge
2. Popov VL (2010) Contact mechanics and friction. Springer-Verlag, Berlin Heidelberg
3. Taylor JR (2005) Classical mechanics. University Science Books, Herndon, USA.
ISBN 1-891389-22
4. Kasdin NJ, Paley DA (2011) Engineering dynamics: a comprehensive introduction. Princeton
University Press, Princeton, New Jersey
5. Junkins J, Turner JD (1986) Optimal spacecraft attitude maneuvers. Elsevier, Amsterdam, The
Netherlands
6. Quang NP, Dittrich JA (2008) Vector control of three-phase AC machines. Springer, Berlin
Heidelberg
7. Haitham AR et al (2012) High performance control of AC drives with Matlab/Simulink models.
Wiley, Hoboken, New Jersey
8. Kothari DP, Nagrath IJ (2004) Electric machines. Tata McGraw Hill, New Delhi
9. Pyrhonen J et al (2013) Design of rotating electrical machines. Wiley, Chichester, England
10. Vittek J, Dodds SJ (2003) Forced dynamics control of electric drives. University of Zilina
Press, Zilina, Slovakia. ISBN 80-8070-087-7
11. Chiasson JN (2005) Modelling and high performance control of electric machines. Wiley,
Hoboken, New Jersey
12. Jaluria Y (2007) Design and optimization of thermal systems, 2nd edn. CRC Press/Taylor and
Francis, Boca Raton, Florida
13. Landau ID, Zito G (2006) Digital control systems: design, identification and implementation.
Springer-Verlag, London. ISBN 1846280567
14. James JF (2011) A students guide to fourier transforms with applications in physics and
engineering. Cambridge University Press, New York. ISBN 0 521 80826/00428
15. Cheney W, Kincaid D (2008) Numerical mathematics and computing. Thomson Brooks/Cole,
Monterey. ISBN 978-0-521-17683-5
16. Ljung L (1999) System identification: theory for the user. Prentice Hall, New Jersey
17. Iserles A (2009) A first course in the numerical analysis of differential equations. Cambridge
University Press, New York
Chapter 3
Plant Model Manipulation and Analysis

3.1 Introduction

In Chap. 2, two means of obtaining plant models were presented. First, the phys-
ical modelling led to differential equations parameterised by coefficients relating
directly to the physical components of the plant. Second, the identification from
input and output measurements led to transfer functions either in the continuous
Laplace domain or in the discrete z-domain. While these models can be used directly
for control system design, other forms of plant model exist, which are presented in
this chapter. Some can be more convenient for specific control techniques and others
lend themselves more readily for analysis to determine the nature of the plant, which
will influence the choice of the control technique. This chapter presents these other
forms of plant model and the means of converting from one to another, as needed
for the application of specific control techniques..
Controllability and observability analyses are included. Controllability, as its
name suggests is a property that a plant must have in order for it to be possible
to design an effective controller. In many cases the plant model is sufficiently
simple for this matter to be resolved by inspection. In less obvious cases, however,
it is advisable to form a plant model as early as possible, preferably prior to
the physical construction of the plant. Then, if the controllability analysis proves
negative, the plant design can be amended to avoid having to implement expensive
modifications at a later stage. Observability is concerned with the ability to extract
sufficient information about the plant behaviour from the measured output response
to given inputs, to enable the plant to be controlled. In many cases, it is known by
experience, especially for relatively simple plants, that an effective controller may
be readily designed, but again, for less obvious cases it is advisable to carry out this
analysis before the final plant construction to enable any additional measurement
instrumentation to be included if necessary.

© Springer-Verlag London 2015 169

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_3
170 3 Plant Model Manipulation and Analysis

3.2 The State Space Model

3.2.1 Introduction

3.2.1.1 The Concept of State

The state is a set of variables of a dynamical system equal in number to its order. Its
understanding is of fundamental importance in the modelling and control of plants.
Essentially, the state of a plant is a minimal set of its variables that enables its future
behaviour to be predicted under a known control input. It may be regarded as a
minimal set of variables that define the present plant behaviour. These are referred
to as state variables. It might be argued that creating a controller that uses these state
variables enables the best control to be attained within the physical limitations of the
hardware such as control saturation limits. This is found to be true in most cases but
there can be exceptions necessitating hardware changes to the plant, as highlighted
in Sects. 3.2.5, 3.2.6, and 3.2.7.
As an introduction, a set of state variables will now be identified for the following
general model of an SISO linear plant of order, n, with constant coefficients.

dn y dn1 y dy dn1 u du
n
C an1 n1 C    a1 C a0 y D cn1 n1 C    C c1 C c0 u; (3.1)
dt dt dt dt dt
where ai ; i D 0; 2; : : : ; n  1 and ci ; i D 0; 2; : : : ; n  1 are constant plant
parameters, y is the measurement variable to be controlled and u is the control
variable. To carry out the task in hand, (3.1) will be separated into two parts as
follows. Consider the following associated system without derivatives on the RHS.

dn x dn1 x dx
C an1 C    a1 C a0 x D u: (3.2)
dt n dt n1 dt
Also, suppose that the initial conditions are zero for (3.1) and (3.2). Since the model
is linear, the principle of superposition applies. Also since x(t) is the output with
i i
input u(t), then ddtxi is the output with input, ddt ui , i D i D 0; 1; : : : ; n  1. Hence
if u is replaced by the weighted sum of u and its derivatives on the RHS of (3.1), x
is replaced by the same weighted sum of x and its derivatives. This must also be y.
Thus

dn1 x dx
y D cn1 C    C c1 C c0 x: (3.3)
dt n1 dt
Then (3.2) and (3.3) are, together, equivalent to plant model (3.1) with x(t) as an
intermediate variable.
Recalling the theory of ordinary differential equations with constant coefficients,
the general solution, x(t), to (3.2) is given by
3.2 The State Space Model 171

x.t/ D xc .t/ C xp .t/; (3.4)

where xc (t) is the complementary function that depends on the initial conditions,
x(i) (0), i D 0; 1; : : : ; n  1, where x .i /  di x=dt i , and xp (t) is the particular
integral that depends upon the forcing function which, in this case, is the
control variable, u(t). The initial conditions therefore constitute all the dynamical
information about the plant that must be known in order to be able to predict its
future behaviour under u(t). These initial conditions could be described as the
initial state of the plant. Now, suppose the solution is ‘frozen’ at an arbitrary
time, t D t1 . Then x(i) (t1 ), i D 0; 1; : : : ; n  1, may be considered as a
new set of initial conditions enabling the behaviour of the plant for t > t1
to be predicted under the influence of a given control variable, u (t). This set
of ‘initial’ conditions may therefore be described as the state of the plant at
time, t D t1 . Thus, the set of plant variables, x(i) (t), i D 0; 1; : : : ; n  1, are
individually referred to as state variables and collectively may be described
as the state of the plant at time, t. The concept of state applies to any
dynamical system, including nonlinear ones and general means of determining
state variables will be introduced. The following definition of state is widely
accepted.
Definition 3.1 The state of a dynamical system is the minimal set of its variables,
whose knowledge enables its future behaviour to be predicted under a known input
stimuli.

3.2.1.2 State Space and State Trajectories

The term ‘state space’ is used since the set of n state variables of a plant of nth order,
(x1 , x2 , : : : , xn ), may be regarded as the coordinates of a point in a Euclidian space
of n dimensions, called the state point. Over a period of time, the state variables
usually change and consequently the state point moves on a path through the state
space, called a state trajectory. This may be readily visualised and even displayed
graphically for n D 1; 2; and 3. Indeed, this will prove to be very useful in Chaps.
8 and 9.

3.2.2 Forming a State-Space Model

Any state-space model consists of a set of first-order differential equations some

of whose input and output variables are common, referred to as state differential
equations. In fact, the numerous sets of first-order differential equations derived
in Chap. 2 for the subsystems of the physical plant models are state differential
equations of those plant models.
172 3 Plant Model Manipulation and Analysis

Continuing with the linear SISO plant model defined by (3.2) and (3.3), a set
of state variables, x(i) (0), i D 0; 1; : : : ; n  1, has been established. In the standard
notation, these state variables are

xi .t/ D x .i 1/ .t/; i D 1; 2; : : : ; n: (3.5)

The first n1 state differential equations are obtained by differentiating (3.5) . Thus,
xP i .t/ D x .i / .t/, i D 1; 2; : : : ; n  1, which may be written as

xP 1 D x2
xP 2 D x3
:: (3.6)
:
xP n1 D xn

The final equation is obtained from (3.2), which may be written as

x .n/ C an1 x .n1/ C    C a1 x .1/ C a0 x .0/ D u: (3.7)

From (3.5), xn D x .n1/ ) xP n D x .n/ . So using (3.7) and (3.5), the final state
differential equation is

xP n D u  .a0 x1 C a1 x2 C    C an1 xn / : (3.8)

The plant state-space model is completed by writing (3.3) as

y D c0 x1 C c1 x2 C    C cn1 xn : (3.9)

This an example of a measurement equation.

3.2.3 The General State-Space Model

The most general plant state-space model may be written as

xP D f .x; u; d; t/ .state differential equation/

; (3.10)
y D h .x; u; t/ .measurement or output equation/

where x 2 <n represents the set of state variables, (x1 , x2 , : : : , xn ); u 2 <r

represents the set of control variables, (u1 , u2 , : : : , ur ); d 2 <r represents the set
of external disturbances, (d1 , d2 , : : : , dr ), referred to the control inputs and y 2 <m
represents the set of measurement (or output) variables, (y1 , y2 , : : : , ym ), where
usually m D r. The individual equations of (3.10) are
3.2 The State Space Model 173


xP i D fi .x1 ; x2 ; : : : ; xn / ; .u1 ; u2 ; : : : ; ur / ; d1 ; d2 ; : : : ; dp ; t ; i D 1; 2; : : : ; n
yj D hj Œ.x1 ; x2 ; : : : ; xn / ; .u1 ; u2 ; : : : ; ur / ; t ; j D 1; 2; : : : ; m:
(3.11)

In contrast with all the examples presented in Chap. 2, y is a function of u, which

is called input feedforward. This is included for generality and it is commonly
found in the literature, but has never been present in any real plant encountered
by the author, to date. No controlled output of a real physical plant can respond
instantaneously to a step change in any control input, unless the plant manufacturers
purposely created a direct path from the control variable to the measurement
instrumentation, which is unlikely! Other dynamical systems do exist, however,
with input feedforward, that are not controlled plants, an example being a crossover
filter in an audio reproduction system including a high-pass filter section, so
the term is left in the general model and the linear model of the following
section.
If any of the component functions on the right-hand side of (3.11) are nonlinear,
then the plant is nonlinear. Specific examples of nonlinear plants have already been
met in Chap. 2 and more will appear in Chaps. 7, 8, 9 and 10. If, on the other hand,
all the component functions on the right hand side of (3.11) are linear functions of
their arguments, then the plant is linear and can be formulated as in the following
section.

If the argument, t, is absent from every term in (3.11), then it is defined as time
invariant, or stationary; otherwise, it is defined as time varying or nonstationary.
It is most important to mention at this point that no state-space plant model
is unique. In theory, there exist infinitely many different models of a given plant
because there are infinitely many sets of state variables that may be chosen. This
subject is addressed at length in Sect. 3.3.

3.2.4 The General LTI State-Space Model

If the state-space model (3.11) is linear and time invariant (LTI), then it becomes
Xn Xr Xp
xP i D aij xj C bi k u k  e i l dl ; i D 1; 2; : : : ; n
Xjn D1 XrkD1 lD1
(3.12)
yi D cij xj C di k u k ; i D 1; 2; : : : ; m;
j D1 kD1
174 3 Plant Model Manipulation and Analysis

which may be expressed in the matrix form

2 3 2a a  a 32 3 2 3
xP 1 11 12 1n x1 b11    b1r 2 3
6 xP 2 7 66 7
:: 6 7 6 u1
6 7 6 a21 a22 : 7 6 x2 7 6 b21 b2r 7 7 6 :: 7
6 : 7D6 : 7
4 :: 5 4 : 76 : 7C 6 : :: 7 4 : 5
:
::
: 5 4 :: 5 4 :: : 5
ur
xP n an1 : : : ann xn bn1    bnr
(3.13)
2 3
e11    e1p 2 3
6 e21 d1
6 e2p 7 7 6 :: 7
6 : :: 7 4 : 5
4 :: : 5
dp
en1    enp
2 3 2 32 3 2 3
y1 c11 c12    c1n x1 d11    d1r 2 3
6 y2 7 6 c21 c22    c2n 7 6 x2 7 6 d21 u1
6 7 6 76 7 6 d2r 7 7 6 :: 7
6 : 7D6 : 76 : 7 C 6 : :: 7 4 : 5 ; (3.14)
4 :: 5 4 :: 5 4 :: 5 4 :: : 5
ur
ym cm1 : : : cmn xn dm1    dmr

i.e.

xP D Ax C Bu  Ed
(3.15)
y D Cx C Du

where A 2 <nn is often referred to as the system matrix but is referred to here as the
plant matrix as all the state-space models are of plants to be controlled, B 2 <nr
is the input matrix, E 2 <np is the external disturbance input matrix, C 2 <mn
is referred to either as the output matrix or the measurement matrix and D 2 <mr
is the feedforward matrix, which would be a null matrix in a controlled plant but is
retained so that the reader is aware of its existence in other dynamical systems. The
reasons are explained at the end of Sect. 3.2.3.
Linear time invariant (LTI) means that the matrices of (3.15) are constant.
The component equations of (3.13) are the state differential equations, but it is
usual to refer to the first of equations (3.15) simply as the state differential equation.
The minus sign of the external disturbance term is merely a matter of convention,
originating in the field of electric drives in which, by convention, a positive external
load torque slows down the motor output shaft to which it is applied if the motor
angular velocity is positive.
Since all variables in (3.14) are arranged in column vectors, x, u, d and y are
often referred to, respectively, as the state vector, the control vector, the external
disturbance vector and the measurement vector. If r D m D 1, the plant is referred
to as a single input, single output (SISO) plant; otherwise, it is a multivariable or
multiple input, multiple output (MIMO) plant. This terminology only refers to the
inputs and outputs that are electrical signals, which therefore excludes the external
disturbance inputs.
3.2 The State Space Model 175

3.2.5 Some Preliminary Control Theory

3.2.5.1 Introduction

Once an accurate plant model has been established, an important step in the process
of creating a control system is to analyse the plant model to check that it is even
possible to produce a controller. The plant state variables represent all the dynamical
information about the plant behaviour, and on a few occasions, it proves impossible
to control the plant even if all the state variables are available for use in the
controller. The plant is then said to be uncontrollable. The only course of action
is then to modify the plant hardware to render the plant controllable. In other cases,
in which it is known that good control satisfying the performance specification
could be obtained if the state variables were all available, only a few measurement
variables are available and all attempts at producing estimates of the state variables
by processing the measurements, such as presented in Chap. 5, fail. This means that
it is impossible to deduce the current state by observing the measurements over a
finite period of time. The plant is then said to be unobservable. Then the only course
of action is to add measurement instrumentation to render the plant observable.
The sections on controllability and observability to come provide the means of
analysing a linear plant model to answer the above questions. The two following
sections provide the necessary control theory needed to derive the conditions of
controllability and observability. This theory also provides preparation for Sect. 3.4
on discrete linear plant models.
The general theory of controllability and observability is available for nonlinear
plant models [1] but a more straightforward and practical approach is taken in this
book. Controllability is tested in the process of deriving a nonlinear model-based
control law for a specific plant. In this way the total amount of work required from
the control system designer is minimised by combining the controllability test with
the control law derivation. Similarly, the observability test is combined with the
design of a state estimator. This is addressed in Chap. 6.

3.2.5.2 General Solution to LTI State Differential Equation

First, the external disturbance input is not required for the controllability and
observability analysis and the plant has control feedforward. The plant state-space
model is therefore (3.15) with d D 0 and D D 0. Thus

xP D Ax C Bu (3.16)

y D Cx: (3.17)

For the controllability analysis, only the state differential equation (3.16) is needed.
Since this is of the same form as a linear first-order scalar differential equation,
176 3 Plant Model Manipulation and Analysis

i.e. xP D ax C bu, which has a complementary function, eat x(0), as part of the
general solution, this suggests that the general solution of (3.16) should have a
complementary function, eAt x(0). As will be seen, this turns out to be the case.
The exponent here is a matrix and before proceeding further, matrix functions of
matrices will be briefly discussed. Functions of square matrices may be expanded
in an infinite series, as for scalar functions. The Maclaurin series for the exponential
matrix function is then

t t2
e At D In C A C A2 C    : (3.18)
1Š 2Š
Note that the first term of the series is the unit matrix, In 2 <nn . The remaining
terms are of the same dimension, as required for dimensional compatibility.
The general analytical solution of (3.16) will first be derived for an arbitrary
control vector, u (t). In the following, the correct order of multiplication has to be
maintained as matrix multiplication is noncommutative. The approach will be to
suppose a solution of a given form and then substitute it into both sides of (3.16) to
determine whether it is valid. Suppose that a solution of the form

x.t/ D e A.t t0 / f.t/ (3.19)

exists, where f(t) is a vector function to be determined and t0 is the initial time.
Differentiating both sides of (3.19) then yields

xP .t/ D Ae A.t t0 / f.t/ C e A.t t0 / Pf.t/: (3.20)

Substituting for x(t) and ẋ(t) in (3.16) using (3.19) and (3.20) then yields

Ae A.t t0 / f.t/ C e A.t t0 / Pf.t/ D Ae A.t t0 / f.t/ C Bu.t/ (3.21)

from which

Pf.t/ D e A.t t0 / Bu.t/: (3.22)

Integrating from the initial time, t0 , to the present time, t, then yields
Z t
f.t/ D e A. t0 / Bu ./ d C f .t0 / (3.23)
t0

It follows from (3.19) that f .t0 / D x .t0 /. Then, substituting for f(t) in (3.19) using
(3.23) yields the required general solution of (3.16). Thus
Z t
x.t/ D e A.t t0 / x .t0 / C e A.t  / Bu ./ d: (3.24)
t0

The first term on the RHS of (3.24) is the complementary function and the second
term is the particular integral.
3.2 The State Space Model 177

3.2.5.3 The Cayley–Hamilton Theorem

The Cayley–Hamilton theorem states that a square matrix satisfies its own charac-
teristic equation. The plant matrix, A 2 <nn , has the characteristic equation,

jsIn  Aj D s n C an1 s n1 C    C a1 s 1 C a0 s 0 D 0 (3.25)

The theorem therefore permits s to be replaced by A in (3.25), yielding

An C an1 An1 C    C a1 A C a0 In D 0: (3.26)

The theorem may be proven as follows [2]. The characteristic polynomial of A is

D.s/ D jsIn  Aj D s n C an1 s n1 C    C a1 s 1 C a0 s 0 : (3.27)

Let B.s/ D adj ŒsIn  A . Then every element of B(s) is a cofactor of sIn  A and
therefore a polynomial in s of maximum degree, n  1. This permits the adjoint
matrix to be written as

B.s/ D Bn1 s n1 C Bn2 s n2 C    C B1 s 1 C B0 s 0 ; (3.28)

where Bi 2 <nn , i D 0; 1; : : : ; n  1, are constant matrices. From basic matrix

theory, it will be recalled that

adj ŒsIn  A B.s/

ŒsIn  A 1 D D ) ŒsIn  A B.s/ D jsIn  Aj In :
jsIn  Aj jsIn  Aj
(3.29)

Substituting for B(s) and jsIn  Aj in (3.29) using (3.28) and (3.25) then yield

ŒsIn  A Bn1 s n1 C Bn2
ns
n2
C    C B1 s 1 C B0 s 0
(3.30)
D s C an1 s n1 C    C a1 s 1 C a0 s 0 In :

Equating the matrix coefficients of like powers of s then gives

Bn1 D In
Bn2  ABn1 D an1 In
Bn3  ABn2 D an1 In
:: (3.31)
:
B0  AB1 D a1 In
 AB0 D a0 In :

Finally, multiplying the sequence of equations in (3.31) by, respectively,

An ; An1 ; An2 ; : : : ; A1 and A0 D In and adding yields
178 3 Plant Model Manipulation and Analysis

An C an1 An1 C    C a1 A C a0 In D 0: (3.32)

3.2.5.4 Matrix Function of a Square Matrix

The general matrix function of a matrix, f(A), will be defined by first expanding the
associated scalar function, f (x), in a Maclaurin series as
1
X 1
X
f .q/ .0/
f .x/ D xq D cq x q ; (3.33)
qD0
qŠ qD0

dq
where f .q/ .x/  dx q
f .x/. Then, the scalar, x, is replaced by A to yield

1
X
f .A/ D cq Aq : (3.34)
qD0

This matrix function is therefore of the same dimension as its argument, A, i.e. nn.
Applying the Cayley–Hamilton theorem then reveals the remarkable result that such
a function may, in contrast with a scalar function of a scalar, be expressed precisely
as a series with only n terms. From (3.32),

An D  an1 An1 C    C a1 A C a0 In : (3.35)

The purpose of this step is to express An in terms of lower powers of A. Multiplying

(3.35) by A and then substituting for An using (3.35) yield

AnC1 D  an1 An C an2 An1    C a1 A2 C a0 A
 
Dan1 an1 An1 C    Ca1 ACa0 In  an2 An1 C    Ca1 A2 Ca0 A )
AnC1 D bn1 An1 C    C b1 A C b0 In ;
(3.36)

2
where bn1 D an1  an2 , : : : , b2 D an1 a2  a1 and b0 D an1 a1  a0 .
Repeating this procedure an arbitrary number of times then reveals

Aq D ˇq; n1 An1 C    C ˇq; 1 A C ˇq; 0 In ; q > n; (3.37)

where ˇ q, i , i D 0; 1; : : : ; n  1, are constant coefficients. If Aq in (3.34) is then

replaced by the RHS of (3.37) for all q > n  1, the result is a polynomial function
of degree, n  1. Thus

f .A/ D ˛n1 An1 C    C ˛ 1 A C ˛0 In (3.38)

where ˛ i , i D 0; 1; : : : ; n  1, are constant coefficients.

3.2 The State Space Model 179

3.2.6 Controllability Analysis of Continuous LTI Plant Models

Once a plant model has been established, it is important to analyse this to check that
the plant can actually be controlled. In the rare event of the plant being uncontrol-
lable, the only course of action is to change the plant hardware to remove the issue.
In many cases, a mere glance will confirm that there is no problem. In case this is not
so obvious, however, this section presents a formal method of analysis that can be
applied to LTI plant models. For nonlinear or time-varying linear plant models, the
most economic method in time and effort to be recommended is to attempt a model-
based controller design. Then if the equations to be solved for the controller param-
eters or to derive the control algorithm are soluble, then the plant is controllable.
A plant is defined to be controllable if it is possible, in theory, to change its
state from an arbitrary initial value, x(t0 ), to an arbitrary final value, x(tf ), in a finite
time interval, tf  t0 , without saturation constraints on any of the variables. Then,
assuming the plant is LTI with state differential (3.16), if the plant is controllable,
(3.24) will read
Z tf
A.tf t0 /
x .tf / D e x .t0 / C e A.tf  / Bu ./ d: (3.39)
t0

There is no loss of generality in setting x .t0 / D 0 and t0 D 0. Then (3.39) becomes

Z tf Z tf
A.tf  /
x .tf / D e Bu ./ d D e Atf
e A Bu ./ d (3.40)
0 0

This yields
Z tf
e Atf x .tf / D e A Bu ./ d: (3.41)
0

Applying (3.38) to the function, e A , the coefficients are functions of . Hence,

e A D ˛n1 ./ An1 C    C ˛1 ./ A C ˛0 ./ In : (3.42)

Then (3.41) may be written as

Z tf 
e Atf x .tf / D ˛n1 ./ An1 C    C ˛ 1 ./ A C ˛0 ./ In Bu ./ d
0
Z tf Z tf
n1
DA B ˛n1 ./ u ./ d C    C AB ˛1 ./ u ./ d
0 0 (3.43)
Z tf
C B ˛0 ./ u ./ d
0
n1
A Bvn1 .tf / C    C ABv1 .tf / C Bv0 .tf / :
180 3 Plant Model Manipulation and Analysis

This may be expressed as a partitioned matrix product as follows:

(3.44)

In principle, the equations,

Z tf
˛i ./ u ./ d D vi .tf / ; i D 0; 1; : : : ; n  1; (3.45)
0

could be solved for u(), if vi (tf ), i D 0; 1; : : : ; n  1, can been found from

(3.44). The dimensions of the matrices are indicated above in (3.44), from which
it is evident that if the plant is multivariable (r > 1), the system of equations
is underdetermined. Many solutions of (3.44) are then possible, but only if the
matrix, Mc (A, B), which is called the controllability matrix, has at least n linearly
independent columns, meaning that the condition for controllability of the plant is

(3.46)

For an SISO plant, r D 1, the input matrix becomes a column vector, denoted, b,
and Mc (A, b) is square. Then (3.46) is equivalent to

(3.47)

meaning Mc (A, b) has to be non-singular. Conditions (3.46) and (3.47) are referred
to as the controllability criteria.
It is important to note that for any controllable plant (which most will be), (3.45)
has infinitely many solutions for u() with a multivariable plant and also infinitely
many solutions for u() with an SISO plant, although there is a unique solution
of (3.44) in this case. Obtaining actual control functions as solutions of (3.44)
followed by (3.45) is difficult and this method does not lend itself to feedback
control. Instead the many feedback control techniques presented in elsewhere in
this book, many of which are continuously adjustable, provide these solutions in
a practical way. Interestingly, however, the equivalent controllability derivation for
discrete state-space models does yield a useful feedback control technique. The only
practical purpose of this section is to derive the conditions (3.46) and (3.47) for
controllability.
3.2 The State Space Model 181

Example 3.1 Flexible spacecraft with two vibration modes

The state-space model is given for one attitude control axis of a space satellite
consisting of a rigid centre body having flexible appendages with two significant
vibration modes and negligible natural damping, the interaction from the other two
axes being regarded negligible. Thus,

(3.48)

In this model, which is in the block diagonal modal form (Sect. 3.3.4), the second-
order subsystem involving the leading 2  2 diagonal submatrix of A is the so-called
rigid-body mode, where x1 and x2 are, respectively, the attitude angle and angular
velocity of the equivalent rigid-body spacecraft having the same moment of inertia.
The remaining two second-order subsystems associated with the second and third
2  2 diagonal submatrices are, respectively, associated with the vibration mode
with angular frequency, ! 1 [rad/s], and the vibration mode with angular frequency,
! 2 [rad/s]. In this case, the plant has only one input and therefore the controllability
criterion (3.47) applies. The controllability matrix is then

(3.49)

Then
ˇ ˇ
ˇ1 0 0 0 0 ˇˇ ˇ ˇ
ˇ ˇ 0 !12 0 !14 ˇ
ˇ 0 0 ! 2 0 ! 4 ˇ ˇ ˇ
ˇ 1ˇ ˇ ! 2 0 ! 4 0 ˇ
ˇ 1
ˇ ˇ ˇ
jMc .A; b/j D  ˇ 1 !1 0 !1 0 ˇ D  ˇ
2 4 1 1
ˇ ˇ ˇ 0 !22 0 !24 ˇˇ
ˇ 0 0 !2 0 !2 ˇ
2 4
ˇ ! 2 0 ! 4 0 ˇ
ˇ ˇ
ˇ 1 !22 0 !24 0 ˇ 2 2

ˇ ˇ ˇ ˇ
ˇ !12 !14 0 ˇ ˇ !12 0 !14 ˇ
ˇ ˇ ˇ ˇ
D !12 ˇˇ 0 0 !24 ˇˇ C !14 ˇˇ 0 !22 0 ˇˇ
ˇ ! 2 ! 4 0 ˇ ˇ ! 2 0 ! 4 ˇ
2 2 2 2
4 6
2 2

6 4
2 2

D !1 !2 !1  !2  !1 !2 !2  !1

D !14 !24 !12 C !22 !12  !22 D !14 !24 !14  !24 : (3.50)
182 3 Plant Model Manipulation and Analysis

Hence, if !1 ¤ !2 , the plant is controllable since jMc .A; b/j ¤ 0, meaning that
it is possible to take the rigid-body substate (x1 , x2 ) together with the vibration
mode substates, (x3 , x4 ) and (x5 , x6 ) from an arbitrary initial state to an arbitrary
final state in a finite time by an appropriate control function. On the other hand, if
!1 D !2 , then jMc .A; b/j D 0, and therefore the plant is uncontrollable. Even
if the frequencies of vibration modes in such applications become close together,
but not equal, active damping using feedback control is difficult, requiring excessive
control peaks causing saturation in practice. In fact, flexible spacecraft structures are
designed to have well-separated vibration mode frequencies to avoid controllability
issues.
Example 3.2 Roll and heave degrees of freedom of maglev vehicle
Figure 3.1 illustrates a cross section of a vehicle designed to follow a track with
electromagnetic levitation (maglev).
This shows two controlled electromagnets for the control of the heave displace-
ment, y, and the roll angle, . This could be a single vehicle or one of the several
vehicles forming a train. There are, in total, five degrees of freedom of motion to be
controlled relative to the track on such a vehicle, but only two are considered for this
controllability demonstration. The roll angle is exaggerated for clarity. In practice,
the magnetic gaps would only be a few millimetres and differ by small proportions.
The electromagnets are highly nonlinear, the attractive forces being given by

ik2
fk D Ke ; k D 1; 2: (3.51)
.gi C g0 /2

where Ke and g0 are positive constants, g1 and g2 are the variable electromagnet
air gaps, g1m and g2m are the corresponding gap measurements and i1 and i2 are
the electromagnet coil currents. It is assumed, however, that the coil currents are
calculated using a linearisation algorithm to realise the linear equation

fk  M g D Kf uk )
(3.52)
fk D Kf uk C M g; k D 1; 2;

f1
f2 r
r
φ

u2 u1
g1m
g 2m S N S
Linearising algorithm g1 y
g2 S N S ics
and power electron
track

Fig. 3.1 Cross section through electromagnetically levitated vehicle

3.2 The State Space Model 183

where Kf is the force constant, g is the acceleration due to gravity and uk , k D 1; 2,

are the control variables. The linearisation algorithm is obtained by equating the
right-hand sides of (3.51) and (3.52) and solving for the currents. Thus,
s
Kf uk C M g
ik D .gi C g0 / ; k D 1; 2: (3.53)
Ke

This enables the following LTI state-space model to be used.

2 3 2 32 3 2 3
xP 1 0 10 0 x1 0 0
 
6 xP 2 7 6 0 00 07 6 7 6 7
6 7D6 7 6 x2 7 C 6 b1 b1 7 u1 : (3.54)
4 xP 3 5 4 0 00 1 5 4 x3 5 4 0 0 5 u2
xP 4 0 00 0 x4 b2 b2
„ ƒ‚ … „ ƒ‚ …
A B

The state variables are x1 D y, x2 D y, P x3 D  and x4  P and the input constants

are b1 D Kf =M and b2 D Kf r=J , M is the vehicle mass and J is the wagon
moment of inertia about the roll axis. In this case, the plant is a multivariable one
and therefore the controllability criterion (3.46) applies. Thus

(3.55)

The first four columns of Mc are the only linearly independent ones and therefore
rank ŒMc D 4, which is the dimension, n, of A and therefore this is sufficient for
the plant to be controllable.

3.2.7 Observability Analysis of Continuous LTI Plant Models

The motivation behind this section is the fact that if a complete set of state variables
is made available, then the controller may be designed to directly use them to attain
the best possible control within the hardware limitations. It is very often the case
that not all the state variables are available as measurements, in which case the
control system designer wishing to pursue this approach has to devise a means
of estimating them (Chap. 5). The purpose of this section is to provide a formal
means of analysing the plant model to establish whether it is possible to estimate
the unmeasured state variables. If not, then the only course of action would be to
modify the plant hardware, usually entailing repositioning or adding measurement
instrumentation, to remove the issue.
184 3 Plant Model Manipulation and Analysis

A plant is defined to be observable if it is possible, in theory, to determine the

state variables by using the plant state-space model together with observations of
the inputs and the measured outputs over a finite time interval. This section presents
a formal analysis method applicable to any LTI plant model of the form of (3.16)
and (3.17), which is repeated here for convenience.

xP D Ax C Bu (3.56)

y D Cx (3.57)

Let an arbitrary input, u(t), be applied with the restriction that all of its derivatives
are finite up to order n  1, where n is the plant model order. Information about
the plant behaviour can be gained by evaluating the derivatives of y(t) as follows.
Differentiating (3.57) and then substituting for ẋ using (3.56) yield

yP D CPx D CAx C CBu: (3.58)

Repeating this for (3.58) gives

yR D CAPx C CBu D CA2 x C CABu C CBuP (3.59)

Continuing this process up to the derivative of order, n  1, then yields

9
«
y D CA3 x C CA2 Bu C CABuP C CBuR >
>
=
:: :
: >
>
.n1/ n1 n2 n3 .n3/ .n2/ ;
y D CA x C CA Bu C CA BuP C    C CABu C CBu
(3.60)

Equations (3.57), (3.58), (3.59) and (3.60) may then be assembled into one equation
using matrix partitioning as follows:

(3.61)

This set of nm linear equations for determining the n state variables is overdeter-
mined for m > 1 and in this case, a solution exists provided
3.2 The State Space Model 185

(3.62)

where Mo (C, A) is the observability matrix. If m D 1, then C becomes a row vector,

cT , and (3.62) becomes

(3.63)

Conditions (3.62) and (3.63) are referred to as the observability criteria.

Example 3.3 Positioning mechanism
A positioning mechanism consists of a DC motor coupled directly to an inertial
load subject to vicious friction. The only measurement available is the load angular
velocity. The plant state-space model is then as follows:
2 3 2 32 3 2 3 3 2
xP 1 0 1 0 x1 0 x1
4 xP 2 5 D 4 0 a1 a2 5 4 x2 5 C 4 0 5 u; y D 0 1 0 4 x2 5 ; (3.64)
„ ƒ‚ …
xP 3 0 a3 a4 x3 b x3
„ ƒ‚ … „ƒ‚… T c
A b

where x1 is angular position of the load, x2 is the angular velocity and x3 is the
armature current. Regarding the plant parameters, a1 D B=J , where B is the viscous
friction coefficient and J is the combined moment of inertia of the load and the
motor armature; a2 is the motor torque/back e.m.f. constant; a3 D a2 =La , where
La is the motor armature inductance; a4 D Ra =La , where Ra is the motor armature
resistance; and b D Kv =La , where Kv is the voltage gain of the power amplifier
driving the motor. Since there is only one measurement variable, criterion (3.63)
applies. So

(3.65)
ˇ
ˇ
It is clear from the first column that ˇMo cT ; A ˇ D 0, and therefore, the plant
is unobservable as it stands. This situation could be rectified by adding a position
186 3 Plant Model Manipulation and Analysis

sensor, but a potentially less expensive solution would be to add a retention spring.
In this case, one more entry would be made in the matrix, A, and state differential
equation of (3.64) would become
2 3 2 32 3 2 3
xP 1 0 1 0 x1 0
4 xP 2 5 D 4  a5 a1 a2 5 4 x2 5 C 4 0 5 u: (3.66)
xP 3 0 a3 a4 x3 b

Here, a5 D Ks =J , where Ks is the retention spring constant. In this case,

(3.67)
ˇ
ˇ
ˇMo cT ; A ˇ D a2 a5 a1  a5 .a1 a2 C a2 a4 / D a5 a2 a4 ¤ 0. Hence the plant is
observable.
Example 3.4 Spacecraft rendezvous and docking
Consider two spacecraft whose dynamics can be approximated by those of rigid
body, i.e. the vibration modes are insignificant. Suppose that spacecraft 1 wishes to
rendezvous with spacecraft 2 without exercising any control over it. It is therefore
necessary for the controller of spacecraft 1 to match its state with that of spacecraft
2. Both spacecraft have six degrees of freedom with respect to an inertial frame of
reference (Chap. 2), but to simplify this example, which only concerns observability,
it will be supposed that the roll axes have been aligned and it is simply required to
match the roll attitude angle,  1 , of spacecraft 1 with the roll angle,  2 , of spacecraft
2 as part of the rendezvous and docking manoeuvre. It will be assumed that the
two measurement variables on spacecraft 1 are y1 D 1 from a star sensor and
y2 D 2  1 from a camera and image recognition software on board spacecraft 1.
Then the plant will consist of the roll dynamics and kinematics of both spacecraft
and the measurement hardware. The state-space model of the plant is then
2 3 2 32 3 2 3 2 3
xP 1 0100 x1 0 0 x1
     
6 xP 2 7 6 0 0 0 0 7 6 x2 7 6 b1 0 7 u1 y 1 0 0 0 6 x2 7
6 7D6 76 7 6 7 1 6 7
4 xP 3 5 4 0 0 0 1 5 4 x3 5 C 4 0 0 5 u2 ; y2 D  1 0 1 0 4 x3 5 ;
„ ƒ‚ …
xP 4 0000 x4 0 b2 x4
„ ƒ‚ … „ ƒ‚ … C
A B
(3.68)

where x1 D 1 , x2 D P1 , x3 D 2 and x4 D P2 . The plant parameters are bi D

Kwi =Jxxi where Kwi and Jxxi , i D 1; 2, are, respectively, the reaction wheel torque
constants and roll axis moments of inertia of spacecrafts 1 and 2.
3.2 The State Space Model 187

The observability matrix is

(3.69)

Evaluating the determinant of the upper 44 submatrix yields .1/ .1/ .1/ D 1 ¤
0. The first four rows are therefore linearly independent. Hence rank ŒMo .C; A/ D
4.
D n. The plant is therefore observable.

3.2.8 The State-Variable Block Diagram

The state-variable block diagram is another way of expressing the state-space model
of a plant. For presentation purposes, it shows the model structure and the signal
flow within it. It is particularly useful for programming simulation software with a
® ®
graphical interface such as MATLAB –SIMULINK .
The only dynamical element of a state-variable block diagram is the pure
integrator, all other elements being non-dynamic, such as gains, functions and
summing junctions. The pure integrator is the key to forming a state-variable block
diagram from a given state-space model. Each state variable, xi , is the output of a
pure integrator, and therefore, the input of the integrator is ẋi as shown in Fig. 3.2a.
Although the state-space model is based in the time domain, it is common
to express a state-variable block diagram in the Laplace domain, often called
the s-domain, by showing the integrators as in Fig. 3.2b. Note that L fxP i .t/g D
sxi .s/  xi .0/ and therefore the initial condition, xi (0), is set to zero. This is in
keeping with the transfer function definition, which is the ratio of the output Laplace
transform to the input Laplace transform with the initial conditions set to zero.
It is understood, however, that a plant being represented by a state-variable block
diagram in the Laplace domain can have non-zero initial conditions. The integrators
®
of SIMULINK are shown in this way but they have facilities for setting the initial

a b
xi xi sXi ( s ) 1 Xi ( s)
∫ dt s

Fig. 3.2 The basic dynamical element of a state-variable block diagram: the pure integrator.
(a) In the time domain. (b) In the Laplace (s) domain
188 3 Plant Model Manipulation and Analysis

a b
x1 x1 x1 x1
f1(x1, x2, u)
∫ dt u ∫ dt y
h ( x1, x2 )
x2 x2 x2 x2
f2(x1, x2, u)
∫ dt ∫ dt

Fig. 3.3 Formation of a state variable block diagram. (a) Setting up pure integrators.
(b) Completion using equations of state-space model

conditions to arbitrary values. If the plant model is LTI, then this notation is useful
for the derivation of transfer functions. If the integrators of a nonlinear plant model
are shown as in Fig. 3.2b, then they must be interpreted in the time domain, the
notion of the transfer function being inappropriate.
To demonstrate the method for creating a state-variable block diagram from the
state-space model, consider the arbitrary second-order plant model defined by (3.11)
with no external inputs, no input feedforward, n D 2 and r D m D 1.
9
xP 1 D f1 .x1 ; x2 ; u/ =
xP 2 D f2 .x1 ; x2 ; u/ (3.70)
;
y D h .x1 ; x2 /

The number of integrators is equal to the plant order, n, so two are required in this
case. The starting point is to draw the integrators showing their inputs and outputs
as in Fig. 3.2. Then it is a straightforward matter to complete the remainder of the
block diagram to agree with the equations of the state-space model, as shown in
Fig. 3.3.
Example 3.5 Permanent magnet synchronous motor
®
It is required to form a SIMULINK block diagram for simulation of a permanent
magnet synchronous motor (PMSM) given its state differential equations as follows:
           
d id A B!r id 0 F 0 ud
D  !r C
dt iq  C !r D iq E 0G uq
(3.71)
d!r
D M .e  Le / D .H C Kid / iq  M Le ;
dt
where id , iq and ud , uq are the stator current and voltage vector components along
the direct and quadrature axes (Chap. 2), ! r is the rotor angular velocity,  e is the
electromagnetic torque and  Le is the external load torque. Note that the model is not
LTI since the plant contains product nonlinearities, i.e. products of state variables,
through the plant matrix of the first of equations (3.71) being a function of ! r and
the second equation containing the term id iq . The constant plant parameters are
3.2 The State Space Model 189

3 γ Le
E
d ωr
D 4 iq M
diq dt
6 2
− dt
− 1 − 1
1 G + + H + + 1
− s + s
uq ωr
C × × K

B ×
Jr 3
+ 1
2 F + 5 id γe
ud − s did
7
dt
A

®
Fig. 3.4 SIMULINK state-variable block diagram of PMSM

9
A D Rs =Ld I B D pLq =Ld I C D pLd =Lq I D D Rs =Lq I E D p‰PM =Lq =

F D 1=Ld I G D 1=Lq I H D 3p‰PM = .2Jr / I K D 3p Ld  Lq = .2Jr / I ;

;
M D 1=Jr
(3.72)

where ‰ PM is the permanent magnet flux, Rs is the stator resistance, Ld and Lq are
the direct and quadrature axis inductances and p is the number of pole pairs.
Since there are three state variables in the PMSM state-space model, then the
starting point is three integrators. The remainder of the diagram follows from (3.71),
as shown in Fig. 3.4.
As such a motor model will be only part of a control system simulation it is
®
shown as a SIMULINK subsystem with numbered input and output ports.
Some remarks should be made here. First, the notation of plant models received
by control engineers from specialists is often specific to the application rather than
adhering to the conventions of, for example, (3.70). In (3.71), the state variables
are id , iq and ! r rather than x1 , x2 and x3 . Which to use is a matter of preference
but it might be argued that the notation in universal use for the physical quantities
would be preferable regarding ease of communication between team members of a
project. The notation of u, rather than v, to represent a voltage is standard in most
countries outside the USA and the UK but is retained in this example since u is a
standard symbol to represent control variables. Lastly, the simplification obtained
through the constant coefficient definitions, such as (3.72), is recommended as good
practice as it minimises human errors in the model preparation and reduces the
computational load. For example, if the term 3p‰ PM /(2Jr ) were to be implemented
®
in the SIMULINK diagram, instead of H, then three multiplications and one
division would be executed upon every iteration of the numerical integration
algorithm, instead of just one, completely unnecessary for constant parameters.
190 3 Plant Model Manipulation and Analysis

3.2.9 Transfer Function from Continuous LTI State Space

Model

The Laplace transfer function of an LTI plant can be determined from its continuous
state space model by taking Laplace transforms with zero initial conditions, since
such a model comprises first-order ordinary differential equations and linear alge-
braic equations. This procedure carries over to equations in the matrix–vector form
provided the order of matrix multiplication is preserved through the manipulations.
The starting point is the LTI state-space model (3.15), reproduced here.
xP .t/ D Ax.t/ C Bu.t/  Ed.t/
(3.73)
y.t/ D Cx.t/ C D0 u.t/:

Although, as pointed out in Sect. 3.2.3, D0 D 0 in the plant models of real

applications, it is deliberately included here to (a) demonstrate the consequences
of including it by examining the transfer function relationships and (b) provide the
reader the means of modelling and simulating a high-pass filter if needed. Taking
Laplace transforms with zero initial conditions yields

sX.s/ D AX.s/ C BU.s/  ED.s/ (3.74)

Y.s/ D CX.s/ C D0 U.s/ (3.75)

D0 is used for the feedforward matrix instead of D to avoid notational confusion

with D(s). A transfer function relationship of the form,

Y.s/ D Gu .s/U.s/  Gd .s/D.s/; (3.76)

is required, and this is achieved by eliminating X(s) between (3.74) and (3.75).
First, sX(s) in (3.74) is rewritten as sIn X(s) for dimensional compatibility to
enable the following manipulations:

ŒsIn  A X.s/ D BU.s/  ED.s/ ) X.s/ D ŒsIn  A 1 ŒBU.s/  ED.s/ :

(3.77)

Then, substituting for X(s) in (3.75) using (3.77) yields

Y.s/ D CŒsIn  A 1 ŒBU.s/  ED.s/ C D0 U.s/

adj ŒsIn  A
DC ŒBU.s/  ED.s/ C D0 U.s/
jsIn  Aj
Cadj ŒsIn  A ŒBU.s/  ED.s/ C jsIn  Aj D0 U.s/
D
jsIn  Aj
fCadj ŒsIn  A B C jsIn  Aj D0 g U.s/  Cadj ŒsIn  A ED.s/
D (3.78)
jsIn  Aj
3.2 The State Space Model 191

Comparing (3.78) with (3.76) gives the following:

mr
‚ …„ ƒ
mn nn nr mr
‚…„ƒ‚ …„ ƒ‚…„ƒ ‚…„ƒ
C adj ŒsIn  A B C jsIn  Aj D0
Gu .s/ D and
jsIn  Aj
mp
‚ …„ ƒ
mn nn np
‚…„ƒ‚ …„ ƒ‚…„ƒ
C adj ŒsIn  A E
Gd .s/ D ; (3.79)
jsIn  Aj

in which the dimensions are indicated above the matrices. The matrices, Gu (s) and
Gd (s), are referred to as transfer function matrices, with the exception of an SISO
plant in which case m D r D 1 and therefore Gu .s/ D Gu .s/ is a scalar and simply
a transfer function. Similarly, if only a single disturbance source is modelled, then
p D 1 and Gd .s/ D Gd .s/ is also a scalar and simply a transfer function.
The determinant is a polynomial of degree, n. Since this is the denominator
polynomial of both transfer functions, then the roots of

jsIn  Aj D 0 (3.80)

are the plant poles. This is also the characteristic equation of the plant matrix, A,
often written as jIn  Aj D 0, (the notation used in Sect. 3.3.4), whose roots are
the eigenvalues of A. Hence, the poles of the plant transfer function model are equal
to the eigenvalues of the plant matrix in the state-space model.
It follows from the matrix theory that the elements of adj ŒsIn  A are polyno-
mials of degree, n  1, or less. Hence, if D0 D 0, then

C adj ŒsIn  A B N.s/

Gu .s/ D D : (3.81)
jsIn  Aj D.s/

Each element of the numerator matrix, N(s), is of degree n  1, or less, which must
be the case for any real plant, since none of its outputs can respond instantaneously
to a step change in any of its inputs. This may be understood by considering
 the
plant in the frequency domain, in which s D j!. Since deg nij .s/  n  1, i D
1; 2; : : : ; m, j D 1; 2; : : : ; r and deg ŒD.s/ D n, then lim Gu .j!/ D 0. Since
!!1
any input with a step change has infinite frequency components, then the output
cannot have infinite frequency components and cannot respond instantaneously. If,
0 0
D ¤ 0, from (3.79), N.s/ D Cadj ŒsI
on the other hand,
0
n  A BCjsIn  Aj D and
therefore deg nij .s/ D n for all i and j for which dij ¤ 0. In this case Gu .j 1/
is finite meaning that some of the outputs will respond instantaneously to a step
change in an input. This is confirmed by the feed-forward term, D0 u(t), in (3.73).
As stated previously, however, this situation will never be found in a real plant, and
therefore, D0 D 0 in the state space models unless the application is different, such
as a high-pass filter.
192 3 Plant Model Manipulation and Analysis

3.2.10 Relative Degree

3.2.10.1 Motivation

The relative degree is a property of a plant model that is important in the design
of feedback linearising and forced dynamic controllers (Chap. 7) and sliding mode
controllers (Chap. 10).

3.2.10.2 SISO Plant

For an LTI SISO plant model with transfer function,

Xm
Y .s/ bj s j
j D0
U.s/
D Xn1 (3.82)
sn C bi s i
i D0

the relative degree is defined as

R D n  m: (3.83)

There is another definition based on the general state-space model that also applies
to nonlinear plants. Consider first the time invariant version of plant model (3.10)
for an SISO plant without control feedforward (which never occurs in a real plant),
ignoring external disturbances. This is as follows.

xP D f .x; u/ (3.84)

y D h .x/ (3.85)

where x 2 <n is the state vector, u 2 < is control input and y 2 < is the output.
Then the relative degree, R, is determined by the following procedure. First, (3.85)
is differentiated w.r.t. time, using the chain rule, to obtain
2 3
xP 1
Xn h i 6 xP 2 7
@h .x/ 6 7 dh .x/
yP D xP i D @h.x/ @h.x/
: : : @h.x/ 6 :7D xP
i D1 @xi @x1 @x2 @xn 4 :: 5 dx
xP n

which, in view of (3.84), may be written as

dh .x/
yP D f .x; u/ (3.86)
dx
3.2 The State Space Model 193

This is defined as the Lie derivative of h(x) along f(x, u) and may be expressed using
the following brief notation:

yP D Lf h .x; u/ (3.87)

This may not directly depend on u, meaning that u does not appear explicitly on the
RHS, in many cases. Then it is written as

yP D Lf h .x/ (3.88)

and differentiated again to yield

dLf h .x/
yR D f .x; u/  L2f h .x; u/ : (3.89)
dx
If this again does not directly depend on u, then the differentiation is repeated. The
direct dependence on u, however, will occur for a finite order of derivative and
this is the relative degree, R. Thus the relative degree is the lowest order of output
derivative that directly depends upon u and is determined by the following finite
sequence of Lie derivatives:

y D h .x/
yP D Lf h .x/
yR D L2f h .x/
:: (3.90)
:
y .R1/ D LfR1 h .x/
y .R/ D LR
f h .x; u/

3.2.10.3 Multivariable Plant

Consider now the multivariable plant model

xP D f .x; u/ (3.91)

y D h .x/ (3.92)

where x 2 <n is the state vector, u 2 <r is the control vector and y 2 <m is the
output vector. First, (3.92) may be written as

yi D hi .x/ ; i D 1; 2; : : : ; m: (3.93)
194 3 Plant Model Manipulation and Analysis

Then the relative degree of the plant relative to the output, yi , is defined in a similar
way to that based on (3.90) for an SISO plant. The following sequence of derivatives
of (3.93) is formed:

yi D hi .x/
yPi D Lf hi .x/
yRi D L2f hi .x/
:: ; i D 1; 2; : : : ; m (3.94)
:
yi i 1/ D LfRi 1 hi .x/
.R
.R /
yi i D LR i
f hi .x; u/

Thus a multivariable plant has m relative degrees, each equal to the order of the
lowest output vector component derivative that directly depends on u, meaning one
or more control vector components appear on the RHS.

3.3 State Representation

3.3.1 Introduction

3.3.1.1 Nonuniqueness of State Variables

Consider the following set of state differential equations of a plant model.

xP i D fi Œ.x1 ; x2 ; : : : ; xn / ; .u1 ; u2 ; : : : ; ur / ; i D 1; 2; : : : ; n: (3.95)

The external disturbances included in (3.11) are ignored as they are not really
important in this discussion. Let another variable, z, be identified in the same plant,
not in (x1 , x2 , : : : , xn ). Then if an equation of the same form as (3.95), i.e.

zP D fz Œ.x1 ; x2 ; : : : ; xn ; z/ ; .u1 ; u2 ; : : : ; ur / ; (3.96)

can be derived, then by definition, z is a state variable. If derivatives of the control

variables appear on the right-hand side of the equation for z̈, then z is not a state
variable. This means that z cannot have direct functional dependence on any of the
control variables. Hence, if

z D z x1 ; x2 ; : : : ; xn ; uq ; q D 1; 2; : : : ; and=or r; (3.97)

then z is not a state variable. It should be noted that a set of state variables can be
used directly for feedback control, meaning

uj D gj .x1 ; x2 ; : : : ; xn ; yr1 ; yr2 ; : : : ; yrm / ; j D 1; 2; : : : ; r; (3.98)

3.3 State Representation 195

where yrk , k D 1; 2; : : : ; m, are the measurement variables. Then if (3.97) holds

and z were to be included in the variables fed back, uj would be a function of itself
as well as the other variables. This is called an algebraic loop, which could lead to
implementation difficulties and should therefore be avoided. In general, all the plant
variables fed back in a control system are state variables.
The following two examples illustrate the nonuniqueness of the state variables
chosen for linear and nonlinear plant models and introduce the state transformation.
Example 3.6 State-space model of a low-frequency infinite baffle loudspeaker
The state-space model of a subwoofer (low-frequency) loudspeaker (Fig. 3.5)
will now be used to demonstrate the existence of more than one set of state variables.
The loudspeaker consists of a drive unit mounted in an infinite baffle enclosure
(closed box). The drive unit consists of a rigid cone constrained to move parallel to
its axis of symmetry by means of a flexible suspension system and actuated by a
coil mounted on a former at the centre of the cone, moving through the radial field
of a permanent magnet. The control variable, u, is the input to the power amplifier,
whose output voltage, vc , is applied to the voicecoil. The power amplifier is DC
coupled to facilitate feedback control, whose purpose is to flatten and extend the
frequency response of the loudspeaker, essential for serious music reproduction.
The mathematical model is similar to that of a DC motor driving a mechanical
load with viscous damping and a retention spring. Figure 3.6 shows the relevant
state-variable block diagram. Here, the state variables, x1 , x2 and x3 , are, respec-
tively, the cone displacement, x, the cone velocity, ẋ and the voice-coil current ic .
The alternating force applied to the cone is f and the back e.m.f. due to the voicecoil
moving through the magnetic field is eb .

Fig. 3.5 Infinite baffle

loudspeaker and power
amplifier ic
DC
S x
Coupled
u Audio vc N
Power
Amplifier S

Ks
+ +
D
u vc + 1 x3 x3 f − 1 z x2 x1
Ka
+ − − c
L ∫ dt Kfb
+ M x 2 ∫ dt x1 ∫ dt
eb Rc
Kfb

Fig. 3.6 State-variable block diagram of a subwoofer driver in an infinite baffle enclosure
196 3 Plant Model Manipulation and Analysis

The plant parameters are the power amplifier voltage gain, Ka , the voicecoil
inductance and resistance, Lc and Rc , the force/back e.m.f. constant, Kfb ; the mass,
M, of the moving part of the drive unit; the damping coefficient, D, due mainly to
the flexible cone surround; and the voice-coil drive circuit (dependent on the output
impedance of the power amplifier) and the stiffness coefficient, Ks , due to the inner
and outer suspension components combined with the air contained in the enclosure.
The state differential equations may be written down by inspection of Fig. 3.6
using the reverse procedure to that described in Sect. 3.2.8 to form the state-variable
block diagram. Thus,

xP 1 D x2 ; (3.99)

1
xP 2 D .Kfb x3  Dx2  Ks x1 / ; (3.100)
M
and
1
xP 3 D .Ka u  Rc x3  Kfb x2 / (3.101)
Lc

Now consider the variable, z, in Fig. 3.6. This is the cone acceleration. This may be
written in terms of the other variables by inspection of the figure. Thus,

1
zD .Kfb x3  Dx2  Ks x1 / : (3.102)
M
To carry out the formal test, differentiating (3.102) and then substituting for ẋ1 , ẋ2
and ẋ3 using (3.99), (3.100) and (3.101) then yield
 
1 Kfb D
zP D .Ka u  Rc x3  Kfb x2 /  .Kfb x3  Dx2  Ks x1 /  Ks x2 ;
M Lc M
(3.103)

Since this is in the form of (3.96), z is a state variable.

In view of the above, it would be possible to define state variables as follows:

z1 D x1
z2 D x2 (3.104)
1
z3 D z D M .Kfb x3  Dx2  Ks x1 / :

In fact another choice could have been z1 D x1 , z2 D x3 and z3 D z. A further

choice could be z1 D x3 , z2 D x2 and z3 D z. Many others are possible. Important
3.3 State Representation 197

observations are that equations (3.104) are linear (due to the plant model being linear
in this instance) and that the equations are linearly independent. This means that
(z1 , z2 , z3 ) contains the same information about the plant behaviour as (x1 , x2 , x3 ). In
fact, (3.104) is a state transformation equation of the form

z D Px: (3.105)

Specifically,
2 3 2 32 3
z1 1 0 0 x1
4 z2 5 D 4 0 1 0 5 4 x2 5 (3.106)
z3  Ks =M D=M Kfb =M x3

In general, if conversely, the reverse state transformation,

x D Qz; (3.107)

could be written down, where Q D P1 . Solving (3.104) for x yields

x1 D z1
x2 D z2
x3 D K1fb .M z3 C Dz2 C Ks z1 / ;

which may be written as

2 3 2 32 3
x1 1 0 0 z1
4 x2 5 D 4 0 1 0 5 4 z2 5 : (3.108)
x3 Ks =Kfb D=Kfb M=Kfb z3

That QP D I3 may be confirmed from (3.106) and (3.108) as follows:

2 32 3 2 3
1 0 0 1 0 0 10 0
QP D 4 0 1 0 54 0 1 0 5 D 40 1 0 5 D I3 :
Ks =Kfb D=Kfb M=Kfb  Ks =M D=M Kfb =M 00 1
(3.109)

In general, if x is the state vector of an established plant model and it is desired

to form a second model with a different choice state vector, z, then z D Px is
defined as the forward transformation equation and x D Qz is defined as the reverse
transformation equation.
198 3 Plant Model Manipulation and Analysis

r
R L
Mg
Ri di eb γ e ,ωr
u Power v L
Electronics i dt M

Fig. 3.7 Series wound DC motor lifting load on crane

Example 3.7 Series wound DC motor lifting load on crane

Series wound DC motors are sometimes used to operate cranes due to their high
accelerating torques but the torque is proportional to the square of the current since
the field current and armature current are equal, as shown in Fig. 3.7. The power
electronics produces a voltage, v, with a short-term mean value proportional to the
control variable, u, noting that to minimise the power losses, v is rapidly switched by
a modulator with a continuously varying mark space ratio, the modulation frequency
being sufficiently high for the ripple in the current and torque to have a negligible
effect on the plant due to its low-pass filtering action.
Regarding the plant parameters, Kpe is the voltage gain of the power electronics,
R and L are the combined resistance and inductance of the armature and field
windings, Kb is the motor back e.m.f. constant, Kt is the motor torque constant,
J is the sum of the armature moment of inertia and the equivalent rotor moment
of inertia of the mechanical load referred to the motor output shaft, r is the radius
of the pulley wheel driven directly by the motor, M is the load mass and g is the
acceleration due to gravity.
The state variables are initially chosen as the output shaft angle, x1 D  the motor
speed, x2 D !r ; and the motor current, x3 D i , yielding the state-space model

1
1

xP 1 D x2 ; xP 2 D Kt x32  M gr ; xP 3 D Kpe u  Rx3  Kb x2 : (3.110)

J L
Now suppose that the motor acceleration, z D xP 2 , is to be considered instead of the
state variable, x3 . To check that z is valid as a state variable, from (3.110),

zD Kt x32  M gr : (3.111)
J
Differentiating and then substituting for ẋ3 using (3.110) yield

Kt Kt

zP D 2 x3 xP 3 D 2 x3 Kpe u  Rx3  Kb x2 : (3.112)

J JL
This is in the form of (3.96) without any derivative of u on the RHS. Hence z is a
state variable. Let the new set of state variables be
3.3 State Representation 199

z1 D x1
z2 D x2 (3.113)
1

z3 D z D J Kt x32  M gr ;

using (3.111). Then, (3.113) is the set of transformation equations. This transforma-
tion is nonlinear due to the last equation. The reverse transformation is then obtained
by solving (3.113) for x1 , x2 and x3 . Thus,

x1 D z1
2 D z2
xq (3.114)
J z3 CM gr
x3 D Kt :

Note that making x3 positive is not restrictive because the series wound DC motor
produces a unidirectional torque regardless of the direction of the current, the force
applied to the load being bidirectional due to the gravitational force, Mg. To obtain
the state differential equations using the new state variables, the first two are

zP1 D z2
(3.115)
zP2 D z3 :

The third equation is then obtained as follows. Since zP3 D zP, (3.112) becomes

Kt

zP3 D 2 x3 Kpe u  Rx3  Kb x2 :

JL
Then, substituting for x2 and x3 using (3.114) yields
s s !
Kt J z3 C M gr J z3 C M gr
zP3 D 2 Kpe u  R  Kb z2 : (3.116)
JL Kt Kt

3.3.1.2 State Transformations

The plant state can be thought of as an entity independent of the particular choice
of the set of state variables. It is the information about the plant behaviour. In the
two examples above, the set of state variables forming x is one way of representing
this information, while the alternative set of variables forming z is another way of
representing the same information. A particular set of state variables is therefore
referred to as a state representation. Until now, nearly all the plant models or
models of their subsystems derived in Chap. 2 have state variables that are physical
quantities such as displacements, velocities and temperatures. In all these cases, the
term physical state representation is used.
200 3 Plant Model Manipulation and Analysis

Examples 3.6 and 3.7 have introduced linear and nonlinear forward and reverse
state transformations. Transformations between an initially established plant model
with state x 2 <n and a second model of the same plant with state z 2 <n will now
be considered. Linear transformations are written as

z D Px
) Q D P1 ; (3.117)
x D Qz

where P is the forward transformation matrix and Q is the reverse transformation

matrix. Given that x is a complete state vector, a necessary condition for z to be a
complete state vector is that all the rows of P are linearly independent. Care must be
taken to ensure that this condition is maintained when choosing new state variables
from a linear plant model. For example, in Fig. 3.6, the set of variables, z1 D x1 ,
z2 D f and z3 D x3 , are not a complete set of state variables because f D Kfb x3
and therefore z2 and z3 contain the same information about the plant behaviour. The
matrix, P, in this case would be
2 3
10 0
P D 4 0 0 Kfb 5 ; (3.118)
00 1

in which the last two rows are linearly dependent. The reverse transformation, Q,
does not exist in this case.
General, including nonlinear, forward and reverse transformations are written as

z D p .x/ (3.119)

and

x D q .z/ : (3.120)

where p(x) and q(z) are vector functions. The test on z as a state vector is the
solubility of (3.119) to give the solution, (3.120) for x, as in Example 3.7.

3.3.2 LTI SISO State-Space Models from Transfer Functions

3.3.2.1 Motivation

Insight into the topic of state representation may be gained by studying transfer
function block diagrams for LTI SISO plants and their relationships with the state-
space models. The basic canonical forms of state representation are introduced
in this section before the general theory of state representation is given in the
following sections, which is cast in the matrix–vector notation for the inclusion of
3.3 State Representation 201

multivariable plant models. Transfer function block diagrams, however, are the basis
® ®
of MATLAB –SIMULINK simulations and these may be formed from the matrix–
vector state-space models of multivariable plants, if desired. This can be useful if
the effects of nonlinear elements, such as control saturation, are to be investigated
®
by simulation, as they may easily be incorporated in SIMULINK diagrams.
It is important to note that similar relationships to those presented in this section
exist between z-transfer function block diagrams and the discrete state-space models
to be introduced in Sect. 3.4.

3.3.2.2 State Representations from Block Diagrams

It is well known that more than one block diagram can have the same transfer
function. It has also been pointed out in Sect. 3.2.8 that the state variables may be
chosen as the outputs of the integrators of state-variable block diagrams (SVBD).
Any transfer function block diagram model of a given plant can be converted to
a state-variable block diagram by first separating the inherent integrators from
other elements of the block diagram by suitable manipulations. Different state
representations may therefore be found by first forming different but equivalent
transfer function block diagrams. For illustration, numerous state representations
will be found for the general LTI SISO third-order plant model transfer function

Y .s/ r2 s 2 C r1 s C r0
D 3 : (3.121)
U.s/ s C a2 s 2 C a1 s C a0

where ri and ai are constant coefficients. The state representations introduced in the
following sections are standard ones using a minimal set of parameters to model a
given plant, referred to broadly as canonical state representations, or more briefly
as canonical forms.
First suppose that the plant has distinct real poles located at si D pi , i D
1; 2; 3. Then, (3.121) may be written as

Y .s/ r2 s 2 C r1 s C r0
D : (3.122)
U.s/ .s C p1 / .s C p2 / .s C p3 /

A block diagram may be formed based on a chain of the three first-order subsystems
with transfer function, 1= .s C pi /, i D 1; 2; 3, if the numerator is rewritten in
terms of the three denominator factors as follows:

Y .s/ C3 .s C p1 / .s C p2 / C C2 .s C p1 / C C1
D : (3.123)
U.s/ .s C p1 / .s C p2 / .s C p3 /

where C3 D r2 , C2 D r1  C3 .p1 C p2 / and C1 D q0  C2 p1  C3 p1 p2 . The

corresponding block diagram is shown in Fig. 3.8.
202 3 Plant Model Manipulation and Analysis

C3
X3 ( s)
X2 ( s) +
+
C2
U ( s) 1 1 1 X1 ( s) + Y ( s)
C1
s + p3 s + p2 s + p1 +

Fig. 3.8 SVBD of a third-order plant based on a first order subsystem chain

a b
U (s) 1 Zi (s) U (s) Zi (s)
1
+ − s s + pi
pi

Fig. 3.9 Equivalence between first order subsystem and integrator with feedback.
(a) Pure integrator with feedback. (b) First-order subsystem

In fact, five more state representations are possible with the block diagram
structure of Fig. 3.8 obtained by reordering the first-order subsystem blocks in the
chain.
The justification for Fig. 3.9 being referred to as a state-variable block diagram
despite pure integrators not being shown as separate elements is the equivalence of
each first-order subsystem to a pure integrator with a feedback loop via a gain equal
to minus the pole value, as shown in Fig. 3.9.
Elementary block diagram algebra confirms that the transfer function, Zi (s)/U(s),
of Fig. 3.9a is the same as that shown in the block of Fig. 3.9b. In view of this, the
formation of state-variable block diagrams could be simplified by using first-order
subsystem blocks rather than integrators where appropriate.
The key to forming the state differential equations of the state-space model from
a state-variable block diagram is converting the transfer function relationship of
each first-order subsystem to the time domain as follows. Taking the subsystem of
Fig. 3.9b as an example yields

1
Zi .s/ D U.s/ ) .s C pi / Zi .s/ D U.s/ ) zPi C pi zi D u ) zPi
s C pi (3.124)
D pi zi C u:

The last equation of (3.124) is in the form of a state differential equation, as required.
Once all the state differential equations of the first order blocks in a plant state-
variable block diagram have been formed in this way, the remaining equations that
connect the blocks to one another and to the inputs and outputs are self-evident by
inspection. Employing this approach for the state-variable block diagram of Fig. 3.9
yields the following state-space model:
3.3 State Representation 203

Fig. 3.10 SVBD of a

1 Z1 ( s )
third-order plant with distinct A1
real poles, in the modal form s + p1

U (s) 1 Z2 ( s ) + Y (s)
A2
s + p2 + +

1 Z3 ( s )
A3
s + p3

2 3 2 32 3 2 3 2 3
xP 1 p1 1 0 x1 0  x1
4 xP 2 5 D 4 0 p2 1 5 4 x2 5 C 4 0 5 u; y D C1 C2 C3 4 x2 5 :
xP 3 0 0 p3 x3 1 x3
(3.125)

The unity elements on the superdiagonal of the subsystem matrix occur due to the
chain structure of the state-variable block diagram.
The following sections introduce the standard canonical forms.

3.3.2.3 Modal Form with Distinct Poles

A state-variable block diagram with a completely different structure from that of

Fig. 3.8 may be formed from transfer function (3.121), comprising three first-order
subsystems driven by the control input, using the partial fraction expansion. Thus,

Y .s/ A1 A2 A3
D C C ; (3.126)
U.s/ s C p1 s C p2 s C p3

r2 p12 r1 p1 Cr0 r2 p22 r1 p2 Cr0 r2 p32 r1 p3 Cr0

where A1 D .p2 p1 /.p3 p1 / , A2 D .p1 p2 /.p3 p2 / and A3 D .p1 p3 /.p2 p3 / .
This is shown in Fig. 3.10.
The state-space model for Fig. 3.10 is as follows:
2 3 2 32 3 2 3 2 3
zP1 p1 0 0 z1 1  z1
4 zP2 5 D 4 0 p2 0 5 4 z2 5 C 4 1 5 u; y D A1 A2 A3 4 z2 5 :
zP3 0 0 p3 z3 1 z3
(3.127)

This is an example of the modal state representation in which the plant matrix is
diagonal, meaning that there is no interaction between the first-order subsystems via
their state variables, z1 , z2 and z3 . Each of these is associated with an exponential
mode, characterised by the response of the unforced plant to arbitrary initial states.
Thus, the unforced state differential equations may be written separately as follows.
204 3 Plant Model Manipulation and Analysis

Fig. 3.11 SVBD of a A11

third-order plant with one
distinct pole and a double U (s) 1 1 + Y (s)
pole, in the modal form A
s + p1 Z ( s ) s + p1 Z ( s ) 12 + +
2 1

1
A2
s + p2 Z ( s )
3

xP 1 D p1 x1 ; xP 2 D p2 x2 and xP 3 D p3 x3 : (3.128)

The solutions to these equations are obtained using Laplace transforms as follows.

xP i D pi xi ) sXi .s/  xi .0/ D pi Xi .s/ ) .s C pi / Xi .s/ D xi .0/ )

1
Xi .s/ D sCp i
xi .0/; i D 1; 2; 3 )
p1 t
x1 .t/ D e x1 .0/; x2 .t/ D e p2 t x2 .0/ and x3 .t/ D e p3 t x3 .0/:
(3.129)

This modal state representation with distinct real poles is generalised to include
multivariable plants of any order in Sect. 3.3.4.3.
In contrast to (3.127), the state representation of (3.125), which is one of many
that are not named, has interaction between the state variables. In this case, x1
depends upon x2 which, in turn, depends upon x3 .

3.3.2.4 Modal Form Including Multiple Poles

Suppose now that two of the real poles are repeated so that

Y .s/ q2 s 2 C q1 s C q0 A11 A12 A2

D 2
D C 2
C ; (3.130)
U.s/ .s C p1 / .s C p2 / s C p1 .s C p1 / s C p2

r p2 r p Cr r p2 r p Cr
where A2 D 2 .p2 1 2/2 0 , A12 D 2 1p2 p
1 1 0
and A11 D r2  A2 . In this case, the
1 p2 1
partial fraction expansion cannot separate the plant model into three independent
first-order subsystems. This becomes apparent by inspection of the state-variable
block diagram corresponding to (3.130), shown in Fig. 3.11.
The state-space model is as follows:

2 3 2 32 3 2 3 2 3
zP1 p1 1 0 z1 0  z1
4 zP2 5 D 6
4 0 p 1 0
74 5 4 5
5 z2 C 1 u; y D A12 A11 A2 4 z2 5
zP3 0 0 p2 z3 1 z3
(3.131)
3.3 State Representation 205

The two interconnected first-order blocks with poles at s1; 2 D p1 in Fig. 3.11,
correspond to the second-order subsystem whose subsystem matrix is boxed in
(3.131), the corresponding substate differential equation being
      
zP1 p1 1 z1 0
D C u: (3.132)
zP2 0 p1 z2 1

The state-variable, z1 depends on the state-variable z2 , due to the unity element

on the superdiagonal of the subsystem matrix. In general, repeated poles produce
chains of identical first-order subsystems in the state-variable block diagram
corresponding to the partial fraction expansion of the transfer function. The number
of first-order subsystems in each chain is equal to the multiplicity of the associated
pole. So if the pole with value, p1 , in (3.130), had multiplicity 3, instead of 2, the
associated subsystem would comprise a chain of three identical first-order blocks
with the substate differential equation
2 3 2 32 3 2 3
zP1 p1 1 0 z1 0
4 zP2 5 D 4 0 p1 1 5 4 z2 5 C 4 0 5 u (3.133)
zP3 0 0 p1 z3 1

The two unity elements on the superdiagonal of the subsystem matrix correspond
to the two interconnections of the three first-order blocks in the state-variable
block diagram. In general, the state-space model derived from the partial fraction
expansion of a plant transfer function with multiple poles has a plant matrix with a
block diagonal form, simple poles contributing diagonal elements equal to the pole
values and multiple poles contributing blocks centred on the main diagonal with
unity elements on the superdiagonal, such as the boxed one in (3.131). These are
Jordan blocks named after the French mathematician. The plant matrix is said to
be in the Jordan canonical form and the associated modal state representation is
classified as the Jordan canonical form. The subsystem associated with a Jordan
block defines a mode characterised by its unforced response to arbitrary initial
states. Returning to the example of Fig. 3.11, solutions to the three component
equations of (3.131) with u D 0 will be found to characterise the modes. Thus

zP1 D p1 z1 C z2 ; (3.134)

zP2 D p1 z2 (3.135)

and

zP3 D p2 z3 : (3.136)

206 3 Plant Model Manipulation and Analysis

Taking Laplace transforms yields

1
sZ1 .s/  z1 .0/ D p1 Z1 .s/ C Z2 .s/ ) Z1 .s/ D Œz1 .0/ C Z2 .s/ ;
s C p1
(3.137)
1
sZ2 .s/  z2 .0/ D p1 Z2 .s/ ) Z2 .s/ D z2 .0/ (3.138)
s C p1

and
1
sZ3 .s/  z3 .0/ D p1 Z3 .s/ ) Z3 .s/ D z3 .0/: (3.139)
s C p1

Substituting for Z2 (s) in (3.137) using (3.138) yields

 
1 1 1 1
Z1 .s/ D z1 .0/ C z2 .0/ D z1 .0/ C z2 .0/:
s C p1 s C p1 s C p1 .s C p1 /2
(3.140)

The second-order mode is then characterised by the solutions for the state variables,
z1 (t) and z2 (t), of the second-order subsystem given by the inverse Laplace
transforms of (3.137) and (3.140). Thus,

z1 .t/ D e p1 t Œz1 .0/ C tz2 .0/

(3.141)
z2 .t/ D e p1 t z2 .0/

The factor of z1 (t) that is linear in t occurs due to the double pole. As will be seen
in the more general treatment of Sect. 3.3.4.5, a pole of multiplicity, m, will give
rise to factors that are polynomials in t of degree m  1, m  2, : : : , 2, 1 and 0 (i.e.
a constant factor), for the individual state variables. This is understandable as the
state variables are the outputs of each of the first-order blocks that are connected in
a chain. Since the common factor is an exponential function, the modes associated
with multiple poles are referred to as polynomial exponential modes. To complete
this case, z3 (t) is associated with the simple pole at s3 D p2 and the corresponding
simple exponential mode, being given by the inverse Laplace transform of (3.139)
as follows:

z3 .t/ D e p2 t z3 .0/: (3.142)

3.3.2.5 Modal Form with Complex Conjugate Poles

Next, suppose that two of the poles are complex conjugates. Then the plant transfer
function may be written
3.3 State Representation 207

A
Z2 ( s )
U (s) + 1 1 Z1 ( s ) + Y (s)
ω B
− s +σ s +σ + +
ω
1 Z3 ( s )
C
s+ p

Fig. 3.12 State-variable block diagram of a third-order plant with complex conjugate poles

Y .s/ r2 s 2 C r1 s C r0
D h i : (3.143)
U.s/ .s C /2 C ! 2 .s C p/

so that there are complex conjugate poles at s1; 2 D  ˙ j!. The partial fraction
expansion leading to the required state-variable block diagram is

Y .s/ A .s C / C B! C
D 2
C ; (3.144)
U.s/ .s C / C ! 2 sCp

2 p r1 pCr0
2

where C D r. 2 , A D r2  C and B D !1 r0  !apB  2 C ! 2 C .
p/ C! 2

Since the complex conjugate poles are distinct, it would have been possible, in
principle, to form a partial fraction expansion in the form of (3.126), but the state
variables and the coefficients would have been complex and therefore not easily
realised, except by separating the imaginary and real parts of the model, each of
which would be in a ‘real’ state representation similar to the following. The state-
variable block diagram corresponding to (3.144) is shown in Fig. 3.12.
The state-space model is

2 3 2 32 3 2 3 3 2
zP1  ! 0 z1 0 z1 
4 zP2 5 D 6 7
4  !  0 5 4 z2 5 C 4 ! 5 u; y D B A C 4 z2 5 :
zP3 0 0 p z3 1 z3
(3.145)

As in the double pole case, the state variables z1 and z2 are interdependent and
therefore the plant model has just two separate subsystems, one of second order
involving z1 and z2 and the other of first order involving z3 . The mode produced by
the second-order subsystem is characterised by the unforced solutions to the first
two state differential equations with arbitrary initial states. Thus, with u D 0,

zP1 D  z1 C !z2 (3.146)

208 3 Plant Model Manipulation and Analysis

and

zP2 D  z2  !z1 : (3.147)

Taking Laplace transforms of (3.146) and (3.147) then yields

sZ1 .s/  z1 .0/ D  Z1 .s/ C !Z2 .s/ ) .s C / Z1 .s/ D z1 .0/ C !Z2 .s/
(3.148)

sZ2 .s/  z2 .0/ D  Z2 .s/  !Z1 .s/ ) .s C / Z2 .s/ D z2 .0/  !Z1 .s/
(3.149)

The solution of (3.148) and (3.149) for Z1 (s) and Z2 (s) is then given by
    
.s C / ! Z1 .s/ z1 .0/
D )
! .s C / Z .s/ z2 .0/
   2   (3.150)
Z1 .s/ .s C / ! z1 .0/
D .sC /12 2 :
Z2 .s/ C!  ! .s C / z2 .0/

Taking inverse Laplace transforms then yields the required solution as

z1 .t/ D e  t Œz1 .0/ cos .!t/ C z2 .0/ sin .!t/

(3.151)
z2 .t/ D e  t Œz2 .0/ cos .!t/  z1 .0/ sin .!t/

In view of the sinusoidal terms, this type of mode is called an oscillatory mode.
As in the previous cases, the third mode associated with the simple pole at s D
p is a simple exponential mode characterised by the solution to the unforced state
differential equation, zP3 D pz3 , i.e.

z3 .t/ D e pt z3 .0/: (3.152)

It is evident from the above that the state-space model of a plant containing
oscillatory modes in the modal state representation has a plant matrix in the block
diagonal form with oscillatory mode submatrices of dimension 2 2 taking the form
of the blocked submatrix of (3.145). It should be mentioned, however, that other
structures of substate-variable block diagrams could be chosen for the oscillatory
second-order subsystems. The one of Fig. 3.12 is chosen since it is similar to that
used for the more general treatment in Sect. 3.3.4.4.

3.3.2.6 The Controller Canonical Form

The controller canonical form is given its name because the model-based control
system design method of pole assignment applied to the linear state feedback control
3.3 State Representation 209

Fig. 3.13 State-variable c2

block diagram of a
c1 + +
third-order plant in the U (s) 1 X c3 ( s ) 1 X c2 ( s ) 1 X c1 ( s ) c + Y (s)
controller canonical form 0
+ − s s s +
a2
+ +
a1
+ +
a0

laws yields the most straightforward gain calculations when the plant model has
this state representation. Also, any real and/or complex conjugate pole locations are
catered for.
The starting point is a chain of integrators equal in number to the plant order,
whose outputs are the state variables. Then a set of cascaded feedback loops
is formed, each loop connected between the output of each integrator and the
input of the first integrator via a gain equal to one of the transfer function
denominator coefficients. Working from the innermost loop outwards, the gains
are the coefficients of descending powers of s. The output is formed as a weighted
sum of the integrator outputs. Starting in sequence from the first integrator in the
chain, the weighting coefficients are the coefficients of descending powers of s in
the numerator of the transfer function. The state variable block diagram is shown in
Fig. 3.13.
The transfer function of this block diagram may be quickly derived using
Mason’s formula (Appendix A4). Thus,
c2 c1 c0
Y .s/ s C s2 C s3 c2 s 2 C c1 s C c0
D
D : (3.153)
U.s/ 1   as2 C as 21 C a0
s3
s 3 C a2 s 2 C a1 s C a0

This is the general third-order transfer function (3.121). The corresponding state-
space model may be derived, observing that the input of a pure integrator is the
derivative of its output. Thus for Fig. 3.13,
2 3 2 32 3 2 3 2 3
xP c1 0 1 0 xc1 0  xc1
4 xP c2 5 D 4 0 0 1 54 xc2 C 0 5 u;
5 4 y D c0 c1 c2 4 xc2 5:
„ ƒ‚ …
xP c3  a0 a1 a2 xc3 1 xc3
„ ƒ‚ … „ ƒ‚ …„ ƒ‚ … „ƒ‚… cTc „ ƒ‚ …
xP c Ac xc bc xc
(3.154)

The general structure is self-evident and should enable a similar model for a linear
plant of any order to be formed. A generalisation to multivariable plant models is
given in Sect. 3.3.5.
210 3 Plant Model Manipulation and Analysis

b2
b1
U (s) 1 X o1 ( s ) + 1 X o2 ( s ) + 1 X o3 ( s ) Y (s)
b0
+ − s + − s + − s
a2
a1
a0

Fig. 3.14 State variable block diagram of a third-order plant in the observer canonical form

3.3.2.7 The Observer Canonical Form

If not all the state-variables are available as measurements, then they are estimated
for use in a linear state feedback control law. The purpose of the observer introduced
in Chap. 5 is to provide the state estimates and its design is the most straightforward
if the plant model is in the observer canonical form. As for the control canonical
form, this state representation caters for any real and/or complex conjugate plant
poles.
The starting point in forming the state variable block diagram is a chain of
integrators equal in number to the plant order, as in Fig. 3.13, but also a summing
junction is provided at the input of every integrator, as shown in Fig. 3.14.
Then a cascaded set of feedback loops is formed. A loop connects the output
of the last integrator to the input of every integrator via a gain equal to one of
the transfer function denominator coefficients, ai , i D 1; 2; 3. Working from the
innermost loop outwards, the gains are the coefficients of descending powers of s.
The input is fed forward to every integrator input via a coefficient, bi , i D 1; 2; 3.
Starting in sequence from the first integrator in the chain, these coefficients are those
of ascending powers of s in the numerator of the transfer function. This can be
determined easily using Mason’s formula (Appendix A4) and the result is (3.153),
with bi D ci , i D 1; 2; 3, i.e. the general third order transfer function.
The state-space model may be deduced readily from Fig. 3.14 and is as follows.
2 3 2 32 3 2 3 2 3
xP o1 0 0 a0 xo1 b0  xo1
4 xP o2 5 D 4 1 0 a1 54 xo2 5 C 4 b1 5u; y D 0 0 1 4 xo2 5: (3.155)
„ ƒ‚ …
xP o3 0 1 a2 xo3 b2 xo3
„ ƒ‚ … „ ƒ‚ …„ ƒ‚ … „ƒ‚… cTo „ ƒ‚ …
xP o Ao xo bo xo

Comparison with the controller canonical state-space model (3.154) reveals that

Ao D ATc ; bo D cc and co D bc : (3.156)

3.3 State Representation 211

This enables the observer canonical model to be formed once the controller
canonical model is known. Its general structure is clear from this third-order
example, and studying this should enable a similar model to be formed for any
other linear plant.
A generalisation to multivariable plant models is given in Sect. 3.3.5.

3.3.3 Transformation Matrices Connecting Linear Models

It is often the case that two state-space models of the same plant have been
derived with different state representations and it is necessary to derive the forward
transformation matrix, P, or the reverse transformation matrix, Q, that connects the
two state vectors. Certain control system designs need such a transformation. The
two state-space models are
Model 1

xP D Ax C Bu (3.157)

and

y D Cx; (3.158)

where x 2 <n , u 2 <r and y 2 <m , and

Model 2

zP D Fz C Gu (3.159)

and

y D Hz; (3.160)

where z 2 <n . Usually, m  r. The transformation from Model 1 to Model 2 will be

defined as the forward transformation, the state vectors being linked by the forward
transformation equation

z D Px: (3.161)

Substituting for z in Model 2 using (3.161) yields

PPx D FPx C Gu (3.162)

and

y D HPx: (3.163)
212 3 Plant Model Manipulation and Analysis

Pre multiplying (3.157) by P gives

PPx D PAx C PBu: (3.164)

Comparing (3.162) with (3.164) and (3.158) with (3.163) then reveals the following
state independent equations that could be solved for P:

PA D FP; (3.165)

PB D G (3.166)

and

HP D C: (3.167)

There are n2 component equations of (3.165) in the n2 elements of P, but this is a

homogeneous set of equations. The trivial solution of P D 0 cannot apply as this
would imply G D 0 from (3.166), meaning that the control variables would have
no effect on the state of Model 2, and C D 0 from (3.167), meaning that there
would be no outputs from Model 1, neither of which would be useful. If (3.165)
is taken alone, therefore, there are an infinity of solutions, but only one of these
solutions satisfies (3.166) and (3.167). As will be seen, (3.165) can be taken with
(3.166) to yield a solution for P (which will be called solution (a)). Alternatively,
(3.165) can be taken with (3.167) to yield, apparently, another solution for P (which
will be called solution (b)). The complete set of equations therefore appears to be
overdetermined but solutions (a) and (b) cannot conflict: otherwise, z D Px would
yield two different state vectors for the same plant state differential equation (3.159),
which cannot be true.
First (3.165) and (3.166) will be solved to yield an equation for P in terms of A,
B, F and G. The approach is to form a set of n2 linear simultaneous equations that
are linearly independent with respect to the elements of P and then solve them for P
algebraically to obtain a formula rather than a numerical solution. First, (3.166)
provides nr equations as it stands. A second set of nr equations is obtained by
postmultiplying both sides of (3.165) by B and substituting for PB on the RHS
using (3.166) to yield

PAB D FPB D FG: (3.168)

A third set of nr equations is then obtained by postmultiplying both sides of (3.165)

by AB, substituting for PA on the RHS using (3.165) and again substituting for PB
in the term so formed using (3.166) to yield

PA2 B D FPAB D F2 PB D F2 G: (3.169)

3.3 State Representation 213

A pattern may now be seen to develop in the sequence of equations (3.166),

(3.168) and (3.169). The submatrices B, AB and A2 B on the LHS are the first
three submatrices of the controllability matrix derived in Sect. 3.2.6, based on the
state representation with the state vector, x, which will be denoted by Mcx (A, B).
Similarly, the submatrices G, FG and F2 G on the RHS are the first three submatrices
of the controllability matrix based on the state representation with the state vector,
z, which will be denoted Mcz (F, G). Repetition of the process yielding (3.168)
and (3.169) produces the remaining submatrices of the controllability matrices.
Postmultiplying (3.165) by Ak1 B and then repeatedly substituting for PA in the
expressions generated on the RHS using (3.165) until A is eliminated and then
finally substituting for PB using (3.166) yield

PAk B D FPAk1 B D F2 PAk2 B D F3 PAk3 B D    D Fk PB D Fk G: (3.170)

Taking k from 0 to n  1 yields all the equations required, which may be written in
the following partitioned matrix form:

i.e.
nn nnr nnr
‚…„ƒ‚…„ƒ ‚…„ƒ
P Mcx .A; B/ D Mcz .F; G/ ; (3.171)

As the plant has to be controllable, the rank of the controllability matrix is at least
n and therefore Mcx is pseudo-invertible. As shown by the dimensions above the
matrices, for a multivariable plant, the component equations are overdetermined but
cannot produce conflicting solutions, as already stated. This is analogous to three
simultaneous equations in two unknowns whose graphs pass through the same point.
The nnr simultaneous equations, however, may be combined to form n2 equations
conveniently by postmultiplying both sides of (3.171) by MTcx to yield

nn nn
‚…„ƒ‚ …„ ƒ ‚ …„ ƒ
nn

P ŒMcx .A; B/ ŒMcx .A; B/ T D ŒMcz .F; G/ ŒMcx .A; B/ T : (3.172)

A theorem [3] states that if a matrix M of dimension n  N , where N > n, has

rank  n, then MMT is nonsingular. This allows the following formula for the
transformation matrix:
n o1
P D ŒMcz .F; G/ ŒMcx .A; B/ T ŒMcx .A; B/ ŒMcx .A; B/ T : (3.173)
214 3 Plant Model Manipulation and Analysis

A formula for the reverse transformation matrix immediately follows.

n o1
Q D P1 D ŒMcx .A; B/ ŒMcx .A; B/ T ŒMcz .F; G/ ŒMcx .A; B/ T :
(3.174)

There are, however, two more alternative equations, one for P and one for Q, using
the controllability matrices. To obtain these, let (3.171) be expressed instead in terms
of Q. Thus,
Mcx .A; B/ D QMcz .F; G/ : (3.175)

Then the solution is through postmultiplication by [Mcz (F, G)]T , yielding

ŒMcx .A; B/ ŒMcz .F; G/ T D Q ŒMcz .F; G/ ŒMcz .F; G/ T )

n o1
Q D ŒMcx .A; B/ ŒMcz .F; G/ T ŒMcz .F; G/ ŒMcz .F; G/ T : (3.176)

This leads directly to the alternative equation for P as follows:

n o1
P D Q1 D ŒMcz .F; G/ ŒMcz .F; G/ T ŒMcx .A; B/ ŒMcz .F; G/ T :
(3.177)

In some cases, an advantageous choice can be made that minimises the amount
of computation needed, depending upon the simplicity of the plant matrices in
particular state representations.
For an SISO plant, the controllability matrices are of dimension n  n, and
therefore the steps leading to (3.173), (3.174), (3.175), (3.176) and (3.177) are
unnecessary, a simpler formula being derived directly from (3.171) as

P D Mcz .F; g/ ŒMcx .A; b/ 1 : (3.178)

but this is the only option using the controllability matrices. The formula for the
corresponding reverse transformation matrix follows directly from (3.178) as

Q D P1 D Mcx .A; b/ ŒMcz .F; g/ 1 : (3.179)

Similar formulae to (3.173), (3.174), (3.175), (3.176), (3.177), (3.178) and

(3.179) may be derived in terms of the observability matrices by instead solving
(3.165) and (3.167) for P, which are repeated here with exchanged RHS and LHS
for convenience. Thus,

FP D PA (3.180)
3.3 State Representation 215

and

C D HP: (3.181)

Premultiplying (3.180) by HFk1 and then repeatedly substituting for FP in the

expressions generated on the RHS using (3.180) until F is eliminated and then
finally substituting for HP using (3.181) yield

HFk P D HFk1 PA D HFk2 PA2 D HFk3 PA3 D    D HPAk D CAk : (3.182)

Taking k from 0 to n  1 then yields n matrix equations in which the terms on the
RHS are the m  n submatrices of the observability matrix derived in Sect. 3.2.7.
Since this is formulated in the state representation using the state vector, x, it will be
denoted by Mox (C, A). Similarly, the terms postmultiplying H on the LHS are the
m  n submatrices of the observability matrix formulated in the state representation
using the state vector, z, which will be denoted by Moz (H, F). The set of n equations
may be expressed as a single equation with partitioning as follows:

(3.183)

This represents nm n linear simultaneous equations in the n2 elements of P, which

can be converted to n2 equations through premultiplication by MToz . Thus

nn nn
‚ …„ ƒ‚…„ƒ
nn
‚ …„ ƒ
ŒMoz .H; F/ ŒMoz .H; F/ P D ŒMoz .H; F/ T ŒMox .C; A/ :
T
(3.184)

A similar matrix theorem to that applied in (3.172) may be used here [3], assuming
that the plant is observable. This states that if a matrix, M, of dimension N  n,
where N > n, has rank  n, then MT M is nonsingular. This validates the following
formula for P derived from (3.184):
n o1
P D ŒMoz .H; F/ T ŒMoz .H; F/ ŒMoz .H; F/ T ŒMox .C; A/ : (3.185)

This directly yields a formula for the reverse transformation matrix as

n o1
Q D P1 D ŒMoz .H; F/ T ŒMox .C; A/ ŒMoz .H; F/ T ŒMoz .H; F/ :
(3.186)
216 3 Plant Model Manipulation and Analysis

Alternative formulas for P and Q are found by expressing (3.183) in terms of Q as

follows:

Moz .H; F/ D ŒMox .C; A/ Q: (3.187)

The formulae are then obtained through premultiplication by Mox (C, A), yielding

ŒMox .C; A/ T ŒMoz .H; F/ D ŒMox .C; A/ T ŒMox .C; A/ Q )

n o1
Q D ŒMox .C; A/ T ŒMox .C; A/ ŒMox .C; A/ T ŒMoz .H; F/ and (3.188)

n o1
P D Q1 D ŒMox .C; A/ T ŒMoz .H; F/ ŒMox .C; A/ T ŒMox .C; A/ :
(3.189)

For an SISO plant, the observability matrices are of dimension n  n, and therefore
a simpler formula follows directly from (3.183). Thus,

1

P D Moz hT ; F Mox cT ; A ; (3.190)

which is the only option in terms of the observability matrices, together with

1

Q D P1 D Mox cT ; A Moz hT ; F : (3.191)

Although analytical formulas for P and Q have been derived, their application
algebraically would be onerous in most cases. It is therefore recommended that
the formulae are programmed in computer software for calculation of P and/or Q
numerically, given numerical values of the plant parameters.
When the first of equations (3.180) is rearranged as

F D PAP1 ; (3.192)

it is referred to as a similarity transformation. This is a term of linear algebra

meaning that since the eigenvalues of the transformed matrix, F, are the same as
those of A, then these matrices are defined as being similar. Since A and F are the
system matrices of two state-space models of the same plant, their transfer function
matrices must be the same. Thus, from (3.81),

C adj ŒsIn  A B H adj ŒsIn  F G

Gu .s/ D D ; (3.193)
jsIn  Aj jsIn  Fj

The roots of jsIn  Aj D 0 and of jsIn  Fj D 0 are the plant poles, and therefore,
the eigenvalues of F are the same as those of A. Alternatively, using (3.192),
3.3 State Representation 217

ˇ ˇ ˇ ˇ ˇ ˇ
jIn  Fj D jPj jIn  Fj ˇP1 ˇ D ˇP ŒIn  F P1 ˇ D ˇPIn P1  PFP1 ˇ
D jIn  Aj :

3.3.4 Modal Forms for Multivariable LTI Plants:

Transformations
3.3.4.1 Introduction

In the previous section, the forward and reverse transformation matrices between
two given LTI state-space models of the same plant with different state repre-
sentations were determined. In contrast, the purpose of this section is to find a
transformation matrix, P, that converts a given LTI state-space model

xP D Ax C Bu (3.194)

y D Cx; (3.195)

with an arbitrary state representation using the transformation equation

z D Px (3.196)

and the reverse transformation equation

x D Qz; (3.197)

to and from another state-space model

zP D Fz C Gu (3.198)

y D Hz; (3.199)

in which (3.198) comprises a number of subsystems whose state variables are not
affected by those of the other subsystems, where x 2 <n , z 2 <n , u 2 <r and
y 2 <m . The dynamic character of each of these subsystems is captured by their
responses to arbitrary initial states, referred to as modes. These have already been
introduced for SISO plants in Sect. 3.3.2 but the extension to multivariable plants
necessitates the matrix–vector approach. All the theory developed, however, applies
to SISO plants by setting r D m D 1.
The main uses of the modal form are (a) assessing the effectiveness of a controller
in keeping individual modes under control by simulation and (b) assessing the
degree of excitation of modes that the controller is not designed to keep under
control, by simulation. It can also be used for model-based control system design
where the objective is to control specific modes.
218 3 Plant Model Manipulation and Analysis

3.3.4.2 Eigenvalues and Eigenvectors

Determination of the transformation matrix, P, of the previous section requires the

theory of eigenvalues and eigenvectors of the plant matrix, A. The starting point is
the definition of an eigenvector, v 2 <n . This obeys the equation

Av D v; (3.200)

where  is a scalar.
Definition 3.2 An eigenvector of a square matrix, A 2 <nn , is any non-zero vector,
v D Œv1 v2 : : : vn T , whose direction in the n-dimensional Euclidean space with
coordinates, vi , i D 1; 2; : : : ; n, is unaltered when premultiplied by A.
Equation (3.200) may be written as

ŒIn  A v D 0: (3.201)

This represents a homogeneous set of n linear simultaneous equations in vi , i D

1; 2; : : : ; n, that has a nontrivial solution, i.e., v ¤ 0, only if

jIn  Aj D 0; (3.202)

where

jIn  Aj D n C an1 n1 C    C a1  C a0 D .  1 / .  2 / : : : .  n /
(3.203)

is the characteristic polynomial of A and the roots, i , i D 1; 2; : : : ; n, of

(3.202) are the eigenvalues of A. In general, substituting the different eigenvalues
into (3.201) yields different solutions. Hence, for each eigenvalue, there is an
associated eigenvector. Once the eigenvalues have been determined, the complete
set of equations to be solved for the eigenvectors is

Œi In  A vi D 0; i D 1; 2; : : : ; n: (3.204)

It is important to note that since each of these is a homogeneous set of equations,

there are an infinite number of solutions, vi , for each i. By inspection of (3.204), if
vi D wi is a solution, then so is ri wi , where ri is an arbitrary scaling constant. The
infinite set of solutions, ri wi , for each i , with ri 2 .1; 1/, may be written as
2 3 2 3
v1i w1i
6 v2i 7 6 w2i 7
6 7 6 7
6 : 7 D ri 6 : 7 ; i D 1; 2; : : : ; n: (3.205)
4 :: 5 4 :: 5
vni wni
3.3 State Representation 219

It is clear from (3.205) that the direction of each vector is the same for all ri ,
as required. The vector wi , which is any valid eigenvector, is referred to as a
basis vector from which all the other possible eigenvectors, vi , can be generated.
®
The MATLAB ‘eigs’ routine accepts a matrix input numerically and returns
eigenvalues and eigenvectors normalised to have unity magnitude by choosing

1 1
ri D D q ; i D 1; 2; : : : ; n: (3.206)
kwi k w21i C w22i C    C w2ni

Various algorithms could be used to calculate the basis vectors. To give some
insight, a possible algorithm will be described here. Let (3.204) be written with wi
instead of vi as

Mi wi D 0: (3.207)

A linear constraint equation,

mTi wi D c; (3.208)

can be formed and solved with (3.207) to produce a particular solution that can be
used as the basis vector, where mi 2 <n is a column vector and c is a constant
scalar. Then (3.207) and (3.208) can be written together as

(3.209)

where the dimensions are indicated above the matrices for clarification. Since
this must be an overdetermined set of simultaneous equations with nonconflicting
solutions, the same technique can be employed as used in Sect. 3.3.3. Thus

(3.210)

Finally

vi D wi = kwi k ; i D 1; 2; : : : ; n: (3.211)
220 3 Plant Model Manipulation and Analysis

The following sections present three different classes of subsystem revealed by a

similarity transformation in which the plant matrix eigenvalues and eigenvectors are
used to form the transformation matrix. The unforced responses of these subsystems
to arbitrary initial states define three corresponding classes of mode.

3.3.4.3 Model with Distinct Real Eigenvalues

In this case, there are n eigenvectors of A that are linearly independent. Let the
columns of the reverse transformation matrix, Q, of (3.197) be formed using these
eigenvectors as follows:

(3.212)

Substituting x D Qz in (3.194) yields

QPz D AQz C Bu: (3.213)

Here,

(3.214)

In view of (3.200),

Avi D i vi ; i D 1; 2; : : : ; n: (3.215)

and therefore (3.214) may be written as

(3.216)

Then (3.213) may be written as

QPz D Qƒz C Bu: (3.217)

Premultiplying (3.217) by P D Q1 yields

zP D ƒz C PBu: (3.218)

From (3.195) and (3.197), the corresponding measurement equation is

y D CQz: (3.219)
3.3 State Representation 221

Since the plant matrix, ƒ, is diagonal, the transformed plant model consists of n
first-order subsystems whose state variables, zi , i D 1; 2; : : : ; n, do not influence
one another. It is important to recall, however, that the scaling of each eigenvector
forming the columns of Q can be arbitrary. There are therefore an infinite number of
state representations that could result from the transformation, but all of them share
the property of their state variables not influencing one another due to the common
diagonal plant matrix, ƒ. These state representations, therefore, can only differ from
one another in the trivial manner of having different scalings of their state variables.
To show this, let the eigenvectors forming the columns of Q be scaled by arbitrary
constant factors, ri , i D 1; 2; : : : ; n, to form a new transformation matrix, Qs , and
let the resulting state vector be zs . Then,

(3.220)

Hence x D Qs zs D QRzs : (3.221)

Since x D Qz, it follows from (3.221) that z D Rzs ) zs D R1 z. Since R is

diagonal, then so is R1 . It follows that the components of zs are just differently
scaled components of z, i.e. zsi D zi =ri , i D 1; 2; : : : ; n.
The dynamic character of the plant is contained in the modes. In order that this
may be viewed free of influence by the input, u(t), the state differential equation
with zero input but non-zero initial state may be considered. The output, y(t), in
general has output components that are linear weighted sums of the modes through
(3.219). To examine the character of the individual modes, therefore, the general
solution to the unforced state differential equation,

zP D ƒz; (3.222)

with z.0/ ¤ 0 is determined. This comprises the n separate responses as follows:

z.t/ D e ƒt z.0/ ) zi .t/ D e i t zi .0/ D e .t =Ti / sgn.i / zi .0/; i D 1; 2; : : : ; n:

(3.223)

These are exponential modes already introduced in Chap. 2 for closed-loop systems.
They have time constants, Ti D 1= ji j.

3.3.4.4 Model Including Complex Conjugate Eigenvalues

As a first step, the transformation can be carried out as in Sect. 3.3.4.3 to yield a
diagonalised plant matrix, ƒ, but the state variables associated with the complex
222 3 Plant Model Manipulation and Analysis

conjugate eigenvalues will be complex and so will be the associated eigenvectors

and elements of ƒ. Such a plant model would be mathematically correct but
not practicable for direct implementation in a simulation, or for derivation of
a model-based controller. A practicable version of this model may be formed,
however, by taking each pair of state differential equations associated with the
complex conjugate eigenvalues and converting them to an equivalent pair of state
differential equations with real state variables and coefficients. For this purpose,
the complex conjugate eigenvalues will be placed consecutively so that the state
differential equations to be converted are together. The real state variables of the
converted equations, however, will depend upon one another, resulting in off-
diagonal elements in the plant matrix, which is therefore in the block diagonal form
rather than the simple diagonal form of Sect. 3.3.4.3.
Once the state-space model has been transformed to the form of (3.218) and
(3.219), then it will be helpful to take Laplace transforms with zero initial conditions
as in Sect. 3.2.9, giving

Y.s/ D HZ.s/ (3.224)

and

Z.s/ D ŒsIn  ƒ 1 GU.s/ (3.225)

where H D CQ and G D PB. Let H be partitioned into column vectors and G be

partitioned into row vectors so that (3.224) and (3.225) are written as

(3.226)

and

(3.227)

Since the matrix, sIn  ƒ, is diagonal, then (3.227) may be written as follows:

(3.228)

Eliminating Z(s) between (3.226) and (3.228) then yields

3.3 State Representation 223

(3.229)

The expression premultiplying U(s) is a partial fraction expansion of the plant

transfer function matrix, of dimension, m  r.
Let i and i C1 D i be a complex conjugate pair of eigenvalues. Then, the
transfer function relationship of the corresponding subsystem of (3.229) is
 
Mi Mi C1
Yi .s/ D C U.s/; (3.230)
s  i s  i

where yi (s) is the contribution to y(s). This may be written as

 
Mi Mi C1
Yi .s/ D C U.s/
s C i C j! s C i  j!
(3.231)
Mi .s C i  j!/ C Mi C1 .s C i C j!/
D U.s/:
.s C i /2 C !i2

Since u(s) and yi (s) are real then so must be all the numerator coefficient matrices.
This would be satisfied by Mi C1 D Mi 2 <mr but this would yield

2Mi .s C i /
Yi .s/ D U.s/ (3.232)
.s C i /2 C !i2

and therefore impose the constraint that the transfer function zero is fixed at  i ,
which is also the real part of the complex conjugate poles. To remove this constraint,
Mi and Mi C1 are allowed to be complex but they are conjugates. Thus,

Mi D MRi C j MIi (3.233)

and

Mi C1 D MRi  j MIi : (3.234)

Then, (3.231) becomes

MRi .s C i / C MIi !i
Yi .s/ D 2 U.s/: (3.235)
.s C i /2 C !i2

A constraint on MRi and MIi is needed to ensure that subsystem (3.235) can be
represented by a state-space model with only two state variables. In order to find
224 3 Plant Model Manipulation and Analysis

this, first MRi and MIi will be expressed in terms of the real and imaginary parts of
the column vectors hi and hi C1 D hi and the row vectors gTi and gTi D gT
i . Thus,

hi D hRi  j hIi ; hi C1 D hRi C j hIi (3.236)

and

gTi D gTRi  j gTIi ; gTi C1 D gTRi  j gTIi : (3.237)

Then
  
Mi D hi gTi D ŒhRi  j hIi gTRi  j gTIi D hRi gTRi  hIi gTIi  j hRi gTIi C hIi gTRi :
(3.238)

Hence

MRi D hRi gTRi  hIi gTIi (3.239)

and

MIi D hRi gTIi C hIi gTRi (3.240)

In view of (3.235), consider an associated subsystem with state variables x and y

and a scalar input u, satisfying the following transfer function relationship.
   
X.s/ 1 s C i
D U.s/: (3.241)
Y .s/ .s C i /2 C !i2 !i

A state-variable block diagram in the Laplace domain realising this is shown in

Fig. 3.15. This may be verified easily by block diagram reduction.
This may be recognised as the second-order SISO subsystem arising in
Sect. 3.3.2.5. Substituting for MRi and MIi in (3.235) using (3.239) and (3.240)
yields
 
hRi gTRi  hIi gTIi .s C i / C hRi gTIi C hIi gTRi !i
yi .s/ D 2 u.s/ (3.242)
.s C i /2 C !i2

Fig. 3.15 State variable

block diagram of a σi σi X (s)
second-order linear element U (s) − 1 − 1
ωi
+ − +
s s Y (s)
ωi
3.3 State Representation 225

In view of (3.241), this can be realised with the second-order element of Fig. 3.15 if

gTIi D gTRi ; (3.243)

u.s/ D gTRi u.s/; (3.244)

and

yi .s/ D 2 ŒhRi  hIi x.s/ C 2 ŒhRi C hIi y.s/: (3.245)

To comply with the notation of (3.226) and (3.227), Fig. 3.16 shows the time domain
state-variable block diagram in which the state variables are redesignated as x D zi
and y D zi C1 .
It should be noted that zi and zi C1 were originally complex and are now the state
variables of the second-order subsystem. Similarly, the column vectors of (3.245)
have been redesignated as

hRi  hIi D hi (3.246)

and

hRi C hIi D hi C1 ; (3.247)

and the row vector of (3.244) has been redesignated as

gTRi D gTi : (3.248)

After the formation of the second subsystem,

gTi C1 D 0; (3.249)

since there is no direct algebraic dependence of zPi C1 on u, which is evident in

Fig. 3.16 through there being no direct input of u to the input of the second
integrator.

hi
σi σi
u u − zi zi − zi +1 zi +1 + yi
g iT
+ − ∫ dt ωi
+ ∫ dt hi+1
+
ωi

Fig. 3.16 State variable block diagram of a second-order subsystem of modal model
226 3 Plant Model Manipulation and Analysis

The state-space equations of the second-order subsystem may be written down

by inspection of Fig. 3.16. Thus

(3.250)

In the complete state-space model,

zP D ƒb z C Gu
(3.251)
y D Hz

every second-order subsystem such as (3.250) contributes a 2  2 submatrix of the

block diagonal plant matrix, ƒb , with common diagonal elements as follows:
2 3
1 0 0     0
6 : :: :: :: 7
6 0 :: : : :7
6 7
6 : :: 7
6 0 :: :
i 1 0 : : :7
6 7
6 : : :: 7
6 : :: :: 7
6 : 0  i !i : :7
ƒb D 6 : :7 (3.252)
6 : :: : 7
6 : : !i  i 0 : : :: 7
6 : 7
6 : :: : 7
6 : : 0 i C2 : : 0 7
6 7
6 :: :: :: :: 7
4 : : : : 05
0     0 0 n

According to the unforced solution (3.223), the two contributions due to the
complex conjugate eigenvalues are

zi .t/ D e . i j!i /t zi .0/ D e  i t Œcos .!i t/  j sin .!i t/ zi .0/ (3.253)

and

zi C1 .t/ D e . i Cj!i /t zi C1 .0/ D e  i t Œcos .!i t/ C j sin .!i t/ zi C1 .0/: (3.254)

These give an indication of the dynamic character of the second-order subsystem,

i.e. sinusoidal oscillations with exponentially varying amplitude, but the variables
are complex, which was the reason for converting this subsystem to (3.250). The
corresponding solution to the state differential equation of (3.250) with u D 0 is
      
zPi .t/  i !i zi .0/
D exp t : (3.255)
zPi C1 .t/ !i  i zi C1 .0/
3.3 State Representation 227

This is an example of finding the solution of the general unforced linear system,

xP D Ax; (3.256)

and is given by (3.24) with u ./ D 0. Taking t0 D 0 yields

x.t/ D e At x.0/: (3.257)

The component equations are needed, however, to investigate the dynamic

behaviour. These can be obtained using the transformation matrix,
, of Sect. 3.3.4.3, where vi , i D 1; 2; : : : ; n, are eigenvectors
of A.
The solution of the state differential equation,

zP D ƒz; (3.258)

of the plant transformed by

x D Qz (3.259)

is
82 3 9 2 1 t 3
ˆ
ˆ 1 0  0 >
> e 0  0
ˆ
ˆ6 :: 7 >> 6 :: 7
< 6 0 : = 2 t : : :
2 : : :7 6
7 t z.0/ D 6 0 e : 7
z.t/ D e ƒt z.0/ D exp 6 6 : 7 > 6 : : :
7 z.0/:
7
ˆ
ˆ :: ::
ˆ4 :: : : 05 > >
>
4 :: : : : : 0 5
:̂ ;
0    0 n 0    0 e n t
(3.260)

where i , i D 1; 2; : : : ; n, are the plant eigenvalues. From (3.256), (3.258) and

(3.259),

ƒ D Q1 AQ: (3.261)

Hence,

ƒn D Q1 AQQ1 AQ : : : Q1 AQ D Q1 An Q: (3.262)

„ ƒ‚ …„ ƒ‚ … „ ƒ‚ …
1 2 n

Since eƒt and eAt can, respectively, be expanded as infinite power series in ƒ and
A, it follows from (3.262) that

e ƒt D Q1 e At Q: (3.263)

From (3.263) and (3.259), which is valid for x(0) and z(0),
228 3 Plant Model Manipulation and Analysis

So the solution is

(3.264)

Returning to (3.250), the solution to the unforced state differential equation,

    
xP 1  i !i x1
D ; (3.265)
xP 2 !i  i x2

is required, where x1 D zi and x2 D zi C1 . The eigenvalues of the system matrix

are known as i D  i  j!i and i C1 D  i C j!i . The eigenvector equation is
therefore

(3.266)

The equation for v1 is then

    
 i !i v11 v
D . i  j!i / 11 )
!i  i v21 v21 (3.267)
 i v11  !i v21 D . i  j!i / v11 ) !i v21 D j!i v11

and

!i v11  i v21 D . i  j!i / v21 ) !i v11 D j!i v21 ) j!i v11 D !i v21 :
(3.268)

As would be expected, (3.267) and (3.268) are linearly dependent, allowing an

infinite number of solutions, since an eigenvector can have any scaling factor, only
its direction being preserved. By inspection, a suitable eigenvector is
   
v11 1
D ci : (3.269)
v21 j

where ci is an arbitrary scaling factor. Similarly, the equation for v2 is

    
 i !i v12 v
D . i C j!i / 12 ); (3.270)
!i  i v22 v22
3.3 State Representation 229

 i v12  !i v22 D . i C j!i / v12 ) !i v22 D j!i v12 (3.271)

and

!i v12  i v22 D . i C j!i / v22 ) !i v12 D j!i v22 ) j!i v12 D !i v22 :
(3.272)

Again by inspection, a suitable eigenvector is

   
v12 1
D ci : (3.273)
v22 j

where ci is the same arbitrary scaling factor as in (3.269) to ensure that v1 and
v2 are complex conjugate eigenvectors corresponding to the complex conjugate
eigenvalues, as needed to arrive at the required real coefficients in the solution.
The solution of (3.265) will now be obtained from (3.264). First

(3.274)

Then,

Setting t D 0 reveals that the correct eigenvector scaling factor is ci D 1. Then

x1 .t/ D e  i t Œx1 .0/ cos .!i t/  x2 .0/ sin .!i t/

: (3.275)
x2 .t/ D e  i t Œx1 .0/ sin .!i t/ C x2 .0/ cos .!i t/

Since it has been necessary to combine two first-order subsystems with complex
conjugate eigenvalues and eigenvectors to form a second-order subsystem with real
coefficients and variables, the unforced state response given by (3.275) is considered
to characterise a single mode. Since the state variables oscillate it is referred to as
an oscillatory mode. It is the oscillatory mode introduced in Chap. 1 for closed-
loop systems, but is viewed in the state space. A vibrating member of a mechanical
structure or a resonant circuit containing inductance and capacitance would be
examples of physical systems containing such modes.
230 3 Plant Model Manipulation and Analysis

3.3.4.5 Model Including Repeated Eigenvalues

Kinematic integrators in motion control applications yield double eigenvalues of

zero value, equivalent to double poles at the origin of the s-plane. An example
is spacecraft attitude control in which three rotational degrees of freedom require
control. Other numbers and values of repeated eigenvalues are only infrequently
found in uncontrolled plants but this section is sufficiently general to enable any
plant model with repeated eigenvalues to be dealt with. Also, the material should
be useful preparation for the chapters on model-based control that contain many
examples in which the closed-loop system is designed to have repeated eigenvalues.
As has been seen, if the eigenvalues of A are distinct, then the transformation

F D Q1 AQ (3.276)

with

(3.277)

where vi , i D 1; 2; : : : ; n, are linearly independent eigenvectors of A, diagonalises

A in the sense that F is a diagonal matrix with the eigenvalues of A as elements. If
any of the eigenvalues are repeated, then such diagonalisation may or may not be
possible. In every case, however, transformation to a form close to the diagonal form
is always possible with a transformation matrix whose columns are eigenvectors as
in (3.277). This is the Jordan canonical form

(3.278)

which is in the block diagonal form with submatrices, Ji , i D 1; 2; : : : ; nJ , each

of these being referred to as a Jordan block. Each Jordan block has repeated
eigenvalues on the leading diagonal but unity elements on the superdiagonal as
follows.
2 3
i 1 0    0
6 :: 7
6 0 i 1 : : : :7
6 7
6 7
Ji D 6 ::: : : : i : : : 07 : (3.279)
6 7
6 : :: :: 7
4 :: : : 15
0   0 i

More than one Jordan block may share a single eigenvalue. For example, consider
an eigenvalue, q , with algebraic multiplicity, 4, meaning that it contributes a factor,
3.3 State Representation 231

4
  q , to the characteristic polynomial of A. The Jordan block combinations
given by (3.280) below are then possible. Each Jordan block is boxed in this
illustration. Thus, in case 1 the eigenvalue, q , is associated with only one Jordan
block of dimension, 4  4: in case 2 it is associated with two Jordan blocks, one of
dimension, 3  3 and the other of dimension, 1  1: in case 3 it is associated again
with two Jordan blocks but this time both are of dimension, 2  2: in case 4 it is
associated with three Jordan blocks, one of dimension 22 and the other two both of
dimension, 1  1: and finally, in case 5 it is associated with four Jordan blocks, each
of dimension 1  1. Some other cases have been omitted that are trivial variations on
the cases illustrated, entailing only exchanging the subscripts of the associated state
variables. It is now evident that there can be very many different Jordan canonical
forms for a given set of eigenvalues of A, each instance of a repeated eigenvalue
‘splitting’ into one of several Jordan blocks as illustrated in (3.280). An important
observation is that some Jordan blocks are only of dimension 11 and have no unity
elements above on the superdiagonal of J. The number of Jordan blocks associated
with a given repeated eigenvalue is defined as the geometric multiplicity of the
eigenvalue. It is evident from the above example that if the geometric multiplicity
is equal to the algebraic multiplicity for every repeated eigenvalue, then no unity
elements appear on the superdiagonal of J and therefore A can be diagonalised, J
being equivalent to ƒ in Sect. 3.3.4.3. This also means that each eigenvalue, i , of
algebraic multiplicity, ni , associated with ni Jordan blocks of dimension 1  1 is also
associated with ni linearly independent eigenvectors.

(3.280)
232 3 Plant Model Manipulation and Analysis

If the geometric multiplicity, mi , is less than the algebraic multiplicity, ni ,

of an eigenvalue, i , then mi linearly independent eigenvectors can be found to
build up the columns of the transformation matrix, Q, but ni  mi additional
linearly independent vectors are needed to complete this process, for every repeated
eigenvalue. Fortunately, this is possible, and, using the standard terminology of
linear algebra, these additional vectors are called generalised eigenvectors. The
means of determining these will be presented shortly.
The mathematical procedure for finding the way each repeated eigenvalue of a
given matrix, A, splits into Jordan blocks, as illustrated by the cases of (3.280), is
not straightforward but fortunately the plants usually met in real control engineering
have only a few multiple eigenvalues and, most importantly, the split of the
eigenvalues should be self-evident by examining the physical structure of the plant.
Here, it is important to realise that the unity elements of the superdiagonal of J
indicate sets of state variables that cannot be separated in the sense of Sect. 3.3.4.3,
each Jordan block being the plant submatrix of a subsystem that cannot be further
divided. Consider, for example, a double integrator plant model with the state
differential equation
      
xP 1 0 1 x1 0
D C u; (3.281)
xP 2 0 0 x2 b
„ƒ‚… „ƒ‚…„ƒ‚… „ƒ‚…
xP A x b

which could, for example, represent one degree of freedom of an air-bearing

positioner with negligible friction. It is well known that this is not separable into
two first-order subsystems by transforming to a state space model of the form,
      
zP1 1 0 z1 g1
D C u: (3.282)
zP2 0 2 z2 g2
„ƒ‚… „ ƒ‚ …„ƒ‚… „ƒ‚…
zP ƒ z g

This can be shown by inserting the plant eigenvalues in (3.282), which from (3.281)
are the roots of the characteristic equation
ˇ ˇ
ˇ  1 ˇ
ˇ
jI2  Aj D 0 ) ˇ ˇ D 0 ) 2 D 0 ) 1; 2 D 0: (3.283)
0 ˇ

Then, applying the transformation equation, x D Qz, would yield AQ D Qƒ D

0)
    
01 q11 q12 00
D ) q21 D q22 D 0 ) x2 D q21 z1 C q22 z2 D 0;
00 q21 q22 00
(3.284)
3.3 State Representation 233

which is false, indicating diagonalisation is not feasible. In fact, A is already in the

Jordan canonical form, which is the closest achievable approach to diagonalisation.
An example of a state-space plant model that is not already in the Jordan
canonical form is the model of a three-axis stabilised rigid-body spacecraft with roll,
pitch and yaw attitude angles, x1 , x2 and x3 , and the corresponding body rates, x4 ,
x5 and x6 , sufficiently small for the kinematic equations and the dynamic equations
to be approximately linear (Chap. 2). The linear state-space model that follows does
allow inter-axis coupling due to the mutually orthogonal principal axes of inertia
being misaligned with respect to the mutually orthogonal control axes.
2 3 2 32 3 2 3
xP 1 0 00 100 x1 0 0 0
6 xP 7 6 0 0 1 07 6x 7 6 0 72 3
6 27 6 00 76 27 6 0 0 7 u
6 7 6 76 7 6 7 1
6 xP 3 7 6 0 00 0 0 1 7 6 x3 7 6 0 0 0 74 5
6 7D6 76 7C6 7 u2 (3.285)
6 xP 4 7 6 0 00 0 0 0 7 6 x4 7 6 b41 b42 b43 7
6 7 6 76 7 6 7 u3
4 xP 5 5 4 0 00 0 0 0 5 4 x5 5 4 b51 b52 b53 5
xP 6 0 00 000 x6 b61 b62 b63

In this example, it is known that the model must embody three separated double
integrators, none of which can be separated into first-order subsystems. The
eigenvalues are therefore all zero and the Jordan canonical form of the plant matrix
contains three identical Jordan blocks, one for each double integrator. Thus
2 3 2 3
1 1 0 0 0 0 01 00 00
6 7 6 7
6 0 1 0 0 0 0 7 6 00 00 00 7
6 7 6 7
6 7 6 7
6 0 0 2 1 0 0 7 6 00 01 00 7
JD6
6 0 0
7D6 7: (3.286)
6 0 2 0 0 7 6
7 6 00 00 00 7
7
6 7 6 7
6 7 6 7
4 0 0 0 0 3 1 5 4 00 00 01 5
0 0 0 0 0 3 00 00 00

The three double eigenvalues, 1 , 2 and 3 , one for each Jordan block, are shown
to display the structure of J, but are all zero in this example. It remains to find the
transformation matrix that enables the complete state-space model to be formed in
the Jordan canonical form. This will now be examined for a general Jordon block of
dimension ni  ni . The starting point is the given plant model in an arbitrary state
representation

xP D Ax C Bu (3.287)

y D Cx (3.288)

the desired state differential equation in the Jordan canonical form

zP D Jz C Gu (3.289)
234 3 Plant Model Manipulation and Analysis

y D Hz (3.290)

and the transformation equation

x D Qz: (3.291)

The plant matrix, J, is already known together with A, B and C. The task is to find
Q to enable the transformed input and output matrices to be calculated as

G D Q1 B and H D CQ: (3.292)

Substituting for x in (3.287) using (3.291), premultiplying (3.289) by Q and

comparing the resulting equations yield

AQ D QJ: (3.293)

Next, (3.293) is expressed in a partitioned form that enables the columns of Q

corresponding to the Jordon block, Ji , to be determined.
2 3
i 1 0 0     0
 6 : ::7
A    vkC1 vkC2 : : : vkCni 1    6 0 i 1 : : :7
6 7
6 : : : :: 7
::
 6 :: : : i : : : 7
:
D    vkC1 vkC2 : : : vkCni    66 :
7;
7 (3.294)
6 :: :: ::
6 : : 1 0 7
7
6 : :: 7
4 :: : i 0 5
0    0 i C1
Xi 1
where k D nj . The component equations of (3.294) involving Ji are then
j D1

AvkC1 D i vkC1 (3.295)

AvkC2 D vkC1 C i vkC2 ; AvkC3 D vkC2 C i vkC3 ; : : : ; AvkCni

(3.296)
D vkCni 1 C i vkCni :

According to (3.295), vkC1 is an eigenvector of A corresponding to the eigen-

value, i . Once this has been determined, then the remaining vectors, vkCl , l D
2; 3; : : : ; ni , can be determined from Eq. (3.296) in order. This is referred to as
a generalised eigenvector chain. Once this task is completed, normalisation can be
carried out as described at the end of Sect. 3.3.4.2.
Returning to the three-axis stabilised spacecraft example, the above method
could be applied to obtain the plant model in the Jordan canonical form, but it is
3.3 State Representation 235

possible to achieve this more quickly in this case by just reordering the individual
state differential equations of the given model (3.285) as follows.
2 3
2 3 01 00 00 2 3 2 3
xP 1 6 7 x 0 0 0
6
6 xP 7 6 0 0 00 0 0 76 17 6
6 47 6 7 6 x4 7 6 b41
76 7 6 b42 b43 7
72u 3
6 7 6 7
00 7
1
6 xP 2 7 6 0 0 01 76 x2 7 6 0 0 0 74 5
6 7D6 6 7C6 7 u2 (3.297)
6 xP 5 7 6 0 0 00 00 77 6 x5 7
6 6 b51 b52 b53 7
6 7 6 74x 7 6 7 u3
4 xP 3 5 6 7 3 5 4 0 0 05
4 00 00 01 5
xP 6 x6 b61 b62 b63
00 00 00

The state vector of the transformed plant model is therefore

T T
z1 z2 z3 z4 z5 z6 D x1 x4 x2 x5 x3 x6 : (3.298)

The corresponding transformation equations, z D Px and x D Qz, are

2 3 2 32 3 2 3 2 32 3
z1 1 000 00 x1 x1 1 00000 z1
6z 7 60 0 07 6x 7 6x 7 60 0 1 0 0 07 6z 7
6 7 6
2 001 76 7 2 6 7 6
2 76 27
6 7 6 76 7 6 7 6 76 7
6 z3 7 6 0 100 0 0 7 6 x3 7 6 x3 7 6 0 0 0 0 1 0 7 6 z3 7
6 7D6 7 6 7 and 6 7 D 6 7 6 7 (3.299)
6 z4 7 6 0 000 1 0 7 6 x4 7 6 x4 7 6 0 1 0 0 0 0 7 6 z4 7
6 7 6 76 7 6 7 6 76 7
4 z5 5 4 0 010 0 0 5 4 x5 5 4 x5 5 4 0 0 0 1 0 0 5 4 z5 5
z6 0 000 01 x6 x6 0 00001 z6
„ ƒ‚ … „ ƒ‚ …
P Q

The odd columns of Q in (3.299) are the eigenvectors of A corresponding to

the double eigenvalues of the three Jordan blocks, and the even columns are the
generalised eigenvectors. Similarly, the columns of P are the eigenvectors and
generalised eigenvectors of J. An observation is that P D QT and since P D Q1 ,
then P and Q are orthogonal matrices.
It will be recalled that in Sect. 3.3.4.4, every oscillatory mode is represented by
the unforced response of a second-order subsystem of the plant model to arbitrary
initial state variables, since the two associated state variables are inseparable.
Similarly, for a plant with repeated eigenvalues, the state variables associated with
every Jordan block in J are inseparable and therefore, this is the system matrix of a
subsystem whose unforced response to an arbitrary initial state represents a mode.
The state differential equation for the ith subsystem of the plant model is

zP i D Ji zi C Hi u; (3.300)

T Xi 1
where zi D zkC1 zkC2    zkCni , and k D nj .
j D1
236 3 Plant Model Manipulation and Analysis

For the unforced case, the solution to zP i D Ji zi is

zi .t/ D e Ji t zi .0/ (3.301)

To find the component equations of this solution, the Taylor series shows that
2 3 2 3
i 1 0    0 1 1 0 1 00 1 .n/
f .i / f .i / f .i /  f .i /
6 :: 7 6 0Š 1Š 2Š nŠ
6 0 i 1 7
:7 6 0 1
0Š f .i /
1 0
1Š f .i /
1
n1Š f
.n1/
.i / 7
7
6 6 7
6 :: 7 :: : ::
f 6 : 0 i : : 0 7 D 6
: : 0 1
f .i / : : : 7:
6 7 6
6
0Š 7
7
6 : 7 : :: ::
: : 15 4 f .i / 5
4 :: :: :: :: : : 1 0
1Š
1
0       0 i 0   0 0Š f .i /
(3.302)

Applying this to (3.302) then yields

2 n1
3
t t n i t
e i t te i t       n1Š e i t e
6 nŠ
t n1 i t 7
6 0 e i t te i t
n1Š e 7
6 7
6 : :: 7
60 0 e i t : : : 7
zi .t/ D 6
6 :: :: :: :: ::
7 zi .0/:
7 (3.303)
6: : : : : 7
6 7
6 :: : : i t 7
4: :e te i t 5
0    0 e i t

The component equations are therefore as follows:

zkC1 .t/ D e i t zkC1 .0/ C te i t zkC2 .0/ C 2Š1 t 2 e i t zkC3 .0/ C    C nŠ1 t n e i t zkCni .0/
zkC2 .t/De i t zkC2 .0/Cte i t zkC3 .0/C 2Š1 t 2 e i t zkC4 .0/C    C n1Š1
t n1 e i t zkCni .0/
::
:
zkCni 1 .t/ D e i t zkCni 1 .0/ C te i t zkCni .0/
zkCni .t/ D e i t zkCni .0/
(3.304)

which may be written as


1
zkC1 .t/ D e i t nŠ1 zkCni .0/t n C n1Š zkCni 1 .0/t n1 C    C zkC2 .0/t C zkC1 .0/ 
1 1
zkC2 .t/De i t n1Š zkCni .0/t n1 C n2Š zkCni 1 .0/t n2 C    C zkC3 .0/t C zkC2 .0/
::
:
zkCni 1 .t/ D e i t ŒzkCni .0/t C zkCni 1 .0/
zkCni .t/ D e i t zkCni .0/
(3.305)
3.3 State Representation 237

Each of these variables is the product of an exponential and a polynomial in t, and

they constitute the polynomial exponential mode introduced in Chap. 1 for closed-
loop systems, viewed in the state space.

3.3.5 SISO Controller and Observer Canonical Forms

3.3.5.1 Introduction

The controller canonical form of plant model simplifies the design of linear
state feedback controllers (Chap. 4) and the observer canonical form of plant
model simplifies the design of the observer, which is a form of state estimator
(Chap. 5). Further to their introduction for SISO LTI plants in Sects. 3.3.2.6
and 3.3.2.7 this section provides a generalisation to cater for SISO plants of any
order.
For SISO plant models, the approach taken is to start with the plant model
in the form of a rationalised transfer function, Y(s)/U(s). This enables the state-
variable block diagrams and the corresponding state-space models to be obtained in
a straightforward manner without the need for transformation matrices. These are
needed, however, to transform the state vector in a control system. For example, the
state estimate from an observer formulated with the observer canonical form would
have to be transformed for use in a linear state feedback control law formulated
for use with the controller canonical form. Hence all the possible transformation
matrices that might be needed are derived in this section in terms of the known plant
parameters, based on the method of Sect. 3.3.3.
Multivariable plant models of arbitrary order are developed by starting with the
plant model in the form of a transfer function matrix whose elements are rationalised
with common denominators in the columns for the controller canonical form and in
the rows for the observer canonical form. The state-space models follow readily
from this transfer function matrix. Then the transformations between the controller
and observer state representations and to and from any other state representation are
obtained using the method of Sect. 3.3.3.

3.3.5.2 Models

The state-space model with the controller canonical form is given by

xP c D Ac xc C bc u (3.306)

y D cTc xc (3.307)
238 3 Plant Model Manipulation and Analysis

where
2 3 2 3
0 1 0  0 0
6 :: :: 7 6 7
6 0 0 1 : : 7 607
6 7 
Ac D 6 :: :: :: 6
7 ; bc D 6 : 7
:
7 and cTc D c0 c1       cn1 :
6 : : : 0 77 :
6 7
6 405
4 0 0  0 1 5
 a0 a1 a2    an1 1
(3.308)

The state-space model with the observer canonical form is given by

xP o D Ao xo C bo u (3.309)

y D cTo xo (3.310)

where
2 3 2 3
0 0  0 a0 b0
6 :: 7 6 7
61 0 : a1 7 6 b1 7
6 7 6 7 
6 7 ::
:
Ao D 6 0 1 : : 0 a2 7 ; bo D 6
6 : 7 and cT D 0 0    0 1 : (3.311)
7
6 7 6 7
o
6: : : :: 7 4 :: 5
4 :: : : : : 0 : 5 :
0    0 1 an1 bn1

By analogy with the third-order plant of Sects. 3.3.2.6 and 3.3.2.7, the transfer
function of the general SISO plant represented by the above canonical models is

Y .s/ rn1 s n1 C    C r1 s C r0

D n ; (3.312)
U.s/ s C an1 s n1 C    C a1 s C a0

where bi D ci D ri , i D 1; 2; : : : ; n. Then comparison of (3.308) with (3.311)

reveals

Ao D ATc ; bo D cc and co D bc ; (3.313)

The collective term used to describe plant matrices in the form of Ac or A0

in which one row or column is composed of the coefficients of the characteristic
polynomial is the companion form.
3.3 State Representation 239

3.3.5.3 Transformations

The forward transformation matrices, Pc and Po , leading from the plant model,

xP D Ax C bu (3.314)

y D cT x; (3.315)

to the controller canonical model, (3.306) and (3.307), and the observer canonical
model, (3.309) and (3.310), are now determined in terms of the plant model
parameters, together with the reverse transformation matrices, Qc and Qo . The
forward transformation equations are

x c D Pc x (3.316)
and
x o D Po x (3.317)

while the reverse transformation equations are

x D Qc xc (3.318)

and

x D Qo xo : (3.319)

Once the transfer function (3.312) of the given plant model of (3.314) and (3.315)
is known, then the matrix sets, (3.308) and (3.311), of the controller and observer
canonical state-space models are immediately known. The method of Sect. 3.3.3 can
then be used to determine Pc , Po , Qc and Qo . Each of these can be determined using
the controllability matrices based on (3.178) and (3.179) or using the observability
matrices based on (3.190) and (3.191), as follows:

Pc D Mcxc .Ac ; bc / ŒMcx .A; b/ 1 (3.320)

or

1

Pc D Moxc cTc ; Ac Mox cT ; A ; (3.321)

Po D Mcxo .Ao ; bo / ŒMcx .A; b/ 1 (3.322)

or

1

Po D Moxo cTo ; Ao Mox cT ; A ; (3.323)

1
Qc D P1
c D Mcx .A; b/ ŒMcxc .Ac ; bc / (3.324)
240 3 Plant Model Manipulation and Analysis

or
T
1

Qc D P1
c D Mox c ; A Moxc cTc ; Ac ; (3.325)

1
Qo D P1
o D Mcx .A; b/ ŒMcxo .Ao ; bo / (3.326)

or
T
1

Qo D P1
o D Mox c ; A Moxo cTo ; Ao : (3.327)

Equations (3.320), (3.321), (3.322), (3.323), (3.324), (3.325), (3.326), and (3.327)
provide any transformation needed for an SISO plant model, but it is interesting to
note that two of the matrices on the RHS take on a simple form that avoids numerical
evaluation and therefore reduces the computation burden. Specifically,
2 3
a1 a2 a3    an1 1
6 a 07
6 2 a3 an1 1 7
6 7

1 6 . . .. 7
6 a . . 0 07
ŒMcxc .Ac ; bc / 1 D Moxo cTo ; Ao D 6 :3 :: 7 :
6 : . . 7
6 : an1 .. .. :7
6 7
4 an1 1 0 05
1 0 0  0 0
(3.328)

This matrix will be denoted by Mn .

The elements of Mcxc .Ac ; bc / and Moxo cTo ; Ao increase considerably in

unwieldiness with i C j , where i and j are, respectively, the row and column
number of an element but this problem can be circumvented by computing M1 n ,
which avoids setting up these controllability and observability matrices in the usual
partitioned form. This enables (3.320), (3.323), (3.324) and (3.327) to be selected
as preferable options, which may be written in terms of Mn as follows:

(3.329)

(3.330)

(3.331)
3.3 State Representation 241

and

(3.332)

The validity of Mn as given by (3.328) will now be demonstrated for n D 4.

2 3 2 3
0 1 0 0 0
6 0 0 1 0 7 607
Here, Ac D 64 0
7 and bc D 6 7. Then,
0 0 1 5 405
 a0 a1 a2 a3 1

(3.333)

Either postmultiplication or premultiplication of this symmetric matrix by M4

should yield I4 . Thus,
2 32 3 2 3
0 0 0 1 a1 a2 a3 1 1000
60 0 1 a 7 6 a2 a3 1 07 6 7
6 3 76 7 D 60 1 0 07: (3.334)
40 1 a3 a32  a2 5 4 a3 1 0 05 40 0 1 05
1 a3 a32  a2 a1 C 2a2 a3  a33 1 0 0 0 0001

which is correct. This also holds for Moxo cTo ; Ao .

Example 3.8 Different state representations for one control axis of a flexible
spacecraft
A space satellite consists of a rigid centre body to which flexible solar panels
are attached. For one control axis, the transfer function between the reaction wheel
drive input, U(s), and a measurement, Y(s), numerically equal to the attitude angle,
is

Y .s/ b s2 C  2
D 2 2 ; (3.335)
U.s/ s .s C ! 2 /

where ! is the free natural frequency of the single significant vibration mode and 
is the encastre natural frequency, i.e. the frequency at which the solar panels would
vibrate if the centre body were to be fixed with respect to inertial space. Also,
242 3 Plant Model Manipulation and Analysis

Kw ! 2
bD ; (3.336)
J 2
where J is the total spacecraft moment of inertia about the control axis and Kw is
the reaction wheel torque constant.
The validity of the transformations, (3.329) and (3.330), will be demonstrated by
applying them to the state vector of a model in the modal form and running a step
response simulation of this model together with models in the controller canonical
and observer canonical forms to check the outputs of the transformation matrices.
The rationalised transfer function for the controller and observer canonical
models follows directly from (3.335) and is

Y .s/ bs 2 C b 2
D 4 : (3.337)
U.s/ s C !2s2

For the modal state representation, the partial fraction expansion is

Y .s/ A B
D 2C 2 ; (3.338)
U.s/ s s C !2

where A D b 2 =! 2 and B D b  A.
The corresponding state-variable block diagrams are shown in Fig. 3.17.

a b
U (s) 1 X c4 ( s ) 1 X c3 ( s ) 1 X c2 ( s ) 1 X c1 ( s ) + Y (s)
+ bν 2 +
− s s s s
ω2
b b
U (s) 1 1 + + 1 1 Y (s)
bν 2
s X o1 ( s ) s X o2 ( s ) − s X o3 ( s ) s X o4 ( s )
ω2

1 X m2 ( s ) 1 X m1 ( s )
c
A
U (s) s s + Y (s)

+ 1 X m4 ( s ) 1 X m3 ( s ) +
B
+ s s
ω2

Fig. 3.17 State variable block diagram models of flexible spacecraft. (a) Controler canonical form.
(b) Observer canonical form. (c) Modal form
3.3 State Representation 243

The state-space models may then be formed by inspection. Thus

2 3 2 32 3 2 3 2 3
xP c1 01 0 0 xc1 0 xc1
6 xP c2 7 6 0 0 1 07 6 7 607 6 7
6 7 6 7 6 xc2 7 C 6 7 u; y D b 2 0 b 0 6 xc2 7 ;
4 xP c3 5 D 4 0 0 0 1 5 4 xc3 5 405 „ ƒ‚ … 4 xc3
5
xP c4 0 0 ! 2 0 xc4 1 c T
c xc4
„ ƒ‚ … „ƒ‚…
Ac bc
(3.339)
2 3 2 32 3 2 23 2 3
xP o1 000 0 xo1 b xo1
6 xP o2 7 6 1 0 0 0 7 6 xo2 7 6 0 7  6 xo2 7
6 7 6 76 7 6 7 yD 0001 6 7;
4 xP o3 5 D 4 0 1 0 ! 2 5 4 xo3 5 C 4 b 5u; „ ƒ‚ … 4 xo3 5
xP o4 001 0 xo4 0 cTo xo4
„ ƒ‚ … „ ƒ‚ …
Ao bo
(3.340)

and

(3.341)

This is an example in which the blocks centred on the diagonal of the plant matrix,
Am , are of different modal forms. The first is a 2  2 Jordan block for the two
eigenvalues (poles) at s1; 2 D 0; 0. This second-order mode is called the rigid-body
mode as it is the only mode that would be present if the satellite body was entirely
rigid. The second 2  2 block is the oscillatory mode block. This is in a different
form to the symmetrical one introduced in Sect. 3.3.2.5 and results from formulating
the oscillatory subsystem in the control canonical form, so that the block is in a
companion form. If the previous state representation were to be used, then the state-
space model (3.341) would be replaced by the following one:

(3.342)
244 3 Plant Model Manipulation and Analysis

where C D !B. The required transformations are

xc D Pc xm and xo D Po xm ; (3.343)

where

(3.344)

and

(3.345)

with
2 3 2 3
a1 a2 a3 1 0 !2 01
6 a2 a3 1 7 6
0 7 6 !2 0 1 07
M4 D 6
4 a3 D 7: (3.346)
1 0 05 4 0 1 0 05
1 0 0 0 1 0 00

Simulations
of step
 responses with zero initial states are presented in Fig. 3.18 for
J D 200 Kg m2 , Kw D 0:01 ŒNm=V , ! D 0:6 Œrad=s and  D 0:2 Œrad=s .
As expected, the graphs of y(t) are identical in all three state representations
although the state variables are different. The state variables of Fig. 3.18b, c are
obtained from simulations of (3.339) and (3.340). These are precisely overlaid
by the state variables obtained from (3.341) via transformations (3.343), thereby
demonstrating the validity of these transformations.

a b c
25
0.1xm1 (t) 3000y (t ) 0.05xc1 (t) 3000 y( t) 104 xo1 (t) 3000 y( t)
20 xm2 (t) 0.5xc2 (t) 104 xo2 (t)
15 xm3 (t) xc3 (t) 104 xo3 (t)
xm4 (t) xc4 (t) 103 xo4 (t)
10
5
0
-5
0 5 10 t[s] 15 0 5 10 t[s] 15 0 5 10 t[s] 15

Fig. 3.18 Step responses of modal, controller canonical and observer canonical models.
(a) Modal form. (b) Controller canonical form (c) Observer canonical form
3.3 State Representation 245

3.3.6 Multivariable Controller and Observer Canonical Forms

3.3.6.1 Introduction

As for the SISO plant models, the purpose of developing the controller and observer
canonical forms of multivariable state-space plant models is to simplify the control
system design. The implementation then necessitates a transformation matrix from
the observer to the controller canonical state representations and this is given in
Sect. 3.3.6.5.

3.3.6.2 Starting with the Transfer Function Matrix

As demonstrated in Sect. 3.3.2, SISO state-space models in the controller or

observer canonical forms may be derived from a rationalised transfer function
model of the plant via state-variable block diagrams. A similar approach will
be taken here for forming multivariable observer and controller canonical forms.
Usually, the numbers of controlled outputs and control variables are equal, so the
transfer function matrix, G(s), is square. The plant input–output transfer function
relationship may then be written as
2 3 2 32 3
Y1 .s/ G11 .s/ G12 .s/    G3m .s/ U1 .s/
6 Y2 .s/ 7 6 G21 .s/ G22 .s/ G2m .s/ 76 7
6 7 6 76 U2 .s/ 7
6 :: 7 D 6 :: : : 76 : 7: (3.347)
4 : 5 4 : :: :: 54 :: 5
Ym .s/ Gm1 .s/ Gm2 .s/    Gmm .s/ Um .s/
„ ƒ‚ … „ ƒ‚ …„ ƒ‚ …
Y.s/ G.s/ U.s/

Before proceeding further, it is important to discuss the order of this plant model.
This depends on how it is manipulated. First suppose that the transfer function
matrix has been derived from a state-space model,

xP D Ax C Bu
(3.348)
y D Cx;

in an arbitrary state representation, where x 2 <n , u 2 <m and y 2 <m . Following

a similar procedure to that of Sect. 3.2.9, the transfer function relationship is

Y.s/ D CŒsIn  A 1 BU.s/: (3.349)

Then

Cadj ŒsIn  A B Q.s/

G.s/ D CŒsIn  A 1 B D D ; (3.350)
jsIn  Aj P .s/
246 3 Plant Model Manipulation and Analysis

where the degree of every element of Q(s) is less than deg .P .s// D n. The order
of the state-space model is equal to the number of state variables, n. Since the
characteristic polynomial, P(s), is brought out as a common denominator of the
transfer function matrix of (3.350) the order of this transfer function is also n. Each
of the n2 constituent subsystems,

Qij .s/
Yi .s/ D Uj .s/; i D 1; 2; : : : ; n; j D 1; 2; : : : ; n; (3.351)
P .s/

of (3.347), however, would contribute n state variables when implemented in the

SISO state-space form and therefore be of order n. The total number of state
variables would then be n3 . Then, the complete model would contain n3  n
redundant state variables, since only n state variables are contained in model (3.348).
Importantly, the model based on (3.351) would be uncontrollable since the
n subsystems sharing each control variable also share the same characteristic
polynomial, P(s). This may be seen by forming n state differential equations for
each subsystem in the SISO control canonical form using only the factor, 1/P(s),
and implementing the factor, Qij (s), as part of the output equation. There are then n
instances of n identical dynamical subsystems driven by a common control variable.
A plant model consisting of just two identical dynamical systems driven by the same
control variable is uncontrollable. For example, an overhead gantry crane cannot
properly control two identical loads hanging on the same truck. If they are made
to swing with arbitrary initial angular displacements and velocities, they cannot be
brought to rest together at the same time by moving the truck.
The model based on (3.351) is also unobservable since any tests carried out
by viewing only the output responses to the inputs would only enable n of the
n3 state variables to be estimated, because, as a black box, the model would be
indistinguishable from model (3.348).
The order of the transfer function matrix model may be reduced by cancelling
common factors between the numerator and denominator polynomials of (3.351),
but this would be insufficient to reduce the order of the model to n. The procedures
developed in Sects. 3.3.6.3 and 3.3.6.4, however, seek to achieve this. For simplicity,
the following 3  3 transfer function matrix model will be studied, assuming the
cancellations referred to above have been carried out. Applying the method to
transfer function matrices of different dimensions should be straightforward.
2 3
M11 .s/ M12 .s/ M13 .s/
2 6
3 6 D11 .s/ D13 .s/ 7
D12 .s/ 72 U .s/ 3
Y1 .s/ 6 M .s/ M23 .s/ 7 1
4 Y2 .s/ 5 D 6
6
21 M22 .s/ 74
7 U2 .s/ 5 (3.352)
6 D21 .s/ D22 .s/ D23 .s/ 7
Y3 .s/ 6 7 U3 .s/
„ ƒ‚ … 4 M31 .s/ M32 .s/ M33 .s/ 5„ ƒ‚ …
Y.s/ U.s/
D .s/ D32 .s/ D33 .s/
„ 31 ƒ‚ …
G.s/
3.3 State Representation 247

3.3.6.3 Multivariable Controller Canonical Form

Since each column of G(s) in (3.347) is associated with one control input, a single
input state-space subsystem can be formed for each by expressing every element of
the column with a common denominator polynomial. Then
2 3
N11 .s/ N12 .s/ N13 .s/
2 6
3 6 D1 .s/ D3 .s/ 7
D2 .s/ 7 2 U .s/ 3
Y1 .s/ 6 N .s/ N23 .s/ 7 1
4 Y2 .s/ 5 D 6
6
21 N22 .s/ 74
7 U2 .s/ 5 (3.353)
6 D1 .s/ D2 .s/ D3 .s/ 7
Y3 .s/ 6 7 U3 .s/
4 N31 .s/ N32 .s/ N33 .s/ 5
D1 .s/ D2 .s/ D3 .s/

which can be expressed as

2 3
N1i .s/
2 3 4 N2i .s/ 5
Y1i .s/ N3i .s/
4 Y2i .s/ 5 D Ui .s/; i D 1; 2; 3;
D .s/
Y3i .s/ „ i ƒ‚ …
Subsystem i
2 3 2 2 3 3 2 3
Y1 .s/ Y11 .s/ Y12 .s/ Y13 .s/
4 Y2 .s/ 5 D 4 Y21 .s/ 5 C 4 Y22 .s/ 5 C 4 Y23 .s/ 5 : (3.354)
Y3 .s/ Y31 .s/ Y32 .s/ Y33 .s/

Let each of the constituent rationalised transfer functions be written as

Nki .s/ nki n 1 s ni 1    C n ki1 s C n ki 0

D n i ; (3.355)
Di .s/ s i C di ni 1 s ni 1    C di1 s C di 0

Suppose subsystems 1, 2 and 3 are, respectively, of orders n1 D 2, n2 D 3 and

n3 D 4. Then the subsystem transfer function relationships will be
2 3 2 3
n s
6 111
C n110 7 n s 2 C n121 s C n120 7
6 122
6
2 3 6 n211 s
4
C n210 7
7
5
2 3 6
6 n222 s 2 C n221 s C n220 7
4
7
5
Y11 .s/ Y12 .s/
4 Y21 .s/ 5 D n311 s C n310 n322 s 2 C n321 s C n320
s 2 Cd11 sCd10
U1 .s/; 4 Y22 .s/ 5 D s 3 Cd22 s 2 Cd21 sCd20
U2 .s/
Y31 .s/ 2
Y32 .s/ 3
3
6
n 133 s C n132 s 2 C n131 s C n130 7
6 7
2 3 6 n233 s 3 C n232 s 2 C n231 s C n230 7
4 5
Y13 .s/ 3 2
4 Y23 .s/ 5 D n333 s C n332 s C n331 s C n330
and s 4 Cd33 s 3 Cd32 s 2 Cd31 sCd30
U3 .s/:
Y33 .s/
(3.356)
248 3 Plant Model Manipulation and Analysis

Then, if the substate vectors of subsystems 1, 2 and 3 are, respectively, chosen as

T T T
xc1 xc2 , xc3 xc4 xc5 and xc6 xc7 xc8 xc9 , the individual subsystem state-
space models are as follows:
2 3 2 3
   
   y11 n110 n111  
xP c1 0 1
xc1 0 4 5 4 5 xc1
D C u1 ; y21 D n210 n211
xP c2  d10 d11
xc2 1 xc2
y31 n310 n311
(3.357)
2 3 2 32 3 2 3 2 3
xP c3 0 1 0 xc3 0 y12
4 xP c4 5 D 4 0 0 1 5 4 xc4 5 C 4 0 5 u2 ; 4 y22 5
xP c5  d20 d21 d22 xc5 1 y32
2 32 3
n120 n121 n122 xc3
D 4 n220 n221 n222 5 4 xc4 5
n320 n321 n322 xc5
2 3 2 32 3 2 3
xP c6 0 1 0 0 xc6 0 2 3
6 xP c7 7 6 7 6 7 6 7 y13
6 7 6 0 0 1 0 7 6 xc7 7 6 0 7
4 xP c8 5 D 4 C u3 ; 4 y23 5
0 0 0 1 5 4 xc8 5 4 0 5
y33
xP c9  d30 d31 d32 d33 xc9 1
2 3
2 3 xc6
n130 n131 n132 n133 6
xc7 7
D 4 n230 n231 n232 n233 5 6 7
4 xc8 5
n330 n331 n332 n333
xc9

The complete state-space model, xP c D Axc C Bc u, y D Cc xc , is then

(3.358)
3.3 State Representation 249

The important feature of this state representation is that the state differential
equation is completely decoupled into three independent subsystems and any
interaction between ui and yj , i ¤ j , is entirely contained in the measurement
matrix. This renders the design of a multivariable linear state feedback control law
by eigenvalue assignment (Chap. 7) straightforward.
There are ‘trivial’ variants on this plant model that could be obtained by
interchanging the columns of G(s) in (3.347), which would just reorder the three
subsystems, or by interchanging the rows of G(s), which would reorder the
measurement variables. In most applications, the number of measurement variables
would equal the number of control variables and the rows and columns of G(s)
would be arranged such that ui has the most influence on yi for i D 1; 2; : : : ; r.

3.3.6.4 Multivariable Observer Canonical Form

The approach is similarly to that adopted for the controller canonical form in
Sect. 3.3.6.3 but through forming a single subsystem from each row of the transfer
function matrix, G(s), rather than from each column. Every element in each row is
expressed with a common denominator polynomial. Thus, (3.347) becomes
2 N0 0 0 3
2 3 11 .s/ N12 .s/ N13 .s/ 2 3
Y1 .s/ D10 .s/ D10 .s/ D10 .s/
6 0 0 0 7 U1 .s/
4 Y2 .s/ 5 D 6 N21 .s/ N22 .s/ N23 .s/ 7 4 U2 .s/ 5 : (3.359)
4 D20 .s/ D20 .s/ D20 .s/ 5
0 0 0
Y3 .s/ N31 .s/ N32 .s/ N33 .s/ U3 .s/
D30 .s/ D30 .s/ D30 .s/

which can be expressed as individual subsystems,

 2 U .s/ 3
Ni10 .s/ Ni02 .s/ Ni03 .s/ 1
Yi .s/ D 4 U2 .s/ 5 ; i D 1; 2; 3: (3.360)
Di0 .s/
U3 .s/

The rationalised transfer function elements are given by

Nki0 .s/ n0ki ni 1 s ni 1    C n0ki1 s C n0ki 0

D ; (3.361)
Di0 .s/ s ni C di0ni 1 s ni 1    C di10 s C di00

As previously, the orders of subsystems 1, 2 and 3 are taken, respectively, as n1 D 2,

n2 D 3 and n3 D 4. The transfer function relationships of the subsystems are then
as follows:
250 3 Plant Model Manipulation and Analysis

 2 U1 .s/ 3
n0111 s C n0110
n0211 s C n0210 n0311 s C n0310
Y1 .s/ D 4 U2 .s/ 5
0 0
s 2 C d11 s C d10
U3 .s/
 0 2  0 2  0 2 
n122 s n222 s n322 s 2 3
Cn0121 sCn0120 Cn0221 sCn0220 C n0321 s C n0320 U1 .s/
Y2 .s/D 4 U2 .s/ 5
0 2 0 0
s 3 C d22 s C d21 s C d20
U3 .s/
 0 3 0 2   0 3 0 2   0 3  
n133 s Cn132 s n233 s Cn232 s n333 s C n0332 s 2 2 3
0 0
Cn131 sCn130 0 0
C n231 s C n230 C n0331 s C n0330 U1 .s/
Y3 .s/D 4 U2 .s/ 5
0 3 0 2 0 0
s 4 C d33 s C d32 s C d31 s C d30
U3 .s/
(3.362)

Then if the substate vectors of subsystems 1, 2 and 3 are, respectively, chosen as

T T T
xo1 xo2 , xo3 xo4 xo5 and xo6 xo7 xo8 xo9 , the substate-space models are
2 3
   
  0  u1  
xP o1 0
0 d10
xo1 n110 n0210 n0310 4 5  xo1
D 0 C 0 u2 ; y1 D 0 1
xP o2 1 d11
xo2 n111 n0211 n0311 xo2
u3
2 3 2 0
32 3 2 0 32 3
xP o3 0 0 d20 xo3 n120 n0220 n0320 u1
4 xP o4 5 D 4 1 0 d 0 5 4 xo4 5 C 4 n0 n0 n0 5 4 u2 5 ;
21 121 221 321
0
xP o5 0 1 d22 xo5 n0122 n0222 n0322 u3
2 3
 xo3
y2 D 0 0 1 4 xo4 5
xo5
2 3 2 0 32 3 2 0 3
xP o6 0 0 0 d30 xo6 n130 n0230 n0330 2 3
6 xP o7 7 6 1 0 0 d 0 7 6 xo7 7 6 n0 n0 n0 7 u1
6 7 6 31 7 6 7 6 131 231 331 7 4 5
4 xP o8 5 D 4 0 1 0 d 0 5 4 xo8 5 C 4 n0 n0 n0 5 u2 ;
32 132 232 332
0 u3
xP o9 0 0 1 d33 xo9 n0133 n0233 n0333
2 3
xo6
 6 xo7 7
y3 D 0 0 0 1 6 7
4 xo8 5 :
xo9
(3.363)

The complete state-space model, xP o D Axo C Bo u, y D Co xo , is then

3.3 State Representation 251

(3.364)

3.3.6.5 Transformations

The general transformation matrices of Sect. 3.3.3 may be used to calculate the
state vectors of either the controller or observer canonical plant models given the
state vector of a plant model with an arbitrary state representation having matrices
A, B and C. As will be recalled, there are four options in every case and this allows a
choice to be made that minimises the amount of computation needed by exploiting
the simple forms of Bc in (3.358) and Co in (3.364). For the controller canonical
form,

xc D Pc x; (3.365)

and the four options based on (3.173), (3.177), (3.185) and (3.189) are as follows:
n o1
Pc D ŒMcxc .Ac ; Bc / ŒMcx .A; B/ T ŒMcx .A; B/ ŒMcx .A; B/ T ; (3.366)

n o1
Pc D ŒMcxc .Ac ; Bc / ŒMcxc .Ac ; Bc / T ŒMcx .A; B/ ŒMcxc .Ac ; Bc / T ;
(3.367)
n o1
Pc D ŒMoxc .Cc ; Ac / T ŒMoxc .Cc ; Ac / ŒMoxc .Cc ; Ac / T ŒMox .C; A/ ;
(3.368)
n o1
Pc D ŒMox .C; A/ T ŒMoxc .Cc ; Ac / ŒMox .C; A/ T ŒMox .C; A/ : (3.369)
252 3 Plant Model Manipulation and Analysis

The simplest of the matrices on the RHS to numerically evaluate is Mcxc .Ac ; Bc /.
This appears three times in (3.367), once only in (3.366) and not at all in (3.368) or
(3.369). Hence (3.367) is the best choice.
For the observer canonical form,

xo D Po x; (3.370)

where the choices of equation for the transformation matrix are

n o1
Po D ŒMcxo .Ao ; Bo / ŒMcx .A; B/ T ŒMcx .A; B/ ŒMcx .A; B/ T ; (3.371)

n o1
Po D ŒMcxo .Ao ; Bo / ŒMcxo .Ao ; Bo / T ŒMcx .A; B/ ŒMcxo .Ao ; Bo / T ;
(3.372)
n o1
Po D ŒMoxo .Co ; Ao / T ŒMoxo .Co ; Ao / ŒMoxo .Co ; Ao / T ŒMox .C; A/ ;
(3.373)
n o1
Po D ŒMox .C; A/ T ŒMoxo .Co ; Ao / ŒMox .C; A/ T ŒMox .C; A/ :
(3.374)

In this case, the matrix on the RHS demanding the least computation in the
numerical evaluation is Moxo .Co ; Ao /. This appears three times in (3.373), only
once in (3.374) and not in either (3.371) or (3.372). The best choice is therefore
(3.373).
David G Luenberger, who originated the state observer (Chap. 5), which the
observer canonical form of plant model is designed to serve, established an approach
[4] to finding the transformation matrices for canonical forms similar to but not
identical to those of this section. The transformation matrices are simpler, one being
based on selections of n linearly independent columns of the controllability matrix,
Mcx (A, B). Remarkably, this yields the same companion form submatrices as those
of the observer canonical model of (3.364) centred on the leading diagonal of the
plant matrix, Ao . Some interaction between the subsystems is present, however, due
to non-zero elements outside the block diagonal structure. Also, interestingly, the
simple input matrix, Bc , of the control canonical model (3.358) appears with this
plant matrix. A modification to the transformation matrix, however, similar to the
introduction of the matrix, Mn , in Sect. 3.3.5.3, yields a plant matrix similar to that
of the control canonical form, Ac , but with the additional elements outside the block
diagonal structure.
Example 3.9 State-space models for three-axis attitude control of rigid-body
spacecraft
The attitude dynamics and kinematics model of a three-axis stabilised rigid-body
spacecraft may be combined to form the transfer function matrix model
3.3 State Representation 253

2 3 2 b11 b12 b13

32 3
Y1 .s/ s2 s2 s2 U1 .s/
4 Y2 .s/ 5 D 6
4 bs212 b22 b23 74
5 U2 .s/ 5 (3.375)
s2 s2
b31 b32 b33
Y3 .s/ s2 s2 s2
U3 .s/

where bij D Kw J1 ij , i D 1; 2; 3, j D 1; 2; 3, where J is the body
moment of inertia matrix and Kw is the reaction wheel torque constant. State-space
models are required in the controller and observer canonical forms together with
the transformation matrix yielding the controller canonical state variables given the
observer canonical state variables.
For the controller canonical form, the three transfer function matrix-based
subsystems are of the same form and given by
2 3
b1i .s/
2 3 4 b2i .s/ 5 2 3
Y1i .s/ b3i .s/ Y1 .s/
4 Y2i .s/ 5 D Ui .s/; i D 1; 2; 3; 4 Y2 .s/ 5
s2
Y3i .s/ Y3 .s/ (3.376)
2 3 2 3 2 3
Y11 .s/ Y12 .s/ Y13 .s/
D 4 Y21 .s/ 5 C 4 Y22 .s/ 5 C 4 Y23 .s/ 5 :
Y31 .s/ Y32 .s/ Y33 .s/

The three state-space subsystems in the SISO controller canonical form are then
2 3 2 3
   
   y11 b11 0  
xP c1 01
xc1 0 4 5 4 5 xc1
D C u1 ; y21 D b21 0
xP c2 xc2
00 1 xc2
y31 b31 0
2 3 2 3
       y12 b12 0  
xP c3 01 xc3 0 xc3
D C u2 ; 4 y22 5 D 4 b22 05 (3.377)
xP c4 00 xc4 1 xc4
y32 b32 0
2 3 2 3
       y12 b13 0  
xP c5 01 xc5 0 4 5 4 5 xc5
D C u3 ; y22 D b23 0
xP c6 00 xc6 1 xc6
y32 b33 0

and the overall output is given by

2 3 2 3 2 3 2 3
Y1 .s/ Y11 .s/ Y12 .s/ Y13 .s/
4 Y2 .s/ 5 D 4 Y21 .s/ 5 C 4 Y22 .s/ 5 C 4 Y23 .s/ 5 (3.378)
Y3 .s/ Y31 .s/ Y32 .s/ Y33 .s/

Assembling (3.377) and (3.378) to form the required multivariable controller

canonical state-space model then yields
254 3 Plant Model Manipulation and Analysis

(3.379)

For the observer canonical form, the three transfer function matrix based
subsystems are also of the same form and given by

 2 U1 .s/ 3
bi1 bi 2 bi 3
Yi .s/ D 4 U2 .s/ 5 ; i D 1; 2; 3 (3.380)
s2
U3 .s/
The corresponding three state-space subsystems are
2 3
       u1  
xP o1 00 xo1 b b b  xo1
D C 11 12 13 4 u2 5 ; y1 D 0 1
xP o2 10 xo2 0 0 0 xo2
u
2 33
       u1  
xP o3 00 xo3 b21 b22 b23 4 5  xo3
D C u2 ; y2 D 0 1 (3.381)
xP o4 10 xo4 0 0 0 xo4
u
2 33
       u1  
xP o5 00 xo5 b31 b32 b33 4 5  xo5
D C u2 ; y3 D 0 1
xP o6 10 xo6 0 0 0 xo6
u3

These are then assembled to create the required state-space model in the observer
canonical form as follows:

(3.382)

In this example, Ao D ATc , Co D BTc and since the moment of inertia matrix is
symmetrical, Bo D CTc . These are similar to the relationships that hold between the
SISO observer and controller canonical state-space models.
The transformation equation using (3.367) is

x c D Pc x o ; (3.383)
3.4 Discrete LTI Plant Models 255

where
n o1
Pc D ŒMcxc .Ac ; Bc / ŒMcxc .Ac ; Bc / T ŒMcxo .Ao ; Bo / ŒMcxc .Ac ; Bc / T :
(3.384)

In this case, using (3.379) and (3.382) yields

(3.385)

Simulations will now be presented that demonstrate the validity of the controller
canonical and observer canonical state-space models (3.379) and (3.382) together
with the transformation (3.383). The plant parameters are as follows:
2 3
600 100 160 
J D 4 100 500 120 5 Kg m2 I Kw D 0:1 ŒNm=V : (3.386)
 160 120 300

The off-diagonal elements of J are larger in proportion to the diagonal elements

than usual. With negligible off-diagonal elements, the state transformation would
be trivial: just a proportional scaling. It is assumed that the attitude measurements
are scaled in the digital processor to be numerically equal to the attitude angles in
radians. Figure 3.19 shows the results.
The initial state variables are set to zero and then a step reaction wheel control
T T
voltage vector of u1 .t/ u2 .t/ u3 .t/ D 4 5 3 h.t/ ŒV is applied to both
models. Figure 3.19a, b shows the state variables of the separate models. Such large
differences of scale between the state variables of different state representations
are to be expected for many applications. Figure 3.18c shows the transformed state
variables according to x0c D Pc xo and indicates, as expected, that x0c D xc .

3.4 Discrete LTI Plant Models

3.4.1 Formation of the Discrete State Space Model

The software implementation of controllers using digital processors and the digital
simulation of control systems require discrete models of the plants to be controlled,
if the iteration interval, h, i.e. the period required to execute one cycle of calculations
of the control algorithm, normally assumed to be the same as the signal sampling
time, is not to be limited.
256 3 Plant Model Manipulation and Analysis

a b c
0.03 200
xc1 (t) x′c1 (t)
0.02 xo5 (t) 100
xc3 (t) x′c3 (t)

[Vs2]
0.01 xo1 (t) 0
[rad/s]

0 -100
xo3 (t) xc5 (t) x′c5 (t)
-0.01 -200
-0.02 -300
0.15 40
xc2 (t) x′c2 (t)
0.1 xo6 (t) 20
xc6 (t) x′c6 (t)
[Vs]

0.05 0
xo2 (t)
[rad]

0 -20

-0.05 xo4 (t) -40 xc4 ( t) x′c4 (t)

-0.1 -60
0 5 t[s] 10 0 5 t[s] 10 0 5 t[s] 10

Fig. 3.19 Open-loop step responses of rigid-body satellite models: state variables. (a) Controler
canonical form. (b) Observer canonical form. (c) Transformed from observer canonical form

Each of the forms of continuous plant model already dealt with, i.e. the differen-
tial equation, Laplace transfer function, transfer function block diagram, continuous
state-space model and state-variable block diagram, has discrete equivalents. These
are developed in the following sections in preparation for the discrete linear control
system design approach of Chap. 6.
The starting point is taken as the continuous state space model of (3.16) and
(3.17), reproduced here for convenience.

xP D Ax C Bu (3.387)

y D Cx (3.388)

where x 2 <n , u 2 <r and y 2 <m . A computer implementing a controller produces

a piecewise constant control input, u(t), updated at the end of every iteration interval.
Then, as will be shown shortly, it is possible to obtain an exact solution to (3.387)
analytically. The solution at the end of each iteration interval depends upon the state
at the beginning of each iteration interval and the control value over each iteration
interval. This yields an alternative model to the continuous state-space model that
may be iterated to yield precisely the same values of x(t) and y(t) as the continuous
model at the instants between the iteration intervals when the control variable is
3.4 Discrete LTI Plant Models 257

updated. This generic model will now be derived. The general solution to (3.387)
was derived in Sect. 3.2.5.2 as
Z t
A.t t0 / 0

x.t/ D e x .t0 / C e A.t  / Bu  0 d 0 : (3.389)

t0

It is clear from this that once the initial state, x (t0 ), is known, the behaviour of the
plant subject to a known control input may be predicted. The matrix, e A.t t0 / , which
will be denoted by ˆ(t, t0 ), is referred to as the state transition matrix (sometimes
called the fundamental matrix) since it determines the transition from the initial state
to the current state with zero control input. It will be recalled from Sects. 3.3.2 and
3.3.4 that the unforced plant state response with arbitrary initial state, which can
now be written as

x.t/ D ˆ .t; t0 / x .t0 / ; (3.390)

exhibits the individual plant modes when in the modal state representation. In any
state representation, x(t) contains linear weighted sums of these plant modes.
Thus dynamic character of the plant is encaptured in the matrix, ˆ(t, t0 ).
For an arbitrary control variable, u( 0 ), solution (3.389) is mathematically exact
but cannot be computed numerically with infinite precision. As already stated,
however, in a digital control system, the control variable is piecewise constant. In
this case it is possible to obtain an analytical solution computed to an accuracy
limited only by the word-length and number representation in the digital processor.
Also, if u is constant, (3.389) may be simplified slightly by changing the variable of
integration from  0 to  such that  0 D t  . This yields
Z 0 Z t t0
A.t t0 / A A.t t0 /
x.t/ D e x .t0 / C e Bu .d/ D e x .t0 / C e A Bud:
t t0 0
(3.391)

In order to apply (3.391) to model a general LTI plant with u(t) supplied by a
digitally implemented controller the initial time is t0 D tk at the beginning of the
kth iteration interval and the final time is t D tkC1 at the end of this interval. The
constant control value applied over this interval is updated by the controller at t D tk
and therefore denoted by u(tk ). Solution (3.391) then becomes
Z tkC1 tk
x .tkC1 / D e A.tkC1 tk / x .tk / C e A Bu .tk / d
0
Z tkC1 tk  (3.392)
A.tkC1 tk / A
De x .tk / C e Bd u .tk / :
0
258 3 Plant Model Manipulation and Analysis

The notation may now be simplified. First, the iteration interval is usually constant
and has already been denoted by h. Thus tkC1  tk D h. Then x (tk ) and u(tk ) may
be denoted, respectively, by x(k) and u(k). Equation (3.392) then becomes
"Z #
h
Ah A
x .k C 1/ D e x.k/ C e Bd u.k/: (3.393)
0

Furthermore, the state transition matrix,

ˆ.h/ D e Ah ; (3.394)

is constant. This will be called the discrete plant matrix which, like A, is of
dimension n  n. In view of the finite integration limits, the matrix,
Z h Z h
‰.h/ D A
e Bd D ˆ ./ Bd; (3.395)
0 0

is also constant and will be called the discrete input matrix. This is of dimension
n  r, as is the input matrix B. The generic discrete state-space model of an LTI
plant is then

x .k C 1/ D ˆ.h/x.k/ C ‰.h/u.k/
(3.396)
y.k/ D Cx.k/:

The analogy with the continuous state-space model of (3.387) and (3.388) is
self-evident. An important distinction between the two models is that while the
continuous model plant matrices, A and B, are fixed, the corresponding discrete
plant matrices, ˆ(h) and ‰(h), depend on the iteration interval, h. The measurement
matrix, C, is, of course, the same in both models.
The discrete SISO plant model is a particular case of (3.396), but by analogy with
its continuous counterpart,

xP D Ax C bu
(3.397)
y D cT x;

it will be written as

x .k C 1/ D ˆ.h/x.k/ C §.h/u.k/
(3.398)
y.k/ D cT x.k/:

In some publications, the symbols, A, B (or b) and C (or cT ) are retained for
discrete state space models. The reader should be able to understand these from the
context, but the different notation of (3.396) and (3.398) is preferred here to make
the distinction absolutely clear.
3.4 Discrete LTI Plant Models 259

3.4.2 State Space Model Derivation from Modal Basis

Functions

3.4.2.1 Basic Principle

Attention is now turned to the determination of ˆ(h) and ‰(h) (or §(h)) for
particular plants. Numerical approximations may be obtained by truncating the finite
series for eAh but since analytical determination is possible and yields an accuracy
limited only by the number representation and wordlength of the digital processor,
only this will be considered henceforth. A straightforward method is presented here
based on the plant modal responses. These were derived in Sects. 3.3.2 and 3.3.4
as unforced responses to arbitrary initial states. Instead, a simpler approach will be
adopted here, using the impulse response of the associated subsystem with transfer
function,

X.s/ 1
D ; (3.399)
V .s/ D.s/

where D(s) is the plant characteristic polynomial, V(s) is the notional input and X(s)
is the notional output. The justification for this is that the relative scalings of the
modal responses are unimportant at this stage, since the subsequent steps described
below automatically establish the correct relative weightings of the modes in ˆ(t)
(ultimately to become ˆ(h)), using the given continuous state-space model of the
plant. So the purpose of (3.399) is to deliver the ‘essential ingredients for the final
recipe’. These consist of the simplest possible mathematical functions that express
the essential dynamic character of the plant obtained from the inverse Laplace
transform of the partial fraction expansion of (3.399), defined as the modal basis
functions, fi (t), i D 1; 2; : : : ; n, where n is the plant order. Such partial fraction
expansions will be recalled from Sects. 3.3.2.3, 3.3.2.4, and 3.3.2.5.
Each element of ˆ(t) is a linear weighted sum of these functions. Hence,

X
n
ˆ.t/ D Mi fi .t/; (3.400)
i D1

where Mi , i D 1; 2; : : : ; n, are weighting matrices that can be determined as follows.

The following properties of the state transition matrix are needed. These can be
determined by means of the following matrix Maclaurin expansion.

ˆ.t/ D e At D In C At C 2Š1 A2 t 2 C    (3.401)

It immediately follows that

ˆ.0/ D In : (3.402)
260 3 Plant Model Manipulation and Analysis

Successive differentiations of (3.401) and setting t D 0 then yields

P̂ .t/ D A C A2 t C 2Š1 A3 t 2 C    ) P̂ .0/ D A;

R̂ .t/ D A2 C A3 t C 2Š1 A4 t 2 C    ) R̂ .0/ D A2 ;
:: (3.403)
:
ˆ .n1/ .t/ D An1 C An2 t C    ) ˆ .n1/ .0/ D An1 :

Then (3.402) and (3.403) can be written as

ˆ .j / .t/ D Aj ; j D 0; 1; : : : ; n  1: (3.404)

The same operations on (3.400) then yield

X
n
.j /
X
n
.j /
ˆ .j / .t/ D Mi fi .t/ ) ˆ .j / .0/ D Mi fi .0/; j D 0; 1; : : : ; n  1:
i D1 i D1
(3.405)

Equating the RHS of (3.404) and the RHS of (3.405) then yields n linear simultane-
ous matrix equations from which the weighting matrices can be determined. Thus,

X
n
.j /
Mi fi .0/ D Aj ; j D 0; 1; : : : ; n  1: (3.406)
i D1

Once Mi , i D 1; 2; : : : ; n, have been determined, the discrete plant matrix is given

by (3.400) with t D h. Thus

X
n
ˆ.h/ D Mi fi .h/; (3.407)
i D1

and the discrete drive matrix is given by (3.395) with e A D ˆ ./ given by (3.400)
with t D . Thus,
"Z n #
hX
‰.h/ D Mi fi ./ d B: (3.408)
0 i D1

3.4.2.2 Plants with Real Distinct Poles

In this case, the plant characteristic polynomial is

Y
n
D.s/ D .s C ai / ; ak ¤ aj 8k ¤ j; k 2 Œ1; n and j 2 Œ1; n (3.409)
i D1
3.4 Discrete LTI Plant Models 261

and the transfer function of the associated subsystem, expanded in a partial fraction
expansion for generation of the modal basis functions, is

X.s/ 1 X Ai n
D D ; i D 1; 2; : : : ; n: (3.410)
V .s/ D.s/ i D1
s C ai

The impulse response of this system is then

!
X
n
Ai X
n
1
x.t/ D L D Ai e ai t ; i D 1; 2; : : : ; n: (3.411)
i D1
s C ai i D1

The modal basis functions may then be extracted without regard to the weighting
functions, Ai (which therefore do not require evaluation). Thus,

fi .t/ D e ai t ; i D 1; 2; : : : ; n: (3.412)

The discrete plant matrix is then

X
n
ˆ.h/ D Mi e ai h (3.413)
i D1

and the discrete input matrix is

"Z # " n #
hX
n X
‰.h/ D Mi e ai  d  B D Mi Œai e ai  h0 B
0 i D1 i D1
" n # (3.414)
X

a h
D Mi ai 1  e i
B:
i D1

Example 3.10 Two zone kiln

A kiln consists of two zones with heating time constants, T1 and T2 , controlled
by separate electric heaters with control variables, u1 and u2 , the zone temperatures
being x1 and x2 . The continuous state-space model, xP D Ax C Bu, y D Cx, is
            
xP 1 1=T1 0 x1 1 u1 y1 c0 x1
D C ; D ;
xP 2 0 1=T2 x2 1 u2 y2 0c x2
(3.415)

where  2 .0; 1/ is an interaction factor representing the influence of each heater

on the zone it is not intended to control and c is the temperature measurement
constant. It is required to determine the corresponding discrete state-space model
for an iteration/sampling period of h seconds.
262 3 Plant Model Manipulation and Analysis

First, letting 1=T1 D p1 and 1=T2 D p2 , the plant characteristic polynomial is

ˇ ˇ
ˇ s C p1 0 ˇˇ
ˇ
jsI2  Aj D ˇ D .s C p1 / .s C p2 / : (3.416)
0 s C p2 ˇ

The associated subsystem transfer function expanded in partial fractions is therefore

X.s/ 1 1 A1 A2
D D D C (3.417)
V .s/ D.s/ .s C p1 / .s C p2 / s C p1 s C p2

and the corresponding impulse response is

x.t/ D A1 e p1 t C A2 e p2 t : (3.418)

Disregarding the weighting coefficients, A1 and A2 , the modal basis functions are
extracted as f1 .t/ D e p1 t and f2 .t/ D e p2 t , yielding the state transition matrix

ˆ.t/ D M1 e p1 t C M2 e p2 t : (3.419)

where M1 and M2 are the weighting matrices.

As the plant is of second order, condition (3.402) and the first condition of (3.403)
are needed to form the simultaneous equations needed to determine M1 and M2 .
Thus,

ˆ.0/ D I2 ) M1 C M2 D I2 (3.420)

and

P̂ .0/ D A ) p1 M1  p2 M2 D A: (3.421)

Then, p2  (3.420) C (3.421) yields

     
1 1 p2 0 p1 0 10
M1 D Œp2 I2 C A D C D
p2  p1 p2  p1 0 p2 0 p2 00
(3.422)

and from (3.420),

 
00
M2 D I2  M1 D : (3.423)
01

Then, substituting in (3.419) for M1 and M2 using (3.422) and (3.423) yields
 
p1 t p2 t e p1 t 0
ˆ.t/ D M1 e C M2 e D : (3.424)
0 e p2 t
3.4 Discrete LTI Plant Models 263

Then,
Z Z   
h h
e p1  0 1
‰.h/ D ˆ ./ Bd  D d
0 0 0 e p2  1
" h # 
1 e p1  0 1
D p1 0 h )
0 1 e p2  1
p2 0

  (3.425)
p1 h
p1 1  e 0 1
1
‰.h/ D p2 h

0 p2 1  e 1
1




1 1  e p1 h
p1 1  e p1 h

D p1 p2 h p2 h :
p2 1  e p2 1  e
1

The discrete state-space model is therefore as follows.

   p h   

p1 h  p1 h


x1 .k C 1/ e 1 0 x1 .k/ p1 1  e
1
p1 1  e
D C

x2 .k C 1/ 0 e p2 h x2 .k/ p2 1  e
 p2 h
p2 1  e
1 p2 h

      
u1 .k/ y1 .k/ c0 x1 .k/
; D :
u2 .k/ y2 .k/ 0c x2 .k/
(3.426)

3.4.2.3 Plants with Oscillatory Modes

Since oscillatory modes are produced by complex conjugate pairs of poles, which
are distinct, the recommended approach is the same as for plants with real distinct
poles. This will lead to complex terms in the discrete state-space model, but these
will occur in complex conjugate pairs and may be combined to arrive at a useful
model with only real terms. In this case, if the complex conjugate pair of poles are
at si; i C1 D  ˙ j!, then the corresponding modal basis functions extracted from
the associated subsystem will be

fi .t/ D e . j!/t D e  t Œcos .!t/ C j sin .!t/ (3.427)

and

fi C1 .t/ D e . Cj!/t D e  t Œcos .!t/  j sin .!t/ : (3.428)

An alternative, however, is to eliminate the imaginary terms at the outset by choos-

ing different modal basis functions that are judiciously chosen linearly independent
weighted sums of the complex conjugate modal functions already extracted. Thus,

fi0 .t/ D 12 Œfi .t/ C fi C1 .t/ D e  t cos .!t/ (3.429)

264 3 Plant Model Manipulation and Analysis

fi0C1 .t/ D 1
2j Œfi .t/  fi C1 .t/ D e  t sin .!t/ (3.430)

Both methods will be demonstrated in the following example.

Example 3.11 Underdamped second-order system with electric drive applications
Consider first an underdamped second-order SISO plant whose continuous state
differential equation, xP D Ax C bu, is
      
xP 1  ! x1 0
D C u (3.431)
xP 2  !  x2 b

This could be, for example, the underdamped model of an automobile suspension
system (quarter vehicle only) provided with an electromagnetic actuator for active
control. In this case, the plant characteristic polynomial is
ˇ ˇ
ˇ s C ! ˇ
ˇ ˇ 2 2 2
ˇ ! s C ˇ D s C 2 s C C ! D .s C C j!/ .s C  j!/ (3.432)

and therefore the associated subsystem, once expanded in partial fractions, is

X.s/ A1 A2
D C (3.433)
V .s/ s C C j! s C  j!

and the impulse response is

x.t/ D A1 e . Cj!/t C A2 e . j!/t (3.434)

Disregarding the coefficients, A1 and A2 , the modal basis functions are extracted as

f1 .t/ D e . Cj!/t and f2 .t/ D e . j!/t : (3.435)

The state transition matrix is then

ˆ.t/ D M1 e . Cj!/t C M2 e . j!/t (3.436)

The simultaneous equations for determination of M1 and M2 are then

ˆ.0/ D I2 ) M1 C M2 D I2 (3.437)

P̂ .0/ D A )  . C j!/ M1  .  j!/ M2 D A (3.438)

Then .  j!/  (3.437) C (3.438) yields

3.4 Discrete LTI Plant Models 265

   
1 1 C j ! 0 j  !
M1 D Œ.  j!/ I2 C A D 1 C
2j! 2
0 1 C j ! 2!  ! 
 
1 j
D 12 :
j 1
(3.439)

and from (3.437),

 
1 j
M2 D I2  M1 D 1
2 : (3.440)
j 1

Then, (3.436) becomes

   
1 j . Cj!/t 1 j
ˆ.t/ D 1
2 e C2
1 e . j!/t
j 1 j 1
   
1 j 1 j
D e
2
t
Œcos .!t/ j sin .!t/ C 2
e  t
Œcos .!t/ Cj sin .!t/
j 1 j 1
 
cos .!t/ sin .!t/
D e  t :
 sin .!t/ cos .!t/
(3.441)

The behaviour of an underdamped second-order system is visible in the elements of

ˆ(t). The discrete drive matrix is then obtained by integration by parts as
Z h Z h   
 t cos .!t/ sin .!t/ 0
§.h/ D ˆ ./ bd  D e d
0 0  sin .!t/ cos .!t/ b
Z h  
sin .!t/
Db e  t
d
0 cos .!t/
  h (3.442)
be  t ! cos .!t/  sin .!t/
D )
2 C !2 ! sin .!t/  cos .!t/ 0
  
b ! 1  e  h cos .!h/  e  h sin .!h/
§.h/ D 2 :
C ! 2 !e  h sin .!h/ C 1  e  h cos .!h/

The required model x .k C 1/ D ˆ.h/x.k/ C §.h/u.k/ is then

    
x1 .k C 1/ cos .!h/ sin .!h/ x1 .k/
D e  h
x2 .k C 1/  sin .!h/
 cos .!h/ x2 .k/
  h  h
 (3.443)
! 1  e cos .!h/  e sin .!h/
b
C 2 C! 2  u.k/:
!e  h sin .!h/ C 1  e  h cos .!h/
266 3 Plant Model Manipulation and Analysis

6 4

5
3
4
xd1(t) 2
3 x1 (t) xd2 (t)
1
2 x2 (t)

1 0

0 -1
0 1 2 3 4 t[s] 5 0 1 2 3 4 t[s] 5

Fig. 3.20 Step response of continuous and discrete state-space models of underdamped second-
order plant

Figure 3.20 shows a simulation of step responses for illustration. 

The continuous plant model (3.431) has ! D 3 Œrad=s , D 0:5 s1 and
b D 10 and the equivalent discrete plant model of (3.443) has the iteration/sampling
period set to a relatively large value of h D 0:2 Œs so that the essential differences
between the continuous model states, x1 (t) and x2 (t), and the corresponding discrete
states, xd1 (t) and xd2 (t), are clearly visible. As intended, the state variables of
the discrete model precisely match those of the continuous model at the iteration
update times of t D kh, k D 0; 1; 2; : : : , but are constant between these times.
It should be noted, however, that the plots of the continuous model state variables
are also discrete variables, as they are produced by a digital computer, but are very
close approximations to the theoretical continuous variables using a variable step
®
algorithm in SIMULINK with far shorter intervals between the updates.
Next, if D 0 and b D 0, the continuous plant model (3.431) becomes an
unforced and undamped dynamical system with state differential equation,
    
xP 1 0 ! x1
D : (3.444)
xP 2 ! 0 x2

It is then a two-phase oscillator that could be used to generate the elements of the
Park transformation matrix in vector control of AC motors (Chap. 2), i.e.
 
cos .!t/ sin .!t/
MPk .t/ D : (3.445)
 sin .!t/ cos .!t/

The state variables of (3.444) are the required time-varying elements of (3.445) if
the initial state is Œx1 x2 T D Œ0 1 T , giving

x1 .t/ D sin .!t/ and x2 .t/ D cos .!t/ : (3.446)

3.4 Discrete LTI Plant Models 267

This may be confirmed by substitution in (3.444). This two-phase oscillator can

be used to produce three-phase variables, xa (t), xb (t) and xc (t), for an AC motor or
to control the power electronics of an autonomous power supply using the inverse
Clarke transformation (Chap. 2) as the output matrix with (3.444) as follows.
2 3 2 3
xa 1 p 0  
4 xb 5 D 4  1=2 3=2 5 x1 : (3.447)
p x2
xc  1=2  3=2

It is possible to implement such a system on a digital processor using software

for numerical integration such as available for simulation of continuous systems
® ®
in MATLAB –SIMULINK , but this can only be approximate. With most numer-
ical integration algorithms, the result of attempting to implement the two-phase
oscillator (3.444) would be a gradual change in the oscillation amplitude. The use
of the discrete state-space model would solve this problem as it is based on the
continuous solution evaluated precisely each iteration. The required discrete two-
phase oscillator algorithm can be obtained simply by setting D 0 and b D 0 in
(3.443) but it will be derived again to demonstrate the use of the alternative real
modal basis functions. These are given by (3.429) and (3.430) with D 0 so that
the required state transition matrix is of the form

ˆ.t/ D M1 cos .!t/ C M2 sin .!t/ : (3.448)

The simultaneous equations for determination of M1 and M2 are then

 
10
ˆ.0/ D I2 ) M1 D I2 D (3.449)
01

and

P̂ .0/ D A ) ŒM1 ! sin .!t/ C M2 ! cos .!t/ t D0 D A )

   
A 1 0 ! 0 1 (3.450)
M2 D ! D ! D
! 0 10

Then (3.448) gives

     
10 0 1 cos .!t/ sin .!t/
ˆ.t/ D cos .!t/ C sin .!t/ D : (3.451)
01 10  sin .!t/ cos .!t/

The required discrete two-phase oscillator algorithm is therefore

    
x1 .k C 1/ cos .!h/ sin .!h/ x1 .k/
D : (3.452)
x2 .k C 1/  sin .!h/ cos .!h/ x2 .k/
268 3 Plant Model Manipulation and Analysis

3.4.2.4 Plants with Multiple Poles

The most common plant with multiple poles is the double integrator and this
will be one of the examples given. Applications include rigid-body spacecraft
and air-bearing-based positioning systems operating in a contactless fashion and
therefore without friction. For completeness, however, and to explain the theory,
a more general case will be discussed. Let a plant contain repeated real poles at
s1;2;:::;q D p. Then, the plant characteristic polynomial will be .s C p/q D 0 .s/
where all the roots of D 0 .s/ D 0 differ from p. In this case, the partial fraction
expansion of the associated dynamical system will be of the form

X.s/ 1 Ar1 Ar2 Arq

D q 0 D C CC C P 0 .s/:
V .s/ .s C p/ D .s/ sCp .s C p/ 2 .s C p/q
(3.453)

where P0 (s) is the part of the partial fraction expansion corresponding to D0 (s). The
impulse response with zero initial conditions will therefore be of the form

Ar2 pt Arq ˚ 

x.t/ D Ar1 e pt C te CC t q1 e pt C L1 P 0 .s/ : (3.454)
1Š .q  1/Š

The time-varying terms, t i e pt , i D 0; 1; : : : ; q  1, capture the essential dynamic

character of the plant, and therefore, the coefficients, Ari , i D 1; 2; : : : ; q, and the
factorial terms can be disregarded. The modal basis functions are then extracted as

f1 D e pt ; f2 D te pt ; : : : ; fq D t q1 e pt : (3.455)

As in the distinct pole cases, they will automatically appear in the state transition
matrix correctly weighted by the matrices, Mi , i D 1; 2; : : : ; n, of (3.400). One
case to be discussed, however, is that of the plant only having multiple poles at one
location, the associated dynamical system transfer function being

X.s/ 1
D : (3.456)
V .s/ .s C p/n

An apparent issue is that the partial fraction expansion (3.453) does not exist. There
are still, however, n modal basis functions given by (3.455) with q D n. This is
shown as follows. Consider a state-variable block diagram of (3.456) consisting of
a chain of n identical first-order blocks with transfer function, 1= .s C p/. Then, the
state variables, zi , i D 1; 2; : : : ; n, chosen as the block outputs satisfy

1 1 1
Z1 .s/ D V .s/; Z2 .s/ D V .s/; : : : ; Zn .s/ D V .s/:
sCp .s C p/ 2 .s C p/n
(3.457)
3.4 Discrete LTI Plant Models 269

V (s) 1 Z1 ( s ) 1 Z2 ( s ) = X ( s )
s s

Fig. 3.21 State-variable block diagram of double integrator associated dynamical system

If a unit impulse, v.t/ D ı.t/, is applied, then V .s/ D 1 and in the time domain,
 i
1 1 1
zi .t/ D L D t i 1 e pt ; i D 1; 2; : : : ; n (3.458)
sCp .i  1/Š

It is then evident that, with q D n, the modal basis functions of (3.455) are extracted
from (3.458) by disregarding the factorial terms.
Example 3.12 Double integrator plant
The state-space model of a double integrator plant, x D Ax C bu; y D cT x, is
        
xP 1 01 x1 0  x1
D C u; y D 1 0 : (3.459)
xP 2 00 x2 b x2

where b is the lumped plant parameter. The plant characteristic polynomial is

ˇ   ˇ ˇ ˇ
ˇ s0 0 1 ˇˇ ˇˇ s 1 ˇˇ
jsI2  Aj D ˇˇ  D D s2 (3.460)
0s 0 0 ˇ ˇ0 s ˇ

and therefore the transfer function of the associated dynamical system is

X.s/ 1
D 2: (3.461)
V .s/ s

The state-variable block diagram is shown in Fig. 3.21.

The state variables, z1 and z2 , yield the modal basis functions if the input, v(t), is
a unit impulse function, implying V .s/ D 1. Thus, assuming fi .0/ D 0, i D 1; 2,
   
1 1 1 1
z1 .t/ D L D h.t/ D 18t > 0 and z2 .t/ D L D th.t/ D t; 8t > 0;
s s2
(3.462)

where h(t) is the unit step function. In this case, there are no coefficients to disregard,
and the modal basis functions are

f1 .t/ D 1 and f2 .t/ D t; (3.463)

giving the state transition matrix as

ˆ.t/ D M1 C M2 t: (3.464)
270 3 Plant Model Manipulation and Analysis

The equations for determination of M1 and M2 are then

 
10
ˆ.0/ D I2 ) M1 D I2 D (3.465)
01

and
 
P̂ .0/ D A ) M2 D A D 0 1 : (3.466)
00

Then. the state transition matrix (3.464) becomes

     
10 01 1t
ˆ.t/ D C tD : (3.467)
01 00 01

giving the discrete drive matrix,

Z h Z h    Z h    
1 0 b 1 bh2
§.h/ D ˆ ./ Bd  D d D d D 2
:
0 0 01 b 0 b bh
(3.468)

Then the discrete state-space model, xkC1 D ˆ.h/xk C §.h/uk , yk D cxk , is

        
x1 .k C 1/ 1h x1 .k/ 1 bh2  x1 .k/
D C 2 u.k/; y.k/ D 1 0 :
x2 .k C 1/ 01 x2 .k/ bh x2 .k/
(3.469)

Example 3.13 Triple integrator plant

A relevant application is spacecraft attitude control using variable geometry solar
panels (Chap. 8). The continuous state-space model, x D Ax C bu; y D cT x, is
2 3 2 32 3 2 3 2 3
xP 1 01 0 x1 0  x1
4 xP 2 5 D 4 0 0 1 5 4 x2 5 C 4 0 5 u; y D 1 0 0 4 x2 5 ; (3.470)
xP 3 00 0 x3 b x3

and therefore, the plant characteristic polynomial is

ˇ2 3 2 3ˇ ˇ ˇ
ˇ s00 01 0 ˇˇ ˇˇ s 1 0 ˇˇ
ˇ
ˇ4 5 4
jsI3  Aj D ˇ 0 s 0  0 0 1 5ˇˇ D ˇˇ 0 s 1 ˇˇ D s 3 : (3.471)
ˇ 00s 00 0 ˇ ˇ0 0 s ˇ
3.4 Discrete LTI Plant Models 271

V (s) 1 Z1 ( s ) 1 Z2 ( s ) 1 Z3 ( s ) = X ( s )
s s s

Fig. 3.22 State-variable block diagram of triple integrator associated dynamical system

The transfer function of the associated dynamical system is therefore

X.s/ 1
D 3 (3.472)
V .s/ s

and the corresponding state-variable block diagram is shown in Fig. 3.22.

The responses of the state variables, z1 , z2 and z3 , to a unit impulse input,
assuming zi .0/ D 0, i D 1; 2; 3, are then the modal basis functions

z1 .t/ D 1; z2 .t/ D t; z3 .t/ D 12 t 2 ; 8 t > 0: (3.473)

In this case, the simplest set of modal basis functions that can be formed is

f1 .t/ D 1; f2 .t/ D t; f3 .t/ D t 2 (3.474)

giving the state transition matrix

ˆ.t/ D M1 C M2 t C M3 t 2 : (3.475)

The equations for determination of M1 , M2 and M3 are then

3 2
100
ˆ.0/ D I3 ) M1 D I3 D 4 0 1 0 5 ; (3.476)
001
2 3
010
P̂ .t/ D M2 C 2M3 t ) P̂ .0/ D A ) M2 D A D 4 0 0 1 5 (3.477)
000

and
3 2
0 0 12
R̂ .t/ D 2M3 ) R̂ .0/ D 2M3 D A2 ) M3 D 12 A2 D 4 0 0 0 5 (3.478)
000

Then the state transition matrix (3.475) becomes

2 3 2 3 2 3 2 3
100 010 00 1
2 1 t 12 t 2
ˆ.t/ D 4 0 1 0 5 C 4 0 0 1 5 t C 4 0 0 0 5 t2 D 4 0 1 t 5 (3.479)
001 000 00 0 00 1
272 3 Plant Model Manipulation and Analysis

and the discrete input matrix is

2 32 3 2 3 2 3
Z h Z h 1  12  2 0 Z h b 21
2
1 bh3
6
§.h/D ˆ ./ BdD 4 0 1  5 4 0 5 dD 4 b 5 dD 4 12 bh2 5
0 0 0
00 1 b b bh
(3.480)

Then the discrete state-space model, xkC1 D ˆ.h/xk C §.h/uk , yk D cxk , is

2 3 2 32 3 2 3
x1 .k C 1/ 1 h 12 h2 x1 .k/ 1 bh3
6
4 x2 .k C 1/ 5 D 4 0 1 h 5 4 x2 .k/ 5 C 4 12 bh2 5 u.k/;
x3 .k C 1/ 00 1 x3 .k/ bh
2 3 (3.481)
 x1 .k/
y.k/ D 1 0 0 4 x2 .k/ 5 :
x3 .k/

3.4.2.5 Relationships for Checking Derivations

The following relationships may be used to check the correctness of the matrices,
ˆ(h) and ‰(h) (or §(h) for SISO plant models), once they have been derived:

d
ˆ.h/ D Aˆ.h/ (3.482)
dh
d
‰.h/ D ˆ.h/B (3.483)
dh
For SISO plants, the matrices, ‰(h) and B, are, respectively, replaced by the column
vectors, §(h) and b. Relationship (3.482) follows directly by differentiating

ˆ.h/ D e Ah : (3.484)

The second relationship is proven, using the matrix Maclaurin series, as follows:
Z Z
h h 
‰.h/ D e A Bd D In C A C 2Š1 A2  2 C    Bd
0 0 (3.485)
2 2 3

D In h C Ah C A h C    B
1
2Š
1
3Š

Differentiating (3.485) w.r.t. h then yields

d 
‰.h/ D In C Ah C 2Š1 A2 h2 C    B D ˆ.h/B: (3.486)
dh
3.4 Discrete LTI Plant Models 273

Applying these checks to Example 3.9, the discrete plant matrix is derived as

 
 h cos .!h/ sin .!h/
ˆ.h/ D e ; (3.487)
 sin .!h/ cos .!h/

Then

 
 !
 h cos .!h/ sin .!h/
Aˆ.h/ D e
 !   sin .!h/ cos .!h/
  (3.488)
 cos .!h/  ! sin .!h/  sin .!h/ C ! cos .!h/
D e  h
 ! cos .!h/ C sin .!h/ ! sin .!h/  cos .!h/

and
 
d ! sin .!h/  cos .!h/ C! cos .!h/  sin .!h/
ˆ.h/ D e  h ;
dh  ! cos .!h/ C sin .!h/ ! sin .!h/  cos .!h/
(3.489)

which agrees with the RHS of (3.488).

The discrete input matrix is derived as
  
b ! 1  e  h cos .!h/  e  h sin .!h/
§.h/ D  : (3.490)
C !2
2 !e  h sin .!h/ C 1  e  h cos .!h/

Then
 
be h ! cos .!h/ C ! 2 sin .!h/ C 2 sin .!h/  ! cos .!h/
dh §.h/
d
D 2 C! 2  ! sin .!h/ C ! 2 cos .!h/ C 2 cos .!h/ C ! sin .!h/
 
sin .!h/
D be  h
cos .!h/
(3.491)

and
    
cos .!h/ sin .!h/ 0 sin .!h/
ˆ.h/b D e  h D be  h (3.492)
 sin .!h/ cos .!h/ b cos .!h/

which agrees with the RHS of (3.491).

274 3 Plant Model Manipulation and Analysis

3.4.3 Plant z-Transfer Function Model

3.4.3.1 Introduction

It will be recalled from Sect. 3.2.9 that Laplace transfer function models can be
derived from continuous state-space models. Similarly, it is possible to derive z-
transfer function models from the discrete state-space models, and this section
provides the necessary theory. The z-transform is related to linear difference
equations with constant coefficients as the Laplace transform is related to linear
differential equations with constant coefficients.
The less common notation of Q(z) for the plant z-transfer function is used rather
than G(z) since the Laplace transfer function of the plant is denoted by G(s).

3.4.3.2 Sampling Process and Definition of the z-Transform

It will be recalled that the Laplace transform of a variable, y(t), is defined as

Z 1
L fy.t/g  y.t/e st dt D Y .s/: (3.493)
0

An equivalent expression for the z-transform will now be derived. Figure 3.23 shows
a continuous variable, x(t), its sampled version and a corresponding train of infinite
impulses representing the samples, introduced for mathematical convenience.

Fig. 3.23 A variable and a

representations of its sampled x(t)
values. (a) Original
continuous variables.
(b) Sequence of sampled 0 t
values. (c) Sequence of
infinite impulses

b
xs(t)

0 t

c
x*(t)

0 t
3.4 Discrete LTI Plant Models 275

Fig. 3.24 Definition of

kimpulse representing the th x ( kh )
sampled value of a variable, Δt f (t )
x(t)
x ( kh )
x (t )

0 kh kh + Δt t

In Fig. 3.23c, the infinite impulses that are represented by arrows with lengths
equal to the magnitudes of the samples in Fig. 3.23b have strengths equal to the
values of these samples, as defined in Fig. 3.24.
The shaded rectangular impulse, f (t), has a strength equal to
Z 1
f .t/dt D x.kh/: (3.494)
0

As t ! 0, the pulse becomes of infinite magnitude and,

lim f .t/ D x.kh/ı .t  kh/ (3.495)

t !0

where ı .t  kh/ is a Dirac delta impulse function, which has a strength of unity
and occurs at t D kh.
Hence
Z 1
x.t/ı .t  kh/ dt D x.kh/: (3.496)
0

The integrand of equation (3.496) is the kth impulse of x  .t/. It follows that x  .t/
may be expressed as
1
X
x  .t/ D Œx .t/ ı .t  kh/ : (3.497)
kD0

The Laplace transform of x  .t/ is therefore

Z1 Z1 X
1
!
 st

X .s/ D x .t/ e dt D .x .t/ ı .t  kh// e st dt
01 0 10 kD0
1
X Z 1
X 1
X
k
D @ .x .t/ ı .t  kh// e st dt A D x .kh/ e skh D x .kh/ e sh :
kD0 0 kD0 kD0
(3.498)
276 3 Plant Model Manipulation and Analysis

Since s D C j! is a complex variable, then so is e sh since

e sh D e . Cj!/h D e  h e j!h D e  h Œcos .!h/ C j sin .!h/ (3.499)

This enables a considerable simplification to be made by introducing a new variable,

z D e sh : (3.500)

Making this substitution in equation (3.498) then yields

1
X
X.z/ D x .kh/ zk : (3.501)
kD0

The asterisk has been removed as X  .s/ and X(z) are different functions of their
arguments although X  .s/ D X.z/. In the functional notation, X  .s/ D X  .z/
would imply s D z, which is incorrect. It is usual to write (3.501) as
1
X
X.z/ D x .k/ zk ; (3.502)
kD0

understanding that the samples are separated by intervals of h seconds. Although

(3.502) has been derived using the Laplace transform, it is often quoted as the
definition of the z-transform of a sequence of sampled values of x(t). The notation
used for taking z-transforms is similar to that used for Laplace transforms. Thus,
(3.502) is written as

X.z/ D Z fx.k/g : (3.503)

3.4.3.3 Time Shifting Property

The time-shifting property of the z-transform is the key to deriving z-transfer

function models of LTI plants starting with difference equation models in the
discrete domain. There are two cases to consider. The first is the z-transform of
x(k) delayed by q iteration steps, with q > 0. Thus
1
X 1
X
Z fx .k  q/g D x .k  q/ zk D x .k  q/ zk zq zq
kD0 kD0
1
X 1
X
D zq x .k  q/ z.kq/ D zq x .k  q/ z.kq/
kD0 kqDq
(3.504)
3.4 Discrete LTI Plant Models 277

This may be split into two parts, one of which includes X(z), as follows:

1
X 1
X
Z fx .k  q/g D zq x .k  q/ z.kq/ C zq x .k  q/ z.kq/
kqDq kqD0

1
X
D zq x .k  q/ z.kq/ C zq X.z/:
kqDq
(3.505)

If x.j / D 0 for j < 0, then the first part vanishes since j D k  q < 0 and (3.505)
reduces to

Z fx .k  q/g D zq X.z/: (3.506)

The second case is the z-transform of x(k) projected q iteration steps into the future,
with q > 0. This result is obtained by reversing the sign in front of q (as opposed to
changing the sign of q) in (3.504). Thus
1
X
Z fx .k C q/g D x .k C q/ z.kCq/ zq : (3.507)
kCqDq

To again obtain a term involving X(z), it is necessary to add terms that take k C q
from zero to q  1 and then subtract them to make the equation correct. Thus,

1
X X
q1
Z fx .k C q/g D zq x .k C q/ z.kCq/  zq x .k C q/ z.kCq/
kCqD0 kCqD0
1

D z X.z/  x.0/  z x.1/      zq1 x .q  1/
q

(3.508)

In this case, the simpler relationship equivalent to (3.506) is valid only if x.i / D 0,
i D 1; 2; : : : ; q  1.

3.4.3.4 Transfer Function from Discrete State-Space Model

The use of the time-shifting property to obtain a z-transfer function from a discrete
LTI state-space plant model will now be demonstrated. This is similar to the
determination of the Laplace transfer function from the continuous state-space
model given in Sect. 3.2.9. The z-transform is valid for vector variables as well
as scalar variables. So taking z-transforms of (3.396) with zero initial conditions,
i.e. x.0/ D 0 with q D 1 in (3.508), yields
278 3 Plant Model Manipulation and Analysis

Z fx .k C 1/g D Z fˆ.h/x.k/ C ‰.h/u.k/g (3.509)

and

Z fy.k/g D Z fCx.k/g (3.510)

From (3.509) and (3.510),

zX.z/ D ˆ.h/X.z/ C ‰.h/U.z/ ) ŒzIn  ˆ.h/ X.z/ D ‰.h/U.z/ )

(3.511)
X.z/ D ŒzIn  ˆ.h/ 1 ‰.h/U.z/

and

Y.z/ D CX.z/ (3.512)

Eliminating X(z) between (3.511) and (3.512) gives

Y.z/ D Q.z/U.z/; (3.513)

where

Q.z/ D CŒzIn  ˆ.h/ 1 ‰.h/ (3.514)

is the plant transfer function matrix. For SISO plants modelled by (3.398), the result
is the scalar transfer function,

Q.z/ D cT ŒzIn  ˆ.h/ 1 §.h/: (3.515)

The transfer function matrix of (3.514) can be expanded as

adj ŒzIn  ˆ.h/ Bn1 .h/zn1 C    C B1 .h/z C B0 .h/

Q.z/ D C ‰.h/ D n ;
det ŒzIn  ˆ.h/ z C an1 .h/zn1 C    C a1 .h/z C a0 .h/
(3.516)

where the numerator coefficient matrices, Bi (h), i D 0; 1; : : : ; n  1, are of

dimension m  r. For a SISO plant, the numerator matrices are replaced by scalar
coefficients, bi (h), i D 0; 1; : : : ; n  1. Note that Q(z) is used rather than G(z)
because the plant transfer function matrix is G(s) in the continuous domain and
Q(z) is not the same function of z that G(s) is of s, for the same plant.
The dependence of the z-transfer function coefficients on the iteration/sampling
interval, h, means that the z-transfer function of a given LTI plant is not unique.
It follows that the plant poles and zeros in the z-plane also depend upon h. The
functional notation used for the coefficients is a reminder of this.
3.4 Discrete LTI Plant Models 279

y ( t) y∗ ( t) y∗ ( t)

0 t 0 t 0 t
h h Zero
order
Sampler hold

Fig. 3.25 Traditional model of a sample and hold circuit at the input of an A/D converter

3.4.3.5 Pulse Transfer Functions and z-Transfer Functions

The z-transfer function plant models derived from the discrete-state space models in
Sect. 3.4.3.4 are ready for direct use in linear discrete control system designs. Tables
are published widely, however, containing Laplace domain transfer functions and
corresponding z-transfer functions that are not directly suitable for linear discrete
control system design. These common tables of z-transforms can, however, be
used with a traditional procedure concerning the sample and hold unit to derive
z-transfer functions identical to those obtained from the state-space models. This
section is provided to highlight the difference between the two sets of different z-
transfer functions by explaining the traditional procedure. It is actually unnecessary
to undertake this procedure if a table containing the directly useful plant z-transfer
functions is available. This is provided in Table 3 in the Tables section preceding
the appendix and contains both sets of z-transfer functions for comparison.
First, the traditional modelling of the sample and hold unit will be described. Let
y(t) be the impulse response of the plant to be modelled. Then a sampled version,
y  .t/, is produced similar to that illustrated in Fig. 3.23c. The traditional symbol
for a sampler producing this signal is shown in Fig. 3.25.
The switch implementing the sampler closes for an infinitesimal duration at the
sampling instants. A zero-order hold circuit keeps the last value sampled by the
switch and is updated with each new sample. It should be noted that an rth-order
hold fits an rth-order polynomial to the last sample and the previous r samples and
uses this to predict y(t) between the last sample and the next sample. So the zero-
order hold fits a zero-order polynomial to the last sample, which is simply a constant
equal to the value of the last sample. The zero-order hold is the most common.
The train of infinite impulses produced by the switch in the mathematical model
cannot be realised. It is introduced in this form only to aid the derivation of the
traditional model of the sample and hold as a Laplace transfer function. So the
signal, y(t), and its sampled and held version, ys (t), exist in the physical system
but y  .t/ does not. The ideal zero-order hold block operates in the following way. It
is effectively a pure integrator whose output is reset to zero an infinitesimal time
before each impulse of y  .t/ occurs. Thus, each impulse of y  .t/ is integrated
with zero initial conditions so that the sampled value of y(t) corresponding to
the impulse is produced at the integrator output in an infinitesimal time. This
process continues so that the combined sampler and zero order hold produces ys (t).
280 3 Plant Model Manipulation and Analysis

g zoh ( t ) hs ( t ) 1 hs ( t − h) 1
δ (t) 1
= −
0 t Zero 0 h t 0 t 0 h t
order
hold 
 

 



1 − e − sh
 1 1
Laplace transforms: Gzoh ( s ) = − e − sh =
s s s

Fig. 3.26 Derivation of Laplace transfer function of zero-order hold

The zero-order hold unit may be modelled as a Laplace transfer function. The
fundamental definition of the Laplace transfer function is used here, i.e. the Laplace
transfer function of a linear dynamical system is the Laplace transform of its
output when the input is a unit impulse function. Figure 3.26 shows the unit
impulse response, gzoh (t), of the zero-order hold unit together with its Laplace
transform, Gzoh (s), which is therefore the required Laplace transfer function.

Thus, gzoh (t) is a square pulse with unity height and a duration of h seconds. This
is expressed as the difference between the unit step function and another unit step
function delayed by h seconds. The Laplace transform of the delayed step function
follows from the shifting property, L ff .t  /g D e s L ff .t/g. Thus,

Xs .s/ 1  e sh
D Gzoh .s/ D (3.517)
X  .s/ s

It is this transfer function that is used together with the z-transforms from commonly
available tables to obtain the plant model as the z-transfer function between the
control variable from the computer and the measurement variable from the plant.
Let G(s) be the Laplace transfer function of the plant. The corresponding z-
transfer function is to be found that can be used for discrete control system
design, including the sample and hold. This will be denoted by Q(z) rather than
the usual G(z) since it is a different function of z than G(s) is of s. Then, G(s)
is the inverse Laplace transform of the impulse response. On the same basis,
the corresponding z-transfer function, P(z), commonly found in tables, is the z-
transform of the sampled impulse response. It is the z-transfer function between the
sampled input, comprising a train of impulses equal in strength to the sampled input
values, without a sample and hold, and the sampled output. For this reason, these
z-transfer functions will be referred to as pulse transfer functions. Figure 3.27 shows
a continuous control signal, u(t), applied to a linear plant and its output y1 (t). For
comparison, it shows the input, u .t/, that would have to be applied by a controller
if the z-transfer functions obtained from standard tables were to be used directly as
plant models. The signal u .t/ is not of the piecewise constant form of the control
3.4 Discrete LTI Plant Models 281

y1 ( t )
Laplace transfer function: G ( s ) = L { y1 ( t )} when u ( t ) = δ ( t )


u (t ) 0 t
Plant
0 t
u∗ ( t ) y2 ( t )

h 0 t
0 h t
Plant
Sampler

Pulse transfer function: P ( z ) = ⎡⎣ L { y2 ( t )} when u ∗ ( t ) = δ ( t ) ⎤⎦
z = e sh

Fig. 3.27 Pulse transfer function corresponding to Laplace transfer function for the same plant

input of a discrete control system and it is not realisable. So a sample and hold is
needed in this model to convert u .t/ to the required piecewise constant us (t).
Figure 3.28 shows pictorially the process of determining Q(z), given P(z) from
standard tables. To continue in the same vein as Fig. 3.27, the starting point is a
fictitious continuous control variable, u0 (t), which when sampled yields the values
of the piecewise control, u(t), applied to the plant and these are represented by a
sequence of impulses with strengths equal to these control values.
This step is necessary to be able to develop the method of using standard tables to
obtain Q(z). Then the zero-order hold (ZOH) unit is inserted to obtain the piecewise
constant u(t). The pure integrator in the ZOH transfer function is then transferred to
the plant block to form the augmented plant with transfer function, G(s)/s. It is the
augmented plant transfer function that is looked up in the standard tables to obtain
the corresponding P(z). The remaining part of the ZOH transfer function is easily
transferred to the z-domain using (3.500), i.e. z D e sh , to yield .z  1/ =z. Finally,
the required plant z-transfer function is

z1
Q.z/ D P .z/: (3.518)
z

The above procedure is the traditional one for obtaining the plant z-transfer
function model from the Laplace transfer function model for discrete domain
design of linear controllers, but to save time, the reader may refer to Table 3 of
the Tables section preceding the appendix, which covers commonly encountered
transfer functions.
282 3 Plant Model Manipulation and Analysis

u′ ( t ) u∗ ( t ) u (t ) y (t )

0 t 0 t 0 t
0 t
h Zero
order Plant


 Sampler 

 hold 


fictitious sequence of sequence of
continuous impulses with strengths equal to control levels
control control values from processor from processor



{ }
Required plant transfer function: G ( z ) = ⎡ L y ( t ) when u ∗ ( t ) = δ ( t ) ⎤
⎣ ⎦ z = e sh
identical to that obtained from plant state space model.

U ∗ (s) ZOH U (s) Plant Y (s)

Go to s -domain: 1 − e − sh
G (s)
s

Augmented
U ∗ (s) Plant Y (s)
Block diagram manipulation: 1 − e − sh G (s)
s
z −1
z = e ⇒1− e =1− z =
sh − sh −1
P ( z ) from tables
z
  
z −1
Required plant z -transfer function: Q ( z ) = P(z)
z

Fig. 3.28 Plant z-transfer function derivation for discrete control system synthesis

3.4.4 Change of Sampling Period for z-Transfer Function

Models
3.4.4.1 Introduction

With reference to Chap. 2, Sect. 2.3.4, z-transfer function models generated by

recursive parameter estimation may have longer iteration periods than those required
for satisfactory discrete control. This section therefore provides means of converting
a given z-transfer function model, Q1 (z), for sampling period, h1 , to a corresponding
transfer function model, Q2 (z), for a different sampling period, h2 .
To begin, suppose the Laplace transfer function model, G(s), of the plant is
available. Then the corresponding continuous state-space model in the controller
canonical form follows directly. This can be converted to a discrete state-space
model with any chosen sampling period (Sect. 3.4.1) and then to a corresponding
z-transfer function model (Sect. 3.4.3.4). This process is shown in Table 3.1, steps
2, 3 and 4, and leads to Q2 (z) for iteration period, h2 . Similarly, another z-transfer
3.4 Discrete LTI Plant Models 283

Table 3.1 Hypothetical steps for conversion to a different sampling period

z-Transfer function model for
Y.z/
Starting point: sampling period, h1 U.z/
D Q1 .z/
Connecting diagram: Discrete state-variable block
diagram in the controller canonical
form
x .k C 1/ D ˆ .h1 / x.k/
Step 1: Form discrete state-space model for
C§ .h1 / u.k/y.k/ D cT x.k/
sampling period, h1 :
Z h1
Connecting equations: ˆ .h1 / De Ah1 ; § .h1 / D e A bd
o
xP D Ax C bu
Step 2: Form continuous state-space model:
y D cT x
Z h2
Connecting equations: ˆ .h2 / De Ah2 ; § .h2 / D e A bd
o
x .k C 1/ D ˆ .h2 / x.k/
Step 3: Form discrete state-space model for
C§ .h2 / u.k/y.k/ D cT x.k/
sampling period, h2 :
Form z-transfer function model for
Y.z/
Step 4: sampling period, h2 U.z/
D Q2 .z/

function model, Q1 (z), for iteration period, h1 , could be obtained by starting at step
2 in Table 3.1 and working backwards through step 1 to the starting point. In theory,
these last steps could be taken in the correct order starting with Q1 (z) and deriving
the continuous state-space model, from which Q2 (z) could be derived.
All the steps may be carried out in the order of Table 3.1 with relative ease except
step 2. This would require solving the connecting equations between steps 1 and
2 to obtain A and b in terms of ˆ(h1 ) and §(h1 ). Unfortunately this problem is
not generally tractable but instead, the conversion between the discrete models can
be carried out via an approximate continuous linear plant model whose transfer
function will be denoted by F(s), instead of the continuous state space model.

3.4.4.2 A Variation of Tustin’s Transformation

Let Q(z) be the z-transfer function model of the plant for sampling period, h. The
aim is then to find a functional relationship and its inverse, i.e.,

z D f .s; h/ and s D f 1 .z; h/ ; (3.519)

where s is the Laplace transform variable, such that Q .f .s; h// D F .s; h/ is the
transfer function of a system having the same order as Q(z) and that approximates
the true Laplace transfer function, G(s), of the plant. Since the transformation,

z D e sh ; (3.520)
284 3 Plant Model Manipulation and Analysis

is the basis of forming the z-transfer function starting with the Laplace transform
of a sampled signal [Sect. 3.4.3.2), one might be tempted to use this for (3.519).
Unfortunately, however, Q(esh ) is of infinite order since this transfer function can
only be expressed as the ratio of two polynomials in s by expanding esh as an infinite
power series in sh. To circumvent this problem, however, an approximation to esh
may be used that yields a transfer function, F(s), that is of the same order as Q(z).
An approximation satisfying this requirement is

e sh 1CshC 2Š1 .sh/2 C    1Csh

zDe sh D s.1/h
D 2
Š :
e 1s .1/ hC 2Š1 .s .1/ h/ C    1  s .1  / h
(3.521)

where  has been introduced as a tuning parameter. Then, if

1 C sh
z D f .s; h/ D ; (3.522)
1 C s .  1/ h

the transfer function, F .s/ D Q .f .s//, is an approximate Laplace transfer function

model of the plant in the continuous domain.
The inverse of transformation (3.522) is

1 z1
sD : 
: (3.523)
.1  / h z C 1

Let
Xn1
b1j zj
j D0
Q1 .z/ D Xn1 : (3.524)
zn C a1i zi
i D0

Then the first step is to convert to the s-domain using (3.522) with h D h1 . Thus,

1 C sh1
zD : (3.525)
1 C s .  1/ h1

The approximate continuous transfer function model, F1 (s), would then be obtained
by substituting for z in (3.524) using (3.525), but since this is not needed for later
use, direct conversion back to the z-domain may be carried out by substituting for s
in (3.525) using (3.523) with h D h2 . Then the conversion relationship is
3.4 Discrete LTI Plant Models 285

h1 z1
1C : z1
.1  / h2  1 C ˛ˇ
zC z Cˇ z C ˇ C ˛ˇ .z  1/
z WD 1 D D
h1 z1 z1 z C ˇ  ˛ .z  1/
1 : 1˛
h2  zCˇ
zC
1  
1˛
zCˇ
.1 C ˛ˇ/ z C ˇ .1  ˛/ 1 C ˛ˇ zCq
D D   D ;
.1  ˛/ z C ˛ C ˇ 1˛ ˛Cˇ pz C r
zC
1 C ˛ˇ 1 C ˛ˇ
(3.526)
˛Cˇ
where ˛ D hh12 , ˇ D 1
 1˛
, p D 1C˛ˇ , q D ˇp and r D 1C˛ˇ .
Note that the symbol, WD, indicates replacement in contrast to equality. Replacing
z in (3.524) using (3.526) then yields

Xn1  
zCq j Xn1
j D0
b1j b1j .zCq/j .pzCr/nj
pzCr j D0
P2 .z/D  n Xn1  zCq i D n
Xn1
i ni
:
zCq
C a1i .zCq/ C a1i .zCq/ .pzCr/
pzCr i D0
i D0 pzCr
(3.527)

While the order of P2 (z) is the same as that of Q1 (z), i.e. n, the number of zeros
of P2 (z) is also n, while the number of zeros of G1 (z) is n  1 or less. This is a
consequence of approximation (3.521) being a transfer function with zero relative
degree. To obtain a model with the same relative degree as Q1 (z) but with the poles
of P2 (z) to preserve its dynamic character, the numerator factor, .pz C r/nj , of
(3.527) is replaced by its DC gain (by setting z D 1) to obtain
Xn1

b1j z C q j .p C r/nj
j D0
Q2 .z/ D Xn1 : (3.528)
.z C q/n C a1i .z C q/i .pz C r/ni
i D0

If  D 0:5, (3.522) becomes the bilinear transformation of Tustin’s method,

which maps all points in the left half of the complex s-plane to the unit disc in the
z-plane. Since this is also true of the transformation, z D e sh , each pole of G(s) has a
corresponding pole of F1 (s) such that both poles lie within the left half of the s-plane
or outside it. It also follows that each pole of Q1 (z) is associated with a pole of Q2 (z)
through transformation (3.526) such that both these poles lie outside the unit disc in
the z-plane or outside it. Since this is also true of the pair of transfer functions Q1 (z)
and Q2 (z) connected by the steps of the exact transformation of Table 3.1, the new
transfer function (3.528) would first be simulated together with transfer function
286 3 Plant Model Manipulation and Analysis

(3.524) first with  D 0:5 with a common step control input, to yield two outputs,
y1 (t) and y2 (t). Then  would be adjusted to obtain a better fit of the outputs at the
sample points.
Another simple adjustment is provided by setting the actual sampling period to
hQ 2 in the new discrete model and varying this to change the timescale of y2 (t). On
the other hand, if h2 is specified, the converse scheme may be employed of replacing
h2 by hQ 2 in (3.526) and varying this instead, starting with hQ 2 D h2 .
Example 3.14 Reduction of sampling period for a throttle valve model
The second-order discrete transfer function model,

Y .z/ b1 z1 C b2 z2

D (3.529)
U.z/ 1 C a1 z1 C a2 z2
for a throttle valve of an internal combustion engine has been obtained by recursive
parameter estimation with a sampling period of h1 D 0:1 Œs , where b1 D 0:2271,
b2 D 0:0689, a1 D 0:8531 and a2 D 0:0189. For control system implementation,
since a control-loop settling time of Ts D 0:1 Œs is required, a shorter sampling
period of h2 D 0:02 Œs is needed. With  D 0:5, the conversion equation (3.526)
then becomes
6z  4 4z  6
z WD ) z1 WD  (3.530)
4z C 6 6z  4
The original plant model is shown in Fig. 3.29a and the converted plant model
®
in Fig. 3.29b, in block diagram form suitable for simulation in SIMULINK and
®
ultimately implementation using dSPACE .
It is straightforward to confirm that Fig. 3.29a has transfer function (3.529) by
means of Mason’s formula (Appendix A4). Figure 3.30 shows the responses of the
original discrete model, y1 (t): the continuous model, yc (t), obtained by replacing z
in (3.529) by w of (3.525); and the required discrete model, y1 (t).
Despite the approximation of (3.521), the errors between y2 (t), y1 (t) and yc (t) at
the sample points are invisible even on the magnified inset of Fig. 3.30, indicating
that the new discrete model is satisfactory.

a b1 b b1
U (z) + Y (z) U (z) 4z − 6 4z − 6 − Y (z)
−1 −1 b2 b2
z z
+ − + + − 6z − 4 6z − 4 +
a1
+ + a1
a2 + −
a2

Fig. 3.29 Second-order discrete models for a throttle valve in block diagram form. (a) Original
model with h D 0:1 Œs . (b) Model converted to h D 0:02 Œs
3.4 Discrete LTI Plant Models 287

6 y2 ( t)
[V] y1 ( t)
5 yc ( t)

3
u ( t) 2 2.1 t [s] 2.2
2

0 0.5 1 1.5 2 2.5 t [s] 3

Fig. 3.30 Simulations of throttle valve models

3.4.5 Controllability Analysis of Discrete LTI Plant Models

3.4.5.1 SISO Plants

The starting point is the discrete state-space LTI SISO plant model (3.398), i.e.,
x .k C 1/ D ˆ.h/x.k/ C §.h/u.k/ (3.531)

y.k/ D cT x.k/: (3.532)

This plant model is controllable if it is possible to change the state from an arbitrary
initial value, x(0), to a different arbitrary value in a finite number of iterations with
a sequence of finite control values. To determine a condition for controllability,
let a sequence of q control values, u(0), u(1), : : : u .q  1/, be applied and the
possibility of reaching an arbitrary state be investigated. Thus, with ˆ(h) and §(h)
being abbreviated, respectively, to ˆ and §,

x.1/ D ˆx.0/ C §u.0/

x.2/ D ˆx.1/ C §u.1/ D ˆ Œˆx.0/ C §u.0/ C §u.1/
D ˆ 2 x.0/ C ˆ§u.0/ C §u.1/

x.3/ D ˆx.2/ C §u.2/ D ˆ ˆ 2 x.0/ C ˆ§u.0/ C §u.1/ C §u.2/
D ˆ 3 x.0/ C ˆ 2 §u.0/ C ˆ§u.1/ C §u.2/
::
:
x.q/Dˆ q x.0/Cˆ q1 §u.0/Cˆ q2 §u.1/C : : : Cˆ§u .q2/ C§u .q1/ :
(3.533)
288 3 Plant Model Manipulation and Analysis

The last equation may be written as

(3.534)

This is a set of n linear simultaneous equations to solve for the q control values.
If q < n, it is overdetermined and no solution exists that simultaneously satisfies
every equation. If q > n, it is underdetermined, and there are an infinite number
of possible solutions. The minimum number of control values in the sequence for
which there could be a unique solution is therefore q D n. The square matrix

(3.535)

therefore has to be nonsingular for the plant to be controllable and is called the
discrete controllability matrix. The controllability condition is

det ŒMc .ˆ; §/ ¤ 0: (3.536)

This corresponds to the controllability matrix, Mc (A, b), derived in Sect. 3.2.7 for
the continuous state-space plant model. For a controllable plant model, (3.535) and
(3.534) with q D n yield
2 3
u .n  1/
6 u .n  2/ 7
6 7
6 :: 7 D M1 .ˆ; §/ Œx  ˆ q x :
6 : 7 n 0 (3.537)
6 7 c
4 u.1/ 5
u.0/

As will be seen in Chap. 6, a discrete linear state feedback control law can be formed
using (3.537) having a step response that settles precisely in n iterations, which is
called a dead-beat response.

3.4.5.2 Multivariable Plants

In this case, the plant model to consider is (3.396), i.e.,

x .k C 1/ D ˆ.h/x.k/ C ‰.h/u.k/
(3.538)
y.k/ D Cx.k/:
3.4 Discrete LTI Plant Models 289

The plant model is controllable if a sequence of unbounded control vector values,

u(0), u(1), : : : , u(q), can be applied to change the plant state from an arbitrary
initial value, x(0), to an arbitrary final value, x(q). Abbreviating ˆ(h) and ‰(h),
respectively, to ˆ and ‰, a sequence of states similar to that of (3.533) may be
produced leading to

x.q/ D ˆ q x.0/ C ˆ q1 ‰u.0/ C ˆ q2 ‰u.1/ C    C ˆ‰u .q  2/ C ‰u .q  1/ ;

(3.539)

which may be written as

(3.540)

This is a set of n simultaneous equations to be solved for qr control vector

components. If qr > n, they are underdetermined and there could be an infinite
number of solutions. If qr < n, they are overdetermined and no solution exists.
Since q is an integer, it is only possible to obtain a completely determined set of
equations if n/r is an integer, thereby permitting qr D n. If not, then the minimum
possible number of iterations is qm D dn=re, i.e. the smallest integer greater
than n/r. A set of equations containing more than qm r control vector components,
however, is permissible and it is usual to take q D n iterations as in the SISO case
of Sect. 3.4.5.1. Then the matrix,

(3.541)

in (3.540) is the discrete controllability matrix. It has dimension, n  nr, and

therefore the condition for controllability is

rank ŒMc .ˆ; ‰/  n: (3.542)

This corresponds to the controllability matrix, Mc (A, B), derived in Sect. 3.2.7 for
the continuous state-space plant model.
For the minimal number of iterations, the solution for the sequence of control
vectors may be obtained as follows. First Mc (ˆ, ‰) is abbreviated to Mc . Then
premultiplying both sides of (3.540) by MTc yields
290 3 Plant Model Manipulation and Analysis

(3.543)
1
Note that the matrix, MTc Mc MTc , is the left pseudo inverse of the non-square
matrix, Mc , of dimension, n  rqm . As for the SISO case, a discrete linear state
feedback control law can be formed using (3.543). This, however, settles precisely
in qm iterations, where qm < n, which results from there being more ‘degree of
control’ of a multivariable plant than an SISO plant of the same order, thanks to
more than one control variable working together to perform the task.

3.4.6 Analysis of Discrete LTI Plant Models

3.4.6.1 SISO Plants

The starting point is the plant model of (3.531) and (3.532), which is

x .k C 1/ D ˆ.h/x.k/ C §.h/u.k/ (3.544)

y.k/ D cT x.k/: (3.545)

The state, x(k), contains all the information about the dynamic behaviour of the plant
at time, tk , but y(k) cannot since it is only a scalar quantity. Clearly more information
can be gained by taking more output samples at different times. The question then
arises of whether all the information can be gained about the dynamical behaviour
of the plant in this way, aided by the mathematical model of the plant. This is
the property of observability. In the discrete domain, a mathematical condition for
observability can be derived by posing the question of whether or not the initial
plant state, x0 , assumed to be initially unknown, can be determined using only sets
of input and output sequences, u(0), u(1), : : : u .q  1/ and y(0), y(1), : : : , y .q  1/.
If this can be achieved then the state at any other time can be determined by means of
the state difference equation (3.544). With ˆ(h) and §(h) abbreviated, respectively,
3.4 Discrete LTI Plant Models 291

to ˆ and §, (3.545) and (3.544) yield

y.0/ D cT x.0/
y.1/ D cT x.1/ D cT Œˆx.0/ C §u.0/ D cT ˆx.0/ C cT §u.0/
y.2/ D cT x.2/ D cT Œˆx.1/ C §u.1/ D cT Œˆ Œˆx.0/ C §u.0/ C §u.1/
;
D cT ˆ 2 x.0/ C cT Œˆ§u.0/ C §u.1/
::
:

y .q  1/ D cT ˆ q1 x.0/ C cT ˆ q2 §u.0/ C    C ˆ§u .q  3/ C §u .q  2/
(3.546)
which may be written as

(3.547)

This is a set of q linear equations in the n components of x0 to be found. If q < n,

it is underdetermined in which case there is an infinite number of solutions. This,
however, has a different implication than in Sect. 3.4.5 concerning controllability
in which all the different solutions were valid control sequences that produced the
required change of the state. In this case, there is only one valid solution, i.e. the
state, x0 , so an infinite number of solutions implies that x0 cannot be found. If q > n,
the set of equations is overdetermined. Again the situation is different from that
concerning controllability where this implies an insufficient choice of control values
to achieve the required change of state. In this case, there are more input–output
samples than necessary and x0 can possibly be calculated from any subset of n
input–output samples taken from the complete set. It would be possible to obtain
the solution with q > n using all the input–output samples, and this would lead to
an observability condition similar to that for multivariable plants to be derived in
Sect. 3.4.6.2. A simpler condition, however, is obtained with the minimum number,
q D n, of input–output samples. In this case, with reference to (3.547), the matrix,

(3.548)
292 3 Plant Model Manipulation and Analysis

has to be nonsingular for the solution to exist. This is the discrete observability
matrix. The condition for observability is therefore


det Mo cT ; ˆ ¤ 0: (3.549)

3.4.6.2 Multivariable Plants

The relevant plant model is now that of (3.538), which is

x .k C 1/ D ˆ.h/x.k/ C ‰.h/u.k/
(3.550)
y.k/ D Cx.k/:

A sequence of input–output pairs may be sampled similar to that of Sect. 3.4.6.1 to

yield

(3.551)

This is a set of mq linear equations in the n components of x0 to be found. If mq < n,

then it is underdetermined, giving an infinite number of solutions, meaning that the
number of input–output pairs is insufficient for x0 to be found. If mq > n, the set of
equations is overdetermined meaning that more than one combination of n output
vector components and the corresponding input terms may be used to determine x0 .
The set of equations would be completely determined if mq D n, but since q is an
integer then so should be n/m. If not, then the minimum possible number of input–
output samples is qmin D dn=me, i.e. qmin is the smallest integer satisfying mq > n.
Since, however, taking in more than the minimum number of input–output samples
is valid, it is usual to take q D n as for the SISO case. Then the matrix

(3.552)
References 293

in (3.551) is the discrete observability matrix. It has dimension nm  n, and

therefore, the condition for observability is

rank ŒMo .C; ˆ/  n: (3.553)

This corresponds to the observability matrix, Mo (C, A), derived in Sect. 3.2.7 for
the continuous state-space model.
For the minimal number of input–output samples, qmin , the solution for x0 is
obtained as follows. First, Mo (C, ˆ) is abbreviated to Mo . Then, premultiplying
both sides of (3.551) by MTo yields

(3.554)
1
The matrix, MTo Mo MTo , is the left pseudo inverse of the non-square observability
matrix, Mo , of dimension mqm  n, which reduces to M1 o in the SISO case for
which m D 1 and qm D n, and therefore, Mo is of dimension n  n. As will be seen
in Chap. 8, this provides the basis of a discrete state estimation algorithm that can
estimate the current state using qm past input–output samples.

References

1. Cheng D et al (2010) Analysis and design of nonlinear control systems. Science Press, Beijing
and Springer, Berlin Heidelberg
2. Rukmangadachari E (2009) Mathematical methods. Dorling Kindersley (India) Pvt. Ltd.,
licensees of Pearson Education in South Asia
3. Gantmakher FR, Brenner JL (2005) The application of the theory of matrices. Dover Publica-
tions, Mineola/New York
4. Luenberger DG (1967) Canonical forms for multivariable systems. IEEE Trans Autom Control
AC-12(3), 290–293
Chapter 4
Traditional Controllers: Model Based Design

4.1 Approach

This chapter commences with the simplest feedback control systems to ensure
continuity and provide some revision for readers who have only undertaken 1 year
of undergraduate study of linear control systems. As the chapter progresses, various
performance demands are introduced together with increases in the plant order.
Controllers are developed through the needs of application examples. At each stage,
features, either in the control structure or design methodology, are introduced that
meet the specification. With this approach, the reader will fully understand the
features and be able to design the simplest controller to meet a given performance
specification for any linear SISO plant.
Following the introduction of closed loop control using analogue electronic
implementation in the 1940s, the classical design procedures based mainly in the
frequency domain evolved. These were influenced by the need to minimise the
complexity of the analogue electronics implementing the controllers, thereby min-
imising cost and maximising reliability but restricting the attainable performance for
many plants. This tradition has continued over the years with the consequence that,
at the time of writing this book, most industries have not ventured much further
than the PID controller and its relatives presented in Chap. 1. Digital processors,
however, are now available at a reasonable cost and with such computational powers
that the above restrictions need no longer apply. More complex but more effective
controllers can be created merely by software changes without any increase in the
hardware complexity.
The sampling frequencies of digital processors in many applications are so
high that continuous time theory is applicable, as in this chapter, but in certain
applications the time scale of operation is so short that discrete control theory is
needed (Chap. 6) using the discrete plant models of Chaps. 2 and 3.
The approach to linear control system design taken in this book is to create
controllers that have a number of adjustable parameters at least equal in number

© Springer-Verlag London 2015 295

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_4
296 4 Traditional Controllers: Model Based Design

to the total order of the closed-loop system. This enables any linear closed loop
dynamics to be attained for a given order but within the limitations of the hardware
such as control saturation limits. It also enables a particularly simple design
approach to be adopted that minimises trial and error. First the closed-loop pole
locations are chosen that produce a desirable dynamic behaviour. Then the controller
parameters are chosen that yield those pole locations. This process, which has
already been briefly introduced in Chap. 1, is referred to as pole assignment. The
control techniques of this chapter and Chap. 5 are model based in that a reasonably
accurate plant model is needed but Chaps. 8 and 9 present control techniques that
enable pole assignment despite relatively severe plant modelling uncertainties and
external disturbances.
This chapter contains sufficient material for the design of traditional linear
controllers for linear time invariant (LTI), single input, single output (SISO) plants
of first and second order, that fall into the general class of plants that can be modelled
by the general transfer function relationship,
Xm
j
bj s
j D0
Y .s/ D Xn1 ŒU.s/  D.s/ ; m < n; (4.1)
sn C ai s i
i D0

where bj , j D 1; 2; ::; m and ai , i D 1; 2; ::; n are constant, real coefficients and

D(s) is the external disturbance referred to the control input, U(s), equivalent to all
the physical external disturbances acting on the plant by having precisely the same
effect on the controlled output, y (Chap. 2). This disturbance is often significant and
the controller must be designed to adequately counteract it. The minus sign with
D(s) is the convention adopted in electric drive applications, originating from the
fact that an externally applied load torque to an electric motor reduces its speed.
Since no generality is lost using this convention and many control applications have
electric drives as the actuators, it will be adopted throughout this book.
For plants of third or higher order, the more sophisticated controllers introduced
in Chap. 5 are needed.
The degree to which the closed loop performance differs from that specified
due to plant modelling uncertainties and external disturbances is defined here as
sensitivity. Conversely, the ability of the control system to maintain the closed
loop performance near to that specified despite these imperfections is defined
as robustness. Quantitative definitions of robustness and sensitivity are given in
Sect. 4.6. By ‘specified closed loop performance’ is meant a precisely defined
relationship between the reference input and the controlled output, such as a step
response specification in terms of settling time and percentage overshoot. Achieving
closed loop stability is only part of the requirement of a real control system design.
To illustrate this point, a stable control system may have a step response that is
unacceptable through being very oscillatory and/or having a settling time that is too
long.
4.2 Pole Assignment 297

The importance of simulation in the control system design process has already
been emphasised in Chap. 1 and this must always be carried out to check that the
design is correct.
Control system performance specifications are often in the frequency domain and
Sect. 4.6 includes their conversion to time domain specifications that meet them,
enabling the design methods of this chapter to be applied.
Block diagram algebra and reduction can be used to simplify the block diagrams
of linear control systems leading to the closed loop transfer function. To achieve this
for some control loop structures more complex than the simplest ones consisting of
forward and feedback transfer functions in a single loop, however, the application
of Mason’s formula is simpler and is therefore utilised frequently in this book. The
procedure is shortened by eliminating the traditional step of forming a signal flow
graph [1, 2] since the block diagram contains the same information. Another useful
bi-product of this method frequently used throughout the book is the derivation of
the characteristic polynomial by equating the determinant of Mason’s formula to
zero (Appendix A4).

4.2 Pole Assignment

The general principle of pole assignment (also referred to as pole placement) in

linear single input, single output control systems will now be presented. As will be
seen in the numerous examples following this section, the characteristic equation of
any linear closed loop system may be expressed in the general form,

s n C cn1 .k/ s n1 C    C c1 .k/ s C c0 .k/ D 0; (4.2)

where n is the order and the constant coefficients, Ci (k), i D 1; 2; : : : ; n, are

functions of the controller gains represented by k D Œk1 ; k2 ; : : : ; kr T , where
r  n. This column vector representation is commonly used and is part of the
matrix-vector notation introduced in Chap. 4, but here it just represents the set of
controller gains. The coefficients, Ci (k), are, of course, also functions of the plant
parameters but these are not shown explicitly in (4.2) as they are not generally
adjustable.
If the control system designer is free to implement any controller, the recommen-
dation here is to formulate one for which r D n. Applying the traditional controllers
in cases where r < n, however, will be considered and the limitations discussed.
Having arrived at a suitable controller structure for the application in hand, then
(4.2) is established by analysing the closed loop system using the available plant
model. It is important to realise that the characteristic equation must be normalised
with respect to a selected coefficient if it is not already unity. This is achieved
simply by dividing every coefficient by the coefficient selected for normalisation.
Normalisation with respect to the coefficient of sn will be followed in most cases
throughout this book.
298 4 Traditional Controllers: Model Based Design

The next step is to formulate the characteristic equation of the same order as (4.2)
that yields the required closed loop dynamics, also normalised with respect to the
coefficient of sn . If si , i D 1; 2; ::; n, are the required closed loop pole values, then
the corresponding desired closed loop characteristic equation is

.s  s1 / .s  s2 / : : : .s  sn / D s n C dn1 s n1 C : : : d1 s C d0 D 0; (4.3)

where dn1 D  .s1 C s2 C    C sn /, : : : , d0 D .1/n s1 s2 : : : sn .

The set of poles to be selected depends very much on the application in hand,
including the hardware limitations and many examples are provided throughout
the text. The task, however, is greatly eased by the author’s settling time formulae
presented subsequently in this chapter.
The next step is to adjust k to force (4.2) to be identical to (4.3). This is achieved
by equating the characteristic polynomials as follows.

s n C cn1 .k/ s n1 C    C c1 .k/ s C c0 .k/ D s n C dn1 s n1 C : : : sd1 C d0 :

(4.4)

Equation (4.4) must be satisfied for all s and this requires the coefficients of like
powers of s to be equated, yielding the following set of simultaneous equations.

ci .k1 ; k2 ; : : : ; kr / D di ; i D 0; 1; ::; n  1 (4.5)

If r D n, then the simultaneous equations are completely determined and the

required gains, k1 , k2 , : : : , and kn , are obtained directly as the solution of (4.5), but
provided the equations are independent of one another in the sense that one equation
may not be made equivalent to any of the others by algebraic manipulation. This is
a generalisation of linear independence of a set of linear simultaneous equations. It
should be noted that these equations provide an alternative and very simple means
of assessing the controllability of a plant, addressed formally in Chap. 3. If the plant
is controllable, then there exists a solution to (4.5). If not, then modification of the
plant, such as changing the actuator location, to make it controllable would have to
be considered. Most real plants, however, are controllable.
If r < n, then partial pole placement is possible (Appendix A4).
It is important to note that pole assignment can also be used to aid the design
of observers for estimating the plant state that are themselves linear subsystems of
control systems containing gains to be determined that are equal in number to the
order of the observer (Chap. 8).
In many cases, simultaneous Eq. (4.5) are linear with respect to ki , i D
1; 2; ::; r, and to avoid lengthy derivations of formulae for the gains in the more
complex control systems, this task may be carried out by computer aided design, the
procedure of which is given in Chap. 11.
The method of pole assignment is a common thread running through the
remaining sections of this chapter, commencing with the simplest examples.
4.3 Definition of Settling Time 299

4.3 Definition of Settling Time

If a step reference input is applied to a feedback control system, then assuming it

is stable, the controlled output, y(t), will undergo a transient period followed by
settling to a constant steady state value, yss . A useful design criterion for feedback
control systems, very simple regardless of the order is the settling time. Since the
step responses of linear continuous control systems take, in theory, an infinite time
to settle, a practicable settling criterion is used so that a finite settling time can be
specified. To achieve this, the settling time is defined as follows.
Definition 4.1 The settling time, Ts , according to the x % criterion is the time for the
step response, y(t), to reach and stay within a band having limits of yss .1 ˙ x=100/.
This is illustrated in Fig. 4.1. The question then arises of how wide to make
the band. This is not a matter of optimisation and the standard values used have just
been agreed in the engineering community as being reasonable. The most commonly
used value of a1 is 5 but occasionally 2 is used. The settling criteria based on these
percentages are referred to, respectively, as the 5 % and the 2 % criteria.
Standard formulae for the settling times of first and second order linear systems
using the 5 % criterion are in common use and these will be derived in Sects. 4.4.1
and 4.4.2. Until recently, these formulae were the only ones available. For this
reason, some designers try to make higher order control systems have one or two
dominant poles (Chap. 1) so that the well known theory of first or second order
systems can be applied. This approach also has the advantage of increasing the
robustness against plant modelling uncertainties and external disturbances (Sect.
8.5.2) through placing the dominated poles with larger magnitudes, but usually
at the expense of increased control actuator activity in the presence of plant
noise (Chap. 5). Also the standard settling time formula for second order linear
systems is restricted to under-damped systems with the damping ratio in the range,
0 <
< 1. These restrictions, however, are removed by the author’s own
settling time formulae, which are derived in Sect. 4.5.4 for systems of arbitrary
order using the 5 % and 2 % criteria. These are, however, restricted to linear
systems with multiple poles but this yields a well behaved closed loop dynamics.

(1 + x 100 ) yss
yss
(1 − x 100 ) yss
y (t )

0 Ts t[s]

Fig. 4.1 Control system step response and illustration of the settling time
300 4 Traditional Controllers: Model Based Design

Also, if a small overshoot in the step response is desired, this can be catered for by
separating the closed loop poles into complex conjugate pairs and applying the
scaling law introduced in Sect. 4.5.2 to retain the specified settling time.
In Sect. 4.4, control system design is introduced using the traditional controllers,
commencing with the simplest and includes the standard settling time formulae.

4.4 PID Controllers and Their Variants

4.4.1 First Order Systems

This section is restricted to plants modelled by (4.1) with n D 1. Thus

 
b0
Y .s/ D ŒU.s/ C D.s/ (4.6)
s C a0

The simplest linear closed loop controller is the proportional controller introduced
in Chap. 1. This has a single adjustable parameter, K, i.e., the proportional gain.
Figure 4.2 shows this applied to plant (4.6). First, the external disturbance input
will be set to zero but introduced later in an application example. This will serve to
review some basic relationships between the controller parameters, pole locations,
dynamic (i.e., transient) responses and steady state responses.
The determination of K that achieves an acceptable performance will now be
considered. The starting point is usually the closed-loop transfer function. Figure 4.2
has the classical feedback structure of Fig. 4.3a for which the familiar basic closed
loop and error transfer function formulae are given in Fig. 4.3b, c.
Applying this to obtain the closed loop transfer function for Fig. 4.2 yields

Fig. 4.2 Proportional

D (s)
controller applied to a first
order plant Yr ( s ) + E (s) U (s) − b0 Y (s)
K
− + s + a0

a
Yr ( s ) E (s) Y (s) b c
G (s) Y (s) G (s) E (s)
+ − = =
1
Yr ( s ) 1 + G (s) H (s) Yr ( s ) 1 + G (s) H (s)
H (s)

Fig. 4.3 Basic feedback loop and transfer functions. (a) Block diagram (b) Closed loop transfer
function (c) Error transfer function
4.4 PID Controllers and Their Variants 301

Y .s/ Kb0 = .s C a0 / Kb0

D D (4.7)
Yr .s/ 1 C Kb0 = .s C a0 / s C .a0 C Kb0 /

which may also be written

Y .s/ KDCL
D (4.8)
Yr .s/ 1 C sTc

where KDCL is the closed-loop DC gain and Tc is the closed-loop time constant,
given, respectively, by

Kb0
KDCL D (4.9)
a0 C Kb0

and
1
Tc D (4.10)
a0 C Kb0

As K is increased, Tc reduces, indicating a faster dynamic response to changes in

yr (t) and KDCL ! 1 as K ! 1, indicating a reduced steady state error. These
observations will be considered in more detail in the following example.
Example 4.1 Control of the refractory wall temperature of an electric kiln
The plant considered here is an electric kiln (Ref., Chap. 2) consisting of
a variable power electric element embedded in the refractory brick enclosure
containing a work-piece. The complete plant model is of second order, but in this
example, a control loop is closed just on the refractory brick temperature so that the
plant is only of first order. In practice, a second loop could be closed for control of
the work-piece temperature forming a cascade control structure (Sect. 4.4.3). The
block diagram of the refractory wall temperature sub-plant is shown in Fig. 4.4a
whose parameters are defined in Chap. 2.
The work-piece temperature is typically several thousand ı C, and therefore the
ambient temperature, even within an extreme range of .50; C50/ ı C, would have
a negligible effect and is therefore not included in the plant model.
By inspection of Fig. 4.4a, the plant DC gain is KDC D Kt Kh . The closed loop
system using the simplest linear controller, i.e., the proportional controller is shown
in Fig. 4.4b. The closed loop transfer function is as follows.

a b
Plant
U (s) Θh ( s ) 1 Θb ( s ) Y (s) Yr ( s ) + E (s) U (s) K dc Y (s)
Kh Kt K
1 + sT0 − 1 + sT0

Fig. 4.4 Closed loop proportional control of a first order plant. (a) Plant (b) Closed loop system
302 4 Traditional Controllers: Model Based Design

KKDC KKDC
Y .s/ 1 C sT0 KKDC 1 C KKDC
D D D (4.11)
Yr .s/ KKDC 1 C KKDC C sT0 sT0
1C 1C
1 C sT0 1 C KKDC

i.e.,

Y .s/ KDCL
D : (4.12)
Yr .s/ 1 C sTc

where the closed-loop DC gain and time constant are, respectively,

KKDC
Kdcl D (4.13)
1 C KKDC

and
T0
Tc D : (4.14)
1 C KKdc

The settling time (5 % criterion) is three closed loop time constants. Thus

Ts D 3Tc : (4.15)

and in view of (4.14) this is

3T0
Ts D : (4.16)
1 C KKDC

This becomes smaller as K increases. The closed-loop pole, according to (4.12), is

given by the single root of the first degree closed-loop characteristic equation,

1 C sTc D 0; (4.17)

which is
1 1 C KKDC
s1 D  D : (4.18)
Tc T0

Thus, if K is increased from zero, the closed loop pole starts at 1=T0 , which is the
open loop pole location, i.e., the pole of the plant transfer function in Fig. 4.4, and
becomes more negative. The locus of the closed loop pole position in the s-plane as
K increases, i.e., the root locus, is shown in Fig. 4.5.
As can be seen from (4.14) and (4.15), Tc and Ts both decrease with K. Hence the
speed of response of the control system increases with K. Importantly, the settling
4.4 PID Controllers and Their Variants 303

Fig. 4.5 Root locus with jω

respect to K for the electric K increasing K =0
kiln control system
0 σ
Closed loop pole at Open loop pole at
s = − (1 + KKdc ) T0 s = −1 T0

time is inversely proportional to the pole magnitude, as can be seen by substituting

Tc D Ts =3 in (4.15), which yields

3
Ts D  (4.19)
s1

Another important effect occurring in this particular system is the variation of the
steady state error to a step reference input with K. Applying the error transfer
function of Fig. 4.3 to the control system of Fig. 4.4b yields

1 C sT0
E.s/ 1 1 C sT0 1 C KKdc
D D D (4.20)
Yr .s/ KKDC 1 C sT0 C KKDC sT0
1C 1C
1 C sT0 1 C KKdc

Let a step reference input of yr .t/ D Ys h.t/ be applied, where Ys is the value of the
step and h(t) is the unit step function. Then yr .s/ D Ys =s and the steady state error
obtained from (4.20) using the Final Value Theorem is

1 C sT0
1 C KKDC Ys Ys
ess D lim e.t/ D lim sE.s/ D lim s D : (4.21)
t !1 s!0 s!0 sT0 s 1 C KKdc
1C
1 C KKdc

This well known result shows that increasing K reduces the steady-state error.
The equation for the step response is obtained from (4.12) with the aid of a table
of Laplace transforms and their inverses (Table 4.1). Thus,
 
KDCL Ys 
y.t/ D L1 : D KDCL Ys 1  e t =Tc : (4.22)
1 C sTc s

and substituting for KDCL and Tc using (4.9) and (4.10) yields
 
KKDC 1CKK
 T dc t
y.t/ D Ys 1  e 0 : (4.23)
1 C KKDC

Figure 4.6 shows step response simulations with T0 D 100 Œs , Kh D 200 Œı C=V
and Kt D 0:005 ŒV=ı C giving Kdc D 1.
304 4 Traditional Controllers: Model Based Design

a
5 Step reference input and controlled outputs
[V] yr (t ) = Yr h (t )
ess
4
y (t ) c
Ts [s] K jω
3
85.7 2.5 0 s
−0.35
2
jω
1
100 2.0 0 s
0 −0.30
0 t[s] 100 200 300
b jω
15
u(t )
120 1.5 0 s
[V] −0.25
10
jω

150 1.0 0 s
5 −0.20
Closed loop poles in the s-plane
Control variables
0
0 t[s] 100 200 300

Fig. 4.6 Variation of the step response and the closed loop pole location with the proportional
gain for the refractory wall temperature control system

The family of step responses is for Yr D 5 V corresponding to 1, 000 ı C and

shows the variation with the proportional gain, K, the corresponding settling time
and the closed-loop pole locations. It is evident that the settling time and the steady
state error may be reduced by increasing the proportional gain, K. This also follows
from elementary analysis of (4.23).
Following the approach adopted for control system design in this chapter, a
design formula can be derived that enables the proportional gain, K, to be calculated
to yield a specified settling time, Ts , for given plant parameters. This is obtained by
making K the subject of (4.16), yielding

3 .T0 =Ts /  1
KD : (4.24)
Kdc

In theory, any desired settling time can be attained by calculating the required value
of K, but in practice, for a given step reference input, increasing K beyond a certain
limit will cause the control to saturate, which sets a lower limit on the settling time.
This is due to the physical limitations of the control actuator and/or the electronic
drive circuit. It should be mentioned that such control saturation limits determine the
minimum attainable settling time in the nonlinear control technique of time optimal
4.4 PID Controllers and Their Variants 305

a b 50
5
[ V ] yr (t ) [ V]
4 40
u (t ) without control saturation
3 30
y (t ) without control saturation
2 20 u (t ) with control saturation
y (t ) with control saturation
1 10
0 0
0 100 200 t [ s ] 300 0 100 200 t [ s ] 300

Fig. 4.7 Effect of control saturation on the electric kiln control system. (a) Controlled output and
reference input (b) Control variable

Fig. 4.8 Proportional control

Proportional controller with
of the electric kiln including a Plant
reference input scaling Yr ( s ) reference input scaling U (s) K Y (s)
dc
coefficient to reduce the r K
+ − 1 + sT0
steady state error

control (Chap. 8). Consequently the minimum settling time attainable by adjustment
of any linear controller with the same control saturation constraints will be longer
than optimal. In the heating process, the lower limit is zero (with the heating element
off) and the upper limit is set by the maximum power input to the heating element.
This corresponds to a maximum value, umax , of u. In Fig. 4.6, where the control
saturation limits have not been applied in the simulation, it is evident that if umax D
10 V, the settling time of Ts D 40 s cannot be attained with this particular controller.
For clarity of illustration, this situation is exaggerated in the simulations of Fig. 4.7,
where the proportional gain is set to K D 9 yielding Ts D 30 s, in theory.
This is an instance of the plant hardware limitations preventing the desired
control system performance being attained. In this application, the steady state value
of u(t) needed to raise the temperature sufficiently for nominally zero steady state
error for temperature setpoints (i.e., constant reference inputs) beyond a certain level
would exceed the upper saturation limit, causing wind-up of the integral term with
a PI or IP controller (Chap. 1), in which case modification of the plant to provide
more heating power would have to be considered.
A simple alternative to the PI or IP controller that brings the steady state error of
the step response to nearly zero regardless of the settling time is the introduction of
a reference input scaling coefficient, r, as shown in Fig. 4.8.
This would be set to the reciprocal of the closed loop DC gain of (3.3), yielding
1 1 C KKDC
rD D (4.25)
KDCL KKDC
The nominal closed loop DC gain would then be unity, yielding zero steady state
error for a step reference input, in theory. One potential problem with this approach
306 4 Traditional Controllers: Model Based Design

is the dependence upon accurate plant parameter estimates: in this case the plant DC
gain, Kdc . Let the imprecise estimate of Kdc be KQ dc . Then the DC gain of the system
of Fig. 4.8 is

0 1 C K KQ DC .KKDC /
KDCL D rKDCL D
: (4.26)
.1 C KKDC / K KQ DC

There will therefore be a residual steady state error given by

0
0

ess D Ys  yss D 1KDCL Ys

.1CKKDC / K KQ DC  1 C K KQ DC .KKDC / K KQ DC  KDC

D
Ys D
Ys :
.1 C KKDC / K KQ DC .1 C KKDC / K KQ DC
(4.27)

Note if KQ DC < KDC , the residual steady state error is negative meaning yss > Ys .
Example 4.2 Control of greenhouse temperature.
In this application, the external disturbance, D(s), shown in Fig. 4.9 is significant.
Steady state error analysis will first be carried out. It is most important to realise
that with a non-unity r, the control error, E(s), is not the input to the proportional
gain, K, but as shown. The Principle of Superposition for linear systems may be
applied to derive the error transfer function relationship from Fig. 4.9, which is
KKDC KDC
1 C sT0 1 C sT0
E.s/ D Yr .s/  r: y .s/ C D.s/ (4.28)
KKDC r KKDC
1C 1C
1 C sT0 1 C sT0
and if yr .t/  Ys h.t/ ) Yr .s/  Ys =s and d.t/ D Ds h.t/ ) D.s/ D Ds =s then the
steady state error is
0 1
KKDC KDC
B Ys 1 C sT0 Ys 1 C sT0 DC
ess D lim s B@  r: : C : C
s!0 s KK DC s KK DC sA
1C 1C (4.29)
1 C sT0 1 C sT0
    
KKDC KDC
D 1r Ys C Ds
1 C KKDC 1 C KKDC

Fig. 4.9 Steady state error in D (s)

system with reference input Plant
Yr ( s ) U (s) − Y (s) E (s)
scaling coefficient r
K dc −
K
+ − + 1 + sT0 +
4.4 PID Controllers and Their Variants 307

Substituting for r in (4.29) using (4.25) then yields

 
KDC
ess D Ds : (4.30)
1 C KKDC

A non-zero steady state error therefore exists for finite K caused by a constant
external disturbance. Only the component (4.27) is absent through assuming a
perfectly known plant but will still contribute a small steady state error in practice. If
zero steady state error is essential, a controller containing an integral term is needed.
The IP or PI controllers introduced in Chap. 1 would suffice, yielding a second order
closed loop system, as exemplified in the following section.

4.4.2 Second Order Systems

The first control system design objective taken is for the closed loop transfer
function to be the following second order one without finite zeros and unity DC
gain.

Y .s/ !n2
D 2 : (4.31)
Yr .s/ s C 2
!n s C !n2

Here, the undamped natural frequency, ! n , and the damping ratio,

, are chosen to
yield an acceptable step response for the application in hand. Figure 4.10 shows a
family of responses to a step reference input, yr .t/ D Ys h.t/, where Ys is a constant,
for different values of the damping ration,
. This can be used as a design aid.
A derivation of the mathematical expression of these responses will follow
shortly. Note that they are normalised with respect to Yr and the time is scaled
by a factor of ! n . Although it is most unlikely that the oscillatory responses for

< 0:7 will be chosen, they are included for completeness. They also illustrate

Fig. 4.10 Step responses of a 2

second order linear system y (t ) ζ
without finite zeros for a Ys 0.0
range of different damping 1.5 0.2
ratios and constant undamped 0.4
natural frequency 0.7
1
yr (t )
Ys
0.5
ζ 1.0 1.3 1.6 1.9
0
0 2 4 6 8 10
ωn t [ rad ]
308 4 Traditional Controllers: Model Based Design

Fig. 4.11 Proportional

D (s)
controller applied to second
order plant Yr ( s ) + E (s) U (s) − b0 Y (s)
K
− + s 2 + a1s + a0

possible responses with incorrect controller gains or fault conditions. Importantly,

such errors can sometimes cause instability.
Ideally the designer would be able to determine the controller parameters that
produce the value of
yielding the selected step response shape and ! n for the
required time scale. As will be seen, not all the traditional controllers enable
and
! n to be chosen independently.
The control of the general class of second order linear plants without finite zeros
having transfer function relationship (4.1) with n D 2 and b1 D 0, i.e.,
 
b0
Y .s/ D 2
ŒU.s/ C D.s/ (4.32)
s C a1 s C a0

will now be considered. This covers many applications, some of which are included
in Chap. 2. First, the simple proportional controller will again be applied. Again the
often significant external disturbance, D(s), referred to the control input, is included.
The control system block diagram is then as shown in Fig. 4.11.
Applying the Principle of Superposition for linear systems, the closed-loop
transfer function relationship is

ŒK Yr .s/  D.s/ s 2 Cab10sCa0 b0 ŒK Yr .s/  D.s/

Y .s/ D h i D 2 (4.33)
b0
1  K s 2 Ca1 sCa0 s C a1 s C a0 C Kb0

This system has two closed-loop poles but it is not possible to obtain any desired
second order closed loop dynamics. This is because the one and only adjustable
controller parameter, K, is insufficient to obtain a completely determined set of
simultaneous equations for pole assignment such as (4.5) with r D n. In this case,
r D 1 and n D 2. The system will now be analysed to determine the resulting
limitations on the attainable dynamic performance and the steady state performance.
First, let (4.33) be expressed in the standard form,

KDCL !n2 Yr .s/  K1 D.s/
Y .s/ D ; (4.34)
s 2 C 2
!n s C !n2

where KDCL is the closed loop DC gain, which may not be unity. The closed loop
transfer function (4.31) with unity DC gain would yield zero steady state error of
the step response but only applies with proportional control in cases where the
plant has at least one pure integrator in the forward path, meaning that its transfer
4.4 PID Controllers and Their Variants 309

function contains 1/s as a factor, requiring a0 D 0. Other than this, keeping the
steady state error down to acceptable proportions might require the introduction
of a reference input scaling coefficient or another controller containing an integral
term. The closed-loop DC gain is defined as
 ˇ
Y .s/ ˇˇ
KDCL  lim : (4.35)
s!0 Yr .s/ ˇD.s/D0

For the system of Fig. 4.11 this yields

Kb0
KDCL D : (4.36)
a0 C Kb0

With yr .t/ D Ys h.t/ ) yr .s/ D Ys =s where Ys is the step reference input value and
d.t/ D Ds h.t/ ) d.s/ D Ds =s, where Ds is the step disturbance value, applying
the Final Value Theorem yields the steady state error,

ess D lim e.t/ D lim sE.s/ D lim s ŒYr .s/  Y .s/

t !1 s!0 s!0
 
b0 ŒK Yr .s/  D.s/
D lim s yr .s/  2
s!0 s C a1 s C a0 C Kb0
2 (4.37)

Ys Ds 3
s 2 C a1 s C a0 C b0
6 s s 7 D a0 Ys C b0 Ds :
D lim s 4 2 5
s!0 s C a1 s C a0 C Kb0 a0 C Kb0

If a0 D 0, (4.36) indicates a unity DC gain and according to (4.37) there would be

zero steady state error for a step reference input, but only in cases where the external
disturbance is not present. A similar result will be recalled in Sect. 4.4.1 for n D 1,
In fact, these restrictions apply for any plant order.
Selecting the two closed-loop poles independently (with, of course, the restric-
tion that if one closed-loop pole is complex, the other closed-loop pole must be its
complex conjugate) is equivalent to selecting the undamped natural frequency, ! n
and the damping ratio,
, independently. If this could be done, then the denominators
of (4.33) and (4.34) would be identical for any selected combination of
and ! n ,
resulting in the following pair of simultaneous equations.

a0 C Kb0 D !n2 (4.38)

a1 D 2
!n (4.39)

It is clear from (4.38) that ! n can be selected and the required K calculated using

K D !n2  a0 =b0 (4.40)

310 4 Traditional Controllers: Model Based Design

but (4.39) then fixes the value of

which may or may not be acceptable. Conversely,
if
is selected to yield acceptable damping, then according to (4.39),
a1
!n D ; (4.41)
2

which determines the time scale of the step response (Fig. 4.10). The value of the
proportional gain yielding the selected value of
would then be given by (4.40) with
! n according to (4.41). Thus

a12
KD  a0 : (4.42)
4
2

For the analysis of system (4.34) to determine the effects constraint (4.41) on the
step response, the standard settling time formula for the under-damped case, i.e.,
with 0 <
< 1, is needed. This will now be derived. If yr .t/ D Ys h.t/ ) yr .s/ D
Ys =s, with zero initial conditions and D.s/ D 0, (4.34) becomes

KDCL !n2 Ys
Y .s/ D : : (4.43)
s2 2
C 2
!n s C !n s

Then using the Final Value Theorem, the steady state value of y(t) is yss D
lim Œsy.s/ D Kdcl Ys and therefore (4.43) can be expressed as
s!0

!n2 yss
y.s/ D : (4.44)
s 2 C 2
!n s C !n2 s

Taking inverse Laplace transforms of (4.44) yields

" #
1  p 

!n t 1
y.t/ D 1  p e 2
sin !n 1 
t C cos .
/ yss : (4.45)
1 
2

Definition 4.1 for the settling time (5 % criterion) will now be applied to (4.45).
Thus
1  p 
1 p e
!n Ts sin !n 1 
2 Ts C cos1 .
/ D 0:95 or 1:05 )
1 
2
 p  (4.46)
1 
!n Ts 1
p e 2
sin !n 1 
Ts C cos .
/ D ˙0:05:
1 
2

The required value of the settling time is the smallest solution of (4.46) for Ts .
Unfortunately, this is a transcendental equation without an analytical solution.
The problem, however, can be made mathematically tractable by redefining the
settling time for the undamped linear second order system, as the time taken
4.4 PID Controllers and Their Variants 311

 p 
for the exponential envelope function, 1= 1 
2 e 
!n t , to reach 0.05. This is
practicable because y(Ts ) would lie within the - band rather than at its boundary.
According to the redefined settling time,

1 p
p e
!n Ts D 0:05 ) e
!n Ts D 0:05 1 
2 ) 
!n Ts
1 
2
 p  h  p i

ln 0:05 1
2 )
!n Ts D ln 1= 0:05 1 
2 D ln.20/  0:5 ln 1 
2
„ƒ‚…
2:995732

1

Š 3  0:5 ln 1 
2 ) Ts D 3  0:5 ln 1 
2 :

!n (4.47)

Since the oscillatory term in (4.45) does not exist for critically or over-damped
systems having
 1 the exponential envelope function also
cannot exist
and

therefore (4.47) is invalid. This is reflected in the term, ln 1 

2 D j ln
2  1 ,
resulting in Ts complex according to (3.31), which is inadmissible. The author’s
settling time formulae derived in Sect. 4.5.4, however, are applicable to critically
damped second order linear systems and higher order systems with multiple closed
loop poles.
Returning to the limitations of the attainable dynamic performance of the closed
loop system of Fig. 4.11, (4.39) yields
!n D a1 =2 and therefore the settling time
according to (4.47) becomes

2

Ts D 3  0:5 ln 1 
2 : (4.48)
a1

Hence if
has been chosen to yield an acceptable form of step response, the
resulting settling time would have either to be accepted or another controller selected
that is free of the restriction. An attempt to substantially reduce the settling time by
increasing K in the system of Fig. 4.11 would fail since from (4.42),

a12

2 D (4.49)
4 .K C a0 /

and therefore increasing K will reduce

and cause the step response to be more
oscillatory. Furthermore substituting for
2 in (4.48) using (4.49) yields
  
2 a12
Ts D 3  0:5 ln 1  : (4.50)
a1 4 .K C a0 /

and therefore while increasing K does reduce Ts , it is limited to Ts min D lim Ts D

K!1
6=a1 . These effects may be observed graphically in Fig. 4.12. This applies to
two different plants modelled by (4.33) with D.s/ D 0, both with a1 D 2
to yield the same negative real part of the complex branches of the root loci.
312 4 Traditional Controllers: Model Based Design

b
a jω K = 8.75, ζ = 0.316 c jω
K = 9.25, ζ = 0.316
3.0 yr (t ) Ys yr (t ) Ys 3.0
1 1
y (t ) Ys ess y (t ) Ys ess
0.5 0.5
2.0 2.0
0 0
0 t[ s ] 5 10 0 t[ s ] 5 10
Ts = 6.04s Ts = 6.01s
1.0 K = 3.75, ζ = 0.447 1.0
K = 4.25, ζ = 0.447
yr (t ) Ys yr (t ) Ys
1 ess 1
σ
−1.5 −1.0 −0.5 0 0.5 y (t ) Ys ess −0.5 0 σ
y (t ) Ys 0.5 −1.5

−1.0 0 0 −1.0
0 t[ s ] 5 10 0 t[ s ] 5 10
Ts = 6.08s Ts = 6.03[s]
K = 0.75, ζ = 0.707 K = 1.25, ζ = 0.707
−2.0 −2.0
yr (t ) Ys yr (t ) Ys
1 1
ess
ess
−3.0 0.5 y (t ) Ys 0.5 y (t ) Ys −3.0

0 00 5 10
0 t[ s ] 5 10 t[ s ]
Ts = 6.22s Ts = 6.07s

Fig. 4.12 Root loci and step responses for proportional control of second order linear plants.
(a) Root locus for a0 D 1:25 (b) Step responses (c) Root locus for a0 D 0:75

One plant has a0 D 1:25 yielding complex conjugate open loop poles. A practical
example of this would be the position control of a mechanism containing a retention
spring to return the mechanism to a safe position in case of an actuator failure, giving
the open loop system an oscillatory mode. The other plant has a0 D 0:75 yielding
two real and negative open loop poles, a practical example being the position control
of a mechanism without a retention spring. It is also evident by comparing the
coefficients of s in the denominators of (4.33) and (4.34) that the coefficient, a1 ,
gives the system ‘natural’ damping. This is brought about by the energy dissipation
process of viscous friction in the mechanism being controlled. The settings of the
gain, K, yielding
D 0:707 would yield an acceptable shape of the step response
but an important observation in Fig. 4.12 is the relatively large steady state errors
due to a0 ¤ 0 in (4.37) which would be unacceptable.
It is clear that increasing K to reduce them would result in highly oscillatory step
responses that would also be unacceptable. In some other cases, however, a0 could
be sufficiently small for the steady state error to be acceptable or even negligible
and if in addition, the settling time is sufficiently short, then the simple proportional
controller would suffice. Otherwise, another controller would have to be considered
either containing a reference input scaling coefficient or an integral term.
4.4 PID Controllers and Their Variants 313

Yr ( s ) + Proportional Series U ( s ) Plant Y (s)

− Gain, K Compensator, Gc ( s ) G (s)

Feedback
Compensator, Gf ( s )

Fig. 4.13 General control structure for SISO plant with compensators

The classical approach to control system design aimed at overcoming constraints

on the attainable performance with simple proportional control is the introduction
of compensators and Fig. 4.13 shows the general control structure with series
and feedback compensators for a SISO plant. Usually either one or the other are
applied. The compensators are linear subsystems designed in the frequency domain
with the aid of Bode amplitude and phase frequency response diagrams, Nyquist
diagrams or Nichols diagrams. If simple proportional control alone is applied,
the constraints on the attainable performance discussed above would be manifest
as poor performance in the frequency domain indicated by inadequate stability
margins (gain and phase margins) revealed in these diagrams. The classical control
system design approach would be to design the transfer function, Gc (s) or Gf (s), to
improve the performance margins. These frequency domain design methods evolved
during the era of analogue electronic implementation of the 1940s and 1950s and
the complexity of Gc (s) or Gc (s) was constrained by the economics of increased
production costs of larger circuit boards and reliability in service. These traditional
methods usually lead to an acceptable form of step response in the time domain
but achieving a precisely defined closed loop dynamic performance, such as a
prescribed settling time and maximum overshoot in the step response by this means
involves trial and error. This is avoided in the control techniques and design methods
presented in this book. For those wishing to study the classical design methods in
depth, however, excellent treatises are available [1–3].
It is appropriate to remark that any SISO linear control system can be shown in
the form of Fig. 4.13 and therefore all the linear control system design methods
presented in this book can be regarded as alternative methods of compensator
design. A special case is the polynomial control method of Chap. 4 that permits
design by complete pole assignment and has a control structure similar to that of
Fig. 4.13.
The control techniques still to be presented are free of constraints such as that
suffered by the system of Fig. 4.11, even for systems of third and higher order.
Continuing with the control of the second order linear plant (4.32), the DP
controller introduced in Chap. 2 can solve the problem of limited attainable
dynamic performance experienced with the simple proportional controller. The
block diagram of this control system is shown in Fig. 4.14. In practice, the derivative
term, KD s, would be implemented either by direct measurement of ẏ, software
differentiation or an observer (Chap. 5).
314 4 Traditional Controllers: Model Based Design

Fig. 4.14 DP controller

DP Controller D (s)
applied to second order linear
Yr ( s ) + E (s) + U ( ) −
s b0 Y (s)
plant KP
− − + s 2 + a1s + a0
KDs

It should be noted that this controller can be regarded as an example of the more
general state feedback controller introduced in Chap. 4.
Using the Principle of Superposition, the transfer function relationship between
Yr (s), D(s) and E(s) is as follows.
  
b0 b0
1  K D s Yr .s/ C 2 D.s/
s 2 C a1 s C a0 s C a1 s C a0
E.s/ D    
b0
1   2 .KD s C KP / (4.51)
s C a1 s C a0
2 
s C .a1 C b0 KD / s C a0 Yr .s/ C b0 D.s/
D :
s 2 C .a1 C b0 KD / s C .a0 C b0 KP /

With step inputs, yr .t/ D Ys h.t/ ) Yr .s/ D Ys =s and d.t/ D Ds h.t/ ) D.s/ D
Ds =s, the steady state error is

s 2 C .a1 C b0 KD / s C a0 Yss C b0 Ds s a0 Ys C b0 Ds
ess D lim s 2 D : (4.52)
s!0 s C .a1 C b0 KD / s C .a0 C b0 KP / a0 C b0 KP

So the result is similar to (4.37) obtained with the simple proportional controller
but in this case, the introduction of the derivative feedback coefficient, KD , enables
the proportional gain, KP , to be increased to reduce ess to acceptable proportions for
some applications without sacrificing damping. At this point the method of pole
assignment (Sect. 4.2) can be applied. The denominator of (4.51), is the closed
loop characteristic polynomial in terms of the controller gains while the desired
characteristic polynomial can be the standard one, s 2 C 2
!n s C !n2 , enabling
and
! n to be chosen directly. Thus

s 2 C .a1 C b0 KD / s C .a0 C b0 KP / D s 2 C 2
!n s C !n2 : (4.53)

Equating the corresponding coefficients yields the simultaneous equations,

a0 C b0 KP D !n2 (4.54)

a1 C b0 KD D 2
!n : (4.55)
4.4 PID Controllers and Their Variants 315

Since KP and KD may be freely chosen, it is possible to first determine the values of

and ! n that yield the required dynamic performance using, for example, a family
of step responses such as in Fig. 4.10. Then the values of KP and KD that achieve
this may be determined just by making these gains the subjects of (4.54) and (4.55),
resulting in the design formulae,

! 2 a
Kp D nb0 0
(4.56)
Kd D 2
!bn0a1 :

The steady state error of (4.52) could therefore be reduced by increasing ! n while
retaining the same damping ratio,
.
Example 4.3 Single axis, rigid body spacecraft attitude control
An informative application is the attitude control about a single axis of a
spacecraft whose dynamics can be closely represented by that of a rigid body.
Figure 4.15 shows a DP controller applied to this plant.
Here, J is the spacecraft moment of inertia about the control axis, Kw is the torque
constant of the reaction wheel Ks is the optical attitude sensor constant and Kg is the
rate gyro scaling constant. Before carrying out the steady state analysis and deriving
the design formulae, however, the plant model will be converted to the standard form
exemplified in Fig. 4.14 to simplify the algebra. The transfer function relationship
of the plant in Fig. 4.15 is

Ks
Y .s/ D ŒKw U.s/  d .s/ : (4.57)
Js 2
The corresponding transfer function relationship of the general second order plant
without finite zeros shown in Fig. 4.14 is

b0
Y .s/ D ŒU.s/  D.s/ : (4.58)
s2 C a1 s C a0

Γ d (s)
DP Controller Plant
Yr ( s ) + + U (s) Γ w (s) − 1 Ω ( s ) 1 Ω (s) 1 α (s) Y (s)
KP Kw Ks
− − + J s s
KD Kg

Yω ( s )

Fig. 4.15 Single axis, rigid body spacecraft attitude control system
316 4 Traditional Controllers: Model Based Design

Fig. 4.16 Simplified block D (s)

diagram of single axis rigid
body spacecraft attitude Yr ( s ) + E ( s ) + U (s) − b0 Y ( s ) 1 Y (s)
KP
control system for analysis − − + s s
and design KD c1
Yω ( s )

Then making (4.58) equivalent to (4.57) requires

Ks Kw 1
a0 D a1 D 0; b0 D and D.s/ D d .s/ (4.59)
J Kw

Also the measurement, Y! (s) in Fig. 4.15 has to be included. This is given by

Y! .s/ D Kg .s/ D Kg s˛.s/ D Kg =Ks sY .s/: (4.60)

Let the corresponding equation in the simplified plant model be

Y! .s/ D c1 sY .s/ (4.61)

where c1 is a constant to be determined. Then comparing (4.61) with (4.60) yields

Kg
c1 D : (4.62)
Ks

Figure 4.16 shows the control system block diagram with the simplified plant model.

The pole placement design may be carried out as follows. First, the characteristic
equation is obtained by equating the determinant of Mason’s formula to zero. Thus
   
K P b0
1   KD c1 C D 0 ) s 2 C KD c1 b0 s C KP b0 D 0: (4.63)
s s

This is in the standard form where the coefficient of the highest power of s is unity.
Equating the characteristic polynomial to the corresponding polynomial expressed
in terms of the damping ratio,
, and the undamped natural frequency, ! n , yields

s 2 C KD c1 b0 s C KP b0 D s 2 C 2
!n s C !n2 (4.64)

This places the closed loop poles in locations determined by the chosen values of

and ! n . The gain formulae are then obtained by equating the coefficients of like
degree terms in s as follows.
4.4 PID Controllers and Their Variants 317

!n2 2
!n
KP D ; KD D : (4.65)
b0 .c1 b0 /

It should be observed that setting KD D 0 reduces the DP controller to the

simple proportional controller and this would be entirely unsuited to this application
because (4.65) would imply that
D 0 resulting in the undamped sinusoidal
oscillatory step response of Fig. 4.10. In other applications such as the position
control of mechanisms in factories, the viscous component of bearing friction
provides some natural damping but in the spacecraft it is entirely provided by the
controller. Like the viscous bearing friction, The controller produces a component
of the reaction wheel torque that is proportional to the body angular velocity and
opposes the motion, as would viscous friction if it was present. This is an example of
active damping, a technique used also to provide damping of a mechanical structure
using actuators instead of passive dampers. This will be addressed later in this
chapter.
Space satellites often operate with piecewise constant reference attitude inputs
and constant (or slowly varying) disturbance torques, so it would be appropriate to
carry out the steady state error analysis with yr .t/ D Ys h.t/ ) yr .s/ D Ys =s and
d.t/ D Ds h.t/ ) d.s/ D Ds =s . Thus
n h io
2

1: 1   .KD c1 / bs0 Yr .s/  bs 20 D.s/ s C KD c1 b0 s Yr .s/ C b0 D.s/

E.s/ D h
i D :
1   KD c1 C KsP bs0 s 2 C KD c1 b0 s C KP b0

Hence
2

lim s C KD c1 b0 s Yss C b0 Ds s D
ess D s: 2 D : (4.66)
s!0 s C KD c1 b0 s C KP b0 KP

This is an example of an application in which the plant contains pure integrators

and therefore has no steady state error component due to the step reference input
but suffers from a steady state error due to a constant disturbance. This could be
reduced by increasing KP via increase of ! n according to (4.65). It could only be
entirely eliminated by means of another controller containing an integral term.
Suppose that the settling time (5 % criterion) of a large angle slewing manoeuvre
is specified together with the damping ratio,
. Then the required undamped natural
frequency, ! n , could be found from (4.47). Thus

3  0:5 ln 1 
2
!n D : (4.67)

Ts

Figure 4.17a shows the simulation results for a rigid body spacecraft attitude control
system designed with the aid of (4.67).
318 4 Traditional Controllers: Model Based Design

Units: α ,α r [deg]; u , yω [V]

a b 300
200
1.05α s α r (t ) α (t )
αs ess 1.05α s
α r (t )
0.95α s 200
α (t ) αs
100 0.95α s ess
10 yω (t ) 100 10 yω (t )
10d (t ) 10d (t ) 5u (t )
0
0 10 yω (t )
10u (t ) 10 yω (t ) 5u (t )
-50 -100
0 100 200 t[ s ] 300 0 100 200 t[ s ] 300
Ts act = Ts nom = 100s Ts nom = 30s, Ts act = 74s

Fig. 4.17 Slew manoeuvre of spacecraft attitude control system using a DP controller. (a) Linear
operation Ts D 100 s. (b) Reaction wheel and rate gyro saturation Ts D 50 s

The step reference input is ˛r .t/ Dp˛s h.t/, where ˛s D 180ı (the largest possible
slew demand), designed for
D 1= 2 Š 0:7071, which gives a small overshoot 
of about 4 %, and Ts D 100 Œs . The spacecraft parameters are J D 150 kg m2 ;
Kw D 0:1 ŒNm=V ; Kg D 100 ŒV= .rad=s/ ; Ks D 3 ŒV=rad ; control saturation
limits ˙umax D ˙10 V; rate gyro output saturation limits ˙y¨ max D ˙10 V.
Also, a step disturbance torque of d .t/ D 0:3h .t  150/ ŒNm  d.t/ D
3h .t  150/ ŒV is applied, which is quite large but realistic in the case of a
disturbance torque component due to the force vector of an orbit-change thruster
not being directed precisely through the spacecraft centre of mass (Chap. 2).
For simulations supporting the design of control systems, it is important to plot
u(t) and also other variables, such as y¨ (t) in this example, to check that they remain
within their saturation limits. This ensures linear operation of the control system
since the intention is to employ a linear control system design procedure.
It is also important to include imperfections in the simulation such as the control
and rate gyro output saturations in this example, to be able to predict the results
of driving the control system against such limits, which can occur occasionally in
practice. The electrical power for the attitude control subsystem of a spacecraft is
generally limited to a few tens of Watts and this severely limits the maximum torque
output from the reaction wheel and the maximum body angular velocity. With this
in mind, Ts D 100 s is realistic for this application. Figure 4.17b, predicts the results
of attempting to design the system for Ts D 30 s. Saturation occurs in the rate gyro
and also the reaction wheel, resulting in the settling time being more than double
that specified. The reaction wheel cannot produce high enough angular acceleration
peaks due to its limited torque and the gyro is not designed to measure angular
velocities outside the operational envelope of the spacecraft. A large overshoot
occurs, and the reason for such behaviour under control saturation is given in the
nonlinear phase-plane analysis of Chap. 8.
4.4 PID Controllers and Their Variants 319

In Fig. 4.17a, the steady state error, ess , of about 50ı due to the disturbance
torque is unacceptable but after the system comes out of saturation in Fig. 4.17b
the steady state error has been brought down to a much smaller level within the
settling band of ˙9ı , but this would be unacceptable with such a large overshoot
during the slew manoeuvre. If a zero steady state performance is required, then a
controller containing an integral term, such as the IPD controller, would have to be
considered. This will be addressed in a further example in Sect. 4.5.
As already pointed out in Chap. 1, the commonly used PI, PD and PID
controllers introduce zeros in the closed loop transfer function, which can cause
a finite number of overshoots and undershoots in the step response even with
negative real closed loop poles. It is sometimes possible, however, but under
restrictions on the attainable closed loop dynamics, to alleviate the effects of the
zeros where only the PI, PD and PID controllers are available, by cancelling them
with closed loop poles and this is addressed in Appendix A4. If the control system
designer is free to programme any algorithm on the control processor, however,
then the IP, DP or IPD controllers can be employed so as not to introduce the
problem.

4.4.3 Cascade Control Structure

Plants are often structured as a number of sub-plants with the interconnecting

variables available as measurements. The technique of cascade control is often
practiced in these cases, which entails several controllers, one for each sub-plant
arranged as a number of nested, or cascaded, loops as shown in Fig. 4.18.
The general cascade control structure for an arbitrary number of p sub-plants
is readily deduced from Fig. 4.18. Sometimes, however, each of the measurement
variables is shown entering a summing junction at the input of each controller,
but this restricts the system to the use of traditional PID, P, PI or PD controllers.

PLANT
Virtual
Virtual
Plant 2
Plant 1
Yr ( s ) Con. Y2r ( s ) Con. Y1r ( s ) Con. U ( s ) Sub- Sub- Sub- Y (s)
plant plant plant
3 2 1 1 2 3
Y (s) Y2 ( s ) Y1 ( s )
Loop 1
Loop 2
Loop 3

Fig. 4.18 Cascade control structure for SISO plant

320 4 Traditional Controllers: Model Based Design

These traditional controllers have just one input, i.e., the control error, i.e., the
controller inputs would be Ei .s/ D Yri .s/  Yi .s/, i D 1; 2; : : : ; p. Figure 4.18
is more general, catering not only for the traditional controllers but also for other
controllers with different structures for which Yri (s) and Yi (s) have to be separate
inputs. For example the IPD controller in Fig. 4.14 has Y(s) and Yr (s) as separate
inputs because the derivative term acts on Y(s) alone.
The cascade control approach can ease the overall control system design task by
separating it into a number of simpler tasks. In Fig. 4.18, Subplant 1 and Controller
1 form the innermost Loop 1 with U(s) as the control variable. The control loops
are designed individually, starting with Loop 1 and working outwards. Loop 1
and Subplant 2 form Virtual Plant 1 whose control variable is Y1r (s) provided by
Controller 2. Similarly, Loop 2 and Subplant 3 form Virtual Plant 2 whose control
variable is Y2r (s) provided by Controller 3. The design process is greatly simplified
by designing the system such that y1r (t) is sufficiently slowly varying for the tracking
error, y1r .t/  y1 .t/, of Loop 1 to be negligible. Then Loop 2 can be designed
ignoring the dynamics of Loop 1, by assuming that y1r (t) is the control variable of
Plant 2. Similarly y2r (t) will be made sufficiently slowly varying for the tracking
error, y2r .t/  y2 .t/, of Loop 2 to be negligible. Then Loop 3 can be designed
ignoring the dynamics of Loop 2, assuming that y2r (t) is the control variable of
Plant 3. This is achieved as follows. The settling time of each loop is made at least
an order of magnitude less than the next loop, working outwards, the settling time of
each loop being that of its response to a step reference input with the loop considered
in isolation from the rest of the system. This approach succeeds for the following
reason. As the settling time of a loop is reduced, the gain or gains of its controller
increases, thereby tightening the loop and reducing the tracking error for a given
continuously varying reference input. Referring again to Fig. 4.18, a rule of thumb
for design is that the settling time of Loop 1 is one tenth of the settling time of Loop
2, or less and the settling time of Loop 2 is one tenth of the settling time of Loop 3,
or less. It must be realised, however, that the response of the controlled output, y(t),
to the reference input, yr (t), will not be precisely the same as in the ideal case of
the direct control of Subplant 3 assuming y2 .t/ D y2r .t/, since in the real system,
y2 .t/ Š y2r .t/. In view of this uncertainty, a simulation is recommended to check
that the overall control system performance meets the given specification for specific
cases.
It would be possible to design a cascade control system taking the dynamics
of Loops 2 and 3 into account, thereby removing the uncertainty in performance
referred to in the last paragraph. This, however, would increase the complexity of the
design task to a level comparable to that needed for the design of a single controller
using all the available measurements.
Example 4.4 Cascade control of a throttle valve for internal combustion engines
Figure 4.19 shows a position control system for a throttle valve using a DC
actuator, having the cascade control structure. Here, J is the moment of inertia,
F is the viscous friction coefficient and Ks is the constant of the retension spring
provided to ensure that the throttle valve automatically closes if the drive fails.
 Virtual Plant 2
Virtual Plant 1
Subplant 1 Subplant 2 Subpl. 3
Ks
Γ d (s) +
Y2r ( s ) Y1r ( s ) U (s) − F
Eb ( s )
Controller 3 Cont. 2 Cont. 1 K tb
4.4 PID Controllers and Their Variants

Yr ( s ) KI + − 1 I a (s) + − 1 Ω( s ) 1 Θ( s )
K2 K1 Ka K tb
+ − s + − + − sL + R Γ a (s) Js s
KP Kc Kω Kθ

Loop 1 Y1 ( s )

Loop 2 y2 ( s )

Loop 3 Y (s)

Fig. 4.19 Cascade position control of throttle valve for internal combustion engines
321
322 4 Traditional Controllers: Model Based Design

L is the armature inductance, R is the armature resistance and Ka is the drive power
amplifier voltage gain. K™ , K¨ and Kc are, respectively, the measurement constants
for the vane angle, (t), the vane angular velocity, !(t) and armature current, ia (t).
Since sub-plants 1, 2 and 3 are each of first order, a proportional controller for
each of the three loops would suffice to achieve closed loop stability. The retension
spring, however, renders the plant of type ‘0’, and would cause a steady state error in
(t) for a non-zero constant reference angle,  r . To avoid this, Controller 3 is an IP
controller. Then the output of the integral term will counteract the retension spring
torque for a non-zero vane angle with an equal component of the actuator torque,
 a (t), indirectly via Controller 1 and Controller 2.
In practice, the arbitrary use of PI controllers is sometimes found in cascade
control solutions and they are usually tuned by trial and error, which can be time
consuming. In the example of Fig. 4.19, this would introduce three integral terms
where just one would be sufficient, the total system order being raised to six.
Following the approach introduced in Sect. 4.5, however, it would still be possible
to design the system to achieve a prescribed sixth order closed loop dynamics by
the method of pole placement, but equally good results could be achieved with
the fourth order dynamics of the system of Fig. 4.19. The alternative approach of
simplification through the choice of the loop settling times will be followed here.
Commencing with the current control Loop 1, the back e.m.f. is regarded as an
external disturbance and the transfer function relationship is

K1 Ka Y1r .s/ Eb .s/


Y1 .s/ D sL C R sL C R
K1 Ka Kc
1C
sL C R
K1 Ka Kc Y1r .s/  Kc Eb .s/ KDCL1 Y1r .s/  KDCE Eb .s/
D D
sL C R C K1 Ka Kc 1 C sTc1
(4.68)

where
L K1 Ka Kc Kc
Tc1 D ; KDCL1 D and KDCE D
R C K1 Ka Kc R C K1 Ka Kc R C K1 Ka Kc
(4.69)

As the gain, K1 , is increased, it is evident from (4.69) that the closed loop time
constant, Tc1 , reduces, the closed loop DC gain, KDCL1 , approaches the ideal value
of unity and that the disturbance input DC gain, KDCE , approaches zero, meaning
that Loop 1 can be made very insensitive to the back e.m.f. The actuator electrical
time constant, L/R, is of the order of milliseconds and therefore Tc1 will be of this
order, or less if K1 > 0. To formalise the design of Loop 1, its settling time, Ts1 , will
be specified. Since, using the 5 % criterion, Ts1 D 3Tc1 , the value of the proportional
gain, K1 , needed to realise it is given by (4.69) as
4.4 PID Controllers and Their Variants 323

 
1 3L
K1 D R : (4.70)
Ka Kc Ts1

As observed previously, reducing the settling time increases the controller gains.
Substituting for K1 in KDCL1 and KDCE given by (4.69) using (4.70) yields
 
1 3L
 R Ka Kc
Ka Kc Ts1 3L  RTs1
KDCL1 D   D (4.71)
1 3L 3L
RC  R Ka Kc
Ka Kc Ts1

and
Kc Kc
KDCE D   D Ts1 : (4.72)
1 3L 3L
RC  R Ka Kc
Ka Kc Ts1

According to (4.71), reducing Ts1 causes KDCL1 to approach the ideal value of unity
and from (4.72) KDCE approaches the ideal value of zero.
Speed control Loop 2 operates on a much longer time scale than Loop 1, the
mechanical time constant, J/F, being typically of the order of 0.1 [s] so y1r (t) should
be sufficiently slowly time varying to ensure y1 .t/ Š y1r .t/, the assumption,
y1 .t/ D y1r .t/, being made to simplify this loop to that of Fig. 4.20.
In this case, the torque,  Ld (s), is treated as an external disturbance. The transfer
function relationship is

K2 Ktb K¨ 1 K¨ Kc
: Y2r .s/  Ld .s/ Y2r .s/  Le .s/
Kc Js Js K2 Ktb
Y2 .s/ D D
K2 Ktb K¨ 1 Kc J
1C : sC1
Kc Js K2 Ktb K¨
KDCL2 Y2r .s/  KDC Le .s/ KDCL2 Y2r .s/  KDC Le .s/
D D ;
1 C sTc2 Ts2
1Cs
3
(4.73)

where Ts2 is the settling time of Loop 2 (5 % criterion). If Ts2 is specified, then the
formula for calculating the required gain, K2 , is obtained from (4.73) as follows.

Controller 2 Γ Ld ( s )
Y2r ( s ) Y1 ( s ) ≅ Y1r ( s ) 1 I a (s) Γ m (s) − 1 Ω( s ) Y2 ( s )
K2 K tb Kω
+ − Kc + Js

Fig. 4.20 Block diagram of simplified speed control Loop 2

324 4 Traditional Controllers: Model Based Design

Controller 3
Yr ( s ) KI Y2 ( s ) = Y2r ( s ) 1 Ω ( s ) 1 Θ ( s ) y (s)
Kθ
+ − s + − Kω s
KP

Fig. 4.21 Block diagram of simplified position control Loop 3

Ts2 Kc J 3Kc J
D ) K2 D (4.74)
3 K2 Ktb K¨ Ktb K¨ Ts2

Inspection of (4.73) shows that the closed loop DC gain is KDCL2 D 1. An

expression for the disturbance input DC gain, KDC , may also be obtained from
(4.73) and then expressed in terms of Ts2 by substituting for K2 using (4.74). Thus

Kc Kc K¨ K¨
KDC D D 3Kc J
D Ts2 : (4.75)
K2 Ktb Ktb K¨ Ts2 Ktb K¨
3J

Hence reducing Ts2 causes KDC to approach the ideal value of zero.
If the position control Loop 3 is designed to have a settling time, Ts3 , satisfying
Ts3 Ts2 , then y2r (t) should be sufficiently slowly varying for for y2 .t/ Š y2r .t/,
the assumption, y2 .t/ D y2r .t/, being made to simplify this loop to that of
Fig. 4.21.
The closed loop transfer function is

K™ KI K™ KI
Y .s/ K¨ s 2 K¨
D    D : (4.76)
Yr .s/ K™ KI K K
™ P K™ KI
1  C KP s2 C sC
K¨ s s K¨ K¨

As expected, this has a DC gain of unity due to the integral term of Controller 3.
The settling time formula derived in Sect. 4.5.4 for the 5 % criterion applied to this
system with critical damping yields

Ts3 D 4:5Tc3 (4.77)

where Tc3 is the time constant of the double closed loop pole, meaning the reciprocal
of its magnitude. The characteristic polynomial of (4.76) is then
   
K™ KP KI K™ 1 2 4:5 2 9 81
s2 C sC D sC D sC D s2 C sC
K¨ K¨ Tc3 Ts3 Ts3 4Ts32
(4.78)
4.5 Systems of Third and Higher Order 325

from which the controller gains are given by

9K¨ 81K¨
KP D and KI D : (4.79)
Ts3 K™ 4Ts32 K™

Next, step response simulations of the system of Fig. 4.19 will be compared
with that of the ideal system having transfer function (4.76) with the gains of
(4.79)]. The drive parameters are as follows. R D 1:25 Œ ; L D 0:02 ŒH ;
Ktb D 0:026 ŒNm=A ; J D 0:003 Kg m2 ; F D 2  103 ŒNm= .rad=s/ ;
Ks D 0:093 ŒNm=rad ; Kc D 10; K¨ D 1; K™ D 1. The angular velocity and
angular position constants are set to unity as they are derived from an encoder
output and scaled in the control computer to be numerically in radians and radians
per second. The specified settling time is fixed at Ts3 D 0:3 Œs . The settling times
of Loop 2 and Loop 1 are, respectively, set to Ts2 D Ts3 and Ts1 D Ts2 , where
0 <  < 1. Two simulations are presented in Fig. 4.22. In the first,  D 0:1 to
satisfy the requirements for the simple loop by loop design approach. In the second,
 D 0:2. As shown in Fig. 4.22a,  D 0:1 enables y(t) to follow the ideal step
response, yideal (t), fairly closely and, as intended, the control errors, yr1 .t/  y1 .t/,
and yr2 .t/  y2 .t/, are kept to relatively small proportions. The corresponding
simulation for  D 0:2 is shown in Fig. 4.22b on the same scales as Fig. 4.22a
so that the increase in the errors may be seen. In this case, a significant difference
between y(t) and yideal (t) is visible, the actual settling time, Ts actual , exceeding Ts3 .
Remarkably, the performance of Fig. 4.22a is achieved without the need for values
of the plant parameters, Ks and F. This is an example of robustness introduced in
Sect. 4.6.3 and achieved by the control techniques of Chaps. 9 and 10.

4.5 Systems of Third and Higher Order

4.5.1 Attainable Closed Loop Dynamics

Consider a linear control system whose transfer function has no finite zeros. Then if
there is a sufficient number of independently adjustable controller parameters that
can be chosen to attain any desired set of characteristic polynomial coefficients,
the pole assignment procedure introduced in Sect. 4.2 can be applied to achieve
any specified closed loop dynamics (settling time, percentage overshoot, and so
forth), within the limitations set by the hardware. Then it is clear that the order
of a control system that can be designed by pole assignment is considerably limited
when employing traditional controllers due to their small numbers of gains. So a
proportional controller is limited to first order plants as it only has one gain. An
IP controller is also limited to first order plants although the closed loop system is
of second order, since the integrator in the controller contributes 1 to the order.
326 4 Traditional Controllers: Model Based Design

a b
1 1
0.95 y (t ) 0.95 y (t )
yr (t ) yr (t ) yideal (t ) t = Ts actual
yideal (t )
0.5 0.5
[rad] t = Ts3 = Ts actual [rad] t = Ts3

0 0

10 [ yideal (t ) − y (t )]
-0.5 -0.5 10 [ yideal (t ) − y (t ) ]

-1 -1
40 40
30 30 10 [ y2r (t ) − y2 (t ) ]
20 10 [ y2r (t ) − y2 (t )] 20 y2r (t )
y2r (t )
10 10
[rad/s] [rad/s]
0 0
y2 (t )
-10 y2 (t ) -10
-20 -20

60 60
[V] [V] 10 [ y1r (t ) − y1 (t )]
40 40
y1r (t )
10 [ y1r (t ) − y1 (t ) ]
20 y1r (t ) 20
y1 (t )
0 0
y1 (t )
-20 -20
0 0.1 0.2 0.3 0.4 0.5 0.6 0 0.1 0.2 0.3 0.4 0.5 0.6
t[s] t[s]

Fig. 4.22 Step responses of cascade position control of throttle valve. (a)  D 0:1. (b)  D 0:2

A DP controller is limited to second order plants as it has two gains. An IPD

controller is also limited to second order plants although the closed loop system is
of third order, again since the integrator in the controller contributes 1 to the order.
It is, however, possible to attain a satisfactory performance for some applications
where it is not necessary to design to achieve a precisely specified closed loop
dynamics. The classical frequency domain design methods accommodate this. Also,
it is possible to apply partial pole assignment, in which a limited subset of the closed
loop poles are realised but the attainable closed loop dynamics is limited due to the
unassigned ‘free’ poles having to be dominated (Chap. 1) by the assigned poles.
4.5 Systems of Third and Higher Order 327

This is addressed in Appendix A4. The remaining sections of this chapter provide
preparatory material for studying the control techniques presented in Chap. 5, which
are free of the above restrictions.

4.5.2 The Laplace to Time Domain Inverse Scaling Law

It has already been established in Chap. 1 that the shapes of the impulse and
step responses of any linear system, i.e., its dynamic character, depend on the
relative locations of its poles and zeros, which will be referred to as the pole-
zero pattern. For a third order system, the range of different pole-zero patterns and
corresponding variations in the dynamic character is considerably larger than that
of a second order system (Sect. 4.4.2). As the order increases further, the range
of these variations of pole-zero pattern and dynamic character grows enormously.
This potentially presents a challenge to the control system designer but the task of
determining suitable closed loop pole locations for linear control systems is eased by
the existence of a law relating the scales of the pole-zero patterns to the time scales
of the step responses without altering their dynamic character. Linearly changing
the scale of the pole-zero pattern in the s-plane by a factor of  causes the time scale
of the impulse or step response to be changed by a factor of 1/ while preserving
its shape. This inverse scaling law is proven as follows. The transfer function of a
linear system with unit impulse response, g1 (t), is given by its Laplace transform,
Z 1
G1 .s/ D est g1 .t/dt (4.80)
0

Consider another system with an impulse response, g2 (t), of precisely the same
shape and amplitude scale as g1 (t), but on a different time scale such that

g2 .t/ D g1 .t/ (4.81)

where  is an arbitrary time scaling factor. Then its transfer function is

Z 1 Z 1
st
G2 .s/ D e g2 .t/dt D est g1 .t/ dt
0 0
Z
1 1
s 1 s
D e  t g1 .t/ d .t/ D G1 : (4.82)
 0  

Let pi ; 1 D 1; 2; : : : ; n and zi ; 1 D 1; 2; : : : ; m be, respectively, the poles

and zeros of G1 (s). Then according to (4.82), the poles and zeros of G2 (s) are,
respectively pi =; 1 D 1; 2; : : : ; n and zi =; 1 D 1; 2; : : : ; m. This proves
328 4 Traditional Controllers: Model Based Design

the scaling law. The coefficient, 1/, multiplying G1 (s/) in (4.82) is a result of the
amplitude scales of the two systems being identical.
Example 4.5 Demonstration of the s to time domain scaling law
Here, the scaling law is demonstrated for a third order system. Preserving a DC
gain of unity, the ‘slow’ version has transfer function,

ys .s/ 1 .0:5 C j 4/ .0:5  j 4/ 16:25

D : D :
yr .s/ s C 1 .s C 0:5 C j 4/ .s C 0:5  j 4/ .s C 1/ .s 2 C s C 16:25/
(4.83)

The ‘fast’ version has the pole pattern increased in scale by a factor of  D 2,
yielding

yf .s/ 1 16:25 2 65
D : D : : (4.84)
yr .s/ .s=2/ C 1 .s=2/2 C .s=2/ C 16:25 s C 2 s 2 C 2s C 65

Figure 4.23a shows the pole patterns of the ‘slow’ and ‘fast’ versions and Fig. 4.23b
shows the corresponding unit step responses. Figure 4.23b also exemplifies the step
response shape, untypical of those of the familiar first and second order systems step
responses, that exhibits oscillatory peaks, the first of which is less than the steady
state value, followed by peaks at higher values. In this example, it is due to the
influence of the exponential mode. For the two arbitrary values, y1 and y2 , of the
output marked on Fig. 4.23b, it is evident that the slow system takes precisely twice
as long as the fast system to reach the same value.
If the controller has a set of adjustable parameters (gains and/or other adjustable
coefficients) that permit the closed loop poles to be placed in any desired locations,
i.e., pole assignment is possible, then the scaling law presented above can be
used as a control system design tool. First, a system without finite zeros will be
0 0 0
discussed. Suppose that a set of closed loop poles, (sc1 , sc2 , : : : , scn ), has been
0
found that produces the required form of step response but the settling time, T s ,

a jω /10 b
s-plane 1
s2f s2s j 0.8 y2
= s2f 2
s3s j 0.4 y1
s3f 0.5
= s3f 2
−1.5 −0.5 0 σ
−2.0 −1.0
− j 0.4 0
0 1 2 3
s1s t1f t1s t2f t2st [s]
s1f = s1f 2 − j 0.8 = 2t1f = 2t2f

Fig. 4.23 Demonstration of the s to time domain inverse scaling law for a 3rd order system.
(a) s domain. (b) Time domain
4.5 Systems of Third and Higher Order 329

is different from the specified value of Ts . Then the scaling factor,  D Ts =Ts0 ,
is formed. Calculating the 0 controller parameters
to produce a new set of poles,
0 0
.sc1 ; sc2 ; : : : ; scn / D sc1 =; sc2 =; : : : ; scn = then yields the required step
response.
If the plant transfer function has finite zeros, they are also zeros of the closed
loop system that cannot be adjusted as part of the time scaling process. If they cause
unacceptable overshoots and/or undershoots and are in the left half of the s-plane,
then an external pre-compensator (Chap. 4) should be used to cancel them.
It is possible to create controllers that introduce independently adjustable zeros,
but they would normally be used to cancel all the closed loop poles to achieve zero
dynamic lag (Chap. 12) in which case the step response scaling law is irrelevant.

4.5.3 Step Responses with Coincident Closed Loop Poles

It will be recalled from Sect. 4.2 that a closed loop system in which complete
pole assignment is possible contains at least n parameters that may be adjusted to
yield a specified set of coefficients of the characteristic polynomial. The flexibility
of modern digital implementation renders this possible for all controllable plants
(nonlinear ones to which feedback linearisation is applied being included in
Chap. 7). If the plant is linear and contains transport delays, then similar closed
loop dynamics can be obtained using the discrete modelling of Chap. 2 and the
discrete control techniques of Chap. 6. It has already been established in Chap. 1
that a closed loop system having real negative poles in the s-plane and no finite zeros
has a step response that monotically increases and therefore does not overshoot. If
the system has coincident closed loop poles, then the problem of completing the
control system design hinges on the determination of just one parameter, i.e., the
multiple pole location. Recalling the s to time domain scaling law of Sect. 4.5.2,
the settling time would be a natural choice of design criterion. A formula relating
the settling time of the step response to the order as well as the pole location would
therefore be a valuable design aid. Hence the step responses of a set of closed loop
linear systems of increasing order with coincident poles will be studied. The generic
transfer function is:
 n
Y .s/ 1
D ; n D 1; 2; 3 : : : (4.85)
Yr .s/ 1 C sTc

where Tc is the time constant of the exponential decay of the polynomial exponential
mode (Sect. 1.5.2). If yr .t/ D Ys h.t/, where h(t) is the unit step function and Ys is
the reference input level, then with the aid of Laplace (Table 1 in Tables),
" #
X
n1
i t =Tc
y.t/ D Ys 1  1
iŠ .t=Tc / e ; n D 1; 2; 3 : : : (4.86)
i D0
330 4 Traditional Controllers: Model Based Design

1
0.98 n
0.95 1
2
y (t ) 3
y′ ( t ) = 5
4
Ys 6
7
0.5 8
9
10
11
12
13
14
15
16
17
18
19
20
0
0 5 10 15 20 25 30 35 t ′ = t Tc

Fig. 4.24 Family of normalised step responses of linear system with multiple poles

Figure 4.24 shows a family of step responses for orders ranging between 1 and 20.
The outputs and the time are normalised, respectively, with respect to Yr and Tc to
cover all linear systems. Then (4.86) becomes

X
n1
1 0
i t 0
y 0 .t/ D 1  t e : (4.87)
i D1
iŠ

The normalised settling times for the 5 % and 2 % criteria are, respectively, the
times, Ts5 % and Ts2 % , at which the normalised step responses cross the horizontal
straight lines, y 0 D 0:95 and y 0 D 0:98. For the x% criterion, (4.87) therefore yields
Xn1 1 0
y 0 .Tsx% / D 1  .Tsx% /i e Tsx% and since x D 100 Œ1  y 0 .Tsx% / , then
i D1 i Š

X
n1
1 0
i T 0
0:01x D T e sx% : (4.88)
i D1
i Š sx%

The solutions for x D 5 and x D 2 would be the required settling time formulae but
they do not exist in the closed form,
0
Tsx% D f .x; n/ ; (4.89)

as (4.88) is a transcendental equation. Numerical approximations, however, can

yield settling time formulae that are sufficiently accurate for practical purposes.
4.5 Systems of Third and Higher Order 331

4.5.4 Derivation of the Settling Time Formulae

4.5.4.1 Numerical Approach

Figure 4.24 reveals that the differences between the settling times of the responses
of systems differing in order by 1 are roughly equal. Approximations to (4.88) of
the form,
0
TQsx% D C.x/ C M.x/n; (4.90)

should therefore exist that would serve as easily applied settling time formulas.
To find these, the normalised settling times have been precisely computed for
® ®
n D 1; 2; : : : ; 20 using a MATLAB –SIMULINK variable step simulation and
the results are given in Table 4.1 and plotted in Fig. 4.25 as points indicated by
ˇ. The question now arises of the choice of the linear approximation method. The
classical approach would be to find the least squares fit using all 20 points of each
plot. This, however, is more appropriate for data subject to random errors while
the data of Table 4.1 is deterministic. Instead, two fixing points have been chosen
(indicated by) on each plot, through which the straight lines will pass, to provide
better approximations for the most common system orders.
With reference to Table 4.1, the formula should yield the well known result of
Ts5% D 2:9957Tc Š 3Tc for n D 1, given by (4.15). To guarantee this, the fixing
point, .n; Ts5% / D .1; 3/, is selected for the straight line fit of the 5 % criterion.
Also, for nD1, Ts2% D3:9118Tc Š 4Tc . The fixing point, .n; Ts2% / D .1; 4/, is
therefore chosen for the straight line fit of the 2 % criterion. The slopes of the
continuous curves satisfying (4.88) that would pass through the computed points
shown in Fig. 4.25 decrease slightly with n. It follows that if a second fixing
point is chosen on each of these curves for a selected value, n1 > 1, of n,
through which the straight lines will pass, then their equations will be exact at the
fixing points and only slightly under-estimate the settling times between the points.

Table 4.1 Precise normalised settling times for multiple pole systems of order, n
0 0 0 0
n Ts5% D Ts5% =Tc Ts2% D Ts2% =Tc n Ts5% D Ts5% =Tc Ts2% D Ts2% =Tc
1 2.9957 3.9118 11 16.9623 18.8298
2 4.7438 5.8338 12 18.2075 20.1352
3 6.2958 7.5165 13 19.4426 21.4279
4 7.7537 9.0841 14 20.6686 22.7094
5 9.1536 10.5804 15 21.8865 23.9809
6 10.5131 12.0270 16 23.0972 25.2434
7 11.8424 13.4364 17 24.3012 26.4976
8 13.1482 14.8166 18 25.4992 27.7444
9 14.4347 16.1731 19 26.6918 28.9844
10 15.7053 17.5098 20 27.8793 30.2181
332 4 Traditional Controllers: Model Based Design

a b
30 30

25 25
′ = Ts5% Tc

20 20

15 15
Ts5%

10 10

5 5

0 0
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
1 3 5 7 9 n 1 3 5 7 9 n

Fig. 4.25 Normalised settling time against system order and straight line fits. (a) 5 % criterion.
(b) 2 % criterion

This is evident in Fig. 4.25. The second point has been chosen at n D 6 since
commonly n 2 Œ1; 6 . For n D 6, Ts5% D 10:513Tc Š 10:5Tc giving the
point, .n; Ts5% / D .6; 10:5/ and Ts2% D 12:027Tc Š 12Tc giving the point,
.n; Ts2% / D .6; 12/. The straight line fit (4.90) will be written as

0
TQsx% D Cx C Mx n (4.91)

as the functions, C(x) and M(x), are not needed analytically. Then the coefficients,
Cx and Mx , will be determined using the fixing points, for x D 5 and x D 2.

4.5.4.2 The 5 % Formula

Using the fixing points of Fig. 4.25a, indicated by, yields

   
C5 C M5 D 3 5M5 D 7:5 ) M5 D 1:5 0
) ) TQs5% D 1:5 .1 C n/ :
C5 C 6M5 D 10:5 C5 D 3  M5 D 1:5
(4.92)

For simplicity of notation, the settling time, using either approximation (4.92) or
the one to be derived for the 2 % criterion, will be denoted Ts , the criterion being
0
applied in a particular application being stated. Hence TQs5% D Ts =Tc and therefore
the settling time formula for the 5 % criterion follows from (4.92) as

Ts D 1:5 .1 C n/ Tc : (4.93)

The 5 % criterion will be used frequently in this book, as is common practice.

4.5 Systems of Third and Higher Order 333

During a control system design by pole placement, the working can be shortened
by writing the characteristic polynomial directly as
   
1 n 1:5 .1 C n/ n
sC D sC : (4.94)
Tc Ts

4.5.4.3 The 2 % formula

Using the fixing points of Fig. 4.25b, indicated by, yields

   
C2 C M2 D 4 5M2 D 8 ) M2 D 1:6 0
) ) TQs2% D 1:6 .1:5 C n/
C2 C 6M2 D 12 C2 D 4  M2 D 2:4
(4.95)

0
where TQs2% D Ts =Tc . The settling time formula for the 2 % criterion is therefore

Ts D 1:6 .1:5 C n/ Tc : (4.96)

Again, the characteristic polynomial may be written directly as

   
1 n 1:6 .1:5 C n/ n
sC D sC : (4.97)
Tc Ts

4.5.5 Settling Time Formula Error Determination

and Correction

Let the actual settling time obtained after application of (4.93) or (4.96) with a
nominal settling time of Ts be denoted by Tsa . Then the normalised actual settling
time will be defined as
Tsa
Tsa00  (4.98)
Ts

and would therefore be unity with zero error. The percentage error is then

e% D ..Tsa  Ts / =Ts /
100% D Tsa00  1
100 %: (4.99)

Table 4.2 shows the errors for systems up to 20th order. For n D 1; 2; : : : 10,
the errors are within ˙5 %. This is considered acceptable for most control system
designs, as illustrated by the families of step responses in Fig. 4.26, which all nearly
pass through the point for which t D Ts .
334 4 Traditional Controllers: Model Based Design

Table 4.2 Percentage errors n 5 % Criterion 2 % Criterion

of settling time formulae T 00sa e% T 00sa e%
1 0.9986 0.14 0.9780 2.20
2 1.0542 C5.42 1.0418 C4.18
3 1.0493 C4.93 1.0440 C4.40
4 1.0338 C3.38 1.0323 C3.23
5 1.0171 C1.71 1.0173 C1.71
6 1.0012 C0.12 1.0022 C0.22
7 0.9869 1.31 0.9880 1.20
8 0.9739 2.61 0.9748 2.52
9 0.9623 3.77 0.9627 3.73
10 0.9518 4.82 0.9516 4.84
11 0.9423 5.77 0.9415 5.85
12 0.9337 6.63 0.9322 6.78
13 0.9258 7.42 0.9236 7.64
14 0.9186 8.14 0.9157 8.43
15 0.9119 8.81 0.9083 9.17
16 0.9058 9.42 0.9015 9.85
17 0.9000 10.00 0.8951 10.9
18 0.8947 10.53 0.8892 11.08
19 0.8897 11.03 0.8836 11.64
20 0.8850 11.50 0.8784 12.16

1 1

0.95 0.98
y (t ) y (t )
0.8 n 0.8 Yr n
Yr
1 1
2 2
0.6 3 0.6 3
4 4
5 5
0.4 0.4 6
6
7 7
8 8
0.2 0.2
9 9
10 10
0 0
0 0.5 1 t Ts 1.5 0 0.5 1 t Ts 1.5

Fig. 4.26 Normalised step responses of systems designed using the settling time formulae

If the specified settling time has to be realised more accurately, then using the
scaling law of Sect. 4.5.2, T 00sa can be looked up in Table 4.2 and the desired
characteristic polynomial formed using the compensated settling time, Tsc , as
follows.
4.5 Systems of Third and Higher Order 335

 n  n
1:5 .1 C n/ 1:6 .1:5 C n/
sC .5 % criterion/ or s C .2 % criterion/ ;
Tsc Tsc
(4.100)

where Tsc is calculated using the demanded settling time, Tsd , and T 00sa as follows.

Tsa Tsd Ts Tsd

D ) Tsc D :Tsd ) Tsc D 00 : (4.101)
Ts Tsc Tsa Tsa

4.5.6 Closed Loop Poles for Given Overshoot and Settling Time

For some applications it may be desirable to design the control system to exhibit a
small overshoot in the step response. For example, it has already been mentioned in
Sect. 1.4.1 that the derivative kick produced by some of the traditional controllers
due to the zeros introduced can reduce the steady state errors due to the nonlinear
stick slip friction in position controlled mechanisms. Most of the controllers
introduced in Chap. 4, however, do not introduce zeros, but complex conjugate pole
placement may be used for the same purpose.
The procedure adopted here is as follows. Starting with multiple closed loop
poles at s1; 2;:::; n D 1=Tc according to one of the settling time formulae, i.e.,
 
Ts Ts
Tc D .5% criterion/ ; or .2% criterion/ ; (4.102)
1:5 .1 C n/ 1:6 .1:5 C n/

the correct settling time would result but without overshooting. Then, if the order,
n, of the closed loop system is even, all of the closed loop poles are moved to
complex conjugate locations,  .1 ˙ jb/ =Tc . Then b is increased from zero until
the required % overshoot is obtained. This, however, reduces the settling time so
the final step is to apply the correction procedure of Sect. 4.5.5 based on the inverse
scaling law of Sect. 4.5.2 to linearly shrink the closed loop pole pattern to increase
the settling time to that specified without altering the percentage overshoot. The
closed loop pole values then become

 .1 ˙ jb/
s1; 2;:::; n D  (4.103)
Tc

where  is the scaling constant, which is reduced from unity until the required
settling time is obtained. If n is odd, then the procedure is similar, but one
pole has to remain real while the remaining poles are initially given values,
 .1 ˙ jb/ =Tc , as before. If the real pole remained at 1=Tc , then its influence
would prevent an overshoot occurring, as illustrated in Fig. 4.23 for a third order
system. To avoid this, the magnitude of the real pole can be increased by an
amount equal to the imaginary part magnitude, yielding a value of  .1 C b/ =Tc .
336 4 Traditional Controllers: Model Based Design

After increasing b until the specified percentage overshoot is obtained, the scal-
ing is applied to increase the settling time to the specified value, as before,
without altering the percentage overshoot, the closed loop pole locations finally
being
 
 .1 C b/  .1 ˙ jb/
s1 D  ; s2; 3;:::; n D  : (4.104)
Tc Tc

The pole locations are shown in Fig. 4.27, (* m) indicating multiplicity, m.

The desired characteristic polynomials will now be derived for n 2 Œ2; 6 , as this
should cater for most cases. The reader may use the same approach for higher orders
if needed. Each complex conjugate pole pair will contribute a quadratic factor,

Œs C  .1 C jb/ =Tc Œs C  .1  jb/ =Tc D s 2 C 2=Tc s C 2 1 C b 2 =Tc2 :

(4.105)

To simplify the polynomial expansions, let =Tc D a, 1 C b 2 D c and 1 C b D e.

Then the desired characteristic polynomials are as follows.

a jω b jω
(* n 2 ) + j λ b Tc (* ( n − 1) 2 ) + j λ b Tc

− λ Tc 0 σ − λ (1 + b ) Tc − λ Tc 0 σ
(* n 2 ) − j λ b Tc (* ( n − 1) 2 ) − j λ b Tc

Fig. 4.27 Closed loop pole patterns for specified settling time and overshoot. (a) n even. (b) n odd

Fig. 4.28 Normalised step 1.05

responses for 5 % overshoot 1
and 5 % settling criterion 0.95
0.8 n b λ
y (t )
2 1.05 0.440
Ys 0.6
3 1.22 0.380
0.4 4 0.94 0.471
5 1.02 0.430
0.2
6 0.90 0.476
0
0 0.5 1 1.5 t T 2
s
4.6 Performance Specifications in the Frequency Domain 337

9
n D 2 W d.s/ D s 2 C 2as C ca2 I n D 3 W d.s/ D s 2 C 2as C ca2 .s C ea/ I >
=

2
2
n D 4 W d.s/ D s 2 C2as Cca2 I n D 5 W d.s/ D s 2 C2as Cca2 .s Cea/ I :

3 >
;
n D 6 W d.s/ D s 2 C 2as C ca2 :
(4.106)

The corresponding normalised step responses are shown in Fig. 4.28.

4.6 Performance Specifications in the Frequency Domain

4.6.1 Background

Performance specifications are often given in the frequency domain. This is largely
traditional and originates from the era of analogue control systems (Chap. 1)
in which frequency domain based design methods prevailed. This, however, has
continued through the modern branch of robust control theory known as H1
optimisation, which minimises the sensitivity (Sect. 4.6.3), equivalent to maximis-
ing the robustness to minimise the effects of plant modelling inaccuracies and
external disturbances on the closed loop performance. This material is beyond the
scope of this book but the reader may refer to authoritative texts on H1 (4, 5).
Different approaches, however, to achieving robustness are given in Chaps. 8 and 9.
This section covers the few frequency domain performance parameters that are
sometimes found in specifications and, where appropriate, relates them to the time
domain in which most of the material of this book resides.

4.6.2 Closed Loop System Bandwidth

Given the closed loop transfer function, Gcl (s), the closed loop system bandwidth,
! b , is defined as the maximum angular frequency for which

jGcl .j 0/j jGcl .j!b /j 1

jGcl .j!b /j D p ) Dp : (4.107)
2 jGcl .j 0/j 2

Expressed in Decibels, (4.107) becomes

20log10 jGcl .j!b /j  20log10 jGcl .j 0/j D 3 dB: (4.108)

The more rapidly the reference input, yr (t), changes, the higher the proportion of
high frequency components in its Fourier spectrum. The closed loop system must
respond to these if it is to force the controlled output, y(t), to follow yr (t) accurately.
It follows that the higher the closed loop system bandwidth, the more accurately
it follows rapid changes of yr (t) and there is an inverse relationship between the
settling time, Ts , and the bandwidth, ! b . This can be demonstrated quantitatively
338 4 Traditional Controllers: Model Based Design

through the settling time formulae (4.93) or (4.96), which presumes that the control
system structure permits complete pole assignment. Assuming unity closed loop DC
gain and taking the 5 % criterion, from (4.93),

Ts
Tc D (4.109)
1:5 .1 C n/

Y.s/
p
Then Yr .s/
D Gcl .s/ D 1
.1CsTc /n
) 1
j1Cj!b Tc jn
D p1 ) j1 C j!b Tc jn D 2)
2

n2 p
n
1 C !b2 Tc2 D 2 ) 1 C !b2 Tc2 D 2 ) !b2 Tc2 D 21=n  1 )
p
21=n  1
Tc D (4.110)
!b

Finally, eliminating Tc between (4.109) and (4.110) yields the formula that can be
used to find the settling time corresponding to the closed loop system bandwidth.
Thus
p
1:5 .1 C n/ 21=n  1
Ts D : (4.111)
!b

This confirms the inverse relationship between Ts and ! b . Corresponding families of

Bode magnitude plots and step responses are shown in Fig. 4.29 for systems ranging
in order between 1 and 6.
Each Bode plot passes through the 3 dB point at ! D !b rad/s. For a given
value of ! b , the settling
p time is almost independent of the order for n D 1; 2 and 3
due to the term, 21=n  1 reducing with n while the term, 1 C n, increases with n

a b
-3 0 0.95
1
20log10 Gcl ( jω ) [dB]

-10 n 0.8 n ωbTs

-20 1 y (t ) 1 3
-30 2 Ys 0.6 2 2.8962
-40 3 3 3.0589
0.4
4 4 3.2623
-50
5 0.2 5 3.4075
-60
6 6 3.6744
-70 0
10-1 100 10+1 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5
ω ωb ωb t

Fig. 4.29 Normalised closed loop plots for systems designed using the 5 % settling time formula.
(a) Bode magnitude plot, (b) step responses
4.6 Performance Specifications in the Frequency Domain 339

p
by almost the same factor. For n > 4, however, the term, 21=n  1, does not reduce
sufficiently with n, resulting in Ts increasing with n, but not by huge proportions.
If the control system structure does not permit complete pole assignment, then
invariably the closed loop system will not have multiple poles, but an estimate of
the settling time, given the closed loop system bandwidth, could be obtained from
(4.111) but replacing n by the number of dominant poles, minus the number of
dominant zeros (Chap. 1).

4.6.3 Sensitivity and Robustness

4.6.3.1 Sensitivity

Definition 4.2 The sensitivity of a control system is a measure of how much the
dynamic response to the reference input differs from the specified one in the presence
of plant modelling uncertainties and external disturbances.
For a linear control system, an expression for the sensitivity can be derived using
the closed loop transfer function since this uniquely corresponds to the specified step
response. A linear continuous control system with any structure can be transformed
to a transfer function block diagram of the classical form shown in Fig. 4.30.
Here, G(s) is the transfer function of the physical plant. Let the transfer function
Q
of its model be G.s/ such that

Q
G.s/ D G.s/ C ıG.s/ (4.112)

where ıG(s) is the plant modelling error. Similarly, let the closed loop transfer
function of the physical system (with the link, L, connected) be
ˇ
Y .s/ ˇˇ
D Gcl .s/ (4.113)
Yr .s/ ˇD.s/D0

and let the closed loop transfer function obtained by applying the same controller to
Q
the plant model, G.s/, be GQ cl .s/. Then the following relationship may be written.

Gcl .s/ D GQ cl .s/ C ıGcl .s/; (4.114)

Controller D(s)
Yr ( s ) E′ ( s ) U ′( s ) U (s) − Plant Y (s)
K (s) G (s)
+ − L + −V ( s )
F (s)
H (s)

Fig. 4.30 Classical representation of linear continuous SISO control system

340 4 Traditional Controllers: Model Based Design

where ıGcl (s) is the amount by which the closed loop transfer function changes
Q
if the plant transfer function changes from G.s/ to G(s). Then the sensitivity of
the closed loop transfer function with respect to the plant transfer function is
defined as

ıGcl .s/=Gcl .s/ G.s/ ıGcl .s/ G.s/ dGcl .s/

SPC .s/ D lim D lim D :
ıG.s/!0 ıG.s/=G.s/ Gcl .s/ ıG.s/!0 ıG.s/ Gcl .s/ dG.s/
(4.115)

It is a measure of the per unit change in the closed loop transfer function caused by
a per unit change in the plant transfer function (due to the combined effect of the
individual errors introduced when forming each part of the plant model).
Q
Applying (4.115) to Fig. 4.30 but using the known model transfer function, G.s/,
in place of G(s) yields the well known expression for the sensitivity,
!
Q
1 C K.s/G.s/H.s/ d Q
K.s/G.s/
SPC .s/ D :
K.s/ Q
d G.s/ Q
1 C K.s/G.s/H.s/

Q
1 C K.s/G.s/H.s/ Q
1 C K.s/G.s/H.s/ Q
K.s/  K.s/G.s/K.s/H.s/
D : 2
K.s/ Q
1 C K.s/G.s/H.s/
1 1
D D :
Q
1 C K.s/G.s/H.s/ 1 C GQ L .s/
(4.116)

where GQ L .s/ is the loop gain, since removing the link, L, in Fig. 4.30 and replacing
Q
G(s) by G.s/ yields
ˇ
U 0 .s/ ˇˇ Q
 D K.s/G.s/H.s/ D GQ L .s/: (4.117)
U.s/ ˇYr .s/DD.s/D0

The smaller the sensitivity of (4.116), the better is the control system performance
with respect to the modelling uncertainties and external disturbances. In the
frequency domain with s D j!, for a SISO plant, H1 optimisation [4, 5] may
be used to find the controller transfer functions that minimise the peak value of
the sensitivity function, jSCP(j!)j, over the range of frequencies that the control
system is expected to operate. This method is readily generalised for multiple input,
multiple output (MIMO), i.e., multivariable, linear plants and can achieve closed
loop stability over a wide range of uncertain plant parameters but is not suited to
directly satisfying a given transient response specification. It is, however, excellent
4.6 Performance Specifications in the Frequency Domain 341

in applications where the closed loop dynamics is not critical. This book, however,
focuses mainly on control techniques that yield specified closed loop dynamics. The
sensitivity function will be used, where appropriate, to assess the performance when
applying these control techniques, some of which (Chap. 9 and 10) are deliberately
created to yield low sensitivity.
With reference to Fig. 4.30,
ˇ
V .s/ ˇˇ 1
ˇ D D SPC .s/: (4.118)
D.s/ Yr .s/D0 Q
1 C K.s/G.s/H.s/

Although the sensitivity has been defined in terms of the plant transfer function
uncertainties, (4.118) indicates that it is also a measure of how effectively the
controller rejects external disturbances, V .s/ D D.s/U.s/ being the residual plant
input due to the external disturbance, which would be zero with an ideal controller
that would perfectly counteract the external disturbance by applying U.s/ D D.s/.
Again with reference to Fig. 4.30,
ˇ
E 0 .s/ ˇˇ 1
D D SPC .s/ (4.119)
Yr .s/ ˇd.s/D0 Q
1 C K.s/G.s/H.s/
® ®
The control system analysis toolbox in MATLAB –SIMULINK may be used to
display sensitivity plots on the Decibel scale in the form,
ˇ C ˇ ˇ ˇ
ˇS .j!/ˇ  20log10 ˇSPC .j!/ˇ (4.120)
P dB

from a block diagram with input, Yr (s), and output, E0 (s).

It is common for unity feedback control systems to be referred to when carrying
out sensitivity analysis. For this reason, readers may be tempted to convert any
control system to the unity feedback control structure before carrying out the
sensitivity analysis, regardless of its original structure, but it will now be proven that
this will lead to incorrect sensitivity assessment. Suppose that the generic system of
Fig. 4.30 is converted to the unity feedback structure of Fig. 4.31.
In order to force the system of Fig. 4.31 to be equivalent to that of Fig. 4.30, it
must have the same closed loop transfer function, as follows.

Fig. 4.31 Generic linear

Controller D(s)
control system block diagram
with the unity feedback Yr ( s ) E′ ( s ) U (s) − Plant Y (s)
Kc ( s )
+ −V ( s ) G ( s )
structure
+ −
342 4 Traditional Controllers: Model Based Design

ˇ
Y .s/ ˇˇ Kc .s/G.s/ K.s/G.s/
D D )
Yr .s/ ˇD.s/D0 1 C Kc .s/G.s/ 1 C K.s/G.s/H.s/
Œ1 C K.s/G.s/H.s/ Kc .s/ D Œ1 C Kc .s/G.s/ K.s/ )
f1 C K.s/G.s/ ŒH.s/  1 g Kc .s/ D K.s/ )
K.s/
Kc .s/ D : (4.121)
1 C K.s/G.s/ ŒH.s/  1

For a system already having the unit feedback structure, H.s/ D 1, and as would
be expected, Kc .s/ D K.s/. The sensitivity function for the system of Fig. 4.31 is

0 1
SPC .s/ D : (4.122)
Q
1 C Kc .s/G.s/

Expressing this in terms of the original controller transfer functions, K(s) and H(s),
using (4.121) then yields

0 1 Q
1 C K.s/G.s/ ŒH.s/  1
SPC .s/ D Q
D : (4.123)
1C K.s/G.s/ Q
1 C K.s/G.s/H.s/
Q
1CK.s/G.s/ŒH.s/1

0
By comparison with (4.116), SPC .s/ ¤ SPC .s/ for H.s/ ¤ 1.
In order to establish a numerical scale by means of which the goodness of a
control system may be judged using sensitivity evaluation, the upper end of the
scale will be the worst case, which will be taken as the sensitivity of an open loop
system with transfer function,

Y .s/
D P .s/G.s/ D Gol .s/; (4.124))
Yr .s/

where P(s) is the pre-compensator transfer function designed to yield the required
nominal dynamic response of y(t) to yr (t), since such a control system cannot
take any corrective action, as is the case with feedback, to compensate for plant
modelling errors or external disturbances. In this case, following similar lines to
the derivation of (4.115) and using (4.124), the sensitivity of the open loop transfer
function with respect to the plant transfer function is

G.s/ dGol .s/ G.s/ d ŒP .s/G.s/

SPO .s/ D D D 1: (4.125)
Gol .s/ dG.s/ P .s/G.s/ dG.s/

Thus the sensitivity scale between ‘ideal’ and very poor for a closed loop system is
simply SPC 2 Œ0; 1 . Exceptionally, however, it is possible for SCP to exceed unity. On
the Decibel scale of (4.120), all control systems should have negative sensitivities,
the worst case being 0 dB.ˇ Those considered
ˇ robust would be expected to exhibit
sensitivity plots satisfying ˇSPC .j!/ˇdB < 10 dB.
4.6 Performance Specifications in the Frequency Domain 343

4.6.3.2 Robustness

Definition 4.3 The robustness of a control system is a measure of how well the
specified response to the reference input is maintained in the presence of plant
modelling uncertainties and external disturbances.
For quantification, an expression is formed that evaluates robustness on the same
scale as sensitivity, such that a control system with the minimum possible sensitivity
has the maximum possible robustness. Recalling (4.116), this is

Q
K.s/G.s/H.s/ GQ L .s/
RPC .s/ D 1  SPC .s/ D D : (4.126)
Q
1 C K.s/G.s/H.s/ 1 C GQ L .s/

Since robustness is complementary to sensitivity, RCP (s) is often called the comple-
mentary sensitivity function.

4.6.3.3 Sensitivity and Robustness as Specifications

In the frequency domain,

ˇ ˇ
ˇ C ˇ 1 ˇ C ˇ ˇGQ L .j!/ˇ
ˇS .j!/ˇ D ˇ ˇ and ˇR .j!/ˇ D ˇ ˇ: (4.127)
P ˇ1 C GQ L .j!/ˇ P ˇ1 C GQ L .j!/ˇ

The control system design specification is sometimes given in the form of a

boundary below which jSCP (j!)jdB , given by (4.120), must lie for all ! 2 .0; !b /.
Alternatively, the specification can be a boundary above which
ˇ C ˇ ˇ ˇ
ˇR .j!/ˇ  20log10 ˇRPC .j!/ˇ (4.128)
P dB

must lie for all ! 2 .0; !b /.

It is important to note that sensitivity and robustness are separate performance
specifications from the closed loop bandwidth defined in Sect. 4.6.2, or transient
response specifications such as settling time and percentage overshoot. By varying
the control system structure or the controller parameters, it is possible even to keep
the closed loop transfer function the same while varying the robustness or sensitivity,
as demonstrated in the following example.
Example 4.6 Hybrid IPD/IDP control of a double integrator plant
Figure 4.32 shows a control system with two poles and one finite zero that can
all be placed independently.
The double integrator plant could represent applications such as single axis rigid
body spacecraft attitude control or an air bearing based positioning mechanism.
344 4 Traditional Controllers: Model Based Design

D(s)
Yr ( s ) KI + + U ′( s ) U (s) − Plant Y (s)
KF b0
+ − s − − L + s2
KP s

KD
− +

Fig. 4.32 Hybrid IPD/IDP controller applied to a double integrator plant

It will be subsequently demonstrated that reducing the sensitivity (or increasing

the robustness) reduces the deviation of the step response from the ideal step
response due to the external disturbance, D(s), and any plant modelling errors.
The closed loop transfer function with the link, L, connected is as follows.
ˇ
Y .s/ ˇˇ b0 KI .s C KF /
D 3 : (4.129)
Yr .s/ ˇD.s/D0 s C b0 ŒKD s 2 C .KP C KI / s C KF KI

Let the closed loop system have two poles at s1;2 D pd and the other pole at
s3 D pf . Then the zero could be placed to cancel this pole by setting

K f D pf ; (4.130)

the closed loop transfer function then becoming

Y .s/ b0 KI .s C KF / b0 K I
D D ; (4.131)
Yr .s/ .s C pd /2 .s C pf / .s C pd /2

producing a critically damped second order step response with zero overshoot. The
5 % settling time formula (4.93) could then be used with n D 2 by setting

4:5
pd D : (4.132)
Ts

To determine the remaining controller parameters, the desired closed loop charac-
teristic polynomial is

.s C pd /2 .s C pf / D s 3 C .pf C 3pd / s 2 C pd .pd C 2pf / s C pd pf2 : (4.133)

Equating this to the denominator of (4.128) and using (4.129) then yields

Kd D .pf C 2pd / =b0 ; KI D pd2 =b0 and Kp D 2pd pf =b0 : (4.134)

4.6 Performance Specifications in the Frequency Domain 345

It is clear that closed loop system response to the reference input is independent
of the pole magnitude, pf . The robustness and sensitivity, however, will vary with
pf , and this will now be investigated. With the link, L, removed, the loop transfer
function is
ˇ
U 0 .s/ ˇˇ b0 
GL .s/ D  D 3 KD s 2 C .KP C KI / s C KF KI : (4.135)
U.s/ ˇYr .s/DD.s/D0 s

The sensitivity is therefore

1 s3
SPC .s; pf / D D 3
1 C GL .s/ s C b0 ŒKD s 2 C .KP C KI / s C KF KI
(4.136)
s3
D
.s C pd /2 .s C pf /

and the robustness is

s3
RPC .s; pf / D 1  : (4.137)
.s C pd /2 .s C pf /

It is evident by inspection of (4.136) and (4.137) that

lim S C .s; pf / D 0 and lim RPC .s; pf / D 1: (4.138)

pf !1 P pf !1

It follows that there exists a finite value of pf above which plant parameteric
uncertainties and external disturbances have negligible effects on the control system
performance. If s were to be real and finite, it would be clear by inspection of (4.136)
and (4.137) that as pf is increased from zero, with pd > 0, SCP (s, pf ) would commence
at a finite positive value less than unity and reduce monotonically towards zero,
while RCP (s, pf ) would commence at a finite positive value less than unity and
increase monotonically towards unity. Since s is a complex variable, however, this
conclusion cannot be made without further analysis. From (4.136), the magnitude
of the sensitivity in the frequency domain is
ˇ C ˇ !3
ˇS .j!; pf /ˇ D q : (4.139)
P

! 2 C pd2 ! 2 C pf2

This shows that

as pf is varied from 0 to 1, jSCP (j!, pf )j commences at
2
! 2 = ! 2 C pd and monotonically reduces to zero.
From (4.137) the robustness is

.2pd C pf / s 2 C pd2 C 2pd pf s C pd2 pf

RPC .s; pf / D 1  SPC .s; pf / D 3
:
s C .2pd C pf / s 2 C pd2 C 2pd pf s C pd2 pf
(4.140)
346 4 Traditional Controllers: Model Based Design

Then the magnitude of the robustness in the frequency domain is

v
u 2 2
2
ˇ C ˇ u pd pf  .2pd C pf / ! 2 C pd2 C 2pd pf !
ˇR .j!; pf /ˇ D t 2
2 :
P
pd2 pf  .2pd C pf / ! 2 C pd2 C 2pd pf !  ! 3
(4.141)

The convergence behaviour is certainly not evident by inspection of (4.141) and

therefore some further manipulation will be carried out to enable its determination.
Like terms may be recognised in the numerator and denominator of (4.141) and
therefore it may be rewritten as
s
ˇ C ˇ f .!; pf /
ˇR .j!; pf /ˇ D
; (4.142)
P
f .!; pf / C ! 6  2 pd2 C 2pd pf ! 4

where
2
2
f .!; pf / D pd2 pf  .2pd C pf / ! 2 C pd2 C 2pd pf !

D pd4 pf2 2pd2 pf .2pd Cpf / ! 2C.2pd Cpf /2 ! 4C pd4 C4pd3 pf C4pd2 pf2 ! 2

D 4pd2 C4pd pf Cpf2 ! 4 C pd4 C2pd2 pf2 ! 2 Cpd4 pf2 :

(4.143)

Substituting for f (!, pf ) in (4.142) using (4.143) yields

s

ˇ C ˇ 4pd2 C 4pd pf C pf2 ! 4 C pd4 C 2pd2 pf2 ! 2 C pd4 pf2

ˇR .j!; pf /ˇ D 2

;
P
! 6 C 2pd C pf2 ! 4 C pd4 C 2pd2 pf2 ! 2 C pd4 pf2

which can be written as

s

ˇ C ˇ 4pd4 C 4pd pf ! 4 C pd4 ! 2 C ! 4 C 2pd2 ! 2 C pd4 pf2

ˇR .j!; pf /ˇ D
:
P
! 6 C 2pd2 ! 4 C pd4 ! 2 C ! 4 C 2pd2 ! 2 C pd4 pf2
(4.144)

By inspection of (4.144), as pf is increased from zero, jRCP (j!, pf )j commences at

r
4pd2 ! 2 Cpd4 ˇ C ˇ
2 2 4 and varies monotonically towards lim
ˇR .j!; pf /ˇ D 1, since
! C2p ! Cp
4
pf !1 P
d d
the quadratic terms in pf ,which are identical in the numerator and denominator of
the fraction inside the square root, become dominant.
Some simulation results are presented in Fig. 4.33 in which the estimated plant
parameter is bQ0 D 1 and Ts D 1 Œs . In Fig. 4.33a–c the third pole is placed at pf D
pd D 4:5=Ts . In Fig. 4.33b–d, pf is increased to 100pd. The effects of changing the
magnitude of the pole, s3 , are presented in Fig. 4.33. In Fig. 4.33b, e, a step external
4.6 Performance Specifications in the Frequency Domain 347

a 20 b c
1.2 1.2
0 1 1 y (t )
-20 0.8 y (t ), y (t ) 0.8 yideal (t )
dB R CP ( jω ) dB 0.6 yideal (t ) 0.1d (t ) 0.6
0.4 0.4
-60 ye (t ) ye (t )
0.2 0.2
SCP ( jω ) 0 0
dB
-100 -0.2 -0.2
10-1 100 101 102 103 104 0 1 2 3 t [s] 4 0 1 2 3 t [s] 4
sensitivity & ω [rad/s] step response with step step response with
robustness for pf = pd disturbance for pf = pd b0 = 0.5b 0 and pf = pd
d e 1.2 f
20 1.2
0 1 1
-20 0.8 y (t ), 0.8 y (t ),
dB R CP ( jω ) 0.6 yideal (t ) 0.1d (t ) 0.6 yideal (t )
-60 dB
0.4 0.4
100 ye ( t )
-100 SCP ( jω ) 0.2 0.2 100 ye (t )
dB 0 0
-140 -0.2 -0.2
0 1 2 3
10-1 100 101 102 103 104 t [s] 4 0 1 2 3
t [s] 4
sensitivity &
ω [rad/s] step response with step step response with
robustness for pf = 100 pd disturbance for pf = 100 pd b0 = 0.5b 0 and pf = 100 pd

Fig. 4.33 Effects of pole placement on robustness and sensitivity

disturbance, d.t/ D 5h .t  2/, is applied. In Fig. 4.33c, f, the plant parameter,

b0 , is reduced to one half of the value, bQ0 , assumed in the control system design.
Comparison of Fig. 4.33a–c with d–f indicates the extreme increase in robustness
and reduction in sensitivity brought about by increasing the third pole magnitude by
a factor of 100.
This is due to the increases in the controller gains Kp , Kd and Kf which can be
seen in (4.130) and (4.134). Comparison of Fig. 4.33b, e for t 2 .0; 2/ Œs , i.e.,
before the external disturbance is applied, indicates identical transient responses
despite the movement of the third pole, due to the pole-zero cancellation.
Example 4.6 is intended to emphasise the fact that the transient response
specifications and sensitivity/robustness specifications are essentially separate and
can be considered complementary. For example, if the controllers of Chaps. 4 and
10 control the same plant with the same dynamics, much higher robustness will be
achieved with the controllers of Chap. 10.

4.6.4 Stability Analysis in the Frequency Domain

4.6.4.1 Background

The stability analysis of linear control systems using Bode, Nyquist or Nichols plots
stem from the era of analogue electronic controllers in which the main adjustable
348 4 Traditional Controllers: Model Based Design

parameter was the gain, K, of a power amplifier. This analysis enabled control
systems to be designed that tolerated changes (usually reductions) of the gain, K, due
to component aging and was able to take into account the potentially destabilising
effects of decoupling capacitors and noise filters built into the circuit design.
The basic stability margins, described in the following sections, are often quoted
as performance measures and the designer of a nominally linear control system may
be asked to quote them, or work with them as specifications, regardless of the control
system structure. This section therefore includes definitions of the stability margins
that apply to any linear control system. The traditional control system structure
for which this analysis was originally developed is that of Fig. 4.30, containing a
series compensator, K(s), and/or a feedback compensator, H(s), for which frequency
domain design methods are widely published [1–3]. The analysis is based on the
steady state sinusoidal response of the open loop system, which is determined by
the relationship,

U 0 .j!/ D GL .j!/ U .j!/ : (4.145)

Also the external disturbance is not considered in this analysis and set to zero as
in a linear system it will not affect the stability. A restriction is that the open loop
transfer function, GL (j!), (defined as U 0 .s/=U.s/ with the link, L, removed) has
a low pass filter characteristic, requiring the degree of the numerator polynomial to
be less than that of the denominator polynomial, otherwise the loop closure would
create an algebraic loop. As ! increases, the phase angle,

 .!/ D arg ŒGL .j!/ D tan1 fIm ŒGL .j!/ =Re ŒGL .j!/ g (4.146)

becomes negative as ! ! 1, so that the sinusoid, u0 (t), lags behind the sinusoid,
u(t).

4.6.4.2 Nyquist Stability Criterion

A useful means of determining the stability of a linear control system in the

frequency domain is the Nyquist Stability Criterion [1, 2, 6], based on the plot
of GL .j!/ D Gre .!/ C jGim .!/, which is also the polar plot, of jGL (j!)j
against (!). This is the Nyquist plot. The Nyquist Stability Theorem is as
follows. Let nce be the number of clockwise encirclements of the critical point,
.Gre ; Gim / D .1; 0/, as ! goes from 1 to 1, counting 1 for any anti-
clockwise encirclement. Let ncp be the number of closed loop poles in the right
half of the s-plane and let nop be the number of poles of GL (s), in the right half of
the s-plane. Then

ncp D nop C nce : (4.147)

4.6 Performance Specifications in the Frequency Domain 349

a
Integral Controller
Yr ( s ) KI U ′( s ) U (s) Plant Y (s) T1 = 2[ s ]
1
+ − s L (1 + sT1 )(1 + sT2 )
T2 = 5[ s ]

Control loop
b c d
1 1 1
Gim (ω ) ω → 0− ω →0 −

0.5 ω → ∞ + 0.5 0.5

ω → ∞+ ω → 0− ω → ∞+
j0 j0 j0

ω →∞ −
ω → ∞ − 0.5 ω → 0+ ω → ∞−
0.5 0.5
ω → 0+ ω → 0+
-1 -1 -1
-2 -1.5 -1 -0.5 0 -2 -1.5 -1 -0.5 0 -2 -1.5 -1 -0.5 0
Gre (ω ) Gre (ω ) Gre (ω )
2 2 2.5
1.5 1.5 2
y (t ) 1.5
1 1
1
0.5 0.5 0.5
0 0 0
0 20 40 60 80 100 0 20 40 60 80 100 0 20 40 60 80 100
t[ s ] t[ s ] t[ s ]
K I =0.35: K I =0.7: K I =10.5:
Stable system System on the limit of stability Unstable system

Fig. 4.34 Nyquist plots for an integral control loop

The Nyquist Stability Criterion then states that for the closed loop system to be
stable, ncp  0. Figure 4.34 shows three Nyquist plots of an integral control system
for different gain settings.
GL (j!) is given by (4.145) with the link, L, removed. The controller here is a
relatively rare variant on the traditional PID controller that contains only the integral
term. If the plant has negative real poles, then it is possible for an integral control
loop to be stable for a certain range of gain settings, as shown in this example,
which could be a heating process with two dominant time constants. In Fig. 4.34b,
the Nyquist plot does not encircle the critical point (marked C in all the Nyquist
plots to follow) and the system is stable. In Fig. 4.34c, it passes through the critical
point twice without encircling it and the system oscillates at a constant amplitude,
on the borderline between stability and instability. In Fig. 4.34c, the Nyquist plot
executes one clockwise encirclement of the critical point and the system is unstable.
350 4 Traditional Controllers: Model Based Design

4.6.4.3 Relative Stability

The Nyquist stability criterion establishes whether or not a system is stable but it
is useful for the control system designer to also have a measure of how close the
system is to instability. Specifically, let

G1 .s/
GL .s/ D KDC (4.148)
sq
where KDC is the open loop DC gain and q  0 is an integer, then the controller
gains have to be set to values such that there is some margin by which KDC can
increase, possibly due to any changes in the plant, without exceeding the stability
limit and encountering a situation such as demonstrated in Fig. 4.34. The stability
margins of the following sections fulfil this purpose.

4.6.4.4 Gain Margin

Suppose that there exists a finite frequency, referred to as the phase crossover
frequency, ! pc , at which the phase angle plot,  .!/ D 180ı, or the phase plot
ı
accompanying a Bode plotˇ crosses
ˇ the 180 line. Then It follows from a study of
ˇ ˇ
theˇ Nyquist

ˇ that if GL j!pc < 1, the closed loop system would be stable but
plot
if ˇGL j!pc ˇ > 1, the closed loop system would be unstable. Figure 4.35 illustrates
this using the Nyquist plot for the stable case of Fig. 4.34b.
The gain margin is the factor, Gˇm , by which
the

ˇ open loop DCˇ gain,
KDC
ˇ, would
have to be increased to result in ˇGm GL j!pc ˇ D 1 ) Gm ˇGL j!pc ˇ D 1,
thereby bringing the system to the stability limit. Hence
ˇ
ˇ ˇ
ˇ
Gm D 1= ˇGL j!pc ˇ or GmdB D 20log10 ˇGL j!pc ˇ : (4.149)

Fig. 4.35 Gain margin 1

shown on a Nyquist plot Gim ( ω ) (
GL jωpc )
0.5 1
=
Gm
0
φ (ω )

φ (ωpc ) = −180o
-0.5

GL ( jω )
-1
-2 -1.5 -1 -0.5 0 0.5
Gre (ω )
4.6 Performance Specifications in the Frequency Domain 351

Hence if Gm > 1 ) GmdB > 0, the closed loop system is stable, otherwise unstable.
If Gm D 1 ) GmdB D 0 and the system is on the limit of stability. This can be
illustrated by applying the construction of Fig. 4.35 to the Nyquist plot of Fig. 4.34c.
If, on the other hand, 0 < Gm < 1 ) GmdB < 0, then the system is unstable. This
can be illustrated by applying the construction of Fig. 4.35 to the Nyquist plot of
Fig. 4.34d.
The gain margin is interpreted differently for conditionally stable systems, as in
Example 4.7 below. These systems are typically unstable for KDC below a critical
value, KDCmin . Then the Nyquist plot executes at least one clockwise encirclement
of the critical point, 1 C j 0, for all KDC 2 .0; KDC min /, above which the system is
stable. Assuming that the controller gains have been set so that KDC 2 .0; KDC min /,
then the gain margin is the reduction factor, Gm , such that Gm KDC D KDC min . Then
according to (4.149), if Gm < 1 ) GmdB < 0, the closed loop system is stable,
otherwise it is unstable.

4.6.4.5 Phase Margin

This is an alternative to the gain margin. Suppose that there ˇexists

a finite
ˇ frequency,
referred to as the gain crossover frequency, ! gc , at which ˇGL j!gc ˇ D 1 or the
Bode magnitude plot, jGL (j!)jdB crosses the horizontal straight

line at 0 dB. Then
ı
it follows from a study of the Nyquist

plot that if  !gc > 180 , loop closure
ı
would result in stability but if  !gc < 180 , the closed loop system would be
unstable.
The phase margin,  m , is the angle by which (! gc ) would have to be reduced
to make the net phase angle of the open loop system 180o , as shown in Fig. 4.36.
Thus

 !gc  m D 180ı ) m D  !gc C 180ı: (4.150)

It follows that if m > 0, the closed loop system is stable, otherwise it is unstable.

Fig. 4.36 Phase margin 1

shown on a Nyquist plot Gim (ω )
0.5

0
φm φ (ωgc )
-0.5
(
GL jωgc = 1 )
-1
-2 -1.5 -1 -0.5 0 0.5
Gre (ω )
352 4 Traditional Controllers: Model Based Design

4.6.4.6 Delay Margin

Significant pure time delay elements can occur in plants, typically in the process
industry (Chap. 2) also in communications links of remotely controlled objects. It
will be assumed that just one such element with delay, , is present such that its
transfer function, es , is a factor of GL (s). Then

GL .s/ D es GL0 .s/ (4.151)

0
where GL (s) is the non-delay factor of the open loop transfer function. Then in the
frequency domain,
  
arg ŒGL .j!/ D arg GL0 .j!/ C arg e j! D arg GL0 .j!/  ! (4.152)
ˇ ˇ
and since ˇe j! ˇ D 1,
ˇ ˇ
jGL .j!/j D ˇGL0 .j!/ˇ (4.153)

The phase margin is then given by (4.150) as


m D arg GL0 j!gc  !gc  C 180ı : (4.154)
ˇ
ˇ
where ˇGL0 j!gc ˇ D 1. The question then arises of how much additional time delay
could be tolerated while maintaining stability. Thus the delay margin will be defined
as the additional time delay,  m , that will bring the system to the limit of stability.
This brings the phase margin to zero. Then (4.154) becomes


0 D arg GL0 ˚j!gc  !gc .
C m / C180ı )
(4.155)
m D !1gc arg GL0 j!gc C 180ı  

In process control, this margin would be useful in determining the minimum

tolerable flow rate of a fluid in a pipe responsible for the time delay of, for example,
heat supply to a vessel, or the maximum distance of a remotely controlled object if
the feedback controller is at the control station rather than in the object. It should
be remarked that the time delays of the transmitted signals between spacecraft and
the ground based mission control station can be very significant, ranging between
seconds to hours depending upon the distance, but it is usual for the feedback
controller to operate autonomously on board the spaceraft. The reference inputs,
i.e., attitude and translational coordinate demands, however, are subject to these
delays.
4.6 Performance Specifications in the Frequency Domain 353

Yr ( s ) Linear Uc ( s) U ( s ) Plant Y (s)

Controller K G (s)

Fig. 4.37 Introduction of proportional gain, K, into a linear control system for classical stability
analysis in the frequency domain

4.6.4.7 Stability Margin Assessment Via a Proportional Gain

In order to apply the traditional methods of analysis in the frequency domain to any
linear control system, including those presented in Chap. 5, a proportional gain, K,
may be introduced in the forward path of the block diagram, as in Fig. 4.37.
The control system would be implemented without this additional gain, equiv-
alent to K D 1 ) U.s/ D Uc .s/, since the parameters of the controller will
have been set to yield the required performance. The classical methods of analysis,
however, could be useful in providing a measure of robustness as variation of the
gain, K, could be regarded as being equivalent to a variation of or uncertainty in
the open loop DC gain due to plant modelling errors and drift of parameters due to
ageing.
Example 4.7 Classical stability analysis of the IPD/IDP control loop of Example
4.6.
In this case the open loop transfer function, GL (s), is that of (4.135) but multiplied
by the proportional gain, K, as described above. Thus

b0 KD s 2 C .KP C KI / s C KF KI
GL .s/ D K : (4.156)
s3
Figure 4.38 shows the root locus, Nyquist and Bode plots of the system of Example
4.6 with open loop transfer function (4.135), for pf D pd D 4:5=Ts, where Ts D 1 s.

First, it may be observed from the root locus that the system is conditionally
stable. It is unstable for K 2 .0; Kmin and stable for K 2 .Kmin ; 1 . The three
loci can be seen to pass simultaneously through the point, s1;2;3 D 4:5=Ts D
4:5 for K D 1, as the controller has been designed with this pole placement. The
conditional stability can also be observed in the Nyquist plot.
It should be noted that the ‘1’ point is encircled in an anti-clockwise sense as
! goes from 1 to C1 indicating system stability. This situation holds for all
K > 1, because increasing K linearly expands the plot and therefore the system
remains stable, in keeping with the root locus. Reducing K linearly contracts the
plot and the system remains stable until K D Kmin when the point where the plot
crosses itself at ! D ˙!pc coincides with the critical point, 1Cj 0. For K < Kmin ,
the ‘! D ˙!pc ’ point lies to the right of the ‘1’ point. This point is now encircled
354 4 Traditional Controllers: Model Based Design

a b c
4 2 100
s -plane ω → 0+

Gim (ω )

GL ( jω ) [dB]
80
3 60
K = K min
2 1 40
jω

ω → −∞
mdB < 0{
20 G
1 0
K =0 ω = ±ωpc -20
0 0
K =1 (*3) -1 -90
{

φ (ω ) [deg]
-1
ω → +∞ φm > 0
-2 -1 -180
K = K min
-3
ω → 0−
-4 -2 -270
-8 -6 -4 -2 0 -12 -10 -8 -6 -4 -2 0 10-1 100 ωpc 101 102
σ Gre (ω ) ω [rad/s]

Fig. 4.38 Bode plots of the open loop system of Fig. 4.32. (a) root locus. (b) Nyquist plot for
K D 1. (c) Bode plot for K D 1

in the clockwise sense as ! goes from 1 to C1, (noting that the locus is closed
at ! D 0 an infinite distance from the origin) indicating instability, as also indicated
by the root locus.
In keeping with Sect. 4.6.4.4, Fig. 4.38c indicates a negative gain margin and
therefore stability, as the system is conditionally stable, in agreement with the root
locus and the Nyquist plot for K D 1. The phase margin is about C70ı , which is
generally considered to be good.

References

1. Nise NS (2010) Control systems engineering, 6th edn. Wiley, New York
2. D’Azzo JJ et al (2003) Linear control system analysis and design, 5th edn. Marcel Dekker, New
York
3. Ogata K (2010) Modern control engineering, 5th edn. Pearson, Englewood Cliffs
4. Skogestad S, Postlethwaite I (2006) Multivariable feedback control: analysis and design, 2nd
edn. Wiley, New York
5. McFarlane DC, Glover K (1990) Robust controller design using normalized coprime factor plant
descriptions, 2nd edn. Springer, Berlin/New York
6. Dorf RC, Bishop RH (2010) Modern control systems, 12th edn. Pearson, Upper Saddle River
Chapter 5
Linear Controllers for LTI SISO Plants
of Arbitrary Order: Model-Based Design

5.1 Overview

Every linear SISO controller applied to an LTI plant realises a closed-loop differen-
tial equation of the form

y .N / C pN 1 y .N 1/ C    C p1 yP C p0 y D qM yrM C    C q1 yPr C q0 yr ; M < N:

(5.1)

The traditional controllers of Chap. 3 that may be designed to achieve complete

pole assignment have N independently adjustable controller gains that enable any
desired set of the constant coefficients, pi , i D 0; 1; : : : ; N  1, to be realised.
Following similar lines to the development of the state space model from the plant
differential equation in Chap. 2, a similar state space representation of (5.1) may be
formed, as

x .N / C pN 1 x .N 1/ C    C p1 xP C p0 x D yr
(5.2)
y D qM x .M / C    C q1 xP C q0 x

in which the natural choice of state variables is xi D x .i / , i D 0; 1; : : : ; N 1. Each

of these state variables is associated with a mode of the closed-loop system, each of
which is made stable and determined by the control system designer via complete
pole placement to achieve the desired behaviour. In this sense, complete control
of the system state is achieved. To afford this luxury, however, the traditional
controllers are limited to plants of up to second order only and contain at most
one integrator, imposing an upper limit of Nmax D 3. Of course, it is possible to
control plants of higher than second order with traditional controllers, and the
frequency domain design methods based on stability margins (gain and phase
margins) enable this to be done, but the attainable closed-loop performance is
limited by the inability to realise any desired set of closed-loop poles. In the spirit

© Springer-Verlag London 2015 355

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_5
356 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

of this book, which is to fully exploit the digital implementation medium, the
two control techniques developed in this chapter remove this restriction, enabling
complete pole assignment, implying complete control of the system state of (5.2).
The first part of this chapter is devoted to linear state feedback control. It is
important to note, however, that a state feedback controller designed to operate with
only a single measurement variable, y, and the corresponding reference input, yr ,
comprises the following two parts.
1. The linear state feedback (LSF) control law, when receiving estimates of the
state variables, calculates the control variable, u, to be applied to the plant. This
is developed in the following section.
2. The state estimator or observer, when presented with the measurement variable,
y, and the control variable, u, produces estimates of the state variables needed by
the control law. The whole of Chap. 8 is devoted to this topic.
Many examples of the pole assignment method are included in this chapter,
developing the reader’s understanding through the derivation of controller gain
formulae. Once familiarity has been gained, however, the reader may use one of
two numerical methods to achieve the same goal without the sometimes lengthy
algebraic manipulations. The first is Ackermann’s gain formula (Appendix A5) and
the second is linear characteristic polynomial interpolation (Appendix A5).
The last section of this chapter is devoted to polynomial control. It is included
because it is not only capable of delivering the same performance as linear state
feedback control but, with appropriate settings of its parameters, can offer similar
performance to the robust control techniques (Chap. 10). Furthermore, a polynomial
controller has a simpler structure than an LSF controller including (b) above and is
relatively straightforward to design.
The two continuous linear control techniques of this chapter can be applied to any
LTI SISO plant but excluding those containing transport delays, which are catered
for in the discrete domain (Chap. 6).

5.2 Linear Continuous State Feedback Control

5.2.1 Introduction

The important concept of state has already been discussed in Chap. 3 in which
it was highlighted that the state of a plant contains all the information about its
behaviour at every instant of time. It follows that if this information is available to
the controller, then it can be designed to achieve the desired closed-loop dynamic
behaviour but within the hardware limitations. This section develops a generic linear
state feedback controller for LTI SISO plants. Each of the state variables is either
measured or estimated (Chap. 5). The general block diagram is shown in Fig. 5.1.
5.2 Linear Continuous State Feedback Control 357

Controller x ′m
yr ⎡ y⎤
Control u Plant y xm  ⎢ ⎥
⎢⎣ x′m ⎥⎦
xm y
xc Law (state x)
x ′m xc
⎡xm ⎤
x̂ State xc  ⎢ ⎥ xm
ˆ
Estimator ⎣⎢ x ⎦⎥
xm x̂

Fig. 5.1 General structure of SISO linear state feedback control system

The block arrows represent several signal lines. As indicated by the definitions
of xm and xc given in Fig. 5.1, merged block arrows or a merged block arrow and
single arrow carry all of the signals in the two merging paths.
Sometimes not all the state variables are measured either due to equipment cost
constraints or impracticability. Then a state estimator is included as shown. This
may require the control input to the plant as one of its inputs together with the set
of measured state variables represented by xm , which is a subset of the complete
set of state variables represented by x. This is dealt with fully in Chap. 8, but the
reason for introducing the state estimator here is to explain the difference between
a controller and a control law. The control law is that part of a controller that has a
complete set of state variables as its inputs, represented by xc in Fig. 5.1, together
with the reference input, yr , and uses these to calculate the control variable, u. In
contrast, the controller is that part of a control system that accepts yr together with
the measured state variables, denoted by xm , including the controlled output, y (and
which may consist of only y), and produces the control variable, u. Thus, the control
law is part of a state feedback controller, as shown. For the remainder of this chapter,
the state estimator will be assumed ideal so that the system is simplified by setting
xc D x.
No integral term is included in Fig. 5.1 as it is not needed for the introduction of
state feedback control, but it is subsequently added to combine its benefits, already
demonstrated in Chap. 1 for the traditional controllers, with those of state feedback
control. For the same reason, no external disturbance input is shown initially.

5.2.2 Linear State Feedback Control Law

The linear state feedback (LSF) control law for LTI SISO plants with constant
coefficients is straightforward and has the same form for any plant order or relative
degree. The control variable, u, is made equal to a linear weighted sum of the state
variables, x1 , x2 ,.., xn , and the reference input, yr , as follows:

u D ryr  .k1 x1 C k2 x2 C    C kn xn / : (5.3)

358 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

Fig. 5.2 State variable block +

yr + u x x y
diagram of generic linear
state feedback control system
r
−
b
+ ∫ dt cT
Linear state T
feedback k Plant A
x
control law

Here, r is the reference input scaling coefficient that can be adjusted, if necessary,
to yield a closed-loop DC gain of unity and k1 , : : : , kn are constant state feedback
gains that may be chosen to place the closed-loop poles in the locations yielding
the desired closed-loop dynamics. The minus sign is present merely as a matter of
convention. Control law (5.3) may be written in the matrix–vector form as
2 3
x1
6 x2 7
6 7
u D ryr  Œk1 k2 : : : kn 6 : 7 ; i:e:; u D ryr  kT x: (5.4)
4 :: 5
xn

Figure 5.2 shows this applied to a SISO plant represented by its state space
model,

xP D Ax C bu; y D cT x; (5.5)

introduced in Chap. 3.

5.2.3 Matrix–Vector Formulation

The approach to the design of SISO linear state feedback control systems is similar
to that made in Chap. 4 for the traditional control systems that can be designed
by pole assignment. The characteristic polynomial of the closed-loop system is
first found, which is in terms of the linear state feedback gains and the plant
parameters. Then this is equated to the desired closed-loop characteristic polynomial
that gives the desired dynamic behaviour. The resulting simultaneous equations
are then solved for the linear state feedback gains. These steps will now be applied to
the generic linear state feedback control system using the matrix–vector formulation
(5.5) of the plant state space model and (5.4) of the linear state feedback control law.
The closed-loop state space equations are obtained by substituting for u in (5.5)
using (5.4). Hence,
 
xP D Ax C b ryr  kT x ) xP D A  bkT x C bryr ; or
(5.6)
xP D Acl x C bcl yr
5.2 Linear Continuous State Feedback Control 359

This is in the same form as (5.5), the plant matrix, A, being replaced by the
closed-loop system matrix,

Acl D A  bkT ; (5.7)

and the control input matrix, b, being replaced by the closed-loop system reference
input matrix, bcl D br. As will be seen, the elements of Acl can be altered via
the adjustable elements of the state feedback gain matrix, kT , to obtain the desired
closed-loop dynamics. It was proven in Chap. 3 that the eigenvalues of A are equal
to the plant poles. It follows that the eigenvalues of Acl are equal to the closed-loop
poles. Assuming controllability of the plant (Chap. 3), it will now be proven that kT
may be adjusted to yield any desired set of closed-loop poles.
The eigenvalues of Acl are the roots of its characteristic equation,
ˇ ˇ
jsI  Acl j D ˇsI  A C bkT ˇ D 0; (5.8)

where I is the unit matrix with the same dimension as Acl . Let the state space model
be transformed to the control canonical form (Chap. 3) through

xc D Pc x ) x D P1
c xc (5.9)

where Pc is the transformation matrix. Since Pc requires the inverse of the

controllability matrix for its formation, the plant must be controllable. Then (5.6)
becomes P1c xP c D Acl P1
c xc C bcl yr )

xP c D Pc Acl P1
c xc C Pc bcl yr (5.10)

and from (5.7) this may be written

 
xP c D Pc A  bgT P1 1 T 1
c xc C Pc bcl yr D Pc APc  Pc bg Pc xc C Pc bcl yr (5.11)

Pc AP1
c is the plant matrix, Ac , in the control canonical form. Then Pc b, k Pc
T 1

and Pc bcl are, respectively, the plant input matrix, bc ; the linear state feedback gain
matrix, kTc ; and the closed-loop system reference input matrix, bclc , for the plant in
the control canonical state representation. Then (5.11) may be written

xP c D Ac  bc kTc xc C bclc yr (5.12)

With reference to Chap. 3,

2 3 2 3
0 1 0 0 0
6 :: : : : : 7 6 :: 7
6 7 6 7
Ac D 6 : : : 0 7 and bc D 6 : 7 : (5.13)
4 0  0 1 5 405
a0 a1    an1 1
360 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

The corresponding closed-loop system matrix is then

2 32 3
0 1 0 0 0
6 :: : : : : 7 6 :: 7 
6 0 7 6 7
Aclc D6 : : : 7  6 : 7 kc0 kc1    kc1n1
4 0  0 1 5 405
a0 a1    an1 1
2 3 (5.14)
0 1 0 0
6 :: :: :: 7
6 : : : 0 7
D6 7
4 0  0 1 5
a0  kc0 a1  kc1    an1  kcn1

The closed-loop characteristic equation is then jsI  Aclc j D 0, i.e.

ˇ ˇ
ˇ s 1 0 0 ˇ
ˇ ˇ
ˇ :: : : ˇ
ˇ : : : : : 0 ˇ
ˇ ˇD0)
ˇ 0  s 1 ˇ (5.15)
ˇ ˇ
ˇk  a k  a  s C k ˇ
c0 0 c1 1 cn1  an1
s n C .kcn1  an1 / s n1 C    C .kc1  a1 / s C .kc0  a0 / D 0

It is evident that the n coefficients of (5.15) may be independently adjusted to yield

any desired closed-loop poles. Recall that kTc D kT P1 c . The corresponding linear
state feedback gains of the untransformed system are therefore given by

kT D kTc Pc : (5.16)

The above proves that complete pole placement is possible for the system compris-
ing plant (5.5) with control law (5.4), provided the plant is controllable.

5.2.4 Closed-Loop Transfer Function

Taking Laplace transforms of (5.6) with zero initial conditions yields

sX.s/ D Acl X.s/ C bcl Yr .s/ (5.17)

Similarly taking Laplace transforms of the measurement equation in (5.5) yields

Y .s/ D cT X.s/ (5.18)

The closed-loop transfer function is then obtained by eliminating X(s) between

(5.17) and (5.18). First, X(s) is made the subject of (5.17). To maintain dimensional
5.2 Linear Continuous State Feedback Control 361

compatibility after X(s) has been taken out as a factor, recalling from elementary
matrix algebra that IX.s/ D X.s/, where I is the appropriately dimensioned unit
matrix, (5.17) is first written as

sIX.s/ D Acl X.s/ C bcl Yr .s/ ) (5.19)

ŒsI  Acl X.s/ D bcl Yr .s/ ) X.s/ D ŒsI  Acl 1 bcl Yr .s/ (5.20)

which can be written as

adj ŒsI  Acl

X.s/ D bcl Yr .s/: (5.21)
jsI  Acl j

cl
Substituting for X(s) in (5.18) using (5.21) yields Y .s/ D cT adjŒsIA
jsIAcl j bcl Yr .s/ )

Y .s/ adj ŒsI  Acl

D cT bcl (5.22)
Yr .s/ jsI  Acl j

which is the required closed-loop transfer function. This last step is possible due
to the matrix product on the right-hand side being a scalar, as the following
dimensional compatibility analysis confirms:

11W scalar polynomial of degree n1

‚ …„ ƒ
T X
n1
c adj ŒsI  A
„ƒ‚…„ ƒ‚ cl…„ƒ‚… bcl bcli s i
Y .s/ 1n nn n1 i D0
D  (5.23)
Yr .s/ jsI  A j X
n1
„ ƒ‚ cl… sn C aclj s j
scalar polynomial of degree n
j D0

This proves that the denominator polynomial of the closed-loop transfer function
is equal to the characteristic polynomial of the closed-loop system matrix and
therefore that the closed-loop system poles are equal to the eigenvalues of the
closed-loop system matrix.
The determinant, jsI  Acl j, is an nth degree polynomial in s. Since adj ŒsI  Acl
is the transpose of the matrix of cofactors, each of which is a determinant of
dimension, .n  1/  .n  1/, then every element of adj ŒsI  Acl must be a
polynomial of maximum degree equal to n  1.

5.2.5 Pole Assignment Using the Matrix–Vector Formulation

As far as the control system design is concerned, it remains to determine the

locations of the closed-loop poles that yield an acceptable or specified closed-loop
362 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

dynamics. Any means at the reader’s disposal may be used to achieve this, but
the straightforward method using the 5 % settling time formula of Chap. 4 will
be applied in the various examples in the remainder of this chapter.
To proceed with the control system design, note that the closed-loop system
matrix, Acl , is a function of the linear state feedback gain vector, k, as well as the
plant parameters, in which case (5.23) can be written as
Xn1
Y .s/ cT adj ŒsI  Acl .k/ bcl bcli .k/ s i
i D0
D D Xn1 : (5.24)
Yr .s/ jsI  Acl .k/j sn C aclj .k/ s j
j D0

To complete the control system design using the 5 % settling time formula,
the desired closed-loop characteristic polynomial is equated to the closed-loop
characteristic polynomial in (5.24) and the linear state feedback gains determined
by equating like degree terms in s to form n simultaneous equations. Thus,
Xn1
Œs C 1:5 .1 C n/ =Ts n D s n C aclj .k/ s j (5.25)
j D0

from which equations for the gains as functions of the plant parameters (matrices A
and B only) and the settling time follow, which can be written as

ki D fi .A; B; Ts / ; i D 1; 2; : : : ; n: (5.26)

Alternatively the desired closed-loop transfer function can be equated to (5.24) and
the linear state feedback gains determined as above together with the reference input
scaling coefficient, r, which is also a function of the plant parameters (matrix C as
well as matrices A and B) and the settling time. Thus,

r D f .A; B; C; Ts / (5.27)

Example 5.1 Control of a heating process with two dominant time constants:
version 1.
A heating process has the following state space model:

1 1
xP 1 D .bu  x1 / I xP 2 D .x1  x2 / I y D KT x2 : (5.28)
T1 T2

It is required to design a linear state feedback control law that yields critical damping
of the closed-loop system, a settling time of Ts seconds (5 % criterion) and a closed-
loop DC gain of unity, using the matrix–vector formulation. First, the plant model
(5.28) is converted to the matrix vector form
5.2 Linear Continuous State Feedback Control 363

        
xP 1 1=T1 0 x1 b=T1  x1
D C u; y D 0 KT : (5.29)
xP 2 1=T2 1=T2 x2 0 „ ƒ‚ … x2
„ ƒ‚ … „ ƒ‚ … cT
A b

Since
 the plant is of second order, the state feedback gain matrix is kT D
T
k1 k2 . The closed-loop system matrix is Acl D A  bk , where
  
T b=T1  bk1 =T1 bk2 =T1
bk D k1 k2 D
0 0 0

and hence
     
1=T1 0 bk1 =T1 bk2 =T1  .1 C bk1 / =T1 bk2 =T1
Acl D  D
1=T2 1=T2 0 0 1=T2 1=T2
(5.30)

The closed-loop transfer function is given by (5.22) for which is needed

   
s0  .1 C bk1 / =T1 bk2 =T1
sI  Acl D 
0s 1=T2 1=T2
 
s C .1 C bk1 / =T1 bk2 =T1
D : (5.31)
 1=T2 s C 1=T2

Then
 T
s C 1=T2 1=T2
adj ŒsI  Acl D
 bk2 =T1 s C .1 C bk1 / =T1
 
s C 1=T2 bk2 =T1
D (5.32)
1=T2 s C .1 C bk1 / =T1

and
ˇ ˇ
ˇ s C .1 C bk1 / =T1 bk2 =T1 ˇ
jsI  Acl j D ˇˇ ˇ
 1=T2 s C 1=T2 ˇ
 
1 C bk1 1 1 C b .k1 C k2 /
D s2 C C sC (5.33)
T1 T2 T1 T2

Then the closed-loop transfer function is given by (5.22), yielding

364 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

  
 s C 1=T2 bk2 =T1 rb=T1
0 KT
Y .s/ 1=T2 s C .1 C bk1 / =T1 0
D
Yr .s/ jsI  Acl j
 
 .s C 1=T2 / rb=T1
0 KT
rb= .T1 T2 / (5.34)
D
jsI  Acl j
Y .s/ rbKT = .T1 T2 /
) D  
Yr .s/ 1 C bk1 1 1 C b .k1 C k2 /
s2 C C sC
T1 T2 T1 T2

Using the 5 % settling time formula, the required closed-loop transfer function is
 n ˇ  2
y.s/ 1:5 .1 C n/ =Ts ˇ 9= .2Ts /
D ˇ D
yr .s/ s C 1:5 .1 C n/ =Ts ˇnD2 s C 9= .2Ts /
2

81= 4Ts
D 2
: (5.35)
s C .9=Ts / s C 81= 4Ts2

Equating the corresponding terms in (5.34) and (5.35) then yields

    
9 1 1 81T1 T2 1 81T1 T2
k1 D  T1  1 ; k2 D 1  k1 and r D :
Ts T2 b 4Ts2 b 4Ts2 bKT
N N N
(5.36)

While the relatively simple foregoing example introduces the reader to the
detailed workings of the matrix–vector method, it would be tedious for systems
of third or higher order, and therefore, computer-aided design packages are rec-
ommended. The alternative method of the following section, however, enables the
linear state feedback gains to be derived analytically with relative ease in many
cases.

5.2.6 Pole Assignment Using Mason’s Formula

A straightforward method of algebraic determination of the closed-loop characteris-

tic polynomial or transfer function analytically for the derivation of design formulae
is to apply Mason’s formula to the state variable block diagram of the closed-loop
system. This method (Appendix A4) yields the transfer function in the general form:
X
Y .s/ pk .s/k .s/
k
D ; (5.37)
Yr .s/ .s/
5.2 Linear Continuous State Feedback Control 365

where (s), pk (s) and k (s) are, respectively, the system determinant, the transmit-
tance of the kth forward path and the associated cofactor. It is necessary to convert
this transfer function to the standard form:
Xn1
Y .s/ bj s j
j D0
Yr .s/
D Xn1 : (5.38)
sn C ai s i
i D0

It is possible to normalise with respect to other terms such as the constant term
of the characteristic polynomial, but in general, using (5.38) will involve the least
algebraic effort. This standard form can be obtained from (5.37) by multiplying the
numerator and denominator by a normalising polynomial, q(s). Thus,
X
Y .s/ q.s/ pk .s/k .s/
k
D (5.39)
Yr .s/ q.s/.s/

The normalised characteristic polynomial is then q(s)(s). Comparing (5.39) with

(5.22) and noting that jsI  Acl j is already in the standard form then yield
X
jsI  Acl j D q.s/.s/ and cT adj ŒsI  Acl bcl D q.s/ pk .s/k .s/: (5.40)
k
X
In general, it is much easier to expand q(s)(s) and q.s/ pk .s/k .s/ than their
k
matrix–vector equivalents, as the following examples demonstrate.
The desired closed-loop transfer function using the 5 % settling time formula is
 n
Y .s/ 1:5 .1 C n/ =Ts
D (5.41)
Yr .s/ s C 1:5 .1 C n/ =Ts

It is important to ensure that the closed-loop transfer function derived from the
state variable block diagram and the desired closed-loop transfer function are
both in the standard form (5.38); otherwise, incorrect controller parameters will
result.
Example 5.2 Control of a heating process with two dominant time constants:
version 2.
The design formulae for Example 5.2 will again be derived, with the same
specification, but using the state variable block diagram of Fig. 5.3.
Applying Mason’s formula to obtain the closed-loop transfer function yields
     
1 1 rbKT 1 1
Y .s/ rbKT 1CsT 1CsT T1 T2 sC1=T1 sC1=T2
h  i D h  i
1 2
D
Yr .s/ b
1   1CsT1 k1 C 1CsT2 k2
1C 1 b
T2 k1 C k2
T1 T2 sC1=T1 sC1=T2
366 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

Linear State Feedback Plant

Control Law
Yr (s) U (s) b X2 (s) 1 X1 (s) Y (s)
r KT
+ – 1+sT1 1+sT2
k1
+ +
k2

Fig. 5.3 State variable block diagram of linear state feedback control of a heating process

By inspection, q.s/ D .s C 1=T1 / .s C 1=T2 /. Then

Y .s/ rbKT = .T1 T2 /

D    h   i
Yr .s/ sC 1
sC 1
C T1bT2 T2 k1 s C 1
C k2
T1 T2 T2

rbKT = .T1 T2 /
D   : (5.42)
1 Ck2 /
s2 C 1Cbk1
T1 C T12 s C 1Cb.k
T1 T2

This is identical to (5.34). The remainder of the working is as in Example 5.1.

The next example illustrates the ease with which a linear state feedback control
law may be designed for a fourth-order plant using the state variable block diagram.
Example 5.3 Position control of an electric drive with a flexible coupling.
Figure 5.4 shows the state variable block diagram of a linear state feedback
controller applied to an electric drive with a flexible coupling.
It should be noted that in this ‘per unit’ model, the control variable, u, and the
measurement variable, y, are normalised and are therefore proportional to but not
numerically equal to the voltages in the physical system. The time constants, T1 , T2
and Tsp , are functions of the moments of inertia and the spring constant.
It is required to derive design formulae for the controller parameters that yield a
settling time of Ts seconds (5 % criterion) and a closed-loop DC gain of unity.
To ease the algebra, let 1=T1 D q1 ; 1=Tsp D qs and 1=T2 D q2 . Then from
Fig. 5.4,

Y .s/ rq1 qs q2 =s 4
D h i  

Yr .s/ 1   q1 k4  q1 qs
 qs q2
 q1 qs k3
 q1 qs q2 k2
 q1 qs q2 k1
C  q1sk4  qss q2 2
s s2 s2 s2 s3 s4

rq1 qs q2
D :
s 4 C q1 k4 s 3 C qs .q1 C q2 C q1 k3 / s 2 C q1 qs q2 .k2 C k4 / s C q1 qs q2 k1
(5.43)
5.2 Linear Continuous State Feedback Control 367

Yr ( s ) U (s) − 1 X4 (s) 1 X3 (s) 1 X 2 ( s ) 1 X1 ( s ) = Y ( s )

r
+ − + sT1 + − sTsp sT2 s
k4
+ +
k3
+ +
k2
+ +
k1

Fig. 5.4 State variable block diagram of linear state feedback control of a flexible drive

a b
2.5 1.2 y (t )
2u ( t )
[p.u.]
r
[p.u.]

1.0
2
x2 ( t )
0.8 x1 (t ) = y (t ) 0.95 yr (t )
0.6
1.5
x4 ( t ) 3x1 ( t )
x3 ( t ) 0.4
1 0.2 0.1x2 (t ) 0.1x4 (t )
0
0.5 -0.2 0.005u (t )
-0.4 0.05 x3 (t )
0
0 0.1 0.2 0.3 t[ s ] 0.4 0 0.1 Ts = 0.2 0.3 t[ s ] 0.4

Fig. 5.5 Step responses of uncontrolled and controlled flexible drive. (a) Uncontrolled plant.
(b) Controlled plant

The desired closed-loop transfer function is

 n ˇ  4
Y .s/ 1:5 .1 C n/ =Ts ˇ p
D ˇ D
Yr .s/ s C 1:5 .1 C n/ =Ts ˇ sCp
nD4
4
p
D ; (5.44)
s 4 C 4ps 3 C 6p 2 s 2 C 4p 3 s C p 4

where p D 15= .2Ts /. Comparing (5.43) with (5.44) then yields

2

4p 6p =qs  .q1 C q2 / 4p 3 p4
k4 D ; k3 D ; k2 D  k4 and k1 D :
q1 q1 q1 qs q2 q1 qs q2
(5.45)

For a unity DC gain, from (5.43), y.0/=yr .0/ D r=g1 D 1 )

r D g1 : (5.46)

The following plant parameters are given: T1 D T2 D 0:1 s and Tsp D 0:008 s.
Figure 5.5a shows the oscillatory step response of the uncontrolled plant, and
Fig. 5.5b shows the response of the closed-loop system to a step reference angle
input, demonstrating how the plant state is brought under control.
368 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

5.2.7 Pole Assignment for Plants with Significant Zeros

5.2.7.1 Determination of Zero Significance

The degree of influence of any finite zeros on the step response of a linear SISO
control system can be assessed using the pole-to-zero dominance ratios (Chap. 1).
Suppose that in the absence of the zeros, the required settling time, Ts , is achieved by
coincident negative real closed-loop pole placement at s1;2;:::;n D pc using one of the
settling time formulae (Chap. 4). Let the set of zeros be located at zi , i D 1; 2; ::; m.
The pole-to-zero dominance ratio for each zero is then

jzi j
rpz i D : (5.47)
jpc j

The ith zero will have a significant effect if

rpz i  rpz min ; (5.48)

where rpz min is the minimum value of rpzi for which the effect of the zero is
negligible. This reduces with the system order but is greater than unity (Table 1.3).
During the development of a control system, it is advisable to run two simulations
with all the closed-loop poles placed at pc to achieve the specified settling time, one
including the zeros and a fictitious one without the zeros. A comparison will then
indicate whether or not measures have to be taken in the control system design to
reduce or eliminate the influence of the zeros.
Since the control system designer should be free to use a controller that does not
introduce zeros, only plant zeros will be considered henceforth.

5.2.7.2 Symbols for Pole Categories

To clarify the pole–zero plots displayed in further examples, three classifications of

pole are distinguished by the symbols of Table 5.1.

Table 5.1 Three categories Symbol Category

of system poles and their  Plant or open-loop pole
symbols
 Closed-loop pole
Pole of pre-compensator external to feedback loop
5.2 Linear Continuous State Feedback Control 369

5.2.7.3 Pole–Zero Cancellation

It may be possible to cancel the effects of significant zeros with poles at the same
locations, but, of course, they must lie in the left half of the s-plane for system
stability. There are two methods for implementing pole–zero cancellation:
(i) A dynamic pre-compensator whose poles are coincident with the zeros is
inserted in the reference input channel.
(ii) A subset of the closed-loop poles are made coincident with the zeros.
If rpz i  1 according to (5.47), then method (i) is recommended, otherwise
method (ii). The reason for this is that in general, the sensitivity (Chap. 4)
increases as the magnitude of the closed-loop poles reduces due to the reduction
in the controller gains. Method (i) will not influence the sensitivity since the pre-
compensator is outside the feedback loop. Before considering method (ii), however,
it must be realised that the number of closed-loop poles influencing the response to
the reference input reduces by an amount equal to the number of zeros, and for a
given settling time, they will have smaller magnitudes than the poles of method
(i) and therefore contribute to an increase in sensitivity. Therefore, if rpz i > 1
but is close to unity, the sensitivities obtained with both methods will have to be
calculated and compared and the method yielding the lower sensitivity selected. To
demonstrate the points made above, both methods will be applied in the following
example, although rpz i < 1. If a system has some zeros with rpz i > 1 and others
with rpz i < 1, it may be appropriate to use a combination of methods (i) and (ii).
Example 5.4 Heading angle (yaw attitude) control of a surface ship
The yaw dynamics and kinematics of a surface ship have the following transfer
function relationship between the rudder servo input, U(s); a disturbance input,
Ud (s) (referred to the control input and representing an external disturbance caused
by wave motion); and the yaw gyrocompass measurement, Y(s).

Kf .s C 1=T3 / ŒU.s/ C Ud .s/

Y .s/ D
.s C 1=Tr / .s 2 C .1=T1 C 1=T2/ s C c= .T1 T2 // s
Kf .s C b0 / ŒU.s/ C Ud .s/
D ; (5.49)
s 4 C a2 s 3 C a1 s 2 C a0 s

where b0 D 1=T3 , a2 D 1=Tr C 1=T1 C 1=T2, a1 D .1=Tr / .1=T1 C 1=T2 / C

c= .T1 T2 / and a0 D c= .Tr T1 T2 /. The plant parameters are given as 1=T1 D
0:2 s1 , 1=T2 D 0:4 s1 , 1=T3 D 0:17 s1 , 1=Tr D 0:5 s1 , c D 1:2 and
Kf D 0:15.
It is required to design a linear state feedback control law that yields a closed-
loop step response with a settling time of Ts D 15 s and with zero overshoot. The
rudder servo input is the demanded rudder angle that is limited to ˙1.3 rad.
Ignoring the zero, the three poles would be placed at pc D 1:5 .1Cn/ =Ts jnD4 D
15= .2Ts / D 0:5 s1 . The plant zero is at qp D 0:17 s1 . The pole-to-zero
dominance ratio is therefore rpz D 0:17=0:5 D 0:34. Table 1.4 gives rpz min D 5:41.
370 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

D (s)
Yr ( s ) (ii) + U (s) − 1 1 1 1 + Y (s)
r Kf b0
− + + − s s s s +
(i) + +
+ + +
a2 X4 (s)
b0 + +
s + b0 k1 k2 k3 k4 a1 X3 (s)
+ +
a0 X2 (s)
X1 ( s )

Fig. 5.6 Linear state feedback control of the yaw attitude angle of a surface ship

Since rpz < rpz min , the zero is significant. The control law will first be designed
ignoring the zero and the resulting system simulated to assess its effect. Then
method (i) will be applied. Finally, the system will be designed using method (ii)
and again simulated. For both methods, the effects of a step external disturbance and
mismatches in the plant parameter, c, which depends upon the ship’s speed will be
assessed and the sensitivities compared.
Figure 5.6 shows the state variable block diagram with the plant in the control
canonical form to minimise the algebra, including the options of method (i) and
method (ii) selected via the switch shown.
With the switch in position (ii), the closed-loop transfer function relationship
between Yr (s), Ud (s) and Y(s) is

ŒrKf Yr .s/CKf Ud .s/ .sCb0 /=s 4

Y .s/ D 1.a2 =sa1 =s 2 a0 =s 3 /Kf .k4 =sk3 =s 2 k2 =s 3 k1 =s 4 /
(5.50)
ŒrK Y .s/CK U .s/ .sCb0 /
D s 4 C a CK k s 3fC ra CK fk d s 2 C a CK :
. 2 f 4 / . 1 f 3 / . 0 f k2 /sCKf k1

Ignoring the zero, the closed-loop characteristic polynomial would be given by

.s C p/4 D s 4 C 4ps 3 C 6p 2 s 2 C 4p 3 s C p 4 ; (5.51)

where p D 1:5 .1 C n/ =TsjnD4 D .15=2/ Ts . This also applies for method (i).
Equating (5.51) to the denominator of (5.50) and setting r to give a unity closed-
loop DC gain then yields

p4 4p 3  a0 6p 2  a1 4p  a2 g1
k1 D ; k2 D ; k3 D ; k4 D ; and r D :
Kf Kf Kf Kf b0
(5.52)

For method (ii), also with a unity closed-loop DC gain, Y .s/=Yr .s/jUd .s/D0 yields
5.2 Linear Continuous State Feedback Control 371

ŒrKf yr .s/ C Kf d.s/ .s C b0 /

s 4 C .a2 C Kf k4 / s 3 C .a1 C Kf k3 / s 2 C .a0 C Kf k2 / s C Kf g1
q 3 .s C b0 /
D : (5.53)
.s C q/3 .s C b0 /

where q D 1:5 .1 C n/ =Ts jnD3 D 6=Ts. Hence,

s 4 C .a2 C Kf g4 / s 3 C .a1 C Kf g3 / s 2 C .a0 C Kf g2 / s C Kf g1

D s 4 C .3q C b0 / s 3 C 3q .b0 C q/ s 2 C q 2 .3b0 C q/ s C q 3 b0 )
q 3 b0 q 2 .3b0 Cq/a0 3q.b0 Cq/a1 3qCb0 a2
k1 D Kf
; k2 D Kf
; k3 D Kf
; k4 D Kf
; r D gb01 :
(5.54)

The considerable overshoot induced by the zero in Fig. 5.7a violates the design
specification, demonstrating the need for zero cancellation. Figure 5.7c shows the
pole–zero plot of the plant together with the closed-loop poles for both methods
and the pre-compensator pole for method (ii). Both methods yield the correct
settling time as is evident in Fig. 5.7d, g, but the disturbance causes a much larger
steady-state error with method (ii) due to the higher sensitivity, which is displayed
in Fig. 5.7i. The plant parameter mismatch causes a larger departure of the step
response from the ideal one using method (ii) than using method (i), for the same
reason, as confirmed by Fig. 5.7e, h.
It should be noted that an integral term would usually be employed in the
controller for this application to reduce the steady-state error to zero for a constant
external disturbance component, but transient heading errors of a similar magnitude
to the steady-state errors in Fig. 5.7d, g would occur with a step external disturbance
for similar pole placements.
Another important point is the increased control activity resulting from ignoring
significant zeros, as is evident in Fig. 5.7f. This is caused by the larger angular
acceleration in Fig. 5.7a associated with the larger angular excursion, leading to the
overshoot, in a shorter time, in contrast with the smaller angular excursions in longer
times associated with the non-overshooting responses of Fig. 5.7d, g. This is crucial
in this application since increased control activity increases the fuel consumption
of the engine powering the hydraulic rudder servo. If in another ship stabilisation
application a short settling time is not essential and overshooting is allowed, then
it is advisable to position two of the closed-loop poles as close as possible to the
complex conjugate plant poles, but with a higher damping ratio, so that the main
function of the controller is to perform active damping, which will save fuel.

5.2.7.4 Complex Conjugate s-Plane Zero Compensation

Some plants exhibiting oscillatory modes have zeros in their transfer functions. This
is not the case in the flexible electric drive of Example 5.3. Here, the actuator, i.e.
372 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

a b c
0.6 0.6 8 Method (i)
yr (t ) jω
[rad] [rad]
0.4 0.4 y (t ) 0
a1 = 0.5a 1 -8 (*4) (*1)
8 Method (ii)
0.2 0.2 a1 = a 1 jω
y (t ) d (t ) a1 = 1.5a 1 0
(*3) (*1)
0 0 -8
0 Ts 20 40 t [s] 60 0 20 40 t [s] 60 -0.6 -0.4 -0.2 0 σ

d e f1.2
0.6 0.6
yr (t )
[rad] [rad] 1 u ( t ) [rad]
y (t ) y (t ) 0.8
0.4 0.4 Zero ignored
a1 = 0.5a 1 0.6 Method (ii)
0.2 0.2 a1 = a 1 0.4 Method (i)
d (t ) a1 = 1.5a 1 0.2
0
0 0
0 Ts 20 40 t [s] 60 0 20 40 t [s] 60 0 20 40 t [s] 60

g h i
0.6 0.6 0
yr (t ) dB
[rad] [rad] -10
y (t )
0.4 0.4 Spc ( jω )
a1 = 0.5a 1 -20 dB

0.2 0.2 a1 = a 1 -30 Method (i)

y (t ) d (t ) a1 = 1.5a 1 Method (ii)
-40
0 0
0 Ts 20 40 t [s] 60 0 20 40 t [s] 60 10-2 10 -1 10 0 101 102
ω [rad/s]

Fig. 5.7 Step and disturbance responses of ship yaw rate control system. (a) Heading with distur-
bance (zero ignored). (b) Heading with plant parameter mismatching (zero ignored). (c) Pole–zero
plots. (d) Heading with disturbance [Method (i)]. (e) Heading with plant parameter mismatching
[Method (i)]. (f) Control activity. (g) Heading with disturbance [Method (ii)]. (h) Heading with
plant parameter mismatching [Method (ii)]. (i) System sensitivity

the motor, applies torque to the first mass to control the position or speed of the
second mass by mounting the sensor on this mass. If, on the other hand, the sensor is
colocated with the actuator on the first mass to control the motor speed or position,
a complex conjugate pair of zeros is present with the imaginary part magnitude
equal to the encastre natural frequency, i.e. the frequency of oscillation of the second
mass with the motor rotor locked. Such complex conjugate zeros can also occur in
other mechanical structures even if the sensors and actuators are not co-located and
certainly will do so if any of them are co-located.
Let the ith pair of complex conjugate zeros associated with an oscillatory mode
in the plant be the roots of

s 2 C 2i i s C i2 D 0: (5.55)

5.2 Linear Continuous State Feedback Control 373

They are regarded near the jw axis if:

(a) They are significant according to Sect. 5.2.7.1.
(b) If the zeros were to be cancelled by the poles of an external pre-compensator,
the damping ratio of the resulting oscillatory mode satisfies i < min , where
min is a minimum damping ratio below which the system dynamics would
be considered unsatisfactory. A value of min D 0:2 will suffice for most
applications.
Although an external pre-compensator would not be excited by external distur-
bances, sudden changes in the reference input would certainly excite any lightly
damped oscillatory modes that it contains. Suppose the pre-compensator cancels
the zeros and the closed-loop poles are real and negative. Then a step reference
input will cause the output of the pre-compensator to oscillate, but the controlled
output responds monotonically without any oscillations. This, however, could be
unsatisfactory because a certain subsystem of the plant, referred to as subsystem
1, is forced by the pre-compensator to oscillate. The remainder of the plant
constitutes subsystem 2, whose state variables, including the controlled output, do
not oscillate. A compromise must therefore be made in which the closed-loop poles
are placed as close as possible to the complex conjugate zeros but in locations giving
sufficient damping of the oscillations. These, however, will now influence subsystem
2 including the controlled output, due to the imperfect pole–zero cancellation,
requiring a large amount of active damping. An example will follow shortly.
Figure 5.8 shows one pair of complex conjugate zeros at point z in the upper
half of the s-plane together with two candidate positions of the corresponding
compensator pole pair, at points p and q on a circle of radius, ri , centred on the
point z.
The optimal pole position on this circle is at point p, where the oscillatory mode
in the step response decays fastest, i.e. with the minimum time constant, Tpi , of the
exponentially decaying envelope function. It is important to realise that the location,
q, giving the maximum damping ratio for a given ri does not give the maximum rate
of decay of the oscillatory mode. Hence the ith pre-compensator pole pair has the

s-plane jω

Damping ratio comparison: but Tpi < Tqi σ di ην

i i
ζ zi = ηi = cos (θ z ) z
and therefore p ωdi
( )
ζ pi = cos θ p modal decay is ri
ζ qi = cos (θ q ) faster at point, p, νi
∴ ζ qi > ζ pi > ζ zi θp q
than at point, q.
θq
θz
σ
− 1 Tpi − 1 Tqi 0

Fig. 5.8 Geometric construction for optimal pre-compensator pole placement

374 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

same imaginary part, ! di (i.e. damped natural frequency), as the corresponding ith
complex conjugate zero. Since
q
!di D i 1  2i ; (5.56)

the required pre-compensator transfer function is

Yrp .s/ r
D ; (5.57)
Yr .s/ .s C i /2 C !di
2

where

i D i i C di (5.58)

and r is the reference input scaling coefficient. This increases the modal damping by
moving the pre-compensator poles di units to the left of the ith pair of zeros without
altering the imaginary part, yielding pole location, p, in Fig. 5.8. The additional
damping term, di , is increased with the aim of achieving adequate damping while
retaining an acceptable step response of the controlled output.
Example 5.5 Linear state feedback attitude control of a large flexible satellite.
Figure 5.9 shows the state variable block diagram of one attitude control axis of a
space satellite with a dominant flexure mode in the solar panels, to which is applied
a linear state feedback control law together with an external pre-compensator for
minimising the effect of the two imaginary complex conjugate zeros.
No damping is included in the model as the solar panel damping ratios are
typically 103 and are therefore negligible. Just one axis is considered in this
example as the cross coupling torques due to flexure modes of the other axes are

Γd ( s ) Subsystem 2
Zero Pre-
Yr ( s ) compensator U (s) + − 1 1 1 Y (s)
r K cmg
+ − − Jb s s
( s + σ d1 ) +ν12
2
Γm ( s )

+ + Subsystem 1
Jm
+ + + +
k1 k2 k4 k3 −
ν 12
X1 ( s ) X 2 ( s ) X 4 ( s ) X 3 ( s ) 1 1
s s

Fig. 5.9 Linear state feedback single-axis attitude control of large flexible satellite
5.2 Linear Continuous State Feedback Control 375

assumed negligible and two control moment gyros per control axis are employed
with equal and opposite variable gimbal angles [1]. The plant is shown in the
feedback modal form as the two state variables associated with the flexure mode are
then the physical modal deflection, x3 , of the equivalent modal mass of the lumped
parameter model and its first derivative, x4 , and the other two state variables are
the centre-body attitude, x1 , which also is the output variable, y, to be controlled,
and the angular velocity, x2 , both of which may be measured.  d is the external
disturbance torque acting on the main body of the spacecraft. The plant transfer
function is
ˇ ˚ 
y.s/ ˇˇ Kcmg 1  12 =s 2 b s 2 C 12
D :  D : (5.59)
u.s/ ˇd D0 Jb s 2 1  12 .1 C Jm =Jb / =s 2 s 2 s 2 C !12

where Jb is the centre-body moment of inertia; Jm is the moment of inertia of the

mass of the equivalent mass-spring system representing the vibration mode;  1
is the encastre natural frequency, i.e. the frequency at which the structure would
vibrate if p
the centre body were to be held fixed with respect to inertial space;
!1 D 1 1 C Jm =Jb is the free natural frequency of the vibration mode; and
b D Kcmg =Jb , where Kcmg is the torque constant of the control moment gyro set.
Since 1 D 0 in (5.56) and (5.58), !d1 D 1 and 1 D d1 . Then according to (5.57),
the characteristic polynomial of the external pre-compensator required to reduce but
not eliminate the effect of the two imaginary conjugate zeros is .s C d1 /2 C 12 , as
shown in Fig. 5.9. The closed-loop transfer function with the pre-compensator is
ˇ
Y .s/ ˇˇ
Yr .s/ ˇd .s/D0
  2 
r b 
: 1   21
.s C d1 /2 C 1 s 2
2 s
D  2    2    
!1 k4 k3 k2 k1 1 k2 k1
1  2 b C 2 C C 2 C  2 b C 2
s s s s s s s s
2

r b s C 12
D :  :
.s C d1 /2 C 12 s 4 C b .k4 C k2 / s 3 C b .k3 C k1 / C !12 s 2 Cb12 k2 s Cb12k1
(5.60)

With d1 D 0, complete pole–zero cancellation would occur and then the system
could be designed to achieve a specified step response settling time for large angle
slewing manoeuvres using one of the settling time formulae. For the 5 % criterion,
the desired characteristic polynomial would be

.s C p/4 D s 4 C 4ps 3 C 6p 2 s 2 C 4p 3 s C p 4 ; (5.61)

376 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

where p D 1:5 .1 C n/ =TsjnD4 D .15=2Ts/. Equating this with the closed-loop

characteristic polynomial of (5.60) and setting r for unity closed-loop DC gain yield
p4 4p 3 6p 2  !12 4p 2

k1 D 2
; k2 D 2
; k3 D  k1 ; k4 D  k2 ; r D d1 C 12 k1 :
b1 b1 b b
(5.62)
Typical plant parameters for a large spacecraft will be taken as follows: Jb D
500 kg m2 , Jm D 1; 500 kg m2 , 1 D 0:1 rad=s and Kcmg D 5 Nm=V. The control
law is to be designed to have the minimum settling time for which ju.t/j  umax
where umax D 10 V, for a 180ı slew manoeuvre. This is achieved by running a
simulation and adjusting Ts and d1 until the specification is satisfied.
Figure 5.10 shows some simulation results for a 180ı slew manoeuvre. This
includes the application of a step external disturbance torque of 25 Nm applied
at t D 100 s, which could be the side effect of the firing of an orbit change thruster
(Chap. 2). Here, Ts is the nominal settling time as calculated using the 5 % settling
time formula while Tsa is the actual settling time achieved.
In this example, Tsa differs considerably from Ts because the effect of the zeros
on the imaginary axis of the s-plane cannot be entirely eliminated.
To demonstrate the need for the pre-compensator, Fig. 5.10g shows the unac-
ceptable overshoot and a large undershoot induced by the zeros without a pre-
compensator when Ts D 23:5 s, the optimal value found with the pre-compensator.
This could not be realised because the peak value of ju(t)j by far exceeds the
limit of 10 V. With control saturation, the closed-loop system becomes nonlinear
and oscillates. Means of avoiding such behaviour are presented in Chap. 8 as in
practice, nominally linear control systems must be designed to accommodate control
saturation.
Since this chapter is restricted to linear systems, the system of this example is
designed to avoid control saturation. The large excursions of y(t) and the control
saturation can be avoided by increasing Ts to 58 s, as shown in Fig. 5.10b, e, but
at the expense of reduced sensitivity as indicated by Fig. 5.10i, one consequence
being the unacceptable steady-state error due to the disturbance torque shown in
Fig. 5.10b.
The introduction of the external pre-compensator enables a much shorter settling
time and lower sensitivity to be obtained within the specified control saturation
limits, as indicated in Fig. 5.10a, d. The local maxima and minima of y(t) during
the transient are a diminished version of the large excursions in Fig. 5.10g, brought
about by the pre-compensator. Note the much smaller steady-state error obtained
due to the reduced Ts increasing the state feedback gains of (5.62).
If complete pole–zero cancellation was to be attempted by setting d1 D 0,
then an ideal output step response would be obtained as shown in Fig. 5.10c, but
oscillations occur in the state variables, x3 (t) and x4 (t), manifested as oscillations
in  m (t) in Fig. 5.10f. With reference to Fig. 5.9, the oscillations of  m (t) are
counteracted by oscillations in u(t) originating from the undamped pre-compensator
output. In the physical spacecraft, even after the centre-body attitude reached
5.2 Linear Continuous State Feedback Control 377

a 4 b 4 c 4
[rad] yr (t ) [rad] yr (t ) [rad] yr (t )
3 3 3
y (t ) γ d (t ) 10
2 γ d (t ) 10 2 2
[Nm] [Nm]
γ d (t ) 10 y (t )
1 y (t ) 1 1
[Nm]
0 0 0
0 50 100 150 200 0 50 100 150 200 0 50 100 150 200
Tsa = 46s t[s] Tsa = 68s t[s] Tsa = Ts = 23.5s t[s]

d10 e 10 f 15
8 u (t )[V]
u (t )[V] u ( t ) [V] 10
5 6 5
4 γ m ( t ) 10
0 [Nm] 0
2
0 -5
γ m (t ) 10[Nm] γ m (t ) 10[Nm]
-5 -2 -10
0 50 100 150 200 0 50 100 150 200 0 50 100 150 200
t[s] t[s] t[s]
g h i 0
[rad] y ( t ) 0.2 dB
4
yr (t ) 0.1 -50 Spc ( jω )
3 jω (*4) dB
0
2 γ d (t ) 10 -100 Ts = 58s
[Nm] -0.1 (*2)
1 -150 Ts = 23.5s
-0.2
0 -3 -2 -1 0 1 2
0 50 100 150 200 -0.16 -0.08 0σ 10 10 10 10 10 10
Tsa = 33s t[ s ] ω [rad/s]

Fig. 5.10 Single-axis attitude control of flexible spacecraft. (a) dl D 0.17, Ts D 23.5 s. (b) No
pre-comp., Ts D 58 s. (c) Pole–zero cancellation. (d) dl D 0.17, Ts D 23.5 s. (e) No pre-comp.,
Ts D 58 s. (f) Pole–zero cancellation. (g) No pre-comp., Ts D 23.5 s. (h) Pole–zero plot. (i) System
sensitivity

steady state, the solar panel would be continuously flexing in the first s-shaped
bending mode (Chap. 2), while the controller creates a control torque component
counteracting the oscillating spring torque acting on the centre-body, thereby
decoupling the solar panel motion from the attitude control. This uncontrolled
motion of the solar panels, which could cause mechanical damage, is avoided by
introducing a non-zero value of d1 in the pre-compensator.

5.2.7.5 Right Half s-Plane Zero Compensation

Cancellation of zeros in the right half of the s-plane (referred to as RHP zeros) with
poles is impracticable due to the unstable modes created. A suggested approach is
to ‘mirror’ the zeros in the jw axis of the s-plane with a set of poles. The underlying
378 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

reasoning is as follows. The resulting mirroring factors of the closed-loop transfer

function, which are of the form
sa
fr .s/ D  (5.63)
sCa

for real right half plane (RHP) zeros, where a > 0 and

s 2  2
!n s C !n2
fc .s/ D (5.64)
s 2 C 2
!n s C !n2

for complex conjugate RHP zeros, can be regarded as approximations to pure

time delays. That this is the case can be shown by forming Padé’s qth order
approximation to the transfer function of a pure time delay of  seconds. This is
Xq
e sd =2 s k .d =2/k =kŠ
e sd D e sd =2 :e sd =2 D Cs =2 Š XkD0
q : (5.65)
e d s k .d =2/k =kŠ
kD0

For q D 1, this is

1  sd =2 sa
e sd Š D ; (5.66)
1 C sd =2 sCa

where d D 2=a. The first-order mirroring factor (5.63) therefore approximates a

pure time delay of 2/a seconds. Replacing this factor with a pure time delay, of
course, would eliminate the large initial undershoot (Chap. 1) at would otherwise
occur. It follows that if (5.66) is a good approximation, the mirroring process should
at least reduce the undershoot, possibly to acceptable proportions. To investigate
this, the step responses of the non-mirrored closed-loop system,
Y .s/ 1  sTz
D ; (5.67)
Yr .s/ .1 C sTcn /n
will now be compared with those of the closed-loop system,

Y 0 .s/ 1  sTz
D ; (5.68)
Yr .s/ .1 C sTz / .1 C sTcm /n

mirrored using an external pre-compensator, for the same pole-to-zero dominance

ratios, with significant zeros satisfying

rpz D Tc =Tz < rpz min ŒTable 1:4 : (5.69)

where, for fair comparison, Tc D Tcn D Tcm . It is found that the undershoot is
reduced but certainly not eliminated, as evident in Fig. 5.11 for n D 2 and rpz min D
7:37.
5.2 Linear Continuous State Feedback Control 379

a b
1 1
0.5 0.5
rpz = Tc Tz rpz = Tc Tz
0 4 ⎫ 0 4 ⎫
2 ⎪ 2 ⎪
-0.5 ⎪ -0.5 ⎪
1 ⎬ y′ ( t ) 1 ⎬ y (t )
-1 0.5 ⎪ -1 0.5 ⎪
0.25⎪⎭ 0.25⎪⎭
-1.5 -1.5
0 2 4 6 8 t Tz 10 0 2 4 6 8 t Tz 10

Fig. 5.11 Comparison of step responses for the same pole-to-zero dominance ratios.
(a) Step responses with zero mirroring. (b) Step responses without zero mirroring

a 1 b 1 c1
y (t ) N: y (t ) N: y (t ) N:
0.5 Tcn Ts = 0.178 0.5 Tcn Ts = 0.133 0.5 Tcn Ts = 0.107
rpz = 0.711 rpz = 0.533 rpz = 0.428
0 0 0
M: Tcm Ts = 0.033 M: Tcm Ts = 0.025 M:Tcm Ts = 0.020
rpz = 0.132 rpz = 0.100 rpz = 0.080
-0.5 -0.5 -0.5
0 0.5 1 t T 1.5 0 0.5 1 t T 1.5 0 0.5 1 t T 1.5
s s s

d1 e 1 f 1
y (t ) M: y (t ) M: y (t ) M:
0.5 Tcm Ts = 0.137 0.5 Tcm Ts = 0.103 0.5 Tcm Ts = 0.082
rpz = 0.913 rpz = 0.687 rpz = 0.547
0 N:T T = 0.187; 0 N:T T = 0.142; 0
cn s cn s N:Tcn Ts = 0.114;
rpz = 1.247 rpz = 0.947 rpz = 0.760
-0.5 -0.5 -0.5
0 0.5 1 t T 1.5 0 0.5 1 t T 1.5 0 0.5 1 t T 1.5
s s s

Fig. 5.12 Step responses with and without zero mirroring for the same settling times.
(a) Tz /Ts D 0.25; n D 2. (b) Tz /Ts D 0.25; n D 3. (c) Tz /Ts D 0.25; n D 4. (d) Tz /Ts D 0.15; n D 2.
(e) Tz /Ts D 0.15; n D 3. (g) Tz /Ts D 0.15; n D 4. Key: M Mirroring, N No-Mirroring; rpx D Tc /Tz

Similar results may beobtained for higher orders. Mirroring might be recom-
mended on the basis of the reduction in overshoot, but it should be observed that for
small values of rpz , which indicate the highest influence of the zero, the settling time
is significantly increased. For the design of control systems in which the settling
time is specified, however, it would be more appropriate to adjust Tcn and Tcm in
(5.67) and (5.68) to different values to achieve the same settling time, Ts , for a
given value of Tz , and then compare the magnitudes of the undershoots. This is
done in Fig. 5.12 for two different values of the ratio: Tz /Ts . With this constant
settling time constraint, it is evident that on the whole, the zero mirroring does not
offer any advantage in reducing the initial undershoots and, at best, only marginally
380 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

reduces them. As indicated in Fig. 5.12a–c, as the zero becomes more significant
by reducing the settling time, the zero mirroring results in a larger undershoot. A
possible justification for the use of the mirroring method, however, is the reduction
of the control system sensitivity that occurs for the following reason. To achieve a
given overall settling time, accommodating the delay introduced by the mirroring
factor, .1  sTz / = .1 C sTz /, in (5.68) necessitates reduction of the settling time of
the remaining subsystem, 1=.1 C sTcm /n by reducing Tcm to a smaller value than
Tcn which makes the gains of the controller yielding (5.68) larger than those of
the controller yielding (5.67). Hence, the sensitivity with the mirroring is less than
without, for the same settling time. On the other hand, similar step responses to those
without the mirroring can be obtained using the robust pole assignment method of
Chap. 9, thereby reducing the sensitivity to lower levels than attainable with the
mirroring and with smaller undershoots.
In conclusion, the recommendation is to simply carry out multiple pole assign-
ment yielding (5.67) to achieve, if possible, a settling time and an undershoot
magnitude below the maximum specified values. Then, if necessary, the robust pole
assignment method of Chap. 10 can be used to reduce the system sensitivity below
specified levels. If the undershoot is too large for the application in hand, then
the only course of action is to increase the settling time until the step response is
acceptable.
The following example demonstrates that state feedback enables effective control
of an unstable plant as well as dealing with right half plane zeros.
Example 5.6 Pitch attitude control of a forward swept wing aircraft by state
feedback.
The pitch attitude of a highly manoeuvrable, low drag aircraft, the Grumman
X29, is controlled by a combination of two sets of control surfaces consisting of
flaperons and canard wings. The simplified transfer function model,

Y .s/ .s C d / .s  c/ A.s/ e
D ; D ; (5.70)
A.s/ .s C a/ .s  b/ .s C c/ u.s/ .s C e/
„ ƒ‚ … „ ƒ‚ …
DynamicsCkinematics Equivalent actuator

is given where the constant parameters are a D 10 s1 , b D 6 s1 , c D 26 s1 ,

d D 3 s1 and e D 20 s1 . The equivalent actuator is a fictitious control surface
with angle, A(s), equivalent to the two physical actuators, together with a position
control servomechanism, where U(s) is the demanded angle as well as the control
variable. The range of equivalent control surface angles that cannot be exceeded due
to mechanical constraints is 0:5  ˛  C1 Œrad .
It so happens that the plant model contains a mirroring factor, .s  c/ = .s C c/,
and this is not connected with the control system design.
The control system design specification is (a) settling time Ts Dˇ 0:3 Œs ˇ(5 %
ˇ ˇ
criterion) for step reference input of Yrs D 0:02 Œrad , (b) sensitivity ˇSpc .j!/ˇ <
dB
5.2 Linear Continuous State Feedback Control 381

D (s) + +
c1
Yr (s) r + U (s) – e A (s) 1 1 1 + Y (s)
c0
s+d – + s + e + – s s s –
+ +
+ d2
+ + + +
k1 k2 k3 k4 d1
– +
X4 (s) d0
X3 (s)
X2 (s)
X1 (s)

Fig. 5.13 Linear state feedback control law applied to forward swept wing aircraft

20 dB for 0:01 < ! < 1 Œrad=s and (c) steady-state error  0:1 Yrs due to
external disturbance (wind gust) equivalent to a 0.1[rad] step, ud (t), applied at the
control input.
First, the zero at s D 3[s1 ] is cancelled by an external pre-compensator rather
than by closed-loop pole placement because, using the 5 % settling time formula
(Chap. 3) for n D 4 and for Ts D 0:3 Œs would require pole placement at
s D 0.04 s1 , ignoring the zeros, and a ‘slower’ cancelling pole at s D 3[s1 ]
would increase the sensitivity.
To simplify the derivation of the linear state feedback gains, let

.s C d / .s  c/ s 2 C c1 s  c0
D 3 (5.71)
.s C a/ .s  b/ .s C c/ s C d2 s 2 C d1 s  d0

where c1 D d  c, c0 D dc, d2 D a C c  b, d1 D ac  ab  bc and d0 D abc.

Figure 5.13 shows the control system block diagram.
The closed-loop transfer function is

Y .s/
Yr .s/
r
c1 c0

: e : 1s C s2
 s3
D h
sCd sCe

i  
g3 g2 g1
g4 e

1  ds2  d1
s2
C d0
s3
 e
sCe g4 C s C s2
C s3
C  sCe  ds2  d1
s2
C d0
s3

re .s  c/
D
:
.s C e/ s 3 C d2 s 2 C d1 s  d0 C e g4 s 3 C .g3 C g4 d2 / s 2
C .g2 C g4 d1 / s C .g1  g4 d0 /
re .s  c/
D : (5.72)
s C Œd2 C e .1 C g4 / s C Œd1 C e .d2 C g3 C g4 d2 / s 2
4 3

C Œd0 C e .d1 C g2 C g4 d1 / s C e Œg1  d0 .1 C g4 /

382 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

a 0.025 b 0
Yrs = 0.2

dB
-5
y (t )

Spc ( jω )
0.015 0.95Yr 1.1Yr -10
-15 Maximum threshold
[rad]

0.005 Ts = 0.3s -20

0 -25
-0.005 -30 -2 -1 0 1 2
10 10 10 10 10
0.6 ω [rad/s]
0.5 u (t )
[rad]

0.4 c
0.3
0.2 jω
0.1
0 d (t ) 0
-0.1
-0.2 (*4)
-0.3
0 0.5 1 1.5 2 t [s] -30 -20 -10 0 10 20 30
σ

Fig. 5.14 Simulation results for X29 aircraft pitch attitude control. (a) Step and disturbance
responses. (b) Sensitivity. (c) Pole–zero map

The desired closed-loop characteristic polynomial will first be set according to the
settling time formula (Chap. 3) and then adjustments made to the multiple
 pole value
if necessary to allow for the effect of the zero at s D C26 s1 . In this case, the
desired characteristic polynomial is

.s C p/4 D s 4 C 4ps 3 C 6p 2 s 2 C 4p 3 s C p 4 (5.73)

where p D 1:5 .1 C n/ =TsjnD4 D .15=2Ts/. Equating this with the closed-loop

characteristic polynomial of (5.72) and setting r for unity closed-loop DC gain yield

.4pd2 / .6p2 d1 /

)
g4 D e1 ; g3 D ed2 .1Cg4 / ; d0 .1 C g4 /  g1
.4p3 Cd0 / 4 rD : (5.74)
g2 D ed1 .1Cg4 / ; g1 D eCd0p.1Cg4 / ; c

The simulations of Fig. 5.14 indicate that the design specifications have been met.
The response of the control system to the external disturbance applied at t D 6 s
can be seen in Fig. 5.14a when u(t) rapidly increases to counteract it. Interestingly
the specified step response is attained despite the relatively slow exponential mode
due to the external pre-compensator that is visible in u(t). This is due to the
derivative action of the plant zero being compensated.
It should be mentioned that in this application, the small initial undershoot of
the step response is not a desirable feature. If, for example, the pilot requires to
rapidly gain altitude, the pitch attitude angle must be increased. The necessary
backward movement of the control stick produces a momentary negative pitch
movement, i.e. ‘nose down’ before the required ‘nose up’. This would give the
plane an uncomfortable handling quality and render it difficult to control. It would
be possible to eliminate the initial undershoot by sufficiently increasing Ts , but at
5.2 Linear Continuous State Feedback Control 383

the expense of a sluggish feel experienced by the pilot. It is possible, however, that
nonlinear reference input processing techniques could eliminate the overshoot with
an acceptable value of Ts .

5.2.7.6 Plants with Zeros at the Origin of the s-Plane

It is rare for a controlled plant to have a transfer function with a zero at the
origin of the s-plane, which is a differentiator in the time domain. This case is
included, however, in view of an important application, i.e. the atomic fusion-
reaction based Tokomak currently approaching maturity for large-scale electrical
power generation.
The class of plant to be considered has a transfer function of the form
Xn1
Y .s/ bi s i
i D0
D G.s/ D sG0 .s/ D s: Xn1 : (5.75)
U.s/ sn C ai s i
i D0

where G0 (s) is of type ‘0’, meaning that G0 (0) is finite and non-zero. Despite the
zero DC gain of the plant, however, it is possible to design a control system that
enables y(t) to reach a constant set point, Yr , or indeed any other reference input,
yr (t), with a non-zero long-term average, but for a limited time that is dependent
on the restrictions of the plant hardware. The approach is pole–zero cancellation
as in Sect. 5.2.7.3, but in this case, the pre-compensator is a pure integrator and
is inserted directly in the plant input. Then the problem reduces, mathematically, to
that of controlling G0 (s) which can be done with the aid of any suitable linear control
technique. It is important to realise, however, that the pole–zero cancellation means
that the mode associated with the integrator, which is on the verge of instability, is
uncontrollable. Figure 5.15 shows the general control system block diagram, using
linear state feedback to enable pole assignment, to consider the operation of the
integral pre-compensator.
The input of the integrator, u0 (t), becomes the control variable generated by
the linear state feedback control law, and this will be called the primary control
input. It is assumed, as is usual, that a unity closed loop DC gain is required.

Integral
Linear state feedback
pre-compensator Plant
control law x ( t ) = Ax ( t ) + bu ′ ( t )
yr ( t ) u (t ) y (t )
u′ ( t ) d u′ ( t ) y ( t ) = cT x ( t )
r
+ − ∫
dt
dt 
≡ G0 ( s )
kT
x (t )

Fig. 5.15 Linear state feedback control of type ‘1’ plant using an integral pre-compensator
384 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

Then the steady-state value of y(t) will, in theory, be yss D Yr , requiring a

constant steady-state primary control input, u0ss D Yr =G0 .0/, and therefore, the
physical control variable satisfies u.t/ ! ŒYr =G0 .0/ t C C as t ! 1, where
C is an arbitrary constant of integration. In theory, u(t) will have reached an
infinite value and would continue to increase at a constant rate of Yr /G0 (0) units
per second in the ‘steady state’ leading to the conclusion that the method is
impracticable. It is possible, however, that such a system could operate on a cyclic
basis, such as would be found in repeating operations on production lines or batch
processes. The example to follow is a case in point. In practice, with zero initial
values of all the variables, with a step reference input, all the variables undergo
a transient phase and approach nearly constant values as t exceeds the settling
time, Ts , except u(t), which approaches a linear ramp function. In an application
where it is sufficient for y(t) to stay close to Yr until a finite time, Tf , while
u(t) stays within the saturation limits determined by the hardware, the method is
practicable. After t D Tf , the system can be reset and the cycle repeated when
required.
Example 5.7 Linear state feedback plasma current control in a Tokomak fusion
reactor.
Once the plasma has formed within the Toroidal vacuum vessel of a Tokomak
fusion reactor, it effectively forms a single turn short circuited secondary coil of
a transformer, the primary coil being the central poloidal coil [2]. The plasma
current is one of the heating methods needed to maintain a temperature of about
108 [ı C] to maintain a fusion reaction and is controlled at a set point of several
mega-amperes [MA] for each repeated Tokomak cycle lasting several tens of
seconds. The control variable, u(t), typically operates pulse-modulated multilevel
power electronics, a form of power amplifier, already introduced in Chap. 2, and
effectively produces a proportional poloidal coil voltage. The plasma current is
inductively controlled via this voltage. The circumferential electric field required
to drive electric current through the plasma is produced by an increasing magnetic
field flux and is proportional to the first derivative of the poloidal coil current. This
is reflected as a zero of the plant transfer function at the origin of the s-plane. This
transfer function is

Y .s/ b1 s
D 2 ; (5.76)
U.s/ s C a1 s C a0

where b1 D Ka Km M=, a1 D Rc Lp C Rp Lc =, a0 D Rc Rp = and  D

Lc Lp  M 2 , where Ka is the power amplifier voltage gain, Km is the plasma current
measurement constant, Rc and Lc are the poloidal coil resistance and inductance, Rp
and Lp are the plasma ‘single coil turn’ resistance and induction, M is the mutual
inductance and  is the electromagnetic coupling coefficient. For this example,
the values are Rp D 5  108 Œ , Lp D 2  106 ŒH , Rc D 104 Œ ,
Lc D 104 ŒH , M D 4  106 ŒH , Ka D 100 and Km D 1 ŒV=MA . The
control saturation level is jujmax D 10 ŒV , yielding a maximum primary voltage
5.2 Linear Continuous State Feedback Control 385

LSF control law b1 Plant

Yr ( s ) U ′( s) 1 U ′( s) 1 + 1 Y (s)
r
+ − s s + s
+ + Integral pre- a
− −
1
compensator
k1 k2 a0
X2 (s)
X1 ( s )

Fig. 5.16 Linear state feedback control law and integral pre-compensator applied for plasma
current control of a Tokomak fusion reactor

of 1, 000 [V]. It must be noted, however, that the resistance, Rp , is highly dependent
on the plasma temperature, and in practice, this would have to be measured and
the coefficient, a1 , continuously updated during the transient part of the Tokomak
cycle. In this example, however, all the plant parameters will be assumed constant
for simplicity of illustration, this example focusing on the operation of the integral
pre-compensator.
The control system specification is as follows. The response to a 4 [MA] step
reference input has a settling time of Ts D 30 Œs (2 % criterion) and is applied until
t D 80 Œs , when it is stepped down to zero and the plasma current allowed to decay
in readiness for the next Tokomak cycle.
Figure 5.16 shows the control system block diagram in which the plant model is
in the control canonical form except for u(s) being injected into the second integrator
input to realise the zero at the origin of the s-plane.
It may easily be confirmed that the plant has transfer function (5.76). The
state variables are x1 D y and x2 D yP which are easily made available.
It should be noted that although x2 depends algebraically on the physical con-
trol variable, u (Chap. 2), which would disqualify it as a state variable when
considering the plant in isolation, in the complete system, the control variable
is u0 , which renders x2 a state variable. The closed-loop transfer function is

Y .s/ rb1 =s 2 rb1

D h iD :
Yr .s/ 1   as1  as 20  k2sb1  k1 b1 s2 C .a1 C k2 b1 / s C .a0 C k1 b1 /
s2
(5.77)

The 2 % settling time formula yields the desired closed-loop transfer function

!n ˇ !2
1:6.1:5Cn/ ˇ 5:6 31:36
Y .s/ Ts ˇ Ts Ts2
D ˇ D D : (5.78)
Yr .s/ s C 1:6.1:5Cn/ ˇ s C 5:6 s2 C 11:2
s C 31:36
Ts nD2 Ts Ts Ts2
386 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

a 6 b2 c 10
5 yr ( t ) 1 8
[V] 4 0 10u′ ( t ) [V/s]

dB
6
y (t )

Spc ( jω )
3 -1 4
2 -2
1 a1 = 0.8a 1 -3 u ( t )[V] 2
0 a1 = a1 -4 0
-1 a1 = 1.2a 1 -5 -2
-2 -6 -4 -3 -2 -1 0 1 2
0 20 40 60 80 100 120 0 20 40 60 80 100 120 10 10 10 10 10 10
t[s] t[s] ω [rad/s]

Fig. 5.17 Response of linear state feedback control system for Tokomak plasma current.
(a) Plasma current responses. (b) Control variables. (c) Sensitivity

Equating (5.77) and (5.78) then yield

   
31:36 11:2 31:36
k1 D  a0 =b1 I k2 D  a1 =b1 I rD : (5.79)
Ts2 Ts b1 Ts2

Figure 5.17 shows some simulation results. In this example, the performance
specification did not refer to robustness or sensitivity. It is always wise, however,
to investigate this as the control system designer has to consider robust control
techniques (Chaps. 8 and 9) if this reveals problems. The aforementioned plant
parameter, a1 , that is subject to variations, has been mismatched by ˙20 % with
respect to the nominal value, ã1 , and Fig. 5.17a shows that this causes considerable
departures from the correct, non-overshooting step response. This is reflected in the
high sensitivity displayed in Fig. 5.17c.
As a general guideline, a sensitivity of less than 20 dB over a frequency range
of ! 2 .0; !b / is regarded as good (Chap. 4). Hence, this control application will
be revisited using robust control techniques (Chap. 11).
Turning attention to Fig. 5.17b, the primary control variable, u0 (t), has positive
and negative excursions, as is often the case but initially goes negative to produce a
positive increase in y(t). This is due to the negative value of b1 . Such plants having
negative DC gains usually require negative controller gains and the model-based
methods presented in this book cater for this automatically. The ‘settling’ of the
physical control variable, u(t), to a ramp function as y(t) approaches the demanded
value can clearly be seen. After yr (t) returns to zero, another transient occurs in
which u0 .t/ ! 0 and u.t/ ! const: Although the timescale of operation of this
plant is several tens of seconds, the plant parameters are such that ju.t/j < jujmax D
10 V. Before the next Tokomak cycle, however, u(t) will have to be returned to zero.
It ends at a constant non-zero value in Fig. 5.17b but simply produces a constant
poloidal coil voltage and a constant magnetic flux, and therefore, zero induced e.m.f.
in the plasma. At the end of the cycle, however, the fusion reactions will have taken
place and all the gases exhausted in readiness for the new injection of deuterium
or tritium vapour in readiness for the next cycle. At this time, u can be safely set
5.2 Linear Continuous State Feedback Control 387

to zero and the poloidal coil current, Ip , will decay to zero with the time constant,
Lp /Rp . Alternatively, Ip could be controlled to zero faster with another control law,
directly using u as the control variable.

5.2.8 State Feedback Controllers with Additional Integral

Terms

5.2.8.1 Steady-State Analysis of Basic LSF Control System

Let the basic linear state feedback control system of Sect. 5.2.2 formed by applying
control law (5.4) to plant (5.5) be subject to a constant external disturbance, d, such
that u is replaced by u  d . Then the system and output error equations are

xP D Ax C b ryr  kT x  d ; y D cT x; e D yr  cT x: (5.80)

If yr and d are constant, in the steady state, xP D 0. Then if the steady-state values of
the variables are denoted by xss , yss and ess , (5.80) becomes

Axss C b ryr  kT xss  d D 0; yss D cT xss ; ess D yr  yss (5.81)

Let the nominal parameter matrices and vectors of the plant model upon which the
__ _T
control law is based be denoted, A, b and c and the corresponding steady-state
_ _ _
values of the variables be denoted x ss , y ss and e ss . The control law is also designed
to yield zero steady-state error with d D 0, in which case (5.81) becomes
__ _h _
i _ _T _ _ _ _
A x ss C b ryr  kT x ss D 0; y ss D c x ss ; e ss D y r  y ss D 0: (5.82)

It is clear from the first equation of (5.81) that xss is a function of d. Then with the
nominal plant parameters, if d ¤ 0, (5.82) becomes
8 _ _  _h _  i
< A x ss C ı _ _
x ss C b ryr  kT x ss C ı x ss  d D 0;
  : (5.83)
:_ _T _ _ _ _ _ _T _
y ss D c x ss C ı x ss ; e ss D y r  y ss D  c ı x ss ¤ 0

It follows from the theorem of superposition for linear systems that if the external
disturbance consists of the sum of a constant component and a random component,
the error will randomly vary about a non-zero mean value in the steady state.
Also, starting again with d D 0 and nominal plant parameters with (5.82)
__ _T
satisfied, if the plant parameters, A, b and c , are replaced by the actual ones, A, b
and cT , the first of equations (5.82) requires the steady-state value of x(t) to change
_ _ _
from x ss to, say, x ss C ı 0 x ss . Then (5.82) becomes
388 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

8 _  h _ i
< A x ss C ı 0 _ _
x ss C b ryr  kT x ss C ı 0 x ss D 0;
  (5.84)
: yss D cT _ _ _ _
x ss C ı 0 x ss ; ess D y r  y ss ¤ 0

There is one exception to this, however, in that if the plant is of type ‘r’ with r  1,
ess D 0 with d D 0. This can be proven by transformation of the plant model to the
control canonical form but is unnecessary at this point.
To summarise, a constant external disturbance will give rise to a steady-state
error in any basic linear state feedback control system, and parametric errors in the
plant modelling will cause steady-state errors in the absence of a constant external
disturbance if the plant is of type greater than 0.

5.2.8.2 Linear State Feedback Plus Integral Control

In order to ensure that zero steady-state error is experienced in a linear state

feedback control system with a step reference and/or step external disturbance input,
the reference input term, ryr , may be replaced by an integral term similar to that often
employed in the traditional controllers (Chap. 1). The standard linear state feedback
control law (5.4) is then replaced by
Z
u D xI  kT x; xI D KI .yr  y/dt: (5.85)

The implementation is based on (5.85), but for the application of Ackermann’s gain
formula (Chap. 5), the integral term

is rewritten as a state differential equation,
xP I D KI .yr  y/ D KI yr  cT x , and this is appended to the plant state equations
to form the augmented plant,

(5.86)

to which is applied the state feedback control law

(5.87)

The matrices input to Ackermann’s formula (Chap. 12) are As , bs and kTs .
If n is the plant order, then the n C 1 eigenvalues of the closed-loop system
matrix, Ascl D As  bs kTs (i.e. the poles of the closed-loop system), may be placed
by independent choice of the n linear state feedback gains, g1, g2 , .., gn , which are
the components of kT , and the integral term gain, KI . Figure 5.18 shows the state
5.2 Linear Continuous State Feedback Control 389

d
yr + x + u − + x x y
− ∫
K I dt
− +
b
+ ∫ dt cT
T
LSF + integral k A
control law x Plant

Fig. 5.18 General linear state feedback plus integral control system

variable block diagram of the closed-loop system including the control law in the
form of (5.85) for implementation, with the inclusion of an external disturbance
input, d, referred to the control input, u.
Example 5.8 Cruise speed control for a road transportation vehicle.
This application is a Diesel driveline for a transportation vehicle that is subject
to relatively large external disturbances. As is well known, such vehicles often have
to travel on roads with a gradient giving rise to a gravitational force component
along the direction of travel that reduces or increases the vehicle speed for a
given throttle setting if, respectively, the gradient is positive or negative. An
integral term in the cruise controller is needed to counteract this disturbance
without changing the vehicle speed. The example is a real application (data
obtained with the courtesy Delphi Diesel) in which the measurement variable
is the engine speed rather than the road wheel speed, resulting in a pair of
complex conjugate zeros corresponding to the lightly damped complex conjugate
poles associated with the torsional vibrations of the propeller shaft. The plant
therefore falls into the category of Sect. 5.2.7.4, and an external pre-compensator
is needed.
The plant transfer function between the engine speed measurement, Y(s) (numer-
ically in [r/min]), and the throttle input, U(s) (electrical input with saturation
limit of umax D 10 ŒV ), is obtained from an identification algorithm based on
measurements of the response to pseudo-random binary inputs (Chap. 2) and is
given as

Y .s/ c2 s 2 C c1 s C c0
D 3 : (5.88)
U.s/ s C a2 s 2 C a1 s C a0

The coefficients depend on the selected gear and the vehicle mileage (due to wear)
and are obtained by on-line identification for gear 1 and an intermediate mileage as
a0 D 0:2454, a1 D 245:4, a2 D 7:594, c0 D 9236, c1 D 285:5 and c2 D 475.
The specified response to a step reference input of 200[r/min] should have
the shortest possible settling time but be monotonically increasing without any
stationary points (also implying zero overshoot) and constrained by 0  u.t/ 
15 ŒV . A guideline of Ts D 1 Œs (5 % criterion) is suggested as a starting point.
390 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

Ud ( s ) c2
+ +
c1
Yr ( s ) σ 12 + ωd1
2 Yr′ ( s )
KI + U ( s ) − 1 1 1 + Y (s)
c0
( )
2
s + σ 1 + ωd12 + − s
+ − +
+ − s s s +
a2
σ 1 = η1ν 1 + σ 1d + + + +
k1 k2 k3 a1
ωd1 = ν 1 1 − η12 + +
a0
X3 (s)
X 2 (s)
X1 ( s )

Fig. 5.19 Linear state feedback plus integral control of a Diesel driveline

The numerator polynomial of (5.88) can be written as

r
2c1 c0 c0
s C sC D s 2 C 21 1 s C 12 ) 1 D Š 4:4 Œrad=s ;
c2 c2 c2
(5.89)
c1
1 D p Š 0:07:
2 c0 c2

The pre-compensator transfer function is then given by (5.56), (5.57) and (5.58) with
i D 1, and the pre-compensator DC gain is set to unity as the integral term ensures
that the main control loop has a unity DC gain. Figure 5.19 shows the control system
block diagram.
The state variables would have to be estimated using an observer (Chap. 6).
The approach for the pole assignment will be as follows. First, a simulation of the
system of Fig. 5.19 will be set up with Ts D 1 Œs , bearing in mind that the actual
settling time, Tsa , will differ from this for 1d > 0. Then 1d will be increased from
zero until sufficient modal damping is achieved by observation of x1 (t) (which is
proportional to the vehicle road speed) and, in particular u(t), does not go negative
(as an internal combustion engine cannot produce negative torque in response to a
negative throttle input!). Then Ts will be set to the smallest value for which the step
response has no stationary points.
Only the closed-loop characteristic equation of Fig. 5.19 is needed for the gain
determination as the closed-loop DC gain is unity due to the integral term. Thus,
h i
1   a2 Ck
s
3
 a1 Ck2 Cc2 KI
s2
 a0 Ck1 Cc1 KI
s3
 c0 KI
s4
D0)

s 4 C .a2 C k3 / s 3 C .a1 C k2 C c2 KI / s 2 C .a0 C k1 C c1 KI / s C c0 KI D 0

(5.90)

The desired characteristic equation is

.s C p/4 D s 4 C 4ps 3 C 6p 2 s 2 C 4p 3 s C p 4 D 0 (5.91)

5.2 Linear Continuous State Feedback Control 391

a b 20 u c 6
400 c0 x1 (t ) max jω
yr 4
r/min

10 u (t )
300 2 (*4 )

[V]
y (t ) 0 umin 0
200
-2
100 -10 -4
Tsa = Ts = 1s
0 -6
0 1 2 t[s] 3 -200 1 2 t[s] 3 -10 -8 -6 -4 -2 0σ

d e 20 u f 6
400 max jω
yr 4
r/min

10
300 u (t ) 2 (*4 )
[V]

c0 x1 (t ) 0 u 0
200 min
y (t ) -2
100 -10
-4
Ts Tsa ≅ 1.4s
0 -20 -6
0 1 2 t[s] 3 0 1 2 t[s] 3 -10 -8 -6 -4 -2 0σ

g h 20 i 6
400 umax jω
4
r/min

yr 10 u (t )
300 2 (*4 )
[V]

200 0 u 0
y (t ) min
-2
100 c0 x1 (t ) -10
-4
Ts Tsa ≅ 1.25s
00 -20 -6
1 2 t[s] 3 0 1 2 t[s] 3 -10 -8 -6 -4 -2 0σ

Fig. 5.20 Step reference responses for LSF plus integral control of a Diesel driveline. (a) Ts D 1 s,
dl D 0. (b) Ts D 1 s, dl D 0. (c) Ts D 1 s, dl D 0. (d) Ts D 1 s, dl D 4 s1 . (e) Ts D 1 s,
dl D 4 s1 . (f) Ts D 1 s, dl D 4 s1 . (g) Ts D 0.8 s, dl D 4.5 s1 . (h) Ts D 0.8 s, dl D 4.5 s1 .
(i) Ts D 0.8 s, dl D 4.5 s1

where p D 1:5 .1 C n/ =Ts jnD4 D 15= .2Ts /. Equating (5.90) and (5.91) then yields

KI D p 4 =c0 ; g1 D 4p 3  .a0 C c1 KI / ; g2 D 6p 2  .a1 C c2 KI / ; g3 D 4p  a2 :

(5.92)

Figure 5.20 shows simulations with a step engine speed reference of 300[r/min].
Figure 5.20a–c show that exact pole–zero cancellation yields an ideal engine
speed response but an oscillating vehicle movement due to the torsional vibrations
of the propeller shaft. This unacceptable situation is similar to that experienced
in Example 5.5. Also u(t) exceeds the specified limits, umax and umin , and would
saturate in practice. For Ts D 1 s, Fig. 5.20d–f show the results for the minimum
setting of 1d D 4 s1 required to reduce the overshoot in y(t) to zero. In
Fig. 5.20g–i, 1d has been increased and Ts reduced to obtain a shorter actual settling
time of Tsa Š 1:25 s.
392 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

350 14
yr ( t )
300 12
r min

10
250 c0 x1 ( t )
y (t ) 8 u (t )
200 [V] ud ( t )
6
150
4
100 2
50 0
0 -2
0 2 4 6 t[ s ] 8 0 2 4 6 t[ s ] 8

Fig. 5.21 Step disturbance response for LSF plus integral control of a Diesel driveline

It may be observed in Fig. 5.20d, g that x1 (t), and therefore the vehicle road
speed, rises more smoothly than y(t) towards its steady-state value due to its not
being influenced by the zeros. This can be confirmed by deriving the transfer
function, X1 (s)/Yr (s), which has no finite zeros.
Figure 5.21 shows the engine speed response to a step disturbance, ud (t),
equivalent to an increase in the road gradient to a constant value. The initial transient
is the same as that of Fig. 5.20g as the vehicle reaches the demanded speed and is
virtually in the steady state when the disturbance is applied at t D 4 s.
The integral term action is evident in the transient following this disturbance
as y(t) momentarily falls below yr (t) and then returns with zero steady-state error.
Following the initial peak in u(t) that accelerates the vehicle up to the required speed,
the rapid action of the controller in counteracting the disturbance is evident in u(t)
following ud (t).

5.2.8.3 Linear State Feedback Plus Multiple Integral Control

The linear state feedback plus integral control law of the previous section may
be generalised to yield a zero steady-state error when the reference input is a
polynomial of the general form
XR
yr .t/ D Rk t k h.t/ (5.93)
kD0

where h(t) is the unit step function. This is achieved by introducing RC1 integrators
in an outer loop around the state feedback loop structured so that the system between
e(s) and y(s) is of type ‘R C 1’, and there are R C 1 independently adjustable
gains introduced so that the closed-loop poles introduced may be freely placed.
Figure 5.22 shows the block diagram.
5.2 Linear Continuous State Feedback Control 393

LSF + Multiple Integral Ud ( s )

Control Law
R
Plant
Yr ( s ) E (s) KI j s X ( s ) Y (s)
∑ j U (s) −
b
+ x ( s ) I x ( s )
cT
+ − j =0 + − + + s
s R +1 kT A
X (s)

Fig. 5.22 General linear state feedback plus multiple integral control system

The R zeros introduced by this scheme, which are the roots of

XR
KI j s j D 0 (5.94)
j D0

are unavoidable due to the controller structure. Unlike the plant zeros, the controller
zeros depend on the closed-loop pole locations and the plant parameters. Under
these circumstances, if a settling time criterion has to be satisfied and overshooting
in the step response is undesirable or unacceptable, the recommended approach
is to first consider allocating R of the closed-loop poles for zero compensation
and place the remaining n  R closed-loop poles to yield the required settling
time in the absence of the zeros. Then complete pole–zero cancellation should be
considered and applied if feasible (i.e. the zeros have sufficient negative real parts).
If this approach is not successful in a given application, then all of the n closed-
loop poles should be colocated to achieve the specified settling time, and if this
causes unacceptable overshooting/undershooting due to the zeros, a longer settling
time yielding an acceptable overshoot should be considered. It is important to point
out, however, that for applications in which overshooting has to be very limited
or entirely eliminated, the polynomial controller is really more suitable as it has
a structure in which closed-loop transfer function zeros are not introduced with
multiple integral terms, and therefore, no overshooting occurs in the step response
if there are no plant zeros and the closed-loop poles are placed on the negative real
axis of the s-plane. In fact, the R C 1 integrators are placed in the plant input, thereby
increasing its ‘type’ by R C 1. As will be seen, these integrators are treated as part of
the plant in the controller design. This might appear to be an attractive approach for
linear state feedback control, as no zeros would be introduced, but the need to feed
back the integrator states as well as the plant states for the pole placement would
introduce a steady state error and therefore defeat the purpose of the integrators.
An external zero cancelling pre-compensator is unsuitable as it would introduce
a constant steady-state error for R D 1 and cause an infinite steady-state error for
R > 1. This is proven by considering a pre-compensator with unity DC gain of the
form
Yr0 .s/ p0
D P .s/ D XR : (5.95)
Yr .s/ pj s j
j D0
394 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

In terms of the error, Er .s/ D Yr .s/  Yr0 .s/,

XR
Er .s/ pj s j
j D1
D 1  P .s/ D XR : (5.96)
Yr .s/ p sj j
j D0

If the reference input is the polynomial (5.93), then its Laplace transform is
XR Rk kŠ
Yr .s/ D (5.97)
kD0 s kC1
and the steady-state error of the pre-compensator is then
XR 8 9
XR p j s j ˆ
< 0 for R D 0 > =
lim lim Rk kŠ j D1 r1 p1
erss D sEr .s/ D X D for R D 1 :
s!0 s!0 sk R
j :̂
p 0 >
;
kD0 p j s 1 for R > 1
j D0
(5.98)

For the steady-state error analysis of the system of Fig. 5.22, let the transfer
function relationship between X(s), Ud (s) and Y(s) be written as

Y .s/ D Gsf .s/ ŒX.s/  Ud .s/ : (5.99)

where Gsf (s) is the closed-loop transfer function resulting from the linear state
feedback applied alone, without the multiple integral outer loop closed. The closed-
loop transfer function relationship of the complete system is then

Yr .s/ C Gsf .s/Ud .s/ s RC1 ŒYr .s/ C Gsf .s/Ud .s/
E.s/ D X  D XR :
R
1 C Gsf .s/ KIj s j =s RC1 s RC1 C Gsf .s/ KI j s j
j D0 j D0

(5.100)

On the assumption that Gsf (0) is finite, it would appear from (5.100) that if the
system produces a zero steady-state error for the polynomial reference input
function (5.93), then it will also do so if the external disturbance is a similar
polynomial function:
XR
ud .t/ D Dk t k h.t/: (5.101)
kD0

Then taking Laplace transforms of (5.101) yields

XR Dk kŠ
Ud .s/ D : (5.102)
kD0 s kC1
5.2 Linear Continuous State Feedback Control 395

Substituting for Yr (s) and Ud (s) in (5.100) using (5.102) yields

XR
s Rk ŒRk C Dk Gsf .s/ kŠ
kD0
E.s/ D XR : (5.103)
s RC1 C Gsf .s/ KI j s j
j D0

The steady-state error is therefore

XR
s RkC1 ŒRk C Dk Gsf .s/ kŠ
kD0
ess D lim sE.s/ D lim
s!0 s!0
XR D 0: (5.104)
s RC1 C Gsf .s/ KI j s j
j D0

Example 5.9 Slewing control of a rigid-body spacecraft.

Spacecraft are sometimes required to turn about a single axis at a constant angular
velocity and reach specified attitude angles at specified times. This requires the
attitude control system to follow a ramp reference input with zero steady-state error
given by (5.93) with R D 1, i.e.

yr .t/ D r0 C r1 t (5.105)

Two integrators are required in the integral outer loop closed around the linear state
feedback control loop, as shown in Fig. 5.23.
Here, b D Kw =J , where Kw is the reaction wheel torque constant and J
is the spacecraft
 moment of inertia. These plant parameters are given as J D
100 Kg m2 and Kw D 0:02 ŒNm=V . The specified settling time (2 % criterion)
is Ts D 120 s.
The closed-loop characteristic equation of the system of Fig. 5.23 is
  
b k1 KI 1 KI 0
1  k2 C C 2 C 3 D0
s s s s (5.106)

) s 4 C b k2 s 3 C k1 s 2 C KI1 s C KI0 D 0:

At this stage it is assumed that one of the closed-loop poles can be placed to cancel
the zero introduced by the double integral term of the controller at KI 1 =KI 0 .

K I1 Ud ( s )
Yr ( s ) E ( s ) 1 + 1 X (s) U (s) − 1 X 2 ( s ) 1 X1 ( s ) = Y ( s )
KI 0 b
+ − s + s + − + s s
k2
+ +
k1

Fig. 5.23 Linear state feedback plus double integral slewing control of a rigid-body spacecraft
396 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

Then the desired closed-loop characteristic equation, given by the 2 % settling time
formula (Chap. 4)] for n D 3, is

.s C q/ .s C p/3 D .s C q/ s 3 C 3ps 2 C 3p 2 s C p 3
(5.107)
D s 4 C .3p C q/ s 3 C 3p .p C q/ s 2 C p 2 .p C 3q/ s C p 3 q D 0;

where p D 1:6 .1:5 C n/ =TsjnD3 D 7:2=Ts and

KI0
qD : (5.108)
KI1

Equating the characteristic polynomials of (5.106) and (5.107) then yields:

KI 0 D p 3 q=b; (5.109)

KI 1 D p 2 .p C 3q/ =b; (5.110)

k1 D 3p .p C q/ =b; (5.111)

k2 D .3p C q/ =b (5.112)

Since q depends on the two integral term gains through (5.108), Eqs. (5.109),
(5.110), (5.111) and (5.112) have to be solved for the four controller gains after
substituting for q. Then (5.109) yields

p3
KI 1 D : (5.113)
b
Substituting for KI 1 in (5.108) using (5.113) gives

KI0 b
qD : (5.114)
p3

Substituting for KI 1 and q in (5.110) using (5.113) and (5.114) then yields

p 3 =b D p 2 p C 3KI0 b=p 3 =b ) KI0 D 0: (5.115)

Unfortunately, this effectively removes the first integrator in Fig. 5.23, thereby
reducing the double integral term to a single integral term, which will not remove
the steady-state error for a ramp reference input. Pole–zero cancellation is therefore
not feasible in this case. The next option is to colocate all four closed-loop poles
by setting q D p. From (5.109) and (5.110), the resulting zero magnitude is z D
KI 0 =KI 1 D p=4. Hence, the pole-to-zero dominance ratio is rpz D z=p D 0:25.
5.2 Linear Continuous State Feedback Control 397

From Table 1.4, the minimum value below in which the effect of the zero is
significant is rpz min D 4:48 for n D 4. Hence, some noticeable overshooting
is expected. Despite this, a simulation of the slew manoeuvre will be carried out
to demonstrate the zero steady-state error and examine the initial transient. Since
rpz is independent of p, changing Ts (which is achieved by changing p in inverse
proportion) will not change the percentage overshoot. Hence, for this particular
application, the minimum value of Ts is determined by the control saturation limits,
˙umax .
Setting q D p in (5.109), (5.110), (5.111) and (5.112) yields the required
controller gains as

p4 4p 3 6p 2 4p
KI 0 D ; KI1 D ; k1 D and k2 D (5.116)
b b b b

where in this case p D 1:6 .1:5 C n/ =Ts jnD4 D 8:8=Ts.

Figure 5.24 shows the control system response with r0 D 0:5 rad, r1 D
0:01 rad=s and a step disturbance of ud .t/ D 0:2umax h .1  60/ s, with umax D
10 V, representing a disturbance torque due to the firing of an imperfectly aligned
orbit adjustment thruster.
The initial state variables are all zero. Figure 5.24a, b show the error, e.t/ D
y.t/yr .t/, converging to zero following the initial transient. The spacecraft angular
acceleration is directly proportional to u(t), and hence, Fig. 5.24c indicates the
initial acceleration and deceleration needed to bring the spacecraft into line with
the attitude demand ramp. The step disturbance, ud (t), at t D 200 s is counteracted
by a relatively rapid rise in u(t) to meet it, and the inset shows that the mean value
of the resulting transient, e(t), is zero, which is due to the integral terms of the
controller.
The step response (not shown) has a large overshoot of about 35 % due to
the controller zero. The polynomial control technique of the following section
does not introduce zeros with integral terms and therefore produces no such
overshoot.

a b c8
3.5 0.5
3 0.4 0.005 6 u (t )
0
d (t )
[V]

2.5 0.3 -0.005 4

2 0.2 -0.01 2
[rad]

[rad]

0.1 200 250 300 350 0

1.5 0 -2
1 -0.1
0.5 yr ( t )
-4
-0.2 e (t ) -6
0 y (t ) -0.3 -8
-0.5 -0.4 -10
0 50 150 250 350 0 50 150 250 350 0 50 150 250 350
t[ s ] t[ s ] t[ s ]

Fig. 5.24 Ramp response of rigid-body spacecraft attitude control system with disturbance.
(a) Attitude angle and demand. (b) Attitude angle error. (c) Control and disturbance
398 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

5.3 Polynomial Control

5.3.1 Introduction

Polynomial control can be regarded as a generalisation of the RST controller

[3] formulated in the discrete z-domain for digital implementation. The transfer
function polynomials that form the basis of this controller are denoted: R(z), S(z)
and T(z). The polynomial controller has the same structure and is formulated in the
Laplace domain here. It will be revisited in the z-domain in Chap. 7.
Polynomial control achieves a similar performance to linear state feedback
control for a given application, through the process of complete pole assignment,
but using only the measured output.
A straightforward route to polynomial control is recognising that every linear
continuous SISO controller has two inputs, Yr (s) and Y(s), and a single output, U(s),
that can be represented by the general transfer function relationship:

U.s/ D Gr .s/Yr .s/  Gy .s/Y .s/ (5.117)

The corresponding block diagram is shown in Fig. 5.25.

For example, consider the linear controller comprising a linear state feedback
control law and an observer for state estimation shown in Fig. 5.26. Observers will
be dealt with in Chap. 8, but an understanding of them is not necessary for this
illustration. All that is needed is to apply the principle of superposition and Mason’s
formula to derive the transfer function relationship of the form of (5.117) for the
controller.

Fig. 5.25 Basic general Yr ( s ) + U (s) Plant Y (s)

linear continuous SISO Gr ( s ) G (s)
control system representation −
General Linear
Gy ( s )
SISO Controller

Yr ( s ) + + Controller U ( s ) Plant Y ( s )
r G (s)
− −

k1 k2 − +
l2 l1
+ + 1 + + 1
b c
s s
X̂ 2 ( s )
X̂ 1 ( s )

Fig. 5.26 Example of linear state feedback controller incorporating an observer

5.3 Polynomial Control 399

This is done with the controller considered in isolation from the plant. Thus,
n h io  
cl cl l k l k l k
r 1  s1  22 Yr .s/ 1s 1 C 2s 2 C 2 21 Y.s/
U.s/ D h s i s
cl cl bk bk cbl k
1  s1  22  s 2  21 C 12 2
s s s (5.118)
r.s 2 Ccl 1 sCcl2 /Yr .s/Œ.l1 k1 Cl2 k2 /sCl2 k1 Y.s/
D s 2 C.cl1 Cbk2 /sC.cl2 Cbk1 Ccbl1 k2 /

Hence in this case,

r s 2 C cl1 s C cl2
Gr .s/ D 2 (5.119)
s C .cl1 C bk2 / s C .cl2 C bk1 C cbl1 k2 /

and
.l1 k1 C l2 k2 / s C l2 k1
Gy .s/ D : (5.120)
s2 C .cl1 C bk2 / s C .cl2 C bk1 C cbl1 k2 /

This example also illustrates the relatively complex way the adjustable controller
parameters (in this case the gains k1 , k2 , l1 and l2 ) can contribute to the coefficients
of Gr (s) and Gy (s) for a relatively complicated control structure. It may be observed,
however, that these transfer functions share a common denominator and that (5.118)
is expressed in terms of polynomials. This, in turn, raises the question of whether it
is possible to use the coefficients of the polynomials directly in the design process.
As will be seen, pursuing this approach leads to a universal linear controller for
SISO plants that is referred to as the polynomial controller.

5.3.2 Formulation of Polynomial Controller Structure

Expressing the controller of Fig. 5.25 using polynomials and assuming a common
denominator polynomial for Gr (s) and Gy (s) as in the example of Fig. 5.26 yield

R.s/Yr .s/  H.s/Y .s/

U.s/ D (5.121)
F .s/

where R(s) is the reference input polynomial, H(s) is the feedback polynomial and
the denominator polynomial, F(s), will be called the filtering polynomial
Since (5.121) can be expressed as

1
U 0 .s/ D R.s/Yr .s/  H.s/Y .s/; U.s/ D U 0 .s/ (5.122)
F .s/

in which any amplified high-frequency components of measurement noise (Chap.

1) in U 0 (s) due to the weighted derivative action of H(s) are attenuated before
reaching the controller output, U(s), due to the low-pass filtering action of the
transfer function, 1/F(s).
400 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

Fig. 5.27 General block Polynomial Controller

diagram of SISO polynomial U (s) Plant Y (s)
Yr ( s ) Pre- + 1
control system B (s)
compensator
− F (s)
R (s) A( s )
Z (s) H (s)

It will be recalled from Sect. 5.2.7 that an external pre-compensator is sometimes

desirable whose poles can be chosen independently of the closed-loop system
poles in order to effect plant zero compensation without reducing the sensitivity.
A further polynomial, Z(s), can be included for this purpose as the denominator of
the reference input transfer function, by replacing (5.121) with
 
1 R.s/
U.s/ D Yr .s/  H.s/Y .s/ : (5.123)
F .s/ Z.s/

This results in the control system block diagram of Fig. 5.27.

To facilitate the development of the design procedure, the general plant transfer
function is expressed in terms of its denominator and numerator polynomials,
Xna 1 Xnb
A.s/ D s na C ai s i and B.s/ D bi s i ; (5.124)
i D0 i D0

noting that normalisation has been carried out with respect to the coefficient of s na
in A(s). Similarly expressed, the controller polynomials are
8 Xnh Xnf
< H.s/ D hi s i ; F .s/ D fi s i
XinD0 XinD0 : (5.125)
: Z.s/ D z
zi s i ; R.s/ D
r
ri s i
i D0 i D0

The adjustable controller parameters used for the pole placement are a subset of
the coefficients of H(s) and F(s). They are not normalised to yield a matrix–vector
equation of simple form for calculation of these coefficients that can be easily
implemented in computer-aided design software (Chap. 11). The closed loop DC
gain can be set as desired (usually unity).
The purposes of each of the controller polynomials are defined in Table 5.2.
Although the transfer function, 1/F(s), increases the order of the closed-loop
system by nf , it also introduces nf C 1 adjustable coefficients and therefore allows
complete pole assignment despite its introduction.
By inspection of Fig. 5.27, the closed-loop transfer function is

B.s/
Y .s/ R.s/ A.s/F .s/ R.s/ B.s/
D : B.s/H.s/
D : : (5.126)
Yr .s/ Z.s/ 1 C Z.s/ A.s/F .s/ C B.s/H.s/
A.s/F .s/
5.3 Polynomial Control 401

Table 5.2 Purposes of components of polynomial controller

Component Purpose
H(s) To provide a sufficient number of adjustable coefficients in the controller to
enable complete pole placement
1/F(s) To prevent high-frequency components of measurement noise amplified by H(s)
appearing in u(s)
Z(s) To act as an external zero pre-compensator when needed, otherwise nz D 0 and
z0 D b0
R(s) To cancel the closed-loop poles (for zero dynamic lag (Chap. 13)), otherwise
nr D 0 ) R.s/ D r0 , i.e. the reference input scaling coefficient

For pole placement of the closed-loop system, the characteristic polynomial is

A.s/F .s/ C B.s/H.s/: (5.127)

As R(s) and Z(s) are outside the feedback loop, they are determined separately.

5.3.3 Constraints on Controller Polynomial Degrees

With reference to (5.127), the order of the closed-loop part of the system, i.e.
excluding the pre-compensator, is

N D max f.na C nf / ; .nb C nh /g : (5.128)

Importantly, the closed-loop system cannot contain an algebraic loop. This is

guaranteed if the relative degree of the transfer function is positive. Thus,
 
B.s/H.s/
rdg D na C nf  .nb C nh / > 0: (5.129)
A.s/F .s/

It then follows from (5.128) and (5.129) that the total system order is

N D na C nf : (5.130)

It has already been stated that F(s) is present to avoid high-frequency mea-
surement noise components amplified by the differentiating action of H(s) being
transmitted to U(s), but in order for this to be successful, the transfer function,
H(s)/F(s), must not exhibit any differentiating action, meaning that it must have
a non-negative relative degree. Thus,

nf  nh : (5.131)
402 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

The minimum number of adjustable controller parameters needed to achieve

complete pole placement is equal to the closed-loop system order, N, excluding the
pre-compensator. Furthermore, the N equations relating the adjustable controller
parameters to the N coefficients of the closed-loop characteristic equation must be
linearly independent in order for a solution to exist. In terms of (5.124) and (5.125),
the closed-loop characteristic polynomial (5.127) may be expressed as
 Xna 1 X Xnb  Xnh 
nf
s na C ai s i fi s i C bi s i hi s i : (5.132)
i D0 i D0 i D0 i D0

In view of (5.130), inspection of this polynomial reveals that it may be normalised

with respect to the highest degree term via division by fnf , without reducing the
number of closed-loop poles that can be independently placed. The result is
 Xna 1  Xnf 1 0  Xnb  Xnh 
na
s C ai s i nf
s C fi s i C bi s i h0i s i
i D0 i D0 i D0 i D0
(5.133)

where fi 0 D fi =fnf , i D 0; 1; ::; nf  1, hi 0 D hi =fnf and i D 0; 1; ::; nh . There

are therefore nf C nh C 1 adjustable coefficients in (5.133) for the pole assignment
but nf C nh C 2 adjustable coefficients in (5.132), one of which is redundant.
This is fnf , which becomes unity when the desired closed-loop characteristic
equation is normalised with respect to the highest degree term. As will be seen,
the solution of the pole placement equations to be derived automatically performs
this normalisation.
In order for complete pole placement to be possible, the minimum number of
adjustable parameters that may be adjusted must be equal to the order of the closed-
loop system, excluding the pre-compensator. Thus,

nh C nf C 1 D N: (5.134)
In view of (5.130) and (5.134),
nh D na  1: (5.135)

Finally, (5.131) and (5.135) may be combined to form the following single
expression for the polynomial degree constraints that can be used alone as the first
step in the control system design.

nf  nh D na  1 (5.136)

It would be advantageous to increase nf beyond the minimum to give H(s)/F(s)

low-pass filtering properties in applications where even the raw measurement noise
would cause too much control activity. This degree of freedom for the controller
design is not afforded by other control techniques.
5.3 Polynomial Control 403

5.3.4 Determination of the Controller Parameters

5.3.4.1 Closed-Loop DC gain

First, the value of r0 yielding the specified closed-loop DC gain, assumed to be

unity, is obtained by replacing the polynomials in (5.126) by their constant terms.

y.0/ r0 b0 z0 .a0 f0 C b0 h0 /
Kdcl D D : D1 ) r0 D : (5.137)
yr .0/ z0 a0 f0 C b0 h0 b0

5.3.4.2 Pole Placement for the Feedback Loop

A general algorithm for calculating the coefficients of H(s) and F(s) for the pole
assignment with a plant of arbitrary order may be deduced from the solution for the
general third-order plant with transfer function:

y.s/ b2 s 2 C b1 s C b0
D 3 : (5.138)
u.s/ s C a2 s 2 C a1 s C a0
Equating the characteristic polynomial (5.127) to the desired one yields
3

s C a2 s 2 C a1 s C a0 f2 s 2 C f1 s C f0 C b2 s 2 C b1 s C b0 h2 s 2 C h1 s C h0
D f2 s 5 C .a2 f2 C f1 / s 4 C .a1 f2 C a2 f1 C f0 / s 3
C .a0 f2 C a1 f1 C a2 f0 / s 2 C .a0 f1 C a1 f0 / s C a0 f0
C b2 h2 s 4 C.b1 h2 C b2 h1 / s 3 C.b0 h2 C b1 h1 C b2 h0 / s 2 C.b0 h1 C b1 h0 / s C b0 h0
D s 5 C d4 s 4 C d3 s 3 C d2 s 2 C d1 s C d0
(5.139)

The specific structure of the polynomial controller yields an ordered structure in

the equations needed to achieve the pole placement, thereby facilitating computer-
aided design. This avoids much algebraic work that would be entailed in deriving
the controller parameters from first principles in individual cases. The simultaneous
equations for the required coefficients of H(s) and F(s) can be expressed by a single
matrix–vector equation, and for (5.139), it is

(5.140)
404 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

The 1’s on the leading diagonal of the plant denominator partition of P are the
repeated coefficient of s Na D s 3 in A(s), i.e. aNa D a3 D 1.
In contrast with the pole placement procedure for other linear control techniques,
the number of simultaneous equations is N C 1 rather than N due to the redundant
coefficient, fnf D f2 , which is unity according to the first component equation
of (5.140), resulting from equating the coefficients of s N D s 5 in (5.139). If this
coefficient was set to unity in the first place, then the number of simultaneous
equations would be reduced to N, but the form of the matrix in the equation
corresponding to (5.140) would be less convenient.
The general matrix–vector equation for pole placement may be deduced from the
above and is as follows.

Example 5.10 Polynomial speed control of an electric drive with a flexible cou-
pling.
The plant is as in Example 5.3. With reference to Fig. 5.4, the transfer function is
1 1
Y .s/ T1 T2 Tsp s 3 T1 T2 Tsp b0
D h iD D : (5.141)
U.s/ 1   T1 T1sp s 2  1 s 3 C TT11TCT 2
2 Tsp
s s 3 C a1 s
T2 Tsp s 2

As in Example 5.3, the control variable, u, and the measurement variable, y, are
normalised in this ‘per unit’ model and are proportional to but not numerically
equal to the voltages in the physical system. The time constants, T1 , T2 and Tsp ,
are functions of the of the moments of inertia and the spring constant.
In this example, a minimal order polynomial controller will be designed to yield
a step response with a specified settling time (5 % criterion) of Ts seconds, using a
zero-order pre-compensator without pole cancellation just to achieve a closed-loop
DC gain of unity.
In this case, na D 3. Then according to (5.136), the minimal order controller
is obtained by setting nf D nh D na  1 D 2. According to (5.130), the order of
5.3 Polynomial Control 405

Polynomial Controller
Yr ( s ) + 1 U (s) Plant
Y (s)
r0 b0
− f2 s + f1s + f0
2
s + a1s
3

h2 s2 + h1s + h0

Fig. 5.28 Polynomial speed control of an electric drive with a flexible coupling

the closed-loop system without any dynamic pre-compensator is N D na C nf D

3 C 2 D 5. Then to achieve the specified Ts , the desired closed-loop characteristic
polynomial is

s 5 C d4 s 4 C d3 s 3 C d2 s 2 C d1 s C d0
D .s C d /5 D s 5 C 5ds 4 C 10d 2 s 3 C 10d 3 s 2 C 5d 4 s C d 5
(5.142)

where d D 1:5 .1 C N / =TsjN D5 D 9=Ts.

Figure 5.28 shows the control system block diagram.
Here, the plant has no finite zeros, then P is lower triangular, (5.140) becoming

(5.143)

The solution for the controller parameters is then obtained by back substitution as
8
< f2 D 1; f1 D d4 ; a1 f2 C f0 D d3 ) f0 D d3  a1 f2
a f C b0 h2 D d2 ) h2 D .d2  a1 f1 / =b0 ; :
: 1 1
a1 f0 C b0 h1 D d1 ) h1 D .d1  a1 f0 / =b0 ; b0 h0 D d0 ) h0 D d0 =b0
(5.144)

Since there is no zero compensation in this example, Z.s/ D z0 D 1 and with

a0 D 0, (5.137) yields the reference input scaling coefficient as

a0 f0 C b0 h0
r0 D D h0 : (5.145)
b0
406 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

Polynomial Controller
f0
f1 Plant
Yr ( s ) − 1 X5 ( s) − 1 X 4 ( s) U ( s ) 1 3 ( s ) 1 X 2 ( s ) 1 X1 ( s ) Y ( s )
X
r0 b0
+ + s + + s + + + − s s s
h0 h1 h2 a1

Fig. 5.29 Polynomial speed control of an electric drive with a flexible coupling showing controller
implementation block diagram and plant state space representation

2
0.01x3 (t )
0.1x2 (t )
[p.u.] u (t )
ess
1
0.95 y (t ) = x1 (t )
5d (t )
0.01x4 (t )
0
10−4 x5 (t )

-1
0 Ts = 0.2 0.4 0.6 t[ s ] 0.8

Fig. 5.30 All variables for step response of basic polynomial control of flexible drive

Figure 5.29 shows an implementation block diagram of the polynomial controller,

which is its state variable block diagram in the observer canonical form (Chap. 3).
State space representations are ideal for the formation of algorithms for such
dynamic controllers. The plant is also shown as a state variable block diagram,
to emphasise the point made at the beginning of this chapter that polynomial
controllers exercise complete control of the system state.
Here, this comprises the plant state, [x1 , x2 , x3 ]T , and the controller state, [x4 , x5 ]T .
Figure 5.30 shows a simulation based on Fig. 5.29 in which the plant parameters
are as specified in Example 5.3 and Ts D 0:2 Œs (5 % criterion). It is clear
that the state variables are under control and the step response of y(t) is as
specified.
A step disturbance torque referred to the control input, equal to 0.1umax, is applied
at t D 0:4 Œs . This results in a considerable steady-state error, ess , as shown, but
this can be reduced to much smaller proportions with the aid of the robust pole
placement of Chap. 10 or entirely eliminated by means of an integral term, such as
introduced in the following section.
5.3 Polynomial Control 407

5.3.4.3 Pre-compensators

Zero compensation is fully explained in Sect. 5.2.7. The denominator, Z(s), of the
pre-compensator in Fig. 5.27 performs this function.
Examples of the use of R(s) to cancel a subset of the closed-loop poles not needed
for their contribution to the response of the controlled output, y(t), to the reference
input, yr (t), are given in Chap. 11 and its use to achieve zero dynamic lag between
yr (t) and y(t), as needed for some motion control applications.

5.3.5 The Polynomial Integral Controller

To enable a polynomial control system to have a zero steady-state error with a

reference input and/or an external disturbance input that are polynomials in t (step
inputs being particular cases), the plant may be augmented by a multiple integrator
of order, m, where m  1, placed at the plant input as shown in Fig. 5.31.
Although the multiple integrator is technically part of the controller, it is
considered part of the plant for the purpose of the control system design, forming
the augmented plant with control input, U 0 (s). Any pure integral action in the plant,
which can reduce the number, m, of additional integrators needed, is shown by the
factor, sr , in the denominator of its transfer function, where r  0 is the plant type.
Then s r A0 .s/ D A.s/ of (5.124). The controller polynomials, H(s) and F(s), can
then be determined as in Sect. 5.3.4.
A dynamic pre-compensator polynomial, R(s), is included as this will be needed
to obtain a zero steady-state error.
The closed-loop transfer function relationship of the system of Fig. 5.31 is

B.s/R.s/ B.s/
Y .s/
s mCr A0 .s/F .s/ r
 s r A0 .s/ Ud .s/ B.s/ ŒR.s/Yr .s/  s m F .s/Ud .s/
Y .s/ D h i D :
B.s/H.s/
1   s mCr s mCr A0 .s/F .s/ C B.s/H.s/
A0 .s/F .s/
(5.146)

Ud ( s)
Polynomial Integral Controller
Plant
Yr ( s ) + 1 U ′( s ) U ( s) − Y ( s)
R (s)
1 B (s)
− F (s) m +
s sr A′ ( s )
H (s)
Augmented Plant

Fig. 5.31 SISO polynomial control system with multiple integrator plant augmentation
408 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

Let the polynomial reference and disturbance inputs

Xp
yr .t/ D Rj t j h.t/; p0 (5.147)
j D0

and
Xq
ud .t/ D Dk t k h.t/; q0 (5.148)
kD0

be applied, where h(t) is the unit step function. With zero initial conditions, the
Laplace transforms of (5.147) and (5.148) are
Xp jŠ
Yr .s/ D Rj (5.149)
j D0 s j C1
and
Xq kŠ
Ud .s/ D Dk : (5.150)
kD0 s kC1
The minimum number, m, of integrators and the polynomial, R(s), that are needed
to ensure zero steady-state error will now be determined as a function of the input
polynomial degrees, p and q, and the plant type, r.
Using the transfer function relationship of (5.146), the corresponding relation-
ship for the error, E.s/ D Yr .s/  Y .s/, may be derived as
˚ mCr 0 
s A .s/F .s/ C B.s/ ŒH.s/  R.s/ Yr .s/ C s m B.s/F .s/Ud .s/
E.s/ D :
s mCr A0 .s/F .s/ C B.s/H.s/
(5.151)

Substituting for Yr (s) and Ud (s) using (5.149) and (5.150) then yields
2˚  Xp 3
mCr 0 jŠ
6 s A .s/F .s/ C B.s/ ŒH.s/  R.s/ R
s j C1 7
j
j D0
4 Xq kŠ 5
C s m B.s/F .s/ Dk kC1
E.s/ D
kD0 s (5.152)
s mCr A0 .s/F .s/ C B.s/H.s/

The steady-state error is then given by ess D lim sE.s/. For the disturbance input,
s!0
(5.152) reveals that a necessary condition for ess D 0 is

m  q C 1: (5.153)
5.3 Polynomial Control 409

For the reference input, a necessary condition is m C r  p C 1 )

m  p  r C 1: (5.154)

Conditions (5.153) and (5.154) may be combined by writing

m  max .p  r C 1; q C 1/ : (5.155)

To complete the set of conditions, if (5.153) and (5.154) are satisfied, then by
inspection of (5.152), ess D 0 if

Xp jŠ
lim B.s/ ŒH.s/  R.s/ Rj D 0: (5.156)
s!0 j D0 sj

Since B.0/ ¤ 0, (5.156) can be simplified to

Xp jŠ 1
lim ŒH.s/  R.s/ Rj D 0 ) lim ŒH.s/  R.s/ p D 0: (5.157)
s!0 j D0 sj s!0 s

Expanding (5.157) then enables the lowest degree R(s) to be determined, which
will minimise the possible number of overshoots and undershoots caused by the
associated zeros. Thus,

 1
lim .h0  r0 / C .h1  r1 / s C : : : .hnh  rnh / s nh  rnh C1 s nh C1  : : : p D 0:
s!0 s
(5.158)

All the terms in the square parentheses of (5.158) with degree greater than p vanish
in the limit and are therefore not of concern.
The polynomial, R(s), of minimum degree can then be obtained by setting

ri D 0; i D p C 1; p C 2; : : : ; (5.159)

All the terms of degree p or lower have to be made zero by setting

ri D hi ; i D 0; 1; : : : ; p: (5.160)

Hence, the pre-compensator polynomial of minimum degree satisfying (5.158) is

Xp
R.s/ D hi s i : (5.161)
i D0
410 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

Regarding the degrees of the controller polynomials, the plant order, na , is

replaced by the augmented plant order, na C m, in (5.136) to yield

nf  nh D na C m  1: (5.162)

In cases where p < nh , the pre-compensator, R(s), is a truncated version, HL (s), of

the feedback polynomial, H(s), in which the coefficients of R(s) are the coefficients
of H(s), from h0 to hp . Then the control error, E.s/ D Yr .s/  Y .s/, is input to the
controller, rather than Y(s) alone, via HL (s). Also, the output, Y(s), is input to the
controller via the remaining fragment,
Xnh
HH .s/ D hi s i (5.163)
i DpC1

of H(s), such that

H.s/ D HH .s/ C HL .s/: (5.164)

Fig. 5.32 shows the resulting controller structure.

This may be seen in the following example.
For a step reference input, p D 0 and HL .s/ D h0 , which is only a reference
input scaling coefficient, and no controller zeros are introduced. According to
(5.154), only one integrator is needed to augment the plant, which is sufficient
for many applications. In contrast, the PID controller introduces two zeros. If the
degree, q, of the disturbance input is increased sufficiently for the number, m, of
the augmenting integrators, given by (5.155), to increase, then the degree of HL (s)
remains unaltered and no more controller zeros are introduced.
Example 5.11 Polynomial integral position control of a flexible electric drive.
The plant is the same as that of Example 5.10 but with an additional kinematic
integrator to change from speed control to position control, the transfer function
being
1
Y .s/ T1 T2 Tsp b0
D T CT
D 4 : (5.165)
U.s/ 4 1 2
s C T1 T2 Tsp s 2 s C a2 s 2

Polynomial Integral Controller Ud ( s )

Yr ( s ) 1 U ′( s ) 1 U (s) + − B (s) Y (s)

HL (s)
+ − + − F (s) sm s r A′ ( s )
HH (s) Augmented Plant

Fig. 5.32 Structure of polynomial integral controller with split feedback polynomial
5.3 Polynomial Control 411

The position measurement, y(t), has to follow each segment of a cubic spline
(Chap. 13), subject to a step external disturbance, with zero steady-state error. The
specified settling time is Ts D 0:2 Œs .
The disturbance is a step, i.e. a polynomial of degree q D 0. Then (5.153) gives
m  1. By inspection of (5.165), the number of pure integrators in the plant is
r D 2. Since the reference input is a cubic polynomial, p D 3. (5.154) gives m 
p  r C 1 D 2. Hence, the minimum number of pure integrators needed to augment
the plant is m D 2. The augmented plant transfer function is therefore

Y .s/ b0
0
D 6 ; (5.166)
U .s/ s C a4 s 4

where a4 D a2 in (5.165). According to (5.162), the minimal order controller is

obtained by setting nf D nh D na C m  1 D 4 C 2  1 D 5. Then the total system
order is N D na C m C nf D 4 C 2 C 5 D 11. Then assuming coincident closed-
loop pole placement using the 5 % settling time formula, the desired characteristic
polynomial is

.s C d /11 D s 11 C 11ds 10 C 55d 2 s 9 C 165d 3 s 8 C 330d 4 s 7 C 462d 5 s 6

C 462d 6 s 5 C 330d 7 s 4 C 165d 8s 3 C 55d 9 s 2 C 11d 10 s C d 11

(5.167)
D s 11 C d10 s 10 C d9 s 9 C d8 s 8 C d7 s 7 C d6 s 6 C d5 s 5 C d4 s 4

C d3 s 3 C d2 s 2 C d1 s C d0 ;

where d D 1:5 .1 C N / =Ts jN D11 D 18=Ts. The controller parameter equation is

then

(5.168)
412 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

As the plant has no finite zeros, the plant parameter matrix, P, has the lower
triangular form, and therefore, solution by back substitution is possible. From
(5.168),

f5 D 1; f4 D d10 ; a4 f5 C f3 D d9 ) f3 D d9  a4 f5 ; a4 f4 C f2 D d8 )
f2 D d8  a4 f4 ;
a4 f3 C f1 D d7 ) f1 D d7  a4 f3 ; a4 f2 C f0 D d6 ) f0 D d6  a4 f2 ;
a4 f1 C b0 h5 D d5 ) h5 D .d5  a4 f1 / =b0 ; a4 f0 C b0 h4 D d4 )
h4 D .d4  a4 f0 / =b0
b0 h3 D d3 ) h3 D d3 =b0 ; b0 h2 D d2 ) h2 D d2 =b0 ;
b0 h1 D d1 ) h1 D d1 =b0 ; b0 h0 D d0 ) h0 D d0 =b0 (5.169)

Finally the reference input pre-compensator is given by (5.161) with p D 3. Thus,

R.s/ D h0 C h1 s C h2 s 2 C h3 s 3 : (5.170)

It should be noted that such pole placement in higher order systems can
require very large controller parameter values. This may cause numerical problems,
particularly with fixed point digital processors, but the increasing computational
capability of these processors should alleviate future occurrences of this problem.
The control system implementation block diagram is shown in Fig. 5.33.
This state space form of block diagram (in which the state variables are the inte-
grator outputs) is ideal for producing a discrete algorithm for digital implementation
and may also be used directly in the z-domain (Chap. 6).
Figure 5.34 shows the responses of the system to cubic reference inputs with zero
initial conditions on the six integrators of the controller and zero initial plant state.
Figure 5.1a clearly shows the error asymptotically approaching zero for t > Ts , as
required. The oscillations of the acquisition transient are due to the zeros introduced

Integral Polynomial Controller

f0
f1
f2
f3 Ud ( s)
U ′( s )
f4
Plant Y ( s )
− 1 − 1 − 1 − 1 − 1 1 1 + − b0
+ s + + s + + s + + s + − s + − s s U ( s ) s4 + a s2
4
h0 h1 h2 h3 h4 h5
Yr ( s )
+ −

Fig. 5.33 Implementation block diagram of integral polynomial controller for position control of
an electric drive with a flexible coupling
5.3 Polynomial Control 413

a b
1.5
[p.u.]

1
1
ud ( t )

[p.u.]
y ( t ) , yr ( t )
0.5
0 0.5
ud ( t )
-0.5
-1 yr ( t )
-1.5 0
-2 ⎡⎣ yr ( t ) − y ( t )⎤⎦ × 100
-2.5 y ( t )
-0.5
-3
0 Ts = 0.2 0.4 0.6 0.8 t[ s ] 1 0 Ts = 0.2 0.4 0.6 0.8 t[ s ] 1

Fig. 5.34 Responses of flexible drive control system to cubic reference inputs. (a) yr .t / D 16t 3 
24t 2 C 10t  1. (b) yr .t / D 3t 2  2t 3

by the pre-compensator (5.170), which are the roots of HL .s/ D 0. It should be

noted that the oscillations are finite in number, in contrast with oscillations due to
complex conjugate pole pairs (Chap. 1 and Sect. 5.2.7). They are relatively large
in this case since y.0/ ¤ yr .0/, but in applications where yr (t) is a cubic spline
(Appendix A11) comprising contiguous cubic segments, y.t/ Š yr .t/ and y.t/ P Š
yPr .t/ at the beginning of each segment.
This is simulated in Fig. 5.1b where y.0/ D yr .0/ D 0 and y.0/
P D yPr .0/ D 0,
« «
but there are differences between ÿ(0) and ÿr (0), similarly between y.0/ and y r .0/,
which give rise to a transient error, e.t/ D yr .t/  y.t/. This, however, is hardly
visible in the superimposed graphs of y(t) and yr (t). It is therefore shown separately
and magnified.
A step external disturbance of 50 % of the maximum control magnitude is applied
at t D 0:4 Œs . A small transient control error with zero steady-state value occurs,
which is too small to be visible in Fig. 5.34a and hence magnified in Fig. 5.34b.
In the implementation of any controller containing integral terms, it is advisable
to include anti-windup measures (Chap. 1). Although potential instabilities due to
integral windup will have been removed, it is essential to carry out an investigation
to ensure that the control saturation, which can occur in any case, will not cause
instability or other undesirable behaviours. Simulation is the most practicable tool
for this.
Finally, it is important to again raise the general issue of plant model uncertainty.
Although any model-based control system will produce the intended responses to
the reference inputs, investigations should be carried out to ascertain the effects
of the most extreme plant model mismatching perceived to be possible in the
particular application. For the simpler nominally linear systems, Routh’s stability
criterion (Appendix A5) could be useful, but simulation would be a more practicable
approach for more complex control systems.
414 5 Linear Controllers for LTI SISO Plants of Arbitrary Order: Model-Based Design

References

1. Hughes PC (2004) Spacecraft attitude dynamics. Dover Publications, Mineola, New York
2. Ariola M, Pironti A (2008) Magnetic control of Tokamak Plasmas. Springer, London
3. Landau ID, Zito G (2006) Digital control systems, design, identification and implementation.
Springer, Berlin/New York
Chapter 6
Discrete Control of LTI SISO Plants

6.1 Introduction

Controllers implemented by means of digital processors are referred to as discrete

(or digital) controllers, since this entails a sequence of internal binary states between
which discrete transitions occur. These sequences of states are determined by
discrete control algorithms, which comprise a set of instructions repeatedly carried
out. Each execution of this set of instructions is called an iteration. The iterations
are separated by h seconds, called the iteration period or the step length. It is also
often called the sampling period because the measurement variables from the plant
are sampled and held in the processor at the beginning of each iteration.
The control systems for linear time-invariant (LTI) plants of the previous chapters
have been formulated in the continuous domain. Their simulations, however, are in
the discrete domain, implemented by software on digital computers. The simulation
results appear continuous due to the iteration period being very small compared
with the duration of the transient being simulated. So the controllers of the
simulations are already implemented in a discrete form. This implies that it is
possible to implement controllers formulated in the continuous domain to control
real plants using the gains and any other parameters determined in the continuous
domain. As will be seen, this is possible with a sufficiently short iteration period.
Real-time control and simulation software is available in which a controller
developed in the simulation environment is disconnected from the simulated plant
and interfaced with the real plant via digital-to-analogue and analogue-to-digital
converters, dSPACE® being a prime example. It must be realised, however, that
simulation software includes a choice of different computing engines, i.e. numerical
methods for computing the solutions to differential equations, some of which are
‘variable step’, meaning that h varies from one iteration to the next to attain high
accuracy. Only fixed step computing engines are used with simulation and real-
time control software, because the plant–controller interface has a fixed sampling
period with a minimum limit of hmin . There is also an upper limit, hmax , above

© Springer-Verlag London 2015 415

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_6
416 6 Discrete Control of LTI SISO Plants

which the transient response of a closed-loop system will differ significantly from
that predicted in the continuous domain. This is the criterion presented in Sect. 6.4.
If hmax > hmin , then a realisable step length satisfying hmax > h > hmin exists
and the straightforward use of the continuous domain controller parameters in the
digital implementation described in Sect. 6.5 is possible. If, on the other hand,
hmax < hmin , then the controller can be designed in the discrete domain with the
aid of the z-transform, the theory of which has been introduced in Chap. 3 and
is continued in Sect. 6.3. In this approach, the continuous dynamic elements of
controllers are replaced by their discrete equivalents as explained in Sect. 6.5 and
the model-based design carried out according to Sect. 6.6, plants containing pure
time delays also being catered for. Some practitioners may prefer to develop real-
time control software independently using a high-level computing language, and
Sect. 6.5 provides a straightforward route to this goal.

6.2 Real-Time Operation of Digital Controllers

Figure 6.1 shows how a digital processor operating in discrete time to implement a
controller interfaces with the continuous-time world outside.
The continuously varying measurement variable, y(t), enters the digital processor
via an analogue-to-digital (A/D) converter which takes a sample at the beginning
of each iteration period and carries out a conversion. The converter output is held
at the value of the last sample and updated using every subsequent sample. The
result is a sampled and held (S/H) version of y(t), denoted by ys (t). This is shown
graphically in Fig. 6.1. The integer, k, is referred to as the iteration number or the
sample number. The reference input, yr (t), is either S/H, as shown, or is directly
produced in the software. The control algorithm uses ys (t) and yr (t) to calculate
the control signal, u(t), that is piecewise constant and delivered to the plant via

Digital Processor
yr ( t ) Control u (t ) y (t )
A/D D/A Plant
Algorithm y (t )
yk +1
yk uk −1
yk −1 ys ( t )
0 tk −1 tk tk +1 h t
A/D 0 t
uk
y (t ) uk +1

A/D: Analogue to digital convertor

D/A: Digital to analogue convertor
0 t

Fig. 6.1 Basic input and output signals of digital controller and the sampling process
6.3 Dynamics of Discrete Linear Systems 417

Sample analogue Convert y ( tk ) Read Calculate Convert u to

measurement to digital reference control analogue quantity
y ( tk ) quantity y ( k ) input yr ( k ) u and output to plant ∗

∗ If TD h  1, u = u ( k ) and is sent to plant t

TAS TAD TR TCONT TDA
immediately. Otherwise, u = u ( k + 1)
tk TD and is sent to plant at time, tk +1. tk +1 = tk + h

Fig. 6.2 Sequence of events during one iteration interval of a digital controller

a digital-to-analogue (D/A) converter. Since the plant is a continuous dynamical

system acting as a low-pass filter, its output, y(t), is continuous despite u(t) being
discontinuous.
If the effect of the sampling is predicted to be significant with the minimum
value of h, then it is of interest to consider the sequence of events shown in Fig. 6.2.
The periods, TAS , TAD , TR and TDA , depend on the processor hardware. The period,
TCONT , also depends on the control algorithm. In some cases, TD = h  0.
Then the controller design can be carried out using a plant model that implicitly
assumes that once the sample, y(tk ), is taken, the corresponding control value, u(k),
is calculated and output to the plant at time, tk , with no delay. This theoretical ideal
cannot be precisely implemented but is approximated if TD /h  1. This simplifies
the control system design using z-transforms. If, on the other hand, 0 < TD = h  1,
then the delay might cause the closed-loop performance to differ considerably from
that predicted with zero delay. Model-based control system design to overcome this
problem would be difficult, particularly if TD varies from one iteration to the next. In
such cases, however, the control variable can be designated u .k C 1/ and its output
delayed until time, tkC1 , which introduces a fixed time delay of h seconds in the
plant model. This can easily be accommodated in the control system design using
the control techniques of Sect. 6.6.3.
Note that k represents the present discrete time as t represents the present time.
Although processor computational power is increasing, the trade-off between the
hardware cost and the computational speed is important in the processor choice
for mass-produced applications, where increasing the design effort to produce a
controller capable of longer iteration periods using a cheaper processor is more
economical.

6.3 Dynamics of Discrete Linear Systems

6.3.1 Stability Analysis in the z-Plane

If a control system is designed as a continuous-time system and then the controller

is software implemented on a digital processor as in Fig. 6.1, then the iteration
418 6 Discrete Control of LTI SISO Plants

interval, h, cannot be arbitrarily long. Beyond a certain limit, hmax , established in

Sect. 6.4, the dynamic performance will differ considerably from that predicted in
the continuous domain and beyond a higher and critical threshold, hcrit , discussed
in this subsection, instability will result.
It will be recalled from Sect. 3.4.3 that the z-transform is based on the Laplace
transform through setting

z D esh ; (6.1)

where s and z are, respectively, the complex variables of the Laplace transform
and the z-transform. Equation (6.1) enables the stability boundary and region in
the z-plane corresponding to the stability boundary and region in the s-plane to be
determined as follows.

z D esh D e. Cj!/h D e h ej!h D e h Œcos .!h/ C j sin .!h/ : (6.2)

Let

z D x C jy: (6.3)

Then equating (6.2) and (6.3) yields

x D e h cos .!h/ : (6.4)

and

y D e h sin .!h/ : (6.5)

Squaring and adding (6.4) and (6.5) gives


x 2 C y 2 D e2 h cos2 .!h/ C sin2 .!h/ ) x 2 C y 2 D r 2 : (6.6)

which is a circle with radius, r, and centre at the origin of the z-plane, where

r D e h : (6.7)

The stability boundary in the s-plane is the imaginary axis defined by

D 0; (6.8)

which, according to (6.7), gives r D 1. Then (6.6) is the equation of the stability
boundary in the z-plane, which is the unit circle.
The stability region in the s-plane is the left half plane, defined by 2 .0; 1/,
as shown shaded in Fig. 6.3a. Then in the z-plane, according to (6.7),

r 2 .0; 1/ : (6.9)
6.3 Dynamics of Discrete Linear Systems 419

a jω b jy
stability
+j stable
boundary
z=e sh region
stable
region 0 σ −1 0 +1 x
stability
−j boundary

Fig. 6.3 Stability regions. (a) s-plane. (b) z-plane

Then (6.6) gives the unit disc centred at the origin as shown in Fig. 6.3b.
To summarise, (6.1) is a transformation that maps the left half of the s-plane onto
the unit disc centred on the origin in the z-plane.
The dependence of the dynamic behaviour and stability of linear discrete systems
on the locations of their poles in the z-plane will now be illustrated by a simple
example. Consider the first-order system with transfer function,

Y .z/ 1p
D : (6.10)
V .z/ zp

This is not intended to specifically represent an uncontrolled plant or a closed-loop

system, just an arbitrary linear system. Recall that the DC gain of a continuous
LTI SISO system, containing no pure integrators, with transfer function, G(s), is
GDC D lim G.s/. From (6.1), as s ! 0, z ! 1, so the DC gain of a discrete
s!0
LTI SISO system with transfer function, Q(z), also containing no pure integrators,
meaning that the transfer function denominator cannot have z  1 as a factor (Table
3 in Tables), then the DC gain is

QDC D lim Q.z/: (6.11)

z!1

Hence, the system with transfer function (6.10) has a unity DC gain. A set of unit
step responses for different pole locations, z D p, is shown in Fig. 6.4.
The difference equation corresponding to (6.10) is obtained by first cross
multiplying, giving .z  p/ Y .z/ D .1  p/ V .z/. Then taking inverse z-transforms
yields

Z 1 f.z  p/ Y .z/g D Z 1 f.1  p/ V .z/g ) Z 1 fzY .z/g  pZ 1 fY .z/g

D .1  p/ Z 1 fV .z/g )
y .k C 1/  py.k/ D .1  p/ v.k/ ) y .k C 1/ D py.k/ C .1  p/ v.k/
(6.12)
420 6 Discrete Control of LTI SISO Plants

a z -plane jy b z -plane jy c z -plane jy

j j j

−2 −1 0 1 2 x −2 −1 0 1 2 x −2 −1 0 1 2 x
−j −j −j
1.5 1 1
0.8 0.8
1 0.6 0.6
0.5 0.4 0.4
0.2 0.2
0 0 0
0 2 4 6 8 10 0 2 4 6 8 10 0 2 4 6 8 10
k k k

d z -plane jy e z -plane jy f z -plane jy

j j j

−2 −1 0 1 2 x −2 −1 0 1 2 x −2 −1 0 1 2 x
−j −j −j
2 60 0
40 -10
1.5 20 -20
1 0 -30
0.5 -20 -40
-40 -50
0 -60 -60
0 2 4 6 8 10 0 2 4 6 8 10 0 2 4 6 8 10
k k k

Fig. 6.4 Pole locations and step responses of a discrete LTI SISO system. (a) p D 0.5 (b) p D 0.5
(c) p D 0 (d) p D 1 (e) p D 1.5 (f) p D 1.5

The responses are obtained with the discrete step input, v.k/ D f0 for k < 0; 1 for
k  0g, and zero initial state, y.0/ D 0. This simple example demonstrates the
system stability for the pole within the unit circle in the z-plane and the instability
resulting when the pole is without this region. It also highlights several features that
are counter-intuitive at first sight when already familiar with the continuous domain.
First, when the pole is within the left half of the z-plane, exemplified by Fig. 6.4a, d,
e, the response is oscillatory. Oscillations can never occur in a first-order continuous
LTI SISO system. These oscillations are peculiar to discrete systems and occur at
a fixed frequency of 1/(2h) [Hz]. Second, if the pole is at the origin of the z-plane
as in Fig. 6.4c, the system settles precisely with zero steady-state error in just one
iteration period. This is an example of a dead-beat response. If the pole is in the right
half of the z-plane, as in Fig. 6.4b, f, the response bears a closer resemblance to the
6.3 Dynamics of Discrete Linear Systems 421

familiar exponential step response of a continuous first-order LTI system. As will

be seen, if a discrete control system is created that closely emulates the behaviour
of the equivalent continuous system, its poles lie in the right half of the unit disc in
the z-plane.
The stability of linear discrete systems may be checked by examining their
characteristic polynomials for unstable roots, as in the continuous domain, but these
have to lie outside the unit circle in the z-plane. For systems up to fourth order, the
roots can be found analytically. For third- and fourth-order systems, however, the
formulae for the roots are very long and time consuming to apply [1]. No analytical
formulae for the roots of polynomial equations of greater than 4th degree exist but
they can be found numerically with the aid of a computer.
An alternative to finding the roots of the characteristic polynomial is to determine
whether any roots lie outside the unit circle, rendering the system unstable. Two
methods are available that are similar to Routh’s stability test in the continuous
domain. The first is the bilinear transformation,

1Cw
zD ; (6.13)
1w
which maps the unit disc in the z-plane to the left half of the complex w-plane. This
yields a polynomial, p(w), whereas (6.1) does not yield a polynomial in s. In this
case, Routh’s test may be applied directly to p(w) for detecting roots in the right
half of the w-plane, implying the detection of roots outside the unit circle in the
z-plane. The second method is Jury’s method, in which a Jury array is formed that
is analogous to the Routh array, without the need for the bilinear transformation
[2]. Both methods, however, are more time-consuming than Routh’s method in the
continuous domain.
An easily applied approach to stability analysis of a discrete LTI control system
of any order is as follows. After deriving the closed-loop characteristic polynomial,

zN C nN 1 .h/zN 1 C    C n1 .h/z C n0 .h/; (6.14)

the root locus with respect to the iteration period, h, is computed and displayed. This
will immediately find the upper limit, hcrit , on h beyond which instability results.
Software such as MATLAB© with SIMULINK© can be adapted to generate such
a locus using a numerical root finder. It is important to realise that the standard root
locus software is inapplicable since the variable parameter is a gain that is a factor
of the open-loop transfer function, while the variable parameter in this case is h, of
which each coefficient in (6.14) is a different function.
Example 6.1 Stability analysis of a digitally implemented IPD control system
Figure 6.5 shows the z-transfer function block diagram of one axis of a three-axis
spacecraft attitude control system in which the inter-axis coupling is negligible.
422 6 Discrete Control of LTI SISO Plants

Spacecraft Model
Yr ( z ) k0 h + + U (z) h h z +1 Y (z)
b .
+ − z −1 − − z −1 2 z −1
k1 k2
X2 (z)
X1 ( z )

Fig. 6.5 Spacecraft attitude control system (single axis) with digital LSF C integral controller

The linear state feedback plus integral controller has been designed in the
continuous domain to achieve a settling time of Ts D 40 Œs with zero overshoot
using the 5 % settling time formula, the controller gains being given by

p3 3p 2 3p
k0 D ; k1 D and k2 D ; (6.15)
b b b
where p D 6=Ts, b D Kw =J , where Kw is the reaction wheel torque constant
and J is the
moment of inertia about the control axis. The parameter values are
J D 200 Kg m2 , Kw D 0:1 ŒNm=V and Ts D 30 Œs .
It is required to plot a root locus with respect to the iteration period, h, and use
this to find the upper limit of h, beyond which the system will be unstable.
The algebra is simplified by setting

q D z  1: (6.16)

Then the characteristic polynomial of the system of Fig. 6.5 may be obtained as

p.q/ D r.q/.q/ (6.17)

where (q) is the determinant of Mason’s formula and r(q) is a polynomial of

minimal order such that p(q) is a polynomial. Hence,
  
bh k1 h q C 2 k0 h2 q C 2
.q/ D 1   k2 C : C : 2 (6.18)
q 2 q 2 q

Choosing r.q/ D q 3 then yields

 
3 2 k1 h 2
k0 h2
r.q/ D q C bh k2 q C : q C 2q C : .q C 2/
2 2

D q 3 C b k2 h C 12 k1 h2 q 2 C b k1 h2 C 12 k0 h3 q C bk0 h3 (6.19)

According to (6.16), the required closed-loop poles of the system in the z-plane are

z1; 2; 3 D q1; 2; 3 C 1 (6.20)

where q1, 2, 3 are the roots of r.q/ D 0.

6.3 Dynamics of Discrete Linear Systems 423

In order to find the critical value, hcrit , of the upper stability limit, h is increased
from 0 [s] until one of the branches of the root locus just reaches the stability
boundary. Figure 6.6a shows the root locus up to h D 3:1 Œs .

a
j
z -plane 1 y (t )
jy [ rad ] ycont (t )
j0.5 0.8

0.6
0 ys (t )
0.4
stability
-j0.5 boundary 0.2

-j 0
0 20 100
t [s]
-1 -0.5 0 0.5 x 1 40 60 80
h = 3.1[s] < hcrit : system stable but approaching the stability limit
b
j
z -plane 1
jy [ rad ] y (t )
ycont (t )
j0.5 0.8 ys ( t )
1.04
0.6 y (t )
0 1.02
0.4
stability ys ( t ) 1
-j0.5 boundary 0.2 0.98
0
ycont (t ) 45 50 55 60 65 70
-j
0 20 40 60 80 100
t [s]
-1 -0.5 0 0.5 x 1
h = hcrit = 3.333[s]: system on the verge of instability
c
j
z -plane
jy 2
[ rad ] y (t )
j0.5
1.5

0 1
stability ycont (t )
-j0.5 boundary 0.5
ys ( t )
-j 0
t [s]
-1 -0.5 0 0.5 x 1 0 20 40 60 80 100
h = 3.5[s] > hcrit : system unstable

Fig. 6.6 Root loci with respect to the iteration period and step responses
424 6 Discrete Control of LTI SISO Plants

The real branch reaches the boundary at h D 3:333 Œs as shown in Fig. 6.6b and
therefore this is the required maximum value. The corresponding step responses are
also shown so that the system behaviour may be correlated with the pole locations.
Here ycont (t) is the step response of the equivalent continuous system upon which
the controller design is based, y(t) is the step response of the digitally controlled
plant and ys (t) is the sampled and held version of y(t), which is also the solution
to the linear difference equation obeyed by the closed-loop system corresponding
to the closed-loop z-transfer function relationship, Y(z)/Yr (z). In Fig. 6.6b, y(t) is
seen to ‘settle’ to a constant amplitude oscillation although the successive steps of
ys (t) reduce with time. This illustrates the importance of predicting the behaviour of
the continuous plant between the iteration instants. Figure 6.6c shows the result of
increasing h to 3.5 [s], where the real pole lies outside the stability boundary. In this
case, the system suffers from oscillatory instability.
When applying this method, the root locus commences on the stability boundary
at z D 1 C j 0, as in Example 6.1. The reasoning is as follows. It may be seen, by
examples taken from Table 3 in the section, Tables, preceding the appendix, that if
the general plant transfer function is denoted

B .z; h/
Q.z/ D ; (6.21)
A .z; h/
where

X
m X
n
i
B.z/ D bi .h/z and A.z/ D aj .h/zj ; (6.22)
i D0 j D0

then

lim B .z; h/ D 0 and lim A .z; h/ D a.z  1/n : (6.23)

h!0 h!0

where a is a constant. Next, any linear discrete controller can be represented by the
general transfer function relationship,

1
U.z/ D ŒR .z; h/ Yr .z/  H .z; h/ Y .z/ : (6.24)
F .z; h/
where F(z, h) and H(z, h) are, respectively, the denominator and feedback polyno-
mials and R(z, h) is the reference input transfer function. Since the controller under
study here is a continuous controller that has been converted to the discrete domain
by using a table such as Table 3 of Tables preceding the appendix, then, similarly to
(6.23),

lim F .z; h/ D f .z  1/p : (6.25)

h!0

Figure 6.7 shows the transfer function block diagram of controller (6.24) applied to
plant (6.21).
6.3 Dynamics of Discrete Linear Systems 425

Fig. 6.7 General Yr ( z ) + 1 U (z) B ( z, h ) Y (z)

representation of SISO LTI R ( z, h )
discrete control system − F ( z, h ) A ( z, h )

H ( z, h )

By inspection of this diagram, the characteristic equation is

 
B .z; h/ H .z; h/
1  : D 0 ) A .z; h/ F .z; h/ C B .z; h/ H .z; h/ D 0:
A .z; h/ F .z; h/
(6.26)

It then follows from (6.23) and (6.25) that as h ! 0, (6.26) becomes

.z  1/N D 0; (6.27)

where N D n C p. Hence, the root locus with respect to h starts with h D 0 at the
point, 1 C j 0, in the z-plane. It is evident from this that if h tends to zero, which
yields a performance approaching that of the equivalent ideal continuous control
system, then the z-plane poles approach coincidence and also become closer to the
stability boundary when viewed on the scale of Fig. 6.6c. This does not indicate an
approach to instability, however, as the equivalent ideal continuous system is stable
with its closed loop poles chosen appropriately in the left half of the s-plane.

6.3.2 Connection Between Dynamic Behaviour

and the z-Plane Pole Locations
6.3.2.1 General Considerations

The purpose of this section is to enable the dynamic behaviour of an SISO LTI
discrete system to be assessed by inspection of its z-plane poles. The dynamic
behaviour of a system may be described as its natural behaviour with non-zero initial
states and zero inputs. It may be evaluated by examining the impulse response,
because this input is applied only at t D 0 to disturb the states and for t > 0 it
is zero.
Consider a continuous SISO LTI feedback control system with input, yr (t), and
output, y(t). It should be noted that this is a fictitious control system created in theory
for the sole purpose of enabling the dynamic characteristics of a discrete system to
be recognised by viewing the pole locations in the z-plane. Let a sampled and held
output, ys (t), be formed with a sampling period of h [s]. If yr (t) is similarly sampled
and held, then a linear difference equation relating ys (t) to yr (t) may be formed,
giving a closed-loop z-transfer function,
426 6 Discrete Control of LTI SISO Plants

Ys .z/
D Qcl .z/ (6.28)
Yr .z/

The fictitious linear continuous control system with Laplace transfer function,

Y .s/
D Gcl .s/; (6.29)
Yr .s/

is then the equivalent continuous system of the discrete system. The relationship
between the systems defined by (6.28) and (6.29) is the same as that between the
continuous and discrete models of the same plant established in Chap. 3, Sect. 3.4.
It follows that the poles of Gcl (s) are related to the poles of Qcl (z) by

z D esh : (6.30)

It is important to understand, however, that the output of a continuous plant

controlled by a discrete controller to have z-transfer function (6.28) will not be
precisely the same as the output of the fictitious equivalent continuous system with
s-transfer function (6.29). This is the plane to see when considering that the output
of a discrete controller is piecewise constant while that of the fictitious equivalent
continuous controller is continuous. Furthermore, several different plants may be
controlled by a discrete controller to have precisely the same closed-loop z-transfer
function but the outputs of each of these plants will be different between the sample
points. The good news is that the outputs of all these discrete control systems will
be precisely the same as that of the equivalent continuous system at the sample
points, which is why the familiar parameters characterising the dynamic behaviour
of the equivalent continuous system are useful to indicate the general behaviour of
the discrete system. The deviations of the output of a discrete control system from
the equivalent continuous system between the sample points are only short term
and small for relatively small h but increase with h and this issue is addressed in
Sect. 6.6.
The dynamic character of a discrete LTI system is similar to that of the equivalent
continuous LTI system, since the impulse response of the discrete system is the
sampled and held version of the impulse response of the continuous system. The
only difference is the stepping effect of the sample and hold process. Hence

lim ys .t/ D y.t/: (6.31)

h!0

Hence simple real poles in the right half of the z-plane may be associated with
the time constants of the corresponding continuous exponential modes of the
equivalent continuous system. Similarly, complex conjugate poles in the z-plane
may be associated with the damping ratios and undamped natural frequencies of the
continuous oscillatory modes of the equivalent continuous system. A set of multiple
6.3 Dynamics of Discrete Linear Systems 427

poles in the right half of the z-plane may be similarly associated with the time
constant of the polynomial exponential mode of the equivalent continuous system.
In theory, however, there exist LTI discrete systems that are not associated with plant
models. These are dealt with separately in Sect. 6.3.2.5.
The following three subsections present the process of determining the contri-
butions of the three basic types of mode to the dynamic character of a discrete LTI
system, given the z-plane pole locations.

6.3.2.2 Exponential Modes

Suppose a discrete system is known to have an isolated exponential mode with a

pole at z D z1 in the right half of the z-plane and within the unit circle (assuming
a stable closed-loop system). Then the equivalent continuous system will have a
corresponding exponential mode with a pole at s D s1 < 0 satisfying (6.30). Thus,

z1 D es1 h (6.32)

In this case,

1
s1 D log .z1 / (6.33)
h e
with time constant,

1 h
T1 D  D : (6.34)
s1 loge .z1 /

If the system is subject to a transient disturbance, then once this has subsided, the
contribution of this mode will take approximately

Ts D 3T1 (6.35)

seconds to decay to negligible proportions, which is the settling time of a first-order

LTI system. Also, the number of iteration steps in this settling time may be taken
as a measure of the closeness of the discrete exponential mode to the equivalent
continuous exponential mode and is given by

3T1 3 3
n1 D D D : (6.36)
h s1 h loge .z1 /

Figure 6.8 shows the z-plane pole locations and the corresponding s-plane pole
locations together with the impulse responses for two different cases.
428 6 Discrete Control of LTI SISO Plants

a jy 1
z -plane s -plane jω
j 0.8
0.6 y (t )
−1 0 1 x −3 −2 −1 0 σ 0.4
0.2
ys ( t )
−j 0
0 1 2 t[s] 3
z1 = 0.6, h1 = 0.2[ s ], s1 − 2.554 + j 0[s −1 ], Ts1 = 1.175[s], n1 = 5.873
b jy 1
z -plane s -plane jω
j 0.8
0.6 ys ( t )
−1 0 1 x −3 −2 −1 0 σ 0.4
y (t )
0.2
−j 0
0 1 2 t[s] 3
−1
z2 = 0.8, h2 = 0.2[ s ], s2 − 1.116 + j 0[s ], Ts2 = 2.689[s], n2 = 13.444

Fig. 6.8 Pole locations and corresponding impulse responses for two different discrete exponen-
tial modes with a common iteration period

6.3.2.3 Oscillatory Modes

A discrete oscillatory mode is now considered having a known pair of complex

conjugate poles, z1;2 D x ˙ jy. The equivalent continuous oscillatory mode has a
pair of complex conjugate poles, s1; 2 D ˙ j!d , where
p
!d D !n 1 
2 (6.37)

and D 
!n . Here,
is the damping ratio, ! n is the undamped natural frequency
and ! d is the damped natural frequency, i.e. the frequency of oscillation. The two
pairs of poles are connected by (6.30). Thus,

z1;2 D es1; 2 h ) x ˙ jy D e. ˙j!d /h D e

!n h Œcos .!d h/ C j sin .!d h/ : (6.38)

The z-plane poles therefore lie on a circle of radius,

r D e
!n h ; (6.39)

and make angles, ˙, with the real axis, where

 D !d h; (6.40)

as shown in Fig. 6.9. As h increases, the angle, ! d h, increases, which can bring the
z-plane poles into the left half plane. The value, hI , at which the z-plane poles lie on
6.3 Dynamics of Discrete Linear Systems 429

s -plane jω z -plane j
jy

+ jωd
ωn

→ e −ζωn h +θ
−ζωd 0 σ z1,2
s h
= e 1,2 −1 0 1 x
−θ

− jωd
−j

Fig. 6.9 Mapping of oscillatory mode poles from s-plane to z-plane

the imaginary axis, is given by !d hI D =2 ) hI D = .2!d /. Since the period of

the modal oscillation is T D 2=!d , then hI D T =4. The iteration period, however,
does not normally exceed one quarter of the modal oscillation period. The z-plane
poles are, therefore, usually in the right half plane.
Correlation of the dynamic behaviour with the complex conjugate pole locations
on the z-plane may be aided by a family of curves with equal damping ratio,
.
These enable
for a given pair of z-plane poles be readily estimated. The frequency
of oscillation can then be determined by dividing the measured angle,  D !d h,
by h. The equations for generating the equal
contours are obtained as follows.
Eliminating ! n between (6.37) and (6.39) together with (6.40) gives

p 
rDe 1
2 ;  2 .0; / : (6.41)

Converting to Cartesian coordinates then yields

x D r cos ./ ; y D r sin ./ : (6.42)

By analogy with the approach of Sect. 6.3.2.2, if the system undergoes a transient
disturbance, then once this has subsided, the contribution of the oscillatory mode
will take approximately the time for the exponential envelope function, e
!n t , (Chap.
4, Sect. 4.4.4.2) to decay to negligible proportions. In this case, the settling time
formula for first-order systems with exponential impulse responses will be applied
using the envelope function time constant, 1/
! n , yielding

3
Ts D : (6.43)

!n

The closeness of the discrete mode to the equivalent continuous mode is then the
number of iteration periods in this settling time. Thus, for the ith mode,

3
ni D : (6.44)

i !ni h
430 6 Discrete Control of LTI SISO Plants

a 2.16 1.96 1.77 1.57 1.37 1.18 0.98 0.79 b

j
1
ζ θ [rad] ys ( t )
0.0
jy 0.1 0.5
0.2 0.59
0.3
0.5j 0.4 0
0.5 0.39
0.6
0.7 -0.5 y ( t )
0.8 0.20
0.9 0 1 2 t[s] 3
0.98
0 0
c
1
ys ( t )

-0.5j 0.5
y (t )
0

-j -0.5
-1 -0.5 0 0.5 x 1 0 1 2 t[s] 3

Fig. 6.10
and  contours with poles and impulse responses for two discrete modes.
(a) Pole locations with
and  contours in z-plane (b)
1 D 0.2, ! n1 D 5.67[rad/s] (c)
2 D 0.5,
! n2 D 3.01[rad/s]

Figure 6.10a shows a family of contours of constant

and . Figure 6.10b, c show
the impulse responses of two different discrete oscillatory modes, together with the
impulse responses of the equivalent continuous modes. The complex conjugate pole
pairs of these discrete modes are shown in Fig. 6.10a, both with an iteration interval
of h D 0:2 Œs .
Regarding (6.44), for Fig. 6.10b, c, n1 D
1 !3n1 h1 D 0:25:670:2
3
D 13:23 and
3 3
n2 D
2 !n2 h2 D 0:53:010:2 D 9:97. In keeping with this, ys (t) can be seen to be a
slightly better approximation to y(t) in Fig. 6.10b than it is in Fig. 6.10c.

6.3.2.4 Polynomial Exponential Modes

Consider now an isolated discrete polynomial exponential mode with a pole of

multiplicity, r, at z1; 2;:::r D z1 in the z-plane. This is associated with an equivalent
continuous polynomial exponential mode with a pole at s1; 2;:::; r D s1 in the s-plane.
Then

z1 D es1 h (6.45)

The s-plane pole of the equivalent continuous mode is obtained from (6.45) as

1
s1 D log .z1 / (6.46)
h e
6.3 Dynamics of Discrete Linear Systems 431

a 1
jy
z -plane s -plane jω
j 0.8 ys ( t )
(*2 ) (*2 ) 0.6
−1 0 1 x −3 −2 −1 0 σ 0.4
0.2 y ( t )
−j 0
0 2 4 t[s] 6
−1
z1 = 0.6, h1 = 0.2[ s ], s1 − 2.554 + j 0[s ], Ts1 = 1.762[s], n1 = 8.809
b jy 0.5
z -plane s -plane jω
j 0.4
ys ( t )
(*6 ) (*6 ) 0.3
−1 0 1 x −3 −2 −1 0 σ 0.2 y (t )
0.1
−j 0
0 2 4 t[s] 6
z2 = 0.6, h2 = 0.2[ s ], s2 − 2.554 + j 0[s −1 ], Ts2 = 4.111[s], n2 = 20.54

Fig. 6.11 Pole locations and impulse responses for two polynomial exponential modes

which constrains the pole to lie in the right half of the z-plane. The time constant is

1 h
T1 D  D (6.47)
s1 loge .z1 /

The duration of a polynomial exponential mode is longer than that of a simple

exponential mode and is given approximately by the 5 % settling time formula.
Thus,
1:5 .r C 1/ h
Ts1 D 1:5 .r C 1/ T1 D  : (6.48)
loge .z1 /

The number of iteration steps in this settling time is a measure of the closeness
of the discrete mode to the equivalent continuous mode and is

Ts1 1:5 .r C 1/
n1 D D : (6.49)
h loge .z1 /

Figure 6.11 shows the impulse responses of two different exponential modes with
different orders, r, but the same pole locations and iteration periods.

6.3.2.5 Discrete LTI Systems Not Used for Plant Models

Suppose a stable discrete LTI system is formulated whose poles, zi , i D 1; 2; : : : ; n,

lie within the unit circle in the z-plane, not necessarily with the intention of this
432 6 Discrete Control of LTI SISO Plants

modelling a specific plant. Then if the equivalent continuous system exists, its poles,
si , i D 1; 2; : : : ; n, would have to satisfy

zi D esi h ) xi C jyi D e. i Cj!i /h D e i h Œcos .!i h/ C j sin .!i h/ : (6.50)

As already evident from Sects. 6.3.2.1, 6.3.2.2, 6.3.2.3, and 6.3.2.4, if the z-plane
poles lie in the right half plane, xi > 0 and values of i and ! i satisfying (6.50)
exist implying that the equivalent continuous system exists. On the other hand, if
any poles lie in the left half of the z-plane, xi < 0 for some values of i and since
e i h > 0 for all i, (6.50) would require that
 3
cos .!i h/ < 0 ) < !i h  2k < ; k D 0; 1; 2; : : : (6.51)
2 2
Then for the equivalent continuous system to exist with an arbitrary value of h,
(a) The poles for which xi < 0 would have to occur in complex conjugate pairs
since, in general, sin .!i h/ ¤ 0
(b) The minimum value of h would be hmin D = .2!i /, where ! i is the frequency
of oscillation of an oscillatory mode, having a period of Ti D 2=!i , giving
hmin D Ti =4, which is too long to be practicable for plant modelling.
For real negative z-plane poles, (6.50) would require that

!i h D C 2k; k D 0; 1; 2; : : : ; (6.52)
2
In this case, Ti D 1=!i would be the time constant of an exponential mode of the
equivalent continuous system and according to (6.52) the minimum iteration period
would be hmin D .=2/ Ti Š 1:5Ti . This is far too long to be practicable.
In view of the above, discrete LTI systems with poles in the left half of the z-
plane are not of practical value in forming discrete models of continuous plants but
the reader should be aware of their existence. Their dynamic character has already
been demonstrated among the arbitrary first-order discrete systems considered in
Sect. 6.3.1, those of Fig. 6.4a, d being relevant. Thus, poles in the left half of the
z-plane are associated with oscillations at a fixed frequency of 1/(2h) [Hz]. The
system of Fig. 6.4 might be useful as a square wave generator.

6.3.3 The Effects of Zeros in the z-Plane

6.3.3.1 Introduction

Consider an arbitrary LTI discrete system with the general z-transfer function,

X
n1
bi zi
Y .z/ i D0
D ; (6.53)
V .z/ D.z/
6.3 Dynamics of Discrete Linear Systems 433

Xn1 Xn1
where D.z/ D zn C di zi . The zeros are the roots of bi zi D 0.
i D0 i D0
An associated system with no zeros will now be formed with transfer function,

X.z/ 1
D : (6.54)
V .z/ D.z/

Then
!
X
n1
i
Y .z/ D bi z X.z/ (6.55)
i D0

Introducing a factor, zr , in a transfer function causes a time shift of rh seconds in the

time domain. The difference equation corresponding to (6.55) is therefore

X
n1
y.k/ D bi x .k C i /: (6.56)
i D0

The effect of zeros in the z-domain is therefore to produce a weighted sum of

time-shifted versions of the output that would occur in the absence of the zeros.
It will be recalled from Chap. 1, Sect. 1.6, that for an LTI continuous system, the
effect of zeros in the Laplace transfer function is to produce a weighted sum of
the derivatives of the output that would occur in absence of the zeros. This is quite
different from the discrete case and therefore poses the question of how zeros in the
Laplace transfer function, G(s), of the equivalent continuous system manifest in the
z-transfer function, Q(z), of the discrete system.

6.3.3.2 Discretisation Zeros and Plant Zeros

It may often be observed that zeros appear in Q(z) but not in G(s). Since these zeros
appear only as a result of the process of transferring from the continuous domain to
the discrete domain, they will be referred to as discretisation zeros. These may be
seen in Plant Models: Laplace and z-Transfer Functions [Tables]. For example, the
double integrator plant has Laplace transfer function,

Y .s/ 1
D G.s/ D 2 (6.57)
U.s/ s

and z-transfer function,

Y .z/ 1 h2 .z C 1/
D Q.z/ D 2 : (6.58)
U.z/ .z  1/2
434 6 Discrete Control of LTI SISO Plants

To assess the effect of the discretisation zero at 1 C j 0, let X(z) be the output of
the associated zero-less system with transfer function,

X.z/ h2
D : (6.59)
U.z/ .z  1/2

Then

Y .z/ D 12 .z C 1/ X.z/ ) y.k/ D 12 Œx .k C 1/ C x.k/ (6.60)

which is a moving-window averaging filter operating on only two successive values

of x. This will create a difference between x(t) and y(t) but, noting that t D kh, this
difference will approach zero as h ! 0. This is typical of the effect of discretisation
zeros in other cases.
The s-plane zeros of the equivalent continuous closed-loop system, which are
also zeros of the plant Laplace transfer function, can cause overshooting in the step
response (Chap. 1, Sect. 1.6) and this effect also occurs in the associated discrete
system through corresponding z-plane zeros. Since these zeros originate as plant
zeros in the s-domain, they will be referred to simply as plant zeros.
To exemplify the distinction between plant zeros and discretisation zeros,
suppose that the plant is a single attitude control axis of a spacecraft comprising
a rigid centre body with a flexible appendage causing one dominant vibration mode.
The Laplace transfer function is

Y .s/ b s2 C  2
D 2 2 ; (6.61)
U.s/ s .s C ! 2 /

where ! is the free natural frequency, i.e. the frequency of vibration of the
uncontrolled spacecraft,  is the encastre natural frequency, i.e. the frequency of
vibration of the appendage that would occur with the centre body held stationary
with respect to inertial space and the constant, b, depends on the spacecraft moment
of inertia and the torque actuator constant. The corresponding z-transfer function
may be found from Table 3 in Tables but after partial fraction expansion since
transfer function (6.61) is not listed. Thus,
 2   
Y .s/  1 2 1
Db : C 1  : (6.62)
U.s/ !2 s2 !2 s2 C !2

The corresponding z-transfer function is then

 2 1 2   
Y .z/  2 h .z C 1/ 2 1 Œ1  cos .!h/ .z C 1/
Db : C 1  : : : (6.63)
U.z/ ! 2 .z  1/2 ! 2 ! 2 z2  2z cos .!h/ C 1

Thus, each part of the partial fraction expansion has a discretisation zero at 1Cj 0.
Expressing transfer function (6.63) in the factored form then yields
6.4 Criterion for Applicability of Continuous LTI System Theory 435

˚ 
Y .z/ .z C 1/ Az2 C Bz C A
D ; (6.64)
U.z/ ! 2 .z  1/2 Œz2  2z cos .!h/ C 1

where A
  D b 12  2 h2 C C , B D b  2 h2 cos .!h/ C 2C and C D
2
1  ! 2 Œ1  cos .!h/ . Unless the controller embodies pole–zero cancellation,
which is only feasible if the zeros lie within the stable region in the z-plane, i.e. the
unit circle, the numerator of (6.64) is invariant with respect to the loop closure via
a linear controller. Hence, in this case the plant zeros that can cause overshooting
in the step response are the roots of Az2 C Bz C A D 0. To be able to determine
whether the control system will exhibit this behaviour by direct examination of the
z-plane poles and zeros would require a theory of pole–zero dominance in the z-
plane to be developed paralleling that of Chap. 1 for the s-plane in Sect. 1.6. As this
is not available at present, the recommended approach is to analyse the equivalent
continuous system using the theory of pole–zero dominance in the s-plane.

6.4 Criterion for Applicability of Continuous LTI System

Theory

A heuristic criterion will now be developed that can be used to identify applications
in which the continuous controllers of the previous chapters can be directly con-
verted to control algorithms without changing their gains and any other parameters.
This is not a stability criterion but a means of ensuring the attainment of a specified
dynamic performance.
It is clear from Fig. 6.1 and many of the subsequent examples that if h is small
enough, ys (t) is a good approximation to y(t). Then, it would be reasonable to
suppose that a controller designed in the continuous domain could be implemented
digitally as in Fig. 6.1 and give a similar closed-loop performance. It would be
possible to investigate the effect of the sampling process in particular cases by
simulation but a criterion can be devised that enables the control system designer
to select a successful approach before embarking on a complete design and test by
simulation.
It will be recalled from Chap. 1 that each mode of a linear system is characterised
by the impulse response of the modal transfer function that appears in the partial
fraction expansion of the transfer function of the overall system, which can either
be an uncontrolled plant or a closed-loop system. Let the impulse response of the ith
modal transfer function be ymi (t) and the corresponding sampled and held response
be ymsi (t). Then a measure of the accuracy of ymsi (t) could be taken as the maximum
magnitude of the error, ymi .t/ymsi .t/, as a proportion of the maximum magnitude,
jymi jmax , i.e.

jymi .t/  ymsi .t/jmax

Es  (6.65)
jymi jmax
436 6 Discrete Control of LTI SISO Plants

This will be defined as the peak sampling error to ensure that the accuracy
assessment is independent of the scaling of the impulse response. Since the system
is linear, changing the scale of ymi (t) by an arbitrary factor will change the scale
of ymsi (t) and the maximum magnitude, jymi max j, of ymi (t) by the same factor.
The maximum error magnitude occurs where ymi (t) has the maximum derivative
magnitude, jẏmi jmax . Note that the error at each sample point is zero and reaches a
local maximum at the end of each iteration period. The numerator term of (6.65) is
the largest of these local maxima over the duration of the impulse response. Then
(6.65) may be replaced by

jyPmi jmax h
Es Š : (6.66)
jymi jmax

Then a maximum value of this peak relative error must be chosen below which
ymsi (t) is considered a good approximation to ymi (t). There is no optimal choice but
1/5 is considered reasonable. Then the required criterion can be formed as

jymi jmax
Es  1
5 )h : (6.67)
5jyPmi jmax

Two modes will now be studied in order to determine (6.67) in terms of the pole
magnitude. The first is a stable exponential mode with modal transfer function,

Ym1 .s/ 1
D ; a>0 (6.68)
U.s/ sCa

and the corresponding impulse response is

ym1 .t/ D eat : (6.69)

Then, by inspection of (6.69), jym1 max j D ym1 .0/ D 1. Since

yPm1 .t/ D aeat ; (6.70)

then jyPm1 jmax D jyPm1 .0/j D a and, with i D 1, (6.67) becomes

1
h (6.71)
5a
This is in terms of the pole magnitude, which is a.
The second mode is oscillatory with transfer function,

Ym2 .s/ !n
D 2 ; !n > 0; 0
<1 (6.72)
U.s/ s C 2
!n s C !n2
6.4 Criterion for Applicability of Continuous LTI System Theory 437

and the corresponding impulse response is

p p
ym2 .t/ D Ae
!n t sin .!d t/ ; A D 1= 1 
2 ; !d D !n 1 
2 : (6.73)

Then

yPm2 .t/ D A!d e

!n t cos .!d t/ 
!n Ae
!n t sin .!d t/ (6.74)

and

jyPm2 jmax D yPm2 .0/ D A!d : (6.75)

Next, jym2 jmax D ym2 .t1 /, where yPm2 .t1 / D 0 )

!d cos .!d t1 / 
!n sin .!d t1 / D 0 )

  p !
!d 1 
2 p 
!d t1 D tan1 D tan1 D sin1 1 
2 : (6.76)

!n

Then substituting for ! d t1 in (6.73) with t D t1 using (6.76) yields

p 
p !d t1 p sin1 1
2
(6.77)
jym2 jmax D ym2 .t1 / D e 1
2 De 1
2 :

With i D 2, criterion (6.67) then becomes

p 
p sin1 1
2
e 1 
2
h : (6.78)
5!n

For
D 0, which gives an oscillatory undamped mode, this becomes

1
h (6.79)
5!n

which is equivalent to (6.71) as ! n is the pole magnitude. For other values of

, the
numerator of (6.78) differs from unity but is of the same order.
Considering a complete set of poles of a sampled system, it is clear from the
above that the most critical poles are those with the maximum magnitudes.
The foregoing leads to the following criterion, the usefulness of which will be
demonstrated by examples in Sect. 6.5.
438 6 Discrete Control of LTI SISO Plants

Criterion 6.1 The iteration interval, h, is sufficiently small for a digitally imple-
mented controller to be designed in the continuous domain if

1
h ; (6.80)
5 jsmax j

where smax is the pole with the largest magnitude taken from the combined set of
plant poles and the equivalent continuous closed-loop system poles.
The criterion has to be applied to the plant poles but upon loop closure they
cease to exist. If the controller is linear and discrete with h D const:, then
the poles are in the z-domain. If, on the other hand, with the linear continuous
equivalent controller satisfying the performance specification for the application in
hand, the poles are shifted to new locations in the s-plane. It is this hypothetical
case that is relevant to Criterion 6.1. The argument is really as follows. Suppose
this equivalent continuous linear closed-loop system is available. Then the discrete
control algorithm to be created in reality could be approximated by inserting a S/H
unit in the output of the continuous equivalent controller. It is then clear that the
modes of the continuous equivalent closed-loop system will determine whether or
not h is sufficiently small for the insertion of the S/H unit to have a negligible effect
on the closed-loop performance. Hence, Criterion 6.1 applies to both sets of poles.
This will be demonstrated by a forthcoming example.
Figure 6.12 shows the modal impulse responses considered above plot-
ted together with their sampled versions for h D hmax D 1= .5 jsmax j/.

a c
1
1.1
0.8 ′ (t )
yms1 1
0.6
0.8
0.4
0.6
0.2 ′ (t )
ym1
0.4 ′ (t )
yms3
0
0.2
0 1 2 3 4 5 s t6
1 0
b
-0.2
1 ′ (t )
ym3
-0.4
0.8 ′ (t )
yms2 -0.6
0.6
-0.8
0.4
′ (t )
ym2 -1
0.2
-1.1
0
0 1 2 3 4 5 6 0 1 2 3 4 5 6
s1,2 t s1,2 t

Fig. 6.12 Normalised impulse responses together p with their sampled and held versions.
(a) Exponential mode (b) Oscillatory mode,
D 1/ 2 (c) Oscillatory mode,
D 0
6.5 Discrete Control for Small Iteration Intervals 439

0 0
Here, ymi .t/ D ymi .t/=jymi jmax and ymsi .t/ D ymsi .t/=jymi jmax , i D 1; 2; 3.
They are plotted on the same scales so that the sawtooth-shaped errors between
the impulse responses and their sampled and held versions may be seen to be of
similar magnitudes. Arguably, they are on the borderline of acceptability of ymsi (t)
being a good approximation to ymi (t).
It is important to realise that (a) how much h can be increased beyond hmax before
the performance differs considerably from that of the equivalent continuous system
and (b) the margin of stability will both vary from one system to the next.

6.5 Discrete Control for Small Iteration Intervals

6.5.1 Introduction

This section provides the means of converting any continuous linear controller,
including those presented in the previous chapters, to discrete control algorithms,
assuming that the sampling period, h, is sufficiently small for the discrete control
system performance to be similar to the original continuous control system perfor-
mance using the same values of the gains and any other adjustable parameters. This
requires Criterion 6.1 of the previous section to be satisfied.
A convenient starting point is a block diagram of the controller taken in
isolation. Any dynamic elements should then be converted to state-variable block
diagrams. Then the complete controller block diagram will be in the form of
interconnected basic elements, i.e. summing junctions, constant gains, differen-
tiators and integrators. The input and output variables of each element will then
be labelled. Then it is a straightforward matter to write down the continuous
equation of each element. These equations will then be converted to a discrete
form. With reference to Fig. 6.2, if TD /h  1, the computed control is u(tk );
otherwise, it is u .tkC1 /. Finally, the discrete equations are converted to algorithms
in the form of flow charts from which software can be prepared in any high-level
language.

6.5.2 Discrete Equations of the Basic Elements

Once all the dynamic elements of the block diagram of a linear controller have been
changed to the state-space form, then the whole block is composed of all or a subset
of the four basic elements shown in Fig. 6.13.
For the summing junction, in the continuous domain,

z.t/ D x1 .t/ C    C xn .t/  y1 .t/      ym .t/:

440 6 Discrete Control of LTI SISO Plants

a X1 ( s )
b c d
Xn (s) + Q (s) E (s) E (s) V (s) E (s) X (s)
+ 1
Z (s) K s
− − s
Y1 ( s )

Ym ( s )

Fig. 6.13 The basic elements of a linear controller formulated in the continuous domain.
(a) summing junction (b) constant gain (c) differentiator (d) integrator

At the sampling instants, this becomes

z .tk / D x1 .tk / C    C xn .tk /  y1 .tk /      ym .tk / : (6.81)

By convention, tk is the present time at the instant of the kth iteration update. The
iteration updates are assumed to be separated by a constant period of h seconds. In
converting to the discrete form for the software implementation, a slightly simpler
notation will be used so (6.81) becomes

z.k/ D x1 .k/ C    C xn .k/  y1 .k/      ym .k/: (6.82)

Thus, z(k) represents a quantity in the computer software equal numerically to z(tk ),
similarly for the other terms.
For the constant gain, in the continuous domain, e.t/ D Kq.t/ ) e .tk / D
Kq .tk /, which is written as

e.k/ D Kq.k/: (6.83)

For the differentiator, in the continuous domain,

d
v.t/ D e.t/: (6.84)
dt
For this, a numerical approximation is needed since at time, tk , only the samples,
e(tk ), e .tk1 /, : : : , are available. Several numerical methods are available to
estimate the derivative, v .tk / D eP .tk /, using the available samples of e(t). All
of these are based on polynomial fitting to the sample points on the graph of
e(tq ) against tq , q D k; k  1; : : : , and evaluation of this polynomial at time, tk .
This is termed software differentiation. The simplest possible version will be taken
here, which fits a polynomial of first degree, i.e. a straight line, to the two points,
Œtk1 ; e .tk1 / and [tk , e(tk )], on the graph of e(t), as shown in Fig. 6.14.
6.5 Discrete Control for Small Iteration Intervals 441

Fig. 6.14 Linear derivative

b e (t)
approximation e (tk)
a
e (tk−1)
h
0 tk−1 tk t

Fig. 6.15 Trapezoidal e (τ )

integral approximation
e ( tk ) p (τ )
b
a
e ( tk −1 )
h
d c
0 tk −1 tk τ

The derivative approximation is the slope of the chord, ab, which is

e .tk /  e .tk1 / e .tk /  e .tk1 /

eP .tk / Š D : (6.85)
tk  tk1 h

For the software implementation, this is written as

1
v.k/ D Œe.k/  e .k  1/ : (6.86)
h
The sign, Š, has been replaced by the sign, D, with the understanding that (6.86)
is an approximate differentiation algorithm implemented in the software that yields
a sequence of values, v(k), k D 0; 1; 2; : : : , that approximate the continuous
derivative, ẏ(t), at the sampling times, tk , k D 0; 1; 2; : : : .
For the integrator, in the continuous domain,
Z t
x.t/ D e ./ d (6.87)
0

Again a numerical approximation is needed using the available samples, e(tk ),

e .tk1 /, : : : , and several methods are available based on a polynomial fit, p(),
to the points. The integral of the polynomial function is evaluated analytically from
 D t0 to  D t1 , then from  D t1 to  D t2 and so on. In this way, the approximate
integral is updated recursively as
Z tk
x.k/ D x .k  1/ C p ./ d: (6.88)
tk1

In this case, only the points, e(tk ) and e .tk  1/, are utilised. As for the differentiator,
the polynomial is of first degree, i.e. a straight line fit, as shown in Fig. 6.15.
442 6 Discrete Control of LTI SISO Plants

Fig. 6.16 Euler integral

c e (τ )
b
approximation e ( tk )
p (τ )

h
a d
0 tk −1 tk τ

a b
Q (s) V (s) Q (s) K X (s)
Ks
s

Fig. 6.17 Combined elements of control system block diagrams. (a) Differentiator with gain.
(b) Integrator with gain

The integral in (6.88) is the area of the trapezoid, abcd, in Fig. 6.15. Hence (6.88)
may be written as x.k/ D x .k  1/ C 12 Œe .tk / C e .tk1 / h. In the notation used
for the software implementation, this is

x.k/ D x .k  1/ C 12 Œe.k/ C e .k  1/ h (6.89)

The simpler but less accurate Euler integration algorithm is included as it is

commonly found. This uses only the current sample, e(k), to calculate the next
contribution to the integral, as the area of a rectangular strip as shown in Fig. 6.16.
In this case, p() is a polynomial of degree zero, i.e. a constant, p ./ D e .tk /
and the integral of (6.88) becomes the area of the rectangle, abcd. Then

x.k/ D x .k  1/ C e.k/h: (6.90)

Since differentiators and integrators are commonly combined with constant gains
in control system block diagrams, they can be treated as basic elements to shorten
the derivations of control algorithms. First, the common variable, E(s), may be
eliminated between Fig. 6.13b, c to form the block of a differentiator with gain
as shown in Fig. 6.17a.
The corresponding algorithm is then obtained by eliminating e(k) and e .k  1/
between (6.83), (6.89) and the equation,

e .k  1/ D Kq .k  1/ ; (6.91)

which follows from (6.83). Then substituting for e(k) and e .k  1/ in (6.86) using
(6.83) and (6.91) yields

K
v.k/ D Œq.k/  q .k  1/ (6.92)
h
6.5 Discrete Control for Small Iteration Intervals 443

Second, the common variable, E(s), may be eliminated between Fig. 6.13 (b) and
(d) to form the block of an integrator with gain as shown in Fig. 6.17b. The
corresponding algorithm is then obtained by eliminating e(k) and e .k  1/ between
(6.83), (6.91) and (6.89), taking the trapezoidal integration algorithm. Thus

x.k/ D x .k  1/ C 12 Œq.k/ C q .k  1/ Kh: (6.93)

6.5.3 Discrete Controller Block Diagrams for Simulation

This subsection provides the means of setting up simulations with discrete elements
using software such as SIMULINK® . This requires block diagrams of the control
system with dynamic elements represented using z-transforms. Consider initially
the following Laplace transforms of the differentiation and integration operations
with zero initial conditions.
 
dx.t/
L D sL fx.t/g D sX.s/ (6.94)
dt

and
Z t 
1 1
L x ./ d D L fx.t/g D X.s/ (6.95)
0 s s

The analogous relationships between the discrete domain and the z-domain are

Z fx .k C 1/g D zZ fx.k/g D zX.z/ (6.96)

and
1
Z fx .k  1/g D z1 Z fx.k/g D X.z/ (6.97)
z

The background theory of the z-transform is given in Sect. 6.6. For the purpose
of this subsection, however, it is only necessary to be aware of relationship (6.97),
since the block diagram of any linear discrete dynamical system can be formed from
just three types of basic element, i.e. summing junctions, constant gains and blocks
with transfer function, 1/z, which correspond to (6.97) and are elements with fixed
iteration periods of h seconds, as shown in Fig. 6.18.

Fig. 6.18 Delay element and X (z) 1 z −1 X ( z )

the associated notation
{x ( k )} z {x ( k − 1)}
444 6 Discrete Control of LTI SISO Plants

a b {x ( k )}
{q ( k − 1)}
{q ( k )} 1 + K {v ( k )} {q ( k )} 1 Kh + 1 {x ( k − 1)}
z − h z + + 2 + z
{q ( k − 1)}
Fig. 6.19 Discrete approximations of continuous dynamic elements. (a) Approximate differentia-
tor with gain. (b) Approximate integrator (trapezoidal) with gain

Plant
Yr ( s ) KI X ( s ) U (s) b0 Y (s)
+ − s + − + − s 2 + a1s + a0
KP KD s

Fig. 6.20 Equivalent continuous control system block diagram

The signal notation shown above the arrows is correct as the block diagram is
strictly in the z-domain. The simulation software, however, contains blocks labelled
with z-transfer functions although it does not operate in the z-domain. The time
domain variables used in simulations are shown in curly parentheses below.
Figure 6.19 shows block diagrams of the differentiator with gain defined by
(6.92) and the integrator with gain defined by (6.93).
Example 6.2 Position control of a throttle valve for an internal combustion engine
The plant model taken here is the linearised and reduced-order version of the
detailed throttle valve model developed in Chap. 2, Example 2.1. A discrete IPD
controller is to be developed from the continuous one shown in Fig. 6.20.
The controller will be designed for a specified settling time, Ts , with zero
overshoot using the 5 % settling time formula, following the pole placement method
of Chap. 4, Sect. 4.5. In this case, the closed-loop characteristic polynomial is
3
h b0
KI

i
s C a1 s 2 C a0 s 1  s 2 Ca1 sCa0
KD s  KP  s (6.98)
D s 3 C .a1 C b0 KD / s 2 C .a0 C b0 KP / s C b0 KI ;

which is also required to be

 n ˇ
1:5 .1 C n/ ˇ
sC ˇ D .s C p/3 D s 3 C 3ps 2 C 3p 2 s C p 3 ; (6.99)
Ts ˇ
nD3

where p D 6=Ts. Equating (6.98) and (6.99) then yields the controller gains as

p3 3p 2  a0 3p  a1
KI D ; KP D and KD D : (6.100)
b0 b0 b0
6.5 Discrete Control for Small Iteration Intervals 445

{ yr ( k )} {u ( k )} { y ( k )}
1 KI h + 1 Plant
+ − z + + 2 + + −+ − z S
s/h G (s) s/h
1 computational
z KD delay
KP
h
+ 1
− z

Fig. 6.21 Simulation block diagram for discrete controller applied to continuous plant

Figure 6.21 shows a simulation block diagram corresponding to Fig. 6.20 in which
the integral and differential terms have been replaced by the equivalent
discrete

elements of Fig. 6.19, with the appropriate gains, and G.s/ D b0 = s 2 C a1 s C a0 .

The two options of either allowing a whole iteration period for the computational
delay or assuming that the computational delay is negligible are catered for by the
switch, S. The mixture of Laplace and z-transfer functions is not strictly correct
but is shown as it follows the notation used in software such as ©MATLAB-
SIMULINK, which really represents the real-time elements being simulated. Hence
some of the discrete variables are indicated in parenthesis. The blocks marked, s/h,
represent sample and hold functions that are included in the software.
The author thanks Delphi Diesel for the data that gives the following plant
parameters. a0 D 68:1845, a1 D 104:8611 and b0 D 124:0962.  The plant poles are
the roots of s 2 C a1 s C a0 D 0, i.e. s1; 2 D 104:2068 s 1 and  0:6543 s 1 .
The specification for settling time given by Delphi is Ts D 0:1 Œs . In view of (6.99),
the magnitude of the triple closed-loop
 pole of the equivalent continuous system is
1
p D 6=T s D 6=0:1 D 60 s . In this case, jsmax j D max f104:2; 0:6543; 60g D
104:2 s1 . In this case, the plant is critical in determining the maximum
recommended iteration interval, which is hmax D 1= .5 jsmax j/ D 0:002 Œs
[Criterion 6.1]. This is well above the value of h D 0:001 Œs used in this
application.
Figure 6.22 shows simulated step responses assuming negligible computational
delay for the control algorithm, for which the switch, S, in Fig. 6.21 is in the upper
position.
Here, y(t) is the controlled plant output, ys (t) is the sampled and held version of
y(t) and yec (t) is the output of the equivalent continuous control system upon which
the discrete control system design is based.
In Fig. 6.22a, b, c, Ts D 0:1 Œs . In Fig. 6.22d, e, f, the prescribed settling 1 
time has been reduced to Ts D 0:025 Œs , yielding 1  p D 6=Ts D 240 s ,
jsmax j D max f104:2068; 0:6543; 240g D 240 s . Now the closed-loop poles
of the equivalent closed-loop system required to produce the shorter settling time
determine hmax , yielding hmax D 1= .5 jsmax j/ D 0:0008 Œs .
446 6 Discrete Control of LTI SISO Plants

Key: ∗Ts = 0.1[s], hmax = 0.002[s], ∗∗Ts = 0.025[s], hmax = 0.0008[s]

a b c
1 1
yr (t ) yr (t ) 1 y (t )
0.8 0.8 0.8
r
0.6 y (t ), ys (t ), 0.6 y (t ) 0.6
y (t ) yec (t )
0.4 yec (t ) 0.4 yec (t ) ys (t )
0.4
0.2 0.2 0.2
ys ( t )
0 0 0
0 0.05 0.1 0.15 0.2 0 0.05 0.1 0.15 0.2 0 0.05 0.1 0.15 0.2
t [s] t [s] t [s]
h = hmax ∗ h = 5hmax ∗ hcrit = 13hmax ∗
d e f
1 1 1
yr (t ) yr (t ) yr (t )
0.8 0.8 0.8
0.6 y (t ), ys (t ), 0.6 y (t ) ys ( t ) 0.6 y (t ) ys (t )
0.4 yec (t ) 0.4 0.4 yec (t )
yec (t )
0.2 0.2 0.2
0 0 0
0 .01 .02 .03 .04 .05 0 .01 .02 .03 .04 .05 0 .01 .02 .03 .04 .05
t [s] t [s] t [s]
h = hmax ∗∗ h = 2hmax ∗∗ hcrit = 2.75hmax ∗∗

Fig. 6.22 Step responses with discrete IPD controller for different iteration intervals assuming
negligible computational delay

In Fig. 6.22a, d, h D hmax and, as required, y.t/ Š yec .t/, the difference not
being visible on the scales of the complete transient. Figure 6.22b, e show the effect
of increasing h considerably beyond hmax , where the difference between y(t) and
yec (t) becomes visible, The settling time specification is still satisfied and this may
be sufficient for some applications. It would, however, cause unacceptable errors
in high-precision motion control applications with a continuously varying reference
input, yr (t), using a zero dynamic lag pre-compensator (Chap. 13). In Fig. 6.22c, f,
h has been taken up to the critical value, hcrit , bringing the system to the verge of
instability. Increasing h further would result in oscillatory instability similar to that
of Fig. 6.6c but not necessarily at a frequency of 1/(2h), which would be caused by
a real negative pole outside the unit circle. The constant amplitude oscillations in
Fig. 6.23c, f are at a lower frequency, indicative of complex conjugate poles on the
unit circle.
The simulations presented in Fig. 6.23 correspond to those of Fig. 6.22, but with
a time delay of h seconds by moving the switch, S, to the lower position in Fig. 6.21,
representing time allowed for the control computations in the real application.
The marked contrast with Fig. 6.22 is the much reduced stability margins, hcrit 
hmax , due to the destabilising effect of the time delay.
6.5 Discrete Control for Small Iteration Intervals 447

Key: ∗Ts = 0.025[s], hmax = 0.002[s], ∗∗Ts = 0.025[s], hmax = 0.0008[s]

a b c
1 1
yr (t ) yr (t ) 1
0.8 0.8 y (t )
0.8 r
0.6 y ( t ), y ( t ), 0.6 y ( t )
s
yec (t ) 0.6 y (t ) yec (t )
0.4 yec (t ) 0.4 0.4
0.2 0.2 0.2 ys ( t )
ys ( t )
0 0 0
0 0.05 0.1 0.15 0.2 0 0.05 0.1 0.15 0.2 0 0.05 0.1 0.15 0.2
t [s] t [s] t [s]
h = hmax ∗ h = 2hmax ∗ hcrit = 3.96hmax ∗
d e f
1 1 1
y (t ) yr (t ) yr (t )
0.8 r 0.8 0.8
0.6 y (t ), ys (t ), 0.6 y (t ) ys ( t ) 0.6 y (t ) ys ( t )
0.4 yec (t ) 0.4 0.4 yec (t )
yec (t )
0.2 0.2 0.2
0 0 0
0 .01 .02 .03 .04 .05 0 .01 .02 .03 .04 .05 0 .01 .02 .03 .04 .05
t [s] t [s] t [s]
h = hmax ∗∗ h = 1.1hmax ∗∗ hcrit = 1.25hmax ∗∗

Fig. 6.23 Step responses with discrete IPD controller for different iteration intervals allowing one
iteration interval for control computations

6.5.4 Control Algorithms and Flow Charts

This subsection is provided for those who wish to generate their own real-time
control software rather than employ a system such as ©dSPACE. Once a control
system block diagram has been formed, such as that of Fig. 6.21, the controller
may be separated from the diagram and converted to a control algorithm. This is
accomplished as follows. First, the controller usually contains dynamic elements
such as an integral term, a differential term, or noise filters. In the discrete domain,
the basic building block for dynamic elements is the delay block with transfer
function, 1/z. These blocks are in some ways analogous to the pure integrator in the
continuous domain, so similarly, their outputs are the state variables of the controller
and are labelled, xc1 (k), xc2 (k), : : : . Then the set of discrete equations relating these
state variables to one another and to the reference input, yr (k), the control output,
u(k), the controlled output, y(k), and any other measured state variables from the
plant are written down. In a few cases, such as a linear state feedback controller
in which all the state variables, xi (k), i D 1; 2; : : : ; n, are measured, if the digital
processor is sufficiently fast to ignore the computational delay, the discrete equation
of the controller is simply

u.k/ D Ryr .k/  k1 x1 .k/      kn xn .k/ (6.101)

448 6 Discrete Control of LTI SISO Plants

where R is the reference input scaling coefficient, usually set to give a unity
closed-loop DC gain and ki , i D 1; 2; : : : ; n, are the state feedback gains. If the
computational delay cannot be ignored and a whole iteration interval is allowed for
the computations, then a delay element is introduced such as by moving the switch,
S, to the lower position in Fig. 6.21, in which case u(k) becomes a state variable. Let
this be xc1 (k), then (6.101) is replaced by

xc1 .k C 1/ D Ryr .k/  k1 x1 .k/      kn xn .k/ (6.102)

u.k/ D xc1 .k/ (6.103)

In this case, the controller is a dynamic one of first order, comprising the first-order
difference equation (6.102) and the output equation (6.103).
The iteration index (sample number), k, is a notation in the above discrete
equations for indicating at which point in time variables are updated. It is not used in
the software implementing the controller. Instead, the order in which the instructions
of the programme are written, and the instructions themselves determine such
timing. For this an alternative notation will be developed in which k is eliminated
and the discrete equations of the controller become a set of instructions in a
computer programme, i.e. a control algorithm. This will be expressed in the form of
a flow chart enabling implementation with any chosen programming language.
The general set of equations for a discrete linear SISO controller may be written,

xc .k C 1/ D Ac xc .k/ C br yr .k/
u.k/ D cTc xc .k/ C cTp y.k/ C Ryr .k/ (6.104)

where xc .k/ 2 <nc is the controller state; y 2 <m is a set of measured plant state
variables including the controlled output, which may be chosen as y1 (k); yr (k) is the
reference input; and Ac 2 <nc nc , br 2 <nc 1 , cTc 2 <1nc , cTp 2 <1m and R are
the controller constants. As already indicated in Sect. 6.2, k represents the present
discrete time, so that all the discrete variables appended by (k) are the current ones.
Variables appended by .k C 1/ are ‘new’. To change to the notation of the control
algorithm, (k) is dropped from the current variables and .k C 1/ is replaced by a
subscript ‘new’. Then (6.104) is replaced by

xc new D Ac xc C br yr (6.105)

u D cTc xc C cTp y C Ryr : (6.106)

Figure 6.24 shows the corresponding flowchart.

In the real-time control software, the RHS of (6.105) is evaluated, followed by
the RHS of (6.106). For the initial iteration of the controller the question has to be
6.5 Discrete Control for Small Iteration Intervals 449

Fig. 6.24 Flow chart for

general discrete SISO linear Initialisation
control algorithm xc = 0

Read
Yes
measurements
No τ ≥h y
?

Receive
Increment timer: reference input,
τ = τ + δτ
yr

Compute controller
Reset timer: state and output:
τ =0 x c new = A c x c + b r y r
u = c Tc x c + c pTy + Ry r
Update
controller state:
x c = x c new Output
control variable,
u

asked of whether or not the information is available for the evaluation. If not, then
an initial value has to be chosen and set up before loop closure, i.e. the starting of
the controller once connected to the plant. This is initialisation. Taking each term
one at a time, the evaluation of Ac xc requires an initial value of the controller state,
xc . Usually, this is set to zero. The term, br yr , requires yr , which may assumed to
be available from a reference input generator, or a user. The term, cTc xc , may now
be computed as the controller state, xc , has been initialised. The term, cTp y, can
be evaluated, assuming that the plant instrumentation providing the measurement
vector, y, has been turned on. Finally, the term, Ryr , can be evaluated since the
reference input, yr , has already been stated as being available. So the only variables
of a control algorithm requiring initialisation are its internal state variables.
It is important to note the elements in the return path of the flow chart, i.e. the
controller state update and the timer that keeps the sampling and controller iterations
repeating at the correct intervals of h seconds. The timing increment, , is chosen
such that h/ is an integer so that this timing is precise.
450 6 Discrete Control of LTI SISO Plants

{xc4 ( k + 1)} {xc4 ( k )} {xc1 ( k + 1)} {xc1 ( k )}

{ yr ( k )} 1 KI h + 1 {u ( k )}
+ − z + + 2 + + − + − z
1
z
KP KD h {xc2 ( k )} {xc2 ( k + 1)}
{xc3 ( k )} {xc3 ( k + 1)} −
1
+ z { y ( k )}

Fig. 6.25 Discrete state-space block diagram of IPD controller

Example 6.3 Algorithm and flow chart for an IPD controller

The starting point here is the discrete state-space block diagram of the IPD
controller contained in Fig. 6.21. The version including the computational delay
allowance is taken. This is shown in Fig. 6.25 together with all the variables
needed. The discrete equations of the controller may be written by inspection of
this diagram. First the state difference equations are as follows.

xc1 .k C 1/ D K2I h Œxc4 .k/ C yr .k/  y.k/  KP y.k/  KD

h Œy.k/  xc2 .k/
xc2 .k C 1/ D y.k/
xc3 .k C 1/ D xc3 .k/ C K2I h Œxc4 .k/ C yr .k/  y.k/
xc4 .k C 1/ D yr .k/  y.k/

u.k/ D xc1 .k/ (6.107)

The corresponding equations for forming the control algorithm are

9
xc1new D K2I h Œxc4 C yr  y  KP y  KD
Œy  xc2 >
>
h >
>
xc2new D y.k/ >
=
xc3new D xc3 .k/ C K2I h Œxc4 C yr  y (6.108)
>
>
xc4new D yr  y >
>
>
;
u D xc1

Figure 6.26 shows the flow chart for the control algorithm, including the introduc-
tion of two intermediate variables to avoid repeated terms for efficient computation.

The discrete control systems described so far are synchronous and are in
common use with microprocessors and DSPs. It is possible, however, to have an
6.5 Discrete Control for Small Iteration Intervals 451

Initialisation
xc1 = xc2 = xc3 = xc4 = 0

Read
Yes
measurement
No τ ≥h y
?

Receive
Increment timer: reference input,
τ = τ + δτ
yr

Compute controller state and output:

Reset timer: e = yr − y; f = xc4 + e
τ =0
KI h K
xc1new = f − K P y − D [ y − xc2 ]
2 h
Update xc2new = y (k )
controller state:
KI h
xc1 = xc1new xc3new = xc3 (k ) + f
xc2 = xc2new 2
xc2 = xc2new xc4new = e
xc2 = xc2new u = xc1

Output
control variable,
u

Fig. 6.26 Flow chart for IPD control algorithm

asynchronous system in which the input data reading and control output are executed
as soon as the algorithm computations are completed. In this case, the increment
timer of Figs. 6.24 and 6.26 is not needed. For example, a system taking full
advantage of field-programmable gate array (FPGA) implementation will be asyn-
chronous and will execute several parts of the algorithm simultaneously by means
of independently operating accumulators and adders. Under these circumstances,
h, will be highly variable for each of the functions being implemented in parallel
but typically much shorter than that set by Criterion 6.1.
452 6 Discrete Control of LTI SISO Plants

6.6 Discrete Control with Unlimited Iteration Intervals

6.6.1 Pole Placement Design with the Settling Time Formulae

6.6.1.1 Introduction

In Sect. 6.5, the pole placement design was carried out in the s-plane and con-
trollers implemented in the discrete domain using approximations to the continuous
dynamic elements, i.e. integrators and differentiators. This approach resulted in
satisfactory performance with the iteration interval, h, no greater than a maximum
value, hmax , according to Criterion 6.1 but could yield oscillatory behaviour for
higher values of h and would definitely suffer from instability beyond a higher
critical threshold, hcrit . In contrast, the method presented in this section entails pole
placement design in the z-plane. This is entirely free of these restrictions, in theory
imposing no upper limit on h.
It follows from Sects. 6.3 and 6.4 that given a continuous-time linear control
system with s-plane poles, si , i D 1; 2; : : : ; n, if the transformation formula,
z D esh , is applied to yield a set of corresponding z-plane poles, zi , i D 1; 2; : : : ; n,
satisfying

zi D esi h ; 1; 2; : : : ; n; (6.109)

then provided h < hmax according to Criterion 6.1, any discrete linear control system
having these poles will exhibit similar dynamic behaviour to the continuous-time
linear control system, referred to as the equivalent continuous linear control system.
This provides the basis for pole placement design of linear discrete control systems
in the z-plane.
At the sample points, the step response, ys (t), of the discrete system will coincide
with the step response, yce (t), of the equivalent continuous system if the z-transfer
function of the discrete system contains no zeros introduced by the discretisation
as opposed to zeros corresponding to those in the Laplace transfer function of the
continuous plant model [Sect. 6.3.3]. In presence of these zeros, ys (t) will approach,
but not equal, yce (t) at the sample points. This can be understood by considering that
these zeros depend on the plant parameters while the ideal closed-loop system has
been formulated independently of these plant parameters.
Since the control variable of the discrete system is constant over each iteration
period, the continuous plant output, y(t), will be according to the natural dynamics
of the plant and therefore be different to yce (t) during these periods. There remains,
therefore, the question of how the discrete system behaves for h > hmax . As will be
seen in the following subsections, the dynamic behaviour of ys (t) is non-oscillatory
if the equivalent continuous system behaviour is non-oscillatory and stability is
guaranteed with an accurate plant model.
6.6 Discrete Control with Unlimited Iteration Intervals 453

6.6.1.2 The Dead-Beat Step Responses

The s-plane poles of the equivalent continuous control system must have negative
real parts and finite or zero imaginary parts. Thus,

sk h D k h; k < 0; k D 1; 2; : : : ; for real poles

sl h D . l ˙ j!l / h; l < 0; l D 1; 2; : : : ; for complex conjugate poles;
(6.110)

For a given value of h, if the continuous control system is required to respond faster
with the same step response shape, then the s-plane poles are increased in magnitude
by a scaling factor,  > 1, (Chap. 4, Sect. 4.5.1). Then the corresponding z-plane
poles are given by (6.109) and (6.110) as

zk D e k h ; k < 0; k D 1; 2; : : : ; for real poles

zl D e. l ˙j!l /h D e l h Œcos .!l h/ ˙ j sin .!l h/ ; (6.111)
l < 0; l D 1; 2; : : : ; for complex conjugate poles

Suppose the violation of Criterion 6.1 is taken to an extreme such that jsi j h ! 1.
Then this is equivalent to letting  ! 1 in (6.111), which yields

zi ! 0; i D 1; 2; : : : ; n: (6.112)

It will therefore be of interest to investigate the dynamic character of linear discrete

control systems with all their poles located at the origin of the z-plane. It should
also be noted that it is feasible to design the controller to yield this pole location
regardless of any association with continuous-time control systems.
With the pole location of interest, the discrete SISO control system will have the
transfer function,

Y .z/ N.z/
D n ; (6.113)
Yr .z/ z

where N(z) is a polynomial that depends upon the specific application but has
degree, n  1 or less, for the same reason as in the Laplace domain, i.e. a real control
system cannot respond instantaneously to a step reference input change. Also, unity
DC gain is usually required. The DC gain in the Laplace domain is found by letting
s ! 0. Hence through (6.109), z ! 1 for discrete linear control systems. A unity
DC gain in (6.113) therefore requires N.1/ D 1. Next, (6.113) will be written as

Y .z/ b0 C b1 z C    C bn1 zn1

D ; (6.114)
Yr .z/ zn

where b0 C b1 C    C bn1 D 1.
454 6 Discrete Control of LTI SISO Plants

bn −1

+
b1
+
Yr ( z ) 1 Xn (z) 1 X2 (z) 1 X1 ( z ) + Y (z)
b0
z z z +

Fig. 6.27 State-variable block diagram of system with poles at the origin of the z-plane

The dynamic nature of the system will now be investigated for different orders.
For this, the discrete state-variable block diagram with transfer function (6.114)
shown in Fig. 6.27 will be used.

0; k < 0
Let yr .k/ D AH.k/ D , A D const: Then since the blocks with
A; k  0
transfer function, 1/z, represent delays of duration, h [s], and k increments by 1 every
h [s],

xn .k/ D AH .k  1/ ; xn1 .k/ D AH .k  2/ ;

(6.115)
: : : ; x2 .k/ D AH Œk  .n  1/ ; x1 .k/ D AH .k  n/ :

With zero initial state, when k D 1, xn (k) steps from zero to A and remains at this
value. When k D 2, xn1 .k/ similarly steps from zero to A and remains at this value.
Once k D n, x1 (k) steps from zero to A, by which time all the state variables are
constant at A. A discrete linear system of nth order with all of its poles at the origin
of the z-plane therefore has a step response that settles precisely in n steps, i.e. in a
finite period of nh seconds. It is important to realise, however, that this description
of the behaviour only applies at the sample points, as it is based on the z-transfer
function and difference equations that describe the behaviour only at the sample
points. The behaviour of x(t) and y(t) between the sampling points depends on the
plant pole locations in the s-plane. In the following subsection, examples of design
by pole placement that yield the same closed-loop z-transfer function for different
plants will be presented that exemplify this dependence.

6.6.1.3 Application of the Settling Time Formulae

If the settling time formulae of Chap. 4 are used, then the desired closed-loop poles
of a continuous linear control system are located at sc1; 2;:::; n D sc , where

1:5 .1 C n/ =Tsd for the 5 % criterion
sc D (6.116)
 1:6 .1:5 C n/ =Tsd for the 2 % criterion

and Tsd is the demanded settling time. The closed-loop poles of the linear discrete
control system in the z-plane are then zc1; 2;:::; n D zc , where, using (6.109),

zc D esc h : (6.117)
6.6 Discrete Control with Unlimited Iteration Intervals 455

It is evident from (6.117) that jzc j < 1 for Re .sc / < 0 and h > 0. Then as h ! 1,
zc ! 0, meaning that the multiple z-plane pole remains within the unit circle, i.e. the
region of stability, and approaches the origin of the z-plane, which is the most stable
location, as h is increased indefinitely. This is in complete contrast with the approach
of Sect. 6.5 in which one or two (complex conjugate) closed-loop poles reached the
unit circle at a finite critical value of h D hcrit and entered the unstable region outside
the unit circle as h increased beyond hcrit . In view of the previous subsection, as h !
1, the corresponding step response approaches a dead-beat response, which settles
precisely in a period of nh seconds but this situation is, of course, impracticable
as the dead-beat settling time would become infinite. Conversely, however, if h is
fixed and the settling time, Ts , is reduced, then as Ts ! 0, again zc ! 0, meaning
that the step response would approach the dead-beat response, precisely settling in
nh seconds, which is the shortest possible settling time of a linear discrete control
system for a given value of h.
The demanded settling time, Tsd of (6.116), would usually be set to the specified
settling time, Ts . If this results in the actual settling time, Tsa , being substantially
greater than Ts , then provided Tsd  nh, Tsd can be reduced until Tsa D Ts .

6.6.1.4 Following of the Equivalent Continuous System

Consider a linear discrete control system without any plant zeros whose equivalent
continuous system has the transfer function

Yec .s/ pcn

D : (6.118)
Yr .s/ .s C pc /n

where pc D sc and sc is given by (6.116). Then, using Table 3 in Tables, the
z-transfer function of the ideal discrete system, whose step response, yid (t), is the
sampled and held version of yec (t), is

X .pc /k1 @k1

n  
Yid .z/ z1 Did .z/
D1 D
n : (6.119)
Yr .z/ .k  1/Š @pck1 z  epc h z  epc h
kD1

The roots of Did .z/ D 0 are the discretisation zeros. The plant z-transfer function is

Y .z/ Dp .z/
D : (6.120)
U.z/ A.z/

If any linear controller is used that does not introduce zeros, then, assuming a DC
gain of unity, the closed-loop transfer function will be

n 
Y .z/ 1  epc h =Dp .1/ Dp .z/
D
n : (6.121)
Yr .z/ z  epc h
456 6 Discrete Control of LTI SISO Plants

In general, the discretisation zeros of the ideal and actual systems are not equal
because Dp (z) depends upon the plant parameters, while Did (z) does not. Hence,
ys .t/ ¤ yid .t/ meaning that the plant output, y(t), will not follow the output of the
equivalent continuous system perfectly at the sample points. The one exception is
n D 1 since in this case there are no discretisation zeros.

6.6.2 Pole Placement for Negligible Digital Processing Time

6.6.2.1 Introduction

Sometimes a control digital processor is required to share its computational capacity

with other tasks, such as data collection and processing for health monitoring,
resulting in a relatively large iteration interval, h. Also, the processor could be so fast
that TD [ref., Fig. 6.2] is relatively small. Both situations could result in TD << h.
Then the controller can be designed as if the control variable, u(k), is applied to the
plant at the same time that the measurement sample, y(k), is taken. This is assumed
throughout this subsection.
If the controller is formulated so that it contains a number of independent
parameters at least equal in number to the order of the control loop, then design
by pole assignment may be carried out. It must always be remembered, however,
that a perfect plant model does not exist. As for continuous-time control systems,
in some cases, the plant parameters must be quite accurate if the real system
response is to closely approach the theoretical ideal response. Simulation including
mismatch between the real plant and its model is therefore recommended before
implementation.
A generic discrete controller designable by pole assignment assuming negligible
computational delay is the linear state feedback controller. If the state, x(k), is
available from an LTI SISO plant defined by the discrete state-space model

x .k C 1/ D ˆ.h/x.k/ C §.h/u.k/
(6.122)
y.k/ D cT x.k/;

then the control law,

u.k/ D Ryr .k/  kx.k/; (6.123)

may be designed by pole assignment following similar lines to the design of the
continuous linear control systems of Chap. 3. Here x.k/ 2 <n ; the constant plant
matrices are ˆ.h/ 2 <nn , §.h/ 2 <n1 and cT 2 <1n ; and, in particular, the state
feedback gain matrix is k 2 <n1 , which permits complete pole placement. The
following subsections consider the design of first-, second- and third-order systems.
6.6 Discrete Control with Unlimited Iteration Intervals 457

Yr ( z ) 1−b Y (z)
Fig. 6.28 Discrete linear
control system for first-order +
R K DC
LTI plant − z −b

k1

6.6.2.2 First-Order Plants

With reference to Table 3 in Tables, the plant with Laplace transfer function,

Y .s/ a
D KDC (6.124)
U.s/ sCa

has the corresponding z-transfer function,

Y .z/ 1b
D KDC ; (6.125)
U.z/ zb

where b D eah . The linear state feedback control system is the proportional control
system shown in Fig. 6.28.
The closed-loop transfer function is

Y .z/ RKDC 1b

zb RKDC .1  b/
D D (6.126)
Yr .z/ 1 C k1 KDC 1b
zb
z  b C k1 KDC .1  b/

For a demanded settling time of Tsd seconds using the 5 % settling time
formula, the closed-loop pole of the equivalent continuous system is sc1 D
1:5 .1 C N / =Tsd jN D1 D 3=Ts. The corresponding z-plane pole is therefore

zc1 D esc1 h D e3h=Tsd (6.127)

The desired characteristic polynomial is then

z  zc1 (6.128)

Equating (6.128) with the denominator of (6.126) then yields

b  zc1
k1 D : (6.129)
KDC .1  b/
458 6 Discrete Control of LTI SISO Plants

For a closed-loop DC gain of unity,

Y .z/ RKDC 1 C k1 KDC

lim D D1)RD : (6.130)
z!1 Yr .z/ 1 C k1 KDC KDC

In the special case of the plant being a pure integrator, then the plant Laplace and
z-transfer functions are

Y .s/ 1 Y .z/ h
D KDC and D KDC (6.131)
U.s/ s U.z/ z1

where the DC gain is according to the general definition, KDC D lim s r G.s/, where
s!0
r is the plant type (Chap. 1). Then the closed-loop transfer function is

h
Y .z/ RKDC z1 RKDC h
D h
D (6.132)
Yr .z/ 1 C k1 KDC z1 z  1 C k1 KDC h

and equating (6.128) to the denominator of (6.132) yields

1  zc1
k1 D : (6.133)
KDC h

Finally, to achieve a unity closed-loop DC gain, setting z D 1 in (6.132) requires

R D k1 : (6.134)

Figure 6.29 shows step responses for the same plant parameters, a D 1 and
KDC D 1, a specified settling time of Tsd D 1 Œs and h D hmax , h D 5hmax and
h D 10hmax , where hmax is the maximum iteration period according to Criterion 6.1.
In this case, the plant pole is s1 D 1 and the closed-loop pole of the equivalent
continuous system is sc1 D 3=Tsd D 3. So hmax D 1= .5 jsmax j/ where jsmax j D
max .1; 3/ D 3, giving hmax D 1=15 D 0:067 Œs .
The step response, yec (t), of the equivalent continuous closed-loop system is the
same in each case and, as predicted theoretically, the controlled output, y(t), and
its sampled and held version, ys (t), coincide with yec (t) at the sample points. The
magnitude of the error, y.t/yec .t/, between the sample points increases with h but
the settling time specification is almost kept even for h D 10hmax . In Fig. 6.30, the
plant parameters are as in Fig. 6.29 and the iteration interval is kept at h D 0:2 Œs .
The demanded settling time is reduced in steps and the system remains well
behaved. Even with the unrealisable demand of Tsd D 0, the system ‘does its very
best’ and produces the response with the shortest possible settling time, i.e. the
dead-beat response that settles in a number of iterations equal to the system order.
As evident in Fig. 6.30c, y(t) settles in only one iteration. The sampled and held
version, ys (t), jumps to the demanded value at t D 0:2 Œs but y(t) rises exponentially
to the demanded value under a constant input calculated by the controller.
6.6 Discrete Control with Unlimited Iteration Intervals 459

a b c
yr (t ) yr (t ) yr (t )
1 1 1
yec (t ), yec (t ) yec (t )
0.8 y (t ) 0.8 0.8
0.6 0.6 ys ( t ) 0.6 ys ( t )
0.4 0.4 0.4 y (t )
ys (t ) y (t )
0.2 0.2 0.2
0 0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2
t [s] t [s] t [s]

Fig. 6.29 Step responses of first-order discrete LTI control system for different h values.
(a) h D hmax (b) h D 5hmax . (c) h D 10hmax

a b c
yr (t ) yr (t ) yr (t ), yec (t )
1 1 yec (t ) 1
0.8 0.8 ys ( t ) 0.8
0.6 0.6 0.6 ys ( t )
0.4 ys ( t ) 0.4 0.4 y (t )
0.2 0.2 y (t ) 0.2
0 0 0
0 0.5 1 1.5 2 0 0.2 0.4 0.6 0.8 0 0.1 0.2 0.3 0.4
t [s] t [s] t [s]

Fig. 6.30 Step responses of first-order discrete LTI control system for different Tsd values.
(a) Tsd D 1[s] (b) Tsd D 0.3[s] (c) Tsd D 0[s]

a b c
1 yr (t ) 1 1
yr (t ) yr (t )
0.8 y (t ) ys ( t ) 0.8 ys ( t ) 0.8 ys (t )
0.6 0.6 0.6
0.4 yec (t ) 0.4 yec (t ) 0.4 yec (t )
0.2 0.2 y (t ) 0.2
y (t )
0 0 0
0 0.2 0.4 0.6 0.8 0 0.2 0.4 0.6 0.8 0 0.2 0.4 0.6 0.8
t [s] t [s] t [s]

Fig. 6.31 Step responses of first-order discrete LTI control system with different plant poles.
(a) s1 D 10[s1 ] (b) s1 D 0[s1 ] (c) s1 D C10[s1 ]

Figure 6.31 demonstrates the variations in the behaviour of y(t) between the
sample points for different plants controlled to have the same equivalent continuous
system step response with a 5 % settling time of Tsd D 0:4 Œs .
In Fig. 6.31a, the plant pole has been chosen
larger than the equivalent continuous
closed-loop pole at sc1 D 3=0:4 D 7:5 s1 so that the exponential segments of
y(t) have a shorter time constant, i.e. the plant time constant, than the time constant
of the exponential step response, yec (t), in contrast with Figs. 6.29 and 6.30. This is
460 6 Discrete Control of LTI SISO Plants

the reason for y(t) lying above yec (t) between the sample points. In Fig. 6.31b, the
plant is a pure integrator resulting in y(t) comprising a set of contiguous straight line
segments between the sample points. Finally, Fig. 6.31c demonstrates the ability of
the control technique to handle unstable plants. The growing exponential segments
of y(t) between the sample points where the plant input is constant may be clearly
seen. The controller makes these fit the equivalent continuous closed-loop system
step response, yec (t), at the sample points.
As pointed out in Sect. 6.6.1.4, there are no discretisation zeros to cause a
mismatch between the closed-loop z-transfer function and the ideal z-transfer
function corresponding to the Laplace transfer function of the equivalent continuous
system (Table 3 in Tables). This results in y.t/ D yec .t/ at the sample points, as
shown in Figs. 6.29, 6.30, and 6.31.
On a pragmatic basis, it must be mentioned that the system may be quite sensitive
to plant modelling errors for the relatively long iteration intervals used for the above
demonstrations. It is therefore recommended to test this sensitivity by simulation
with mismatched plant parameters during the control system design process.

6.6.2.3 Second-Order Plants

The following underdamped second-order plant model without finite zeros will be
taken, with transfer function,

Y .s/ KDC !n2 a2 C b 2

D 2 D KDC ; (6.135)
U.s/ 2
s C 2
!n s C !n .s C a/2 C b 2

where KDC is the DC gain,

is the damping ratio satisfying 0 <
< 1 and ! n is
the undamped natural frequency. The parameterisation using a and b simplifies the
corresponding z-transfer function, which is

Yid .z/ b1 z C b0
D 2 (6.136)
U.z/ z C a1 z C a0



where b1 D KDC 1  eah c C ab s , b0 D KDC e2ah  eah c  ab s , c D
cos.bh/, s D sin.bh/, a1 D 2e2ah cos.bh/ and a0 D e2ah . Also from (6.135),

a D
!n (6.137)

and
p
a2 C b 2 D !n2 ) b D !n 1 
2 D !d (6.138)

where ! d is the damped natural frequency, i.e. the actual frequency of oscillation.
The zero at z D b0 =b1 is a discretisation zero as the plant transfer function (6.135)
has no finite zeros (Sect. 6.3.3.2).
6.6 Discrete Control with Unlimited Iteration Intervals 461

b1
Yr ( z ) + + U (z) + 1 1 + Y (z)
R b0 K DC
− − − z z +
+ X2 (z) X1 ( z )
k1 k2 a1
+
a0

Fig. 6.32 Linear state feedback control law applied to discrete linear second-order SISO plant

Figure 6.32 shows a linear state feedback control law applied to the discrete state-
variable block diagram of the plant in the controller canonical form, which renders
the gain determination straightforward.
The closed-loop transfer function is

b1 b0
Y .z/ z C z2 RKDC .b1 z C b0 /
D RKDC : h iD 2 :
Yr .z/ 1   .k2 C a1 / 1z  .k1 C a0 / z12 z C .k2 C a1 / z C k1 C a0
(6.139)

To achieve a non-overshooting step response of the equivalent continuous system

with a demanded 5 % settling time of Tsd , the closed-loop poles in the s-plane are
ˇ
1:5 .1 C N / ˇˇ 4:5
sc1; 2 D ˇ D (6.140)
Tsd N D2 Tsd

The corresponding z-plane poles according to (6.117) are

zc1; 2 D e sc1; 2 h D zc1 D e4:5h=Tsd (6.141)

Hence the desired characteristic polynomial of the discrete control system is

.z  zc /2 D z2  2zc z C z2c : (6.142)

The equations for the controller gains are obtained by equating polynomial (6.142)
with the denominator of (6.139). Thus

k1 D z2c  a0 (6.143)

and

k2 D  .a1 C 2zc / : (6.144)

462 6 Discrete Control of LTI SISO Plants

Assuming a closed-loop DC gain of unity, from (6.139),

Y .z/ RKDC .b1 C b0 / 1 C a0 C a1 C k1 C k2

lim D1D )RD :
z!1 Yr .z/ 1 C k2 C a1 C k1 C a0 KDC .b1 C b0 /
(6.145)

Regarding Sect. 6.6.1.4, the ideal discrete control system transfer function
corresponding to the equivalent continuous system transfer function,
 2
Yec .s/ 4:5=Tsd
D ; (6.146)
Yr .s/ s C 4:5=Tsd

is obtained from Table 3 in Tables as

Yid .z/ 1  e4:5h=Tsd  ahe4:5h=Tsd z C e9h=Tsd  e4:5h=Tsd C ahe4:5h=Tsd

D
2 :
Yr .z/ z  e4:5h=Tsd
(6.147)

The ideal discretisation zero is therefore located at

e4:5h=Tsd  e9h=Tsd  .4:5h=Tsd / e4:5h=Tsd

zid1 D : (6.148)
1  e4:5h=Tsd  .4:5h=Tsd/ e4:5h=Tsd

This depends only on h and Tsd , while, according to (6.139), the actual discretisation
zero is located at

b0 eah cos.bh/  ab sin.bh/s  e2ah

z1 D  D
; (6.149)
b1 1  eah cos.bh/ C ab sin.bh/
p
and this depends on h and the plant parameters, a D
!n and b D !n 1 
2 .
The denominators of (6.139) and (6.147) are identical but, clearly, z1 ¤ zid1 and
therefore the controlled output, y(t), cannot equal the continuous equivalent system
output, yec (t), at the sample points. It will now be shown, however, that as h ! 0
this following error tends to zero. For (6.148), since

e4:5h=Tsd D e˛h D 1  ˛h C 2Š1 ˛ 2 h2  : : : and

e9h=Tsd D e2˛h D 1  2˛h C 2Š1 4˛ 2 h2  : : : ;

1˛hC 12 ˛ 2 h2 : : : 12˛hC2˛ 2 h2  : : : ˛h 1˛hC 12 ˛ 2 h2

lim zid1 D lim
h!0 h!0 1  .1  ˛h C 12 ˛ 2 h2 /  ˛h .1  ˛h C 12 ˛ 2 h2 /
 12 ˛ 2 h2 C    C weighted sum of hq ; q  3
D lim D 1
h!0 12 ˛ 2 h2     C weighted sum of hq ; q  3
(6.150)
6.6 Discrete Control with Unlimited Iteration Intervals 463

For (6.149), since eah D 1  ah C 2Š1 a2 h2  : : : , e2ah D 1  2ah C 2Š1 4a2 h2  : : :,

cos.bh/ D 1  1 2 2
2Š b h C ::: sin.bh/ D bh  3Š1 b 3 h3 C : : : ;
and





1  ah C 12 a2 h2  : : : 1  12 b 2 h2 C : : :  ab bh  16 b 3 h3 C : : :  1Š2ahC2a2 h2 : : :
lim z1 D lim

a

h!0 h!0 1 1ahC 12 a2 h2 : : : 1 12 b 2 h2 C: : : C b bh 16 b 3 h3 C : : :
2

 1 a C b 2 h2 C weighted sum of hq ; q  3
D lim 2 D 1
h!0 1
.a2 C b 2 / h2 C weighted sum of hq ; q  3
2
(6.151)

Hence

lim z1 D lim zid1 ; (6.152)

h!0 h!0

indicating that as h is reduced, the discretisation zeros of the closed-loop system

become closer to the discretisation zeros of the ideal discrete system whose output,
yid (t), in real time coincides with the output, yec (t), of the equivalent continuous
system at the sampling points. So lim y.t/ D yec .t/.
h!0
Some simulations will now be presented, first to demonstrate the effect of
increasing the iteration period, h, starting with the maximum value according to
Criterion 6.1, for a fixed demanded settling time of Tsd D 0:5 Œs . The plant
parameters taken are
D 0:2, !n D 10 Œrad=s  and KDC D 1. The plant pole
magnitude is therefore js1; 2 j D !n D 10 s1 . For Tsd D 0:5 Œs , the closed-
loop  magnitude for the equivalent continuous system is jsc1; 2 j D 4:5=T
pole sd D
9 s1 . According to Criterion 6.1, jsmax j D max .js1; 2 j ; jsc1; 2 j/ D 10 s 1 and
then the minimum iteration interval guaranteeing a discrete system performance
similar to that of the continuous equivalent system is hmax D 1= .5 jsmax j/ D
0:02 Œs . Figure 6.33 shows the results.
These results agree with the foregoing analysis. The departure of y(t) from yec (t),
however, is negligible for h D hmax . Although this error is significant in Fig. 6.33c,
h is relatively large since there are only three samples over the transient duration
and, in contrast with the approach of Sect. 6.5, the system remains stable.
Figure 6.34 shows step responses with Tsd reduced in steps to zero.

a b c
1 1 1
yr (t ) yr (t ) yr (t )
0.8 y (t ) 0.8 0.8 ys (t )
ec yec (t ) yec (t )
0.6 y (t ) 0.6 0.6
ys (t ) y (t )
0.4 ys ( t ) 0.4 0.4
0.2 0.2 y (t ) 0.2
0 0 0
0 0.5 t [s] 1 0 0.5 t [s] 1 0 0.5 t [s] 1

Fig. 6.33 Step responses of second-order discrete LTI control system for different h values.
(a) h D hmax (b) h D 5hmax (c) h D 10hmax
464 6 Discrete Control of LTI SISO Plants

a b c
1 1 1
yr (t ) yr (t ) yr (t ), yec (t )
0.8 y (t ) 0.8 0.8
y (t ) ys (t )
0.6 0.6 0.6
y (t )
0.4 0.4 ys (t ) 0.4
ys ( t )
0.2 0.2 yec (t ) 0.2
yec (t )
0 0 0
0 1 2 t [s] 3 0 0.5 1 t [s] 1.5 0 0.5 t [s] 1

Fig. 6.34 Step responses of second-order discrete LTI control system for different Tsd values.
(a) Tsd D 1.6[s] (b) Tsd D 0.8[s] (c) Tsd D 0[s]

The iteration period is fixed at a relatively high value of h D 0:4 Œs to show

the behaviour of the underdamped plant during the periods of constant control. The
oscillatory behaviour is evident in all three cases but the plant is fully under control
as the amplitude of the oscillations is reduced from one iteration period to the next.
Figure 6.34c shows the dead-beat response resulting from setting the demanded
settling time to zero. Following the theory of Sect. 6.6.1.2, the controlled output is
brought to the constant demanded value without any subsequent changes in the state
variables in just two iterations.

6.6.2.4 Third- and Higher-Order Plants

If a complete set of state variables is available, then design by pole assignment

according to Sect. 6.6.1 may be carried out. Examples of third and higher order are
not given here as they are present in the section to follow, the design approach being
similar, while the need for all the state variables to be available is removed through
the use of polynomial control.
Although polynomial control is used with compensation for the computational
delay in the following section, it can also be used without such compensation,
resulting in a lower-order system, as will be seen in Example 6.4.

6.6.3 Computational Delay Allowance

6.6.3.1 Introduction

In Chap. 8, the observer will be introduced, the discrete version of which predicts
the plant state at the next sampling point, thereby allowing for the computational
delay. An alternative that does not require state estimation is presented here.
With reference to Sect. 6.2, if the period, TD , needed to produce a new control
value, is significant compared with h, a complete iteration period can be allowed for
the control computations. This effectively introduces a time delay of h seconds in
6.6 Discrete Control with Unlimited Iteration Intervals 465

Fig. 6.35 Insertion of delay

Yr (z ) Linear U c (z ) 1 U (z ) Plant Y (z )
element in control system to
allow computation time Controller z G (z )
Computational
Delay Element

the forward path of the control system, which can be represented on the z-transfer
function block diagram of the control system by inserting a block with transfer
function, 1/z, in the control channel, as shown in Fig. 6.35.
This creates an augmented plant with the computed control input, Uc (z), as
shown. If the plant order is n, the order of the augmented plant is n C 1. If the
linear controller contains dynamic elements and is of order, nc , then the total system
order is N D nc C n C 1. If the controller, such as the generic one presented in the
following subsection, contains N adjustable parameters that permit design by pole
placement, then the approach of Sect. 6.6.1 may be taken.

6.6.3.2 Discrete Polynomial Control

The polynomial controller of Chap. 5 lends itself very well to the discrete domain,
easily accommodating the computational delay element of Fig. 6.35. This is
essentially the same as the RST controller [3]. The general control system block
diagram is shown in Fig. 6.36.
All the algebraic considerations are identical to those presented in Chap. 5 for the
equivalent continuous control system but these are summarised in this subsection.
The only difference is in the setting up of the desired characteristic polynomial
for the pole placement, which follows Sect. 6.6.1. The purposes of the controller
polynomials are similar to those in the equivalent continuous control system but
since there are some differences, they are given in Table 6.1.
The closed-loop transfer function for Fig. 6.36 is

Y .z/ R.z/ B.z/

D : ; (6.153)
Yr .z/ P .z/ F .z/A.z/ C B.z/H.z/

The pole placement equation is then

F .z/A.z/ C B.z/H.z/ D D.z/ (6.154)

where
a 1
nX X
nb X
nf X
nh
na i i i
A.z/ D z C ai z ; B.z/ D bi z ; F .z/ D fi z and H.z/ D hi zi :
i D0 i D0 i D0 i D0
466 6 Discrete Control of LTI SISO Plants

Discrete Polynomial Controller Augmented

Yr ( z ) Uc ( z ) Y (z)
Pre- + 1 Plant
compensator
− F (z) B (z)
R (z) A( z )
P (z) H (z)

Fig. 6.36 Generic discrete polynomial control system

Table 6.1 Purposes of components of discrete polynomial controller

Component Purpose
H(z) To provide a minimal number of controller parameters for pole placement
1
F .z/
To render the controller causal and therefore realisable while introducing
sufficient controller parameters to support design by pole placement despite
the resulting increase in the overall system order
R(z) Dynamic lag pre-compensation (Chap. 13) or, in reduced form, as a
reference input scaling coefficient, r0 , to obtain the required DC gain
P(z) Compensation for the effects of plant zeros, otherwise set to unity

XN 1
Also, D.z/ D zN C di zi is the desired closed-loop characteristic polynomial,
i D0
where the overall system order is

N D na C nf (6.155)

and the constraint,

nf  nh D na  1 (6.156)

on the polynomial degrees applies. As in Chap. 5, once D(z) has been determined,
(6.154) can be solved for the coefficients of the controller polynomials, H(z) and
F(z) by means of the following matrix–vector equation.

(6.157)

This generic equation can be programmed and solved on a computer to avoid tedious
manual derivation of formulae for the controller parameters.
6.6 Discrete Control with Unlimited Iteration Intervals 467

It may be recalled from Chap. 5 that increasing nf beyond the minimum value
could enhance the filtering of measurement noise. Arguably, this is also true in
the discrete domain since the overall dynamics of the discrete polynomial control
system will be similar to that of the equivalent continuous polynomial control
system.
Once F(z) and H(z) have been determined and, if necessary, P(z) has been
determined for the pre-compensation, either R(z) is determined to eliminate the
dynamic lag (Chap. 13) or R.z/ D r0 , where r0 is set to achieve, usually, a closed-
loop DC gain of unity. Assuming the latter case, using (6.153),

Y .z/ r0 B.1/
lim D1) : D1)
z!1 Yr .z/ P .1/ F .1/A.1/ C B.1/H.1/ (6.158)
r0 D P .1/ ŒF .1/A.1/ C B.1/H.1/ =B.1/:

It should be noted that the element with transfer function, 1/F(z) introduces a
delay of nf h [s] in the response to the reference input and if the system is to be
designed to a specified settling time of Ts and the iteration interval, h, is a significant
proportion of Ts , then the delay can be compensated by setting the demanded settling
time in the formulae for the controller parameters to

Tsd D Ts  nf h: (6.159)

Example 6.4 Rigid-body spacecraft attitude control

The z-transfer function for one attitude control axis of a rigid-body spacecraft is

Y .z/ 1 bh2 .z C 1/
D 2 ; (6.160)
U.z/ .z  1/2

where b D Kw =J , Kw is the reaction wheel torque constant and J is the spacecraft

moment of inertia about the control axis. If a delay element is inserted in the control
channel to allow a whole iteration period for the control computations, then the
augmented plant transfer function is

Y .z/ 1 bh2 .z C 1/ b1 z C b0
D 2 2
D 3 (6.161)
Uc .z/ z.z  1/ z C a2 z2 C a1 z C a0

It is required to design a discrete polynomial controller of minimal order, with h D

1 Œs , to have a non-overshooting step response with a settling time of Ts seconds
according to the 2 % criterion. This settling time is to be set to the minimum value
such that the control variable magnitude peaks at 10 [V], which is the saturation
limit, for the largest slew manoeuvre of 180ı . Furthermore, it is required to find the
minimum value of h, and hence the settling time, that yields a dead-beat response for
the same slew manoeuvre and the same control saturation constraint. The purpose
of this is to determine if the slewing time can be shortened using dead-beat control.
468 6 Discrete Control of LTI SISO Plants


The plant parameters are given as J D 200 kg m2 and Kw D 0:1 ŒNm=V . Since
the controller is of minimal order, (6.156) yields

nf D nh D na  1 (6.162)

Since na D 3, nf D nh D 2 and therefore (6.155) yields N D na C nf D 5. From

(6.161), b1 D 12 bh2 , b0 D 12 bh2 , a2 D 2, a1 D 1 and a0 D 0. Then (6.157)
becomes

(6.163)

The method of Sect. 6.6.1 will be applied to determine the desired characteristic
polynomial coefficients. The pole value of the equivalent continuous system is

sc D 1:6 .1:5 C N / =Tsd D 10:4=Tsd: (6.164)

Then the z-plane pole value is

zc D esc h (6.165)

Let qc D zc . Then the desired characteristic polynomial is as follows.

z5 C d4 z4 C d3 z3 C d2 z2 C d1 z C d0
D .z C qc /5 D z5 C 5qc z4 C 10qc2 z3 C 10qc3 z2 C 5qc4 z C qc5 )
d4 D 5qc ; d3 D 10qc2 ; d2 D 10qc3 ; d1 D 5qc4 and d0 D qc5 :
(6.166)

Figure 6.37a shows the overall control system block diagram and Fig. 6.37b shows
the implementation block diagram of the controller. Note that by inspection of
(6.163), f2 D 1 and this immediately simplifies Fig. 6.37.
For a closed-loop DC gain of unity, noting that the zero pre-compensator is not
needed, (6.158) yields

r0 D Œ.1 C f1 C f0 / .1 C a2 C a1 C a0 / C .b1 C b0 / .h2 C h1 C h0 / = .b1 C b0 / :

(6.167)
6.6 Discrete Control with Unlimited Iteration Intervals 469

a Spacecraft
Yr ( z ) + 1 Uc ( z ) 1 U ( z ) Y (z)
r0 1
2
bh2 ( z + 1)
− z + f1 z + f0
2
z
( z − 1)2
h2 z2 + h1 z + h0

b f0
f1
Yr ( z ) − 1 − 1 Uc ( z )
r0
+ − z + − z + −
h0 h1 h2
Y (z)

Fig. 6.37 Discrete polynomial control of rigid-body spacecraft. (a) Control system block diagram.
(b) Implementation block diagram of controller

a b
10 3.5
[V]
3 yr (t )
u (t ) 2.5
5 yec (t )
[rad] 2
1.5 ys (t ),
0 1 y (t )
0.5 Tsd = 56 [s]
-5 0
0 20 40 60 t [s] 80 100 0 20 40 60 t [s] 80 100

Fig. 6.38 Minimum settling time slew with delay element, reaching control saturation. (a) Control
input applied to reaction wheel. (b) Controlled and e.c. system output

Next, h is fixed at 1 [s] and simulations of a step response with yr D  Œrad  180ı
carried out, adjusting Tsd until the peak value of u(t) just reaches 10 [V]. The optimal
demanded settling time was found to be Tsd D 56 Œs as shown in Fig. 6.38.
Figure 6.39 shows the dead-beat step response obtained with Tsd D 0 and
adjusting h so that u(t) just reaches saturation. The optimal value is h D 17:7 Œs .
The sampling times are shown by the vertical dotted lines. Following the theory
of Sect. 6.6.1.2, the system settles precisely in a number of iterations equal to
the system order, which is five in this case. Remarkably, after the delay of three
iterations, the transient is completed in just two further iterations, during which the
behaviour is identical to that of the time-optimal control of Chap. 9, the control
first saturating to impart the maximum angular acceleration until the spacecraft
attitude reaches the halfway point at the end of interval four, when the control
changes sign to the opposite saturation limit, imparting the maximum deceleration
to bring the spacecraft to rest at the correct attitude by the end of interval five.
470 6 Discrete Control of LTI SISO Plants

a b
10 3.5
u ( t) 3 yr ( t)
5 2.5
[V] [rad] 2 y( t)
0 1.5
1
-5 ys (t)
0.5
-10 0
0 20 40 60 80 100 0 20 40 60 80 100
t [s] t [s]

Fig. 6.39 Dead-beat slew without delay element, reaching control saturation. (a) Control input
applied to reaction wheel. (b) Controlled output

The behaviour of the nonlinear time-optimal controller, however, is only mimicked

by this linear controller. It must be realised that true time-optimal control from
any initial state and for any constant reference input can only be attained by this
controller for rest-to-rest manoeuvres and would require a new h value before every
manoeuvre.
Comparing Figs. 6.39b with Fig. 6.38b shows that the dead-beat control increases
the overall settling time but this is due to the initial delay of three iterations. This
delay can be explained by considering the closed-loop transfer function, which, after
the pole placement, is

Y .z/ 1 .z C 1/

D 2
5
D 12 z4 C z5 : (6.168)
Yr .z/ z

The corresponding difference equation is

y .k C 5/ D 12 Œyr .k C 1/ C yr .k/ : (6.169)


0; k < 0
Hence if yr .k/ D AH.k/ D where A is the demanded attitude angle,
A; k  0
then k D 1 gives y.4/ D A=2 and k D 0 gives y.5/ D A, agreeing with
Fig. 6.39b.
This appears to be a delay of 4h, which is true for the sampled and held plant
output, ys (t), but the continuous plant output, y(t), begins to respond at t D 3h.
The foregoing discussion has been useful in demonstrating the tolerance of
arbitrarily large iteration intervals when employing the discrete control system
design method using pole placement in the z-plane, but when applying this for dead-
beat control in the spacecraft application, it is really unnecessary to include the
delay element for the computational time allowance, as a modern digital processor
could carry out the control computations in a fraction of a millisecond, which is
negligible compared with 17.7 [s]. So it will be interesting to repeat the exercise
6.6 Discrete Control with Unlimited Iteration Intervals 471

a b
Spacecraft f0
Yr (z ) 1 U (z ) Y (z ) Yr (z) U (z )
r0 + 1
2
bh2(z + 1) r0
− 1
− z + f0 + − z + −
(z − 1)2
h0 h1
h1 z + h0 Y (z )

Fig. 6.40 Discrete polynomial spacecraft attitude control without delay element. (a) Control
system block diagram. (b) Controller implementation

using a discrete polynomial controller without the delay element. In this case, the
plant (6.160) replaces the augmented plant (6.161), whose z-transfer is

Y .z/ 1 bh2 .z C 1/ b1 z C b0
D 2 2
D 2 : (6.170)
Uc .z/ .z  1/ z C a1 z C a0

Then with na D 2, again assuming a minimal order controller, (6.162) yields nf D

nh D 1. The resulting control system block diagram is shown in Fig. 6.40.
The total system order is now N D na C nf D 3. From (6.170), b1 D 12 bh2 ,
b0 D 12 bh2 , a1 D 2 and a0 D 1. Then (6.157) becomes

(6.171)

Again using the 2 % settling time formula, the equivalent continuous system pole is

sc D 1:6 .1:5 C N / =Tsd D 7:2=Tsd : (6.172)

The corresponding z-plane pole, zc , is again given by (6.165). With qc D zc , the
desired closed-loop characteristic equation is

z3 C d2 z2 C d1 z C d0 D .z C qc /3 D z3 C 3qc z2 C 3qc2 z C qc3 )

(6.173)
d2 D 3qc ; d1 D 3qc2 and d0 D qc3 :

For a closed-loop DC gain of unity, (6.158) yields

r0 D Œ.1 C f0 / .1 C a1 C a0 / C .b1 C b0 / .h1 C h0 / = .b1 C b0 / (6.174)

The minimum settling time for which u(t) just reaches one of the saturation limits
of ˙10 ŒV is Tsd D 61:5 Œs , a slightly worse result than the system including the
delay element, which was Tsd D 61:5 Œs . The simulation is shown in Fig. 6.41a.
472 6 Discrete Control of LTI SISO Plants

a b 3.5
10
8 3 yr ( t )
[V] 2.5
6
4 [rad] 2 yec (t )
u(t ) ys ( t ) ,
2 1.5
0 1 y (t )
-2 0.5
Tsd = 61.5 [s]
-4 0
0 20 40 60 80 100 0 20 40 60 80 100
t [s] t [s]

Fig. 6.41 Minimum settling time slew without delay element, reaching control saturation.
(a) Control input applied to reaction wheel. (b) Controlled and e.c. system outputs

a b 3.5
10
3 yr ( t)
5 u ( t) 2.5 y ( t)
[V] [rad] 2
0 1.5
-5 1 ys ( t)
0.5
-10 0
0 10 20 30 40 50 60 0 10 20 30 40 50 60
t [s] t [s]

Fig. 6.42 Dead-beat slew without delay element, reaching control saturation. (a) Control input
applied to reaction wheel. (b) Controlled output

The reasoning is as follows. For a given settling time, the peak acceleration of the
step response, y(t), reduces as the order of the control loop increases. This requires
a larger peak in u(t). It follows that for a given peak value of u(t), the settling time
reduces as the order of the control loop increases.
Next, the dead-beat response is again obtained by setting Tsd D 0 and h is
adjusted so that u(t) reaches a control saturation limit. Again h D 17:7 Œs and a
behaviour similar to the time-optimal control of Chap. 9 results but delayed by only
one iteration period as the system order has been reduced from five to three and the
transient is therefore of duration, 3h, as shown in Fig. 6.42.

6.6.4 Discrete Integral Polynomial Control

Next, the inclusion of integral terms in the controller will be considered to eliminate
steady-state errors due to reference inputs and/or external disturbances (referred to
the control input and denoted du ) that are polynomial functions of time, constant
reference inputs or external disturbances being particular cases. The resulting
6.6 Discrete Control with Unlimited Iteration Intervals 473

Discrete Integral Polynomial Controller Du (z)

U (z) − Plant Y ( z)
Yr (z) Pre- + 1 U ′ (z) 1
B (z)
compensator
− F (z ) (z − 1)m +
R (z ) A ( z)
P (z ) H (z)

Fig. 6.43 Control system incorporating a polynomial integral controller

controller will be referred to as a discrete integral polynomial controller. A similar

controller has already been formed in the continuous domain in Chap. 5, Sect. 5.3.5,
and this entailed inserting a multiple integrator of order, m, in the control channel to
cater for reference input and external disturbance polynomials not exceeding m  1
in degree. This may be done in the discrete domain and the simplest approach is to
insert m blocks with z-transfer function, 1= .z  1/, which are discrete integrators
each with a gain of 1/h, that will be taken into account in the controller parameter
determination. The control system block diagram is shown in Fig. 6.43.
The procedure for calculating the parameters of this controller are the same as for
the basic polynomial controller. All that is needed is to regard the multiple integral
block as part of an augmented version of the plant with control input, U 0 (z).
Example 6.5 Discrete integral polynomial control of a combustion engine throttle
valve
The plant is the same as in Example 6.2. The armature inductance of the DC
motor is ignored, giving the following Laplace transfer function of the plant.

Y .s/ Kdc
D : (6.175)
U.s/ .1 C sT1 / .1 C sT2 /

The plant parameters (courtesy, Delphi Diesel Systems Ltd) are Kdc D 1:8136,
T1 D 0:5464 Œs and T2 D 0:0266 Œs . The discrete model will be determined for
h D 0:01 Œs . This is compatible with the specified settling time, Ts D 0:1 Œs (5 %
criterion). Referring to Table 3 in Tables yields
 
Y .z/ Kdc 1  eah 1  ebh
D b  a ; (6.176)
U.z/ ba z  eah z  ebh

where a D 1=T1 and b D 1=T2. A single integral term is required to avoid any
steady-state errors due to variations in the retention spring constant brought about
by temperature changes and ageing. Hence, the augmented plant transfer function is
obtained by multiplying (6.176) by 1= .z  1/. A further multiplication by 1/z will be
made to allow for the computational delay. The resulting augmented plant transfer
function also requires manipulation into the polynomial form for the controller
parameter determination. Thus
474 6 Discrete Control of LTI SISO Plants

Y .z/
Uc .z/




Kdc b 1eah a 1ebh zCa 1ebh eah b 1eah ebh

D :

ba z .z  1/ z  eah z  ebh

b1 z C b0
D
z4 C a3 z3 C a2 z2 C a1 z C a0
(6.177)




where b1 D ba Kdc

b 1  eah  a 1  ebh , b0 D ba Kdc
a 1  ebh eah



b 1  eah ebh , a3 D  1 C eah C ebh , a2 D eah C ebh C e.aCb/h ,

a1 D e.aCb/h and a0 D 0.
From (6.177), the augmented plant order is na D 4. Then, choosing the minimal
order polynomial controller, (6.156) yields nf D nh D na  1 D 3. The overall
system order is N D na C nf D 7, and therefore the equivalent continuous system
pole, using the 5 % settling time formula with a demanded settling time of Tsd , is

sc D 1:5 .1 C N / =Tsd D 12=Tsd: (6.178)

The corresponding z-plane pole, zc , is given by (6.165). With qc D zc , the desired
closed-loop characteristic polynomial is

z7 C d6 z6 C d5 z5 C d4 z4 C d3 z3 C d2 z2 C d1 z C d0 D .z C qc /7
D z7 C 7qc z6 C 21qc2 z5 C 35qc3 z4 C 35qc4z3 C 21qc5 z2 C 7qc6 z C qc7 )
d6 D 7qc ; d5 D21qc2 ; d4 D35qc3 ; d3 D35qc4 ; d2 D21qc5 ; d1 D 7qc6 and d0 D qc7 :
(6.179)

The matrix–vector equation for the controller parameters is

(6.180)

The control system block diagram is shown in Fig. 6.44a. The pre-compensator
consists of only the reference input scaling coefficient, r0 , in this case. Then setting
z D 1 in the closed-loop transfer function derived using Fig. 6.44a yields the
following expression for the reference input scaling coefficient:

.1Cf2 C f1 C f0 / .1Ca3 C a2 C a1 C a0 /C.b1 Cb0 / .h3 C h2 C h1 C h0 /

r0 D :
b1 C b0
(6.181)
6.6 Discrete Control with Unlimited Iteration Intervals 475

a De ( z )
Yr ( z ) Uc ( z ) 1 U ′( z ) 1 U ( z ) Y (z)
r0 +
1 Throttle

s/h
s/h
− z + f2 z + f1 z + f0
3 2
z z −1 Valve
s/h: sample/hold
h3 z3 + h2 z2 + h1 z + h0

b f0
f1
f2
Yr ( z ) − 1 − 1 − 1 Uc ( z )
r0
+ − z + − z + − z + −
h0 h1 h2 h3
Y (z)

Fig. 6.44 Discrete integral polynomial control of throttle valve. (a) Control system block diagram.
(b) Implementation block diagram of controller

a b
1 1
[rad] yr ( t ) [rad] yr ( t )
0.8 0.8
yec (t ) yec (t )
0.6 0.6
y (t ) ys ( t )
0.4 ys ( t ) 0.4 y (t )
0.2 0.2
Ts = 0.13 Ts = 0.13
0 0
0 0.1 0.2 0.3 0.4 0 0.1 0.2 0.3 0.4
t [s] t [s]
12
8
10
u (t ) u (t )
6 8
[V] [V]
4 6
4
2 2
0 0
0 0.1 0.2 0.3 t [s] 0.4 0 0.1 0.2 0.3 t [s] 0.4

Fig. 6.45 Step and disturbance response of discrete integral control of throttle valve. (a) Tsd D Ts .
(b) Tsd D Ts  3h

The external disturbance, De (z), has been included to demonstrate the correct
operation of the integral term.
Figure 6.45a shows a step response for Tsd D Ts D 0:13 Œs with a step
disturbance, de .t/ D 4h .t  0:2/ ŒV , which is one third of the control saturation
476 6 Discrete Control of LTI SISO Plants

limit. In this case, the delay of nf h D 3  0:01 D 0:03 Œs referred to at the end of
Sect. 6.6.3.2 is a significant proportion of Ts giving, according to (6.159), an actual
settling time of Tsa D Ts C 3h D 0:16 Œs .
The delay of 0.03 [s] between the equivalent continuous system response, yec (t),
and y(t) is clearly visible. The actual settling time, however, is made equal to the
specified value in (b) by using (6.159) setting Tsd D Ts  3h. The transient dip in
the position response caused by the step disturbance is reduced slightly in Fig. 6.45b
due to the increase in the controller gains brought about by reducing Tsd . The action
of the integral term in ensuring zero steady-state error is evident in both runs.

6.6.5 Control of Plants Containing Pure Time Delays

Pure time delays, sometimes called transport delays or dead times, arise in plants
through physical hardware limitations that fall into one of two basic categories.
These are described in the terms of an LTI plant model as follows.
(a) Sensor delay: The measurement which, for a linear system, is ideally y.t/ D
cT x.t/ is instead y.t/ D cT x .t  d /, where x is the plant state, cT is the
measurement matrix and  d is the sensor delay.
(b) Actuator delay: The effect of the control variable, u(t), on the plant state which,
for an LTI system, ideally obeys xP .t/ D Ax.t/ C bu.t/, where A is the plant
matrix and b is the input matrix, but instead obeys xP .t/ D Ax.t/ C bu .t  d /,
where  d is the actuator delay.
An example of category (a) is a steel rolling mill in which the roller force is varied
to regulate the thickness of the emerging strip of steel. Physical restrictions prevent
the thickness measurement transducer from being mounted at the same location as
the roller contact line on the strip. Instead it has to be mounted a distance, D, from
the contact line, resulting in a measurement time delay of d D D=v, where v is the
velocity of the emerging strip. An example of category (b) is a hot water cylinder
containing a heat exchanger. The cylinder has to be situated remotely from the
controlled boiler. Assuming that the water in the heat exchange circuit is maintained
at a velocity, v, in the pipework by a circulating pump and the distance the water has
to travel from the controlled heat source to the heat exchanger is D, then changes
of temperature at the boiler flow pipe are delayed by d D D=v before reaching the
heat exchanger.
Based on the well-known Laplace transform relationship,

L ff .t  d /g D e sd L ff .t/g (6.182)

a SISO LTI plant with a pure time delay can be modelled by the transfer function,

Y .s/
D Gp .s/esd ; (6.183)
U.s/
6.6 Discrete Control with Unlimited Iteration Intervals 477

De ( s )
Yr ( s ) U (s) − Plant Y (s)
Controller
+ Gp ( s ) e − sτ d

Smith Predictor
Yp ( s ) Yˆ ( s ) +
Gp ( s ) e − sτ d −
Ypc ( s ) + + E (s)

Fig. 6.46 Control of a plant with a pure time delay aided by Smith predictor

where Gp (s) is the plant transfer function that would model the plant in absence
of the pure time delay and esd is the transfer function of the pure time delay.
It is understandable that if a feedback control system was designed ignoring the
time delay, i.e. assuming the plant transfer function to be just Gp (s), then the
closed-loop system dynamics with plant transfer function (6.183) would deteriorate
with respect to that predicted without the time delay. In the extreme, time delays
can cause instability if ignored. The theoretical difficulty arising is that transfer
function (6.183) has an infinite number of poles and therefore renders the plant of
infinite order. Historically, the problem has been tackled starting with a finite-order
approximation such as the rth-order Pade approximation,

2
r
sd esd =2 1  s 2d C 2Š1 s 2 2d C    C rŠ1 s r 2d
e D s =2 Š
2
r ; (6.184)
e d 1 C s 2d C 2Š1 s 2 2d C    C .1/r rŠ1 s r 2d

and then the control system design can proceed with the resulting finite-order
plant model using any desired control technique, r being chosen such that, in the
frequency domain, the magnitude and phase of Gd (j!) are a good approximation
to the magnitude and phase of ej!d over the intended bandwidth of the control
system. This, however, can lead to a complicated, high-order solution, still with a
degree of uncertainty due to the approximation. O J M Smith [4] overcame this with
a different approach which could be regarded as a forerunner of model predictive
control [5]. This control scheme is shown in Fig. 6.46.
A real-time model of the non-delay part of the plant is used to produce a
prediction, Yp (s), of the plant output that will occur in real time as a measurement
 d seconds ahead in time. Then Yp (s) is fed back to the controller instead of Y(s)
so that the controller design can be based on Gp (s) alone. In addition, the time
delay is modelled to produce an estimate, Ŷ(s), of Y(s) that is used to form an
error, E.s/ D Y .s/  Y b.s/ that is added to the feedback signal, Yp (s), to form a
predicted and corrected output, Ypc (s). With a perfect plant model and zero external
disturbance, then E.s/ D 0 and the outer loop of Fig. 6.46 would have no effect
but it is important to note that in real time the plant output, y(s), is delayed by  d [s]
relative to the directly controlled yp (s). With a disturbance, De (s), referred to the
478 6 Discrete Control of LTI SISO Plants

plant input, however, E.s/ ¤ 0, so the outer loop is present to reduce the control
error, Y .s/Yr .s/, due to the disturbance and also to attempt compensation for plant
modelling errors. The method, however, can be sensitive to external disturbances
and modelling errors, particularly the delay time [6]. A discrete version of the Smith
predictor will be demonstrated in the following example.
In the discrete domain, applying the transformation, z D esh , to the transfer
function, esd , of the pure time delay, yields

esd D esh.d = h/ D zd = h (6.185)

as the z-transfer function of a pure time delay of  d seconds. Then if h is chosen

so that  d /h is an integer, q, which should be feasible, the z-transfer function of the
pure time delay becomes

Qd .z/ D zq : (6.186)

This renders the control system design in the discrete domain more tractable than in
the continuous domain, as the pure time delay contributes only a finite amount, q,
to the order of the plant model upon which the control system design is based. An
approach similar to but not identical to the Smith predictor will be taken using the
state observer in Chap. 8 but in the discrete domain.
Example 6.6 Discrete polynomial control of a heat exchanger aided by a Smith
predictor
A liquid is heated by passing it at a constant flow rate through a heat exchange
coil mounted within a steam jacket. The liquid temperature is measured at a point
remote from the heat exchanger and is controlled by varying the steam flow rate.
The Laplace transfer function of the heat exchanger is given as

Y .s/ Kdc esd

D (6.187)
U.s/ .1 C sT1 / .1 C sT2 /

where U(s) varies the steam flow rate, Y(s) is the temperature measurement, Kdc D
1 is the plant DC gain, T1 D 30 Œs is the time constant associated with the steam
jacket, T2 D 10 Œs is the time constant associated with the heat exchange coil and
 d is the pure time delay due to the distance between the heat exchanger and the
temperature measurement point with an estimate of Qd D 5 Œs .
A discrete integral polynomial controller with an additional delay for compu-
tational allowance, aided by a discrete Smith predictor, will now be designed to a
specification of zero overshoot and a settling time of Ts D 40 Œs . The sensitivity
with respect to errors in the estimate, Qd , of  d will be assessed.
First, the second-order part of the plant model with Laplace transfer function

Yp .s/ Kdc
D (6.188)
U.s/ .1 C sT1 / .1 C sT2 /
6.6 Discrete Control with Unlimited Iteration Intervals 479

Yr ( z ) Uc ( z ) 1 U ′( z ) 1 U ( z ) Y (z)
r0 +
1 Heat

s/h
s/h
− z + f2 z + f1 z + f0
3 2
z z −1 Exchanger
comp. integral s/h: sample/hold
delay term
h3 z3 + h2 z2 + h1 z + h0
Smith Predictor
b1 z + b0 Yp ( z ) 1 Yˆ ( z ) +
z − ( a1 + a2 ) z − a1
2
z5 −
Ypc ( z ) + E (z)
+

Fig. 6.47 Control of a heat exchanger with a pure time delay aided by a Smith predictor

will be converted to a discrete model with iteration period, h. Then the integral term
and computational delay element will be included. This results in an augmented
model of precisely the same form as in Example 6.5 but, of course, different values
of the coefficients. Thus

Yp .z/ b1 z C b0
D Gp .z/ D 4 (6.189)
Uc .z/ z C a3 z3 C a2 z2 C a1 z C a0

where the coefficients are given by the expressions of Example 6.5. This is the
transfer function used in the Smith predictor of Fig. 6.47. This will be assumed
to have no parametric estimation errors in this example. The iteration period will be
chosen as h D 1 Œs so q D Qd = h D 5. The pure time delay in the Smith predictor
therefore has a z-transfer function of 1/z5 .
The design of the polynomial integral controller with the computational delay
allowance will be as in Example 6.5 except for the demanded settling time. There
are two components of the output response delay. The first is the delay of nf h due
to the controller accounted for in (6.159) and the second is the pure time delay,  d ,
itself. In this example, the estimated time delay is d D 5h. Hence the demanded
settling time is Tsd D Ts  nf h  b d D 40  3
1  5
1 D 32 Œs . Figure 6.48a
shows the response, with zero initial conditions, to step reference input of half the
maximum temperature limit of 5 [V].
This complies with the performance specification. Figure 6.48b, c show, respec-
tively, the responses obtained with errors in the pure time delay estimate of C15 %
and 15 %. These mismatches both result in oscillations about the set point
but with a small degree of damping, rendering the system stable. Increasing the
mismatches to about C30 % and 40 %, however, results in undamped oscillations
of constant amplitude. Further increases of the mismatches result in oscillatory
instability. Theoretical stability analysis of such systems [6] is a specialist research
topic and is not straightforward as arbitrary mismatches create time delays with
transfer functions of the form of (6.185) which render the system of infinite order
for  d /h non-integer.
480 6 Discrete Control of LTI SISO Plants

a b c
5
[V] yr (t ) yr (t ) yr (t )
4
y (t ) y (t ) y (t )
3
ys ( t ) ys (t ) ys (t )
2
1
0 Ts Ts Ts
0 20 40 60 80 100 0 20 40 60 80 100 0 20 40 60 80 100
t [s] t [s] t [s]

Fig. 6.48 Step responses of Smith predictor-aided discrete polynomial control system. (a) d D Qd
(b) d D 1:15Qd (c) d D 0:85Qd

Creating new control techniques that yield reduced sensitivity to uncertainties or

variations in the pure time delays remains a challenge. One might be tempted to
model the time delay, 1/z5 , in the above example, along with the non-delay part of
the plant model, resulting in a single z-transfer function model for the plant and
then design a polynomial controller. This would appear an elegant solution and
the author has already attempted a simulation for the above example. The result
is perfect for d D b d but mismatches as little as ˙0:02% cause instability. This
approach therefore cannot be recommended due to the extreme sensitivity.
On a positive note, there are many possibilities for adaptive control in which an
algorithm for on-line estimation of the dead time using observations of the control
input and real plant output could be created. An interesting approach would be to
create a discrete plant model of finite order but variable dead-time estimate, b d ,
by varying the iteration period, h, continuously such that b d = h D q, where q is
a constant integer. The algorithm would then automatically vary h, and hence b d ,
until a real-time plant model output tracks the real plant output when a common
control input is applied. Effective control would then be obtained using a controller
whose parameters adapt to b d .t/. The challenge is to produce a stable and convergent
adaptation algorithm.

References

1. Irving R (2013) Beyond the quadratic formula. The Mathematical Association of America,
Washington, DC. ISBN 978-0-88365-783-0
2. Fadali MS, Visioli FA (2013) Digital control engineering: analysis and design. Academic,
Amsterdam/Boston. ISBN 978-0-12-394391-0
3. Landau ID, Zito G (2006) Digital control systems, design, identification and implementation.
Springer-Verlag London
4. Smith OJM (1959) A controller to overcome dead-time. ISA Trans 6(2):28–33
5. Maciejowski JM (2002) Predictive control: with constraints. Pearson Education, London. ISBN
0-201-39823-0
6. Loiseau JJ et al (2009) Topics in time delay system: analysis, algorithms and control, Lecture
notes in control and information sciences. Springer, Berlin. ISBN 978-3-642-02897-7
Chapter 7
Model Based Control of Nonlinear and Linear
Plants

7.1 Introduction

During the previous era of analogue circuit implementation of controllers, the

realisation of nonlinear functions to deal with nonlinear plants was discouraged
due to increased hardware complexity and the resulting increase in costs and
decrease in reliability. This led to the traditional approach of linearisation about
an operating point for obtaining an approximate linear plant model upon which a
traditional linear controller design could be based. Since many control systems of
this type are established in the industry, this technique is presented in Sect. 7.2. It
suffers, however, from the restriction of the plant state having to be kept in a close
neighbourhood of the operating point.
The advent of digital processors for control applications enabled analogue
controllers to be replaced with control algorithms that can contain nonlinear terms
free of implementation issues. This led to the feedback linearisation method in
which a nonlinear plant is transformed to a linear plant by means of a nonlinear
state feedback control law with an external input that becomes the new control
input. Thus, the linear model obtained by linearisation about the operating point is
replaced by an augmented physical plant that can also be controlled by a traditional
linear controller. Most importantly, the operational restriction of the method of
linearisation about an operating point is removed by feedback linearisation.
Since feedback linearisation is now becoming established in industry, it is
described at the beginning of Sect. 7.3. This, however, is very closely related to
feedback linearising control (FLC), which goes one step further by implementing
a controller directly with all the flexibility allowed by digital implementation,
avoiding the need to employ an additional traditional controller. The main emphasis
is therefore on FLC, the study of which will still enable the reader to do feedback
linearisation if preferred.
It is sometimes advantageous for the specified closed-loop dynamics to be
nonlinear. A simple extension of FLC can achieve this for both linear and nonlinear

© Springer-Verlag London 2015 481

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_7
482 7 Model Based Control of Nonlinear and Linear Plants

plants. Also linear state feedback control laws for linear plants based on models
with specific state representations can be derived more quickly via FLC than using
the traditional methods of Chap. 4. In both these cases, however, the term, feedback
linearising control, is inappropriate. Instead the more general term, forced dynamic
control [1], is used here as, in every case, the state feedback control law can be
regarded as forcing the closed-loop system to have the specified dynamics.
The control techniques falling under the general category of forced dynamic
control may be applied to multivariable plants in a straightforward manner, and for
this reason, Sect. 7.3 includes a subsection introducing multivariable control. These
control techniques can also be formulated in the discrete domain if a discrete plant
model is available. This topic is also covered.

7.2 Linearisation About an Operating Point

7.2.1 Basic Principle

Before presenting the method for developing a linear plant model commencing with
a nonlinear plant model, linearisation of the model of a non-dynamic nonlinear plant
element will be considered alone as a simple introduction. The example taken is the
square-law transfer characteristic between the current, im , of a series-connected DC
motor and the torque,  m , described by the equation

m D Kt im2 ; (7.1)

where Kt is the torque constant. It is assumed that the motor is used in a position
control application. Suppose that the motor shaft is subject to a load torque of L .
Then, taking the sign convention of electric drives, the net torque applied to the
mechanical load is

n D m  L : (7.2)

If the mechanical load is stationary in the steady state, then n D 0, requiring that
the operating value of the motor torque is

m D L (7.3)

If, in addition,  L is constant, then the operating value of the motor torque is

 m D L : (7.4)

In view of (7.1), the corresponding constant operating value of the motor current is
7.2 Linearisation About an Operating Point 483

a b
γ m
γm p
γ m′ p′
γm o
0 i m
0 im im

Fig. 7.1 Illustration of the linearisation process. (a) Transfer characteristic of nonlinear element.
(b) Transfer characteristic of linear model

1 p
im D p  m; (7.5)
Kt

the positive root being taken arbitrarily, assuming

the current is unidirectional. The
operating point is defined as the point, i m ;  m , on the graph of  m against im ,
which is point, o, in Fig. 7.1a. During normal operation of the control system,  m (t)
and im (t) vary while the point, p, moves on the transfer characteristic.
The straight line tangent, op0 , to the operating point is the transfer characteristic
of the linear model shown in Fig. 7.1b given by

Qm D Km0 iQm ; (7.6)

where

Qm D m0   m ; (7.7)

iQm D im  i m (7.8)

and
ˇ ˇ
d ˇ d ˇ
Km0 D m ˇˇ D Km im2 ˇˇ D 2Km i m : (7.9)
d im im Di m d im im Di m

It is important to realise that this linearised model has the origin at iQm ; Qm D
.0; 0/, since it is based on changes of the variables, im and  m , about the operating
point. Hence, when the control system design is first validated by simulation using
the linearised model, the operating ˇ point values
ˇ must be added to the variables.
It is clear from Fig. 7.1 that as ˇim  i m ˇ increases from zero, the points, p and p0 ,
become further apart, indicating that the linear model becomes less accurate. This
demonstrates the basic limitation of the method.
484 7 Model Based Control of Nonlinear and Linear Plants

7.2.2 Linear State-Space Model

Now the general theory of linearisation about an operating point will be presented.
This follows the same approach as in Sect. 7.2.1. The starting point is the general
continuous-time state-space plant model

xP D F .x; u/
: (7.10)
y D H .x/

where the right-hand sides of both equations, together with their derivatives, are
continuous functions. The external disturbance input is absent for simplicity, since
it can be easily incorporated in specific examples, particularly if it is referred to
the control input.
It is assumed that a steady state is reached with a constant control input vector,
u D u, and this defines the required operating point, which is the complete set
of nominally constant state variables, control variables and measurement variables,
.x; u; y/, when the closed-loop system is operating in the steady state. This must
satisfy (7.10) with xP D 0. Thus,

F .x; u/ D 0; (7.11)

y D H .x/ : (7.12)

The nominally constant desired state, x, of the closed-loop system is first deter-
mined. Then (7.11) is solved for ū and (7.12) gives y.
The plant DC gain, KDC .u/ 2 <nm , is defined by the equation

y D KDC .u/ u: (7.13)

For a linear plant, this is constant. It should be noted that in plants containing pure
integrators, some or all of the components of ū will be zero, since the inputs of
these integrators must be zero for their outputs to be constant. Consequently some
or all of the DC gain elements may be infinite. An extreme example is a three-axis
stabilised spacecraft with nominally rigid-body dynamics whose model contains a
chain of two pure integrators connected to each of the three control inputs.
As the first step in the formation of the linear state-space model from (7.10), let
xP D v. Then (7.10) becomes

v DF .x; u/
y DH .x/ )
(7.14)
vi Dfi .x1 ; x2 ; : : : ; xn ; u1 ; u2 ; : : : ; ur / ; i D 1; 2; : : : ; n
yj Dhj .x1 ; x2 ; : : : ; xn / ; j D 1; 2; : : : ; m
7.2 Linearisation About an Operating Point 485

and small changes of all the variables about the operating point are given by the total
differentials
ˇ ˇ ˇ
@fi ˇ @fi ˇ @fi ˇ
ıvi D @x ˇ ıx1 C ˇ ıx2 C : : : @xn ˇˇ n
ıx C
ˇ
1  @x2 ˇ
@fi ˇ @fi ˇ @fi ˇ
C @u1 ˇ ıu1 C @u2 ˇ ıu2 C : : : @ur ˇ ıur ; i D 1; 2; : : : ; n;
ˇ  ˇ  ˇ  (7.15)
@h ˇ @h ˇ @h ˇ
ıyj D @xj1 ˇ ıx1 C @xj2 ˇ ıx2 C : : : @xjn ˇ ıxn ; j D 1; 2; : : : ; m
  


.x; u/ D .x; u/ ;
x D x

Sometimes (7.15) is written in the following matrix form:

2 3 2 @f1 @f1 3
@f1
3
2 @f1 @f1
2 @f1
3 2 3
ıv1 @x1 @x2 
ıx1 @xn @u1 @u2    @ur ıu1
6 ıv2 7 6
6
@f2 @f27 6
7 6 ıx2 7
@f2 6 @f @f
6 @u21 @u22
@f2 7 6 ıu2 7
6 7 7 6 : 7 @ur 7
7 6 7
6 : 7D6 6
@x1 @x2 @xn
7 C 7 6 :: 7
4 :: 5 64
::
:
7 4 : 5
5 :
6
4
::
: 5 4 : 5
@fn @fn @fn @fn @fn @fn
ıvn @xn 
ıxn ıur
@x1 @x2 @u1 @u2 @ur 
2 3 2 @h1 @h1 @h1
3 2 3
ıy1 @x1 @x2    @xn ıx1
6 ıy2 7 6 @h2 @h2 @h2 7 6
ıx2 7
6 7 6 @x1 @x2 @xn 7
7 6 7

.x; u/ D .x; u/
6 : 7D6 7 4 :: 7
6 (7.16)
4 :: 5 64
::
: 5 : 5
xDx
@hm @hm @hm
ıym ıxn
@x1 @x2 @xn 

This may be written in a short-hand notation as

ˇ
@f ˇ @f ˇ
ˇ
ıv D @x 
ıx C @uˇ  ; ıu

.x; u/ D .x; u/
@h ˇ ; (7.17)
ıy D @x  ıx
xDx

@y
where @v @v
@x , @u and @x are called the Jacobean matrices or simply the Jacobeans.
Next, the notation will be changed to follow that of Sect. 7.2.1. Thus, let ıvi D
vQ i , ıxi D xQ i , i D 1; 2; : : : ; n, ıuj D uQ j , j D 1; 2; : : : ; r, ıyk D yQk , k D
1; 2; : : : ; m. To simplify the notation further, let
ˇ
@fi ˇ
@xj ˇ D aij ; i D 1; 2; : : : ; n;
ˇ 
@fi ˇ j D 1; 2; : : : ; n;

.x; u/ D .x; u/
@uj ˇ
D bi k ; : (7.18)
ˇ  k D 1; 2; : : : ; r;
xDx
@hl ˇ
@xi ˇ
D c li ; l D 1; 2; : : : ; m;


Finally, xQ i Š xi  x i in a close neighbourhood of the operating point then,

approximately, xPQ i D xP i D vi ; i D 1; 2; : : : ; n. Then (7.16) becomes
486 7 Model Based Control of Nonlinear and Linear Plants

2P 3 2 32 3 2 32 3
xQ 1 a11 a12    a1n xQ 1 b 11 b 12    b 1r uQ 1
6 xPQ 2 7 6 a21 a22 7 6 7 6
a2n 7 6 xQ 2 7 6 b 21 b 22 b 2r 7 6 uQ 2 7
7 6
6 7 6 7
6 :7D6 : :: : 7 6 : 7 C 6 : :: 7 6 :: 7 ;
4 :: 5 4 :: : :: 5 4 :: 5 4 :: : 54 : 5
xPQ n a n1 an2    a nn xQ n b n1 b n2    b nr uQ r
2 3 2 32 3 (7.19)
yQ1 c 11 c 12    c 1n xQ 1
6 yQ2 7 6 c 21 c 22 c 2n 7 6 7
6 7 6 7 6 xQ 2 7
6 : 7C6 : :: 6 :: 7
7
4 :: 5 4 :: : 54 : 5
yQm c m1 c m2    c mn xQ n

which may be written in the matrix–vector notation as

xPQ D AQx C BuQ

: (7.20)
yQ D CQx

This is the required linear state-space model of the nonlinear plant, in which the
N BN and C,
matrices, A, N are the Jacobian matrices of (7.17). It should be born in mind
that the vectors, xQ , ũ and ỹ, do not approximate x, u and y but approximate changes
of the variables with respect to the fixed operating point values. It follows that the
DC gain of the linearised model may be quite different from the DC gain of the
nonlinear plant. Hence, it is usual to include an integral term in the linear controller
to ensure zero steady-state error with a constant reference input. This is needed in
any case to maintain zero steady-state error with constant external disturbances.
For the reasons explained in Sect. 7.2.1, (7.20) will only accurately replicate
relatively small changes in the variables of the nonlinear plant model with respect
to the operating point. This implies that a closed-loop system using a controller
based on the linear plant model will yield the specified closed-loop dynamics only
if the system variables remain close to the operating point. Otherwise the transient
behaviour will not follow a specified dynamics accurately.
The reader is advised to check the correctness of the controller design by
simulating the step response of the closed-loop system comprising the controller
applied to the linearised model. This should be followed by a comparison of two
closed-loop system step response simulations of, one with the nonlinear model
and the other with the linearised model, both commencing at the operating point.
This should be repeated with increased reference input magnitudes to enable the
degree of deviation of the nonlinear system response from the ideal linear one to be
determined.
Example 7.1 Series wound DC motor lifting load on boom crane
A complete description of this SISO plant together with definitions of its constant
parameters and variables is given in Example 2.7, Sect. 2.4.1. The plant state
differential equations are
7.2 Linearisation About an Operating Point 487

xP 1 D f1 .x2 / D x2

xP 2 D f2 .x3 / D J1 Kt x32  M grp : (7.21)

xP 3 D f3 .x2 ; x3 ; u/ D L1 Kpe u  Rx3  Kb x2 x3

The measurement equation y D x1 is not included in this case because it is assumed

that y is scaled in the computer software to be numerically equal to x1 .
One nonlinear term in (7.21) is the motor torque, Kt x23 , where x3 is the current,
already described in Sect. 7.2.1. The other nonlinear term, Kb x2 x3 , is the back e.m.f.,
where x2 is the motor shaft angular velocity. The task is to form a linear state-space
model with an operating point defined by a constant value of the mechanical load
position, x 1 , and then design a linear state feedback control law to yield a settling
time of Ts with zero overshoot using the 5 % settling time formula.
In this case, the operating point is .x 1 ; x 2 ; x 3 ; u/. From (7.21), the operating
point coordinates satisfy

x 2 D 0; (7.22)

Kt x 23  M grp D 0; (7.23)

Kpe u  Rx 3  Kb x 2 x 3 D 0 (7.24)

Equation (7.22) gives x 2 directly, (7.23) gives

s
M grp
x3 D (7.25)
Kt

and finally (7.24), (7.22) and (7.25) give

s
R M grp
uD : (7.26)
Kpe Kt

The operating point is therefore

s s !
M grp R M grp
.x 1 ; x 2 ; x 3 ; u/ D x 1 ; 0; ; : (7.27)
Kt Kpe Kt

It should be noted that the operating point value, x 1 , is arbitrary because, ignoring
the mass of the suspension cable, the load can be at any height for the constant
value of u given by (7.26) to just balance the effect of gravity to maintain the load
stationary.
488 7 Model Based Control of Nonlinear and Linear Plants

To derive the linear model, from (7.21), first

v1 D f1 .x2 / D x2

v2 D f2 .x3 / D J1 Kt x32  M grp : (7.28)

v3 D f3 .x2 ; x3 ; u/ D L1 Kpe u  Rx3  Kb x2 x3

The total differentials of (7.28) are then

@
vQ 1 D Œf1 .x2 / xQ 2 D xQ 2
@x2
@ Kt
vQ 2 D Œf2 .x3 / xQ 3 D 2 x 3 xQ 3
@x3 x3 Dx 3 J
@ @ @
vQ 3 D Œf3 .x2 ; x3 ; u/ xQ 2 C Œf3 .x2 ; x3 ; u/ xQ 3 C Œf3 .x2 ; x3 ; u/ uQ
@x2 x3 Dx 3 @x 3 x2 Dx 2 @u
Kb R Kpe
D x 3 xQ 2  xQ 3 C uQ : (7.29)
L L L
which yields the following linear state-space model:

xPQ 1 D xQ 2
xPQ 2 D 2 KJ t x 3 xQ 3 : (7.30)
Kpe
xPQ 3 D  KLb x 3 xQ 2  R xQ C
L 3 L
uQ

A simple way of introducing an integral term into the controller is employing a

cascade control structure with a linear state feedback control law forming the inner
loop and an integral controller forming the outer loop. First, (7.30) may be expressed
in the matrix–vector form as follows:
2 3 2 32 3 2 3
xPQ 1 0 1 0 xQ 1 0
4 xPQ 2 5 D 4 0 0 2x 3 Kt =J 5 4 xQ 2 5 C 4 0 5 uQ : (7.31)
xPQ 3 0 x 3 Kb =L R=L xQ 3 Kpe =L

The required linear state feedback control law is then

2 3
 xQ 1
u D u0  k1 k2 k3 4 xQ 2 5 ; (7.32)
xQ 3

where u0 replaces the usual reference input with scaling coefficient and is the output
of the integral controller defined by
Z
u0 D KI .x1r  x1 / dt: (7.33)
7.2 Linearisation About an Operating Point 489

The approach will be to first find the inner loop transfer function, xQ 1 .s/=u0 .s/, in
terms of the linear state feedback gains, k1 , k2 and k3 , following the methodology
presented in Chap. 4, and then use this to find the overall closed-loop transfer
function, xQ 1 .s/=xQ 1r .s/, in terms of k1 , k2 , k3 and KI , which enables these four
parameters to be determined by pole placement. First, the closed-loop system
matrix is
2 3 2 3 2 3
0 1 0 0  0 1 0
Acl D 4 0 0 a23 5  4 0 5 k1 k2 k3 D 4 0 0 a23 5 :
0 a32 a33 b  bk1 a32  bk2 a33  bk3
(7.34)

where

a23 D 2x 3 Kt =J; a32 D x 3 Kb =L; a33 D R=L and b D Kpe =L:

The closed-loop characteristic polynomial is therefore

ˇ ˇ
ˇ s 1 0 ˇˇ
ˇ
jsI3  Acl j D ˇˇ 0 s a23 ˇˇ
ˇ bk bk  a s C bk  a ˇ
1 2 32 3 33
(7.35)
2 
Ds s C .bk3  a33 / s C a23 .bk2  a32 / C a23 bk1
Ds 3 C .bk3  a33 / s 2 C a23 .bk2  a32 / s C a23 bk1 :

Let the inner loop DC gain be K0 . Since this is XQ 1 .0/=U 0 .0/, then the inner loop
transfer function is

XQ 1 .s/ K0 a23 bk1

0
D 3 2
: (7.36)
U .s/ s C .bk3  a33 / s C a23 .bk2  a32 / s C a23 bk1

To find K0 in terms of the linear state feedback gains and the plant parameters, the
state differential equation of the inner loop is
2 3 2 32 3 2 3
xQP 1 0 1 0 xQ 1 0
4 xPQ 2 5 D 4 0 0 a23 5 4 5 4
xQ 2 C 0 5 u0 : (7.37)
P
xQ 3  bk1 a32  bk2 a33  bk3 xQ 3 b

In the steady state, xPQ 1 D xPQ 2 D xQP 3 D 0. Hence, from (7.37), xQ 2 D 0, a23 xQ 3 D 0 )
xQ 3 D 0 and bk1 xQ 1 C bu0 D 0 ) k1 xQ 1 D u0 )

xQ 1 1
K0 D D : (7.38)
u0 k1
490 7 Model Based Control of Nonlinear and Linear Plants

X 1r ( s ) KI U ′ ( s ) a23b X 1 ( s )
+ − s s + ( bk3 − a33 ) s + a23 ( bk2 − a32 ) s + a23bk1
3 2

Fig. 7.2 Block diagram of linearised closed-loop system

The inner loop transfer function (7.36) then becomes

XQ 1 .s/ a23 b
0
D 3 2
: (7.39)
U .s/ s C .bk3  a33 / s C a23 .bk2  a32 / s C a23 bk1

A block diagram of the complete closed-loop system, based on (7.39) and (7.33), is
shown in Fig. 7.2.
The overall characteristic polynomial is therefore given by

s 4 C .bk3  a33 / s 3 C a23 .bk2  a32 / s 2 C a23 bk1 s C a23 bKI (7.40)

For the pole placement, the desired closed-loop characteristic polynomial is

  ˇ
1:5 .1 C n/ n ˇˇ
sC ˇ D .s C a/4 D s 4 C 4as 3 C 6a2 s 2 C 4a3 s C a4 ; (7.41)
Ts nD4

where a D 7:5=Ts. Equating (7.40) to (7.41) then yields the linear state feedback
gains and the integral gain as
 
4a3 6a2 4a C a33 a4
k1 D ; k2 D C a32 =b; k3 D and KI D : (7.42)
a23 b a23 b a23 b

The simulation results shown in Fig. 7.3 compare the step response of the system
comprising the linear state feedback controller applied to the nonlinear plant model
with that of the linearised system of Fig. 7.2. The plant parameters are taken
as Kpe D 50, R D 1 Œ , L D 0:1 ŒH , Kb D 0:006 ŒV=A= .rad=s/ ,

KT D 1 ŒNm=A , r D 0:2 Œm , M D 200 ŒKg and J D 100 Kg m2 . Both
will be commenced at the operating point. As the load is moved from one position
to another, once the load is brought to rest, the system moves to the operating point
again. During acceleration and deceleration, the state of the plant moves away from
the operating point to an extent determined by the reference input and the demanded
settling time.
In the notation of Fig. 7.3, x1L D xQ 1 = jx1r j, which is the step response of the
fictitious ideal system comprising the linear controller applied to the linearised plant
model, normalised with respect to the magnitude of the reference input magnitude.
Similarly, x1N D x1 = jx1r j is the normalised step response predicted from the real
system having the same linear controller applied to the nonlinear plant model. This
enables the per unit errors between the ideal and real responses to be compared.
In this example, if the step reference input is x1r D 0:5 Œm or less, the step
response is very close to the ideal one. When, however, x1r is increased to 0.7 [m],
the oscillatory error between the real and ideal systems becomes noticeable. The
7.3 Feedback Linearising and Forced Dynamic Control 491

a b c
1.2 1.2 1.2
x1L (t ) x1N (t ) x1N (t )
1 1 1
0.8 x1N (t ) 0.8 x1L (t ) 0.8 x1L (t )
0.6 0.6 0.6
0.4 0.4 0.4
0.2 0.2 0.2
0 0 0
0.02 0.04 0.15
0.01 0.02 0.1
0 0.05
0
-0.01 x1L (t ) − x1N (t ) x1L (t ) − x1N (t ) 0
-0.02 -0.05
-0.02 x1L (t ) − x1N (t )
-0.03 -0.04 -0.1
0 2 4 6 8 10 0 2 4 6 8 10 0 2 4 6 8 10
t[s] t[s] t[s]

Fig. 7.3 Normalised step responses of crane position control system with linear controller.
(a) x1r D 0:5 Œm . (b) x1r D 0:7 Œm . (c) x1r D 0:730482 Œm

error rapidly becomes unacceptable with x1r beyond 0.7 [m], as shown in Fig. 7.3c.
In fact the system becomes unstable at x1r D 0:730493 Œm .

7.2.3 Limitation

In general, the plant state cannot move very far from the operating point; otherwise
the linear model upon which the linear controller is based does not accurately rep-
resent the behaviour of the real plant, and therefore, the closed-loop dynamics will
not be as specified. The forgoing example serves to emphasise this. The technique
is therefore mainly limited to set-point controllers (sometimes referred to as regu-
lators) where the reference input is constant, frequently found in industrial process
control applications. Even in these applications, investigations should be carried out
to test the effects of further than normal excursions beyond the operating point.

7.3 Feedback Linearising and Forced Dynamic Control

7.3.1 Preliminaries
7.3.1.1 The Plant State-Space Model

The most general form of plant model considered has the state differential equation,
xP D f .x; u  d/ ; (7.43)
492 7 Model Based Control of Nonlinear and Linear Plants

and the measured/controlled output equation

y D h .x/ ; (7.44)

where x 2 <n is the state vector, u 2 <m is the control vector, d 2 <m is the external
disturbance vector referred to the control vector and y 2 <m is the controlled output
vector. The assumption that the dimensions of the control and output vectors are
equal simplifies the problem and is valid in most practical applications.
Any variables needed in the derived algorithms are assumed to be available
from an observer (Chap. 8) if not directly measured. An estimate, b d, of d will
also be assumed available from an observer. Then an auxiliary control vector, u0 ,
is introduced such that u D u0 C b d. Assuming b d D d, this enables (7.43) to be
simplified to

xP D f x; u0 : (7.45)

SISO plants are covered by setting r D m D 1.

7.3.1.2 Feedback Linearisation

There are two categories of feedback linearisation [2]. The first is state feedback lin-
earisation, applicable if (7.44) is linear, which is often the case, being equivalent to

y D Cx; (7.46)

where C is a constant output matrix. Here a linear state-space model with the same
state vector as in (7.45) is formed. Thus,

xP D Ax C Bu00 : (7.47)

Then the RHS of (7.45) and (7.47) are equated and solved for u0 , giving

f x; u0 D Ax C Bu00 ) u0 D G x; u00 : (7.48)

So (7.48) is a form of state feedback control law with external input, u00 , that
transforms the nonlinear plant (7.45) to the linear one (7.47). A standard linear
controller is then applied to the transformed plant consisting of (7.47) and (7.46). It
is important to note, however, that the matrices, A and B have to be chosen not only
for controllability of (7.47) but also for solubility of (7.48).
The second category, appropriate if (7.44) is nonlinear (or linear) and the plant
is of full relative degree (Chap. 3), is output feedback linearisation, in which the
state variables of (7.45) are transformed to the outputs and their derivatives using
the same procedure as in Chap. 3 for determining the relative degrees with respect
to the output vector components. Rather than using the standard Lie derivative
notation, a simplified notation is used for the successive derivatives, as follows:
7.3 Feedback Linearising and Forced Dynamic Control 493

.Ri 1/
yi D h0i .x/ ; yPi D h1i .x/ ; : : : ; yi D hRi 1; i .x/ ; i D 1; 2; : : : ; m
(7.49)

D hRi ; i x; u0
.Ri /
yi (7.50)

where the subscript on the RHS indicates the order of the derivative. Full relative
degree means

X
m
Ri D n: (7.51)
i D1

Then the complete set of output derivatives, y(k) i , k D 0; 1; : : : ; Ri , i D

1; 2; : : : ; m, are n in number and constitute a complete set of state variables in
the generalised controller canonical form corresponding to the linear multivariable
controller canonical form presented in Chap. 3, Sect. 3.3.6.3. Let these be denoted

xc1 D y1 xcR1 C1 D y2    x Xm1 D ym

c Rj C1
j D1
xc2 D yP1 xcR1 C2 D yP2 x Xm1 D yPm
c Rj C2
j D1 (7.52)
:: :: ::
: : :
x Xm
.R1 1/ .R2 1/ .Rm 1/
xcR1 D y1 xcR1 CR2 D y2 D ym
c Rj D cn
j D1

In view of (7.52) and (7.50), the complete sets of state differential equations and
measurement equations are as follows:

xP ci D xP ci C1 ; xP ci C1 D xP ci C2 ; : : : ; xP cRi 1 D xcRi ; i D 1; 2; : : : ; m: (7.53)

xP cRi D hRi ; i x; u0 ; i D 1; 2; : : : ; m (7.54)

y1 D xc1 ; y2 D xcR1 C1 ; : : : ; ym D x Xm1 (7.55)

c Rj C1
j D1

Then a linear state-space model is formed with the same state variables as in
(7.53) and the same measurement equations (7.55). The simplest state differential
equations that can be used are those of pure integrator chains, i.e.,

xP ci D xP ci C1 ; xP ci C1 D xP ci C2 ; : : : ; xP cRi 1 D xcRi ; i D 1; 2; : : : ; m (7.56)

xP cRi D u00i ; i D 1; 2; : : : ; m: (7.57)

494 7 Model Based Control of Nonlinear and Linear Plants

Then the RHS of (7.54) and (7.57) is equated and the resulting set of m simultaneous
0
equations solved for ui , i D 1; 2; : : : ; m to yield

u0i D gi x; u001 ; u002 ; : : : ; u00m ; i D 1; 2; : : : ; m: (7.58)

This is a state feedback control law with external inputs, u001 , u002 , : : : , u00m , that such
that the closed loop system becomes m separate pure integrator chains governed
by (7.56), (7.57) and (7.55). This may be regarded as a set of separate SISO
plants, each comprising a multiple integrator, to which may be applied linear state
feedback control. The linear state feedback controllers may be easily designed by
pole assignment.

7.3.1.3 Introduction to Multivariable Control

Multivariable control is the control of a plant with more than one output using more
than one input. Numerous approaches to multivariable control have evolved over the
years [3], but these are almost entirely restricted to linear plants or linearised plant
models with operating points following the method of Sect. 7.2. Due to limited
space, it is not possible to cover all the existing multivariable control techniques.
The general technique of forced dynamic control (FDC) upon which the remainder
of this chapter focuses, however, is applicable to nonlinear or linear multivariable
plants in a relatively straightforward manner. Hence, multivariable control using this
technique is covered, and this subsection is included to provide some preparation.
The block diagram of Fig. 7.4 illustrates the plant of (7.43) and (7.44).
Figure 7.5 shows a multivariable controller applied to this plant.
The purpose of a multivariable controller is twofold.
1. In common with other controllers, it has to achieve the required closed-loop
dynamic behaviour and robustness against plant parameter uncertainties and
external disturbances.

Fig. 7.4 Representation of a

d
multivariable plant d1 d 2  d r
+ Multivariable
⎧ u1 y1 ⎫
⎪ u2 + + Plant y2 ⎪
u⎨ x = f(x, u, d) ⎬y
⎪ +  ⎪
⎩ ur + y = h(x) ym ⎭
+

Fig. 7.5 Block diagram d

representation of a general Plant
yr+ Multivariable u − y
multivariable control system x = f ( x, u, d )
− Controller + y = h (x )
7.3 Feedback Linearising and Forced Dynamic Control 495

2. The multivariable controller must, at least, ensure that any combination of step
reference input vector components is responded to with acceptably small or zero
steady-state errors due to DC interaction, i.e., steady-state errors in yi due to
constant values of yj , j ¤ i . Usually, in addition, dynamic interaction has to be
minimised, meaning that a change in yri (t) results in yi (t) responding as desired
with minimal transient disturbance of yj (t), j D 1; 2; : : : ; m, j ¤ i .

7.3.1.4 Specified Closed-Loop Differential Equations

In control of a multivariable plant using FLC, the set of desired closed-loop linear
differential equations,

D d0i .yri  yi /  d1i yP      dRi 1; i y .Ri 1/ ;

.Ri /
yi i D 1; 2; : : : ; m; (7.59)

has to be determined, where the degree, Ri , is the relative degree of the plant
model with respect to the ith output (Chap. 3). This subsection is concerned
with the determination of the constant coefficients, dji , j D 0; 1; : : : ; Ri  1,
i D 1; 2; : : : ; m. For an SISO plant, (7.59) is replaced by a single equation without
the subscript, i.
The closed-loop transfer function corresponding to (7.59) is

Yi .s/ d0i
D R ; i D 1; 2; : : : ; m: (7.60)
Yri .s/ s i C dRi 1; i s Ri 1 C    C d1i s C d0i

The required coefficients are those of the denominator polynomials of (7.60) and
may be determined by pole assignment. The settling time formulae may be used
with the aid of Table 4 or Table 5 in the Table section following Chap. 11.

7.3.2 Feedback Linearising Control of Plants with Full

Relative Degree

7.3.2.1 Introduction

Consider a nonlinear SISO plant modelled by a differential equation of the form

 
y .n/ D f y .n1/ ; y .n2/ ; : : : ; y;
P y; u ; (7.61)

where y is the controlled measured output, u is the control input and the RHS is a
continuous function of its arguments. Then assuming the derivatives, ẏ to y .n1/ ,
are available either as measurements or calculated estimates, it is straightforward to
obtain a feedback linearising control (FLC) law. First a linear differential equation
496 7 Model Based Control of Nonlinear and Linear Plants

is formed that the desired closed-loop system is intended to obey, having the same
order, n, as (7.61), which relates y and its derivatives to the reference input yr .
Thus,

y .n/ D d0 .yr  y/  d1 yP      dn1 y .n1/ : (7.62)

Next the coefficients, d0 ; d1 ; : : : ; dn1 , are chosen to yield the desired closed-loop
dynamics, for which a method is given in Sect. 7.3.1.4. Since the closed-loop system
is stable, if yr D const:, then y .k/ ! 0 as t ! 1 , k D 1; 2; : : : ; n ) y ! yr as
t ! 1. This indicates a closed-loop DC gain of unity, which is usually required.
Finally, the RHS of (7.61) and (7.62) are equated and then solved for u. Thus,
 
f y .n1/ ; y .n2/ ; : : : ; y;
P y; u D d0 .yr  y/  d1 yP      dn1 y .n1/

from which
 
u D g y .n1/ ; y .n2/ ; : : : ; y;
P y  yr (7.63)

This is a nonlinear state feedback control law in which the state variables are x1 D
y, x2 D y,P : : : , y .n1/ , the state differential equations corresponding to (7.61) and
the measurement equation being

xP 1 D x2
::
:
xP n1 D xn (7.64)
xP n D f .xn ; xn1 ; : : : ; x2 ; x1 ; u/
y D x1

This is in the nonlinear controller canonical state representation that is analogous to

that for linear plants given in Chap. 3 but the version with no plant zeros. This means
that the relative degree of the plant model (Chap. 3) is equal to the plant order, n.
The following example serves to demonstrate the efficacy of the method.
Example 7.2 Position control of a pendulum with unlimited motion
Figure 7.6 represents a pendulum constrained to move in a vertical plane but
through an unlimited angle, ˛, with measurement, y D ˛, which is to be controlled
to follow a reference input, yr , with a linear second-order dynamic response
having damping ratio,
, and undamped natural frequency, ! n .The state differential
equations are

xP 1 D x2
1 (7.65)
xP 2 D MR2
.KT u  M gR sin .x1 /  Bx2 /
7.3 Feedback Linearising and Forced Dynamic Control 497

Fig. 7.6 Single degree of

freedom pendulum with M
unlimited motion u
α
R

where x1 D ˛, M is the pendulum mass, R is the distance from the centre of

rotation to the pendulum centre of mass, g is the acceleration due to gravity, B is
the viscous friction coefficient of the drive mechanism and KT is the torque constant
of the electric drive. This state-space model may be recognised as being in the
nonlinear controller canonical form, and it is therefore possible to readily write
down a second-order differential equation modelling the plant as

yR D bu  a sin.y/  c yP (7.66)

where b D KT = MR2 , a D g=R and c D B= MR2 . The general desired second-

order closed-loop differential equation corresponding to (7.62) is

yR D d0 .yr  y/  d1 yP (7.67)

In terms of
and ! n , (7.67) becomes

yR D !n2 .yr  y/  2
!n yP (7.68)

Equating the RHS of (7.66) and (7.68), then solving the resulting equation for u then
yields the required feedback linearising control law as

1 2 
uD !n .yr  y/ C .c  2
!n / yP C a sin.y/ : (7.69)
b
It is clear that the third term on the RHS of (7.69) cancels the plant nonlinearity and
the second term gives the system the required damping factor of 2
! n , while the
first term introduces the control error with the correct weighting.

7.3.2.2 SISO Plants of Full Relative Degree

The plant state-space model is given by (7.45) and (7.44) with m D 1. Thus,

xP D f x; u0 (7.70)

y D h .x/ (7.71)
498 7 Model Based Control of Nonlinear and Linear Plants

The first step in deriving a FLC law is to determine the relative degree of the plant
as in Sect. 7.3.1.2, which yields
9
y D h0 .x/ >
>
>
=
yP D h1 .x/
:: (7.72)
: >
>
>
;
y .R1/ D hR1 .x/

y .R/ D hR x; u0 (7.73)

It is assumed that the relative degree, R, of the plant is equal to its order, n. It
is then of full relative degree. This must be checked in specific cases. Since u0
appears on the RHS of (7.73), it is useful for deriving the basic FLC law. This
is accomplished simply by equating the RHS of (7.73) to the RHS of the desired
closed-loop differential equation (7.62) and making u0 the subject of the resulting
equation. Thus,

hn x; u0 Dd0 .yr  y/  d1 yP      dn1 y .n1/ )

  (7.74)
u0 Dp yr  y; y;
P : : : ; y .n1/ ; x :

This can be implemented if each component of x and each derivative of y is either a

measurement or as an estimate from an observer (to be addressed in Chap. 8).
Equations (7.72), however, constitute a nonlinear state transformation. Assuming
that the inverse transformation,
 
x D hinv y; y;P : : : ; y .n1/ ; (7.75)

exists, then substituting for x in (7.74) using (7.75) yields the alternative FLC law,
 
u0 D q yr  y; y;
P : : : ; y .n1/ : (7.76)

The state variables, y, ẏ, : : : , y .n1/ , are then those of the SISO version of the
nonlinear controller canonical state representation introduced in Sect. 7.3.1.2. It is
evident that the complete state of the plant is controlled using this method.
Example 7.3 Single degree of freedom electromagnetic levitation system
This example is often used as a laboratory demonstration of the type of
contactless suspension used in a maglev (electromagnetically levitated) vehicle. The
electromagnetic attractive force acting on a sphere of magnetic material is controlled
by means of the voltage applied to an electromagnet to achieve a constant air gap in
the steady state. The structure of the complete control system is shown in Fig. 7.7.
To simplify the plant model, the current transducer is assumed to deliver an ideal
7.3 Feedback Linearising and Forced Dynamic Control 499

Electromagnet

yr Feedback u Gap y
Power v z
Linearising i S N S measurement
Amplifier transducer
Controller
Current transducer fe
y y i

Levitated
Observer Mg
Sphere

Fig. 7.7 Electromagnetically levitated sphere

current measurement equal numerically to the coil current, i, and the observer is
assumed to deliver a perfect estimate of the derivative, ẏ, of the gap measurement.
In this case, the external disturbance is d D 0 ) u0 D u. The equations modelling
the plant are as follows. The force balance equation is

M zR D M g  fe (7.77)

where M is the mass of the sphere, z is the gap length, g is the acceleration due to
gravity and fe is the electromagnetic force. The coil inductance is

0 AN 2
L.z/ D ; (7.78)
z C l=r

where 0 is the permeability of free space, r is the relative permeability of the

electromagnet core, A is the cross-sectional area of the magnetic circuit, N is the
number of coil turns and l is the length of the magnetic circuit within the core.
Applying Kirchhoff’s second law to the electrical circuit yields
 
d di dL.z/ 0 AN 2 di
v DRi C ŒL.z/i D Ri C L.z/ C i zP D Ri C
dt dt dz z C l=r dt
0 AN 2
i zP;
.z C l=r /2
(7.79)

where L and R are, respectively, the electromagnet coil inductance and resistance.
The voltage applied to the coil is

v D Bu (7.80)

where B is the voltage gain of the power amplifier. The gap measurement is

y D C z; (7.81)
500 7 Model Based Control of Nonlinear and Linear Plants

where C is the measurement constant of the gap length measurement transducer.

Finally, the force is the rate of change of the stored energy in the magnetic field
with respect to the gap length. Thus,

d 1 2 0 AN 2 i 2
fe D  2 L.z/i D 2
1 : (7.82)
dz .z C l=r /2

The minus sign is due to the convention of positive forces acting downwards.
Let the state variables be chosen as x1 D z, x2 D zP and x3 D i . Then the
state-space model of the plant may be formed from the above equations as follows:

xP 1 D x2 (7.83)

E
xP 2 D g  x32 (7.84)
.x1 C z0 /2
x3 x2 x1 C z0
xP 3 D C .Bu  Rx3 / (7.85)
x1 C z0 D

y D C x1 (7.86)

where D D 0 AN 2 , E D D=.2M / and z0 D L=r .

First, the relative degree of the plant is determined. Differentiating (7.86) and
then substituting for ẋ1 using (7.83) yields

yP D C xP 1 D C x2 : (7.87)

Since u does not appear on the RHS, the process is repeated. Differentiating (7.87)
and substituting for ẋ2 using (7.84) yields
 
E
yR D C xP 2 D C g  x2
2 3
: (7.88)
.x1 C z0 /

Again u does not appear on the RHS, and so the process is repeated once more.
Differentiating (7.88) and substituting for ẋ1 and ẋ3 using (7.83) and (7.85) yields
 
« 2 1
y DCE xP x 2

3 1 3
2x3 xP 3
.x1 C z0 / .x1 C z0 /2
  
2CEx3 x3 x2 x3 x2 x1 C z0
D  C .Bu  Rx3 / (7.89)
.x1 C z0 /2 x1 C z0 x1 C z0 D
2CEx3 C x3
D .Bu  Rx3 / D  .Bu  Rx3 / :
D .x1 C z0 / M .x1 C z0 /
7.3 Feedback Linearising and Forced Dynamic Control 501

Since u appears on the RHS of (7.89), the relative degree of the plant is the order of
the derivative of y, which is R D 3. This is also the order of the plant since there are
three state variables. Next, the desired closed-loop differential equation,

«
y D d0 .yr  y/  d1 yP  d2 y;
R (7.90)

is formed, the coefficients of which may be determined using the method of

Sect. 7.3.1.4 to achieve a specified transient response. Finally, the FLC law is
derived by equating the RHS of (7.89) and (7.90) and then solving for u. Thus,

 M .xC1xCz
3
.Bu  Rx3 / D d0 .yr  y/  d1 yP  d2 yR )
n 0/ o (7.91)
u D B Rx3 C M .xC1xCz
1
3
0/
Œd 0 .y  yr / C d 1 P
y C d 2 R
y

In this example, however, it is necessary to establish a coil current, x3 , before loop

closure to avoid a software overflow due to the singularity at x3 D 0, and an infinite
control voltage demand, which would be unattainable. This is easily achieved by
applying u D umax , where umax is the control saturation limit, until x3 D x3 ilc ,
where x3 ilc is the current for initial loop closure. Prior to turning on the levitation
system, a maglev vehicle would be resting on safety wheels, which would limit the
gap to a maximum value of x1 max . A suitable value for x3 ilc would be just sufficient
to lift the vehicle. In this case, (7.84) should yield zero acceleration in the steady
state. Thus,
r
E g
0Dg x2
2 3ilc
) x3ilc D .x1 max C z0 / (7.92)
.x1 max C z0 / E

It should be noted that the sign of the current makes no difference to the attractive
levitation force and it is chosen as positive here.
The plant parameters for the following simulation are z0 D 0:01 Œm ,  x1 max D
0:09 Œm , M D 10 ŒKg , B D 2, R D 1 Œ , E D 0:001 m3 =s2 =A2 , C D 100
and umax D 10 ŒV . The desired closed-loop differential equation coefficients are
chosen to yield a settling time of Ts D 5 Œs (5 % criterion), for which Table 12.1
yields d0 D ˛ 3 , d1 D 3˛ 2 and d2 D 3˛, where ˛ D 6=Ts .
The gap is first set to x1 max with all other initial conditions zero and the constant
reference gap is set to x1r D 0:05 Œm . Figure 7.8 shows the acquisition transient
following loop closure. As expected, Fig. 7.8a shows the response of a third-order
linear system with coincident closed-loop poles set according to the 5 % settling
time formula (Chap. 4). The corresponding control variable, u(t), of Fig. 7.8b is not
typical of linear control systems. In this case, it commences close to umax to raise the
current, x3 (t), to produce the required lifting force but rapidly falls as less current is
required to produce a given force as the gap closes.
It should be noted that although five state variables, x1 , x3 , y, ẏ and ÿ, are used
by control law (7.91), there are only three independent state variables. This is true
502 7 Model Based Control of Nonlinear and Linear Plants

a b
11
0.09 10
x1 (t) [m] 9 x3 (t) [A]
0.08 8
7
0.07
6
5 u (t) [V]
0.06
4
x1r (t ) [m]
0.05 3
2
0 0.2 0.4 0.6 0.8 t[s] 1 0 0.2 0.4 0.6 0.8 t[s] 1

Fig. 7.8 Simulation of acquisition transient of electromagnetic levitation system. (a) Levitation
gap and constant reference. (b) Control voltage and coil current

as y, ẏ and ÿ are dependent on x1 , x2 and x3 via (7.86), (7.87) and (7.88), which are
state transformation equations. Mixed state representations are usable but advantage
can be taken of the transformation equations to use the most convenient set of
variables in a particular application, depending on which are measurements.

7.3.2.3 Multivariable Plants of Full Relative Degree

Consider a nonlinear multivariable plant modelled by the state differential equation

xP D f .x; u  d/ (7.93)

and the measured/controlled output equation

y D h .x/ ; (7.94)

where x 2 <n is the state vector, u 2 <r is the control vector, d 2 <r is the external
disturbance vector referred to the control vector and y 2 <m is the measurement
vector. The functions on the RHS of (7.93) and (7.94) are assumed to be continuous.
The approach will be similar to that of Sect. 7.3.2.2, so first it will be supposed that
an observer is used to produce an estimate, bd, of d and an auxiliary control vector,
u0 , is introduced such that u D u0 C b
d. On the assumption that b d D d, this enables
(7.93) to be replaced by

xP D f x; u0 : (7.95)

The first step in deriving a FLC law is to determine the relative degree of the
plant with respect to each output vector component, as in Chap. 3. Using a similar
7.3 Feedback Linearising and Forced Dynamic Control 503

notation to that of (7.72) and (7.73), m sets of output derivatives are generated, each
terminating with the derivative that directly depends on any of the control vector
components, the order of which is the relative degree. Thus,

yi D h0i .x/
yPi D h1i .x/
:: ; i D 1; 2; : : : ; m (7.96)
:
.Ri 1/
yi D hRi 1; i .x/
.Ri /
yi D hRi ; i .x; u/ (7.97)

As in Sect. 7.3.2.2, the plant will first be assumed to have full relative degree. For a
multivariable plant, this means

X
m
Ri D n; (7.98)
i D1

where n is the plant order. In this case, the complete set of output derivatives,

.Ri /
yi ; yPi ; : : : ; yi ; i D 1; 2; : : : ; m; (7.99)

is n in number and constitutes a complete set of state variables in a particular state

representation that could be called the general multivariable controller canonical
state representation.
Next, for each output, yi , the desired closed-loop differential equation,

.Ri / .Ri 1/

yi D d0i .yri  yi /  d1i yPi      dRi 1; i yi ; i D 1; 2; : : : ; m; (7.100)

is formed, where the constant coefficients, dji , j D 0; 1; : : : ; Ri  1, i D

1; 2; : : : ; m, may be determined using Tables 4 or 5 in Tables. Since the m
differential equations of (7.100) have no common terms, forcing the closed-loop
system to obey these will achieve elimination of interaction, which is usually a major
goal in multivariable control.
Next, the RHS of (7.97) and (7.100) are equated. Thus,

.Ri 1/
hRi ; i .x; u/ D d0i .yri  yi /  d1i yPi      dRi 1; i yi ; i D 1; 2; : : : ; m
(7.101)

These are then viewed as m simultaneous equations. If a solution exists for the r
components of the control vector, u, then this is the required control law. If r < m,
then elimination of interaction will not be possible, but partial state control may be
feasible if the zero dynamics considered in Sect. 7.3.3 is stable.
504 7 Model Based Control of Nonlinear and Linear Plants

Example 7.4 Spin control of a rigid-body spacecraft

A rigid-body spacecraft with reaction wheel torque actuators aligned with the
principal axes of inertia has the following state-space model (Chap. 2):
2 3 2
3 2 3
Jxx !P x Jyy  Jzz !z !y C !z lwy  !y lwz ux
4 Jyy !P y 5 D 4 .J  J / ! ! C ! l  ! l 5 C K 4 u 5 (7.102)
zz xx
x z x wz z wx w y
Jzz !P z Jxx  Jyy !y !x C !y lwx  !x lwy uz
together with
2P 3 2 3
lwx ux
4 lPwy 5 D Kw 4 uy 5 (7.103)
lPwz uz
T T
y1 y2 y3 y4 y5 y6 D !x !y !z lwx lwy lwz : (7.104)

Here, Jxx , Jyy and Jzz are the principal axis moments of inertia, Kw is the torque
constant of each of the three reaction wheels; ! x , ! y and ! z are the body angular
velocity vector components along the principal axes of inertia; and lwx , lwy and
lwz are the reaction
wheel
 angular momenta.
 The plant parameters
are given as
Jxx D 300 Kg m2 , Jyy D 600 Kg m2 , Jzz D 900 Kg m2 and Kw D
0:1 ŒNm=V with control saturation limits of ˙10 ŒV , which are avoided in
feedback linearisation.
Upon release from the launch vehicle, the spacecraft has the initial angular veloc-
ities, !x .0/ D 0:07 Œrad=s , !y .0/ D 0:12 Œrad=s and !z .0/ D 0:08 Œrad=s .
It is required to design a feedback linearising controller that will bring the
spacecraft to rest, with non-overshooting linear closed-loop dynamics and a settling
time of Ts D 50 Œs (5 % criterion), and thereafter be able to respond to changes
in the reference inputs without any inter-axis coupling, i.e. a change in one of
the reference inputs will only cause the angular velocity component about that
control axis to change but not affect the other two angular velocity components.
In aerospace applications, the term ‘inter-axis coupling’ is used, while in other
applications such as process control, the term ‘interaction’ is used: !zr D 0 Œrad=s .
In this example, it is only necessary to control the sub-plant defined by (7.102).
So only the state variables, ! x , ! y and ! y , are to be controlled. As will be seen,
however, measurements of all the six state variables of (7.104) will be needed.
The measurements are shown numerically equal to the state variables as scaling
to achieve this can be applied in the on-board control computer.
It is wise to simplify the plant model before carrying out the control law
derivation. First let the controlled outputs be denoted y1 D x1 D !x , y2 D x2 D !y
and y3 D x3 D !z . Then, with u1 D ux , u2 D uy and u3 D uz (7.102) may be
written as
2 3 2
3 2 3
yP1 c1 y3 y2 C a1 y3 lwy  y2 lwz b1 u 1
4 yP2 5 D 4 c2 y1 y3 C a2 .y1 lwz  y3 lwx / 5 C 4 b2 u2 5 (7.105)

yP3 c3 y2 y1 C a3 y2 lwx  y1 lwy b3 u 3

7.3 Feedback Linearising and Forced Dynamic Control 505

where

c1 D Jyy  Jzz =Jxx ; c2 D .Jzz  Jxx / =Jyy ; c3 D Jxx  Jyy =Jzz ; (7.106)

a1 D 1=Jxx ; a2 D 1=Jyy ; a3 D 1=Jzz ; b1 D Kw =Jxx ; b2 D Kw =Jyy and b3 D Kw =Jzz :

Conveniently, the three component equations of (7.105) are already in the form
of (7.97) with control variables appearing on the RHS, so no differentiation is
necessary.
Next, the desired differential equations of the closed-loop system with the same
output derivatives as that on the LHS of (7.105) may easily be set up as three
decoupled first-order subsystems as follows:
2 3 2 32 3
yP1 3=Ts 0 0 .yr1  y1 /
4 yP2 5 D 4 0 3=Ts 0 5 4 .yr2  y2 / 5 (7.107)
yP3 0 0 3=Ts .yr3  y3 /

where yr1 D !xr , yr2 D !yr and yr3 D !zr . That this is correct may easily be seen
by deriving the individual transfer functions as

Yi .s/ 1
D ; i D 1; 2; 3: (7.108)
Yri .s/ 1 C sTs =3

These each have a unity DC gain, as required, and the closed-loop time constant is

Tc D Ts =3 ) Ts D 3Tc (7.109)

which may be recognised as the 5 % settling time formula, Ts D 1:5 .1 C n/ Tc of

Chap. 4, with n D 1 since each subsystem is only of first order.
The required controllaw is obtained by equating the RHS of (7.105) and (7.107).
Then the resulting equations are solved for u1 , u2 and u3 . Thus,
2
3 2 3
c1 y3 y2 C a1 y3 lwy  y2 lwz C b1 u1 .3=Ts / .yr1  y1 /
4 c2 y1 y3 C a2 .y1 lwz  y3 lwx / C b2 u2 5 D 4 .3=Ts/ .yr2  y2 / 5 )

c3 y2 y1 C a3 y2 lwx  y1 lwy C b3 u3 .3=Ts/ .yr3  y3 /

 9 (7.110)
u1 D .3=Ts/ .yr1  y1 /  c1 y3 y2  a1 y3 lwy  y2 lwz =b1 =
u2 D Œ.3=T
s / .yr2  y2 /  c2 y1 y3  a2 .y
1 lwz  y3 lwx /
=b2 ;
u3 D .3=Ts/ .yr3  y3 /  c3 y2 y1  a3 y2 lwx  y1 lwy =b3

Figure 7.9 shows a simulation of the control system with the spacecraft initially
allowed to tumble with free motion and zero reaction wheel inputs, loop closure
not occurring until t D 70 Œs . Before discussing the behaviour of the closed-loop
system, the oscillatory behaviour of the angular velocities for 0 < t < 70 Œs will
be explained. This is referred to as nutation. This is similar to the wobbling motion
506 7 Model Based Control of Nonlinear and Linear Plants

0.15 x1 (t)
[rad/s]

x2 (t)
0.1
yr3 ( t)
x1 ( t)
0.05
x3 ( t)
x1(t), x2(t)
0

-0.05
x3 ( t)

-0.1
Loop closure commences
-0.15

5
u3 (t) u2 (t)
4 u1 (t)
[V]

3 u3 (t)
2
1
0
-1
-2 u2 (t)
-3
-4 u1 (t)
-5
0 50 100 150 200 250 t[s] 300

Fig. 7.9 Spin control of rigid-body spacecraft following separation from launch vehicle

of a toy spinning top when disturbed. With u1 D u2 D u3 D 0, the solution to

the unforced nonlinear differential Eq. (7.105) is non-sinusoidal (in contrast to the
spinning top). In the unforced case and with the reaction wheel angular momentums,
lwx D lwy D lwz D 0, (7.105) reduces to

xP 1 D c1 x3 x2 (7.111)

xP 2 D c2 x1 x3 (7.112)

xP 3 D c3 x2 x1 (7.113)

These are Euler’s equations of rigid-body rotational motion derived in Chap. 2. The
form of the solutions indicated by the simulation may be understood by finding
the solution in the three substate planes, (x1 , x2 ), (x2 , x3 ) and (x3 , x1 ), which is quite
7.3 Feedback Linearising and Forced Dynamic Control 507

straightforward. Dividing (7.111) by (7.112) conveniently eliminates time and x3

between the equations. Thus,

xP 1 c1 x3 x2 dx1 c1 x2
D ) D : (7.114)
xP 2 c2 x1 x3 dx2 c2 x1

The solution by the method of separation of variables is then as follows:

Z Z
c1 1 2 c1 1
x1 dx1 D x2 dx2 ) x D : x22 C C (7.115)
c2 2 1 c2 2

where C is an arbitrary constant of integration. If the initial substate is (x1 (0), x2 (0)),
then the solution may be written as
c1 2 c1
x12  :x2 D x12 .0/  :x22 .0/ (7.116)
c2 c2

By inspection of (7.111), (7.112) and (7.113), the solution in the other two
substate planes may be formed from (7.116) by cyclic permutation of the subscripts
.1 ! 2; 2 ! 3; 3 ! 1/ as follows:
c2 2 c2
x22  :x3 D x22 .0/  :x32 .0/ (7.117)
c3 c3

and
c3 2 c3
x32  :x1 D x32 .0/  :x12 .0/: (7.118)
c1 c1

Since Jzz > Jyy > Jzz , in view of (7.106),

c1 c2 c3
c1 < 0; c2 > 0 and c3 < 0 ) < 0; < 0 and > 0; (7.119)
c2 c3 c1

meaning that substate trajectories (7.116) and (7.117) are elliptical and substate
trajectory (7.118) is hyperbolic. These are projections of the body state trajectory
of the spacecraft for 0  t < 70 Œs on the mutually orthogonal (x1 , x2 ), (x2 , x3 ) and
(x3 , x1 ) planes, shown in Fig. 7.10a–c.
For the initial state, the substate point repeatedly describes an elliptical path
centred on the origin in Fig. 7.10a. In Fig. 7.10b, the substate point also lies on
an ellipse centred on the origin (shown dotted) but oscillates between two points,
describing an elliptical arc. In Fig. 7.10c, the path of the substate point lies on
a hyperbola (both parts shown dotted) and oscillates between two points, thereby
describing a hyperbolic arc. The three-dimensional state trajectory is plotted in
Fig. 7.10d, and before the loop closure can be seen to describe a path similar to
a three-dimensional Lissajous figure in which x1 (t) and x2 (t) oscillate at a fixed
frequency but differ in phase by 90 ı , while x3 (t) oscillates at twice this frequency.
508 7 Model Based Control of Nonlinear and Linear Plants

a 0.15
b c
0.1 0.2

x3 [rad/s]

x3 [rad/s]
x2 [rad/s]

0.1
0.05 0.1
0.05
0 0 0
-0.05
-0.05 -0.1
-0.1
-0.15 -0.1 -0.2
-0.2 -0.1 0 0.1 0.2 -0.2 -0.1 0 0.1 0.2 -0.6 0 0.6
x1 [ rad/s] x2 [ rad/s] x1 [ rad/s]
Completely elliptical Partially elliptical Partially hyperbolic
sub-state trajectory sub-state trajectory sub-state trajectory

d e
0 0.1
( 0,0,0) x3 [ rad/s]
x3 [ rad/s]

-0.02 loop 0.05

-0.04 closure 0
-0.06 -0.05
-0.08 -0.1
-0.1 -0.15
0.2 0.2
0.1 0.2 0.1 0.4
0 0.1 0 0.2
x2 [ rad/s] -0.1 -0.1
0 x2 [ rad/s] -0.1 0
-0.2 x [ rad/s]
-0.2 -0.2 x1 [ rad/s] -0.2 -0.4 1

State trajectory before and after State trajectories on constant

loop closure leading to despin ellipsoid for uncontrolled spacecraft

Fig. 7.10 Substate trajectories and state trajectory of uncontrolled plant

It is important to realise, however, that the oscillations are not sinusoidal and the
frequencies depend on the initial state.
The accrued angular momentum of any mechanical system is the integral of the
externally applied torque vector. In the example, this torque vector is zero. Hence,
the angular momentum vector is constant. Before loop closure via the reaction wheel
torque actuators, all of this angular momentum is contained in the rigid spacecraft
body. Let the magnitude of the angular momentum be L. Then,
2 2 2 2
Jxx x1 C Jyy x2 C Jzz2 x32 D L2 (7.120)

This is the equation of an ellipsoid. Figure 7.10e shows a family of state trajectories
of the tumbling spacecraft body prior to the loop closure commencing with the
same initial angular momentum as for the system simulated in Fig. 7.9, but different
initial states constrained to satisfy (7.120). According to the law of conservation of
angular momentum, as the state evolves, it continues to satisfy (7.120). This pattern
of state trajectories, actually representing an infinite continuum of such trajectories,
enables the dynamical behaviour of the tumbling spacecraft prior to be understood.
The closed trajectory in Fig. 7.10d is one of the trajectories lying on the constant
angular momentum ellipsoid of Fig. 7.10e.
7.3 Feedback Linearising and Forced Dynamic Control 509

The drastic change in the dynamic behaviour of the system upon loop closure
is evident in Fig. 7.9 where the oscillatory behaviour vanishes and the three body
angular velocities decay exponentially to zero with the correct settling time as
required. The cyclic behaviour in Fig. 7.10d gives way to linear motion towards
the origin as the time constant for each control axis is the same.
After the initial spacecraft de-spin, it is common to execute a slow rotation about
one control axis to allow a star sensor to detect a star pattern on a swathe of the
celestial sphere for initial attitude determination. In the simulation, a step yaw rate
demand of 0.06 [rad/s] is commanded at t D 180 Œs . The control system is seen
to respond with no disturbance of the other angular velocity components, i.e., x2 (t)
and x3 (t) occurring. This is the ideal behaviour of this multivariable control system
in having no interaction between the control channels.
The oscillatory control variables during the slow spin phase are due to the law
of conservation of angular momentum. The spacecraft receives an initial angular
momentum due to the imperfect launch vehicle separation mechanism, and this
must remain with the spacecraft until external momentum dumping torques are
applied using thrusters, which are small rockets: an operation outside the scope of
this example. Due to the physics of the spacecraft, it is not possible to control all
six state variables, x1 , x2 , x3 , lx , ly and lz , with only the reaction wheel torques. So
the angular momentum vector maintains a constant magnitude and direction with
respect to inertial space. Once the spacecraft is rotating only about the yaw axis, the
angular momentum vector rotates with conical motion with respect to the mutually
orthogonal body-fixed control axis set. The angular momentum components along
the x and y axes therefore oscillate in quadrature, and these must be produced by
the x and y axis reaction wheels. Oscillatory control torques are therefore needed to
accelerate and decelerate these wheels.

7.3.3 Feedback Linearising Control of Plants Less Than Full

Relative Degree
7.3.3.1 Zero Dynamics

then nc < n, where nc D R, i.e. the

If a plant is less than full relative degree,X
m
relative degree for an SISO plant or nc D Ri , where Ri is the relative degree
i D1
with respect to the ith output for a multivariable plant. Then FLC can still be applied,
but only a subsystem of order nc will be controlled. This means that only nc of the n
state variables are controlled and therefore guaranteed to be associated with stable
closed-loop modes. There must therefore be an uncontrolled subsystem of order,
n  nc , containing modes that may or may not be stable. These will, in general, be
excited by the variables of the controlled subsystem. It is important to realise that the
uncontrolled subsystem is not necessarily uncontrollable. This fact is highly relevant
to the following Sect. 7.3.3.2. As will be recalled from Chap. 3, controllability refers
510 7 Model Based Control of Nonlinear and Linear Plants

to the ability to achieve any change of the plant state by manipulating the control
inputs. If the plant is controllable, then full state feedback will enable all n state
variables to be controlled and be associated with stable modes.
Let the substate of the plant controlled by FLC be denoted
2 3
h1 .x/
6 h2 .x/ 7
6 7
xc D 6 :: 7 D h .x/ : (7.121)
4 : 5
hnc .x/

Then there exists an uncontrolled substate that may be denoted

2 3
g1 .x/
6 g2 .x/ 7
6 7
xz D 6 :: 7 D g .x/ (7.122)
4 : 5
gnnc .x/

with an arbitrary state representation, the functions, gi (x), i D 1; 2; : : : ; n  nc ,

being chosen to be independent of one another and of the functions, hj (x), j D
1; 2; : : : ; nc . This is analogous to the linear independence required between the
equations constituting a linear transformation between a given set of state variables
of a linear plant and a new set of state variables for the same plant having another
state representation. Then (7.121) and (7.122) constitute a transformation from the
original state representation with state vector, x, to a new state representation with
state vector, [xc xz ]T . The plant state differential equations may then be written as

xP c D fc .xc ; xz ; u/ : (7.123)

and

xP z D fz .xc ; xz ; u/ (7.124)

The dynamics of the uncontrolled subsystem defined by (7.124) is the zero

dynamics. As will be seen in Sect. 7.3.4, for a linear plant, the zero dynamic
subsystem (7.124) is linear and has eigenvalues equal to the plant zeros. If it is
known that the zero dynamic substate, xz , resides in a close neighbourhood of a fixed
operating point, xzo , a fact that is not always easy to establish theoretically (only by
practical knowledge of the application or simulation), then eigenvalue analysis is
possible after linearisation about this operating point using the method of Sect. 7.2.
Example 7.5 Zero dynamics in feedback linearising control of induction motor
drive
In this example, remarkably, oscillatory zero dynamics is exploited to automati-
cally create the rotating magnetic field within an induction motor for speed control.
The plant model is taken from Chap. 2 and is the induction motor state-space model
7.3 Feedback Linearising and Forced Dynamic Control 511

formulated in the stator-fixed ˛–ˇ frame to avoid the Park transformation. The
external load torque is taken as zero in this case. The state differential equations
are then

xP 1 D G .x4 x3  x5 x2 / (7.125)

xP 2 D Ax2 C Bx4 C C x1 x5 C Du1 (7.126)

xP 3 D Ax3 C Bx5  C x1 x4 C Du2 (7.127)

xP 4 D Ex4  px1 x5 C F x2 (7.128)

xP 5 D Ex5 C px1 x4 C F x3 (7.129)

where x1 D !r , x2 D i˛ , x3 D iˇ , x4 D ˛, x5 D ˇ, u1 D v˛ and u2 D vˇ . The

constant parameters are
  )
Lr L2m
DD Ls Lr L2m
I A D D: Rs C L2r
Rr B D D: LLm 2Rr C D D: LLmr :p
Rr Lm 1 3p Lm
r ; (7.130)
E D Lr F D Lr Rr GD Jr : 2 : Lr

where the parameters on the RHS of Eq. (7.130) are defined in Chap. 2, Sect. 2.2.9.
The two controlled outputs are the motor speed,

y1 D x1 (7.131)

and the magnetic flux norm, i.e., the square of the rotor magnetic flux magnitude,

y2 D x42 C x52 : (7.132)

First, the relative degree with respect to y1 is determined. Differentiating (7.131)

and substituting for ẋ1 using (7.125) yields

yP1 D xP 1 D G .x4 x3  x5 x2 / : (7.133)

Neither u1 nor u2 appear on the RHS, and therefore, (7.133) is differentiated and
substitutions made for ẋi , i D 2; 3; 4; 5, using (7.126), (7.127), (7.128) and (7.129).

yR1 DG .xP 4 x3 C xP 3 x4  xP 5 x2  xP 2 x5 /
 
.Ex4  px1 x5 C F x2 / x3 C .Ax3 C Bx5  C x1 x4 C Du2 / x4
DG
 .Ex5 C px1 x4 C F x3 / x2  .Ax2 C Bx4 C C x1 x5 C Du1 / x5
512 7 Model Based Control of Nonlinear and Linear Plants

Simplifying and grouping the terms involving the control inputs yields
 
.Ex4  px1 x5 / x3 C .Ax3  C x1 x4 / x4
yR1 D G C GD .x4 u2  x5 u1 / :
 .Ex5 C px1 x4 / x2  .Ax2 C C x1 x5 / x5
(7.134)

Since u1 and u2 appear on the RHS of (7.134), the relative degree with respect to y1 is
R1 D 2 and therefore, this equation is kept for forming the control law. Rearranging
(7.134) in preparation for this yields

x4 u2  x5 u1 D f1 (7.135)

where
  
1 .Ex4  px1 x5 / x3 C .Ax3  C x1 x4 / x4
f1 D yR1  G : (7.136)
GD  .Ex5 C px1 x4 / x2  .Ax2 C C x1 x5 / x5

Next, (7.132) is differentiated and substitutions made for ẋ4 and ẋ5 using (7.128)
and (7.129). Thus,

yP2 D2 .xP 4 x4 C xP 5 x5 /
D2 Œ.Ex4  px1 x5 C F x2 / x4 C .Ex5 C px1 x4 C F x3 / x5 (7.137)


D2 F .x2 x4 C x3 x5 /  E x42 C x52 :

Since neither u1 nor u2 appear on the RHS, (7.137) is differentiated and substitutions
made for ẋi , i D 2; 3; 4; 5, using (7.126), (7.127), (7.128) and (7.129). First, it will
be advantageous to substitute for x42 C x52 in (7.137) using (7.132). Thus,

yP2 D 2 ŒF .x2 x4 C x3 x5 /  Ey2 : (7.138)

Then,

yR2 D2 ŒF .xP 2 x4 C xP 4 x2 C xP 3 x5 C xP 5 x3 /  E yP2

 
.Ax2 C Bx4 C C x1 x5 C Du1 / x4 C .Ex4  px1 x5 C F x2 / x2
D2F
C .Ax3 C Bx5  C x1 x4 C Du2 / x5 C .Ex5 C px1 x4 C F x3 / x3
 2E yP2
 
.Ax2 C Bx4 / x4 C .Ex4  px1 x5 C F x2 / x2
D2F
C .Ax3 C Bx5 / x5 C .Ex5 C px1 x4 C F x3 / x3
 2E yP2 C 2FD .x4 u1 C x5 u2 / :
(7.139)
7.3 Feedback Linearising and Forced Dynamic Control 513

Since u1 and u2 appear on the RHS of (7.140), the relative degree with respect to
y2 is R2 D 2. This equation is therefore used together with (7.134) to derive the
control law. Rearranging (7.139) in the same form as (7.135) yields

x4 u1 C x5 u2 D f2 : (7.140)

where
  
1 .Ax2 C Bx4 / x4 C .Ex4  px1 x5 C F x2 / x2
f2 D yR2  2F
2FD C .Ax3 C Bx5 / x5 C .Ex5 C px1 x4 C F x3 / x3
o
C 2E yP2 :
(7.141)

Solving (7.135) and (7.140) for u1 and u2 then yields

   1        
u1 x5 x4 f1 1 x5 x4 f1 1 x5 x4 f1
D D D :
u2 x4 x5 f2 x4 C x52
2 x4 x5 f2 y2 x4 x5 f2
(7.142)

Finally, ÿ1 and ÿ2 are determined according to the desired closed-loop differential

equations. Thus,

yR1 D d01 .y1r  y1 /  d11 yP1 (7.143)

and

yR2 D d02 .y2r  y2 /  d12 yP1 (7.144)

Then the required control law is (7.142) with, f1 , f2 , ÿ1 and ÿ2 given by (7.136),
(7.141), (7.143) and (7.144). If the coefficients of (7.143) and (7.144) are chosen
according to Sect. 7.3.1.4, to yield settling times of Ts1 for y1 and Ts2 for y2 , then

d01 D ˛ 2 and d11 D 2˛ where ˛ D 4:5=Ts1 (7.145)

d02 D ˇ 2 and d12 D 2ˇ where ˇ D 4:5=Ts2 (7.146)

It will be observed from (7.142) that loop closure cannot occur with y2 .0/ D 0. The
explanation is that the induction motor must be excited to establish a non-zero rotor
flux in order for an accelerating torque to be generated by a finite rotor current.
Figure 7.11 shows the results of a simulation with the following parameter
Ls DLr D 0:02 ŒH ; Lm D 0:018 ŒH ; Rr D 4 Œ ; Rs D 3 Œ ; Jr D
values:
0:05 Kg m2 ; p D 2. The settling times are set to Ts1 D 0:2 Œs and Ts2 D 0:1 Œs .
The motor is initially excited by applying an ˛ -axis stator voltage component of
u1 D 50 ŒV between t D 0 Œs and t D 0:1 Œs , which is sufficient time for the
motor magnetisation to reach approximately steady state as evident in Fig. 7.11b.
514 7 Model Based Control of Nonlinear and Linear Plants

a b
300 0.25
0.95yr1 ( t ) 0.2 yr2 ( t ) 0.95 ⎡⎣ yr2 ( t ) − x2 ( t1 )⎤⎦
r1 ( )
250 y t
200
150 y1 ( t ) 0.15
y 2 ( t ) = x2 ( t )
100 = x1 ( t ) 0.1
0.05 x2 ( t )
50
[rad/s]

Ts1 Ts2

[V 2 s2 ]
0 0
0 t1 = 0.1 0.2 0.3 0.4 0.5 0 t1 = 0.1 0.2 0.3 0.4 0.5
t [s] t [s]

c 1000 d
0.5
500
u1 ( t )

x5 [Vs]
[V]

0
u2 ( t )
-500

-1000 0 p
0 0.1 0.2 0.3 0.4 0.5
t [s]
800

400 u2 ( t )
[V]

0 -0.5
-0.5 0 x4 [Vs] 0.5
-400 u1 ( t )
e
-800 150
0.095 0.1 0.105 0.11 0.115 0.12
t [s] 100
400 50 x ( t )
u1 ( t ) 2
[A]

200 0
x3 ( t )
[V]

0 -50
-200 u2 ( t ) -100

-400 -150
0.48 0.485 0.49 0.495 0.5 0 0.1 0.2 0.3 0.4 0.5
t [s] t [s]

Fig. 7.11 Simulation of feedback linearising control of induction motor drive. (a) Rotor speed,
(b) Rotor flux vector norm. (c) Rotor flux vector components. (d) Control variables, (e) Stator
two-phase currents

Then loop closure occurs at t D 0:1 Œs . In Fig. 7.11a, b, the system can be seen to
respond to the simultaneously applied step reference speed and magnetic flux norm
with critically damped second-order linear dynamics and with the correct settling
times. This example demonstrates clearly in Fig. 7.11c that the control variables
can be of a quite different form from those typical of linear control systems when
the plant is highly nonlinear. These commence quasi-sinusoidal with increasing
7.3 Feedback Linearising and Forced Dynamic Control 515

frequency and amplitude as the accelerating torque is being produced and settle
to two-phase sinusoidal voltages, as the motor speed approaches its steady state.
The frequency can be seen to be higher during the acceleration phase than
in the steady state, where it has synchronous period, 2=300=p D 0:0105 Œs ,
which indicates the slip needed in the induction motor to produce the accelerating
torque. The loop closure occurs at point p in Fig. 7.11d after which the substate
trajectory, [x4 (t), x5 (t)], spirals out and converges towards a circle. Since the substate
point on this graph is the tip of the magnetic flux vector, this is seen to rotate as
in the classical operation of an induction motor with sinusoidal AC supplies.
Remarkably, the feedback linearising controller produces the rotating magnetic
field and associated alternating internal variables, as in classical induction motor
operation, automatically. It is the zero dynamics that is responsible for this. The
closed-loop system, when viewed via the reference inputs and the controlled
outputs, is of fourth order and obeys (7.143) and (7.144), while the plant with state
differential equations, (7.125), (7.126), (7.127), (7.128) and (7.129), is of fifth order.
The zero dynamics is therefore of the first order. It is also remarkable how this can
produce the highly oscillatory behaviour of the internal states, xi (t), i D 2; 3; 4; 5,
while the four ‘transformed’ state variables, y1 (t), ẏ1 (t), y2 (t) and ẏ2 (t), are non-
oscillatory, in contrast to a linear system where the zero dynamics would have to be
at least of second order.

7.3.3.2 Zero Dynamics Avoidance using Auxiliary Output

If the plant is less than full relative degree and a feedback linearising control law
is used based upon the derivatives of the controlled outputs, then the resulting zero
dynamics may cause excursions of the physical variables that may be harmful to
the plant hardware. This problem may be circumvented, however, by creating an
auxiliary non-measured output vector

z D G .x/ (7.147)

that can be produced using an observer, such that the plant with state-space model
(7.95) is of full relative degree with respect to this output. In this case, repeated
differentiations of the output vector components yield

zi D g0i .x/
zPi D g1i .x/
:: ; i D 1; 2; : : : ; m ; (7.148)
:
.Ri 1/
zPi D gRi 1; i .x/

where

X
m
Ri D n (7.149)
i D1
516 7 Model Based Control of Nonlinear and Linear Plants

and therefore the output derivatives,

.Ri /
zi ; zPi ; : : : ; zi ; i D 1; 2; : : : ; m; (7.150)

constitute a complete set of state variables. FLC based on these variables will then
exercise complete control of the plant state. For control of SISO plants, m D 1.
A basic requirement is that G(x) of (7.147) must be chosen such that with a
constant reference input vector, yr , the steady-state output satisfies

zss D lim z.t/ D yss D lim y.t/ D yr : (7.151)

t !1 t !1

For a multivariable plant, it is usually necessary to minimise or eliminate transient

interaction between the control channels. To the knowledge of the author, no general
theory is available for choice of G(x) achieving this with a nonlinear plant, but
means can be devised to solve the problem for each application.
Example 7.6 FLC of a flexible electric drive with a hard nonlinear torsion charac-
teristic
Figure 7.12 represents a motor driving an inertial load via a torsional flexible
shaft.
The electric drive is assumed to be operated in the torque mode in which the
electromagnetic torque,  e , responds to its demand with negligible dynamic lag
and can therefore be regarded as the control variable for the overall system. With
reference to Fig. 7.12a, the electromagnetic torque acts on the rotor with moment of
inertia, Jr , which turns through an angle,  r , with respect to an inertial datum. The
spring torque,  s , gives rise to a torsional deflection angle, ˛ D L  r , where  L
is the angle of the mechanical load with moment of inertia, JL , with respect to the
inertial datum. In this example, the controlled output is  r . The frictional torques are
regarded negligible. The torque balance equations are then

Jr Rr D e C s (7.152)

JL RL D s (7.153)

a b 0.1
α = θL − θ r
JL θL α [rad]
Jr
0
slope = 1 Ks
θr
Inertial -0.1
γe -50 -40 -30 -20 -10 0 10 20 30 40 50
datum
γ s [Nm]

Fig. 7.12 Flexible electric drive. (a) Mechanical representation. (b) Nonlinear hard torsion spring
characteristic
7.3 Feedback Linearising and Forced Dynamic Control 517

where the torsional flexibility of the coupling shaft is modelled as

Ks ˛max ˛
s .˛/ D ; (7.154)
˛max  j˛j

where Ks is the spring constant for linear operation with infinitesimal deflections
and ˛ max is the maximum deflection magnitude. This gives rise to the transfer
characteristic of Fig. 7.12b shown for Ks D 100 ŒNm=rad and ˛max D 0:1 Œrad .
The object is to design a feedback linearising position control system to control
 r to respond to a step change in the demanded value,  r dem , with no overshooting
and a settling time of Ts seconds (5 % criterion). This will be based on the state-
space model of the plant, which is

xP 1 D x2 (7.155)

xP 2 D b Œu C s .x1 ; x3 / (7.156)

xP 3 D x4 (7.157)

xP 4 D as .x1 ; x3 / (7.158)

y D x1 (7.159)

where u D e , b D 1=Jr , a D 1=JL and

Ks ˛max .x3  x1 /
s .x1 ; x3 / D : (7.160)
˛max  jx3  x1 j

First, a basic FLC design and simulation will be carried out to demonstrate the
zero dynamics. Differentiating (7.159) and substituting for ẋ1 using (7.155) yields

yP D x2 (7.161)

As u does not appear on the RHS, (7.161) is differentiated and a substitution made
for ẋ2 using (7.156). Thus,

yR D b Œu C s .x1 ; x3 / : (7.162)

As u appears on the RHS, the relative degree of the plant is R D 2, which is the
order of the closed-loop system that will obey the closed-loop differential equation,

yR D d0 .yr  y/  d1 y;
P (7.163)
518 7 Model Based Control of Nonlinear and Linear Plants

where yr D r dem and using the method of Sect. 7.3.1.4, p D 4:5=Ts , d0 D p 2 and
d1 D 2p. Equating the RHS of (7.162) and (7.163) and then solving for u yield the
feedback linearising control law

1
uD Œd0 .yr  y/  d1 y
P  f .x1 ; x3 / : (7.164)
b
In view of (7.163), (7.159) and (7.161), only the substate, (x1 , x2 ), is controlled, and
therefore, the sub-plant obeying (7.157) and (7.158) constitutes the zero dynamics.
This sub-plant approaches linearity as ˛ and  s of Fig. 7.12b approach zero, the
linear approximation to the zero dynamic substate equations being

xP 3 D x4 (7.165)

xP 4 D !n2 .x3  x1 / (7.166)

p p
where !n D aKs D Ks =JL . It is straightforward to determine that the
eigenvalues of this sub-plant are ˙j!n which indicate oscillatory behaviour that
is undamped and sinusoidal with constant amplitude once the rotor angle, x1 , has
been controlled to a constant value by the FLC law.
Figure 7.13 shows a step response simulation with the following
 plant parame-

ters: Ks D 100 ŒNm=rad ; ˛max D 0:5 Œrad Jr D 1 Kg m2 ; Jr D 2 Kg m2 ;
control saturation limit umax D 400 ŒNm . The settling time is set to Ts D 5 Œs .
As is evident in Fig. 7.13a, the rotor angle is controlled as desired with a non-
overshooting transient and the correct settling time. The zero dynamics, however,
causes undesirable oscillatory behaviour of the load mass angle. The load mass
is allowed to oscillate, which creates an oscillatory spring torque acting on the
rotor of the motor. The control law generates an equal and opposite control torque
component that precisely counteracts this spring torque and a second component
that accelerates the motor rotor and decelerates it to bring it to rest at the required
angle.
In so doing, however, the control law allows the load mass to oscillate continu-
ously with respect to the motor rotor. This behaviour is evident in Fig. 7.13b–d. The
nonlinear hard spring characteristic causes the noticeably non-sinusoidal oscillation
of u(t) and  s (t).
To avoid the zero dynamics, the auxiliary output,

z D x3 ; (7.167)

will be considered, as it is the load mass angle that will equal the rotor angle if,
with a step reference input, the system is brought to the desired steady state with
zero spring torque according to (7.160). The suitability of this choice will now
be established theoretically. If all the state variables are under control, then with
a constant reference input, all the system variables will settle to constant values in
7.3 Feedback Linearising and Forced Dynamic Control 519

a b 200
1
[ rad]

u [ Nm]
y ( t) 100
0.8 r
0.6 0
0.4 y(t) = x1(t) -100
0.2
-200
0
0 Ts = 0.5 1 1.5 t [s] 2 0 0.5 1 1.5 t [s] 2

c d
1.4 200
x3 [ rad]

γ s [ Nm]
1 100
0.6 0
0.2 -100
0
-200
0 0.5 1 1.5 t [s] 2 0 0.5 1 1.5 t [s] 2

Fig. 7.13 FLC of flexible electric drive with zero dynamics. (a) Rotor angle (controlled output).
(b) Control torque. (c) Load mass angle. (d) Spring torque

the steady state. Denoting the steady-state values by the subscript, ss, the plant state
equations, (7.155), (7.156), (7.157), (7.158) and (7.159), become

0 D x2ss (7.168)

0 D b Œuss C s .x1ss ; x3ss / (7.169)

0 D x4ss (7.170)

0 D as .x1ss ; x3ss / (7.171)

In view of (7.168) and (7.170), the motor rotor and load mass are stationary in the
steady state. In view of (7.171) and (7.160), x3ss D x1ss . Hence, from (7.167) and
(7.159), zss D yss , which is the condition for z D x3 to be a suitable candidate
for an auxiliary output. Next whether or not the plant has full relative degree with
respect to z has to be determined. Hence, the candidate auxiliary output (7.167) will
be repeatedly differentiated and substitutions made for the state-variable derivatives
using the state differential Eqs. (7.155), (7.156), (7.157) and (7.158). Differentiating
(7.167) and substituting for ẋ3 using (7.157) yields

zP D x4 : (7.172)

Differentiating (7.172) and substituting for ẋ4 using (7.158) and (7.160) yields

Ks ˛max .x3  x1 /
zR D as .x1 ; x3 / D a : (7.173)
˛max  jx3  x1 j
520 7 Model Based Control of Nonlinear and Linear Plants

Differentiating (7.173) and substituting for ẋ1 and ẋ3 using (7.155) and (7.157) gives

« .˛max jx3  x1 j/ .x4  x2 /  .x3  x1 / Œ sgn .x3  x1 / .x4  x2 /

z DaKs ˛max
.˛max  jx3  x1 j/2
.˛max  jx3  x1 j/ .x4  x2 / C jx3  x1 j .x4  x2 /
D  aKs ˛max
.˛max  jx3  x1 j/2
2
aKs ˛max .x4  x2 /
D :
.˛max  jx3  x1 j/2
(7.174)

Finally, differentiating (7.174) and substituting for ẋi , i D 1; 2; 3; 4, using (7.155,

7.156, 7.157, and 7.158) yields

¬ d h i
2
z D  aKs ˛max .x4  x2 / .˛max  jx3  x1 j/2
dt
 
2 .x4  x2 / .2/ .˛max  jx3  x1 j/3 Œ sgn .x3  x1 / .x4  x2 /
D  aKs ˛max
C .as .x1 ; x3 /  b Œu C s .x1 ; x3 / / .˛max  jx3  x1 j/2
2  
aKs ˛max 2.x4  x2 /2 sgn .x3  x1 /
D
.˛max  jx3  x1 j/3 C .as .x1 ; x3 / C b Œu Cs .x1 ; x3 / / .˛max  jx3  x1 j/

Hence
( 2
)
¬ 2
aKs ˛max 2.x  4  x2 / sgn .x3 hx1 / i
zD ˛max .x3 x1 / Ks ˛max .x3 x1 /
.˛max jx3 x1 j/3 C a K˛smax jx3 x1 j C b u C ˛max jx3 x1 j .˛max  jx3  x1 j/
n o
2
aKs ˛max .aCb/Ks ˛max .x3 x1 /2.x4 x2 /2 sgn.x3 x1 /
D 2
.˛max jx3 x1 j/
bu C ˛max jx3 x1 j :
(7.175)

Since u appears on the RHS of (7.175), the relative degree with respect to the
auxiliary output, z, is R D 4, which is equal to the plant order. There is therefore no
zero dynamics, and a feedback linearising control law based on (7.175) will control
the complete plant state. In this case, the desired closed-loop differential equation is

¬ «
z D d0 .zr  z/  d1 zP  d2 zR  d3 z: (7.176)

Equating the RHS of (7.175) and (7.176) and then solving for u yields the FLC law,
8  9
ˆ
< « >
1
.˛max jx3 x1 j/2
2
aKs ˛max
d0 .zr  z/  d1 zP  d2 zR  d3 z =
uD : (7.177)
b :̂ /2 >
;
C 2.x4 x2 sgn.x˛3max x1 /.aCb/Ks ˛max .x3 x1 /
jx3 x1 j
7.3 Feedback Linearising and Forced Dynamic Control 521

a b 400
1
yr (t )
0.8 200
[rad]

u [ Nm]
0.6
0.4 y (t ) = x1 (t ) 0
0.2
0 -200
0 Ts = 0.5 1 1.5 t [s] 2 0 0.5 1 1.5 t [s] 2

c d
1 20
y (t )
0.8 z r(t )

γ s [ Nm]
[rad]

id
0
0.6 z ( t ) = x3 ( t ) -20
0.4
0.2 -40
0 -60
0 Ts = 0.5 1 1.5 t [s] 2 0 0.5 1 1.5 t [s] 2

Fig. 7.14 FLC of flexible electric drive using auxiliary output with full relative degree (a) Rotor
angle (controlled output). (b) Control torque. (c) Load mass angle (auxilliary output). (d) Spring
torque

The coefficients, di , i D 1; 2; 3; 4, can be determined using the method of

Sect. 7.3.1.4 to yield a non-overshooting step response with a settling time of Ts
seconds. Thus, p D 1:5 .1 C n/ =Ts jnD4 D 7:5=Ts, d1 D p 4 , d2 D 4p 3 , d3 D 6p 2
and d4 D 4p.
Figure 7.14 shows a simulation of the step response of the revised control system
with the same plant parameters and demanded settling time as previously.
As expected, the oscillatory behaviour shown in Fig. 7.13 due to the zero
dynamics is no longer present. A short period of initial control saturation now
occurs, but this does not cause a noticeable difference between the step response,
z(t), and the ideal step response, zid (t), i.e. the solution to (7.176) with the step input,
zr (t), as evident in Fig. 7.14c. Although the controlled output, y(t), has the correct
steady-state value, it has transient behaviour different from that of z(t). This may be
analysed as follows. In view of (7.159) and (7.167), (7.173) may be written as

Ks ˛max .z  y/ ˛max  jz  yj
zR D a )y DzC zR: (7.178)
˛max  jz  yj aKs ˛max

So y(t) may be regarded as a state-dependent weighted sum of z(t) and zR.t/.

Considering the smooth monotonically increasing z(t) of Fig. 7.14c, z̈(t) will have
a positive maximum and zR.t/ will have a positive maximum followed by a negative
minimum. Thus, y(t) may have a local maximum followed by a local minimum,
and this behaviour is evident in Fig. 7.14a. This behaviour is very similar to that
introduced in Chap. 1, Sect. 1.6.4.2, for linear control systems with finite zeros in the
transfer functions. In this example, the linearised plant has two complex conjugate
zeros which would produce a similar step response. Each specific application would
have to be considered to determine whether or not this transient behaviour is
522 7 Model Based Control of Nonlinear and Linear Plants

acceptable. If not, then the shape of the step response can be improved by means of
a pre-compensator as described in Chap. 5, Sect. 5.2.7. Finally, it will be observed
that the settling time of y(t) is somewhat longer than that of z(t). If this is critical,
then it can be adjusted to the correct value using the settling time correction method
described in Chap. 4, Sect. 4.5.5.

7.3.4 Forced Dynamic Control of Continuous LTI Plants

7.3.4.1 The Plant State-Space Models

The most general plant model considered here is for an LTI multivariable plant.
Thus,
xP D Ax C Bu (7.179)

y D Cx (7.180)

where x 2 <n is the state vector, u 2 <m is the control (or input) vector, y 2 <m is
the measurement (or controlled output) vector and A, B and C are constant matrices.
Since the number of controlled outputs equals the number of inputs, the plant is
square, this description originating from the fact that the transfer function matrix is
square. The LTI SISO plant model is obtained by setting m D 1; but the following
specific notation will be used:

xP D Ax C bu (7.181)

y D cT x (7.182)

where u and y are the scalar input and output.

The approach in the following four subsections is the same as that of Sects. 7.3.2
and 7.3.3, but the linear plant models enable generic control laws to be derived.

7.3.4.2 SISO LTI Plants of Full Relative Degree

In this case, the relative degree is R D n, and therefore all the output derivatives of
order up to n  1 are linear functions of x only, the derivative that is a linear function
of x and u having order, n. This sequence of derivatives is as follows:

yP D cT Ax
yR D cT A2 x
:: (7.183)
:
y .n1/ D cT An1 x
7.3 Feedback Linearising and Forced Dynamic Control 523

y .n/ D cT An x C cT An1 bu: (7.184)

As for the feedback linearising control, (7.184) is used to form the forced dynamic
control law by equating its RHS to that of the desired closed-loop differential
equation,

y .n/ D d0 .yr  y/  d1 yP      dn1 y .n1/ ; (7.185)

where the constant coefficients may be determined using the method of Sect. 7.3.1.4.
Thus,

cT An x C cT An1 bu D d0 .yr  y/  d1 yP      dn1 y .n1/ )

 (7.186)
u D cT A1n1 b d0 .yr  y/  d1 yP      dn1 y .n1/  cT An x :

This control law is useful as it stands although, as in most of the nonlinear examples
of the foregoing subsections, the state representation is mixed, provided, of course,
that all the variables are available as either measurements or estimates from an
observer. If the original state representation of the plant model is preferred through-
out, then (7.183) provides the required state transformation. Then substituting for
y(i) , i D 0; 1; : : : ; n  1, in (7.186) using (7.183) yields

u D ryr  kT x (7.187)

where the reference input scaling coefficient is

d0
rD (7.188)
cT An1 b
and the state feedback gain matrix is

1  
Œn n1 n
kT D c T
d 0 I C d 1 A C    C d n1 A C A : (7.189)
cT An1 b
Thus, (7.187) is a linear state feedback control law in which (7.188) and (7.189)
provide an alternative method of design to that presented in Chap. 5, Sect. 5.2, that
is rather more straightforward and lends itself readily to computer-aided design.

7.3.4.3 Multivariable LTI Plants of Full Relative Degree

The derivation of this control law is based on the plant model of (7.179) and (7.180).
First, it is convenient to write (7.182) in terms of its component equations as follows:

yi D cTi x; i D 1; 2; : : : ; m: (7.190)
524 7 Model Based Control of Nonlinear and Linear Plants

Then the sequence of derivatives required to determine the relative degree with
respect to each output is formed as follows:
9
yPi D cTi Ax >
>
>
=
yRi D cTi A2 x
:: ; i D 1; 2; : : : ; m (7.191)
: >
>
>
;
y .Ri 1/ D cTi ARi 1 x

D cTi ARi x C cTi ARi 1 Bu; i D 1; 2; : : : ; m;

.Ri /
yi (7.192)
where

X
n
Ri D n (7.193)
i D1
since the plant is of full relative degree. It is evident from (7.192) that the relative
degrees with respect to the individual outputs are determined by evaluating the
sequence, cTi Aq B, q D 0; 1; : : : , until a nonvanishing term is found.
Let this be cTi Aqmax B. Then the relative degree with respect to yi is Ri D qmax C
1. Then the desired closed-loop differential equation is set up for each output as
follows:

D d0i .yri  yi /  d1i yP      dRi 1; i y .Ri 1/ ;

.Ri /
yi i D 1; 2; : : : ; m; (7.194)

where the constant coefficients, dji , j D 0; 1; : : : ; Ri  1, i D 1; 2; : : : ; m,

are determined using the method of Sect. 7.3.1.4. The required FDC law is then
obtained by equating the RHS of (7.192) and (7.194) and then solving for u. Thus,

(7.195)
7.3 Feedback Linearising and Forced Dynamic Control 525

This is useful as it stands, although the state representation is mixed between that
of the plant model and the output derivatives. On the other hand, if the plant model
state representation is preferred throughout, then the required state transformation
(j)
equations are (7.191). Then substituting for yi , j D 0; 1; : : : ; Ri  1, i D
1; 2; : : : ; m, in (7.195) using (7.191) yields

which is in the standard multivariable linear state feedback form,

u D Ryr  Kx; (7.196)

where the reference input scaling matrix is

(7.197)

and the linear state feedback gain matrix is

(7.198)

Since Eq. (7.194) have no common variables, the control law achieves complete
interaction elimination as well as the specified dynamics relating yi to yri .
526 7 Model Based Control of Nonlinear and Linear Plants

Example 7.7 Lateral motion control of an aircraft

The state-space model governing the lateral motion of an aircraft is given as
2 3 2 32 3 2 3
xP 1 a11 0 a13 0
a15 x1 b11 b12 b13
6 xP 7 6 0 07 6 7 6 72 3
6 27 6 0 1 0 7 6 x2 7 6 0 0 0 7 u1
6 7 6 76 7 6 7
6 xP 3 7 D 6 a31 0 a33 a35 7 6 x3 7 C 6 b31 b32 b33 7 4 u2 5
0 (7.199)
6 7 6 76 7 6 7
4 xP 4 5 4 0 0 0 1 5 4 x4 5 4 0 0 0 5 u3
0
xP 5 a51 0 a53 0
a55 x5 b51 b52 b53
2 3
x
2 3 2 36 17
y1 1 0 0 0 0 6 x2 7
4 y2 5 D 4 0 1 0 0 0 5 6
6 x3 7
7
(7.200)
6 7
y3 0 0 0 1 0 4 x4 5
x5

where x1 is the sideslip angle, x2 is the roll attitude angle, x3 is the roll angular
velocity, x4 is the yaw attitude angle and x5 is the yaw angular velocity. The
2 3 2 3
a11 a13 a15 0:163 0 1:0
plant parameters are given [4] as 4 a31 a33 a35 5 D 4 16:6 1:08 0:13 5 and
a51 a53 a55 15:7 0:02 0:25
2 3 2 3
b11 b12 b13 0:0054 0:05 0:025
4 b31 b32 b33 5 D 4 42:3 6:88 0:08 5. It is required to design a control
b51 b52 b53 1:08 11:7 1:25
system that eliminates interaction and yields non-overshooting step responses with
settling times of Ts1 D 4 Œs , Ts2 D 2 Œs and Ts3 D 3 Œs .
First, (7.200) will be written as
23 2 3 2 3
x1 x1 x1
6x 7 6x 7 6x 7
6
6 27 7 6
6 27 7 6 27
6
7
y1 D 1 0 0 0 0 6 x3 7 ; y2 D 0 1 0 0 0 6 x3 7 ; y3 D 0 0 0 1 0 6 x3 7 :
„ ƒ‚ … 6 7
4 x4 5 „ ƒ‚ … 6 7
4 x4 5 „ ƒ‚ … 6 7
4 x4 5
cT1 cT2 cT3
x5 x5 x5
(7.201)

T
 respect to these outputs are determined as follows: c1T b D
The relative degrees with
0:0054 0:05 0:025 ¤ 0. Hence, the relative degree w.r.t. y1 is R1 D 1. c2 b D

0. cT2 Ab D 42:3 6:88 0:08 ¤ 0. Hence, the relative degree w.r.t. y2 is R2 D 2.

cT3 b D 0. cT3 Ab D 1:08 11:7 1:25 ¤ 0. Hence, the relative degree w.r.t. y3 is
R3 D 2. Since R1 C R2 C R3 D 5 D n, the plant is of full relative degree.
The forced dynamic control law is the linear state feedback control law,

u D Ryr  Kx; (7.202)

7.3 Feedback Linearising and Forced Dynamic Control 527

a b 5
1 y3r (t )
y3 ( t ) 0 u2 (t )

[rad]
[rad]

y1r (t ) Ts3 -5
0.5 u1 (t )
y1 (t ) -10
Ts1 -15
0
y2 (t ) -20
u3 (t )
y2r (t ) Ts2 -25
-0.5
-30
0 2 4 6
8 t[s] 10 0 2 4 6 8 t[s] 10
Sideslip (y1), roll (y2) and yaw (y3) angles Control surface angle demands

Fig. 7.15 Step responses of forced dynamic lateral motion control of an aircraft

where
22 3 31 2 3
cT1 d01 0 0
R D 44 cT2 A 5 b5 4 0 d02 0 5 and
T
c3 A 0 0 d03
22 T 3 31 2 T
Œ5
 3
c1 c 1 d 01 I C A 
K D 44 cT2 A 5 b5 4 cT2 d02 IŒ5 C d12 A C A2 5 : (7.203)

cT3 A cT3 d03 IŒ5 C d13 A C A2

Using the method of Sect. 7.3.1.4, the desired closed-loop differential equation
coefficients in terms of the required settling times are given by:

p1 D 3=Ts1; d01 D p1 : (7.204)

p2 D 4:5=Ts2; d02 D p22 ; d12 D 2p2 : (7.205)

p3 D 4:5=Ts3; d03 D p32 ; d13 D 2p3 : (7.206)

Figure 7.15 shows the results of a simulation.
The step reference input components are applied at different times to demonstrate
the complete absence of interaction, i.e. yir (t) influences only yi (t), i D 1; 2; 3.
Hence, y1r .t/ D 0:5h .t  1/ Œrad , y2r .t/ D 0:5h .t  2/ Œrad and y3r .t/ D
h .t  3/ Œrad . As expected, y1 (t), is a first-order step response, while y2 (t) and
y3 (t) are critically damped step responses, each with the specified settling time. For
t 2 .1; 2/ Œs , u1 (t) acts to produce the required response of y1 (t) while u2 (t) and
u3 (t) counteract any interaction that would cause y2 (t) and y3 (t) to change from zero.
528 7 Model Based Control of Nonlinear and Linear Plants

7.3.4.4 LTI SISO Plants Less than Full Relative Degree

First, it will be useful to make some comparisons between the FDC of SISO plants
and the linear state feedback control of SISO plants introduced in Chap. 5. It has
been established in Sect. 7.3.4.2 that an FDC law for a linear SISO plant based on
a linear-desired closed-loop dynamics is a linear state feedback control law. The
generic FDC law (7.189) for plants of full relative degree could also be applied to a
plant having relative degree R < n, but with caution. It follows from Sect. 7.3.3.1
that the response of the controlled output to the reference input would have the
prescribed dynamics of order R, while the zero dynamics, unobservable by viewing
the reference input and the controlled output, is of order n  R. For comparison, it
will be recalled from Chap. 5, Sect. 5.2.7.3, that if a linear state feedback control
system is designed for a plant having a transfer function with finite zeros and the
method of pole assignment is used to cancel the zeros, then the closed-loop system
is of order n  m, where n is the degree of the denominator polynomial of the plant
transfer function and m is the degree of the numerator polynomial. This system only
appears to be of order n  m, when viewing only the reference input and output,
and is actually still of order n, the m poles that cancel the m zeros constituting an
uncontrolled subsystem of order m . It is clear from this comparison that the zero
dynamics occurring with FDC of an LTI plant is precisely the same as the dynamics
of the uncontrolled subsystem when LSF control is applied with zero cancellation.
In conclusion, the zero dynamics is a linear uncontrolled subsystem whose poles
(eigenvalues) are the transfer function zeros and the relative degree of a linear SISO
plant is R D n  m, i.e. the difference between the degrees of the plant transfer
function denominator and numerator polynomials. This explains the choice of the
names ‘zero dynamics’ and ‘relative degree’ which is not so obvious in the context
of FLC of nonlinear plants (Sect. 7.3.3).
It will also be recalled from Chap. 5 that if the poles of a linear state feedback
control system are all placed at one location to achieve a specified settling time, then
the step response of the controlled output may have a finite number of stationary
points, which could be overshoots and undershoots, due to the derivative effect of
the plant zeros. In other words, let the transfer function of the closed-loop system be

Y .s/ 1 C w1 s C    C wm s m
D : (7.207)
Yr .s/ .1 C sTc /n

Then the step response, z(t), of the zero-less system with transfer function

Z.s/ 1
D (7.208)
Yr .s/ .1 C sTc /n

will monotonically increase towards the steady-state value, while the corresponding
response, y(t), of the system with transfer function (7.207) may have a finite number
of stationary points due to the derivative terms in
7.3 Feedback Linearising and Forced Dynamic Control 529

y.t/ D z.t/ C w1 zP.t/ C    C wm z.m/ .t/; (7.209)

dependent on the values of the derivative weighting coefficients, wi , i D

1; 2; : : : ; m.
If the straightforward FDC of Sect. 7.3.4.2 is applied with relative degree, R < n,
then it is equivalent to placing m of the closed-loop poles to cancel the zeros so that
(7.207) becomes

Y .s/ 1 C w1 s C    C wm s m 1
D R
D ; (7.210)
Yr .s/ m
.1 C w1 s C    C wm s / .1 C sTc / .1 C sTc /R
„ ƒ‚ …
System characteristic polynomial

where R D n  m, thereby circumventing the derivative effects of the plant zeros.

It is evident from (7.210), however, that the zeros of the plant transfer function
have to lie in the left half of the s-plane. In any case, the behaviour of the zero
dynamic subsystem has to be acceptable regarding the plant hardware. If not, then an
approach similar to that of Sect. 7.3.3.2 can be taken. This is equivalent to applying
linear state feedback control to place the poles according to (7.207), ignoring the
plant zeros, thereby achieving complete control of the plant state, which ensures
closed-loop stability but does allow stationary points in the step response due to the
plant zeros.
In FDC, complete state control of an LTI plant of less than full relative degree is
achieved using the calculated plant output, z, in (7.208) instead of y.
Hence, the model of (7.181) and (7.182) is appended with the auxiliary output,

z D gT x; (7.211)

where the output matrix, gT , has to be determined such that:

(a) The plant has full relative degree, R D n, with respect to z, where n is the plant
order,
(b) If the plant is maintained in the steady state, meaning that (7.181), (7.182) and
(7.211) are replaced by

xP ss D Axss C buss D 0; (7.212)

yss D cT xss (7.213)

and

zss D gT xss (7.214)

with all the variables at constant values, then

zss D yss : (7.215)

530 7 Model Based Control of Nonlinear and Linear Plants

It follows from (7.213), (7.214) and (7.215) that

gT xss D cT xss : (7.216)

Note that although the plant may be inherently unstable, the above steady-state
conditions are those which would be maintained by a controller that ensures closed-
loop stability. This condition may be found without having to design the controller
first.
To satisfy condition (a), above, gT must satisfy a set of equations based on the
sequence of output derivatives up to order, n  1, as follows:

zP D gT xP D gT ŒAx C bu D gT Ax ) gT b D 0 (7.217)

zR D gT APx D gT A ŒAx C bu D gT A2 x ) gT Ab D 0 (7.218)

::
:

z.n1/ D gT An2 xP D gT An2 ŒAx C bu D gT An1 x ) gT An2 b D 0: (7.219)

Finally, (7.217), (7.218), (7.219) and (7.216) may be written as

 
gT b Ab    An2 b xss D 0 0    0 cT xss : (7.220)

The required solution can then be obtained by first finding a suitable steady state, xss ,
which is not unique, obtained by applying a constant u D uss . If the plant contains
pure integrators, uss would have to be zero. Then a non-zero xss would be obtained
by setting non-zero arbitrary initial conditions for these integrators. Once xss has
been determined, then the required auxiliary output matrix would be calculated from
(7.220) as
 1
gT D 0 0    0 cT xss b Ab    An2 b xss : (7.221)

The required FDC law would then be (7.186) with cT replaced by gT .

Example 7.8 Forced dynamic cruise speed control of road transportation vehicle
The plant of this example is the Diesel driveline of Chap. 5, Example 5.8. The
transfer function model (data courtesy of Delphi Diesel) is given as

Y .s/ c2 s 2 C c1 s C c0
D 3 (7.222)
U.s/ s C a2 s 2 C a1 s C a0
7.3 Feedback Linearising and Forced Dynamic Control 531

where a0 D 0:2454, a1 D 245:4, a2 D 7:594, c0 D 9236, c1 D 285:5 and

c2 D 475, U(s) is the throttle input and Y(s) is the measurement of the engine speed
[r/min].
The corresponding state-space model in the controller canonical form is
2 3 2 32 3 2 3
xP 1 0 1 0 x1 0
4 xP 2 5 D 4 0 0 1 5 4 x2 5 C 4 0 5 u (7.223)
xP 3  a0 a1 a2 x3 1
2 3
 x1
y D c0 c1 c2 4 x2 5 : (7.224)
x3

First, to demonstrate that the plant is less than full relative degree with respect to y,

yP D c0 xP 1 C c1 xP 2 C c2 xP 3 D c0 x2 C c1 x3 C c2 u: (7.225)

Since this first derivative directly depends on u, the relative degree with respect to y
is R D 1. This is less than n D 3, and therefore an auxiliary output
2 3
 x1
z D g0 g1 g2 4 x2 5 (7.226)
x3

is required. To determine g1 , g2 and g3 , the steady-state solution of (7.223) for x1ss ,

x2ss and x3ss with a constant input, uss , is as follows:
2 3 2 32 3 2 3 2 3
xP 1ss 0 1 0 x1ss 0 0
4 xP 2ss 5 D 4 0 0 1 5 4 x2ss 5 C 4 0 5 uss D 4 0 5 )
(7.227)
xP 3ss  a0 a1 a2 x3ss 1 0
xP 1ss D x2ss D 0 ) x1ss D const:; x3ss D 0

Then (7.221) becomes

2 31
 1  0 0 x1ss
gT D 0 0 cT xss b Ab xss D 0 0 c0 x1ss 40 1 0 5
1 a2 0
2 3 (7.228)
 0 a2 x1ss x1ss 
1
D 0 0 c0 x1ss 4 0 x1ss 0 5 D c0 0 0 :
x1ss
1 0 0
532 7 Model Based Control of Nonlinear and Linear Plants

The required auxiliary output equation is therefore

32
x1

z D c0 0 0 4 x2 5 : (7.229)
„ ƒ‚ …
T
x3
g

The relative degree with respect to z is now R D 3. The desired closed-loop

differential equation of the same order is

«
z D d0 .yr  z/  d1 zP  d2 zR (7.230)

whose coefficients can be determined by the method of Sect. 7.3.1.4 to achieve a

specified settling time, Ts . For the 5 % criterion,

p D 6=Ts; d0 D p 3 ; d1 D 3p 2 and d2 D 3p: (7.231)

The control law is then (7.187), (7.188) and (7.189) with n D 3 and cT replaced
by gT .
Figure 7.16a shows a simulation with a step engine speed reference of 300 [r/min]
and a nominal settling time of Ts D 1 Œs . As expected, z(t) is monotonic with the
correct settling time, but y(t) has two stationary points due to the plant zeros, and this
transient effect has increased the actual settling time, Tsa . In Fig. 7.16b, the nominal
settling time, Ts , has been reduced to bring Tsa down to the specified value of 1 [s]. It
will be noticed, however, that this has increased the ‘kink’ in the step response. The
reason for this is that reducing Ts increases the magnitude of the triple closed-loop
pole while the plant zeros are fixed, these zeros consequently having more influence
on the transient response (Chap. 1).

a b
yr (t ) yr (t )
300 300
0.95 yr (t ) 0.95 yr (t )
250 250
200 200
y (t )

150 y (t ) 150
[r/min]

[r/min]

100 100
50 z (t ) 50 z (t )
0 0
0 0.5 Ts = 1 Tsa 1.5 t [s] 2 0 0.5 Ts Tsa = 1 1.5 t [s] 2

Fig. 7.16 Step response for forced dynamic speed control of a Diesel driveline. (a) With nominal
settling time. (b) With adjusted settling time
7.3 Feedback Linearising and Forced Dynamic Control 533

7.3.4.5 Multivariable Plants Less than Full Relative Degree

For a multivariable plant, model (7.179) is appended with an auxiliary output vector,

z D Gx; (7.232)

where the output matrix, G, has to be determined such that:

(a) The plant has full relative degree with respect to z, requiring

X
m
Ri D n (7.233)
i D1

where Ri is the relative degree with respect to auxiliary output, zi .

(b) When the plant is maintained in the steady state, meaning that (7.179), (7.180)
and (7.232) are replaced by

xP ss D Axss C Buss D 0; (7.234)

yss D Cxss (7.235)

and

zss D Gxss ; (7.236)

then

zss D yss : (7.237)

Each application would have to be studied individually to determine Ri , i D
1; 2; : : : ; m.
As already highlighted in Sect. 7.3.4.4 for SISO plants, the steady-state condi-
tions of (b) would be maintained by a controller regardless of whether the plant is
inherently stable or unstable and can be derived independently of the controller.
First, the component equations of (7.236) may be written separately as

zi D gTi x; i D 1; 2; : : : ; m: (7.238)

Then the equations that gTi , i D 1; 2; : : : ; m, must obey to satisfy condition (a) are
9
zPi D gTi xP D gTi ŒAx C Bu D gTi Ax ) gTi B D 0 >
>
>
=
zRi D gTi APx D gTi A ŒAx C Bu D gTi A2 x ) gTi AB D 0
:: ; i D 1; 2; : : : ; m;
: >
>
>
;
.Ri 1/ T Ri 2 T Ri 2 T Ri 2
zi D gi A xP D gi A ŒAx C Bu ) gi A BD0
(7.239)
534 7 Model Based Control of Nonlinear and Linear Plants

where Ri is the relative degree with respect to zi . Further equations are obtained by
applying condition (b). Equations (7.236) and (7.236) may be rewritten as

yi ss D cTi xss ; i D 1; 2; : : : ; m (7.240)

and

zi ss D gTi xss : i D 1; 2; : : : ; m: (7.241)

For (7.237) to be satisfied, then in view of (7.240) and (7.241),

gTi xss D cTi xss ; i D 1; 2; : : : ; m: (7.242)

This enables the determination of a limited number of elements of gTi , as was the
case in Sect. 7.3.4.4 for SISO plants. Then they could be inserted in Eqs. (7.239) and
the remaining elements of gTi calculated, but this would have to be done manually.
Instead labour could be saved by including these known elements in a procedure
that could be computerised. Let the known elements be denoted by giq , where q is
the column number of gTi . Then equations could be written for them in the same
form as the equations of (7.239) as follows:
0 2 3 1
::
B T6 :7 C
Bg 6 1 7 Row q C T
@ i 4 5 A D gi ni q D gi q : (7.243)
::
:

Then (7.239) and (7.243) together constitute a set of simultaneous equations from
which gTi can be calculated. These may be written as the following matrix equation:
 
gTi B AB    ARi 2 B    ni q    D 0 0    0    gi q    : (7.244)

These equations must be at least n in number, meaning that either they are
completely determined in which case the solution is
 1
gTi D 0 0    0    gi q    B AB    ARi 2 B    ni q    (7.245)

or overdetermined in which case the solution is given by


gTi MMT D 0 0    0    gi q    MT )

 1
gTi D 0 0    0    gi q    MT MMT (7.246)

where M D B AB    ARi 2 B    ni q    .
7.3 Feedback Linearising and Forced Dynamic Control 535

a b
yaw u1 x2 x1 = y1
x5 , x6
axis + −
b1
∫ dt ∫ dt
x7 , x8
c = cos (γ ) a1
−

roll x1 , x2
⎡ c s⎤
a3
x5 ∫ dt x6 ∫ dt + ⎡c −s ⎤
γ ⎢−s c ⎥ x7 x8 + ⎢s c ⎥
⎣ ⎦ ⎣ ⎦
∫ dt ∫ dt
axis a4
u1 −
x3 , x4 s = sin (γ ) a2
pitch u2
axis u2 − x4 x3 = y2
+
b2
∫ dt ∫ dt
Fig. 7.17 Roll/yaw axis dynamics and kinematics model of a satellite. (a) Satellite configuration.
(b) State-variable block diagram in the inverse dynamic form

Example 7.9 Roll/yaw axes attitude control of satellite with flexible solar panel
Figure 7.17 shows the model of a space satellite for which is required an attitude
control system for the roll and pitch axes between which is very significant cross
coupling due to s-shaped out-of-plane and in-plane flexural vibration modes in the
solar panels. In this model, the two double integrators in the forward path of the
state-variable block diagram represent the dynamics and kinematics of the central
rigid body about the roll and pitch axes in which the roll and pitch attitude angles
are x1 and x3 , their respective derivatives being x2 and x4 .
The flexible solar panels are represented by the inverse dynamic model in
the feedback path. One vibration mode is modelled for the out-of-plane panel
vibrations, by a torsional mass spring system having angular displacement, x5 ,
and angular velocity, x6 . The in-plane panel vibrations are similarly modelled
with angular displacement, x7 , and angular velocity, x8 . In order to maximise the
electrical power collected by the solar panels, they are rotated about the yaw axis
through an angle,  , to minimise the angle of incidence of the solar radiation vector.
The control variables, u1 and u2 , are numerically equal to the roll and pitch control
torques. The constant coefficients in Fig. 7.17 are expressed in terms of the physical
spacecraft parameters as follows:

b1 D 1=Jxx ; b2 D 1=Jyy ; a1 D O2 ; a2 D I2 ; a3 D JO a1 and a4 D JI a2 ;

(7.247)

where Jxx and Jyy are the roll and pitch axis moments of inertia of the rigid centre-
body,  O and JO are the encastre natural frequency and moment of inertia of the
mass-spring system representing the out-of-plane panel vibration mode and  I and JI
are the encastre natural frequency and moment of inertia of the mass-spring system
536 7 Model Based Control of Nonlinear and Linear Plants

representing the in-plane panel vibration mode. The encastre frequencies are the
panel vibration frequencies that would occur with the centre-body fixed in inertial
space.
The state-space model corresponding to Fig. 7.17b is as follows:
2 3 2 32 3 2 3
xP 1 01 00 0 0 0 0 x1 0 0
6 xP 2 7 6 0 0 0 0 a25 0 a27 07 6 7 6 7
6 7 6 76 x2 7 6 b1 0 7
6 xP 7 6 0 0 0 76 x3 7 6 0 0 7
7 6 7 6
6 37 6 01 0 0 0 7 
6 7 6 76 7 6 7
6 xP 4 7 6 0 0 0 0 a45 0 a47 0 76 x4 7 6 0 b2 7 u1
6 7D6 76 7 C 6 7 (7.248)
6 xP 5 7 6 0 0 00 0 1 0 0 76 x5 7 6 0 0 7 u2
6 7 6 76 7 6 7„ƒ‚…
6 xP 6 7 6 0 0 0 0 a65 0 a67 07 6 7 6 7
6 7 6 76 x6 7 6 b61 b62 7 u
4 xP 7 5 4 0 0 00 0 0 0 1 54 x7 5 4 0 0 5
xP 8 00 0 0 a85 0 a87 0 x8 b81 b82
„ƒ‚… „ ƒ‚ …„ƒ‚… „ ƒ‚ …
xP A x B

y1 D cT1 x D 1 0 0 0 0 0 0 0 x (7.249)


y2 D cT2 x D 0 0 1 0 0 0 0 0 x (7.250)

where

a25 D  b1 ca3 ; a27 D b1 sa4 ; a45 D b2 sa3 ; a47 D b2 ca4


a65 D  a1 C c 2 b1 C s 2 b2 a3 ; a67 D cs .b2  b1 / a4

 (7.251)
a85 Dcs .b2  b1 / a3 ; a87 D  a2 C c 2 b2 C s 2 b1 a4 :
b61 Dcb1 ; b62 D sb2 ; b81 D sb1 ; b82 D cb2

First the relative degrees with respect to y1 and y2 are determined to demonstrate
that the plant is less than full relative degree. Thus,

yP1 D xP 1 D x2 ; yR1 D xP 2 D a25 x5 C a27 x7 C b1 u1 : (7.252)

Hence, the relative degree with respect to y1 is R1 D 2. Similarly

yP2 D xP 3 D x4 ; yR2 D xP 4 D a45 x5 C a47 x7 C b2 u2 : (7.253)

Hence, the relative degree with respect to y2 is R2 D 2. Since R1 C R2 D 4 and

the plant order is n D 8, the plant is less than full relative degree. The following
auxiliary outputs are therefore needed:

z1 D gT1 x D g11 g12 g13 g14 g15 g16 g17 g18 x (7.254)


z2 D gT2 x D g21 g22 g23 g24 g25 g26 g27 g28 x: (7.255)
7.3 Feedback Linearising and Forced Dynamic Control 537

Next, consider the steady-state equation corresponding to (7.247). This yields

xP 1ss D x2ss D 0 ) x1ss D const: (7.256)

xP 2ss D a25 x5ss C a27 x7ss C b1 u1ss D 0 (7.257)

xP 3ss D x4ss D 0 ) x3ss D const: (7.258)

xP 4ss D a45 x5ss C a47 x7ss C b2 u2ss D 0 (7.259)

xP 5ss D x6ss D 0 ) x5ss D const: (7.260)

xP 6ss D a1 x5ss C b61 u1ss C b62 u2ss ) x6ss D const: (7.261)

xP 7ss D x8ss D 0 ) x7ss D const: (7.262)

xP 8ss D a2 x7ss C b81 u1ss C b82 u2ss D 0 ) x8ss D const: (7.263)

Control torques will cause angular accelerations of the rigid centre-body. This
implies that the solution should include u1ss D u2ss D 0. Then (7.261) and (7.263)
yield

x5ss D 0; x7ss D 0: (7.264)

The steady-state vector is therefore

T
xss D x1ss 0 x3ss 0 0 0 0 0 : (7.265)

The steady-state auxiliary outputs are therefore

z1ss D gT1 xss D g11 x1ss C g13 x3ss (7.266)

and

z2ss D gT2 xss D g21 x1ss C g23 x3ss : (7.267)

Since

z1ss D y1ss D x1ss and z2ss D y2ss D x2ss ; (7.268)

it follows from (7.266) and (7.267) that

g11 D 1; g13 D 0; g21 D 0 and g23 D 1: (7.269)

538 7 Model Based Control of Nonlinear and Linear Plants

The corresponding equations in the form of (7.243) are then

gT1 n11 D 1; gT1 n12 D 0; gT2 n21 D 0 and gT2 n22 D 1; (7.270)
T T
where n11 D n21 D 1 0 0 0 0 0 0 0 and n12 D n22 D 0 0 1 0 0 0 0 0 . By
symmetry of Fig. 7.17, it can be concluded that the relative degrees with respect to
z1 and z2 are equal and given by

R1 D R2 D n=2 D 8=2 D 4: (7.271)

Then the simultaneous equations (7.244) are

 
gT1 B AB A2 B n11 n12 D 0 0 0 0 0 0 1 0 (7.272)

and
 
gT2 B AB A2 B n21 n22 D 0 0 0 0 0 0 0 1 : (7.273)

Since these are completely determined, the solutions are

 1
gT1 D 0 0 0 0 0 0 1 0 B AB A2 B n11 n12 (7.274)

and
 1
gT2 D 0 0 0 0 0 0 0 1 B AB A2 B n21 n22 : (7.275)

The FDC law based on (7.196) is then

u D Ryr  Kx (7.276)

where
  1  
gT1 A3 d01 0
RD B (7.277)
gT2 A3 0 d02

and
  1  T 
gT1 A3 g1 d01 IŒ8 C d11 A C d21 A2 C d31 A3 C A4 
KD B : (7.278)
gT2 A3 gT2 d02 IŒ8 C d12 A C d22 A2 C Cd32 A3 C A4

If the method of Sect. 7.3.1.4 is applied to yield non-overshooting step responses of

z1 (t) and z2 (t) with specified settling times of Ts1 and Ts2 using the 5 % criterion,
then if p1 D 7:5=Ts1 and p2 D 7:5=Ts2, the coefficients of (7.278) are
7.3 Feedback Linearising and Forced Dynamic Control 539

a b
0.1 0.1
z2 ( t )
y2r (t ) y2 ( t ) y2r (t ) y2 ( t )
0.05 0.05
[rad]

[rad]
0 0

-0.05 y1 (t ) -0.05 y1 (t )
z1 (t )
-0.1 y1r (t ) -0.1 y (t )
1r
0.02 0.1 x5 (t )

[rad]
[rad]

0 0.05 x7 (t )
x7 (t ) 0
-0.02 -0.05
x5 (t )
-0.04 -0.1
1.5 [Nm] 1 u2 (t )
1
[Nm]

u2 (t ) 0.5
0.5
0
0
-0.5 -0.5 u1 (t )
u1 (t ) -1
-1
0 50 100 150 200 0 50 100 150 200
t[s] t[s]

Fig. 7.18 Roll and pitch step responses of flexible satellite attitude control system. (a) FDC using
auxiliary outputs. (b) FDC using controlled outputs

d0i D pi4 ; d1i D 4pi3 ; d2i D 6pi2 ; d3i D 4pi ; i D 1; 2: (7.279)

 
Figure 7.18 shows a simulation with Jxx D 300 Kg m2 , J yy D 250  Kg m2 ,
O D 0:5 Œrad=s ,  I D 1:5 Œrad=s , JO D 1; 000 Kg m2 and JI D
1; 100 Kg m2 . The settling times are set to Ts1 D Ts2 D 40 Œs . First a step
roll attitude demand, y1r (t), of 1 Œrad is applied at t D 10 Œs . This is followed
by a step pitch attitude demand, y2r (t), of C1 Œrad at t D 60 Œs . Figure 7.18a
shows the response of the system with the above FDC law, while Fig. 7.18b shows
the response that would be obtained with an FDC law based directly on the outputs
y1 and y2 .
In Fig. 7.18a, the auxiliary outputs, z1 (t) and z2 (t), have ideal fourth-order step
responses with the correct settling times and no interaction. The controlled outputs,
y1 (t) and y2 (t), however, exhibit stationary points due to the derivative effect of the
plant zeros explained in Sect. 7.3.4.4. There is also some interaction evident. The
steady-state reference inputs, however, are reached as intended, without any error.
It is clear that all the state variables are under control, since the only state variables
not displayed in Fig. 7.18a are derivatives of those shown.
In Fig. 7.18b, the controlled outputs, y1 (t) and y2 (t), behave in an ideal fashion,
being second-order step responses with the correct settling time and no interaction,
but at the expense of the fourth-order zero dynamics, which manifests as uncon-
540 7 Model Based Control of Nonlinear and Linear Plants

trolled in-plane and out-of-plane vibrations of the solar panels, this being two simple
harmonic oscillators. The flexure mode displacements, x5 (t) and x7 (t), show this.
The control variables also continue to oscillate after the centre-body attitude has
settled in order to precisely cancel the torques acting on the centre-body due to
the flexural vibrations. This is a very good practical demonstration of the way zero
dynamics can affect the operation of a control system.

7.3.4.6 Elimination of Dynamic Interaction

Dynamic interaction is the effect of reference input yri , on controlled outputs, yj ,

j D 1; 2; : : : ; m, j ¤ i , which occurs only during transient conditions. The system
of Sect. 7.3.4.5 yields zero steady-state errors but is subject to dynamic interaction,
as can be seen in the step responses of Example 7.9. It is evident from Sects. 7.3.2.2
and 7.3.4.3 that when applying FLC or FDC, in principle, dynamic interaction
is automatically eliminated if the plant has full relative degree. In practice, however,
significant dynamic interaction may still occur due to plant modelling errors. If this
proves to be the case and it is necessary to reduce the degree of dynamic interaction,
then FLC or FDC can be combined with the robust control techniques of Chap.
10. If the plant does not have full relative degree then, for the system presented
in Sect. 7.3.4.5, a certain amount of dynamic interaction is inevitable, even with a
perfect plant model. It is this case that is catered for here.
Commencing with the state-space model of (7.179) and (7.180), it will be
recalled from Chap. 3 that the plant transfer function matrix relationship without
external disturbance may be expressed as

Cadj ŒsIn  A B
Y.s/ D Gu .s/U.s/ D U.s/: (7.280)
jsIn  Aj

Hence,

N.s/
Y.s/ D U.s/ (7.281)
A.s/

where A.s/ D jsIn  Aj is the common denominator polynomial of degree, n , and

N(s) is a square matrix of dimension, m  m, whose elements are polynomials with
degrees varying between 0 and n1. The dynamic interaction may be eliminated by
introducing a dynamic de-coupling pre-compensator with square transfer function
matrix, P(s), whose input vector, U0 (s), becomes the new control input, as depicted
in Fig. 7.19.
The overall transfer function relationship is then given by

N.s/ N.s/
Y.s/ D U.s/ D P.s/U0 .s/: (7.282)
A.s/ A.s/
7.3 Feedback Linearising and Forced Dynamic Control 541

Fig. 7.19 Introduction of Y(s)

N(s)
U′(s) U(s)
decoupling pre-compensator
P(s)
for elimination of dynamic A(s)
interaction Dynamic Decoupling
Pre-compensator Plant

It is necessary to choose P(s) such that the overall transfer function matrix,

N.s/
G.s/ D P.s/; (7.283)
A.s/

is diagonal. Then the task becomes that of designing m SISO control systems with
sub-plant transfer functions, Yi .s/=Ui0 .s/ D gi i .s/, i D 1; 2; : : : ; m. Any control
technique could then be used including the SISO FDC technique of Sect. 7.3.4.4.
First consider setting

adj ŒN.s/
P.s/ D N1 .s/ D : (7.284)
det ŒN.s/

This would certainly accomplish the diagonalisation, yielding m identical sub-

plants,

Yi .s/ 1
0 D ; i D 1; 2; : : : ; m; (7.285)
Ui .s/ A.s/

which would appear attractive since not only would the task be reduced to designing
one controller and duplicating it for each sub-plant, but the absence of zeros in
the sub-plants would enable FDC to be applied without any inflections in the step
responses. Implementing (7.284), however, cancels the zeros due to the plant having
less than full relative degree. Hence, det ŒN.s/ D 0 must have roots with negative
real parts as the zero dynamics of the system would have poles equal to these roots.
If this zero dynamics is unstable or unacceptable, then an alternative approach would
be to replace (7.284) with

P.s/ D adj ŒN.s/ Q.s/ (7.286)

where Q(s) is a diagonal matrix to be determined. Then the transfer function

relationship (7.282) of the pre-compensated plant would be

N.s/
Y.s/ D adj ŒN.s/ Q.s/U0 .s/ (7.287)
A.s/

where M.s/ D N.s/adj ŒN.s/ D Im det .N.s// from the definition of the matrix
inverse, N1 .s/. Hence, M(s) is a diagonal matrix, as required for the decoupling,
542 7 Model Based Control of Nonlinear and Linear Plants

and has identical elements. Then Q(s) can also have identical elements to retain the
simplification of having identical sub-plants to control. Thus,

1
Q.s/ D Im (7.288)
q.s/

where q(s) is a polynomial chosen to satisfy the following conditions:

(i) It does not cancel any of the plant zeros.
(ii) It is of minimum degree in the interests of simplicity but with the restriction that
all the elements of P(s) have nonnegative relative degree to avoid differentia-
tions in the digital pre-compensator implementation, which could be inaccurate,
particularly for higher-order derivatives.
To satisfy condition (ii), it is evident from (7.286) that if adj[N(s)] is denoted
R(s),
˚

deg .q.s// D d D max deg rij .s/ (7.289)
i;j

since 1/q(s) multiplies every element of R(s).

Since it is most unlikely that there are plant zeros at the origin of the s-plane,
condition (i) above would be satisfied by introducing pure integrators in Q(s) where
necessary. Then, also respecting condition (ii),

q.s/ D s d : (7.290)

Example 7.10 Dynamic decoupling pre-compensator for flexible spacecraft

Space telescopes have flexible solar panels that are rotated with respect to the
spacecraft centre-body that contains the telescope. In this application, supposing the
telescope boresight coincides with the yaw axis, then very precise attitude control
is required about the mutually orthogonal roll and pitch axes, pointing accuracies
typically being of the order of 0:01 Œarc sec Š 3  106 Œdeg , 3 , assuming a
normal error distribution. The mathematical model is similar to that of Example
7.9, so dynamic decoupling is required to avoid attitude disturbances about one axis,
while attitude adjustments are made about the other axis, due to flexural vibrations
of the solar panels. The mathematical model in the form of a transfer function matrix
relationship is
 
n11 .s/ n12 .s/
   
Y1 .s/ n21 .s/ n22 .s/ U1 .s/
D 2 2

; (7.291)
Y2 .s/ s s C O2 s 2 C I2 U2 .s/

where n11 .s/ D b1 p1 .s/p2 .s/ C d1 C 2 p2 .s/ C d2 S 2 p1 .s/ ;

n12 .s/ D .d3 p1 .s/  d4 p2 .s// S C; n21 .s/ D e1 C 2 p1 .s/  e2 S 2 p2 .s/ ;

7.3 Feedback Linearising and Forced Dynamic Control 543

n22 .s/ D b2 p1 .s/p2 .s/ C e3 C 2 p1 .s/ C e4 S 2 p2 .s/ ; p1 .s/ D s 2 C O2 ;

p2 .s/ D s 2 C I2 ,  O and  I are the fundamental out-of-plane and in-plane encastre
vibration frequencies; b1 , b2 , ci , di , i D 1; 2; 3; 4 are constants dependent on
 O ,  I and the spacecraft moments of inertia; and C D cos . /, S D sin . /
and  are the solar panel orientation angle. The control inputs, u1 (t) and u2 (t), are
numerically equal to the control torques applied by the reaction wheels, and the
controlled outputs are numerically equal to the roll and pitch attitude angles.
The transfer function matrix relationship of the pre-compensated plant according
to (7.287) and (7.288) is
   
n11 .s/ n12 .s/ n22 .s/ n12 .s/
   0 
Y1 .s/ n21 .s/ n22 .s/  n21 .s/ n11 .s/ U1 .s/
D 2 2

: : (7.292)
Y2 .s/ s s C O2 s 2 C I2 q.s/ U20 .s/

According to (7.289) and (7.290), since deg .n22 .s// D deg .n11 .s// D 4 and
deg .n12 .s// D deg .n21 .s// D 2, then q D s 4 . The identical pre-compensated
sub-plant transfer functions are

Y1 .s/ Y2 .s/ n11 .s/n22 .s/  n21 .s/n22 .s/

D 0 D

: (7.293)
U10 .s/ U2 .s/ s 6 s 2 C O2 s 2 C I2

It is important to mention that the complexity of this approach increases

dramatically with the number of control inputs and controlled outputs, m, but it
is practicable for the many plants with m D 2 and, arguably, for m D 3. For
higher values of m, the labour involved would be relieved by software capable of
algebraic evaluation of the adjoint matrices of square matrices whose elements are
polynomials. The relatively high orders of the identical sub-plants to be controlled
should be no obstacle with modern digital implementation.

7.3.5 FDC and FLC Using Discrete Plant Models

7.3.5.1 Introduction

Forced dynamic control may be carried out in the discrete domain by replacing the
role of a derivative of order, q, in the continuous domain with that of a q -step
prediction. This enables control laws to be derived along similar lines to those of
Sects. 7.3.2 and 7.3.3 using discrete plant models.
The basic principle of feedback linearising control in the discrete domain is
directly analogous to that described in Sect. 7.3.2.1 for the continuous domain.
Suppose a nonlinear SISO plant is modelled by the difference equation,

y .k C n/ D f Œy.k/; y .k C 1/ ; : : : ; y .k C n  1/ ; u.k/ ; (7.294)

544 7 Model Based Control of Nonlinear and Linear Plants

where k is the iteration index, which will be assumed to mark updates separated
by equal time intervals of h [s]. The integer, n, will be defined as the order of the
prediction. It is also the order of difference Eq. (7.294). Then a discrete feedback
linearising control law can be quickly derived. A linear difference equation, also of
order, n , is formed defining the desired closed-loop dynamics as follows:

y .k C n/ D r0 yr .k/  p0 y.k/  p1 y .k C 1/      pn1 y .k C n  1/ :

(7.295)

Here, r0 and pi , i D 0; 1; : : : ; n  1, are constants to be determined (Sect. 7.3.5.3).

Then the RHS of (7.294) and (7.295) are equated and the resulting equation solved
for u(k). Thus,

f Œy.k/; y .k C 1/ ; : : : ; y .k C n  1/ ; u.k/
D r0 yr .k/  p0 y.k/  p1 y .k C 1/      pn1 y .k C n  1/ )

u.k/ D g Œy.k/; y .k C 1/ ; : : : ; y .k C n  1/ ; yr .k/ : (7.296)

Since the variables, y .k C i /, i D 0; 1; : : : ; n  1, are state variables, (7.296)

is a nonlinear state feedback control law. The particular state representation is the
discrete SISO controller canonical form in which the state variables are x1 .k/ D
y.k/, x2 .k/ D y .k C 1/, : : : , xn .k/ D y .k C n  1/. The plant state-space model
is then

x1 .k C 1/ D x2 .k/
x2 .k C 1/ D x3 .k/
:: ; y.k/ D x1 .k/: (7.297)
:
xn1 .k C 1/ D xn .k/
xn .k C 1/ D f Œx1 .k/; x2 .k/; : : : ; xn .k/; u.k/

State variables not directly available as measurements can be made available as

estimates from an observer.

7.3.5.2 Relative Degree in the Discrete Domain

This topic is included as it is fundamental to the derivation of FDC and FLC laws.
Consider first an SISO plant with the state-space model,

x .k C 1/ D f Œx.k/; u.k/ (7.298)

y.k/ D h Œx.k/ (7.299)

7.3 Feedback Linearising and Forced Dynamic Control 545

where x 2 <n is the state vector, u is the control input and y is the mea-
sured/controlled output. The vector function, f(), and the scalar function, h(), are
smooth.
The relative degree, R, is defined as the lowest-order prediction that is directly
dependent on u(k). The process of finding successive predictions of increasing order
is similar to the process of finding successive Lie derivatives in the continuous case.
Thus, from (7.299),

y .k C 1/ D h Œx .k C 1/ : (7.300)

Substituting for x .k C 1/ using (7.298) may or may not indicate a direct depen-
dence on u(k). If not, then the result may be written as

y .k C 1/ D h1 Œx.k/ : (7.301)

This process is continued until a direct dependence on u(k) occurs. Thus,

9
y .k C 2/ D h1 Œx .k C 1/ D h2 Œx.k/ >
=
:: (7.302)
: >
;
y .k C R  1/ D hR2 Œx .k C 1/ D hR1 Œx.k/

y .k C R/ D hR1 Œx .k C 1/ D hR Œx.k/; u.k/ : (7.303)

So the prediction of order, R, is the lowest-order prediction that is directly dependent

on u(k). The relative degree of the plant with respect to the output, y(k), is therefore
R. As for the continuous case, if R D n, the plant is of full relative degree and if
R < n, the plant is of less than full degree.
By analogy with the continuous case, for an LTI SISO plant model, the term
‘relative degree’ is the difference in degree between the denominator and the
numerator of the z-transfer function, Y(z)/U(z).
Now a multivariable plant is considered with the state-space model,

x .k C 1/ D f Œx.k/; u.k/ ; (7.304)

y.k/ D h Œx.k/ ; (7.305)

where all quantities are as for the SISO plant as above except for the control vector,
u 2 <m , and the output vector, y 2 <m . Let the measurement equation be written in
the component form,

yi .k/ D hi Œx.k/ ; i D 1; 2; : : : ; m: (7.306)

Then the relative degree with respect to yi (k) is the lowest-order prediction that is
directly dependent on any element of u(k). The sequence of predictions of increasing
546 7 Model Based Control of Nonlinear and Linear Plants

order used to determine the relative degrees are similar to those of (7.301), (7.302),
and (7.303) and are as follows. Starting with (7.306),
9
yi .k C 1/ D hi Œx .k C 1/ D h1i Œx.k/ >
>
>
>
yi .k C 2/ D h1i Œx .k C 1/ D h2i Œx.k/ >
=
:: : (7.307)
: >
>
yi .k C Ri  1/ D hRi 2i Œx .k C Ri  1/ D hRi 1i Œx.k/ >
>
>
;
yi .k C Ri / D hRi 1i Œx .k C Ri / D hRi i Œx.k/; u.k/

Then the relative degree of the plant with respect to the output, yi (k), is Ri . Again by
analogy with the continuous case, if the plant has full relative degree, then
Xn
Ri D n: (7.308)
i D1

7.3.5.3 Desired Closed-Loop Difference Equation

In this subsection, the more general multivariable plant will be considered, the SISO
plant being catered for by simply setting the number of control inputs and controlled
outputs to unity. Usually the closed-loop system is required to have a DC gain of
unity for each reference input, output pair, so that if step reference inputs are applied,
the steady-state errors are zero. It will be recalled that in the continuous-time case,
this is achieved by making the coefficients of yri and yi equal to d0i in the desired
closed-loop differential equation (7.59),

D d0i .yri  yi /  d1i yP      dRi 1; i y .Ri 1/ ;

.Ri /
yi i D 1; 2; : : : ; m;
(7.309)

.k/
where Ri is the relative degree with respect to the output, yi . This is because yi D
0, k D 1; 2; : : : ; Ri 1, in the steady state. The desired discrete difference equation
equivalent to (7.309) is

yi .k C Ri / D ri yri .k/  p0i yi .k/  p1i yi .k C 1/      pRi 1i yi .k C Ri  1/ :

(7.310)

In this case, the required steady-state condition for a constant reference input, Yri , is

yi .k C j / D Yri ; j D 0; 1; : : : ; Ri : (7.311)

Substituting this in (7.310) then yields

1 D ri  p0i  p1i      pRi 1i ) ri D 1 C p0i C p1i C    C pRi 1i :

(7.312)
7.3 Feedback Linearising and Forced Dynamic Control 547

It remains to determine pqi , q D 0; 1; : : : ; Ri  1. This may be done by revisiting

the transformation, zj D e sj h , between the pole locations, sj , in the s-plane and
the corresponding pole locations, zj , in the z-plane used when designing a discrete
linear control system to approximate the behaviour of the equivalent continuous
system designed using one of the settling time formulae (Chap. 6, Sect. 6.4.4). To
summarise, the z-transfer functions of the desired closed-loop system corresponding
to (7.310) are

Yi .z/ ri
D R R 1
; i D 1; 2; : : : ; m: (7.313)
Yri .z/ z C pRi 1i z
i i C    C p1i z C p0i

The desired characteristic polynomial of the equivalent continuous system in the

s-domain is

.s C pi /Ri (7.314)

where

1:5 .1 C Ri / =Tsi for 5% criterion
pi D : (7.315)
1:6 .1:5 C Ri / =Tsi for 2% criterion

Then the desired characteristic polynomial of the discrete system is

.z C qi /Ri (7.316)

where

qi D e pi h ; i D 1; 2; : : : ; m: (7.317)

As pointed out in Chap. 6, Sect. 6.4.4, the demanded settling time, Tsdi , will be
realised automatically if hpi  1, but the actual settling time, Tsai , will approach
the dead-beat value of Ri h, which is the shortest attainable settling time for a discrete
linear system, as hpi ! 1. Even if hpi  1 is not satisfied, provided Tsdi > Ri h,
Tsai D Tsdi can be achieved by adjusting Tsi to a value less than Tsdi .
Example 7.11 Discrete feedback linearising position control of an underwater
vehicle
Consider one degree of freedom of translational motion of an underwater
surveillance vehicle. It will be supposed that the screw drive system has already
been designed to yield a propulsion force, f, governed by the first-order differential
equation,

1
fP D .u  f / ; (7.318)
Td
548 7 Model Based Control of Nonlinear and Linear Plants

where Td is the screw drive system time constant. If x is the vehicle position
coordinate with respect to an inertial datum, the force balance equation is

M xR C Kdv jvj v D f (7.319)

where M is the vehicle mass and Kdv is the vehicle drag coefficient.
The continuous-time state-space model corresponding to (7.318) and (7.319) is
then

xP 1 D x2
xP 2 D Ax3  C jx2 j x2
(7.320)
xP 3 D B .u  x3 /
y D x1

where the state variables are x1 D x, x2 D v and x3 D f . The constants are A D

1=M , B D 1=Td and C D Kdv =M . An approximate discrete state-space model may
then be formed using the derivative approximation, xP i Š Œxi .k C 1/  xi .k/ = h,
i D 1; 2; 3. Thus,

x1 .k C 1/ D x1 .k/ C hx2 .k/; (7.321)

x2 .k C 1/ D x2 .k/ C Ahx3 .k/  C h jx2 .k/j x2 .k/; (7.322)

x3 .k C 1/ D x3 .k/ C Bh Œu.k/  x3 .k/ ; (7.323)

y.k/ D x1 .k/: (7.324)

To begin the FLC law derivation, first the relative degree of the plant model with
respect to the controlled output, y, is determined. Taking the first-order prediction
of (7.324) and then substituting for x1 .k C 1/ using (7.321) yield

y .k C 1/ D x1 .k/ C hx2 .k/: (7.325)

Since the control input, u(k), does not appear on the RHS of (7.325), a first-order
prediction of (7.325) is taken and substitutions made for x1 .k C 1/ and x2 .k C 1/
using (7.321) and (7.322). Thus,

y .k C 2/ D x1 .k/ C hx2 .k/ C h Œx2 .k/ C Ahx3 .k/  C h jx2 .k/j x2 .k/
D x1 .k/ C 2hx2 .k/ C Ah2 x3 .k/  C h2 jx2 .k/j x2 .k/:
(7.326)

Since u(k) does not appear on the RHS of (7.326), a further prediction is taken,
and the standard procedure would be to substitute for x1 .k C 1/, x2 .k C 1/ and
x3 .k C 1/ using (7.321), (7.322) and (7.323). It can be seen, however, that only
7.3 Feedback Linearising and Forced Dynamic Control 549

(7.323) yields u(k) on the RHS, so the result will be simpler by leaving x1 .k C 1/
and x2 .k C 1/ without the substitution. This yields

y .k C 3/ D x1 .k C 1/ C 2h  C h2 jx2 .k C 1/j x2 .k C 1/
(7.327)
C Ah2 fx3 .k/ C Bh Œu.k/  x3 .k/ g :

Hence, the plant is of relative degree, R D 3, which is also the plant order, n. It is
therefore of full relative degree so the FLC control law based on (7.327) will not
yield zero dynamics. The desired closed-loop difference equation is therefore

y .k C 3/ D ryr .k/  p0 y.k/  p1 y .k C 1/  p2 y .k C 2/ : (7.328)

The discrete FLC law is then obtained by equating the RHS of (7.327) and (7.328)
and then solving for u(k). Thus,
 
1 ryr .k/  p0 y.k/  p1 y .k C 1/  p2 y .k C 2/  x1 .k C 1/
u.k/ D  :
ABh3  2h  C h2 jx2 .k C 1/j x2 .k C 1/ C Ah2 .Bh  1/ x3 .k/
(7.329)

Since y .k C 1/, y .k C 2/, x1 .k C 1/ and x2 .k C 1/ are, respectively, given by

(7.325), (7.327), (7.321) and (7.322), which are all functions of the state variables,
x1 (k), x2 (k) and x3 (k), FLC law (7.329) is a state feedback control law.
Equating the characteristic polynomial of (7.328) in the z-domain to the desired
one yielding a nominal settling time of Ts seconds (5 % criterion) and no overshoot,
which is desirable in this application, yields

z3 C p2 z2 C p1 z C p0 D .z C q/3 D z3 C 3qz2 C 3q 2 z C q 3 )
(7.330)
p0 D q 3 ; p1 D 3q 2 ; p2 D 3q;

where

q D e ph ; p D 6=Ts: (7.331)

For a unity closed-loop DC gain,

r D 1 C p0 C p1 C p2 : (7.332)

Figure 7.20 shows the simulation results of a manoeuvre in which the reference
input position, yr , is initially stepped to 1 [m] and then stepped to 1 Œm at t D
20 Œs . h i
The plant parameters are set to M D 200 ŒKg , Kdv D 2; 500 N=.m=s/2 and
Td D 1 Œs . The demanded settling time is Tsd D 10 Œs . The sampling period is
set to h D 0:5 Œs , which is longer than usual to clearly show the discrete control
variable.
550 7 Model Based Control of Nonlinear and Linear Plants

1
yr (t)
0.5
y (t)
[m] y (t)
0
Ts yr (t)
-0.5

-1
Ts
150
100 u (t)
50 fd (t)
[N]
0
-50
-100 fd (t)
-150
-200
-250 u (t)
-300
0 10 20 30 t[s] 40

Fig. 7.20 Simulation of discrete FLC of underwater vehicle

It is clear from Fig. 7.20 that the closed-loop system satisfies the specification.
Also, the nonlinear drag force, fd .t/ D Kdv jx2 .t/j x2 .t/, is significant as can
be seen by comparing its scale with that of the control variable, u(t), which is
numerically equal to the force demand input to the screw drive system. It is
important to point out, however, that in this example, the use of the derivative
approximation to form the discrete plant model introduces a modelling error
that increases as the step-length, h, is increased. For this reason, increasing h
significantly beyond 0.5 [s] gives rise to a noticeable overshoot that increases in
percentage with the magnitude of the demanded position change. If a more precise
discrete model of the nonlinear plant were to be available, then a larger value of h
would be tolerated.

7.3.6 Near-Time-Optimal Position Control Through FDC

7.3.6.1 Introduction

In certain mechanical systems requiring position control, it is desired to reach a

constant reference position in the minimum time. This situation is often found
on production lines where the throughput rate has to be maximised by switching
the reference position between constant values. The mechanisms here are either
tailored for specific applications or are general-purpose jointed-arm robots. Another
relevant application is scientific spacecraft carrying directional instruments such
7.3 Feedback Linearising and Forced Dynamic Control 551

as telescopes that are required to frequently slew between different objects in the
celestial sphere. The relatively low levels of electrical power available for attitude
control severely limit the mechanical power that can be delivered from the control
actuators during slewing manoeuvres, resulting in rather long slewing times, of the
order of several tens of minutes. It is therefore of interest to maximise the proportion
of the spacecraft lifetime spent collecting scientific data by minimising the slewing
times.
In practice, the manoeuvre time of a mechanism is limited by the maximum
accelerating and deceleration force or torque magnitudes that may be applied,
and this is reflected by the control saturation limits. The branch of control theory
supporting such applications is the time-optimal control of Chap. 9, but for the
purpose of understanding the material of this section, the following pragmatic
explanation will suffice. Suppose a motorist needs to drive a fixed distance from
point A to point B in the minimum possible time, commencing and ending with
zero velocity. Then it is clear that the maximum possible acceleration must be
applied until an intermediate point between A and B is reached. Then maximum
braking is applied to bring the vehicle to rest at point B. If the driver is regarded as
the controller, then positive control inputs are implemented through the accelerator
pedal and negative control inputs are implemented through the brake pedal. In this
illustration, the control variable consists of an extreme positive value followed by
a switch to an extreme negative value. Time-optimal feedback controllers do this
automatically.

7.3.6.2 Plant Model

The most general state-space plant model considered here is as follows:

xP D f .x; u/ : (7.333)

y D h .x/ : (7.334)

The definitions of the terms are as at the beginning of Sect. 7.3.1.1, but yi , i D
1; 2; : : : ; m, are each positions of a mechanism to be controlled. The mechanism
could consist of a set of m second-order subsystems behaving approximately as
double integrators if the mechanical friction is not too great and the actuator
dynamics can be ignored. For example, the actuators of a jointed-arm robot are often
synchronous motors with vector-controlled drives containing stator current loops
with negligible dynamic lag, designed to accept joint torque demands as control
variables. In other mechanisms, motors may be employed in which the electrical
time constant, such as the armature time constant of a DC motor, is significant and
this raises the order of each subsystem of the plant model to three.
552 7 Model Based Control of Nonlinear and Linear Plants

7.3.6.3 Desired Closed-Loop Differential Equations

The desired closed-loop differential equation for each controlled position is based
on the near-time-optimal sliding mode control of a double integrator, derived in
Chap. 10 and based on the time-optimal control theory of Chap. 9. The solution of
this differential equation consists of constant acceleration and deceleration segments
between which there is a fast but smooth transition approximating a switch, followed
by an exponential convergence to the reference input. The double integrator state
equations (not part of the plant model) are

xP 1i D x2i
; i D 1; 2; : : : ; m; (7.335)
xP 2i D uai

where x1i will be the desired mechanism position coordinate, x2i is then the desired
velocity and uai will be called the control acceleration, noting that this is not a
plant control component. Then the near-time-optimal control law for this double
integrator is defined by the equations

x1ei D x1i  x1i r (7.336)

x D jx2i j  uai max Tci (7.337)

 
1
S .x1ei ; x2i / Dx1ei C uai max Tci2 C
1
4
2
x2i sgn .x2i / Œ1 C sgn.x/
uai max
C 12 Tci x2i Œ1  sgn.x/ (7.338)

and

uai D sat ŒKi S .x1ei ; x2i / ; uai max ; uai max ; i D 1; 2; : : : ; m; (7.339)

where S(x1ei , x2i ) is the switching function, Ki is a relatively high gain determining
the width of the sliding mode boundary layer (Chap. 10), ui max is the maximum
acceleration magnitude and Tci is the time constant of convergence of x1i (t) towards
a constant x1ir . The saturation function is defined as
8
< xmax ; x > xmax
sat Œx; xmin ; xmax  x; xmin  x  xmax : (7.340)
:
xmin ; x < xmax

Equations (7.335), (7.336), (7.337), (7.338) and (7.339) may be converted to a single
differential equation by letting x1i D yi and x2i D yPi . Thus,

yRi D sat ŒKi S .yi  yi r ; yPi / ; uai max ; uai max ; i D 1; 2; : : : ; m (7.341)
7.3 Feedback Linearising and Forced Dynamic Control 553

where

S .yi  yi r ; yPi /
1h 1
i
D yi  yi r C uai max Tci2 C uai max
P
y 2
i sgn .yPi / Œ1Csgn.x/ C 12 Tci yPi Œ1sgn.x/
4
and

x D jyPi j  uai max Tci :

For plants with a relative degree of Ri D 2 with respect to each controlled output,
(7.341) will be the desired closed-loop differential for each controlled output used
to derive the FDC law.
For plants with a relative degree of Ri D 3 with respect to each controlled
output, the desired closed-loop differential equations need to be of third order while
still yielding accelerations within the given saturation limits of ˙ui max . This can be
0
achieved by replacing yi in (7.341) with yi and then adding a first-order dynamic lag
to redefine yi . This yields the following coupled first- and second-order differential
equations for the desired closed-loop dynamics:

1 0

yPi D y  yi (7.342)
Tdi i


yRi0 D sat Ki S yi0  yi r ; yPi0 ; uai max ; uai max ; i D 1; 2; : : : ; m; (7.343)

where S yi0  yi r ; yPi0 D yi0  yi r

 
1 1



C uai max Tci2 C yPi02 sgn yPi0 1 C sgn x 0 C 12 Tci yPi0 1  sgn x 0
4 uai max
ˇ ˇ
and x 0 D ˇyPi0 ˇ  uai max Tci . To convert (7.342) and (7.343) to a third-order
differential equation involving only yi and yir , as needed for a FDC law derivation,
differentiating (7.342) twice yields

« 1 0

yi D yRi  yRi ; i D 1; 2; : : : ; m: (7.344)

Tdi
0 0
Then yRi0 is given by (7.343) where yi and ẏi are obtained in terms of yi and ẏi using
(7.342) as follows:

yi0 D yi C Tdi yPi and yPi0 D yPi C Tdi yRi : (7.345)

Figure 7.21 shows the step responses of the closed-loop systems governed by
(7.341) and (7.344) for two maximum acceleration magnitudes, uai max , of 0.6 and
1.5.
554 7 Model Based Control of Nonlinear and Linear Plants

a b
1 1.5
y ri ( t ) y ri ( t )
yi ( t ) 1
0.5 0.5
y i (t ) 0 yi ( t ) y i (t )
0 -0.5

yi ( t ) -1 
yi ( t )
-0.5 -1.5
0 1 2 t [s] 3 0 1 2 t [s] 3
uai max = 0.6, Ri = 2 uai max = 1.5, Ri = 2
c d
1 1.5
y ri ( t ) y ri ( t )
yi ( t ) 1
0.5 0.5
y i (t ) 0 yi ( t ) y i (t )
0 -0.5

yi ( t ) -1 
yi ( t )
-0.5 -1.5
0 1 2 t [s] 3 0 1 2 t [s] 3
uai max = 0.6, Ri = 3 uai max = 1.5, Ri = 3

Quantity uai max yi yi yi

Units
Translational [m s s] [m s s] [m s] [m]
Rotational [rad s s] [rad s s] [rad s] [rad]
Fig. 7.21 Responses of desired closed-loop systems

The units of the variables depend on whether the position coordinate is rotational
or translational, and these are indicated in the table at the foot.
The responses of Fig. 7.21a, b, for use with plants of second relative degree,
can be seen to closely resemble those of the double integrator time-optimal control,
which has piecewise constant acceleration, piecewise linear velocity and piecewise
parabolic position. The approach to this ideal is not quite so close in Fig. 7.21c, d,
for use with plants of third relative degree, due to the first-order element with time
constant, Td D 0:1 Œs , whose effect can be seen by comparison with Fig. 7.21a, b,
but the similarity with the double integrator time-optimal control is still evident.
This can be made closer by reducing Td , but a value sufficiently large to demonstrate
the effect has been used here.
The settling time reduces automatically as uai max is increased and is very close to
the theoretical minimum for a double integrator. The control variables of the FDC
law will realise this near-time-optimal double integrator dynamics provided that the
actual control variables do not saturate. To obtain the shortest settling time for each
controlled position, uai max is adjusted, during the simulation stage of the control
system development, until the maximum excursions of the control variable just fall
7.3 Feedback Linearising and Forced Dynamic Control 555

below the saturation limits. Then, for many mechanisms, the result may be almost
time-optimal. The closeness to this optimality may be judged by the closeness of
the control function to a piecewise constant function with a single intermediate
switch between the control saturation limits. It should be noted that the derivation of
truly time optimal feedback control laws for multi-axis mechanisms with significant
inter-axis interaction or nonlinear friction would be difficult or intractable. In
contrast, the near-time-optimal forced dynamic control system is practicable, though
suboptimal. In any case, a shorter settling time than attainable using any linear
controller is possible. It is important to mention that since the near-time-optimal
double integrator sliding mode controller of Chap. 9 is a robust controller, the FDC
control law based on the same dynamics will also exhibit robustness and should
tolerate realistic modelling errors and disturbances with minimal deviations from
the prescribed dynamics.
Example 7.12 Three-axis slewing control of a rigid-body spacecraft
A rigid-body spacecraft with reaction wheels for attitude control is modelled by
the Euler rotational dynamics equations (Chap. 2),
2 3 2 31 82 3 2 39
!P x Jxx Jxy Jxz < Jyz !z !y C !z lwy  !y lwz ux =
4 !P y 5 D 4 Jyx Jyy Jyz 5 4 Jzx !x !z C !x lwz  !z lwx 5 C Kw 4 uy 5 ;
: ;
!P z Jzx Jzy Jzz Jxy !y !x C !y lwx  !x lwy uz
(7.346)

the reaction wheel momentum differential equations,

2P 3 2 3
lwx ux
4 lPwy 5 D Kw 4 uy 5 ; (7.347)
lPwz uz

and the quaternion-based kinematic differential equations,

2 3 2 32 3
qP0 0 !x !y !z q0
6 qP1 7 1 6 !x 0 !z !y 7 6 q1 7
6 7D 6 76 7: (7.348)
4 qP2 5 2 4 !y !z 0 !x 5 4 q2 5
qP3 !z !y !x 0 q3

Here, Jij , i D x; y; z, j D x; y; z are the moment of inertia matrix elements;

Jyz D Jyy  Jzz , Jzx D Jzz  Jxx and Jxy D Jxx  Jyy , lwi , i D x; y; z are the
reaction wheel angular momenta; Kw is the reaction wheel torque constant; ux , uy
and uz are the control inputs; and qi , i D 1; 2; 3; 4, are the quaternion components
that represent the spacecraft attitude. It will be recalled from Chap. 2 that since there
are only three rotational degrees of rotational freedom, the quaternion components
obey a constraint equation,

q02 C q12 C q22 C q32 D 1 (7.349)

556 7 Model Based Control of Nonlinear and Linear Plants

T
and at t D 0, (7.348) is initialised at a zero attitude defined by q0 q1 q2 q3 D
T
1 0 0 0 . Then for pure rotations about the x (roll) axis, the y (pitch) axis and the
z (yaw) axis, (7.348) becomes, respectively,
           
qP 0 1 0 !x q0 qP0 1 0 !y q0 qP 0
D ; D ;
qP 1 2 !x 0 q1 qP2 2 !y 0 q1 qP 3
  
1 0 !z q0
D : (7.350)
2 !z 0 q3

Then starting at zero attitude, qP1 Š 12 !x for roll axis rotation only, qP 2 Š 12 !y for
pitch axis rotation only and qP3 Š 12 !z for yaw axis rotation only. Then q1 , q2 and q3
are nearly half the physical angles of rotation. For simultaneous three-axis slewing,
this simple approximation does not hold, but q1 , q2 and q3 do uniquely define the
spacecraft attitude, and these will be taken as the measurement variables. Thus,
2 3 2 3
y1 q1
4 y2 5 D 4 q2 5 : (7.351)
y3 q3

Before setting about the FDC law derivation, the kinematic differential equations
will be expressed in an alternative more convenient form. Thus,
2 3 2 3
qP0 q1 q2 q3 2 3
6 qP1 7 6 7 !x
6 7 D 1 6 q0 q3 q2 7 4 !y 5 : (7.352)
4 qP2 5 2 4 q3 q0 q1 5
!z
qP3  q2 q1 q0

The relative degrees with respect to all three outputs can now be determined
together by working directly with these three equations which, together (7.346),
are the relevant plant state differential equations. Thus, differentiating (7.351) and
substituting for qP 1 , qP2 and qP3 yields
2 3 2 32 3
yP1 q0 q3 q2 !x
1
4 yP2 5 D 4 q3 q0 q1 5 4 !y 5 : (7.353)
2
yP3  q2 q1 q0 !z

Since no control inputs appear on the RHS, (7.353) is differentiated once more.
It is immediately evident through observation of (7.346) that the resulting !P x , !P y
and !P z will each be directly dependent on the control inputs. In this case, it is
not necessary to substitute for qPi , i D 1; 2; 3; 4, as these are already state
variables, not depending directly on the control inputs, as indicated by (7.352). Thus,
differentiating (7.353) and substituting for !P x , !P y and !P z yields
7.3 Feedback Linearising and Forced Dynamic Control 557

2 3 2 32 3
yR1 qP0 qP3 qP 2 !x
4 yR2 5 D 1 4 qP3 qP 0 qP1 5 4 !y 5
2
yR3  qP2 qP 1 qP 0 !z
2 32 31 82 3
q0 q3 q2 Jxx Jxy Jxz < Jyz !z !y C !z lwy  !y lwz
C 12 4 q3 q0 q1 5 4 Jyx Jyy Jyz 5 4 Jzx !x !z C !x lwz  !z lwx 5
:
 q2 q1 q0 Jzx Jzy Jzz Jxy !y !x C !y lwx  !x lwy
2 39
ux =
CKw 4 uy 5 :
; (7.354)
uz
The relative degrees are therefore R1 D R2 D R3 D 2, and therefore the desired
closed-loop differential equations are given by (7.341). Thus,
2 3 2 3
yR1 sat ŒK1 S .y1  y1r ; yP1 / ; ua1 max ; ua1 max
4 yR2 5 D 4  sat ŒK2 S .y2  y2r ; yP2 / ; ua2 max ; ua2 max 5 : (7.355)
yR3  sat ŒK3 S .y3  y3r ; yP3 / ; ua3 max ; ua3 max

The first part of the required control law is then obtained by first solving (7.354) for
the control vector, as follows:
82 32 31 8 2 3 2 32 39 9
ˆ
ˆ q0 q3 q2 ˆ yR1 qP 0 qP3 qP2 !x > =>
7 >
Jxx Jxy Jxz <
ˆ
ˆ 6 7 6 7 6 7 6 7 6
qP0 qP1 5 4 !y 5 >
>
" # ˆ
ˆ 4 Jyx Jyy Jyz 5 4 q3 q0 q1 5 2 4 yR2 5  4 qP 3
> >
>
ux 1 < Jzx Jzy Jzz  q2 q1 q0
:̂
yR3  qP2 qP1 qP0 !z
; =
uy D 2 3 :
Kw ˆˆ Jyz !z !y C !z lwy  !y lwz > >
uz ˆ
ˆ 6 7>>
ˆ  4 Jzx !x !z C !x lwz  !z lwx 5 >
>
:̂ ;
Jxy !y !x C !y lwx  !x lwy
(7.356)

The control law is then completed by (7.355). As a precaution, the nonsingularity

of the inverted matrix in (7.356) has to be checked:
ˇ ˇ
ˇ q0 q3 q2 ˇ
ˇ ˇ

ˇ q3 q0 q1 ˇ Dq0 q 2 C q 2 C q3 .q3 q0  q2 q1 / C q2 .q3 q1 C q2 q0 /

ˇ ˇ 0 1
ˇ q q q ˇ (7.357)
2 1 0
2

Dq0 q0 C q12 C q22 C q32 D q0 :

Consider again the single-axis rotations. It is then informative to view the trajectory
of qi (t), i D 1; 2; 3, plotted against q0 (t). For this case, it follows from (7.349) that
each of these trajectories is a unit circle, as shown in Fig. 7.22. With reference to
the table on the right of Fig. 7.22, the solutions to the three subsystems of (7.350),
commencing from the zero attitude, are given by

qi .t/ D sin Œ 12 ˛.t/ ; q0 .t/ D cos Œ 12 ˛.t/ : (7.358)

558 7 Model Based Control of Nonlinear and Linear Plants

q0 (t)

Roll Axis i = 1 α = φ α = ωx
1
2
α ( t) Pitch Axis i = 2 α = θ α = ωy
−1 0 qi (t) 1 Yaw Axis i = 3 α = ψ α = ωz

−1

Fig. 7.22 Circular quaternion trajectories for single-axis rotations

Hence, q0 approaches zero only for the single-axis rotations approaching ˙ Œrad .
It can be concluded that the inverted matrix referred to above remains nonsingular
over a large range of spacecraft attitudes.
Figure 7.23a shows a simulation of the FDC system with the plant parameters
2 3 2 3
Jxx Jxy Jxz 200 8 15 
4 Jyx Jyy Jyz 5 D 4 8 300 12 5 Kg m2 and Kw D 0:1 ŒNm=V . The
Jzx Jzy Jzz  15 12 250
controller parameters are K1 D K2 D K3 D 10 and Tc1 D Tc2 D Tc3 D
0:4 Œs . The maximum angular accelerations have been adjusted to ua1 max D 1:8 
103 Œrad=s=s , ua2 max D 0:9  103 Œrad=s=s and ua3 max D 0:8  103 Œrad=s=s
to yield peak control inputs within the maximum magnitude of 10 [V].
It is important to understand that the quaternion components are not physical
angles, although together they define the spacecraft attitude. For this reason, units
of [rad] are not given. They are dimensionless. To obtain a ‘feeling’ for the
corresponding attitude angle magnitudes, however, the quaternion components are
approximately in half radians, which follows from the forgoing analysis of single-
axis rotations.
The step reference input, y2r (t), is delayed by 10 [s] with respect to the step
reference input, y1r (t), and similarly the step reference input, y3r (t), is delayed with
respect to y2r (t) by 10 [s], ensuring that the spacecraft is already in motion when
y2r (t) and y3r (t) are applied. This tests the ability of the control system to eliminate
interaction under transient conditions and this is successful as demonstrated in
Fig. 7.23a. It is evident from Fig. 7.23a that y1 (t), y2 (t) and y3 (t) are of the same
double parabolic form as the desired responses of Fig. 7.21a, b. The control inputs
required to achieve this in the system simulated in Fig. 7.23a, however, differ
considerably from the piecewise constant, single-switch, double integrator time-
optimal control required in the system simulated in Fig. 7.21, due to the difference
between the interactive and nonlinear plant model given by (7.351) together with
(7.346) through (7.349) and three separate double integrators.
7.3 Feedback Linearising and Forced Dynamic Control 559

a b
Ts1 = 30[s] y1r (t ) Ts1 = 70[s]
0.6 0.6
y1 (t ) = q1 (t ) y1r (t ) y (t ) = q (t )
0.4 y3r (t ) 0.4 1 1 y3r (t )
0.2 Ts3 = 32[s] 0.2 Ts3 = 56[s]
0 y3 (t ) = q3 (t ) 0 y3 (t ) = q3 (t )
-0.2 -0.2 y2 (t ) = q2 (t )
y2 (t ) = q2 (t )
-0.4 -0.4
y2r (t ) y2r (t )
-0.6 -0.6
Ts2 = 43[s] Ts2 = 85[s]
10 10

[V]
ux ( t ) 8
[V]

5
6
0 4 ux ( t )
-5 2
0
-10 -2
10 2
[V]

0
[V]

5 uy ( t ) -2
0 -4
-6 uy ( t )
-5 -8
-10 -10
10 10
[V]

uz (t ) 8
[V]

5 uz (t )
6
0 4
2
-5
0
-10 -2
0 50 100 150 0 50
t [s] 200 250 100 150
t [s] 200 250

Fig. 7.23 Simulation of large angle three-axis slewing control of rigid-body spacecraft. (a) Near
time optimal forced dynamic control. (b) Feedback linearising control

At t D 150 Œs , disturbance torque step inputs referred to the control inputs of

udx D 2 ŒV , udy D 1:5 ŒV and udz D 1:8 ŒV are applied, which are due to
orbit change thrusters whose force vectors are not precisely directed through the
spacecraft centre of mass. These are seen to have negligible effect on the spacecraft
attitude, the control inputs very rapidly counteracting the disturbances, confirming
that the control system exhibits extreme robustness.
For comparison, Fig. 7.23b shows a simulation in which the near-time-optimal
forced dynamic control law is replaced by a feedback linearising control law for
which the desired closed-loop differential equations (7.355) are replaced by the
linear differential equations,
560 7 Model Based Control of Nonlinear and Linear Plants

2 2 3
2 3 4:5
.y1r  y1 /  9
yP
yR1 6  Ts1 Ts1 1 7
6 2 7
4 yR2 5 D 6 4:5 .y2r  y2 /  9
P2 7
6 Ts2 Ts2 y 7; (7.359)
yR3 4  2 5
4:5 9
Ts3 .y3r  y3 /  P3
Ts3 y

which is a set of three critically damped, decoupled, second-order linear subsystems

with settling times of Ts1 , Ts2 and Ts3 . These settling times have been adjusted to
yield a peak value of reaction wheel drive input at one of the maximum limits of
˙10 ŒV , which occurs at the instant each step reference input is applied, as can
be seen in the figure. This form of control is typical of that occurring in other
second-order position control loops with nominally linear closed-loop dynamics.
As is evident from Fig. 7.23, the near-time-optimal FDC law yields settling times
approximately one half of those attainable using FLC.
The FLC system does not have comparable robustness with the near-time-
optimal FDC system as is evident from the transient and steady-state errors
occurring in Fig. 7.23b. As will be seen in Chap. 11, however, a linear closed-loop
system with a dominant group of poles and a much larger dominated pole yields
high robustness.

References

1. Vittek J, Dodds SJ (2003) Forced dynamics control of electric drives. University of Zilina Press,
Zilina, Slovakia. ISBN 80-8070-087-7
2. Isidori A (1995) Nonlinear control systems, 3rd edn. Springer-Verlag, London. ISBN 3-540-
19916-0
3. Albertos P, Sala A (2004) Multivariable control systems. Springer-Verlag, London. ISBN 978-
1-85233-843-5
4. McLean D (1990) Automatic flight control systems. Prentice Hall International (UK) Ltd, Hemel
Hempstead, Hertfordshire. ISBN 0-13-054008-0
Chapter 8
State Estimation

8.1 Introduction

State feedback control laws sometimes require state variables that cannot be
measured or are uneconomical to measure. This chapter is therefore dedicated to
providing means of measuring only a minimal set of state variables and estimating
the remainder in computer software. The minimal set of variables for measurement
is that for which the plant is observable (Chap. 3). For a SISO plant, this consists of
just a single variable, usually the variable to be controlled. The so-called sensor-less
AC electric drive is an exception, where only the stator currents are measured and
the rotor speed to be controlled is estimated.
Any device for producing estimates of state variables instead of direct mea-
surements is referred to as a state estimator, including the differentiators already
introduced in Chap. 1. The observer is a particular class of state estimator
distinguished by its principle of operation, and most of this chapter is devoted to
this.
The required state variables of a plant are sometimes the derivatives of a
measured variable. A simple way to obtain estimates of such derivatives without
installing instrumentation for their measurement is to include software differentia-
tion in the real-time control programme of the digital processor implementing the
controller. This has already been introduced in Chap. 6. Software differentiation
is acceptable provided the measurement is not contaminated by a relatively high
level of noise. This topic will be recalled from Chap. 1 where it is emphasised
that differentiation of a measurement results in amplification of the measurement
noise by a factor proportional to the frequency. The introduction of low-pass filtering
can help to overcome this problem but restricts the set of controller parameters to
lie within a boundary outside in which instability results, thereby restricting the
attainable dynamic performance. Such filtering increases the order of the system. It
follows that the pole placement of a basic LSF control system using the derivatives
of measurements of state variables is complete without the filtering but is incomplete

© Springer-Verlag London 2015 561

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_8
562 8 State Estimation

with it unless the filter parameters are included in the pole placement process,
which could be mathematically tedious due to the control system structure. The
observer circumvents these problems by providing filtered derivative estimates
without introducing dynamic lag, and the Kalman filter that has a similar structure to
the observer minimises the noise contamination of the state estimates under certain
assumptions regarding the nature of the measurement noise.
It is important to recall that the continuous polynomial controller introduced in
Chap. 5 and carried over to the discrete domain in Chap. 6 achieves complete state
control of LTI SISO plants with design by pole assignment without feedback of
state variables other than the measured/controlled output. This could therefore be
regarded as an alternative to state feedback control of LTI SISO plants aided by
state estimators, but at present state estimation is the only option for control of some
nonlinear plants by techniques such as the feedback linearising control in Chap. 7.
The state estimation of nonlinear plants is addressed in Appendix A8.

8.2 The Full State Continuous Observer for LTI SISO Plants

8.2.1 Introduction

The purpose of a state observer is to provide estimates of unmeasured state variables

needed for the control of a plant and also, where necessary, filtered estimates of
measured variables that are contaminated by relatively high levels of noise. The
observer is linked to the derivation in Chap. 3 of the observability matrix and the
associated condition for observability. It will be recalled that this entails observing
the control variables of the plant and its response via the measurement variables
until sufficient information has been collected to determine the current plant state.
The observer operates in this way to produce the state estimate.
An observer, along with a state feedback control law, is usually implemented by
a digital processor. Discrete implementation of controllers is addressed in Chap. 6
which also states a criterion of applicability of continuous time control theory giving
a minimum sampling frequency for a given application for which the continuous
time approach may be used. The topics will be introduced in the continuous domain,
while some of the examples will extend to the discrete domain.
The basic structure of a linear SISO control system employing a full state
observer is shown in Fig. 8.1.
To establish some standard terminology, the controller is defined as the part of
the system that accepts the measurement variable, y, together with the corresponding
reference input, yr , and produces the control variable, u. The control law is, in
general, only part of the controller and forms the complete control system together
with the observer (or other state estimator). It is that part of the system which accepts
the state vector (or its estimate) together with the reference input, yr , and produces
the control variable, u, as shown.
8.2 The Full State Continuous Observer for LTI SISO Plants 563

Fig. 8.1 Structure of LSF

Controller
SISO control system with a yr
Control u Plant y
full state observer
Law (state x)

x̂ Full State
Observer

d − + x x y
+
b
+ ∫
I n dt cT

Real Plant A

yr + u + x̂ x̂ ŷ
r
−
b
+ ∫
I n dt c T
Linear state Plant
k T

A
feedback Model
x̂
control law

Fig. 8.2 An attempt at creating an LSF control system using a plant model

The observer will now be developed in a number of steps, which will enable its
internal structure and behaviour to be fully appreciated. The starting point is a real-
time state-space model of the plant in which the state variables are accessible, many
examples of which may be found in Chaps. 2 and 3. A first attempt at creating an
LSF control system using a real-time plant model is shown in Fig. 8.2. Here, b x and
ŷ are, respectively, the estimates of the plant state, x, and the measurement, y. Also,
Ã, bQ and cQ T are estimates of the plant matrices, A, b and cT .
Suppose that the following conditions are satisfied:
(a) The initial state, x(0), of the real plant is known and the initial state estimate is
set to b
x.0/ D x.0/.
(b) The
˚ external
 disturbance,
˚ d, referred to the plant input is zero.
(c) A; b; cT D A; Q b;Q cQ T :

Then since the real plant and its model are driven by the same control variable,
b
x.t/ D x.t/ and therefore yb.t/ D y.t/, implying that successful control of the plant
model yields successful control of the real plant. In practice, however, conditions
(a) and (b) are only sometimes satisfied and condition (c) is never satisfied. Hence,
if condition (a) is satisfied, yb.0/ D y.0/, but an error will build up between b x.t/
and x(t) together with a corresponding error between ŷ(t) and y(t). The plant cannot,
therefore, be controlled with the scheme of Fig. 8.2 as it stands. This is not surprising
since the measurement, y, is not fed back and used in any way. What is needed
is some means of correcting the model state, b x.t/, using the known error,e.t/ D
y.t/  b
y .t/, thereby forming a model correction loop. This loop is intended to drive
the correction loop error, e(t), tonproportions
o regarded negligible for the application
˚ 
T Q Q T
in hand. Then if A; b; c Š A; b; cQ , achieving e.t/ Š 0 would at the same
564 8 State Estimation

time achieve a state estimation error of ©.t/ Š 0, where

©.t/  b
x.t/  x.t/: (8.1)

The model correction loop is formed by feeding e(t) into every integrator of the
plant model via an adjustable gain. Provided the plant is observable (Chap. 2), the
model correction loop can be designed by pole assignment to achieve the desired
convergence of ©(t) and e(t) to zero, via the adjustable gains that are equal in number
to the plant order. These gains form the observer gain matrix
T
l D l1 l2    ln (8.2)

so that the general observer for a SISO plant appears as in Fig. 8.3.
The standard symbol for the observer gain matrix has been established as l
which is a reminder of the inventor of the observer, David Luenberger [1]. Since
the observer contains a real-time model of the plant, then its state-space equations
are similar to that of the plant, reproduced here for convenience:

xP D Ax C b .u  d / ; y D cT x: (8.3)

The observer equations corresponding to Fig. 8.3 are

xP D Ab
b Q x C bu
Q C l .y  y b D cQ Tb
b/ ; y x: (8.4)

The external disturbance, d, is not modelled here, but observers will be introduced
later that are designed to estimate d along with the plant state for use in control laws
delivering a control component directly cancelling the disturbance.

d − + x x y
+
b
+ ∫
I n dt cT

Real Plant A

yr + u Observer +
r e −
− Model
Linear state
k T l correction loop
feedback
control law + x̂ x̂ ŷ
b
+ + ∫
I n dt c T

A
x̂

Fig. 8.3 LSF control system employing a full state observer

8.2 The Full State Continuous Observer for LTI SISO Plants 565

8.2.2 The Separation Principle and the Transparency Property

In the following, it is assumed that condition (c) is satisfied since this leads to a
useful mathematical result that can greatly simplify the control system design by
separating the observer and linear state feedback controller and designing them
independently. This is the separation principle and yields good results in practice
provided the plant modelling errors are not too great. A mathematical statement of
the separation principle is obtained as follows. The first time derivative of (8.1) is

xP  xP :
©P D b (8.5)

xP in (8.5) using (8.3) and (8.4) yields

Then substituting for ẋ and b

©P D Ab Q C l cT x  cQ Tb
Q x C bu x  ŒAx C b .u  d / : (8.6)

If condition (c) is satisfied, the terms involving

h u on the
i RHS
cancel and (8.6)

becomes ©P D A b
Q x  x  l cQ b
T
x  x C bd D A  l cQ b
Q Q T Q )
x  x C bd
h i
©P D AQ  l cQ T © C bd:
Q (8.7)

If d D 0, this becomes the unforced error state differential equation,

h i
©P D AQ  l cQ T ©; (8.8)

in which the state vector is © and implies that the determination of l to yield the
desired convergence of ©(t) to zero may be carried out independently of the linear
state feedback control law design.
The separation principle will now be substantiated by proving that the character-
istic polynomial of the control system has two factors, one being the characteristic
polynomial of the observer alone and the other being the characteristic polynomial
of the LSF control loop using the plant state variables as if they were all available.
The state differential equation of the system of Fig. 8.3 may be written in partitioned
form with the state vector, Œxj" T , as follows. One component equation is (8.8) and
the other is the plant state differential equation with u given by the LSF control law.
Thus, noting that bx D © C x from (8.1),

Q C bu
xP D Ax Q C bQ ryr  kTb
Q D Ax x D Ax Q C bQ ryr  kT Ω C x  d )
 (8.9)
xP D A  bkT x  bkT © C b .ryr  d / :
566 8 State Estimation

Then (8.9) and (8.8) may be combined as

(8.10)

If the unit matrix of dimension, n, is denoted by In , then since the four matrices
comprising Ac are of dimension, n  n, the characteristic polynomial of Ac is

It is known from matrix theory that the determinant of a block triangular matrix
comprising square matrices is the product of the determinants of the matrices on the
leading diagonal. Hence, the characteristic polynomial is factorised as
ˇ ˇ ˇ h iˇ ˇ h iˇ
ˇ Q c ˇˇ D ˇˇsIn  A Q T ˇˇ : ˇˇsIn  A
Q  bk Q  l cQ T ˇˇ ;
ˇsI2n  A (8.11)

enabling the two characteristic equations

ˇ h iˇ
ˇ Q T ˇˇ D 0
Q  bk
ˇsIn  A (8.12)

and
ˇ h iˇ
ˇ Q  l cQ T ˇˇ D 0;
ˇsIn  A (8.13)

to be formed, one for the observer and the other for the LSF control loop. Hence,
the pole placement for each can be done separately. This is the separation principle.
It should be noted that since the LHS of (8.13) is the characteristic polynomial
of the transfer function between any input–output pair of the observer of Fig. 8.3
considered in isolation, the observer eigenvalues will be referred to as the observer
correction loop poles, or simply the observer poles.
Provided conditions (b) and (c) above are satisfied, then if the gain matrix is set
so that the observer poles have negative real parts, then

©.t/ ! 0 ) b
x.t/ ! x.t/ as t ! 1: (8.14)

Then once the correction loop has reached steady state, b

x.t/ D x.t/, and the system
of Fig. 8.3 behaves as if the observer were to be removed, with the true plant state,
x, fed directly to the LSF control law. Considering only the response, y(t), to the
8.2 The Full State Continuous Observer for LTI SISO Plants 567

reference input, yr (t), it would not be possible to detect the presence of the observer.
This is the transparency property of an observer in an LSF control system.

8.2.3 Design of the Real-Time Model Correction Loop

It is evident from Sect. 8.2.2 that the dynamics of the real-time model correction
loop depends only on the eigenvalues of the observer correction loop matrix,
AQ  l cQ T , that can be given any desired values via the choice of l, if the plant is
observable. A common rule of thumb is that the set of observer correction loop
poles, which are the roots of (8.13), should be those of the LSF control loop, which
are the roots of (8.12), increased in scale by a factor of at least five. This rule is a
matter of engineering judgement, the intention being that at any time, such as the
initial loop closure when b x is likely to be very different from x, the model correction
loop will drive b x close to x on a shorter timescale than the LSF control loop
dynamics, thereby ensuring that the plant state could not be moved substantially
far in the wrong direction due to the initially incorrect value of b x. If one of the
settling time formulae has been used to design the control system, implying that the
closed-loop poles are coincident, then the ‘factor of five’ rule is implemented by
simply setting the nominal observer correction loop settling time, Tso , to satisfy

Tso  15 Ts (8.15)

and carrying out the pole placement of the observer, also using the settling time
formulae, by solving the following equation for the gain matrix, l.
ˇ h iˇ
ˇ Q  l cQ T ˇˇ D .s C 1=Tco/n ;
ˇsIn  A (8.16)

where

Tso = Œ1:5 .1 C n/ .5 % criterion/ ;
Tco D (8.17)
Tso = Œ1:6 .1:5 C n/ .2 % criterion/ :

In fact the solvability of (8.16) is an alternative to the observability test of Chap. 2.

Some analysis follows to investigate how closely the individual state estimation
error components "i .t/ D b xi .t/  xi .t/ and i D 1; 2; : : : ; n and the output error
eo .t/ D y.t/  by .t/ satisfy the settling time specification. It will be recalled from
Chap. 4, Sects. 4.5.3 and 4.5.4, that the settling time formulae apply to the step
response of a control system with closed-loop transfer function,
 n
Y .s/ 1
D ; (8.18)
Yr .s/ 1 C sTc
568 8 State Estimation

given by
"  k1 #
X
n
1 t t =Tc
y.t/ D 1  e Yr ; (8.19)
.k  1/Š Tc
kD1

where

Ts = Œ1:5 .1 C n/ .5 % criterion/
Tc D ; (8.20)
Ts = Œ1:6 .1:5 C n/ .2 % criterion/

Yr is the step reference input level and Ts is the settling time. The control error is

e.t/ D Yr  y.t/; (8.21)

and therefore, the following alternative definition of the settling time to that given
in Chap. 4, Sect. 4.3, applies.
Definition 8.1 The settling time of a SISO control system step response (x %
criterion) is the time taken for the error, e.t/ D Yr  y.t/, to fall to x % of the
initial value, where Yr is the level of the step reference input, assuming zero initial
plant state.
This definition of settling time applies to the situation in an observer, since
some of its state estimation error components start from nonzero values and are
brought to zero. Continuing the analysis, however, reveals differences with respect
to the control system step response, even if the pole values were made the same.
Substituting for y(t) in (8.21) using (8.19) yields the control system step response
error as

X
n  k1
1 t
e.t/ D e t =Tc Yr : (8.22)
.k  1/Š Tc
kD1

Since the impulse response of a system with transfer function, Œ1= .1 C sTc / k , is a
polynomial exponential modal function given by

1 t k1 t =Tc
fk .t/ D e ; (8.23)
.k  1/Š Tck

the error, e(t), of (8.22) may be written

X
n
1 t k1 t =Tc X n
e.t/ D Tc k
e Yr D mk fk .t/; (8.24)
.k  1/Š Tc
kD1 kD1
8.2 The Full State Continuous Observer for LTI SISO Plants 569

where

m k D Tc Y r ; k D 1; 2; : : : ; n (8.25)

are modal weighting coefficients. Consider now the observer state estimation error
differential Eq. (8.8). This is an unforced linear system and is therefore stimulated
only by an initial state error, ©(0), the general solution being

Q
©.t/ D e ŒAl cQ t ©.0/:
T
(8.26)

Importantly, in view of the theory presented in Chap. 3, Sect. 3.4.2, if the gain
matrix, l, has been set according to (8.16), then (8.26) may be expressed as a
weighted matrix sum of the modes of (8.23) with Tc replaced by Tco . Thus,

X
n
©.t/ D Mf.t/ ) "i .t/ D mi k fk .t/: (8.27)
kD1

Considering (8.25), the component, "i (t), can only behave as the step response error
(8.24) if mi k D Ci , k D 1; 2; : : : ; n, where Ci is a constant. This condition cannot
be satisfied since it is clear by comparing (8.27) with (8.26) that mik depends on
the initial state error components and that in general mij ¤ mi k , j ¤ k. It should
also be pointed out that in view of (8.24), "i .0/ ¤ 0 only if mi1 ¤ 0. If mi1 D 0,
which certainly occurs frequently, then "i .0/ D 0, but "i (t), t > 0, goes through a
transient during which it reaches an extreme value, i.e. j"i (t)j reaches a maximum,
j"i jmax , before ultimately decaying to zero due to the exponential factor, e t =Tco . To
cater for such components of ©(t), the definition of settling time will be modified as
follows.
Definition 8.2 For an arbitrary initial state estimation error, ©(0), the settling time
of the component, "i (t) (x % criterion), of an observer is the time taken for j"i (t)j to
reduce from the peak value jei jmax to (x/100)jeijmax , measured from the time, t1 , of
the peak.
Assuming condition (c) is satisfied, since
y D cTx.t/ is another state variable,
the output error, eo .t/ D cT ©.t/ D cT x.t/ b x.t/ , can be regarded as another
state estimation error component. It would be expected that the actual settling
times reached by each state estimation error component would be similar in value
according to Definition 8.2 since every mode in the system is ultimately reduced to
negligible proportions by the factor, e t =Tco . These settling times should be close
to Tso of (8.17). At worst, they will certainly be of the same order of magnitude.
Fortunately, it is usually more important to accurately realise the specified settling
time, Ts , of the main control loop than the specified observer settling time, Tso .
So the differences caused by the different modal weightings of the individual state
estimation error components should not be too critical. In any case, the settling
570 8 State Estimation

Fig. 8.4 Isolated observer + y=0

state-variable block diagram e (t )
−
for gain matrix determination Model
correction
l loop ŷ
ut ( t ) = 0 + ε ε
b
+ + ∫
I n dt c T

A

0
time in (8.17) can be adjusted to a different value, T so , to reduce any critical state
component settling times, identified by simulation, to Tso .
For SISO plants, there is an alternative method to the solution of (8.16) for the
determination of the gain matrix, l, that would be less time consuming in most
cases. In view of the separation principle, it would be possible to disconnect the
observer from the control system of Fig. 8.3, as shown in Fig. 8.4a, and design it
as a self-contained linear system. This can be confirmed by setting y D 0, which is
equivalent to setting x D 0, and if u D 0, with A D A Q and cT D cQ T , the observer
state differential equation would become

xP D A  lcT b
b x: (8.28)

x is replaced by ©, indicating
This is the state estimation error differential Eq. (8.8) ifb
that the observer may be designed in isolation. Then the straightforward method for
SISO plants is to first form the state-variable block diagram, shown in general form
in Fig. 8.4.
The state-variable block diagram is drawn in detail for the particular plant,
showing the integrators, gains and summing junctions. Then the characteristic
polynomial is found using the determinant of Mason’s formula, as demonstrated
in Chaps. 4 and 5 for basic linear control loops.
Example 8.1 Observer for single axis of rigid-body spacecraft attitude control
system
There is a sufficient distribution of stars over the celestial sphere with small
enough magnitudes (i.e. large enough brightness) to enable modern three-axis star
sensors for spacecraft attitude measurement to operate over 4 steradians, minus,
of course, the solid angles occupied by bodies that occlude the stars such as the sun
and any nearby planets. Hence, the star sensor is sometimes the only form of sensor
provided for the attitude control of modern spacecraft. A state feedback control law
requires the angular velocity components as additional state variables, and these
may be estimated using an observer. The application considered here is a three-axis
stabilised rigid-body spacecraft with negligible inter-axis coupling permitting each
axis to be considered in isolation, the plant state-space model being

xP 1 D x2 ; xP 2 D b .u  d / ; y D cx1 ; (8.29)
8.2 The Full State Continuous Observer for LTI SISO Plants 571

D (s) Plant
+ − 1 X 2 ( s ) 1 X1 ( s ) Y (s)
b c
s s
Yr ( s ) Linear State U ( s ) Observer +
Feedback
Control Law E (s) −
l2 l1 Yˆ ( s )
X̂ 1 ( s ) X̂ 2 ( s ) + + 1 + + 1
b c
s s

Fig. 8.5 Single-axis rigid-body spacecraft attitude control system employing an observer

where x1 is the attitude angle, u is the control voltage input to the reaction wheel
drive and d is the external disturbance torque referred to the control input. Figure 8.5
shows the control system block diagram.
The plant parameters are b D Kw =J and c D Ks , where Kw is the reaction wheel
torque constant, J is the moment of inertia of the spacecraft body about the control
axis and Ks is the measurement
 constant of the star sensor. For the simulations to
follow, J D 150 Kgm2 , Kw D 0:1 ŒNm=V and Ks D 3 ŒV=rad . The linear
state feedback control law yields a settling time of Ts D 100 Œs .
Condition (c) of Sect. 8.2.1 is assumed to hold as the purpose of this example is
to demonstrate the basic operation of the observer free of any mismatch between the
plant and its model, except for the external disturbance, d. First, the characteristic
polynomial will be derived using the orthodox matrix–vector method. Then, for
comparison, it will be derived again using the determinant of Mason’s formula.
The state equations for the observer are
0 1
          
b
x1 01 b
x1 0 l B  b
x1 C
D C u C 1 @y  c 0 A: (8.30)
b
x2 00 b
x2 b l2 „ƒ‚… 2 b
x
„ƒ‚… „ƒ‚… „ƒ‚… cT
A b l

The observer characteristic polynomial is the LHS of (8.13). This example yields
ˇ       ˇ
ˇ ˇ ˇ ˇ
ˇsI2  A  l cT ˇ D ˇs 1 0  0 1  l1 c 0 ˇˇ
ˇ 01 00 ˇ l2
ˇ   ˇ ˇ (8.31)
ˇ s 1 l1 c 1 ˇˇ ˇˇ s C cl1 1 ˇˇ
D ˇˇ  D D s 2 C cl1 s C cl2 :
0 s  l2 c 0 ˇ ˇ cl2 s ˇ

The observer characteristic equation, and hence the polynomial, can be obtained
directly by equating to zero the determinant of Mason’s formula applied to the
observer of Fig. 8.5 as if it was disconnected from the system as in Fig. 8.4. Thus,
572 8 State Estimation

 
cl1 cl2
1   2 D 0 ) s 2 C cl1 s C cl2 D 0: (8.32)
s s

Using the settling time formula (5 % criterion), the desired characteristic polynomial
of (8.17) is

Œs C 1:5 .1 C n/ =Tso n jnD2 D .s C 9= .2Tso //2 D s 2 C .9=Tso / s C 81= 4Tso2 :

(8.33)

Equating (8.33) and (8.31) then yields

l1 D 9= .cTso / and l2 D 81= 4cTso2 : (8.34)

Next, a simulation of the initial attitude control loop closure will be carried out.
Upon separation from the launch vehicle, the attitude will be incorrect, and there
will be an unwanted initial angular velocity due to the imperfect separation devices.
The attitude control system will be required to bring the spacecraft angular velocity,
x2 , to zero and the attitude, x1 , to the correct value, which will be taken as zero,
to begin the mission. In the simulation of Fig. 8.6, the initial attitude angle and
angular velocity are, respectively, x1 .0/ D 1:5 rad and x2 .0/ D 0:05 rad=s. The
corresponding estimates in the observer are set to b x1 .0/ D 0 and bx2 .0/ D 0.
Figure 8.6a shows the results obtained with the observer correction loop settling
time set to the maximum recommended value of Tso D Ts =5, and Fig. 8.6b shows
the corresponding results obtained with Tso D Ts =100.
Figure 8.6a 1 shows the state estimation errors, "1 .t/ D b x1  x1 and "2 .t/ D
b
x2  x2 . A scale factor of 9.25 is applied to "2 (t) so that the peak values of "1 (t) and
9.25"2(t) are of the same magnitude. This enables the actual settling times of the
errors to be assessed using the same ˙5 % levels as shown. These settling times,
according to Definition 8.2, are seen to be very close to the specified value of Tso D
20 Œs . This is also true for Fig. 8.6b 1. In this case, however, the scaling factor
had to be reduced to 0.596, meaning that reducing Tso from 20 [s] to 1 [s] increases
the magnitude of the angular velocity error peak by a factor of about 15. This is a
consequence of the higher observer gains needed to bring about faster convergence
of the errors towards zero.
Figure 8.6a 2 and 3 clearly show b x1 .t/ and bx2 .t/ converging towards x1 (t) and
x2 (t), as required. This is also true in Fig. 8.6b 2 and 3. Since the convergence is
much faster, the plant state has not changed very much over the shorter convergence
period compared with Fig. 8.6a 2 and 3. This is the reason for x1 (t) and x2 (t) in
Fig. 8.6b 4 following the ideal paths (shown dotted) much more closely than they
do in Fig. 8.6a 4. These ideal paths are those followed without any state estimation
errors.
It should be noted that in a real space mission, the observer would be turned
on and allowed to settle before closing the attitude control loop to avoid the
overshooting behaviour evident in Fig. 8.6a 4.
8.2 The Full State Continuous Observer for LTI SISO Plants 573

1. Transient state estimation errors

1.5 1.5

ε1 ( t ) ε1 ( t )

ε1 max

ε1 max
1 1
0.5 [rad] 0.5 [rad]
+5% +5%
0 0
−5% −5%

0.596 ×
max
max
9.25 ×

-0.5 -0.5

ε2
ε2

0.596
-1 9.25ε 2 ( t ) -1
×ε 2 (t )
-1.5 [rad/s] -1.5 [rad/s]
Tso Tso
-2 -2
0 10 Tso = 20 30 t[s] 40 0 0.5 Tso = 1 1.5 t[s] 2
2. Attitude estimate convergence
1 0
0.5 -0.5
0 x1 ( t )
-1
[rad]
-0.5 x1 ( t ) [rad]
xˆ1 ( t ) -1.5
-1
[rad] xˆ1 ( t ) [rad]
-1.5 -2
0 10 20 30 t[s] 40 0 0.5 1 1.5 t[s] 2
3. Angular velocity estimate convergence
0.1 0.5
0
x2 ( t ) x2 ( t )
0.05 -0.5 [rad/s]
[rad/s]
0 -1
xˆ2 ( t ) xˆ2 ( t )
-1.5
-0.05 [rad/s] [rad/s]
-2
-0.1 -2.5
0 10 20 30 t[s] 40 0 0.5 1 1.5 t[s] 2
4. Effect of transient state estimation errors on attitude control transient
10 x2 (t ) 1
1
x1 (t ) 10 x2 (t )
0.5
0.5
10 x2ideal (t )
10 x2ideal (t )
0
0 x1 (t )
-0.5 Units -0.5 Units
x1ideal (t ) x1ideal (t )
x1 [rad] x1 [rad]
-1 -1
x2 [rad/s] x2 [rad/s]
-1.5 -1.5
0 50 100 t[s] 150 0 50 100 t[s] 150
a Tso = Ts 5 = 20[s] b Tso = Ts 100 = 1[s]

Fig. 8.6 Effects of transient state estimation errors during initial attitude acquisition
574 8 State Estimation

a b
0.08 0.08
100ε1 (t ) [rad] 4500ε 2 (t ) [rad/ s]
0.06 d (t )[V], γ d = 0.1d (t ) [Nm] 0.06 d (t )[V], γ d = 0.1d (t ) [Nm]
0.04 100ε 2 (t ) [rad/ s] 100ε1ss 0.04 4500ε 2ss
0.02 100ε 2ss 0.02 4500ε1 (t ) [rad] 4500ε 1ss

0 0 e1ss
e1ss x1 (t ) [rad]
-0.02 -0.02
x1 (t ) [rad]
-0.04 -0.04
0 50 100 t[s] 150 0 50 100 t[s] 150
Tso = Ts 5 = 20[s] Tso = Ts 100 = 1[s]

Fig. 8.7 Effect of step external disturbance torque

In this example, the estimated attitude angle, b x1 , is fed to the control law, but it
might be argued that using the direct attitude measurement by feeding back x1 D
y=c instead of b x1 would reduce the effects of the state estimation errors. This could
certainly be done, but, as will be seen in later sections, the filtering properties of
the observer enable more accurate control in a noisy environment, and this would
require only the state estimates to be fed to the control law.
After the initial attitude acquisition, it is usual for orbit adjustment thrusters to be
fired that are nominally directed through the spacecraft centre of mass but in practice
will be misaligned slightly resulting in a constant disturbance torque. Figure 8.7
shows the steady-state errors that occur in the state estimate as well as the attitude
angle, x1 , when a step disturbance torque equal to 5 % of the maximum reaction
wheel torque is applied, equivalent to d D 0:5h .t  10/ ŒV .
It is evident by comparing Fig. 8.7b with Fig. 8.7a that reducing Tso by a factor
of 20 considerably reduces the magnitudes of the steady-state estimation errors, "1ss
and "2ss , but does not substantially reduce the steady-state pointing error, e1ss . It has
already been shown in Chap. 5 that a standard linear state feedback control law, such
as used here, allows a steady-state error in the controlled variable if the reference
input and the external disturbance (referred to the control input) are constant, so the
behaviour of x1 (t) in Fig. 8.7 is to be expected. The steady-state errors in the state
variables, however, could be eliminated by means of a special observer that includes
disturbance estimation as developed in the following subsection, and the disturbance
estimate could be used in the control law to counteract the constant disturbance and
bring the steady-state pointing error to zero. It should also be mentioned that this
could also be achieved using the linear state feedback plus integral control law of
Chap. 5, Sect. 5.2.8, regardless of the steady-state errors, "1ss and "2ss .
It is important to note that plant model uncertainty has to be taken into account
as with the design of controllers in general. The real-time model correction loop of
an observer can be considered as a special form of model-based controller applied
8.2 The Full State Continuous Observer for LTI SISO Plants 575

to the plant model. This will yield the desired decay of the state estimation errors
towards zero with a perfect plant model, and simulation may be used to check
the correctness of the observer design using a simulation without any deliberate
mismatch with respect to the nominal plant. It must also be ensured that the state
estimation errors still converge to acceptably small proportions with the perceived
worst-case plant modelling errors for the particular application. For relatively simple
plant models, Routh’s stability criterion (Appendix A5), could be useful: otherwise,
simulation is advisable.

8.2.4 Estimation of Disturbances

If the form of the equivalent disturbance, d(t), applied to the plant input is known to
be a solution of an unforced linear differential equation with constant coefficients,
then this differential equation can be converted to the state-space form (Chap. 3) to
create a state-space model of the disturbance. Thus,

xP d D Ad xd ; d D cTd xd ; (8.35)

where xd 2 <nd . This can be combined with the plant Eq. (8.3) to form augmented
plant equations in the partitioned form as follows:

(8.36)

where subscript, a, indicates ‘augmented’. The corresponding observer equation is

(8.37)

Since (8.36) and n(8.37) are of oprecisely the same form as (8.3) and (8.4), if
˚ 
A; Ad ; b; cT D A; Q A Q cQ T , the error state equation,
Q d ; b;

(8.38)
576 8 State Estimation

follows by analogy with (8.8), where © D b x  x, as before, and ©d D b

xd  xd . The
observer pole placement equation using the settling time formula is similar to (8.17)
and is
ˇ h iˇ  Œs C 1:5 .1 C n C n / =T nCnd .5% criterion/
ˇ Q a  la cQ Ta ˇˇ D d so
ˇsInCnd  A
Œs C 1:6 .1:5 C n C nd / =Tso nCnd .2% criterion/
(8.39)

In the examples to follow, the notation for the observer gains is

" #T
l1 l2    ln lnC1 lnC2    lnCnd
lTa D „ ƒ‚ … „ ƒ‚ … (8.40)
l ld

Example 8.2 LSF control of vacuum air bearing with load torque compensation
This is an example of high-precision position control typical of that needed
in the microchip manufacturing industry. The plant is illustrated in Fig. 8.8. The
measurement is obtained from an encoder with a resolution of the order of 10 nm,
and position changes of the order of 1 m are demanded.
A disturbance force occurs due to the signal and power leads connected to the
payload, but since the payload movements are so small, it can be regarded as
constant. This is referred to the control input and represented by d.t/ D D D const:
Changes in the actuator force induce rotational oscillatory motion through an angle,
x3 , about a vertical axis due to the compliance of the lateral bearing air cushion.
This contaminates the position measurement, y. Using an observer containing a
precise plant model, however, the position, x1 , can be accurately estimated and
controlled.
The state differential equation of the disturbance in the form of (8.35) is just
xP d1 D 0; d D xd1 , and the corresponding equation in the observer is b xP d1 D k5 e,

a Vertical Vertical b Measurement

vibrational vacuum y
rotation air Linear
axis bearing position
Linear measurement
voice-coil x3
encoder Actuator x3
actuator r
force
Lateral r
a a
vacuum air
bearing
Centre c Ks Ks c
x1 of
rotation l l
Seizmically stable base x1

Fig. 8.8 Vacuum air-bearing positioning system. (a) Main components. (b) Schematic
8.2 The Full State Continuous Observer for LTI SISO Plants 577

where e is the model correction loop actuation error. The state-space model of
the plant is in the modal form comprising the rotational vibration mode and the
translational rigid-body mode. It is therefore of fourth order. This, together with the
disturbance state differential equation, is as follows, in the form of (8.36):

(8.41)

Here, b1 D Ka Kf =m, b2 D Ka Kf a=J , a3 D 2Ks l 2 =J , a4 D 2cl 2 =J and c3 D R,

where Ka is the trans-conductance of the voice-coil actuator drive amplifier, Kf is
the force constant of the voice-coil actuator, m is the payload mass, J is the payload
moment of inertia about the vibrational rotation axis, a is the lateral displacement
between the actuator force vector and the vibrational rotation axis, l is the distance
from the payload centre line of two springs representing the air compliance, as
shown in Fig. 8.8b, Ks is the spring constant and c is the associated damping
coefficient. The plant parameters are m D 3:3 kg, J D 0:03 kg m2 , a D 0:02 m,
d D 0:01 m, Km D 11:1 N=A, Ka D 0:8 A=V, Ks D 2:9  106 N=m,
c D 100 N= .m=s/ and R D 0:13 m.
The corresponding observer equation is

(8.42)

Figure 8.9 shows a block diagram of the complete control system.

The linear state feedback control law is a standard one designed with mul-
tiple pole placement to have a settling time of Ts D 0:1 s. The observer
settling time is set to Tso D 0:02 s. A special feature of this control system is
that the controller adds the disturbance estimate to the LSF control law output
to counteract the disturbance. This is an alternative to including an integral
term.
Considering the observer in isolation, the pole placement equation can be
obtained by equating the determinant of Mason’s formula to zero, as follows.
578 8 State Estimation

1 X 2 ( s ) 1 X1 ( s )
1 − Plant
0 X (s) = D (s) b 1
+
s d1 + s s + 1 4( ) 1 3( )
X s X s +
Disturbance b 2 c 3
− s s
compensation
a4 Y (s)
Yr ( s ) + + a3
LSF U (s) Observer +
Control la5 s
Law
+ + E (s) −
X̂ d1 ( s ) la 2 la1 la 4 la3
Yˆ ( s )
D̂ ( s ) − + + 1 + + 1
b 1
+ + +
s s + + 1 + + 1
X̂ 2 ( s ) b 2 c 3
− s s
X̂ 1 ( s ) a 4
+ + a 3
X̂ 4 ( s )
X̂ 3 ( s )

Fig. 8.9 Observer-aided LSF control of vacuum air bearing with disturbance compensation

h i
la5 bQ1 Q
1   la3scQ3  la4s 2cQ3  la1s  la2
C C la5sb32 cQ3  aQs4  aQ3
  s2 s3  s2
la5 bQ1
C  aQs4  asQ23  la1s  la2
s2
C s3
D0)
s C .cQ3 la3 C la1 C aQ 4 / s C .cQ3 la4 C la2 C aQ3 C aQ 4 la1 / s 3 
5 4
 
C aQ 3 la1 C aQ 4 la2  bQ1 la5  bQ2 cQ3 la5 s 2 C aQ 3 la2  aQ 4 bQ1 la5 s  aQ 3 bQ1 la5 D 0:
(8.43)

The desired characteristic equation using the 5 % settling time formula is

 N ˇˇ
1:5 .1 C N / ˇ
sC ˇ D.s C q/5 Ds 5 C5qs 4 C10q 2 s 3 C10q 3 s 2 C5q 4 sCq 5 D0
Tso ˇ
N D5
(8.44)

where N D n C nd , n D 4, nd D 1 and q D 9=Tso. Equating the RHS of (8.43)

and (8.44) then yields the observer gains as
8  
ˆ
ˆ 5 Q 4 10q 3
 Q
a l  Q1 la5  bQ2 cQ3 la5
b
ˆ
< q 5q C aQ 4 b1 la5 4 a2
la5 D  ; la2 D ; la1 D ;
Q
aQ 3 b1 aQ 3 aQ 3
ˆ
ˆ 10q 2  .la2 C aQ 3 C aQ 4 la1 / 5q  .la1 C aQ 4 /
:̂ la4 D and la3 D :
cQ3 cQ3
(8.45)
8.2 The Full State Continuous Observer for LTI SISO Plants 579

Before the initial loop closure, the platform is mechanically fixed in the zero
position while the vacuum air bearing is pressurised. Then the mechanical lock is
removed and the control loop closed with zero position reference input while the
observer is allowed to settle. Figure 8.10a, d show the observer settling transients
with a residual disturbance force of 105 N. Such small forces are realistic for this
application but very significant with demanded control accuracies with an order
of magnitude of nanometres. In Fig. 8.10a, the plant model and the real plant are
perfectly matched, but in Fig. 8.10d, all the plant parameters are mismatched by
˙5 % (m D 1:05m, Q J D 1:05JQ , a D 0:95a, Q d D 0:95dQ , Km D 0:95KQ m ,
Q Q
Ka D 0:95Ka , Ks D 0:95Ks , c D 0:95cQ and R D 1:5R), Q this combination
being considered the worst case in the sense of reducing the plant forward path gain
below the nominal value which will encourage a sluggish and possibly oscillatory
response.
In Fig. 8.10a, the disturbance estimate has the correct settling time and the state
estimation errors settle in about the same time from their peak values, following
Definition 8.2. In Fig. 8.10d, the plant mismatching increases the settling times.
Comparing Fig. 8.10b, e reveals that the plant mismatching has no significant
detrimental effect on the overall control system performance.
Figure 8.10c shows the steady-state error resulting from the removal of the
feedback of b d in the disturbance compensator of Fig. 8.9.
The single integrator disturbance model used in this example to estimate a
constant external disturbance is the most common since it can also be useful when
the disturbance is time varying but of unknown form. The differential equation and
the corresponding state-space model of such a disturbance may not exist, and even if
it does, it will not be xP d1 D 0; d D xd1 as above. The argument is as follows. If d(t)
is sufficiently slowly varying for any change in its value over a period equal to the
correction loop settling time, Tso , to be negligible, then d(t) can be regarded constant.
Then in practice, the estimate, b d.t/, will follow d(t) with sufficient accuracy for the
disturbance compensation to be effective. Provided d(t) contains no discontinuities,
then Tso can be reduced, if necessary, to satisfy this requirement.
In the frequency domain, if the bandwidth, ! bd , of the disturbance is known,
then Eq. (4.111) developed in Sect. 4.6 can be used to determine a suitable value
for Tso . This equation gives the settling time of the step response (5 % criterion)
of a control system of known bandwidth. If applied to ! bd , this formula gives the
minimum period over which significant changes of d(t) should be expected. As a
rule of thumb, the maximum value of Tso is taken as one fifth of the value yielded
by (4.11). Thus,
p
Tso  0:3 .1 C N / 21=N  1=!bd : (8.46)

If there are discontinuities in d(t), then Tso is the settling time of the decay of
the error, b
d.t/  d.t/, following a jump in d(t), according to Definition 8.2. Then
Tso should be set to a sufficiently small value to suit the application in hand. The
following example demonstrates the use of (8.46).
580 8 State Estimation

a
4d ( t)
4
10e4 (t)
4dˆ (t) 105 e1 (t)
2 102 e2 (t)

-2
105 e ( t )
5
10 e3 (t)
-4
0 0.01 Tso = 0.02 0.03 t[s] 0.04
State and disturbance estimation
with perfectly matched plant model
b2 c2
1 yr ( t) 1 yr ( t)
e yss
0 y ( t) 0
-1 -1 e yss
y ( t)
-2 -2
-3 -3
y ( t)
-4 -4
-5 -5
0 0.1 0.2 0.3 t[s] 0.4 0 0.1 0.2 0.3 t[s] 0.4
Position with disturbance compensation Position without disturbance compensation
and perfectly matched plant model and perfectly matched plant model

d e2
4 d ( t)
4 1 yr ( t)
10e4 (t) 4dˆ (t)
0 y ( t)
2 105 e1 (t)
102 e2 (t) -1
0 -2
-3
-2 y ( t)
105 e ( t ) -4
5
10 e3 (t)
-4 -5
0 0.01 Tso = 0.02 0.03 t[s] 0.04 0 0.1 0.2 0.3 t[s] 0.4
State and disturbance estimation with Position with disturbance compensation
worst case ±5% plant mismatching and worst case ±5% modelling errors

Fig. 8.10 Step response of air-bearing position control system with constant disturbance force

Example 8.3 Ship roll stabilisation with disturbance torque estimation and com-
pensation
The disturbance torque components acting on a surface ship due to wave motion
are of a random nature and cannot be modelled by a differential equation. It is
8.2 The Full State Continuous Observer for LTI SISO Plants 581

D (s) − Plant
1 X3 (s) 1 X2 (s) 1 X1 ( s )
due to wave motion b0
+ + − s s s
a2
+ +
Disturbance a1
+ +
compensation
a0 Y (s)
Yr ( s ) LSF U (s) Observer +
Control la 4 s
+ + E (s)
Law −
X̂ d1 ( s ) la3 la 2 la1
Y (s)
ˆ
D̂ ( s ) − + 1 + 1 + 1
b0
+ + − s + s + s
a2
+ +
a1
+ +
a0

X̂ 3 ( s )
X̂ 2 ( s )
X̂ 1 ( s )

Fig. 8.11 LSF roll control of a ship with disturbance torque estimation and compensation

possible, however, to employ observers with single integrator disturbance models

to obtain fairly close approximations to the disturbance components since they are
band limited.
Suppose that for the roll axis being considered here, the transfer function
relationship between the fin servo reference input, regarded here as the control input,
u(s); the disturbance, d(s), referred to the control input; and the roll attitude angle
measurement, y(s), is given by

Kf Œu.s/  d.s/ b0
y.s/ D 2 2

D 3 2
Œu.s/  d.s/ ;
s C 2
!n s C !n .s C 1=Tv / s C a2 s C a1 s C a0
(8.47)

where the parameters are defined in Chap. 2. Then a linear state feedback control
system with a single integrator disturbance model can be designed following similar
lines to those of Example 8.2. Figure 8.11 shows the block diagram.
Considering the observer in isolation, the pole placement equation for a correc-
tion loop settling time of Tso seconds (5 % criterion) is
h  
 
 i
s 4 1  ls1  l2
 l3 C bs04l4  as2  as 21  as 30 C  as2  ls1  sl22
s2 s3
C  as 21  ls1
D s4 C .l1 C a2 / s 3 C .l2 Cˇ a1 C a2 l1 / s 2 C .l3 C a0 C a2 l2 C a1 l1 / s  b0 l4
ˇ
D Œs C 1:5 .1 C N / =Tso N ˇ D .s C q/4
N DnCnd D4
D s 4 C 4qs C 6q s C 4q s C q )
3 2 2 3 4

l1 D 4q  a2 ; l2 D 6q 2  .a1 C a2 l1 / ;
:
l3 D 4q 3  .a0 C a2 l2 C a1 l1 / and l4 D q 4 =b0
(8.48)
582 8 State Estimation

a b
6 0.3
x1 (t ), xˆ1 (t )
4 d (t ) dˆ (t ) x3 (t ), 0.2 φ (t ) [rad]
x2 (t ), xˆ3 (t )
2 xˆ2 (t ) 0.1

0 0
-0.1
-2
-0.2
-4
-0.3
0 5 10 15 20 t[ s ] 25 0 5 10 15 20 t[ s ] 25
State variables, disturbance and Roll attitude angle without
estimateswithout controller operational d controller operational
0.3 5
4
0.2 φ (t ) [rad] 3 u (t ) [V]
0.1 2
1
0 0
-1
-0.1 -2
-0.2 -3
-4
-0.3 -5
0 5 10 15 20 t[ s ] 25 0 5 10 15 20 t[ s ] 25
Roll attitude angle with LSF but Control variable with LSF but
e without disturbance compensation f without disturbance compensation
6 5
4
4 φ (t ) [rad] × 10 3
3 u (t ) [V]
2 2
1
0 0
-1
-2 -2
-4 -3
-4
-6 -5
0 5 10 15 20 t[ s ] 25 0 5 10 15 20 t[ s ] 25
Roll attitude angle with LSF and Control variable with LSF and
with disturbance compensation with disturbance compensation

Fig. 8.12 LSF stabilisation of a surface ship with disturbance estimation and compensation

The plant parameters taken are !n D 0:6 rad=s,

D 0:1, Tv D 1 s and constant
extreme inputs u D ˙umax D ˙10 V, where umax is the maximum control voltage
magnitude, yielding steady-state roll attitude angles of ˙30ı D ˙0:5236 rad 
yss D ˙10 V, requiring Kf Tv =!n2 D 1 ) Kf D 0:36. Although not shown in
Fig. 8.1, the attitude sensor constant is Ks D 10=0:5236 D 19:099 V=rad.
8.2 The Full State Continuous Observer for LTI SISO Plants 583

The disturbance bandwidth is given as !bd D 3 rad=s.

The standard LSF control law is designed with Ts D 5 s (5 % criterion). For the
observer, (8.46)
p yields the maximum value of the correction loop settling time as
Tso D 0:3  5 1:189  1=3 D 0:217 s.
The disturbance is modelled as the output of a low-pass filter with transfer
function, Œ!bd = .s C !bd / 3 , where the input is a white, Gaussian, random signal
®
and with the variance set to 1000 in SIMULINK to yield a filter output peaking at
approximately ˙4 V, which is ˙0:4umax .
Figure 8.12a shows the state variables and disturbance (referred to the control
input) together with their estimates from the observer, without the controller
operating. The small dynamic lag between d(t) and b d.t/ is acceptable for this
application and in any case can be reduced by making Tso smaller, but within the
constraints set by the measurement noise level and the finite sampling frequency of
the digital processor (Chap. 6). Figure 8.12b shows the roll axis attitude response
to the disturbance, again without the controller operating. Figure 8.12c shows the
roll attitude fluctuations approximately halved due to the loop closure via the LSF
control law but without the disturbance compensation.
Figure 8.12d shows the corresponding control activity. Figure 8.12e shows the
drastic reduction in the roll attitude fluctuation with the disturbance compensation
added to the LSF control law output, while Fig. 8.12f indicates an increase in the
control activity needed to achieve this. It may be necessary, however, to perform a
trade-off between the degree of passenger comfort and the fuel consumption by the
engines providing the hydraulic or electrical power to operate the fin servos.
The single integrator disturbance model for the observer will suffice for the
majority of applications requiring disturbance estimation and compensation, but
occasionally it is not practicable to increase the observer eigenvalues sufficiently due
to the amplification of measurement noise, addressed in the following sections. The
following example is of a high-precision application that benefits from an accurate
disturbance model which, if perfect, eliminates any dynamic lag of the estimate after
the observer has settled and, in practice, reduces it to negligible proportions.
Example 8.4 Spacecraft attitude control in the presence of an oscillating distur-
bance torque
A spacecraft contains a three-axis stabilised part containing the propulsion
system and a rotating part creating artificial gravity for the crew. The dynamic
imbalance causes a sinusoidal oscillating disturbance torque component about the
two control axes perpendicular to the spin axis of the rotating part, referred to as
the transverse axes. For this relatively simple example, the angular velocities about
these two axes are assumed to be small enough for the gyroscopic cross coupling
between them to be negligible. In this case, each control axis can be considered
separately. Assuming rigid-body dynamics, the attitude measurement, y, about one
of the two transverse axes will obey the linear differential equation,

R D b Œu.t/  d.t/ ;
y.t/ (8.49)
584 8 State Estimation

with b D Kg Ks =J , where Kg is the torque constant of the control moment gyro, Ks

is the attitude sensor constant and J is the moment of inertia about the control axis
being considered. The disturbance referred to the control input is given by

d.t/ D D sin .t C / ; (8.50)

where the amplitude, D, and the phase angle, , depend upon the positions of the
crew around the rotating section of the spacecraft. Equation (8.50) is the general
solution to the second-order differential equation

dR C 2 d D 0: (8.51)

State-space models corresponding to (8.49) and (8.51) may be formed with state
P xd1 D d and xd2 D dP as follows:
variables chosen as x1 D y, x2 D y,
8 9 8 9
< xP 1 D x2 = < xP d1 D xd2 =
xP 3 D b .u  d / plant subsystem; xP d2 D 2 xd1 disturbance subsystem:
: ; : ;
y D x1 d D xd1
(8.52)

In the form of (8.36), these may be written as

(8.53)

In this example, perfectly known plant and disturbance parameters will be assumed
so the corresponding observer equation is

(8.54)

Figure 8.13 shows the block diagram of the complete system including a conven-
tional linear state feedback control law with an additional disturbance compensation
term.
The observer pole placement equation for a 5 % settling time of Tso may be
written
8.2 The Full State Continuous Observer for LTI SISO Plants 585

Disturbance Plant
Disturbance 1 xd2 ( s ) 1 d (s) − 1 x2 ( s ) 1 x1 ( s )
b
compensation s s + s s
xd1 ( s )
yr ( s ) LSF + −Ω2 u (s) y (s)
Control
Law + Observer +

d̂ ( s ) e(s) −
la 4 la3 la 2 la1 ŷ ( s )
+ 1 x̂d2 ( s ) + 1 x̂d1 ( s ) + + + 1 + + 1
− b
x̂1 ( s ) x̂2 ( s ) + s + s s s
−Ω 2

Fig. 8.13 Observer-aided LSF control of spacecraft with oscillating disturbance torque

h  2
  2 i
s 4 1   la1s  lsa22 C bls 3a3 C bls 4a4  s 2 C  s 2  la1 la2
s  s2

D s 4 C la1 s 3 C la2 C 2 sˇ2 C 2 la1  bla3 s C 2 la2  bla4

ˇ
D Œs C 1:5 .1 C N / =Tso N ˇ D .s C q/4
N DnCnd D4
D s 4 C 4qs 3 C 6q 2 s 2 C 4q 3 s C 4
q2 )

la1 D 4q; la2 D 6q   ; la3 D  la1  4q 3 =b and la4 D 2 la2  q 4 =b:

2 2

(8.55)

The plant parameters taken for the following simulation are J D 10; 000 Kg m2 ,
Kg D 1 ŒNm=V with a maximum control voltage magnitude of umax D 10 V
and Ks D 10= ŒV=rad . The crew are situated at a radius of R D 5 Œm
from the centre of rotation so the spin angular  velocity, , required to produce
a centrifugal acceleration of g D 9:8 m=s2 is given by 2 R D g )  D
p
g=R D 1:4 Œrad=s . The linear state feedback control law is designed to give
a settling time of Ts D 100 s. Such long settling times are usual for spacecraft
applications, in contrast to earthbound motion control systems, due to the large
moments of inertia and the control torques being severely limited by the available
electrical power of only a few hundred Watts. The observer settling time is set to
Tso D 10 Œs .
The simulation starts with zero initial states for the spacecraft transverse control
axis and the observer but with the artificial gravity already operating, creating an
oscillating disturbance, d.t/ D D cos .t/ with D D 0:1umax . During this initial
period, the attitude control loop is not closed so that the effect of the disturbance
torque on the spacecraft attitude can be seen, but the observer is operating and settles
to follow the disturbance and plant states. At t D 50 s, the attitude control loop is
closed with zero attitude demand. Finally at t D 250 s, a step slew demand of
586 8 State Estimation

a2 b 2.5
x̂d2 ( t ) e2 ( t ) × 104
x̂d1 ( t )
[V]

[V]
2
xd1 ( t )
ed2 ( t )
1
1.5 e1 ( t ) × 104 = e ( t ) × 104

0
1 ed1 ( t )
0.5
-1 0

xd2 ( t ) -0.5
-2 -1
0 5 10 15 t[ s ] 20 0 5 Tso = 10 15 t[ s ] 20
x d and x during observer settling state estimation errors: observer settling
c d
5 4
u (t ) yr ( t )
[V]

[V]
0 3
-5
2 y ( t ) = x1 ( t )
0
[V]

-5
x1 ( t ) × 104 1
-10 0.2u ( t ) 0.2u ( t )
-15 0
-20 Ts
-25 -1
0 50 100 150 200t[ s ] 250 0 100 200 300 400t[ s ] 500 Ts
u ( t ) and y ( t ) before and after loop closure u ( t ) and y ( t ) during slew manoeuvre

Fig. 8.14 Attitude control of spacecraft subject to oscillating disturbance torque

70ı  1:22 rad  yr D 1:22Ksh .t  250/ is applied. Figure 8.14 shows the
results.
Figure 8.14a shows the oscillatory disturbance states and the plant states together
with their estimates before closure of the attitude control loop and the disturbance
compensation. The state-variable estimates, b x1 .t/, b
x2 .t/, b
xd1 .t/ and b
xd2 .t/, may
be seen to almost converge, respectively, to x1 (t), x2 (t), xd1 (t) and xd2 (t) in the
nominal correction loop settling time, Tso . This is also evident in Fig. 8.14b that
displays the state and disturbance estimation errors that are completely free of the
oscillations, due to the separation theorem. In Fig. 8.14c, the effect of the oscillatory
disturbance on the spacecraft attitude can be seen to entirely disappear upon the
initial loop closure, the oscillation instead appearing in u(t), which is counteracting
the continuing disturbance. The transient due to the nonzero states at the instant
of the loop closure settles in the nominal settling time of Ts . Finally, Fig. 8.14d
shows the slew manoeuvre during which the accelerating and decelerating control
variable continues to have an oscillatory component counteracting the continuing
disturbance.
8.3 The Full State Discrete Observer for LTI SISO Plants 587

8.3 The Full State Discrete Observer for LTI SISO Plants

8.3.1 Introduction

It has already been established in Chap. 6 that linear continuous controllers have
discrete equivalents that can be designed by pole placement, in which the closed-
loop pole locations, sc1, 2, : : : ,n , are first determined in the s-plane for the equivalent
continuous system and then converted to desired z-plane closed-loop pole locations
by means of the transformation, zc1; 2;:::;n D exp .sc1; 2;:::;n h/, which will guarantee
stability of the discrete closed-loop system for sc1, 2, : : : ,n anywhere in the left half of
the s-plane. This is also true of the state observer. The basic principles and features
already presented in Sect. 8.2 for the continuous observer also apply to the discrete
linear observer.

8.3.2 Observer Algorithm and Design Procedure

The generic discrete state-space plant model upon which the observer is based is

x .k C 1/ D ˆ.h/x.k/ C §.h/ Œu.k/  d.k/ ; y.k/ D cT x.k/; (8.56)

where x 2 <n is the state vector, u is the control variable, y is the measurement
variable, d is the external disturbance referred to the control input, k is the
sample number, ˆ.h/ 2 <nn is the discrete plant matrix, §.h/ 2 <n1 is the
discrete input matrix and h is the sampling/iteration period. For comparison, the
generic continuous state-space plant model (8.3) is reproduced here for convenience,
together with the corresponding continuous LTI observer equations. Thus,

xP D Ax C b .u  d / ; y D cT x (8.57)

xP D Ab
b Q x C bu
Q C l .y  y b D cQ Tb
b/ ; y x: (8.58)

Comparing (8.56) with (8.57) shows that the operation of differentiation is replaced
by prediction one sampling period ahead. This enables the discrete LTI observer
equations to be formed by analogy with the continuous LTI observer Eq. (8.58),
resulting in

b x.k/ C §.h/u.k/
x .k C 1/ D Q̂ .h/b Q b.k/ D cQ Tb
b.k/ ; y
C l Œy.k/  y x.k/; (8.59)

where bx.k/ and ŷ(k) are, respectively, estimates of the variables x(k) and y(k).
Similarly, Q̂ .h/ and §.h/
Q are, respectively, estimates of the constant parameters
ˆ(h) and §(h). As for the continuous case, l is the gain matrix through which
the model state is corrected using the output error, y.k/  y b.k/. Since (8.59) is
588 8 State Estimation

a recursion relation, it may be programmed directly on a digital processor, after

eliminating the sample number, k. It may therefore be referred to as an observer
algorithm. Using the z-transform relationship, Z fq .k C 1/g D z1 Z fq.k/g, a
z-transfer function block diagram may be formed, as shown in Fig. 8.15.
This may be seen to have the same structure as Fig. 8.3 for the continuous case.
It should be noted that the plant is shown in discrete form so that with the plant
model parameters perfectly matched to the real plant parameters, it may be readily
understood that e.k/ ! 0 and thereforeb x.k/ as k ! 1. The real plant is, of course,
continuous, with sampled and held inputs and outputs, enabling the discrete model
to be used.
As well as providing visualisation of how the observer works, a transfer function
block diagram is particularly useful in simple applications for quickly deriving
the correction loop characteristic polynomial for the pole placement, when the
individual elements and their connections are shown.
The design procedure is to start with the desired correction loop poles of the
equivalent continuous observer. These may be determined by setting the observer
settling time to satisfy Tso  Ts =5, where Ts is the main control loop settling time,
using one of the settling time formulae to form the desired characteristic polynomial
as

n p D 1:5 .1 C n/ =Tso .5 % criterion/
.s C p/ ; where : (8.60)
p D 1:6 .1:5 C n/ =Tso .2 % criterion/

Then the corresponding characteristic polynomial of the discrete observer is

.z C q/n ; where q D e ph : (8.61)

D (z) – + zX (z) X (z) Y (z)

ψ(h) I n z –1 cT
+ +
Real Plant Φ ( h)

Y r ( z) + U (z) Observer +
r – –
E (z) Model
Linear state
kT correction loop
feedback l
control law
+ ˆ (z)
zX ˆ (z)
X Yˆ (z)
ψ (h) I n z –1 cT
+ +
ˆ (z)
X Φ(h)

Fig. 8.15 Transfer function block diagram of discrete plant model and observer
8.3 The Full State Discrete Observer for LTI SISO Plants 589

It follows from the theory presented in Chap. 6 that the actual settling time will be
limited to nh and satisfying nh  Ts =5 may not be possible in some cases. Whether
or not this is a problem depends upon the application in hand.
Example 8.5 Observer-aided LSF control of a heating process containing a time
delay
The plant is modelled as a first-order transfer function with time constant, Tp ; a
pure time delay,  d ; and DC gain, KDC , the transfer function being

Y .s/ KDC e sd

D : (8.62)
U.s/ 1 C sTp

This example is chosen since the discrete formulation renders linear state feedback
control possible while continuous linear state feedback would not be practicable
dueX to the pure time delay rendering the plant of infinite order, since e sd D
1

1=  i = i Š s i . For the discrete plant model, the sampling time, h, is chosen

i D0 d
such that d D nd h, where nd is an integer. The order of the discrete plant model is
then nd C 1, the plant z-transfer function being

Y .z/ 1  e h=Tp 1
D Kdc : : (8.63)
U.z/ z  e h=Tp znd

The plant parameters are given as Tp D 5 Œs , d D 8 Œs and Kdc D 1. If an

observer can be constructed to estimate the unmeasured output, x(k), of the first-
order subsystem with transfer function,

X.z/ 1  e h=Tp
D Kdc : (8.64)
U.z/ z  e h=Tp

Then the problem is reduced to that of controlling just this subsystem, the controlled
output, y(k), being a delayed version of x(k), i.e. y.k/ D x .k  nd /. The specified
settling time, Ts , of the overall system must be greater than  d , so that the specified
settling time of the first-order loop is Ts1 D Ts  d D Ts  nd h. Setting Ts1 D Tp
would result in open loop operation so it is necessary to set 0 < Ts1  Tp to
obtain the feedback action needed to give the system some robustness. A value of
Ts1 D Tp =2 D 2:5 Œs will be taken here. While it is possible to cater for any finite
order, the minimum value of nd will be found for simplification. This depends upon
the maximum value, hmax , of h, enabling the first-order loop-specified settling time
of Ts1 to be realised. This is the value yielding a dead-beat response (Chap. 6) with
an exact settling time of Ts1 . Since the control loop is only of first order, this is just
hmax D Ts1 D 2:5 Œs . Then the minimum value of nd is the smallest integer that is
greater than d = hmax D 3:2, i.e. nd D 4 ) h D d =nd D 2 Œs .
To enable the first-order control loop to be realised, the plant model of the
observer is formulated in the control canonical form. The control system block
diagram corresponding to Fig. 8.15 is then shown in Fig. 8.16 for np D 4 , where
590 8 State Estimation

the model is simplified by setting Kdc 1  e h=Tp D b and a D e h=Tp . Here,

b
x5 D b x and the controller can be regarded as a linear state feedback controller in
which all the gains are zero except k that feeds back b x5 .
In view of the separation principle, the observer characteristic polynomial may be
formed as if the observer is separated from the plant and the control law as follows:
h    i
z5 1   lz1  l2
z2
 l3
z3
 l4
z4
 l5
z5
C a
z
C a
z
 lz1  l2
z2
 l3
z3
 l4
z4
D z5 C .l1  a/ z C .l2  al1 / z C .l3  al2 / z2 C .l4  al3 / z C .l5  al4 / :
4 3

(8.65)

The desired characteristic polynomial using the 5 % settling time criterion is then

.z C q/5 D z5 C 5qz4 C 10q 2 z3 C 10q 3 z2 C 5q 4 z C q 5 ; (8.66)

where q D e ph and p D 1:5 .1 C 5/ Tso D 9=Tso. Then equating (8.65) and
(8.66) gives

l1 D5q C a; l2 D10q 2 C al1 ; l3 D10q 3 C al2 ; l4 D5q 4 C al3 and l5 Dq 5 C al4 :

(8.67)

Since u is the control voltage, and y is an analogue measurement voltage, these

variables together with xi and b
xi , i D 1; 2; : : : ; 5; are in volts.
The closed-loop transfer function of the first-order loop is

b5 .z/
X rbz1 rb
D 1
D : (8.68)
Yr .z/ 1 C .kb  a/ z z C kb  a

Continuous Real Plant

domain K dc X̂ 5 ( s ) − sτ d X̂ 4 ( s ) − sτ d X̂ 3 ( s ) − sτ d X̂ 2 ( s ) − sτ d X̂ 1 ( s )
1 + sTp e 4 e 4 e 4 e 4
Discrete
domain
S/H
LSF Observer E ( z) +
control
law −
l5 l4 l3 l2 l1 Ŷ ( z )
Yr ( z ) + + + −1 + + + + + + + +
r b z z −1 z −1 z −1 z −1
− + X̂ 5 ( z ) X̂ 4 ( z ) X̂ 3 ( z ) X̂ 2 ( z ) X̂ 1 ( z )
k a

Fig. 8.16 LSF control of plant with pure time delay aided by a discrete state observer
8.3 The Full State Discrete Observer for LTI SISO Plants 591

a b
3
20
[V]

2 u (t ) e(t )
1 10
Tso

[V]
0 0
1 5
0.8 x5 (t ) 4 Tso
[V]

[V]
0.6 xˆ5 (t )
0.4 2 x5 (t )
0.2 1
0 0 xˆ5 (t )
1 5 Tso
0.8 4
[V]

0.6 3

[V]
x4 (t ) xˆ4 (t ) x4 (t )
0.4 2
0.2 1
0 0 xˆ4 (t )
1 4
0.8 Tso
[V]

0.6 2
[V]

0.4 x3 (t ) xˆ3 (t ) 0 x3 (t )
0.2 -2
0 xˆ3 (t )
1 15
0.8 Tso
[V]

0.6 10
x2 (t ) xˆ (t ) xˆ2 (t )
[V]

0.4 2
5
0.2 x2 (t )
0 0
1 5
[V]

0.8 0 x1 (t ) = y (t )
[V]

0.6 x1 (t ) xˆ1 (t ) -5 xˆ1 (t ) = yˆ (t )

0.4 = y (t ) = yˆ(t ) -10
0.2 -15 Tso
0 -20
0 2 4 6 8 10 12 14 16 18 0 5 10 15 20 25 30 35 40
t[ s ] t[ s ]

Fig. 8.17 Convergence of discrete observer in control system for plant with time delay. (a) Unit
step response. (b) state estimate convergence

For a specified settling time of Ts (5 % criterion) and a unity closed-loop DC gain,

the desired closed-loop transfer function is

X5 .z/ 1  e 3h=Ts1
D : (8.69)
Yr .z/ z  e 3h=Ts1

Equating (8.69) to (8.68) then yields

1
1

kD a  e 3h=Ts1 and rD 1  e 3h=Ts1 : (8.70)

b b

The minimum observer settling time is that of the dead-beat response, i.e. nh D
10 Œs . Since Ts D Ts1 C d D 10:5 Œs , the criterion, Tso < Ts =5, for fast observer
592 8 State Estimation

settling cannot be satisfied, but this is a special application, and it is always possible
to run the observer to a settled condition before the main control loop closure. A
value of Tso D 20 Œs is chosen for this example.
Figure 8.17a shows the unit step response of the control system with the
state variables of the observer equal to those of the plant at the sample points.
Figure 8.17b shows the convergence of the observer state towards the plant state
with xi .0/ D 5 ŒV and b xi .0/ D 0 ŒV , i D 1; 2; : : : ; 5, again with yr .t/ D h.t/.
The settling time of y(t) to 1 is determined by the observer transient in this case.

8.4 The Full State Observer for Multivariable Plants

8.4.1 Introduction

The design method for LTI SISO plants based on determination of the correction
loop characteristic polynomial from the observer transfer function block diagram
presented in Sects. 8.2 and 8.3 would generally prove to be tortuous if attempted for
LTI multivariable plants. A more practicable method is based directly on the state-
space model of the plant. This is first presented for LTI SISO plants to clarify the
procedure and then extended for multivariable plants.

8.4.2 Matrix–Vector Design Method for SISO LTI Plants

Starting with the plant model in the form of a transfer function, a model in the
observer canonical state representation can be formed as in Chap. 3, Sect. 3.3.5.2,
which is reproduced here for convenience. Thus,

xP o D Ao xo C bo u (8.71)

y D cTo xo ; (8.72)

where
2 3 2 3
0 0    0 a0 b0
6 :: 7 6 7
61 0 : a1 7 6 b1 7
6 7 6 7 
6 7 ::
Ao D 6 0 1 : : : 0 a2 7 ; bo D 6
6 : 7
7 and cTo D 0 0    0 1 :
6 7 6 7
6: : : :: 7 4 :: 5
4 :: : : : : 0 : 5 :
0    0 1 an1 bn1
(8.73)
8.4 The Full State Observer for Multivariable Plants 593

Then the corresponding observer equation is

xP o D Aob
b xo C bo u C l y  cTob
xo : (8.74)

Subtracting (8.71) from (8.74) then yields the state estimation error equation

©P o D Ao  lcTo ©o ; (8.75)

where ©o D b
xo  xo and
2 3
0 0    0 a0 2 3
6 7 l0
::
61 0 : a1 7 6 7
6 7 6 l1 7 
6 7 6 7
Ao  lco D 6 0 1 : : : 0 a2 7  6 l2 7 0 0    0 1
T
6 7 6 : 7
6: : : :: 7 4 :: 5
4 :: : : : : 0 : 5
ln1
0    0 1 an1
2 3 (8.76)
0 0  0  .a0 C l0 /
6 :: 7
61 0 :  .a1 C l1 / 7
6 7
6 7
D 6 0 1 ::: 0  .a C l / 7:
6 2 2 7
6: : : : 7
4 :: : : : : 0 :: 5
0    0 1  .an1 C ln1 /

The characteristic polynomial of Ao  lcTo therefore may be recognised and equated

to the desired characteristic polynomial that could be formed as previously using
one of the settling time formulae. Thus,

s n C .an1 C ln1 / s n1 C    C .a1 C l1 / s C .a0 C l0 / D .s C p/n ; (8.77)

where p D 1:5 .1 C n/ =Tso (5 % criterion) or p D 1:6 .1:5 C n/ =Tso (2 %

criterion), where Tso  Ts =5, where Ts is the settling time of the main control loop
which the observer is supporting. Equating coefficients of si , i D 0; 1; : : : ; n  1,
on the LHS and RHS of (8.77) then immediately gives the required observer gains,
li , i D 0; 1; : : : ; n  1. This demonstrates the convenience of the observer canonical
state representation. Any other desired state representation for control purposes can
be generated using a transformation matrix as shown in Chap.3, Sect. 3.3.3.
594 8 State Estimation

8.4.3 Matrix–Vector Design Method for Multivariable LTI

Plants

Once a plant model is available in the form of a transfer function relationship, then
a state-space model may be formed in the multivariable observer canonical form as
in Chap. 3, Sect. 3.3.6.4, enabling a similar procedure to be followed as presented
in Sect. 8.4.2. The general state-space model in the observer canonical form is as
follows:

xP o D Ao xo C Bo u (8.78)

y D Co x o ; (8.79)

where

(8.80)

where
2 3
0  0 a0
6 :: :: 7
61 : : ai1 7 
Aoi D 6
6 ::
7
:: 7 and cToi D 0    0 1 ; i D 1; 2; : : : ; m;
40 : 0 : 5 „ ƒ‚ …
ni elements
0 0 1 ai ni
X
m
ni D n: (8.81)
i D1

The corresponding observer equation is then


xP o D Aob
b xo C Bo u C L y  Cob
xo (8.82)

Subtracting (8.78) from (8.82) then yields the state estimation error equation

©P o D Ao  LcTo ©o : (8.83)

There are a total of nm elements in the gain matrix, L, while only n elements
are needed to place the eigenvalues of Ao  LcTo as desired. If these elements are
arranged in the block diagonal form,
8.4 The Full State Observer for Multivariable Plants 595

(8.84)

then Ao  LcTo is of the same block diagonal form as Ao , each block being of the
same form as (8.76). Thus,

(8.85)

where
2 3 2 3
0  0 ai 0 li 0
6 :: :: 7 6 7
61 : : ai1 7 6 li1 7 
Aoi  li cToi D 6
6 :: ::
76
7 4 :: 7 0  0 1
40 : 5 : 5
0 :
0 0 1 ai ni 1 li ni 1
2 3
0  0  .ai 0 C l0 / (8.86)
6 :: :: 7
61 : :  .ai1 C l1 / 7
D66 :: ::
7:
7
40 : 0 : 5
0 0 1  .ai ni 1 C lni 1 /
i D 1; 2; : : : ; m

It follows that the observer has m subsystems whose eigenvalues may be inde-
pendently placed. If the settling time formulae are again used, the characteristic
polynomials of the subsystems may be equated to the desired ones as follows:

s n C .ai ni 1 C li ni 1 / s n1 C    C .ai1 C li1 / s C .ai 0 C li 0 / D .s C pi /ni ;

i D 1; 2; : : : ; m;
(8.87)
596 8 State Estimation

where pi D 1:5 .1 C ni / =Tsoi (5 % criterion) or pi D 1:6 .1:5 C ni / =Tsoi (2 %

criterion), where Tsoi  Ts =5, Ts being the settling time of the main control loop. In
most cases, it would be appropriate to make the settling times of the m subsystems
the same.

8.5 The Noise Filtering Property of the Observer

8.5.1 Background

Attention is now turned to a benefit brought about by the observer, further to

making an estimate of the complete plant state available. This is the reduction
of the random state estimation errors due to unwanted noise signals generated by
imperfect hardware, by means of the inherent filtering process of the observer. This
section leads to an observer pole placement method that seeks to reduce these state
estimation errors to acceptable levels in cases where the noise would otherwise
prevent the control accuracy specification being met.
First, some relevant terminology will be introduced, in the context of dynamical
systems. A deterministic system is one in which no random signals affect the
development of its future states. In contrast, a stochastic system is one whose
behaviour is non-deterministic in that its future states are determined not only by
its predictable actions but also by random signals. The systems described in this
section are stochastic ones. The terminology can also be used to classify signals.
A deterministic signal is one containing no random components, and a stochastic
signal is one containing random components.
All real plants contain hardware that generates certain levels of noise that
may adversely affect the control system performance. These signals fall into two
basic categories: plant noise and measurement noise. Instrumentation providing
measurements of variables in control systems contains noise generating electronic
components that contaminate the measurement variables used by the controller, as
already discussed in Chap. 1. This is measurement noise. Additionally, the actuators
of control systems generate noise since they also contain noise sources. These are
not only electronic amplifiers such as those used to drive electromagnetic actuators.
For example, the motion of fluid through the spool valve of an electro-hydraulic
actuator generates a certain amount of noise in the form of random variations of
flow rate which manifest themselves ultimately as random variations in the force
output of the actuator. Another example is the cogging torque produced by some
synchronous motors. In contrast to measurement noise, the noise generated in
actuators directly affects the state variables of the plant and is therefore referred
to as plant noise.
8.5 The Noise Filtering Property of the Observer 597

The definitions of plant and measurement noise are as follows.

Definition 8.3 Measurement noise is any random signal originating in the hard-
ware that contaminates the measurement variables without affecting the state of the
uncontrolled plant.
Definition 8.4 Plant noise is any random signal originating in the hardware that
affects the state of the uncontrolled plant.
These definitions are made for the uncontrolled plant as any noise source will
affect both the plant state and the measurements in a closed-loop system. They apply
to all the plant noise sources including any not within the sensors and actuators.

8.5.2 Lumped Plant Noise and Measurement Noise Sources

To simplify the model upon which a control system design is based, all the physical
plant noise sources may be replaced by a single noise source, np (t), injected at the
same point as u(t), such that the random variations in y(t) are unaltered. Similarly,
all the noise sources within the measurement hardware are equivalent to a single
noise source, nm (t), injected at the same point as y. This is shown in Fig. 8.18.
Since this section is not concerned with plant modelling errors, the plant and its
model in the observer are shown as identical. Then once any transient part of the
state estimation error, ©.t/ D bx.t/  x.t/, has decayed to negligible proportions, the
remaining error will be of a random nature and due only to the noise sources.

Plant noise Measurement noise

Np (s) Nm (s)
+ + In X ( s ) T + Y (s)
b c +
+ + s
Real Plant A

Yr ( s ) + State
+ U (s) Observer
estimation
r
− S E (s) Model −
error
LSF −
control k T l correction loop
+
ε (s)
law + ˆ (s)
In X Yˆ ( s )
b cT
+ + s
ˆ (s)
X A

Fig. 8.18 Observer-aided LSF control system for SISO plant with lumped noise sources
598 8 State Estimation

8.5.3 State Estimation Error Variation with Observer Gains

The following discussion will be greatly simplified by designing the observer, as

previously, with a multiple pole at s1; 2;:::; n D 1=Tco , so that the correction loop
settling time (5 % criterion) is Tso D 1:5 .1 C n/ Tco . It will also be assumed that,
unless otherwise stated, the observer is connected to the real plant but without the
LSF control law active, i.e. switch, S, is open in Fig. 8.18.
The model correction loop acts on the error, e(t), and attempts to cause ŷ(t) to
follow y(t) including any random components it contains, regardless of their cause.
As will be seen, this is beneficial for changes in y(t) due to the plant noise but is
undesirable for changes in y(t) due to the measurement noise.
First, suppose that the only noise source is measurement noise. Then reducing Tso
increases the magnitudes of the elements of the gain matrix, l, thereby ‘tightening’
the model correction loop, causing ŷ(t) to follow y(t) and the measurement noise it
contains more closely. This is undesirable because the resulting random variations in
b
x.t/ do not occur in x(t) and therefore constitute state estimation errors. Increasing
Tso , however, causes the model correction loop to be less effective in following
the random variations of y(t), especially the rapid ones, and as Tso is increased
further, ŷ(t) begins to follow a ‘middle course’ through the random variations and
become very close to the deterministic component of y(t). This results in b x.t/
becoming closer to the deterministic x(t), thereby reducing the state estimation
errors. Hence, provided that Tso is not too small, the observer filters out the short-
term random variations in ŷ(t) and hence b x.t/ due to the measurement noise. In
fact, the transfer function components of ©(s)/Nm (s) are those of low-pass filters
with cut-off frequencies that reduce with Tso . In the limit as Tso ! 1, for some
plants l ! 0, disabling the correction loop so that the measurement noise has no
influence at all and in any case may almost completely open the correction loop.
If l D 0, b x.0/ D x.0/ and the plant and its model are identical, then b x.t/ D x.t/
8t > 0, but in practice some correction loop action is necessary to compensate for
plant modelling errors, allow the initial observer settling transient to take place and
compensate for the effects of plant noise, now to be discussed.
Suppose now that the only noise source is plant noise. As already stated in
Definition 8.4 and evident in Fig. 8.18, the plant noise causes random changes in
the state, x(t), of the real plant, which in turn causes random changes in y(t). As
previously, reducing Tso ‘tightens’ the correction loop by increasing the magnitudes
of the elements of the gain matrix, l, and therefore causes ŷ(t) to follow y(t) more
closely. This in turn drives ©.t/ D b x.t/  x.t/ to smaller proportions, which is
desirable. This means that the better the performance of the observer in minimising
the state estimation errors due to plant noise, the more noisy will be b x.t/. At a
glance, this may be counter-intuitive, but it must be realised that loop closure via a
well-designed linear state feedback control law by closing switch, S, in Fig. 8.18
will nearly eliminate the random variations of x(t) and b x.t/ due to u(t) almost
counteracting the plant noise, np (t).
8.5 The Noise Filtering Property of the Observer 599

To summarise, tightening the model correction loop by reducing Tso reduces the
state estimation errors due to plant noise but increases them due to measurement
noise. This requires a compromise, and the following two subsections develop
a method for finding an intermediate value of Tso that approximately minimises
the state estimation errors given the measurement and plant noise spectral density
functions.

8.5.4 State Estimation Error Transfer Function Relationship

The filtering properties of the observer may be revealed by deriving the transfer
function relationships between the plant and measurement noise sources and the
state estimation error components. This will also provide the foundation for the
design method presented in the following sub-subsection.
With reference to Fig. 8.18, the plant transfer function relationship is given by

In ˚   
X.s/ D b Np .s/ C U.s/ C A.s/ ) ŒsIn  A X.s/ D b Np .s/ C U.s/ :
s
(8.88)

The reason for leaving (8.88) in this form will become apparent below. Also

Y .s/ D Nm .s/ C cT X.s/: (8.89)

Similarly, the observer transfer function relationship is given by

b In n h i o
X.s/ D bU.s/ C l Y .s/  cT b
X.s/ C Ab
X.s/ )
s
h i
ŒsIn  A b
X.s/ D bU.s/ C l Y .s/  cT b
X.s/ : (8.90)

Substituting for y(s) in (8.90) using (8.89) then yields

h i
X.s/ D bU.s/ C l Nm .s/ C cT X.s/  cT b
ŒsIn  A b X.s/ : (8.91)

Since ©.s/ D b
x.s/  x.s/, (8.91) may be written as

ŒsIn  A b
X.s/ D bU.s/ C l Nm .s/  cT ©.s/ ; (8.92)

and then subtracting (8.88) from (8.92) yields


ŒsIn  A ©.s/ D l Nm .s/  cT ©.s/  bNp .s/: (8.93)
600 8 State Estimation

Finally, making ©(s) the subject of (8.93) yields

1 
©.s/ D sIn  A C lcT lNm .s/  bNp .s/ : (8.94)

It is evident from (8.94) that the observer acts as a low-pass filter between Nm (s) and
©(s) and also between Np (s) and ©(s). Reducing the correction loop settling time, Tso ,
in general increases the magnitudes of the elements of l, and it is evident from (8.94)
that this reduces the state estimation errors originating from the plant noise, Np (s),
but increases those that originate from the measurement noise, Nm (s), as predicted
in Sect. 8.5.3.
Example 8.6 State estimation error transfer function relationships for a rigid-body
spacecraft
Many spacecraft have high-precision attitude control systems with pointing
accuracy specifications in the arcsecond (1/3600 deg.) or the sub-arc-second region.
In these applications, the effects of the plant and measurement noise are often
very significant, demanding state estimation techniques that, ideally, minimise the
stochastic state estimation errors. Without inter-axis coupling, the plant state-space
model for a single control axis is as follows:

xP 1 D x2 ; xP 2 D b .u C nm / ; (8.95)

where x1 is the attitude angle and b D Kw =J where Kw is the reaction wheel torque
constant and J is the spacecraft body moment of inertia. Figure 8.19 shows a transfer
function block diagram of the plant and the observer.
Transfer function relationship (8.94) will now be derived for this example. Thus,

Plant
Np ( s ) Nm ( s )
+ 1 1 + +
b
+ s X 2 ( s ) s X1 ( s )
Y (s) − ε (s)
1
U (s)
Observer + +
− ε (s)
2
E (s) −
l2 l1 Ŷ ( s ) +
+ + 1 + + 1 X̂ 1 ( s )
b
s s
X̂ 2 ( s )

Fig. 8.19 Plant and observer for single axis of rigid-body spacecraft showing noise sources
8.5 The Noise Filtering Property of the Observer 601

8 l   l1  9
ˆ
ˆ
1
C sl22 C sl22 >
  ˆ b
< s2
s
l2 Np .s/ C s
l2 Nm .s/ >
>
=
"1 .s/
D s
h i s
"2 .s/ ˆ
ˆ 1   ls1  sl22 >
>
:̂ >
;
„ ƒ‚ …
Contribution via observer plant
 b    
0
 sb2 Np .s/  Nm .s/
0
„ s ƒ‚ …
Contribution
directly from plant
8 2 3 2 3 9 82
3 9
< l sCl l1 s 3 C l2 s 2 5 = < b s 2 C l1 s C l2 5 =
:
b 4 1 25
Np .s/C 4 Nm .s/  4
; : b s3 C l s2 C l s

Np .s/
;
l2 s l2 s 3 1 2
D s 2 .s 2 Cl sCl /
2 3 2 3 1 2

4 1
l s C l2 5 4
1 5
Nm .s/b Np .s/
l2 s s C l1
D s 2 Cl1 sCl2
:
(8.96)

Designing the observer to have a correction loop settling time of Tso seconds, (5 %
criterion then requires the pole placement equation,
  ˇ  
2 1:5 .1 C n/ n ˇˇ 9 2 9 81
s C l1 s C l2 D s C ˇ D sC D s2 C sC 2
;
Tso nD2 2T so T so 4T so
(8.97)

from which the observer gains are

l1 D 9=Tso and l2 D 81= 4Tso2 : (8.98)

Substituting for l1 and l2 in (8.96) using (8.98) then yields

" 9 81
# " #
Tso
s C 2
4Tso 1
  81 Nm .s/  b 9 Np .s/
"1 .s/ 2 s
4Tso
sC Tso
D 9 81
"2 .s/ s2 C Tso s C 2
4Tso
 4Tso  " # (8.99)
9
sC1 2b
4Tso 1
Nm .s/  81 9 Np .s/
s sC Tso
D :
1 C 49 Tso s C 4
T 2 s2
81 so
N
602 8 State Estimation

Then
       
lim "1 .s/ 1 1 lim "1 .s/ 1
D 2 Np .s/ and D nm .s/:
Tso ! 1 "2 .s/ s s Tso ! 0 "2 .s/ s
(8.100)

As the model correction loop is tightened by reducing Tso , the contribution of the
plant noise to the state estimation error diminishes and that of the measurement
noise increases. At the extremes, (8.100) indicates that as Tso ! 1, the contribution
of the measurement noise is eliminated. This is not surprising as (8.98) gives
   
lim l1 0
D ; (8.101)
Tso ! 1 l2 0

and therefore, the model correction loop is disabled, but this is not practicable.
In theory, as Tso ! 0, the contribution from the plant noise is eliminated, but
b
x1 .t/ is contaminated by the unfiltered measurement noise, and worse still, b x2 .t/
is contaminated by the unfiltered derivative of the measurement noise, which, as
already demonstrated in Chap. 1, exaggerates the high-frequency components of the
noise. This extreme, however, could not occur in practice as the infinite gains indi-
cated by (8.98) and the associated infinite correction loop poles .s1; 2 D 9= .2Tso //
could not be realised in practice due to the finite sampling frequency of the digital
implementation (Chap. 6), but similar undesirable effects would result by setting
Tso too small. Tso has to be set to a value such that there is sufficient attenuation of
the high-frequency components of the measurement noise due to the denominator
of (8.99). Setting Tso too large would cause excessive state estimation errors due to
the plant noise.

8.5.5 Considering Noise Levels in Observer Design

8.5.5.1 Introduction

If the measurement and plant noise signals are quantified, then it is possible to find
observer gains which minimise the noise content in a given state estimation error
component, "i . The power spectral densities of the noise signals and the variance
of the state estimation error are the quantities used for this minimisation, and they
are defined in the following subsections. Attempting to carry out the minimisation
analytically in the simplest practical applications, such as the single-axis attitude
control of a rigid-body spacecraft of Example 8.6, leads to the evaluation of integrals
that do not appear even in the most comprehensive tables [3], but constrained
minimisation with respect to the observer correction loop settling time, Tso , is much
simpler and can be tractable, but is suboptimal. This method will be demonstrated
for the spacecraft example. For the many cases in which analytical solutions either
8.5 The Noise Filtering Property of the Observer 603

do not exist or involve an inordinate amount of working, a practicable approach is

to carry out the minimisation using a simulation, which will also be demonstrated.
Finally, the Kalman filter will be introduced, which is essentially an observer
with the gain matrix calculated using an algorithm based on the variances of the
plant and measurement noise signals, instead of pole placement. This is applicable
to either time-invariant or time-varying plants and is optimal in the minimisation of
the noise contaminating the state estimate provided the noise sources statistically
have Gaussian distributions and their spectra in the frequency domain are white.

8.5.5.2 Power Spectral Density and Variance

A random noise signal, n(t), with zero mean value can be characterised by its
variance and power spectral density [2]. The variance is a measure of the noise
level and is the mean squared value denoted
Z
2
 1 T
nn D E n2 .t/ D lim n2 .t/dt : (8.102)
T !1 T 0

Here, nn is the standard deviation of statistics, and the notation, E[n2 (t)], means
‘the expected value of n2 (t)’. In analysing the filtering effect of an observer on the
noise signals, the random signal is viewed in the frequency domain by means of
its power spectral density (PSD). If a periodic signal is decomposed into a linear
weighted sum of its sinusoidal Fourier components, the histogram of the component
amplitude at a given frequency, taken from a discrete set comprising the fundamental
frequency and its harmonics (i.e. integer multiples of the fundamental frequency),
may be referred to as its discrete spectrum. By analogy, the Fourier transform of a
more general signal, which is not necessarily periodic, can be plotted as a graph of
the amplitude of the sinusoidal signal component as a continuous function of the
frequency, which may be referred to as a continuous spectrum. The amplitude of the
component is then the spectral density.
The term power originates from analogue communication applications in which
the amount of power dissipated in a circuit containing a resistance, R, is i2 R, where
i is the current, or alternatively v2 /R, where v is the applied voltage. Of course,
in control applications, there is not usually physical power dissipation associated
with the noise signal, n(t), but n2 (t) may be referred to as the signal power. The
power spectral density of a signal, n(t), is denoted Snn (j!), where ! is the angular
frequency of the signal component. It is related to the variance as follows:
Z 1
2
 1
nn D E n2 .t/ D Snn .j!/ d!: (8.103)
2 1

If n(t) is applied to a linear system with Laplace transfer function, G(s), resulting
in an output, m(t). It can then be shown [2] that the variance of m(t) is
604 8 State Estimation

Z 1
 1
2
mm D E m2 .t/ D jG .j!/j2 Snn .j!/ d!: (8.104)
2 1

8.5.5.3 PSD of the Sum of Two Random Signals

Let

n.t/ D n1 .t/ C n2 .t/; (8.105)

where n1 (t) and n2 (t) are zero mean random signals with power spectral densities,
Sn1 n1 .j!/ and Sn2 n2 .j!/. Then [2], the power spectral density of n(t) is

Snn .j!/ D Sn1 n1 .j!/ C Sn2 n2 .j!/ C 12 Re ŒSn1 n2 .j!/ ; (8.106)

where Sn1 n2 .j!/ is the cross power spectral density, satisfying

Z 1
1
n21 n2 D E Œn1 .t/n2 .t/ D Sn1 n2 .j!/ d! (8.107)
2 1

which is the covariance between n1 (t) and n2 (t).

8.5.5.4 Band-Limited White Noise

Many real sensors and actuators have substantially constant noise power spectral
densities over a finite frequency range between zero (DC) and a maximum value, ! b
[rad/s], above which the PSD reduces to negligible proportions. At the frequency,
! b , the PSD will have fallen by 3 dB, and this frequency is called the bandwidth.
This type of noise signal is referred to as band-limited white noise. The term
white noise derives from the meaning of white light in which all the wavelengths
(or frequencies) of the light components are present. In theory, true white noise
is present with a constant PSD over an infinite frequency range. This poses
the difficulty of (8.103) yielding an infinite variance. In practice, however, the
bandwidth is finite. Taking the PSD as constant, equal to Snn over the frequency
range, ! 2 .0; !b /, (8.103) becomes finite, i.e.
Z
2
 1 C!b
!b
nn D E n2 .t/ D Snn d! D Snn : (8.108)
2 !b 

In a digital simulation, according to the Nyquist sampling theorem, a nominally

white noise source with an iteration/sampling period of h [s] will only contain
information at frequencies up to 1/(2h) [Hz]. In this case, the bandwidth of the
sampled signal may be taken as fb D 1=.2h/ [Hz] or !b D = h [rad/s]. In this
case, (8.108) may be written
8.5 The Noise Filtering Property of the Observer 605

2
 1
nn D E n2 .t/ D Snn : (8.109)
h
Any noise source with a frequency-dependent PSD is coloured noise, by analogy
with coloured light, which contains dominant components at certain wavelengths.

8.5.5.5 Constrained Minimisation of Noise Variance

Consider now any LTI control system with plant noise, np (t), having power spectral
density, Snp np .j!/, and measurement noise, nm (t), having power spectral density,
Snm nm .j!/. Let all other inputs to the control system be zero. Then let e(t) be
a stochastic error of interest. This would usually be the control error, e.t/ D
y.t/  yr .t/, where y(t) is the controlled output and yr (t) is the corresponding
reference input, zero in this case. If the system is a linear state feedback control
system containing an observer, then other error signals of interest could be "i .t/ D
b
xi .t/  xi .t/, i D 1; 2; : : : ; n, where xi (t) and b
xi .t/ are, respectively, the ith state
variable and its estimate. The transfer function relationship between the selected
error and the noise signals may then be written

E.s/ D Genp .s/Np .s/ C Genm .s/Nm .s/: (8.110)

In view of (8.104) and (8.106), and assuming that np (t) and nm (t) are not statistically
correlated, which is reasonable in most cases, then the variance of the selected error
signal is
2

ee D E e 2 .t/
Z
1 1 hˇˇ ˇ2 i
D Genp .j!/ˇ Snp np .j!/ C jGenm .j!/j2 Snm nm .j!/ d!:
2 1
(8.111)

If the control system contains an observer designed to have a correction loop settling
time of Tso , Genp .j!/ and Genm .j!/ are both functions of Tso and therefore so is
2ee . In relatively simple cases, the integral of (8.111) could be evaluated analytically
and the minimisation carried out by solving the equation,

d 2
.Tso / D 0; (8.112)
dTso ee

for Tso , giving the optimal value, Tso opt , that yields the minimum variance, 2ee min . In
many cases, however, the integral evaluation could be very time consuming or even
intractable. A recommended alternative practical approach is to run a simulation
of the control system excited by the noise sources together with the real-time
evaluation of the variance
606 8 State Estimation

Z t Z t
2 1 2
ee .t/ D e ./ d; t D 1:d; (8.113)
t C" 0 0

where " is a small constant to avoid the singularity at t D 0. Convergence of

2ee (t) to a constant, 2ee , will be observed. Since the minimisation is only one
dimensional, it is a simple matter to repeat the simulation for different values of
Tso until the minimum, 2ee min , is found. It is a constrained minimisation, however,
since the observer gain matrix elements are constrained to yield multiple observer
poles. Without this constraint, the minimisation would be n-dimensional since the n
gain matrix elements would be independently adjustable except for the condition of
the observer correction loop being stable, but this minimisation would be far more
complex. The Kalman filter of the following subsection achieves this in an elegant
manner but with the constraint of the noise sources being white and also with a
Gaussian statistical distribution.
Although the method of this subsection has been presented for control systems
containing observers, it may be extended to other control systems configured with
adjustable parameters suitable for minimisation of the stochastic control error and is
not restricted to white noise sources. Furthermore, if the simulation-based method
is employed, then the control system does not have to be linear, in contrast to the
analytical method that is based on transfer function relationships.
Example 8.7 Constrained stochastic optimisation of a spacecraft attitude control
system
This example continues with the rigid-body spacecraft of Example 8.6. It will
be used to demonstrate the analytical approach to minimising the variances of the
state estimation errors, "1 (t) and "2 (t), by variation of the observer correction loop
settling time, Tso . It will then be used to confirm the theoretical results using the
simulation-based method and also to attempt minimisation of the control error, e(t),
when the observer is used with a linear state feedback control law with gains set for
a settling time of Ts D 50 Œs and critical damping.
It will be assumed that the plant noise of the reaction wheel torque actuator and
the measurement noise of the star sensor are both band-limited white noise with
a sampling time of h D 0:01 Œs in the simulation, giving a bandwidth of fb D
1=.2h/ D 50 ŒHz  !b D 314 Œrad=s , the constant power spectral densities being
denoted, respectively, by Snp np and Snmnm . The corresponding variances are given as
 
n2p np D 0:001 V 2 referred to the control voltage input and n2m nm D 107 rad2 .
Using (8.108), this gives

 2 107 
Snm nm D nm nm D D 109 rad2 =Hz (8.114)
!b 100

and
 2 0:001 
Snp np D np np D D 105 V2 =Hz : (8.115)
!b 100
8.5 The Noise Filtering Property of the Observer 607

Applying (8.111) using the state estimation error transfer function relationship
(8.99) gives the state estimation error variances as
8" 2
# " # 9
ˆ
ˆ
16Tso 2 1 >
Snp np >
ˆ 1C 81 !
4 b2
16Tso
>
  Z 1
ˆ
< 2
Snm nm C 6561 !2 C 81 >
=
"21 "1 1 ! 2
Tso
D
ˆ  2 >
d!:
"22 "2 2 1 ˆ 2
4Tso >
ˆ 1C !2 >
>
:̂ 81 ;
(8.116)

Inspection of (8.116) reveals two integrals upon which the solution can be based,
evaluated with the aid of integral tables [3]. Thus,
Z 1 Z 1
1 dx 1 d.ax/
D
2 1 .1 C a 2 x 2 /2 2a 1 .1 C a 2 x 2 /2
 1
1 ax 1 1
D C tan .ax/ D ; (8.117)
4a .1 C a2 x 2 / 1 4a

where a D 2Tso =9 and

Z 1 Z 1
1 x 2 dx 1 a2 x 2 d.ax/
2
D
2 1 .1 C a2 x 2 / 2a3 1 .1 C a2 x 2 /2
 1 (8.118)
1 ax 1 1
D 3
 2 2
C tan .ax/ D :
4a .1 C a x / 1 4a3

1 9 1 729
Using (8.117) and (8.118) in (8.116), with 4a D 8Tso and 4a3
D 32Tso3
, yields

  " # " #
9
C 9 2b 2 Tso
3
"21 "1 8Tso 2Tso
D 729 Snm nm C b 2 Tso
729
2 Snp np
"22 "2 32Tso3 C 2b 9Tso
18
2 3
45Snm nm 2b 2 Snp np Tso
3
C
D4 8Tso
729Snm nm
729
5b 2 Snp np Tso
5: (8.119)
3
32Tso
C 18

The fact that reducing Tso increases the sensitivity to measurement noise and reduces
the sensitivity to plant noise is evident in (8.119). To find the optimal correction loop
settling time for "1 , which will be called Tso opt1 , equating the derivative of the first
component of (8.119) to zero yields
ˇ
d "21 "1 ˇˇ 45Snmnm 6b 2 Snp np Tso2 opt1
ˇ D C D0)
d Tso ˇ 8Tso2 opt1 729
Tso DTso opt1
608 8 State Estimation

!1=4
45Snmnm 729 5:113 Snmnm
Tso4 opt1 D : 2 ) Tso opt1 D 1=2 : : (8.120)
8 6b Snp np b Snp np

Substituting Tso opt1 for Tso in the first equation of (8.119) using (8.120) then yields

  !3=4
45Snmnm b 1=2 Snp np 1=4 2b 2 Snp np 133:668 Snm nm
"21 "1 min D : : C : 3=2 :
8 5:113 Snm nm 729 b Snp np

D 1:467b 1=2 Sn3=4 S 1=4

m nm np np
(8.121)
ˇ
d "22 "2 ˇ 5b 2 Snp np
Repeating this procedure for "2 , ˇ 729S
D 3: 32T 4nm nm C D0)
d Tso ˇ so opt2
18
Tso DTso opt2

!1=4
729Snmnm 18 3:961 Snm nm
Tso4 opt2 D 3: : 2 ) Tso opt2 D 1=2 : : (8.122)
32 5b Snp np b Snp np

Substituting Tso opt2 for Tso in the second equation of (8.119) using (8.122) yields

  !1=4
729Snmnm b 3=2 Snp np 3=4 5b 2 Snp np 3:961 Snmnm
"22 "2 min D : : C : 1=2 : :
32 62:146 Snm nm 18 b Snp np

D 1:467b 3=2 Sn1=4 S 3=4

m nm np np
(8.123)

Comparing (8.120) and (8.122) shows Tso opt1 and Tso opt2 to be of the same order of
magnitude but sufficiently different to raise the question of which is the best state
estimation error is to minimise. In this example, it is arguably "1 since x1 is the
spacecraft attitude. This example also illustrates how Tso opt1 and Tso opt2 , hence the
observer poles, depend on the ratio of the plant and
measurement
 noise variances.
The plant parameters are taken as J D 100 Kg m2 and Kw D 0:1 ŒNm=V ,

giving b D 103 rad=s2 =V . Then (8.121) and (8.123) yield

"21 "1 min D 4:6391  1010 rad2 and
h i (8.124)
"22 "2 D 4:6391  1011 .rad=s/2 :

If the error signals had Gaussian distributions, then the standard deviations
would be

"1 "1 min D 2:1539  105 Œrad  0:0012 Œdeg  4:32 Œarcsec (8.125)
8.5 The Noise Filtering Property of the Observer 609

a ×10−10 b ×10−11 c ×10−8

3
8 8

σ ee2 [rad 2 ] × 10−8

σ ε22ε 2 [(rad/s 2 )]
7 7
σ ε21ε1 [rad 2 ]

Tso opt1 Tso opt2

2
6 6
5 5
1
4 4
8 12 16 20 24 8 12 16 20 24 8 12 16 20 24
ˆx1 estimation error Tso [s] xˆ2 estimation error Tso [s] attitude error Tso [s]

Fig. 8.20 Constrained error variance minimisation for rigid-body spacecraft attitude control

and

"2 "2 D 6:8111  106 Œrad=s : (8.126)

The variance of the attitude angle estimate of (8.125) gives an indication of the
attainable accuracy of the control system, not considering other factors such as
attitude sensor misalignment.
The values of Tso opt1 and Tso opt2 given by (8.120) and (8.122) are

Tso opt1 D 16:1687 Œs and Tso opt2 D 12:5258 Œs : (8.127)

The linear state feedback control law is designed to yield a main control loop settling
time of Ts D 50 Œs . Hence, the values of Tso opt1 and Tso opt2 do not satisfy the fast
settling criterion given in Sect. 8.2.3, i.e., Tso  15 Ts . As will be seen, however,
this is not a problem if the system is to be designed to minimise the variance, 2ee ,
of the stochastic component of the attitude control error, e D x1r  x1 . Figure 8.20
shows the results of the simulation-based minimisation. The minima in Fig. 8.20a, b
coincide with the theoretically predicted ones. Remarkably, however, there is no
minimum in the stochastic attitude error. Further simulations for values of Tso
outside the range of Fig. 8.20c confirm this. Reducing Tso to very small values yields

an asymptotic reduction of 2ee towards a constant value of about 4  109 rad2 .
This means that setting Tso D Tso opt1 to minimise the variance of the attitude
estimation does not minimise the stochastic spacecraft attitude control error vari-
ance, 2ee . This phenomenon is attributed to the effect of the loop closure via the
linear state feedback control law in which a weighted sum of the noise signals, "1
and "2 , contaminating bx1 and b
x2 , is applied to the plant via u. In this case, Tso should
be set to as small a value as possible as limited by the sampling period of the digital
processor implementing the controller. This will certainly satisfy Tso  15 Ts .
Example 8.8 Unconstrained stochastic optimisation of a spacecraft attitude control
system
In Example 8.7, the observer gains, l1 and l2 , were functions of Tso and were
therefore not varied independently to minimise the state estimation noise variances.
610 8 State Estimation

a ×10−10 b ×10−11

0.38
0.26
5.2 4.9

σ ε22ε 2 ∗[(rad/s 2 )]
5.1
σ ε21ε1∗[rad 2 ]
4.8

0.35
5.0

0.28
ωn∗ [rad/s] 4.7
ωn∗[rad/s]

0.28

0.35
4.9

0.28

0.34
4.6

0.33
0.29

0.30
4.8

0.31

0.32
0.31
4.7 σ ε1ε1 min
2 4.5 σ 2
ε 2ε 2 min
4.6 4.4
0.4 0.5 0.6 0.7 0.8 0.9 1.0 0.4 0.5 0.6 0.7 0.8 0.9 1.0
ζ ζ
xˆ1 estimation error xˆ2 estimation error

Fig. 8.21 Unconstrained error variance minimisation for rigid-body spacecraft attitude control

This poses the question of whether significant further reductions of the noise
variances are achievable by removing this constraint, i.e. by varying l1 and l2
independently. In this particular example, removing the pole assignment procedure
will not risk instability of the observer provided the minimisation search is carried
out only for positive values of l1 and l2 , since the roots of s 2 C l1 s C l2 D 0 lie in the
left half of the s-plane for l1 > 0 and l2 > 0. Rather than vary l1 and l2 directly, the
undamped natural frequency, ! n , and the damping ratio,
, of the observer correction
loop will be varied. This will ease the minimisation process for the following reason.
Since

s 2 C l1 s C l2 D s 2 C 2
!n s C !n2 ; (8.128)

l1 D 2
!n (8.129)

and

l2 D !n2 (8.130)

For the pole placement in the previous two examples,

D 1 and !n D 9= .2Tso /.
It has already been established in Example 8.7 that minima of the state estimation
noise variances "21 "1 and "22 "2 exist with respect to Tso . Minima must therefore also
exist with respect to ! n for !n > 0 and
D 1. It is reasonable to suppose that such
minima will also exist for other positive values of
, and the purpose of this example
will be to find the values of
yielding lowest minima of "21 "1 and "22 "2 . This will
effectively find the minima with respect to freely chosen positive values of l1 and l2 ,
through (8.129) and (8.130).
In Fig. 8.21, the state estimation error noise variances have been minimised
numerically using the simulation-based method with respect to ! n for constant
damping ratios ranging between
D 0:4 and
D 1, the plant parameters and
noise parameters being as for Example 8.7.
These minimum variances are denoted "2i "i  , i D 1; 2, and the values of ! n
at which they occur are denoted, !n . The minima, "2i "i min , i D 1; 2, of these
8.5 The Noise Filtering Property of the Observer 611

Simplified Control System

Np ( s ) Nm ( s )
Yr ( s ) U (s) + 1 X 2 ( s ) 1 X1 ( s ) + + Y (s)
b
− + s s
k1 + k2 s

+ E (s)
Ideal Closed Loop System
2 Yideal ( s ) −
⎛ p ⎞
⎜ ⎟
⎝s+ p⎠

Fig. 8.22 Simplified spacecraft attitude control system showing stochastic control error

w.r.t.
are the absolute, unconstrained minima. Importantly, the absolute minima,
"21 "1 min and "22 "2 min , occur for the same values of
and !n , which means that the
observer does not have to be optimised for either "21 "1 or "22 "2 , in contrast with
the constrained optimisation of Example 8.7. It is optimal for both state variables.
Also, it is known that the Kalman filter to be presented in Sect. 8.6, which yields
optimalpstate estimation in the sense of this subsection, yields a damping ratio of

D 1= 2 D 0:7071 for a double integrator plant, which agrees with Fig. 8.21.
It should be mentioned that the suboptimal variances of the constrained optimisa-
tion based on the settling time formulae with multiple observer poles are the values
of "21 "1  and "22 "2  for
D 1 in Fig. 8.21, and these are, respectively, only about
2 % and 3 % greater than the optimal values, "21 "1 min and "22 "2 min . From a practical
viewpoint, therefore, the simple constrained optimisation method is useful.
Before leaving this example, the point made in Example 8.7 that minimising
the stochastic state estimation errors does not minimise the overall stochastic
control errors is raised once more. In this example, performing the unconstrained ˚ 
2
minimisation with respect to the observer parameters, no minimum of ee D E e2 ,
where e D x1  x1r , could be found. This poses the question of whether this can be
minimised by the controller parameters other than those of an observer. This proves
to be the case only with controllers not supported by optimally designed observers.
An example is the simplified control system obtained by direct measurement and
differentiation to obtain y and ẏ as estimates of x1 and x2 instead of using the
observer. This system is shown in Fig. 8.22.
The simplified and ideal closed-loop systems are identical except for the noise
sources. Then E(s) is the stochastic control error. Since both systems are linear, there
is no loss of generality in setting Yr .s/ D 0. Then the transfer function relationship
between E(s), Np (s) and Nm (s) is

b
N .s/
s2 p
 .k2 s C k1 / sb2 Nm .s/ bNp .s/  .k2 s C k1 / bNm .s/
Y .s/ D b
D : (8.131)
1 C .k2 s C k1 / s2
s 2 C bk2 s C bk1
612 8 State Estimation

With multiple poles using the 5 % settling time formula, this becomes

4Ts2 b 4Ts

81 Np .s/  1C 9 s Nm .s/
E.s/ D 2Ts

2 ; (8.132)
1C 9 s

where Ts is the settling time. The

plant parameters
 and noise sources are as for
Example 8.7. Thus, b D 103 rad=s2 =V and the plant and measurement noise
signals are band-limited white noise with a sampling time
of h D 0:01 Œs ,
having constant spectral densities of Snp np D 105 V2 =Hz and Snm nm D

109 rad2 =Hz . The variance of the stochastic error of (8.132) is then given by

8   9
Z ˆ
< 16T
4 2 16Ts2 2 >
nm nm =
s b
1 1
6561
S np np C 1 C 81
! S
2
ee D  2 >
d!: (8.133)
2 1 :̂ 4T 2 ;
1 C 81s ! 2

Since this is identical to the first component of Eq. (8.116) with Tso being is replaced
by Ts , the minimum variance, 2ee min , and the settling time, Ts opt , at which this occurs
may be written down by analogy with (8.120) and (8.121). Thus,
!1=4
5:113 Snm nm 
Ts opt1 D 1=2 : D 4:6391  1010 rad2 (8.134)
b Snp np

and

2
ee min D 1:467b 1=2 Sn3=4 S 1=4 D 4:6391  1010 rad2 :
m nm np np
(8.135)

It follows that if the minimisation was carried out using the simulation-based
method, then the graph of 2ee against Ts would be identical to the graph of "21 "1
against Tso shown in Fig. 8.20a.
Returning to the system containing the observer optimised stochastically without
constraints as shown in Fig. 8.21, attempting stochastic error minimisation by
varying the settling time, Ts , will not find a minimum in 2ee . Figure 8.23 shows
2ee plotted over a practicable range of settling times for this application.
In fact, below this range, 2ee is found to reduce monotonically with Ts , reducing
asymptotically towards the minimum attitude angle estimation error variance, "21 "1 .
The reason for this is that as Ts is made indefinitely small, the LSF control law will
tightly control the plant model of the observer and accurately follow the random
variations in b x1 , the control variable at the same time counteracting the disturbance
due to the plant noise. The attitude angle, x1 , will then closely follow b x1 and
therefore have an error variance close to that of b x1 , i.e. "21 "1 . If Ts is increased,
the effect of the plant noise increases thereby increasing 2ee above "21 "1 .
8.6 The Kalman Filter 613

Fig. 8.23 Attempted ×10−9

minimisation of stochastic
control error with respect to 15

σ ee2 [rad 2 ]
settling time
10

5
σ ε21ε1 min = 4.6 × 10−10 [rad 2 ]
0
20 30 40 50
Ts [s] 60

8.6 The Kalman Filter

8.6.1 Introduction

The Kalman filter [4] is a state estimator for linear plants that minimises a measure
of the stochastic state estimation errors due to plant and measurement noise. It has a
similar but not identical structure to an observer and similarly has filtering properties
regarding measurement noise and plant noise. This is the reason for its title. The
Kalman filter is optimal with respect to the selected error measure when the model
is perfectly accurate and the statistics of the noise signals satisfy certain conditions
to be given subsequently. The most general plant catered for by the Kalman filter
is a linear time-varying multivariable plant modelled by either the continuous state-
space model,

xP .t/ D A.t/x.t/ C B.t/ u.t/ C np .t/ (8.136)

y.t/ D C.t/x.t/ C nm .t/; (8.137)

or the discrete state-space model,


x .k C 1/ D ˆ .k; h/ x.k/ C ‰ .k; h/ u.k/ C np .k/ (8.138)

y.k/ D C.k/x.k/ C nm .k/; (8.139)

where x 2 <n is the state vector, u 2 <m is the control vector, y 2 <m is the
measurement vector, np 2 <m is the plant noise vector, nm 2 <m is the measurement
noise vector, A.k/ 2 <nn is the plant matrix, B.k/ 2 <nm is the input matrix,
C.k/ 2 <mn is the output matrix, ˆ(k, h) is the discrete system matrix and ‰(k, h)
is the discrete input matrix and h is the iteration/sampling time. The derivation
of the discrete Kalman filter based on the plant model of (8.138) and (8.139) is
given here as it is more straightforward than that of the continuous Kalman filter
based on the plant model of (8.136) and (8.137) and is directly relevant to digital
614 8 State Estimation

implementation. Since h is fixed, the notation is simplified by denoting ˆ(k, h) and

‰(k, h), respectively, by ˆ(k) and ‰(k).
In the following subsection, a generalisation of the discrete observer introduced
in Sect. 8.3 will be used as a starting point. This will also serve to point out the
differences between the observer and the Kalman filter.

8.6.2 The Discrete Observer

The discrete observer defined by (8.59) may be generalised to cater for linear, time-
varying multivariable plants as follows:

b
x .k C 1/ D ˆ.k/b
x.k/ C ‰.k/u.k/ C L.k/e.k/; (8.140)

where

e.k/ D y.k/ b
y.k/ (8.141)

is the model correction loop actuation error and

b
y.k/ D Cb
x.k/; (8.142)

since the measurement noise, nm (k), is assumed to have zero mean value and is set
to zero in the model. The state estimation error is defined as ©.k/  b x.k/  x.k/.
Then the state estimation error difference equation expressing © .k C 1/ in terms of
©(k) is derived as follows. Substituting for e(k) in (8.140) using (8.141) and then for
y(k) and ŷ(k) using (8.139) and (8.142) yields

b
x .k C 1/ D ˆ.k/b
x.k/ C ‰.k/u.k/ C L.k/C.k/ x.k/ b
x.k/ C L.k/nm .k/:
(8.143)

Subtracting (8.138) then yields

 
b
x .kC1/ x .kC1/ Dˆ.k/ b x.k/x.k/ C‰.k/u.k/CL.k/C.k/ x.k/b
x.k/

C L.k/nm .k/  ‰.k/ u.k/ C np .k/ )
© .k C 1/ D Œˆ.k/  L.k/C.k/ ©.k/  ‰.k/np .k/ C L.k/nm .k/:
(8.144)

For LTI plants, the gain matrix, L, would usually be chosen to yield eigenvalues of
ˆ  LC within the unit circle so that if np .k/ D 0 and nm .k/ D 0, ©.k/ ! 0 as
k ! 1. This might also be possible for some time-varying plants if L(k) could
be chosen to make Œˆ.k/  L.k/C.k/ constant. The approach of Sect. 8.6.4 for
the Kalman filter is entirely different, being based on the noise signal statistics and
8.6 The Kalman Filter 615

the plant model. It would also be possible to design the observer to minimise the
selected measure of the stochastic state estimation error as for the Kalman Filter
using information about the noise signals following a method for determining the
optimal gain matrix, L, similar to that of Sect. 8.6.4. The conventional approach of
doing this for the Kalman filter, however, will be followed as this is well established.
In preparation for this, the following subsection formulates the state difference
equation and derives of the state estimation error difference equation following
similar lines to that carried out above for the observer, but it is less straightforward.

8.6.3 The Kalman Filter: State Difference and Error Equations

In the observer of the preceding subsection, b x .k C 1/ is calculated at time, tk , and

is therefore a prediction of the plant state at time, tkC1 , allowing h seconds for the
calculation of the next control, u .k C 1/. Each correction to the plant model state
is made using a measurement that was sampled h seconds earlier. In contrast, each
correction to the plant model state in the Kalman filter is made without any delay,
but requiring the control computation time to be a negligible proportion of h. In
preparation for this, the measurement Eq. (8.139) is replaced by

y .k C 1/ D C.k/x .k C 1/ C nm .k C 1/ : (8.145)

The state difference equations of the discrete Kalman filter corresponding to the
discrete observer of (8.140), (8.141) and (8.142) are as follows:
 ˇ   ˇ 
ˇ ˇ
bx k C 1ˇk D ˆ.k/b x k ˇk C ‰.k/u.k/ .prediction/ (8.146)
 ˇ   ˇ 
ˇ ˇ
b
x k C 1ˇk C 1 D b
x k C 1ˇk C K.k/e .k C 1/ .correction/ ; (8.147)

where

e .k C 1/ D y .k C 1/ b
y .k C 1/ (8.148)

is the model correction loop actuation error and

 ˇ 
ˇ
b x k C 1ˇk :
y .k C 1/ D C.k/b (8.149)

Here, K(k) is the correction loop gain matrix that corresponds to L(k) in the
observer. This is conventional notation and therefore adhered to, but to avoid
confusion when dealing with control systems comprising a Kalman filter and a linear
state feedback control law, it is recommended to replace the conventional symbol,
K, for the linear state feedback gain matrix with a different symbol such as G.
616 8 State Estimation

To explain the standard notation used in (8.146), (8.147), (8.148)  and

ˇ (8.149),
ˇ
considering that the Kalman filter is a recursive algorithm, b x k C 1ˇk means
an estimate of the state at time, tkC1 , using all the pastˇ control
 and measurement
ˇ
samples taken up to and including time tk , whileb x k C 1ˇk C 1 means an estimate
of the state at time, tkC1 , using all the past control and measurement samples taken
up to and including time tkC1 . As indicated in (8.146) and (8.147), the Kalman filter
embodies the process of prediction and correction. It is, in fact, contained in the
general class of predictor corrector algorithms of numerical methods [5].
Next, the difference equation governing the state estimation error, defined as
 ˇ 
ˇ
©.k/ D b
x k ˇk  x.k/; (8.150)

will be derived. The first step is to use Eqs. (8.146),

 ˇ(8.147),
 (8.148) and (8.149)
 ˇ 
ˇ ˇ
x k C 1ˇk C 1 in terms of b
and Eq. (8.137) to form a single equation for b x k ˇk ,
x .k C 1/ and u(k). Thus, substituting for by .k C 1/ in(8.148)ˇ using
 (8.149), then
ˇ
for e .k C 1/ in (8.147) using (8.148) and finally for bx k C 1ˇk and y .k C 1/ in
(8.147) using, respectively, (8.146) and (8.145) yields
 ˇ   ˇ 
ˇ ˇ
b
x k C 1ˇk C 1 D ˆ.k/b x k ˇk C ‰.k/u.k/
h h  ˇ  ii
ˇ
x k ˇk C ‰.k/u.k/ :
C K.k/ C.k/x .k C 1/ C nm .k C 1/  C.k/ ˆ.k/b
(8.151)
 ˇ 
ˇ
The approach will be to subtract (8.138) from (8.151) to yield bx k C 1ˇk C 1 
 ˇ 
ˇ
x .k C 1/ D © .k C 1/ on the left-hand side and only terms involving b x k ˇk 
x.k/ D ©.k/ on the right-hand side. This first requires substituting for x .k C 1/ in
(8.151) using (8.138) to yield
 ˇ   ˇ 
ˇ ˇ
b
x k C 1ˇk C 1 D ˆ.k/b x k ˇk C ‰.k/u.k/
"  #
C.k/ ˆ.k/x.k/ C ‰.k/ u.k/
h C np.k/ˇ C nm .k C 1/i
C K.k/ ˇ
 C.k/ ˆ.k/bx k ˇk C ‰.k/u.k/
(8.152)

which simplifies to
 ˇ   ˇ 
ˇ ˇ
b
x k C 1ˇk C 1 D ˆ.k/bx k ˇk C ‰.k/u.k/
h h  ˇ i i
ˇ
C K.k/ C.k/ˆ.k/ x.k/ bx k ˇk C C.k/‰np .k/ C nm .k C 1/ :
(8.153)
8.6 The Kalman Filter 617

Subtracting (8.138) from (8.153) then yields

 ˇ  h  ˇ  i
ˇ ˇ
b
x k C 1ˇk C 1  x .k C 1/ D ˆ.k/ bx k ˇk  x.k/  ‰.k/np .k/
h h  ˇ i i
ˇ
C K.k/ C.k/ˆ.k/ x.k/ bx k ˇk C C.k/‰np .k/ C nm .k C 1/ ;
(8.154)

which gives the required state estimation error difference equation as


© .k C 1/ Dˆ.k/©.k/CK.k/ C.k/ˆ.k/©.k/CC.k/‰ .k/np .k/Cnm .k C 1/
‰.k/np .k/ )

 
© .k C 1/ D I.n/  K.k/C.k/ ˆ.k/©.k/  ‰.k/np .k/ C K.k/nm .k C 1/ :
(8.155)

This forms the basis of the optimal gain determination in the following subsection.

8.6.4 Derivation of the Discrete Kalman Gain Algorithm

The assumptions regarding the statistics of the plant and measurement noise signals,
np (k) and nm (k), under which the Kalman filter is optimal are as follows:
1. They have zero mean values.
2. They are band-limited white noise signals, meaning, in practical terms, that they
have spectral densities (Sect. 8.5.5) independent of frequency over the frequency
range of operation of the control system:
 n o
cov np .k/ D E np .k/nTp .k/ D Q.k/ (8.156)

and
˚ 
cov Œnm .k/ D E nm .k/nTm .k/ D R.k/: (8.157)

where Efxg is the ˚expected value of x, i.e. its mean value

˚ (Sect. 8.5.5)

and qij .k/ D E npi .k/npj .k/ and rij .k/ D E nmi .k/nmj .k/ . Hence the
diagonal elements of Q(k) and R(k) are, respectively, the variances of the
individual plant and measurement noise components (Sect. 8.5.5), and the off-
diagonal terms are called the covariances between the individual noise signal
components, a nonzero value of qij (k), i ¤ j , for example, indicating statistical
correlation between npi (k) and npj (k). It is evident that both Q(k) and R(k) are
symmetrical matrices.
A further condition is often stated that the noise signals should have a Gaussian
distribution, but there is nothing in the following derivation that requires this. The
618 8 State Estimation

dependence of Q(k) and R(k) on k means that np (k) and nm (k) are white noise signals
with a time-varying amplitude, which occurs in a few applications.
The covariance of the state estimation error is
˚ 
P.k/ D cov Œ©.k/ D E ©.k/©T .k/ ; (8.158)

which is also a symmetric matrix. A recursive relationship giving P .k C 1/ as a

function of P(k) will be derived. The Kalman filter sets the gain, K .k C 1/ to
minimise a scalar function J ŒP .k C 1/ , chosen to be a measure of the magnitude
of the stochastic state estimation error. This gives optimal state estimation on the
basis that J[P(i)], i D k; k  1; k  2; : : : , have also been minimised by appropriate
values of K(i). An algorithm that achieves this automatically will be derived. The
usual choice of the scalar function for the Kalman filter is
Xn ˚ 
J ŒP.k/ D E "2i .k/ ; (8.159)
i D1

which gives equal emphasis to each state variable being estimated.

Xn It should be
˚ 
noted, however, that this can be generalised to J ŒP.k/ D Wi E "2i .k/ ,
i D1
where Wi are weighting coefficients set to suit the needs of a particular application.
The task in hand is to find the gain matrix, K .k C 1/, that minimises P .k C 1/.
First, (8.155) may be written as

© .k C 1/ D M.k/ˆ©.k/  M.k/‰np .k/ C K.k/nm .k C 1/ ; (8.160)

where

M.k/ D I.n/  K.k/C.k/: (8.161)

Then

© .k C 1/ ©T .k C 1/ D M.k/ˆ.k/©.k/  M.k/‰ .k/np .k/ C K.k/nm .k C 1/
h i
 ©T .k/ˆ T .k/MT .k/  nTp .k/‰ T .k/MT .k/CnTm .k C 1/ KT .k/

D M.k/ˆ.k/©.k/©T .k/ˆ T .k/MT .k/  M.k/ˆ.k/©.k/nTp .k/‰ T .k/MT .k/

C M.k/ˆ.k/©.k/nTm .k C 1/ KT .k/  M.k/‰ .k/np .k/©T .k/ˆ T .k/MT .k/

C M.k/‰.k/np .k/nTp .k/‰ T .k/MT .k/  M.k/‰ .k/np .k/nTm .k C 1/ KT .k/

C Knm .k C 1/ ©T .k/ˆ T MT Knm .k C 1/ nTp .k/‰ T MT

C Knm .k C 1/ nTm .k C 1/ KT
(8.162)

It is reasonable to suppose that nm .k C 1/ isn not correlated with

o np (k) in most
˚ T
 T
applications. Then E np .k/nm .k C 1/ D E nm .k C 1/ np .k/ D 0. Since there
is dynamic lag between the plant noise input and the state estimation error, np (k)
8.6 The Kalman Filter 619

˚ 
cannot influence ©(k), but only © .k C j /, j  1. Hence, D E np .k/©T .k/ D 0
Ef©(k)nTp (k)g. Also, nm .k C 1/ cannot possibly influence ©(k) since nm .k C 1/
˚  ˚ 
occurs after ©(k) and therefore E ©.k/nTm .k C 1/ D E nm .k C 1/ ©T .k/ D 0.
In this case, taking the expected values of both sides of (8.162) yields
˚  ˚ 
E © .k C 1/ ©T .k C 1/ D M.k/ˆ.k/E ©.k/©T .k/ ˆ T .k/MT .k/
n o
C M.k/‰ .k/E np .k/nTp .k/ ‰ T .k/MT .k/
˚ 
C K.k/E nm .k C 1/ nTm .k C 1/ KT .k/

which, using (8.156), (8.157) and (8.158), may be written as the matrix Riccati
equation,

P .k C 1/ D M.k/ˆ.k/P.k/ˆ T .k/MT .k/

C M.k/‰.k/Q.k/‰ T .k/MT .k/ C K.k/R.k/KT .k/ )
 (8.163)
P .k C 1/ D M.k/ ˆ.k/P.k/ˆ T .k/ C ‰.k/Q.k/‰ T .k/ MT .k/
C K.k/R.k/KT .k/:

Let

P .k/ D ˆ.k/P.k/ˆ T .k/ C ‰.k/Q.k/‰ T .k/: (8.164)

Then (8.163) is simplified to

P .k C 1/ D M.k/P .k/MT C K.k/R.k/KT .k/: (8.165)

Substituting for M(k) in (8.165) using (8.161) reveals all the terms in K(k) with
respect to which P .k C 1/ has to be minimised. Thus,
 T
P .k C 1/ D I.n/  K.k/C.k/ P .k/ I.n/  K.k/C.k/ C K.k/R.k/KT .k/
 
D I.n/  K.k/C.k/ P .k/ I.n/  CT .k/KT .k/ C K.k/R.k/KT .k/
D P .k/  K.k/C.k/P .k/  P .k/CT .k/KT .k/
C K.k/C.k/P .k/CT .k/KT .k/ C K.k/R.k/KT .k/ )
P .k C 1/ D P .k/  K.k/C.k/P .k/  P .k/CT .k/KT .k/

C K.k/ CP .k/CT .k/ C R.k/ KT .k/:
(8.166)

In view of (8.158), the scalar function (8.159) to be minimised with respect to K(k)
is the trace of the matrix, P(k). Thus,
620 8 State Estimation

J ŒP.k/ D tr ŒP.k/ : (8.167)

This enables the matrix differential calculus [6] to be used to minimise P .k C 1/

by differentiating the RHS of (8.166) with respect to the matrix, K(k), and setting
the resulting expression to zero. The definition of the derivative of a scalar matrix
function, f [K], with respect to a matrix, K 2 <nm , is
2 @f ŒK @f ŒK
3

@f ŒK 6 :: 7
@k11 @k1m
6 : 7
@K 4 :: : 5: (8.168)
@f ŒK @f ŒK
@kn1  @knm

This leads to the following relevant mathematical identities. If p is a scalar and not
a function of K, then

@p
D 0: (8.169)
@K
If M is a matrix that is not a function of K, then

@
tr ŒKM D MT ; (8.170)
@K

@ 
tr MKT D M (8.171)
@K
and

@  
tr KMKT D K M C MT
@K (8.172)
D 2KM if M is symmetric:

Noting that P .k/ given by (8.164) and CP .k/CT .k/ C R.k/ are symmetrical,
applying identities (8.169), (8.170), (8.171) and (8.172) to (8.166) yields

@tr ŒP .kC1/ T 
D C.k/P .k/ P .k/CT .k/C2K.k/ CP .k/CT .k/CR.k/
@K.k/

D P .k/CT .k/P .k/CT .k/C2K.k/ CP .k/CT .k/CR.k/
T

 
D 2 K.k/ C.k/P .k/CT .k/CR.k/ P .k/CT .k/ :
(8.173)
8.6 The Kalman Filter 621

The optimal value of K(k) that minimises P .k C 1/ will be called Kopt . This
makes the RHS of (8.173) zero and therefore

Kopt C.k/P .k/CT .k/ C R.k/ D P .k/CT .k/ (8.174)

The minimum value of P .k C 1/ is then obtained by setting K.k/ D Kopt in (8.166)

and substituting for Kopt CP .k/CT .k/ C R.k/ using (8.174). Thus,

P .k C 1/ D P .k/  Kopt C.k/P .k/  P .k/CT .k/KTopt C P .k/CT .k/KTopt


D I.n/  Kopt C.k/ P .k/:
(8.175)

Since P .k C 1/ is being minimised, the gain that produces the minimum value must
occur at the same time and therefore, Kopt is replaced by K .k C 1/ in (8.173) and
(8.175) to yield, together with (8.164), the following three equations that constitute
the Kalman gain algorithm.

P .k/ D ˆ.k/P.k/ˆ T .k/ C ‰.k/Q.k/‰ T .k/ (8.176)

1
K .k C 1/ D P .k/CT .k/ C.k/P .k/CT .k/ C R.k/ (8.177)


P .k C 1/ D I.n/  K .k C 1/ C.k/ P .k/: (8.178)

8.6.5 The Steady-State Kalman Filter

An LTI plant model in which ˆ.k/ D ˆ D const: and ‰.k/ D ‰ D const:,

for many applications and the noise signal covariance matrices may be assumed
constant. In such cases if the Kalman gain algorithm is started with arbitrary initial
conditions, P(0) and K(0), as k ! 1, P.k/ ! P D const: and K.k/ ! K D const:
where K is the optimal constant gain matrix that should be used in the discrete
Kalman filter state difference Eqs. (8.146), (8.147), (8.148) and (8.149), which
become
 ˇ   ˇ 
ˇ ˇ
b
x k C 1ˇk D ˆb x k ˇk C ‰u.k/
 ˇ 
ˇ
b
y .k C 1/ D Cb x k C 1ˇk
(8.179)
 C 1/ˇ D y .k C 1/b
e .k y .k ˇC1/
ˇ ˇ
b
x k C 1ˇk C 1 D b x k C 1ˇk C Ke .k C 1/ :
622 8 State Estimation

It is then unnecessary to implement the gain algorithm of (8.176), (8.177) and

(8.178), in real time. Instead, it may be run offline until the changes in K(k) from
iteration to iteration are negligible, whence K.k/ Š K can be used in (8.179).

8.6.6 The Kalman–Bucy Filter

The continuous equivalent of the discrete Kalman filter is the Kalman–Bucy filter,
the derivation of which is given in [7]. The filtering equations are identical in form
to the continuous observer of Sect. 8.2 but generalised to cater for multivariable,
time-varying plants and is based on the plant model defined by (8.136) and (8.137).
It is given by

P D A.t/b 
b
x.t/ y.t/ ; b
x.t/ C B.t/u.t/ C K.t/ y.t/ b y.t/ D C.t/b
x.t/; (8.180)

where K(t) is given by the Kalman–Bucy gain equations,

P
P.t/ D A.t/P.t/ C P.t/AT .t/ C B.t/Q.t/BT .t/  K.t/R.t/KT .t/;
(8.181)
K.t/ D P.t/CT .t/R1 .t/

where, as for the discrete Kalman filter, Q(t), R(t) and P(t) are the covariance
matrices of, respectively, the plant noise, measurement noise and stochastic state
estimation error vectors and K(t) is the model correction loop gain matrix.
As for the discrete Kalman filter, if Q and R are constant and an LTI plant model
is sufficient, a simpler steady-state Kalman–Bucy filter may be used in which only
(8.180) is implemented in real time, the constant gain, K, being determined offline
as the steady-state solution to (8.181).
Example 8.9 Kalman–Bucy filter for a double integrator plant
This example demonstrates that the Kalman–Bucy filter for a double integrator
plant,
        
xP 1 01 x1 0
 x1
D C u C np ; y D 1 0 C nm ; (8.182)
xP 2 00 x2 b x2
n o ˚ 
where E n2p D q D const: and E n2m D r D const:, has correction loop
p
dynamics with a damping ratio of
D 1= 2 for any q or r and a settling time
that reduces with the ratio, q/r.
The Kalman–Bucy filter equations are
" #         
xP 1
b 01 b
x1 0 k  b
x1
D C u C 1 .y  y
b/ ; y
bD 1 0 ; (8.183)
xP 2
b 00 b
x2 b k2 b
x2
8.6 The Kalman Filter 623

where the gain matrix is determined using the solution to the following equations:
         
pP11 pP12 01 p11 p12 p11 p12 00 0 
D C C q 0b
pP21 pP22 00 p21 p22 p21 p22 10 b
  (8.184)
k1 
 r k1 k2
k2

and
        
k1 p11 p12 1 1 k1 1 p11
D r ) D : (8.185)
k2 p21 p22 0 k2 r p

Since q and r are constant, the steady-state solution to (8.184) can be found to
determine the constant gain matrix for use in (8.183). Usually, an analytical solution
is unattainable but is possible in this example. The steady-state solution is the
solution to the equation obtained by setting PP D 0. Thus, from (8.184) and noting
that P is symmetric,
         
00 p p22 p 0 0  k 
D C C q 0 b  1 r k1 k2 ; (8.186)
00 0 0 p22 0 b k2

where p D p21 D p12 . Substituting for K in (8.186) using (8.185) then yields
     
2p p22 0  1 p11 1 
C q 0b D r: p11 p )
p22 0 b r p r
     2 
2p p22 0 0 1 p11 p11 p
C D : (8.187)
p22 0 0 b2q r p11 p p 2

The solution is therefore

p
p D b.qr/1=2 ; p11 D .2rp/1=2 D 2b 1=2 q 1=4 r 3=4 ;
p11 p p (8.188)
p22 D D 2b 3=2 q 3=4 r 1=4 :
r
Substituting for p and p11 in (8.185) using (8.188) gives the following gains:

p11 p  q 1=4 p  q 1=2

k1 D D 2b 1=2 and k2 D Db : (8.189)
r r r r
This is in keeping with the observation in Sect. 8.5 that increasing the measurement
noise variance, r reduces the gains to reduce the sensitivity to measurement noise,
while increasing plant noise variance, q, increases the gains to reduce the sensitivity
624 8 State Estimation

to plant noise. The model correction loop dynamics produced by the gains of (8.189)
will now be analysed. From (8.183), the system matrix of the Kalman filter is
     
01 k  k1 1
 1 10 D
00 k2  k2 0

and its characteristic polynomial is therefore

ˇ ˇ
ˇ s C k1 1 ˇ
ˇ ˇ 2 2 2
ˇ k2 s ˇ D s C k1 s C k2 D s C 2
!n s C !n : (8.190)

Then in view of (8.189),

 q 1=4 k1 p  q 1=4 1  r 1=4 1

!n D b 1=2 and
D D 2b 1=2 : 1=2 Dp :
r 2!n r 2b q 2
(8.191)

The correction loop is therefore well behaved with a constant damping ratio
of
D 0:7071, independent of the noise levels. The undamped natural fre-
quency,
1
! n , increases

with the ratio, r/q, meaning that the settling time, Ts D

!n
3  0:5 ln 1 
2 (Chap. 4) , reduces with this ratio.

References

1. Luenberger DG (1964) Observing the state of a linear system. IEEE Trans Mil Electron 8:74–80
2. Howard RM (2002) Principles of random signal analysis and low noise design: the power
spectral density and its applications. Wiley, New York
3. Gradshteyn IS, Ryzhik IM (2007) Table of integrals, series, and products, 7th edn. Academic
Press, Elsevier, Burlington Massachusetts, USA
4. Kalman RE (1960) A new approach to linear filtering and prediction problems. Trans ASME J
Basic Eng 82:35–45
5. Butcher JC (2003) Numerical methods for ordinary differential equation. Wiley, New York
6. Brookes M (2011) The matrix reference manual, [online]
7. Kalman RE, Bucy RS (1961) New results in linear filtering and prediction theory. Trans ASME
J Basic Eng 83:95–108
Chapter 9
Switched and Saturating Control Techniques

9.1 Introduction

9.1.1 Switched Control

Some control actuators are designed for switched rather than continuous operation.
Examples are (a) power electronic switches that introduce much smaller electrical
power losses than continuously operated power amplifiers [1] and (b) gas-jet
thrusters for spacecraft attitude or trajectory control that have to be operated fully
on or off to maximise fuel efficiency, measured by the specific impulse, which is
the momentum imparted per unit mass of fuel consumed [2]. Each control variable
of a switched control system can be implemented by one or more actuators, each of
which is turned on or off at every instant of time.
The physical control variable that operates a switched actuator is a logic signal,
typically a voltage switching between 0 V and 5 V representing the two logic states,
‘0’ and ‘1’. The corresponding control variable, u(t), appearing in the plant model
used for the control system design is the physical quantity directly producing the
changes of state in the plant, such as the voltage applied to an electrical machine or
the attitude control torque applied to a spacecraft.
If a single physical actuator is used, then u is switched between the maximum
and minimum values, and hence the term bang–bang control is often used. If the
control is unidirectional, as for a power electronic switch operating an electric
heating element of a kiln, where u is switched between a fixed voltage and zero,
then the term on–off control is used. The term relay control may also be found,
originating from the early application of electrical relays as an inexpensive form
of power amplifier, later to be replaced by power electronic switches. These are
forms of two-level control. For some applications, such as thruster-based spacecraft
attitude control, in which bidirectional control is required but the individual
actuators only provide unidirectional forces, two control actuators are provided.

© Springer-Verlag London 2015 625

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_9
626 9 Switched and Saturating Control Techniques

a b
u (t ) u (t )
umax umax
t 0 t
umin umin

Fig. 9.1 Switched control sequences. (a) Two-level control. (b) Three-level control

This allows three control levels, i.e. umax (actuator 1 ‘on’), umin (actuator 2 ‘on’),
where usually umin D umax , and 0 (both actuators ‘off’). This will be termed three-
level control. The fourth combined actuator state (both actuators ‘on’) that could
produce a fourth control level, umax Cumin , if jumax j ¤ jumin j is not usually employed
in practice as this would be highly inefficient.
Most systems employ only one or two actuators per control variable, but more
than two is possible. An example is a multilevel power electronic converter [3] that
produces a voltage that follows, as closely as possible, a continuously time-varying
voltage demand by switching between a finite number of DC power supply voltages.
The term switched control will be used to describe all of the forms of control
referred to above. The term discontinuous control may also be found in some
literature. Typical control sequences for two- and three- level switched control are
illustrated in Fig. 9.1.
Switched control techniques fall into one of two basic categories: pulse modu-
lation and switched state feedback. Pulse modulation is a technique whereby the
control variable is rapidly switched between the admissible values to yield a short-
term mean value that follows a continuous demand from a controller that could
be used with continuous actuators. In this way, similar performance to that of
continuous actuators can be attained. Section 9.2 is devoted to this. The remainder
of this chapter is devoted to switched state feedback control, which entails switching
the actuator to the required levels as determined by the current plant state. An
example is time-optimal control which minimises the time taken to reach the
required state.
Optimal control theory has a large part to play in switched and saturating control
but leads to open-loop solutions that are not generally robust with respect to external
disturbances and plant modelling errors. A small subset of these solutions, however,
may be converted to nonlinear state feedback control laws [4], thereby offering a
degree of robustness, some of which will be presented in this chapter.
It is important to note that a linear plant that is controllable according to the
criterion given in Chap. 2 may only really be controllable over a finite region of the
state space in practice due to the control saturation constraints or if switched control
actuators are employed. This controllability region is also disturbance dependent
and even vanishes if the external disturbance referred to the control input is d …
.umax ; Cumax /, as then the controller could not counteract it. This, however, is not
usually an issue since the hardware should be designed or selected such that a finite
controllability region exists that includes the operational envelope of the particular
9.1 Introduction 627

application. It is important to note that this restriction also applies to control systems
employing continuous actuators as these are always subject to upper and lower
saturation limits.
Most control systems spend the greater proportion of their lifetimes maintaining
the plant state close to that desired, within specified limits. In the case of switched
control systems, the actuator on and off times have lower limits imposed by physical
constraints, resulting in the real state oscillating about the desired state due to the
actuators being switched at a finite frequency. Most systems are designed such that
this switching has a regular pattern and the state trajectory is a closed, repeated path.
This behaviour is called limit cycling. Several examples of this will be studied in the
following sections.

9.1.2 Saturating Control

Finite control saturation limits are present in every control system employing
continuous actuators. These are represented in Fig. 9.2 by a saturation element.
Most of these systems are designed to operate continuously within the saturation
limits, but it is necessary to ensure stability when non-intended saturation occurs.
Some of the material presented in this chapter will be useful in dealing with this.
On the other hand, it may be desirable to design the control system to operate
intentionally with control saturation for relatively large changes of state. This is
especially true for the time-optimal control addressed in Sects. 9.6, 9.7 and 9.8 and
also the minimum energy control of Chap. 11.
A layman’s example of time-optimal control is the action of the driver of an
automobile travelling from position ‘a’ at rest to position ‘b’ at rest in the shortest
possible time. The required strategy is to apply the maximum acceleration up to an
intermediate position between ‘a’ and ‘b’ and then apply the brake for maximum
deceleration to bring the vehicle to rest at position ‘b’. This form of control with
a single switch part of the way through the process may be observed in the time-
optimal control of second-order plants covered in Sect. 9.8, but more than one switch
is required for the time-optimal control of higher-order plants.

Continuous control law showing saturation d

Saturation element
Continuous umax u Plant
yr u′ u y
control law umin x = f ( x, u, d )
g ( x, y r , d ) umax u′ y = h (x)
umin
d x

Fig. 9.2 General SISO continuous feedback control system showing the control saturation
628 9 Switched and Saturating Control Techniques

Intentionally saturating controllers such as time-optimal controllers will limit

cycle in the vicinity of the desired state if operation in the switched mode is
continued. This is avoided by changing smoothly from the switched mode to a
continuous mode as the desired state is approached. Means for achieving this are
developed in Sects. 9.7 and 9.8.

9.2 Pulse Modulation for Use with Continuous Controllers

9.2.1 Basic Concept

Where switched actuators are employed and a closed-loop optimal control system is
either unnecessary or unattainable, it is possible to achieve performances similar to
the continuous control systems of Chaps. 4, 5 and 7 or the discrete control systems of
Chap. 6 by using the controllers suited primarily for continuous actuators to generate
a demanded control, u0 (t), and then employing a pulse modulator that switches the
applied control, u(t), between the allowed control levels so that the short-term mean
value, ū, approximates u0 (t), meaning
Z tsqC2
1

u.q/ D u.t/dt Š u0 t q ; (9.1)

tsqC2  tsq tsq

where tsq is the time of switch q in ui (t) and t q D tsqC2 C tsq =2, as shown in
Fig. 9.3.
Let the set of control levels for multilevel switched control be (us1 , us2 , : : : , usL ),
where usi > usiC1 , i D 1; 2; : : : ; L  1. The maximum and minimum levels are
therefore, respectively, umax D us1 and umin D usL . Then at every instant of time, u
is switched between the two levels, .ua ; ub / D .usk ; uskC1 / such that usk  u0 
uskC1 . For two-level control, this reduces to .ua ; ub / D .umax ; umin /. For three-level
control, very often .us1 ; us2 ; us3 / D .umax ; 0; umin /.
The ‘instantaneous’ frequency of the waveform of u(t), referred to as the
modulation frequency, is

fmq D 1= tsqC2  tsq (9.2)

d (t )
ua u′(t )
Continuous Plant
yr u′ Linearising u y (t ) u (t )
Control Law Pulse x = f ( x, u, d ) ub
g ( x, y r , d ) Modulator y = h (x) tsq tsq +1 tsq + 2 t
d x (
tq = tsq + tsq + 2 ) 2

Fig. 9.3 Block diagram of pseudo-linear control system for SISO plant
9.2 Pulse Modulation for Use with Continuous Controllers 629

and the corresponding modulation period is

tmq D tsqC2  tsq : (9.3)

Thus, the modulation period contains a single switch at time, tsqC1 , such that the
mean value, ū(q), of u over this period is approximately

equal to the demanded
control, u ’ (tq ), at the midpoint defined by tq D tsqC2 C tsq =2. The control signal,
u(t), can then be considered to comprise two components, u0 (t) and us (t). Thus,

u.t/ D u0 .t/ C us .t/; (9.4)

where us (t) is an oscillatory component with zero mean value. According to Fourier
analysis, us (t) can be further divided into a fundamental component at a frequency of
fmq and harmonic components at higher frequencies. This concept applies even with
fmq time varying, as it can be regarded as a quasi-periodic function with similarly
time-varying harmonic frequencies. The demanded control, u0 (t), is not a periodic
function but has a Fourier transform that indicates a continuous spectrum in contrast
to the multiline spectrum of a periodic function. Since u0 (t) varies more slowly than
us (t), it is dominated by components at frequencies lower than fmq . It follows that
since any controlled plant has low-pass filtering properties, provided fmq is higher
than the cut-off frequency of the plant, the response of the plant output, y(t), to us (t)
will be negligible compared with its response to u0 (t). Under these circumstances,
the closed-loop behaviour of the switched control system will be almost the same as
that of the equivalent continuous system employing a continuous actuator, obtained
by removing the pulse modulator and setting u D u0 in Fig. 9.3.
The term ‘linearising pulse modulator’ is used to emphasise its purpose in
providing a linear relationship between the short-term mean value of u(t) and the
demanded u0 (t). It is important to note, however, that this linearity can only exist for
u0 2 .umin ; umax /. The modulator will saturate if u0 … .umin ; umax /.

9.2.2 Implementation

9.2.2.1 Basic Methods

Some methods of implementation of pulse modulation originate in the era of

discrete-component analogue electronic circuits. In some methods, the modulation
frequency, defined by (9.2), varies with the magnitude of the modulating signal,
u0 . The commonly used two-level and three-level methods based on comparators
and saw-tooth waveform generators, shown in Fig. 9.4, are often implemented by
electronic hardware but can easily be software implemented. They have constant
modulation frequencies, enabling the z-domain to be useful in the controller
design if the plant is linear and the modulation frequency has to be too small for
the criterion of applicability of continuous control theory (Chap. 6) to be met.
630 9 Switched and Saturating Control Techniques

a b
r (t ) u + (t )
umax e + (t ) umax u + (t )
− +
−umax0 t u (t ) 0 e + (t ) +
u ′(t ) u (t )
− e(t ) umax u (t )
Tm u (t ) −
−
+
− −
0 e( t ) r (t ) umax
−umax umax
u ′(t ) −
e (t ) u − (t )
0 e − (t )
0 Tm t

umax u′(t ) u (t ) umax u (t )

u′(t )

0 t 0 t

umin umin

Fig. 9.4 Triangular wave generator-based pulse modulation for switched control. (a) Two-level.
(b) Three-level

It should be noted that the modulation period, Tm , is equivalent to the sampling

period, h. In Fig. 9.4a, a triangular wave, r(t), at a constant modulation period of
Tm and peak values of ˙umax is subtracted from u0 (t) to form an error signal, e(t).
Then, u.t/ D umax sgn Œe.t/ . Let t C and t  be, respectively, the proportions of
time for which e.t/ > 0 and e.t/ < 0 with u0 constant. Then due to the linear
segments of r(t), t C  t  / u0 and therefore the mean value of u(t) taken over any
period of duration, Tm , is u D u0 , but provided ju0 j < umax . If ju0 j  umax , then u
saturates at a constant value of u D umax sgn .u0 /. It must be remembered, however,
that u0 is often time varying, but u Š u0 provided
ˇ 0 ˇ ˇ ˇ
ˇ du .t/ ˇ ˇ ˇ
ˇ ˇ << ˇ dr.t/ ˇ D 4umax : (9.5)
ˇ dt ˇ ˇ dt ˇ Tm

In Fig. 9.4b, separate control signals, uC .t/ and u .t/, are generated to drive
two actuators, one dedicated to producing positive control and the other dedicated
to negative control. A pertinent example is spacecraft attitude control using two
on–off thrusters per control axis. To achieve this, two error signals, e C .t/ and
e  .t/, are generated by subtracting a unidirectional triangular wave at a constant
modulation period of Tm and peak values of 0 and umax from, respectively, u0 (t)
and u0 .t/. For u0 .t/ > 0, e  .t/ remains negative and e C .t/ alternates in sign.
Similarly for u0 .t/ < 0, e C .t/ remains negative and e  .t/ alternates in sign. Then
the unidirectional transfer characteristics between e C .t/ and uC .t/ and between
e  .t/ and u .t/, give
˚ 
uC .t/ D 1
2 1 C sgn e C .t/ and u .t/ D 12 f1 C sgn Œe  .t/ g (9.6)
9.2 Pulse Modulation for Use with Continuous Controllers 631

This yields modulation similar to that of Fig. 9.4a but positive-going control
signals to each actuator. The subtraction of u .t/ from uC .t/ to yield the net
control, u(t), would be carried out in a simulation but, of course, does not appear
in the control algorithm of a real implementation as the actuator placement and the
physical plant perform this function.
The following algorithm is an alternative that caters for both two- and three-level
switched control and also has a constant modulation frequency. Let ua and ub be the
currently selected control levels with ua > ub . In the following, h is the sampling
time and k is the sample number. There will be one control switch between the
0
updates of uk . Let  ak be the period during which u D ua . Then the period for which
u D ub is bk D h  ak . The mean value of u during the k th period of duration, h,
0
is set equal to uk for u0 2 .ua ; ub /; otherwise control saturation occurs. Thus,
8
ˆ
ˆ For two level control; ua D umax and ub D umin :

ˆ
ˆ
ˆ
ˆ .umax ; 0/ if u0k > 0
ˆ
ˆ For three level control; .u ; u / D
ˆ
ˆ
a b
.0; umin / if u0k < 0
ˆ
<
If u0 2 .ua ; ub / ; u0k D ua ak Cu
h 
b bk
D ua ak Cuhb .hak / )
ˆ   
ˆ
ˆ
0
uk ub ua u0k
ˆ
ˆ  ak D ua ub
h and  bk D ua ub
h
ˆ
ˆ
ˆ
ˆ
ˆ If u0 … .ua ; ub / ; then
:̂
If u0k  ua ; ak D h and bk D 0 or If u0k  ub ; ak D 0 and bk D h
(9.7)

In order to implement this algorithm accurately, the digital processor operates with
many iterations (such as 100) in real time during the period of h seconds, to
ensure a sufficiently high resolution for  ak and  bk . This also applies to the digital
implementation of the triangular waveform-based schemes shown in Fig. 9.4.

9.2.2.2 Minimum Switching Period

Actuators, like all physical systems, cannot respond in zero time to step demands
such as occur in switched control. It is therefore necessary to design a system
such that the period between two consecutive control switches, referred to as the
switching period, cannot fall below a minimum value, Tmin , to allow the actuator
output to nearly reach a constant steady-state value following a switch. Another
reason for this restriction is the need to maximise efficiency. Power electronic
switches, for example, ideally present an electrical resistance that switches between
zero for ‘on’ and infinity for ‘off’. During the transition from one state to the
other, there is electrical power dissipation in the finite resistance of the switching
semiconductor. It is therefore desirable to maximise, as far as practicable, the
period between these transitions. Another example is on–off thrusters for spacecraft
control, in which the specific impulse is known to fall significantly during
switching state transitions. The value of Tmin depends, of course, on the application.
632 9 Switched and Saturating Control Techniques

r (t ) h
umax u ′(t )
g i δu
u′max u + (t )
j δu e + (t ) umax u + (t )
b f
− + +
a δu c e δu e (t )
u′1 δu + u (t )
δu d n r (t )
δu k m u − (t ) −
u′min
− −
umax
δu l
t −
0 Td Td Td e − (t ) δ u e − (t ) u (t )
Tmin (off) Tmin (on) δu
Toff Ton
Tm

Fig. 9.5 Implementation of minimum switching time using hysteresis switching elements

For power electronics, it is of the order of microseconds, and for spacecraft thrusters,
it is of the order of milliseconds.
The minimum switching period can be implemented in the schemes of Fig. 9.4 by
replacing the switching elements with hysteresis elements that delay the switching
events, as shown in Fig. 9.5 for the three-state switching of Fig. 9.4b. In this system,
0 0
there are upper and lower limits, umax and umin , of the demanded average control
level, beyond which no switching can occur and u is held constant at umax if u0 >
0
u0max or 0 if u0 < u0min . First consider a constant intermediate value of u0 , such as u1
in Fig. 9.5. Without the hysteresis, the actuator would be turned off between points
‘a’ and ‘c’ and turned on between points ‘c’ and ‘e’. With the hysteresis, the actuator
would be turned off between points ‘b’ and ‘d’ and turned on between points ‘d’ and
‘f’.
Thus, the switching times, Toff and Ton , remain unaltered but would be delayed
by a constant time, Td . According to the geometry of the triangular waveform of
r(t),

Td Tm ıu
D ) Td D :Tm (9.8)
ıu 2umax 2umax

Now consider u0 D u0max  ", where " is infinitesimal and positive. Without the
hysteresis, the actuator would turn off at point ‘g’ for Tmin D 2Td seconds and turn
on at point ‘i’. With the hysteresis, the actuator would be turned off at point ‘h’
and turned on at point ‘j’. Thus, the switching time in the ‘off’ state would remain
unaltered at the minimum value of Tmin but be delayed by Td seconds. Similarly, if
u0 D u0max C " without the hysteresis, the actuator would turn on at point ‘k’ for
Tmin D 2Td seconds and turn off at point’ ‘m’. With the hysteresis, the actuator
would be turned on at point ‘l’ and turned off at point ‘n’. Thus, the switching time
in the ‘on’ state would remain unaltered at the minimum value of Tmin but be delayed
by Td seconds. Since Tmin D 2Td , in view of (9.8), the hysteresis limit required to
realise a given value of Tmin is given by
9.2 Pulse Modulation for Use with Continuous Controllers 633

a u b u
umax umax
δu δu

umin
δu
−umax 0 umax u −umax δ u 0 umax u

δu δu
−umax −umax

Fig. 9.6 Transfer characteristics of linearising pulse modulators. (a) Two-level control. (b) Three-
level control

Tmin
ıu D umax : (9.9)
Tm

Figure 9.6 shows the transfer characteristics between the short-term mean value,
ū, and u0 for different constant values of u0 with and without the hysteresis-based
minimum switching time scheme described above. The dotted characteristics are
without the hysteresis and the solid ones are with the hysteresis. It is important to
note that for clarity of presentation, in Figs. 9.5 and 9.6, ıu is shown much larger
in proportion to umax than it would be in practice. The transfer characteristics would
then appear almost the same as that of a piecewise linear element with saturation
limits of ˙umax and unity slope for u0 2 .umax ; umax /.
The introduction of the minimum switching time scheme therefore does not have
a significant impact on the performance of the control system. In fact the dead
space of width, 2ıu, in the transfer characteristic for the three-level control can
be beneficial in reducing the frequency of actuator operations once the controller
has brought the plant close to the desired state. This will be discussed further in
Sect. 9.7.3 and Appendix A9.
Example 9.1 Thruster-based attitude control of flexible spacecraft via pulse modu-
lation
The purpose of this example is to design a linear control system and then carry
out simulations, first with continuous control and then with switched control and
a linearising pulse modulator to demonstrate that similar performance may be
attained.
The plant is one control axis of a spacecraft comprising a rigid centre body with
moment of inertia, J1 , and a flexible appendage, with one significant vibration mode,
represented by a second mass with moment of inertia, J2 , coupled to the centre body
via a torsion spring with stiffness, Ks (Chap. 2). The plant transfer function is then
634 9 Switched and Saturating Control Techniques

y.s/ 1 s2 C  2
D : ; (9.10)
u.s/ J1 s 2 s 2 C ! 2
 
where  2 D K 2
J2 and ! D 
s 2
1 C JJ21 . Here, ! is the free natural frequency of
the vibration mode and  is the corresponding encastre natural frequency, i.e. the
frequency at which the flexible appendage would vibrate if the centre body were to
be held fixed with respect to inertial space. The measurement variable, y, is scaled
in the control computer to be numerically equal to the attitude angle in radians. The
control variable, u, is scaled in the control computer to be numerically equal to the
control torque in Newton metres. The control torque is provided by a pair of on–
off thrusters yielding three torque levels of u D Cumax ; umax or 0. The spacecraft
parameters are  D 0:1 rad=s, J1 D 100 kg m2 , J2 D 300 kg m2 and umax D 1 Nm.
In this application, the complex conjugate plant zeros can cause an overshoot of
the step response, followed by an undershoot, if the closed-loop poles are placed
on the real axis of the s-plane according to the settling time formula with too
small a pole-to-zero dominance ratio (Chap. 2). Attempting to minimise the settling
time exacerbates this situation because the closed-loop poles can be much larger
in magnitude than the plant zeros. Hence, a zero pre-compensator is advisable.
Setting this to precisely cancel the zeros at ˙j  will yield an ideal monotonically
increasing step response, but no active damping of the vibration mode will be
provided. The pre-compensator poles are therefore placed to the left of the zeros
in the s-plane by an amount that achieves sufficient damping of the vibration mode
without introducing undesirable behaviour of the centre-body attitude step response.
This modal damping may be assessed by monitoring the angular displacement, ˇ,
of the second mass with respect to the first mass. The transfer function via this
(Chap. 2) is

ˇ.s/ 1=J1
D 2 : (9.11)
u.s/ s C !2

The nominal settling time, Ts , (5 % criterion) is to be minimised within the

constraint that the system is to operate without saturation for step reference attitude
angle inputs up to ˙ rad, and the centre-body attitude step response is monotonic.
The linear controller chosen for this example is a polynomial controller of
minimal order. To design this (Chap. 4), (8.3) is first expressed in the standard form,

y.s/ b2 s 2 C b0
D 4 (9.12)
u.s/ s C a2 s 2

where b0 D  2 =J1 , b2 D 1=J1 and a2 D ! 2 . In these terms, (9.11) becomes

ˇ.s/ b2
D 2 (9.13)
u.s/ s C a2
9.2 Pulse Modulation for Use with Continuous Controllers 635

Polynomial Controller
Plant
yr ( s ) r0 + 1 u′ ( s ) Pulse u ( s ) b s2 + b y ( s )
( s +σ ) +ν
2 2
− f3 s + f2 s + f1s + f0
3 2
Modulator 2 0
s4 + a2 s2
h3 s3 + h2 s2 + h1s + h0

Fig. 9.7 Switched polynomial attitude control of flexible spacecraft for one control axis

Figure 9.7 shows the transfer function block diagram of the control system.
The controller parameters are determined following the procedure in Chap. 4 as
if using continuous actuators with u D u0 . First the desired characteristic polynomial
is determined using the 5 % settling time formula. Thus,

s 7 C d6 s 6 C d5 s 5 C d4 s 4 C d3 s 3 C d2 s 2 C d1 s C d0
D .s C p/7 D s 7 C7ps 6 C21p 2 s 5 C35p 3 s 4 C 35p 4 s 3 C 21p 5 s 2 C 7p 6 s C p 7 :
(9.14)

where p D 1:5 .1 C 7/ =Ts D 12=Ts. The pole assignment matrix equation is

(9.15)

Solving this for the controller parameters then yields:

f3 D 1; f2 D d6 (9.16)

a2 f3 C f1 C b2 h3 D d5 (9.17)

a2 f2 C f0 C b2 h2 D d4 (9.18)

a2 f1 C b0 h3 C b2 h1 D d3 (9.19)

a2 f0 C b0 h2 C b2 h0 D d2 (9.20)
636 9 Switched and Saturating Control Techniques

b0 h1 D d1 ) h1 D d1 =b0 (9.21)

b0 h0 D d0 ) h0 D d0 =b0 (9.22)

Next, all known terms in (9.17), (9.18), (9.19) and (9.20) are moved to the RHS:

f1 C b2 h3 D d5  a2 f3 D c5 (9.23)

f0 C b2 h2 D d4  a2 f2 D c4 (9.24)

a2 f1 C b0 h3 D d3  b2 h1 D c3 (9.25)

a2 f0 C b0 h2 D d2  b2 h0 D c2 (9.26)

Then a2  (9.23)  (9.25) gives

a2 c5  c3
.a2 b2  b0 / h3 D a2 c5  c3 ) h3 D (9.27)
a2 b2  b0

Similarly, a2  (9.24)  (9.26) gives

a2 c4  c2
.a2 b2  b0 / h2 D a2 c4  c2 ) h2 D (9.28)
a2 b2  b0

Then (9.23) and (9.24) give

f1 D c5  b2 h3 (9.29)

f0 D c4  b2 h2 : (9.30)

Finally, to achieve unity closed-loop DC gain, the pre-compensator gain is set to

 2 .a0 f0 C b0 h0 /
r0 D (9.31)
b0

The pulse modulator of Fig. 9.5 is used with Tmin D 5 ms. Figure 9.8 shows the
simulation results. Figure 9.8a shows a simulation of the switched control system,
and Fig. 9.8b shows a simulation of the continuous system as a benchmark with
which it may be compared.
The benchmark system is set up as follows. For a step reference attitude input of
 rad, Ts and the real part magnitude, , of the zero pre-compensator are adjusted
until u(t) just peaks at umax and the vibration mode is adequately damped, observed
by monitoring ˇ(t), while the step response of y(t) is monotonic, as required. The
parameter values found to achieve this are Ts D 85 s and D 0:06. Figure 9.8a
9.2 Pulse Modulation for Use with Continuous Controllers 637

a4 b4
y r (t ) yr ( t )
3 3
y (t )
2 2 y (t )
[rad]

[rad]
1 1
0 0
5β ( t ) 5β ( t )
-1 -1
-2 -2
1 1

u ′(t ) u(t ) = u ′(t )

[Nm]

[Nm]
0 0

-1 -1
1 0 50 100 150 t[ s ] 200
u (t )
c
[Nm]

4 yr (t )
[rad], [Nm]

3
y (t ) ±0.027 rad
0 2
1
0
-1 u ′(t )
-1 5β ( t )
-2
0 50 100 150 t[ s ] 200 0 50 100 150 t[ s ] 200

Fig. 9.8 Comparison of step responses with switched and continuous control. (a) Switched
control: Tm D 5 s. (b) Continuous control (benchmark): u D u0 . (c) Switched control: Tm D 10 s

shows the results obtained with the equivalent switched control system. The pulse
modulation period set to Tm D 5 s. In fact, setting Tm to the maximum value
according to the criterion of applicability of continuous-time control theory given
in Chap. 6 yields Tm min D 1=.5p/ D 60=Ts Š 0:706 s (since p D 12=Ts in
this example), which is rather small for this application. Using the more practicable
value of Tm D 5 s (giving a thruster operation every 5 s) does not significantly
deteriorate the performance as far as y(t) is concerned. The ripples visible in u(t) and
(to a lesser extent) in ˇ(t) of Fig. 9.8a are due to the thruster impulses. In Fig. 9.8c,
Tm is increased to 10 s, which gives rise to significant thruster-induced variations in
u(t) and ˇ(t). The overall shape of y(t) is not affected, but the pointing error limits are
increased to ˙0:027 rad  ˙1:55 deg, as shown in the inset, which would be too
638 9 Switched and Saturating Control Techniques

great for many spacecraft. It is important to note that certain modulation periods will
excite an oscillatory mode and reduce the control system accuracy. High-precision
applications, such as space telescopes demanding pointing accuracies in the region
of 0:01 arcseconds  2:8  106 deg, would need a shorter modulation period that
should also not be an integral multiple of the oscillatory mode period, to minimise
the modal excitation.

9.3 Switched State Feedback Control: Basic Concepts

Like the continuous state feedback control of Chaps. 5 and 7, switched state feed-
back control benefits from the fact that the plant state contains all the information
about its dynamic behaviour and therefore enables effective control to be achieved
with a suitable control law. At every instant of time, however, the choice of the
control is limited to one of a finite set of values, often just two, denoted here as umin
and umax . Despite this restriction, continuous control of the plant state is achieved
through free choice of the switching times.
Attention is restricted to two- and three-level switched control systems as most
practical applications fall into either of these categories. Furthermore, three-level
switched control can be regarded as two-level switched control having the control
level pair (ua , ub ) which, at appropriate times, is changed between the three useful
combinations allowed by the two actuators, i.e. (umax , umin ), (umax , 0) or (0, umin ).
Hence, much of the material that follows concentrates on two-level switched control.
In switched state feedback control, the switching times are not chosen directly
but determined by means of a switching boundary, defined by

S .x; yr ; d / D 0; (9.32)

where x is the plant state, yr is the reference input and d, which is optional, is the
external disturbance. This boundary divides the n dimensional state space into two
regions. One is designated the ‘p’ region in which the control is chosen to be u D
umax and the other is designated the ‘n’ region in which u D umin . In many cases,
umax > 0 and umin < 0, but in some, umin D 0 or both control levels are positive.
Switching boundary (9.32) defines the state feedback control law

u D 12 fumax Œ1 C sgn ŒS .x; yr ; d / C umin Œ1  sgn ŒS .x; yr ; d / g ; (9.33)

If umin D umax , this reduces to

u D umax sgn ŒS .x; yr ; d / : (9.34)

Here, sgn(S) is the signum function defined as

9.3 Switched State Feedback Control: Basic Concepts 639


C1 for S  0
sgn.S /  : (9.35)
 1 for S < 0

It is necessary to use such an asymmetric definitionn to ensure that u can only be

umin or umax . If the symmetric definition, sgn.S /  C 1 for S > 0, 0 for S D 0,
o
1 for S < 0 , were to be used, (9.33) would return u D 12 .umax C umin / for S D 0,
which is not
n realisable in the physical system.
o The alternative asymmetric definition,
sgn.S /  C1 for S > 0, 1 for S  0 , could be used instead of (9.35) and would
yield practically the same performance in a real control system since the occurrence
of S D 0 is rare.
The function, S(x, yr , d), is called the switching function as it determines where
in the state space the switching occurs. The control switches whenever S(x, yr , d)
changes sign. Sometimes the switching function is shown simply as S(x), but yr is
included here as most real control systems have to respond to a reference input and d
is included as some applications require disturbance estimation and compensation.
The switching boundary (9.32) is an n  1- dimensional hypersurface in the n-
dimensional state space. This may be demonstrated by first writing (9.32) as

S .x1 ; x2 ; : : : ; xn ; yr ; d / D 0: (9.36)

Then, since any one of the state variables may be written as a function of the
remaining n  1 state variables, such as

xn D f .x1 ; x2 ; : : : ; xn1 ; yr ; d / ; (9.37)

then the switching boundary is of dimension n  1 in the n- dimensional state space.

It is usual to use terms such as ‘switching boundary’ and ‘boundary layer’ in
connection with switched and saturating control of plants of second order or greater,
but it is also done in this book for first-order plants to aid understanding of the
theory. So first consider the switched state feedback control of the general first-order
plant,

xP 1 D f1 .x1 ; u; d / ; y D h .x1 / : (9.38)

The external disturbance will not be included in the switching function as it is

not needed for the switched control of first-order plants. The control system block
diagram is shown in Fig. 9.9. The plant is shown in the standard state-space form to
emphasise that the plant state, in this case just x1 , is fed back to the control law.
It should be noted, however, that for a first-order plant, the output equation,
y D h .x1 /, is a trivial state transformation. Hence the measured output, y, is an
alternative state variable and is sometimes fed back directly. The control system
design could therefore be based on the following simplified plant model.
640 9 Switched and Saturating Control Techniques

Switched State Feedback Control Law

Switching element d
Switching u Plant
yr umax − y
function
S u x1 = f1 ( x1 , u, d ) ,
+
S ( x1 , yr ) 0u S y = h ( x1 )
min
x1

Fig. 9.9 Switched state feedback control of a first-order plant

p-region: u = umax n-region: u = umin

0 x1

One dimensional state space Switching boundary

is represented by a straight line. is point, x1 = h−1 (yr).

Fig. 9.10 Representation of switching boundary in state space of first-order plant

yP D f .y; u  d / : (9.39)

Without loss of generality, the external disturbance, d, is referred to the control input,
u. The discussion continues, however, using the plant representation (9.38) as this
is needed for higher-order plants. As shown in Fig. 9.9, the switched state feedback
control law comprises a) the switching function and b) the switching element, which
provide signals that turn the actuators on and off. For a first-order plant, since ẋ1 and
hence ẏ is algebraically related to u, y is driven towards yr just by switching to the
value of u that causes the sign of ẏ to oppose the error, y yr . The switching function
achieving this is

S .x1 ; yr / D yr  h .x1 / : (9.40)

It is evident by inspection of the switching element transfer characteristic of Fig. 9.9

that a switch occurs whenever

S .x1 ; yr / D 0; (9.41)

which defines the switching boundary. The state space is only one dimensional and
the switching boundary is of dimension one less than this, i.e. zero dimensional and
is just a single point in the state space, as illustrated in Fig. 9.10.
Examples of first-order switched control systems are given in Sect. 9.7.
Figure 9.11 shows the general block diagram for plants of arbitrary order, n. It
is necessary for x 2 <n , and sometimes, d, to be accessible to achieve satisfactory
control. A state estimator or observer (Chap. 8) is needed to provide estimates of
9.4 Switching Function Sign Convention 641

Switched State Feedback Control Law d

Switching element
Switching Plant
yr S ua u u y
function x = f ( x, u, d )
S ( x, y r , d ) 0u S y = h (x)
b
ua ub
Control level adaptation
(three level control only)
d x

Fig. 9.11 General block diagram of SISO switched state feedback control system

these variables in a real system but, for clarity of explanation, is not shown in most
of the systems discussed in this chapter.
Three-level control could be implemented by switching the pair of control
levels (ua , ub ) between the three useful combinations allowed by the two actuators,
i.e. (umax , umin ), (umax , 0) or (0, umin ) as determined by the optional control level
adaptation block. The external disturbance, d, is shown as an argument of the
switching function for direct disturbance compensation but this is not needed for
applications in which state feedback alone provides sufficient compensation.
The task of the control system designer is to determine the switching boundary
that achieves the basic objective of driving the control error,

" D y  yr ; (9.42)

to zero and yields an acceptable dynamical closed-loop behaviour. Sections 9.7, 9.8
and 9.9 contain several examples.

9.4 Switching Function Sign Convention

For a given switching boundary, the switching function and corresponding switching
boundary equation is not unique. Several different solutions exist. Consider, for
example, the double integrator time-optimal switching boundary
 
1
S .x1e ; x2e / D  x1e C x2e jx2e j D 0 (9.43)
2b0 umax

where x1e D x1  yr and x2e D x2 are the error state coordinates; x1 D y is the
controlled output, x2 D xP 1 ; and b0 is a constant plant parameter. This is derived
in Sect. 9.8.3, but the reader need not refer to it at this stage. The important point
emphasised here is that algebraic manipulation of (9.43) yields alternative switching
functions for the same switching boundary. A trivial but relevant alternative is
642 9 Switched and Saturating Control Techniques

obtained by multiplying the switching function by 1 to yield

1
S 0 .x1e ; x2e / D x1e C x2e jx2e j D 0 (9.44)
2b0 umax

The convention adopted is that if umin D umax , the switching function, S(x, yr , d),
is chosen such that the required control law is

u D umax sgn ŒS .x; yr ; d / : (9.45)

9.5 Boundary Layer for Saturating Control Systems

Certain switched control techniques, such as the time-optimal ones to be studied

in Sects. 9.7, 9.8 and 9.9, are beneficial with continuous actuators operated in
saturation. Once the plant state is brought to the desired value using switched
control, the control law switches the control variable relatively rapidly between
umin and umax to maintain the desired state within certain limits, leading to the limit
cycling behaviour studied in Sect. 9.7.3 and Appendix A9. This behaviour, however,
is unnecessary when using continuous actuators as the control can be continuously
varied to maintain the desired state. The boundary layer achieves this.
First consider a switched state feedback control system with the general switch-
ing boundary, S .x; yr ; d / D 0, introduced in Sect. 9.3. The boundary layer may
then be viewed as a region of the state space between two new boundaries placed
either side of and in a close neighbourhood of the boundary, S .x; yr ; d / D 0.
These will be called the saturation boundaries. The boundary layer replaces the
switching boundary and performs the function of effecting a continuous transition
between u D umin and u D umax as the state trajectory passes through it. This is
sometimes referred to as soft switching. The discontinuous switch between u D umin
and u D umax that occurs in switched control when a state trajectory crosses the
switching boundary, S .x; yr ; d / D 0, is sometimes referred to as hard switching.
The control system performance during relatively large state changes, in which the
‘size’ of the state trajectory is much larger than the thickness of the boundary layer,
is similar to that obtained with the original switching boundary. The boundary layer
is implemented by replacing the original switched control law,

u D 12 fumax Œ1 C sgn ŒS .x; yr ; d / C umin Œ1  sgn ŒS .x; yr ; d / g ; (9.46)

with the saturated control law,

u D sat ŒK:S .x; yr ; d / ; umin ; umax ; (9.47)

9.5 Boundary Layer for Saturating Control Systems 643

a b
umax u umax u
S u S Slope,K u

S Smin Smax S
umin umin

Fig. 9.12 S to u transfer characteristics. (a) Switching element (9.46). (b) Saturation element
(9.47)

where the saturation function is defined as

8
< x for b  x  a
sat .x; b; a/  b for x < b : (9.48)
:
a for x > a

For comparison, the transfer characteristics of the switching element and the
saturation element that replaces it are shown in Fig. 9.12.
The two saturation boundaries in the state space are defined by S D Smin and
S D Smax in Fig. 9.12b, defining, respectively, all the states for which the control
saturates at umin and umax . The equations of the saturation boundaries are
sat
S .x; yr ; d /  Smin D 0 written as Smin .x; yr ; d / D 0 (9.49)

and
sat
S .x; yr ; d /  Smax D 0 written as Smax .x; yr ; d / D 0 (9.50)

Graphic illustrations of these boundaries and the state trajectories within the
boundary layer are given in Sect. 9.8.5.2. Within the boundary layer, the control
law (9.47) becomes

u D K:S .x; yr ; d / : (9.51)

In order for the system to perform well in the region of the desired state, it
must be ensured that (9.51) yields a stable non-oscillatory closed-loop system so
that the state trajectory moves monotonically towards the desired state within the
boundary layer. Modifications of S(x, yr , d) are sometimes necessary to ensure this.
In general, these modifications entail increasing the relative weightings of the output
derivatives, which are state variables, to increase the damping within the boundary
layer. The details of the required modifications vary from one case to the next, and
therefore these are left to specific examples.
644 9 Switched and Saturating Control Techniques

9.6 Supporting Theory

9.6.1 Background

Control theory supporting the design of feedback control systems with switched
actuators or continuous actuators operated in saturation is less mature than linear
control theory. The pulse modulation approach of Sect. 9.2 enables linear control
system design methods to be employed with switched actuators but only within the
saturation limits of the equivalent transfer characteristic of the modulator. In certain
applications, better performance can be obtained with switched state feedback
control laws of the form introduced in Sect. 9.3, which purposely operate with
control saturation. This section presents some control theory enabling nonlinear
control laws to be determined for certain plants that yield optimal performance in
some sense, such as time-optimal control in which the control saturation limits are
fully exploited to achieve shorter settling times than could be attained with linear
control methods operating within these saturation constraints.

9.6.2 Optimal Control Through Pontryagin’s Maximum

Principle

9.6.2.1 Introduction

Consider the multivariable plant,

xP D F .x; u/ ; y D H .x/ ; (9.52)

where F(x, u) and H(x) are continuous functions of their arguments and the state and
control vectors are x 2 <n and u 2 <r . This is sufficiently general to cover most
of the applications addressed in this book, the exceptions being the few containing
transport delays. There are an infinite number of different control functions, u(t),
that take the plant from an arbitrary initial state, x(t0 ), to a specified final state, x(tf ).
An optimal control function, denoted u .t/, is one that achieves this change of state
while minimising a cost functional that could be of the form
Z tf
J D L Œx.t/; u.t/ dt: (9.53)
t0

where L[x(t), u(t)] is the incremental cost function, the choice of which should be
such that the optimal control is the best for a specific application. More general
forms of cost functional may be found in the literature on optimal control theory
[5], but (9.53) is sufficient to cover the applications considered here.
The measurement equation is included in (9.52) for completeness, but it should
be emphasised that only the state differential equation (s.d.e.) and the cost functional
9.6 Supporting Theory 645

are used for the determination of u .t/. Also no attempt is made to eliminate
interaction between the control channels for multivariable plants (r > 1).
The application of Pontryagin’s maximum principle [6] leads to a means of
determining u .t/ under the control saturation constraints

ui min  ui  ui max ; i D 1; 2; : : : ; r; (9.54)

but this is calculated offline and applied later in real time. Hence, the method leads
directly to open-loop control with the attendant disadvantage of sensitivity to plant
modelling errors and external disturbances. It is introduced here, however, since it
leads to useful optimal or suboptimal switched or saturating state feedback control
laws for a limited range of plants.
Pontryagin’s method is analogous to finding the minimum values of a function
defined by an algebraic expression subject to algebraic constraints using Lagrange
multipliers. Hence, the minimum of the cost functional (9.53) is found subject to the
constraints imposed by the plant s.d.e. of (9.52). To achieve this, the Hamiltonian,

H D pT F .x; u/  L .x; u/ ; (9.55)

in which the components of the vector, p 2 <n , are equivalent to the Lagrange
multipliers, is maximised with respect to u. The proof of the maximum principle [5,
6] reveals that p obeys

@H @H
pP D   pPi D  ; i D 1; 2; : : : ; n; (9.56)
@x @xi

which is a state differential equation with p as the state vector. From (9.55),

  "  n #T
@H @H @H @H T @ @ @ X
  D  pi fi .x; u/ :
@p @p1 @p2 @pn @p1 @p2 @pn i D1

Thus,

@H
D Œf1 .x; u/ f2 .x; u/    fn .x; u/ T D F .x; u/ : (9.57)
@p

The plant s.d.e. of (9.52) may therefore be expressed similarly to (9.56), as follows:

@H @H
xP D  xP i D ; i D 1; 2; : : : ; n: (9.58)
@p @pi

Equation (9.56) is referred to as the costate differential equation (or alternatively the
adjoint system) in view of its similarity with the plant state differential Eq. (9.58).
Hence, p is referred to as the costate or adjoint system state. Equations (9.56) and
(9.58) together are often referred to as a Hamiltonian system.
646 9 Switched and Saturating Control Techniques

The maximum of H w.r.t. u may be searched for first by solving @H=@ui D 0 for
0
ui , yielding ui , i D 1; 2; : : : ; n. Then
8 0
< ui if ui min < u0i < ui max
ui D ui 0
min if u  ui min : (9.59)
: 0
ui max if u  ui max

It is most important to note, however, that it is necessary to determine the initial

costate, p(0), that yields the specified final state, x(tf ), for a given initial state, x(t0 ).
This is referred to as the two-point boundary value problem which, in general, has to
be solved by iterative numerical methods. Since the relationship between p(0) and
x(tf ) is generally nonlinear, finding an iterative numerical algorithm that converges
is not straightforward and the convergence rates are not predictable and will vary
with x(t0 ). Implementation of feedback control on this basis would therefore not
be feasible. An alternative implementation of Pontryagin’s method would be to
compute the optimal control function, u .t/, off-line and apply it in real time
later, but this open-loop system would be subject to cumulative errors due to plant
modelling uncertainties and unknown external disturbances. If, however, optimal
control is required and the plant has continuous actuators, a possible way forward is
to apply u .t/ in real time to the model of the plant used for its computation and, at
the same time, apply the controlled output of this model as the reference input to a
feedback control loop applied to the real plant with dynamic lag pre-compensation
(Chap. 12). In this chapter, however, the theory of Pontryagin’s method will be used
to assist in finding optimal or near-optimal feedback control laws.

9.6.2.2 Cost Functionals Tailored for Real Applications

Referring to (9.53), the simple incremental cost function, L .x; u; t/ D 1, yields

Z tf
J D 1:dt D tf  t0 : (9.60)
t0

Thus, the plant state is taken from x(t0 ) to x(tf ) in the minimum time of Topt D tf t0 .
This is time-optimal control. The largest subset of the set of closed-loop optimal
control laws that have been derived to date are time-optimal ones [4].
One practical application of time-optimal control is the slewing (i.e. rotational
movement through large angles) of scientific satellites, such as space telescopes, in
which the maximum torques from the control actuators and the slewing rates are
limited by relatively small available electrical power, often a few tens of Watts.
The resulting slewing times for large angles (up to 180ı about the Euler axis
[7]) are typically many tens of seconds. Since such satellites are required to be
frequently reorientated towards different objects in the celestial sphere, minimising
the slewing times is highly advantageous to maximise the proportion of the total
9.6 Supporting Theory 647

mission time devoted to the scientific observations. This requires reaction wheels
with regenerative electric drives so that the kinetic energy stored in the satellite
body and the reaction wheels during a slew is nearly all returned to the onboard
batteries by the end of the manoeuvre.
Time-optimal control could also be beneficial in the manufacturing industry
on production lines entailing repeated movements of mechanisms in which max-
imisation of the throughput rate is important, but the friction between relatively
moving parts would have to be small. Friction, however, is often very significant
and unavoidable in some position control systems. In such cases, the peak velocities
entailed in time-optimal control would waste an excessive amount of energy. A
cost functional for minimisation of frictional energy and the derivation of the
corresponding closed-loop optimal control law is presented in Chap. 12.
A general quadratic form-based cost functional that is frequently referred to is
Z tf 
J D xT Qx C uT Ru dt; (9.61)
t0

where Q 2 <nn and R 2 <nn are constant matrices chosen to suit the particular
application. The first term in (9.61) leads to an optimal control that attempts to
minimise the excursions of state variables with the most weightings according to
the choice of Q. As already highlighted, an important state variable to minimise is
the relative velocity between two contacting surfaces of a mechanism to minimise
frictional energy losses. The second term in (9.61) is often quoted as the control
energy term to be considered in the optimisation, based on the assumption that more
control activity requires more energy to be supplied. It is most important, however,
to carefully examine a particular application to assess whether or not this really is
the case and then choose the most appropriate cost functional. The most important
question is how optimal is the choice of the cost functional for the particular
application. This depends critically on the hardware used. The control variables may
not directly contribute a significant proportion of the nett physical energy consumed
by a control system and ultimately dissipated in the form of heat or kinetic energy
of exhausted particles. Frictional energy is a case in point and is catered for by the
‘Q’ term in (9.61). As another example, the nett energy consumed by a modern
electric locomotive with regenerative braking is mainly due to rolling friction and
aerodynamic losses, which are state dependent. Increasing the acceleration to reduce
the time to reach a cruising speed increases the peak in the control variable, u(t),
without substantially increasing the nett energy supplied. Suppose u(t) produces a
quadrature axis stator current, iq .t/ D Ki u.t/, for a vector-controlled induction
motor drive (Chap. 2) where Ki is the transconductance constant, and then some
power dissipation equal to (K 2i /Rs )u2 (t), where Rs is the stator resistance, would
occur, being catered for by the second term in (9.61), but in a well-engineered
system, this would be a very small proportion of the nett energy supplied. A
contrasting example is a spacecraft attitude control system actuated only by gas-
jet thrusters that consume fuel, and therefore energy, at a rate proportional to ju(t)j.
648 9 Switched and Saturating Control Techniques

There is very little other energy expenditure in such a system, and therefore if the
cost functional (9.61) is used, then only the second term is needed. In this example,
assuming a three-axis stabilised attitude control system, a more appropriate cost
functional would be
Z tf
J D .K1 ju1 .t/j C K2 ju2 .t/j C K3 ju3 .t/j/ dt (9.62)
t0

where K1 , K2 and K3 are the fuel rate constants for each axis. Finding controls that
minimise such functionals is referred to as fuel-optimal control.
The quadratic form integrand in cost functional (9.61) gives the problem of
determining u .t/ more mathematical tractability when applied to a linear time-
invariant plant, but the control saturation constraints (9.54) have to be ignored.
This is referred to as linear quadratic (LQ) optimal control. For the special case
of tf ! 1, the optimal control simplifies to a linear state feedback control law [8].

9.6.2.3 Application for Time-Optimal Control of an LTI Plant

The equations needed to determine the time-optimal control, u .t/, will now be
derived for the general LTI multivariable plant with state differential equation

xP D Ax C Bu: (9.63)

With cost functional (9.60), the Hamiltonian of (9.55) becomes

H D pT ŒAx C Bu  1: (9.64)

Regarding the minimisation w.r.t. u, (9.64) may be written as

X
r

H D pT Ax C pT B i ui  1 (9.65)
i D1

Then, by inspection, the time-optimal control has to be a switched control sequence

of the form of Fig. 9.1a, generated by the following control law:
( T  )
ui min ; p B i 0 ˚   
ui D T  D 12 ui max 1  sgn pT B i Cui min 1 C sgn pT B i :
ui max ; p B i <0 i D1;2;:::;r
(9.66)

The explanation of the asymmetry in the inequalities of this expression is the same
as that given following (9.35). Often ui min D ui max and then (9.66) simplifies to

ui D ui max sgn pT B i ; i D 1; 2; : : : ; r : (9.67)
9.6 Supporting Theory 649

It remains to find p(t), which is a solution of the adjoint system state differential Eq.
(9.56) for this case, which is
!
 X
n X
n Xn

Xn

@ T @
pP D  @x p Ax  pPi D  @xi pj aj k xk D  pj aj i D  aj i pj ;
j D1 k1 j D1 j D1
i:e:; pP D AT p:
(9.68)

Hence, in this case, the adjoint system is an unforced linear system whose
eigenvalues are minus those of the plant, meaning that for every stable mode of the
plant, there is an unstable mode of the adjoint system with poles that are mirrored
in the imaginary axis, and vice versa. The general solution of (9.68) is

p.t/ D e A
T .t t
0/
p .t0 / : (9.69)

To calculate u .t/ for a given x(t0 ) and the demanded state, x(tf ), which will be
called the reference state, xr , noting that tf is not specified in advance, it would be
necessary to find the p(t0 ) for which control law (9.66) would cause the plant state
trajectory, x(t), to reach xr , i.e. x.t/ D xr for a certain value of t, which will be
tf . The mapping between x(t0 ) and p(t0 ) for a given x(tf ) is nonlinear despite the
plant and the adjoint system being linear, and therefore, finding a general iterative
algorithm that converges to the optimal solution is still a challenge.
It is important to note that if the application of u(t) as given by control law (9.66),
after finding the correct p(t0 ), was continued beyond the point where x.t/ D xr ,
control would be lost as the state trajectory would just pass through xr and then move
away from this desired point. This further illustrates the impracticality of open-loop
control. In a real application, once the desired state is reached, u(t) has to be applied
such that x D xr is maintained. The feedback control laws appearing in subsequent
examples of this chapter are designed to achieve this.
Each component, pi (t), of (9.69) is a weighted sum of dynamic modes (Chap. 1)
characterised by the eigenvalues of A. In view of (9.66) or (9.67), the number of
switches of ui  .t/ is equal to the number of zero crossings of pi (t) for t > t1 . This
information actually enables time-optimal feedback control laws to be determined
for some simple linear plants, using the back-tracing technique of the following
section. For a plant with n real poles, the maximum number of switches in each
control component is n  1, but this can exceed n  1 if the plant has any complex
conjugate poles, this number generally increasing with the magnitude of the change
of state demanded [4].

9.6.2.4 Back Tracing

Back tracing can be described as running the plant model and its inputs in
reversed time commencing with the desired final state, to determine the initial states
650 9 Switched and Saturating Control Techniques

from which the desired state can be reached. If the control input is restricted to
bang–bang control sequences, as illustrated in Fig. 9.1a, then if the number of
switches is allowed to be infinite, the complete set of the initial states maps out
the controllability region under the control saturation constraints referred to in
Sect. 9.1.1.
Since time-varying external disturbances are usually unknown, they cannot be
directly included in a plant model used for developing a controller on the basis of
predicted state trajectories. Instead, they are set to zero in the model, and the action
of the feedback loop to be formed is relied upon to provide a degree of robustness
against the disturbance. This can be tested by simulation. An exception, however, is
a constant but initially unknown external disturbance. In this case, an observer can
be used to estimate the disturbance so a constant disturbance could be included in
the back-tracing process, but for simplicity, it will be regarded zero in the following.
The reversed time, , is defined by

d D dt; (9.70)

where t is the forward time, which implies that

 D tf  t (9.71)

where tf is an arbitrary final time. If the forward time plant model is expressed as

dx.t/=dt D f Œx.t/; u.t/ ; y.t/ D h Œx.t/ ; (9.72)

then in view of (9.70), the reversed time plant model is obtained from (9.72) through
replacing t by  and changing the sign of the derivative, yielding

dx ./ =d D f Œx ./ ; u ./ ; y ./ D h Œx ./ : (9.73)

It should be noted that if the uncontrolled plant model (9.72) is stable, then its
reversed time model is unstable and vice versa.
The back tracing is commenced with one or the other of the two control levels
held, in theory, for an infinite time. Let this be u D umax . The continuum of
states in the n- dimensional state space mapped out by the resulting state trajectory
is then a one-dimensional subspace of the state space. Then, for every state in
this one-dimensional subspace, let the back tracing be continued by applying
u D umin , again for an infinite time. The resulting continuum of state trajectories
then forms a two-dimensional subspace. Similarly if for every state within this
two-dimensional subspace, the back tracing is continued with u D umax again,
the resulting continuum of trajectories forms a three-dimensional subspace. This
back tracing with alternating control levels is continued until the subspace from
which the back tracing is continued is of dimension, n  1, the resulting continuum
of trajectories, obtained with u D umax for n odd or u D umin for n even, is an
9.7 Feedback Control of First-Order Plants 651

n-dimensional subspace within the n-dimensional state space. Suppose at this stage
the whole process is repeated but commencing with u D umin and ending with
u D umin for n odd or u D umax for n even. The combined n-dimensional subspace
comprising the two subspaces formed by the back-tracing process is the region of
the state space from which the desired state can be reached with a control sequence
having n  1 switches. For certain plants, such as linear ones without any oscillatory
modes, this is the controllability region under the control saturation constraints. On
the other hand, if the back-tracing process is carried out with an infinite number
of switches in the control sequences, the region of initial states mapped out is the
controllability region under the control saturation constraints for any plant. This
process can only be approximated using a computer to determine a finite number of
state trajectories over a finite duration.
The back-tracing process leads to graphical visualisation for first- and second-
order plants and can yield useful switched feedback control laws.

9.7 Feedback Control of First-Order Plants

9.7.1 Time-Optimal Feedback Control: Analytical Method

The equations of Pontryagin’s method given in Sect. 9.6.2 applied to the general
first-order plant,

yP D f .y; u  d / ; (9.74)

are as follows. The cost function for time-optimal control is

Z tf Z tf
J D L Œy.t/; u.t/ dt D 1:dt D tf  t0 : (9.75)
t0 t0

The Hamiltonian is

H D pf .y; u  d /  L Œy.t/; u.t/ D pf .y; u  d /  1 (9.76)

The costate differential equation is then

@H @
pP D  D p f .y; u  d / : (9.77)
@y @y

For arbitrary d(t) and/or yr (t), or a nonlinear RHS of (9.74), analytical treatment is
not generally possible, but is for the linear first-order plant model,

xP 1 D a1 x1 C b1 .u  d / ; y D c1 x1  yP D ay C b .u  d / ; (9.78)
652 9 Switched and Saturating Control Techniques

where a D a1 and b D c1 b1 , which covers many practical applications. Let (9.78)

be expressed in terms of the error, " D y  yr , where yr is constant, yielding

"P D a ." C yr / C b .u  d / : (9.79)

Then (9.77) becomes

@
pP D p Œa ." C yr / C b .u  d / D ap: (9.80)
@"
This has the general solution,

p.t/ D e at p.0/; (9.81)

which is a particular case of (9.69). The Hamiltonian of (9.76) becomes

H D p Œa ." C yr / C b .u  d /  1: (9.82)

The constant, b, is assumed positive without loss of generality. Then by inspection

of (9.82), H is minimised by

u D fumin if p.t/  0 or umax if p.t/ < 0g

(9.83)
D 12 fumin .1 C sgn Œp.t/ / C umax .1  sgn Œp.t/ /g :

According to (9.81), p(t) does not change sign, so the time-optimal control is simply
u D const. The back tracing method of Sect. 9.6.2.4 may then be used to find a
switched feedback control law (the term switched being retained because switching
of u must occur to maintain the plant state, in theory, equal to the demanded state
once it has been reached). The plant model (9.79) may be written as

"P D a" C a Œyr C .b=a/ .u  d / : (9.84)

With reference to Sect. 9.6.2.4, the reversed time plant model for back tracing is

d"
D a"  a Œyr C .b=a/ .u  d / : (9.85)
d

The solution to (9.85) for constant u and the required ".0/ D 0 is then

" ./ D  Œyr C .b=a/ .u  d / .1  e a / : (9.86)

If, as is usually the case, the plant is stable with a < 0, then provided

yr C .b=a/ .umax  d / < 0 and yr C .b=a/ .umin  d / < 0; (9.87)

9.7 Feedback Control of First-Order Plants 653

all possible values of "() can be reached. So in forward time, the control objective
of " D 0 can be reached from any initial value of ". The time-optimal feedback
control law under conditions (9.87) can be deduced by inspection of (9.86). For
u D umax , with b > 0 and a < 0, then since 1  e a < 0, " ./ < 0. Similarly for
u D umin , " ./ > 0. The time-optimal feedback control law is therefore

u D fumin if "  0 or umax if " < 0g D 12 fumin Œ1 C sgn ."/ C umax Œ1  sgn ."/ g:
(9.88)

If the control levels are balanced, meaning umin D umax , then (9.88) reduces to

u D umax sgn ."/: (9.89)

If the plant is unstable with a > 0, then provided

yr C .b=a/ .umax  d / > 0 and yr C .b=a/ .umin  d / < 0; (9.90)

the control objective of " D 0 is reached from only a limited range of ", the limits
of which are the steady-state values of (9.86) with u D umax and u D umin . Thus,

" 2 ."min ; "max / D . Œyr C .b=a/ .umax  d / ;  Œyr C .b=a/ .umin  d / / :

(9.91)

The time-optimal feedback control law under conditions (9.90) and (9.91) can again
be deduced by inspection of (9.86), in this case, for u D umax , with b > 0 and
a > 0. Then since 1  e a > 0, " ./ < 0. Similarly for u D umin , " ./ > 0. The
time-optimal feedback control law is therefore as previously, i.e. (9.88) or (9.89), if
umin D umax .
Remarkably, in contrast with the continuous control laws met in the previous
chapters, (9.88) and (9.89) are independent of the plant parameters, but their
successful operation depends on conditions (9.87) or (9.90) and (9.91). In the form
of (9.34), control law (9.89) has the following switching function:

S .x1 ; yr / D " D yr  y D yr  c1 x1 : (9.92)

The corresponding switching boundary equation is therefore

yr  c1 x1 D 0; (9.93)

which can be regarded as a surface of zero dimension in a one-dimensional state

space, which is the point, x1 D yr =c1 . Figure 9.13 shows the system block diagram.
654 9 Switched and Saturating Control Techniques

Switching element d
Switching u
yr S umax u Plant y
function
y = ay + b ( u − d )
S = yr − y umin S

Fig. 9.13 Closed-loop time-optimal control of first-order linear plant

9.7.2 Time-Optimal Feedback Control: Graphical Approach

Time-optimal control laws for first-order plants can be derived using a graphical
method that could be applied in cases where an analytical solution of the plant
differential equation, such as (9.86), does not exist. This will be demonstrated for
the plant (9.84) whose control laws have been derived in Sect. 9.7.1 and in Sect. 8.4
for second-order plants. First families of responses for u D umax and u D umin are
produced by a simulation, the results of which are shown in Fig. 9.14. Figure 9.14a,
b, d and e are for two plants taken from (9.78), one with a D 1 (open-loop stable)
and the other with a D C1 (open-loop unstable), b D 1, umax D 10, umin D 10,
d D umax =2 and yr D 1. These families of responses are referred to here as response
portraits since they present pictures of the plant dynamic behaviour over a range of
states for selected inputs. As already predicted, the responses of Fig. 9.14a, b, d and
e are monotonic and therefore cross the desired value, zero, once or not at all. It
may be observed that all the responses approaching the line, " D 0, from below are
for u D umax . Similarly all the responses approaching the line, " D 0, from above
are for u D umin . It has already been established theoretically in Sect. 9.7.1 that the
time-optimal control is constant at one saturation limit.
A control law, satisfying this requirement, that automatically drives " towards
zero, at least for some initial states, is apparent by observation of the response
portraits. This indicates that the line, " D 0, should be the switching boundary,
above which u is set to umin and below which u is set to umax , as shown in Fig. 9.14c,
f. This is identical to control law (9.88). For a D 1, Fig. 9.14c shows the
trajectories terminating, as required, on " D 0, in agreement with the theoretical
predictions. For Fig. 9.14f, inserting the numerical plant parameters in (9.91) yields

" 2 . Œ1 C .1=1/ .10  5/ ;  Œ1 C .1=1/ .10  5/ / ;

(9.94)
i:e:; " 2 .umin ; umax / D .6; C14/ :

It is evident in Fig. 9.14f that for ".0/ < 6, the trajectories do not cross " D 0, in
agreement with (9.94). The limit of ".0/ D 14 is outside the range of Fig. 9.14f.
In contrast with continuous linear control systems, if the reference input is
yr .t/ D Yr D const:, the control error, y.t/  Yr , does not tend to zero
asymptotically but, in theory, precisely reaches zero in the time-optimal settling
time, Topt .
9.7 Feedback Control of First-Order Plants 655

a b c
15 15 15

10 Desired 10 10
ε (t ) ε (t ) Desired ε (t ) Switching
5 value 5 5
value boundary
0 0 0
-5 -5 -5
0 0.4 0.8 t[ s ] 1.2 0 0.4 0.8 t[ s ] 1.2 0 0.4 0.8 t[ s ] 1.2
d e f
20 20 20
ε max ε max
Desired
10 10 10
ε (t ) value ε (t ) ε (t )
0 0 0
ε min ε min
-10 -10 Desired -10 Switching
value boundary
-20 -20 -20
0 0.4 0.8 t[ s ] 1.2 0 0.4 0.8 t[ s ] 1.2 0 0.4 0.8 t[ s ] 1.2

Fig. 9.14 Response portraits of first-order plants. (a) u D umax , a D 1. (b) u D umin , a D 1. (c)
Closed loop, a D 1. (d) u D umax , a D 1. (e) u D umin , a D 1. (f) Closed-loop, a D 1

9.7.3 Limit Cycling and Its Control

In theory, a continuous control variable can maintain the desired plant state pre-
cisely, but switched controls can only do so approximately by switching repeatedly
resulting in cyclic errors. In switched feedback control, it is therefore important
to investigate the behaviour of the closed-loop system in the region of the desired
state, where it will spend most of its time. The control variables can only switch at
a finite frequency determined by the hardware, and it is sometimes necessary to add
refinements to ensure that sufficient accuracy is obtained while the control actuators
are not harmed by too high a switching frequency.
Continuing with the initial study of the switched control of the first-order
plant (9.78) expressed in terms of the error, " D y  yr , in (9.79), a switch
in u between umin and umax causes a step change in "P, which is evident by
inspection of (9.79). In the region of the switching boundary, this also makes
"P change sign. The action of the basic feedback control laws (9.88) or (9.89)
will now be considered assuming that the system is mathematically perfect, i.e.
ignoring all implementation imperfections such as sampling of the digital processor.
With reference to Fig. 9.14 (c) or (f) in which the response portraits are directed
towards the switching boundary, " D 0, from above and below, once " changes
P " will immedi-
sign for the first time, u will switch. Since this changes the sign of ",
ately change sign again. This action will be repeated, u switching at an infinite
frequency with a continuously varying mark–space ratio to hold " D 0.
656 9 Switched and Saturating Control Techniques

a b
u u
umax umax
S u S u
− +
S S
umin S umin S

Fig. 9.15 Switching elements for bang–bang or on–off controllers. (a) Basic switching element.
(b) Hysteresis switching element

This phenomenon is similar to the sliding mode introduced in Chap. 10. If control
law (9.88) or (9.89) is implemented by a real digital processor, however, u would be
piecewise constant at umax or Cumax for consecutive periods of h seconds, where
h is the sampling period. Then following each change of sign of ", the resulting
change of the control sign would be delayed by a duration less than h. Hence, "
would oscillate continually about zero. Such behaviour is referred to as a limit cycle.
For practical reasons, as discussed in the following examples, fmax D 1=.2h/ could
be too high. Measures can be taken to reduce it, but at the expense of increasing the
amplitude of the limit cycle. One way of reducing fmax that historically stemmed
from hardware realisation using a Schmidt trigger circuit is to replace the signum
function of the control law with a hysteresis element, as in Fig. 9.15.
Provided the digital processor sampling frequency is much higher than the limit
cycle frequency, the hysteresis element enables control of the error, ", to keep
between two prescribed limits corresponding to S C and S  (usually S  D S C )
thereby guaranteeing a specified control accuracy, the switching frequency varying
with the set point. A bang–bang controller using this switching element is often
referred to as a hysteresis controller. An alternative is a sample and hold element
with sampling period, H D qh, where q is an integer, which has the advantage
of guaranteeing a maximum switching frequency of fmax D 1=.2H /, but the peak
values of " during the limit cycle depend on the set point and may not be equal and
opposite, allowing a steady-state error in the mean value. The following example
demonstrates these two methods of limit cycle control.
Example 9.2 On–off temperature control of a horticultural green house
In this example, plant model (9.78) is applicable with b D a D 1=Th , where Th
is the heating time constant; y is the greenhouse temperature measurement scaled in
the control computer to be numerically equal to the temperature; d D ‚a , where
‚a is the temperature of the ambient surroundings; umin D 0 (fan heater off); and
umax is numerically equal to the steady-state temperature that would be reached with
the fan heater turned on permanently with d D 0. Figure 9.16 shows simulations
with d D 10 Œı C , yr D 30 Œı C , umax D 50 Œı C and Th D 50 Œs .
With the basic switching element, very precise control is achieved once the set
point is reached, but the controller attempts to switch the fan heater on and off
at an infinite frequency as shown in Fig. 9.16a which is impracticable. Electrical
relays are sometimes used in preference to power electronics to reduce cost, but
these would be subject to premature wear with too high a limit cycling frequency.
9.7 Feedback Control of First-Order Plants 657

a 35 b 35 c 35
30 y (t ) 30 30 y (t )
25 r 25 r
[ o C]

[ o C]
[ o C]
25 yr (t ) + 1
20 y (t ) 20 yr (t ) 20 y (t )
15 15 y (t ) yr (t ) − 1 15
10 10 10
5 5 5
60 60 60
[ o C]

[ o C]

[ o C]
40 40 40
u (t ) u (t ) u (t )
20 20 20
0 0 0
0 50 t[ s ] 100 0 50 t[ s ] 100 0 50 t[ s ] 100

Fig. 9.16 Responses of a greenhouse temperature control system. (a) Basic switching element.
(b) Hysteresis switching element. (c) Timed sample/hold

The hysteresis element used to produce the response of Fig. 9.16b has offsets of
S C D C1ı C and S  D 1ı C, which give a controlled limit cycle in which y(t)
oscillates between the limits of yr C 1ı C and yr  1ı C, noting that the sampling
period of a modern digital controller, typically 0.1 to 10 ms, will be orders of
magnitude smaller than the limit cycle period. The mean value of y(t) during the
limit cycle, however, is slightly greater than yr due to the piecewise exponential,
rather than piecewise linear, variations of y(t). For control system design purposes,
an approximate formula for the limit cycle period, Tlc , may be derived using a
piecewise linear approximation to y(t). At the crossing points in Fig. 9.16b where
y.t/ D yr , according to (9.78), the values of ẏ are

yP C D ayr C b .umax  d / and yP  D ayr C b .0  d / (9.95)

The approximate limit cycle period is therefore

2S C 2S  2S C 2S C
Tlc Š C D  
yP C yP  yP C yP
 
C 1 1 2"C bumax
D 2S C D
ayr C b .umax  d / bd  ayr Œayr C b .umax  d / .bd  ayr /
2"Cumax =Th 2"C umax Th
D D
.umax  d  yr / .d C yr / =Th2 .umax  d  yr / .d C yr / (9.96)

2
1
50
50
For this example, this yields Tlc Š D 8:3P Œs :
Œ50  .10/  30 .  10 C 30/
For the controller producing the response of Fig. 9.16c, the sampling period
of the sample and hold unit is H D 4 s, the sampling instants being marked by
the vertical dotted lines. Since the sampling instants are not state dependent and a
control switch does not occur at every switching instant, pseudo-irregularity of the
limit cycle is possible, as exhibited in this case.
658 9 Switched and Saturating Control Techniques

9.7.4 Control with Time-Varying Reference Inputs

The general first-order plant model can be expressed in the form

yP D f .y; u  d / : (9.97)

Sometimes the reference input and/or the external disturbance is time varying. Then
if the control magnitudes are sufficiently large and if the reference input derivatives
are sufficiently small for the response portraits to be directed towards the graph of
yr (t) from both sides, as illustrated in Fig. 9.17 along segment a–b, the ‘ideal’ system
using the basic switching element will follow the reference input with zero error, i.e.
with ".t/ D y.t/  yr .t/ D 0, which is the equation of the switching boundary.
In a practicable system, either with a hysteresis switching element or a timed
sample and hold unit, "(t) will oscillate between positive and negative peaks that
can be kept to relatively small proportions in a well-designed system. This is an
example of control system operation with zero dynamic lag (Chap. 12). First-order
switched control systems are able to operate in this way, but higher-order switched
control systems and continuous control systems require the aid of a special pre-
compensator in order to achieve this.
The condition that the response portraits are directed towards the graph of yr (t),
which is the switching boundary, from both sides may be expressed mathematically
for the general first-order plant by observing that along segment a–b, of Fig. 9.17,
"P D yP  yPr has to be negative for u D umin and positive for u D umax , if y D yr .
Applying this in (9.97) yields

f .yr ; umin  d /  yPr < 0; f .yr ; umax  d /  yPr > 0 )

(9.98)
Œf .yr ; umin  d /  yPr Œf .yr ; umax  d /  yPr < 0:

This condition is a particular case of that for sliding motion derived in Chap. 10.
Example 9.3 Current control loop for power electronic drive applications
Switched mode power electronics is usually used to control the power flow to
electrical loads requiring some form of feedback control, such as the armature

yr ( t )
Fig. 9.17 Closed-loop
response portrait for
first-order bang–bang control
system y ( t ) for u = umin

b
t
a
y ( t ) for u = umax
9.7 Feedback Control of First-Order Plants 659

Power Electronic Equivalent Circuit

+Vs S+
R+ (t ) Electrical Load
Electrical i+ (t ) i (t )
Power −Vs S− i− (t )
L R
R− (t ) u (t ) eb (t )
Supply

Fig. 9.18 Equivalent circuit of power electronics driving an inductive electrical load

Bang-bang inner current control loop

yr ( s ) = idem ( s ) i (s) = y (s)
u
ωdem ( s ) KI ε umax u 1 1 ω (s)
− + Km
+ − s + − + − ε ε S + − La s + Ra Js + F
umin
Kp eb ( s ) = d ( s )
y (s) Km

Fig. 9.19 Bang–bang current control loop in cascade speed control of a DC motor-based drive

winding of a DC motor, each phase winding of the stator of a synchronous or

induction motor, or the set of control windings on a tokomak fusion reactor. These
loads are usually fed from a balanced power supply with equal and opposite voltage
levels via two switches, one turned on and the other turned off at any instant of time,
at frequencies typically ranging from 1 kHz to 100 kHz, as shown in Fig. 9.18.
This arrangement is usually employed rather than a continuously operated
device, such as a class A power amplifier, for the following reasons: a con-
tinuous power amplifier or the pair of electronic switches may be modelled
by two variable resistances, RC .t/ and R .t/, as shown. In the case of the
continuous power amplifier RC .t/ and R .t/ would be varied continuously to
effect
Z the required control, but this would entail a substantial energy loss, WL D
2 
iC .t/RC .t/ C i2 .t/R .t/ dt:
Using the power electronic switches instead would reduce WL several orders of
magnitude since RC or R would be nearly zero with, respectively, switches SC or
S on and with switches SC or S off, iC or i would, respectively, be zero.
The mark–space ratio of the anti-phase switching waveform of SC and S is
varied to effect the required control. If the cascade control structure is employed
(Chap. 4), then the first-order bang–bang control loop would control the load
current, i(t), to follow a demanded reference, idem (t), with nominally zero dynamic
lag, thereby forming the innermost loop and idem (t) would be the control variable for
the next loop in the cascaded structure, as shown in Fig. 9.19 for the speed control
of a DC motor-based drive (Chap. 4).
660 9 Switched and Saturating Control Techniques

Following common practice, Laplace transfer functions are used but bearing in
mind that linear systems theory cannot be applied to the inner control loop due to the
presence of the nonlinear bang–bang element. The outer IP control loop, however,
can be designed by pole assignment (Chaps. 4 and 5) on the assumption that i.t/ Š
idem .t/ during normal operation. Since the focus is on the inner bang–bang control
loop, the design calculations for the outer loop will not be presented here. The IP
outer loop is included to provide a realistic reference input, yr .t/ D idem .t/, and
disturbance input, d.t/ D eb .t/, to the inner bang–bang control loop.
Figure 9.20 shows some simulations of the system of Fig. 9.19 with plant
parameters La D 0:002 ŒH , Ra D 0:5 Œ , K m D 0:06 ŒNm=A  V= .rad=s/ ,
J D 0:0005 Kg m2 and F D 0:0002 V= rad=s . Plant model (9.78) is
applicable for the inner loop sub-plant with a D Ra =La and b D 1=La . The
power supply voltages are umax D umin D 100 ŒV . The outer second-order
loop is designed to be critically damped with a settling time of Ts D 0:5 Œs .
! dem (t) is a 400 [rad/s] step input. The results are on different timescales to reveal
(a) the overall system behaviour .0  1 Œs /, (b) medium-term limit cycle amplitude
changes .0  0:01 Œs / and (c)
short-term limit cycling behaviour 0  50 Œs and
0:8 Œs  f0:8 Œs C 20 Œs g . The current reference from the outer speed control
loop is sufficiently rate limited, and umax is sufficiently large for the zero dynamic lag
condition illustrated in Fig. 9.17 to be satisfied during the whole transient, which is
indicated by the limit cycling. The evidence of the zero dynamic lag being achieved
is the filtered tracking error plots, ".t/, where

".s/ D ".s/= .1 C sTf / ; ".s/ D y.s/  yr .s/: (9.99)

The filter is only for displaying the filtered tracking error and is designed to
smooth out the relatively short-term limit cycling errors which have a maximum
period of the order of 105 Œs .
With the time constant set to Tf D 0:01 Œs , the dynamic lag introduced by the
filter is negligible. The errors in Fig. 9.20a–c are all small compared with the peak
armature current of Š 12 ŒA , and therefore no significant dynamic lag is introduced
by the inner current control loop.
Figure 9.20a, b demonstrate the effect of increasing the hysteresis limits, "C and

" , from ˙0:2 ŒA to ˙1 ŒA . Of course, the limit cycle amplitude and frequency,
respectively, increase and decrease. In Fig. 9.20a, the limit cycling frequency, which
is the switching frequency of the power electronics, is about 600 [kHz], which would
normally restrict the implementation to power electronic devices suited to relatively
low power applications, less than 1 [kW], say. For higher power applications, the
switching frequency would have to be lowered and Fig. 9.20b indicates about
120 [kHz]. Despite the fivefold increase in the limit cycle amplitude, the filtered
tracking error, ".t/, is not noticeably increased. This is due to the mean value
of the error over one limit cycle period being nearly zero due to "(t) being very
nearly piecewise linear and with peak values equal to "C and " D "C . With
a sample/hold period of H D 20 Œs , the controller producing the results of
Fig. 9.20c yields about the same error envelope width as the system of Fig. 9.20b
9.7 Feedback Control of First-Order Plants 661

a b c
14 14 14
12 12 12
10 10 10
8 0.03ω (t )[rad/s] 8 0.03ω (t )[rad/s] 8 0.03ω (t )[rad/s]
6 y (t )[A] 6 y (t )[A] 6 y (t )[A]
4 4 4
2 yr (t )[A] 2 yr (t )[A] 2 yr (t )[A]
0 0 −3 0
10
×10−3 15 ×10 2.5
0
ε (t ) r 1.5
5 y (t )
0 ε (t )[A]
10
5 -0.1 y (t )
-5 ε (t )[A] -0.2 [A]
0.5
0 t[ s ] − 0.8 10H
- 10 0
- 15 -5 -0.3
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
t[ s ] t[ s ] t[ s ]
4 4 4
3
yr ( t )
3 yr ( t ) 3 yr ( t )
2 2 2
1 1 1
y (t ) y (t )
0 0 y (t ) 0
-1 -1 -1
0 2 4 6 8 10 0 2 4 6 8 10 0 2 4 6 8 10
×10−3 t[ s ] ×10−3 t[ s ] ×10−3 t[ s ]
1.5 1.5 1.5
yr (t ) y (t ) y (t )
1 yr (t ) 1 1
0.5 0.5 0.5
0 0 0
-0.5 y (t ) -0.5 -0.5 yr (t )
-1 -1 -1
0 1 2 3 4 5 0 1 2 3 4 5 0 1 2 3 4 5
×10−5 t[ s ] ×10−5 t[ s ] ×10−5 t[ s ]

Fig. 9.20 Simulation of bang–bang current control loop

in a DC motor speed control system.
(a) Hysteresis controller x2b D 12 u s1 2
C 2s1 s2  s2
2
[A]. (b) Hysteresis controller x3b D
u .s2  s1 / [A]. (c) Basic bang–bang element sample/hold H D 2  105 [s]

but a much greater filtered tracking error, this being largely a steady-state error due
to the switch points, indicated in graph of y(t) inset in the graph of ".t/ of Fig. 9.20c,
being at the sampling times, indicated by the vertical dotted lines, rather than being
determined by the error, "(t), as in Fig. 9.20a, b. The source of the steady-state error
is evident from the study of the inset graph of ".t/ and is due to the negative slopes
of y(t), produced by u D umin , being larger in magnitude than the positive slopes
of y(t), produced by u D umax . This, however, does not impair the overall system
performance as it is compensated by the integral term of the outer speed control
loop, thereby avoiding any steady-state error in the step response, !(t). The system
of Fig. 9.20c also exhibits a shuffling effect that can be seen on the medium-term
time scale of 00:01 Œs . The reason for this is evident from the study of the detailed
limit cycling behaviour on the short-term time scale of 0  50 Œs , again due to
the switch points being at the sampling times. Although this appears undesirable
compared with the uniform limit cycling behaviour of the systems of Fig. 9.20a, b,
662 9 Switched and Saturating Control Techniques

the outer speed control loop (Fig. 9.19) filters out the relatively short-term errors
due to the shuffling in y(t), and consequently the control of !(t) is not impaired.
It is evident from the last example that a first-order switched control loop using
the basic bang–bang element with the sample/hold function would perform less
well alone than the hysteresis controller but does not compromise the overall
performance of a control system with the cascade structure in which it is the inner
loop. It should also be noted that the sample/hold function with the sampling period,
H, is not needed if the digital processor is operated with the same sampling period,
since it acts as a sample/hold (Chap. 6). Under these circumstances, a hysteresis
controller must operate with a much higher digital processor sampling frequency
than the controller with the basic bang–bang switching element if it is to produce
the same overall limit cycle peak-to-peak envelope width. Hence, cost savings may
be made by using the controller with the basic bang–bang switching element.

9.7.5 Continuous Control with Saturation

9.7.5.1 Unintentional Saturation

The effects of control saturation on a first-order control loop designed to normally

operate within the control saturation constraints will now be determined. Figure 9.21
shows a forced dynamic control law (Chap. 7) applied to plant (9.78), i.e.

yP D ay C b .u  d / (9.100)

indicating the control saturation constraints. For the purpose of this discussion, it
will be assumed that d b D d , where d
b is the estimate of the external disturbance, d.
Within the control saturation constraints, u D u0 and the closed-loop system obeys
the linear differential equation

yP D .3=Ts/ .yr  y/ ; (9.101)

where Ts is the settling time (5 % criterion).

Saturation element d
FDC control law
yr u′ umax u u Plant y
⎡3 ⎤ umin
u ′ = ⎢ ( yr − y ) − ay ⎥ b + dˆ y = ay + b ( u − d )
⎣ Ts ⎦ umax u′
umin

Fig. 9.21 First-order continuous control system with saturation

9.7 Feedback Control of First-Order Plants 663

a b 15
15
ε (t ) ε (t ) ε max
10 ε max
a 10

5 5 ε max
a

0 0
ε min
a ε min
a

-5 -5 ε min
0 1 2 t[ s ] 3 0 1 2 t[ s ] 3

Fig. 9.22 Closed-loop response portrait for control system of Fig. 9.21. (a) aD1: plant open-
loop stable. (b) aDC1: plant open-loop unstable

In terms of the error, " D y  yr , the control law of Fig. 9.21, assuming db D d ,
is

u0 D  Œ.a C 3=Ts/ " C ayr =b C d (9.102)

There are two saturation boundaries associated with this control law. One boundary
0
is " D "sat
min , which is the minimum error where the control just saturates at u D
sat
umax . The other boundary is " D "max , which is the maximum error where the control
just saturates at u0 D umin . On the graph of "(t), if yr is constant, these boundaries
are horizontal straight lines obtained from (9.102) as
( 
umaxD .aC 3=Ts/ "sat sat
min Cayr =bCd ) "min D Œb .d umax /ayr = .aC3=Ts /
 :
umin D  .aC3=Ts / "sat sat
max Cayr =bCd ) "maxDŒb .d umin /  ayr = .aC3=Ts /

(9.103)

Inside the region between these boundaries, the graphs of "(t) are governed by the
FDC law (9.102) and obey (9.101), which may be written as "P D  .3=Ts/ " )

".t/ D e t =Ts ".0/ (9.104)

if yr is constant. Outside these boundaries, u D umax sgn ."/ and the graphs of
"(t) follow the time-optimal closed-loop response portraits of Fig. 9.14 (c) or (f).
Figure 9.22 shows the results of simulations with the same plant parameters as for
Fig. 9.14, Ts D 1 s and a range of initial values of ".
The exponential decay of "(t) towards
zero,
according to (9.104), between
sat thesatsat-

uration boundaries, i.e. for ".t/ 2 "sat sat

min ; "max , is evident. For ".t/ … "min ; "max ,
664 9 Switched and Saturating Control Techniques

the dynamic character of the time-optimal response portrait is not easily distin-
guishable in Fig. 9.22a because the plant responses with u D ˙umax are stable
exponentials similar to the stable responses under the FDC law, and there is no
discontinuity in d"/dt where the responses cross the boundaries, although the time
constant changes from 1=a D 1 s to Ts /3 as the FDC law takes over. The
continuity of d"/dt is also explained by the steady-state values of the exponential
responses changing from .b=a/ .d ˙ umax /  yr (given by (9.91)) to zero as the
FDC law takes over.
The different dynamic character of the time-optimal response portrait is more
apparent in Fig. 9.22b where the plant responses with u D ˙umax are unstable.

They are directed towards the saturation boundaries for ".t/ … "sat sat
min ; "max and
".t/ 2 ."min ; "max /, where "min and "max are the stability boundaries given by
(9.91), so that the FDC law is able to take over rendering the overall system stable,
but for ".t/ … ."min ; "max / the trajectories under u D ˙umax can never cross the
saturation boundaries and the system is unstable. This situation does not usually
pertain, however, since first most uncontrolled first-order plants are stable.

9.7.5.2 Saturating Control Systems with a Boundary Layer

Consider again the time-optimal control of the plant,

yP D ay C b .u  d / ; (9.105)

but with a continuous actuator and a boundary layer to avoid limit cycling as the
desired state is approached. The time-optimal control law proven in Sect. 9.7.1 is

u D umax sgn .yr  y/ : (9.106)

In terms of Sect. 9.3, this first-order time-optimal control system has a zero-
dimensional switching boundary in the one-dimensional state space of y, which is
the point, y D yr . With reference to Sect. 9.5, the signum function of control law
(9.106) is replaced by a saturation function, yielding the saturated control law,

u D sat ŒK:S .y; yr / ; umax ; umax D sat ŒK .yr  y/ ; umax ; umax : (9.107)

The boundaries forming the extremities

of the boundary
layer

are the two points,
a a a
yC and ya , given by K yr  yC D umax and K yr  ya D umax , i.e. yC D
umax a umax
yr  K and y D yr C K . In terms of the error, " D y  yr , these boundary
points are at "a D umax =K and "aC D umax =K. As K increases, the two boundaries
become closer and coincide with the time-optimal boundary as K ! 1. Within the
boundary layer, (9.107) becomes the simple proportional control law,

u D K .yr  y/ : (9.108)
9.7 Feedback Control of First-Order Plants 665

This eases the analysis within the boundary layer. Thus, the closed-loop differential
equation is obtained by substituting for u in (9.105) using (9.108) to yield

yP D ay C b ŒK .yr  y/  d (9.109)

In terms of the error, " D y  yr , with yr constant, (9.109) becomes

 
ayr  bd
"P D .a  bK/ " C ; (9.110)
a  bK

The solution for constant d is

h i  ay  bd 
.abK/t .abK/t r
".t/ D e ".0/ C 1  e : (9.111)
a  bK

If a  bK < 0, then "(t) decays exponentially to a steady-state value of

ayr  bd
"ss D (9.112)
a  bK

with a time constant of 1= .bK  a/. If K is made sufficiently large, "ss can be
reduced to negligible proportions.
Figure 9.23 shows simulations for a D ˙1, b D 1, K D 100, umax D 10 and
d D umax =2.
The two closed-loop response portraits are as would be expected in the ideal
time-optimal control, indicating the error being driven to approximately zero in a
finite time dependent on the initial error and the plant parameter, a. The responses
on the right are magnified samples from the response portraits, also indicating
the initial control saturation. As would be expected, "(t) does not reach precisely
zero in a finite time as would be the case with the ideal time-optimal control but,
as predicted by (9.111), exponentially decays towards a steady-state value within
the boundary layer, which is dependent upon the constant external disturbance.
Likewise the control exponentially settles to the value needed to maintain a constant
steady-state error and counteract the external disturbance.
If K is increased further, the short exponential transients visible in Fig. 9.23
within the boundary layer (shaded) diminish and the steady-state error almost
vanishes. Then "(t) will appear to reach zero in a finite time, as in the ideal time-
optimal control. Setting K D 1; 000 achieves this, but a lower value of K is used in
Fig. 9.23 to enable the transient behaviour to be seen.
It is evident from the above that only the introduction of the boundary layer via
the saturation function is needed for first-order systems. Further refinements are
needed for higher-order systems.
666 9 Switched and Saturating Control Techniques

a b
15 1
ε (t ) u (t )
10
0.5
ε (t ) ε +a = umax K
5
0
0 ε −a = −umax K
-5 -0.5

-10 -1
0 1 2 t[ s ] 3 0 0.05 0.1 0.15 t[ s ] 0.2

c 15 d
1
ε (t )
10
0.5 u (t )
ε (t ) ε +a = umax K
5
0
0 ε −a = −umax K
-0.5
-5
-10 -1
0 1 2 t[ s ] 3 0 0.05 0.1 0.15 t[ s ] 0.2

Fig. 9.23 Near-time-optimal control of first-order plant with continuous actuators and boundary
layer. (a) Closed-loop response portrait for a D 1. (b) Behaviour in boundary layer for a D 1.
(c) Closed-loop response portrait for a D 1. (d) Behaviour in boundary layer for a D 1

9.8 Feedback Control of Second-Order Plants

9.8.1 Introduction

Attention is now turned to the control of second-order plants modelled by a pair of

state differential equations and a measurement equation of the general form,

xP 1 D f1 .x1 ; x2 ; u/ ; (9.113)

xP 2 D f2 .x1 ; x2 ; u/ (9.114)

y D g .x1 ; x2 / (9.115)
The range of plants considered is restricted to applications in which switched control
actuators are used or control saturation is expected.

9.8.2 State Trajectories and State Portraits

The state of the plant may be displayed by plotting one state variable against the
other as Cartesian coordinates of a point on a graph. The fact that time is an implicit
9.8 Feedback Control of Second-Order Plants 667

parameter, in contrast to the first-order systems considered in the previous section, is

not a serious disadvantage, since the state variables contain all the information about
the dynamic behaviour of the plant. The plane on which the graph is plotted is called
the state plane, which is the two-dimensional state-space of a second-order plant.
In many cases, one state variable may be the controlled output (or measurement
variable) and the other state variable may be taken as the first output derivative.
During the early developments of the state space theory of dynamical systems, state
variables chosen in this way were referred to as phase variables and the graph on
which they were plotted was referred to as the phase plane. This term is still in
common use and may be used if xP 1 D x2 . The general term ‘state plane’ may
be used.
Before developing phase (or state) plane methods, more nomenclature in com-
mon use will be defined. This will be done with reference to the double integrator,

xP 1 D x2 ; (9.116)

xP 2 D b0 u; u 2 Œumin ; umax (9.117)

and

y D x1 (9.118)

which models some real plants, such as a single-attitude control axis of a three-axis-
stabilised spacecraft with negligible inter-axis coupling (Chap. 2).
First, a state (or phase) trajectory is the path taken by the point, [x1 (t), x2 (t)], in
the state (or phase) plane, sometimes referred to as the state point. It is the graph of
x2 (t) plotted against x1 (t) with t as a parameter.
As for the first-order plants of the previous section, the plant behaviour with a
constant control input of u D ˙umax will be considered.
The solution of the state Eqs. (9.116) and (9.117) is then

x2 .t/ D b0 ut C x2 .0/ (9.119)

x1 .t/ D 12 b0 ut 2 C x2 .0/t C x1 .0/: (9.120)

Since x2 (t) and x1 (t) are, respectively, linear and parabolic with respect to t, it is clear
that the graph of x2 (t) against x1 (t) is a parabola. The equation of this trajectory could
be derived by eliminating t between (9.119) and (9.120), but a more straightforward
approach is to solve the state trajectory differential equation which is obtained
directly by dividing one state differential equation by the other. In the general case,
(9.114)/(9.113) yields

xP 2 dx2 f2 .x1 ; x2 ; u/
D D : (9.121)
xP 1 dx1 f1 .x1 ; x2 ; u/

For the double integrator, (9.117)/(9.116) yields the following.

668 9 Switched and Saturating Control Techniques

x2
0.03 [ x1 (t ), x2 (t )]
[rad/s]
0.02
u = umax x2 x1 0.01
b0
∫ dt ∫ dt 0
-0.01
-0.02 [ x1 (0), x2 (0)]
-0.5 0 0.5 1
x1 [rad]

Fig. 9.24 State trajectory for a double integrator plant

dx2 b0 u
D : (9.122)
dx1 x2

For constant u, this can be solved by the method of separation of variables. Thus,
Z Z
1 2
b0 u dx1 D x2 dx2 ) x1 D x C C; (9.123)
2b0 u 2

which is a parabola symmetrical about the x1 axis, where C is an arbitrary

constant of integration. This constant can be expressed in terms of the initial state,
[x1 (0), x2 (0)], using (9.123), as follows:

1 2
C D x1 .0/  x .0/: (9.124)
2b0 u 2

Substituting for C in (9.123) using (9.124) then yields the state trajectory equation,

1 2 
x1 D x1 .0/ C x2  x22 .0/ : (9.125)
2b0 u

A state trajectory is plotted in Fig. 9.24 for a single-attitude control axis of a space

satellite regarded as a rigid body with moment of inertia, J D 200 kg m2 ,
controlled by a reaction wheel with torque constant, Kw D 0:01 ŒNm=V .
Plant model (9.116) through (9.118) applies with b0 D Kw =J and control
saturation levels of umax D umin D 10 V. The state trajectory shown is for
u D umax .
In order to make use of the state trajectory for control system analysis or design,
it is important to determine the direction of motion of the state point along the
trajectory as t increases. This can be found from the state differential Eqs. (9.113)
and (9.114) by selecting any point, (x1 , x2 ), on the trajectory, inserting the values
of x1 and x2 in the right-hand sides and then examining the signs of ẋ1 or ẋ2 ,
either of which determine the direction of motion. As an example, for the point,
.x1 ; x2 / D .0; 0:2/ in Fig. 9.24, xP 1 D 0:2 > 0, meaning that the projection of the
9.8 Feedback Control of Second-Order Plants 669

a 0.03 b 0.03

0.02 0.02

0.01 0.01
x2 x2
0 0
[rad/s] [rad/s]
-0.01 -0.01

-0.02 -0.02

-0.03 -0.03
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1
x1 [rad] x1 [rad]

Fig. 9.25 Open-loop phase portraits for two control levels of a double integrator plant. (a) u D
Cumax . (b) u D umax

state point on the x1 axis of Fig. 9.24 must be moving from left to right, as indicated
by the arrow. For phase variables, x2 is the time derivative of x1 . In this case, if
x2 > 0, x1 must be increasing and conversely if x2 < 0, x1 must be decreasing,
which is useful for determining the direction of motion on the phase portrait.
Also, if the state variables are phase variables, (9.113) reduces to xP 1 D x2 ,
(9.121) becomes dx 2
dx1
D f1 .x1x;2x2 ;u/ and therefore provided f1 .x1 ; x2 ; u/ ¤ 0, for
x2 D 0, the state trajectory crosses the x2 axis at right angles, as exemplified in
Fig. 9.24.
Useful information for the design of switched control systems may be gained
from a family of state trajectories for each available control level. These families of
trajectories give a complete picture of the dynamic behaviour of the plant under the
selected control values and are referred to as state portraits or phase portraits. Since
these state portraits are for the constant control levels without any feedback control,
they are referred to as open-loop state portraits. Examples are shown in Fig. 9.25 for
the space satellite example used to generate Fig. 9.24. Since any control system is
required to respond to a reference input, which in this case will be assumed constant,
the plant model of (9.116) and (9.117) will first be formulated in terms of the error
state variables, x1e D x1  yr and x2e D x2  yPr D x2 . Then the control objective
is to bring x1e and x2e simultaneously to zero in the minimum time. The required
plant model is obtained simply by replacing x1 and x2 in (9.116) and (9.117) by
x1e and x2e .

9.8.3 Time-Optimal Feedback Control of the Double Integrator

Plant

The equations of Pontryagin’s method given in Sect. 9.6.2 will be applied, where
the cost functional to be minimised is (9.75), so the model is required in the matrix–
vector form,
670 9 Switched and Saturating Control Techniques

      
xP 1e 01 x1e 0
D C u: (9.126)
xP 2e 00 x2e b0

Then the costate Eq. (9.68) is

    
pP1 00 p1
D : (9.127)
pP2 10 p2
The Hamiltonian is

H D pT F .x; u/  L .x; u/ D p1 xP 1e C p2 xP 2e  1 D p1 x2e C p2 b0 u: (9.128)

The optimal control that maximises H is therefore

u.t/ D umax sgn Œp2 .t/ ; (9.129)

noting that b0 > 0. The nature of the optimal control switching can then be
investigated by finding the general solution of (9.127), which is

p1 .t/ D p1 .0/ D const:
: (9.130)
p2 .t/ D p1 .0/t C p2 .0/

Since p2 (t) can change sign only once, the time-optimal control for this plant has
only one switch at time, ts1 D p2 .0/=p1 .0/, calculation of which requires the
determination of a pair of initial costates, that are not unique, corresponding to
the initial plant state. This, however, would only be needed for application of the
optimal control on an open-loop basis. The only information needed, in addition to
the plant model, to derive the far more preferable time-optimal feedback control law
is the fact that the optimal control has only one switch. The back tracing method
of Sect. 9.6.2.4 may be used to achieve this readily. The reversed time plant model
obtained by setting t D  in (9.116) and (9.117) is given by

dx1e =d D x2e (9.131)

dx2e =d D b0 u (9.132)

The initial error state with respect to the reversed time, , is Œx1e .0/; x1e .0/ D
Œ0; 0 , and for u constant (˙umax ), the solution is

x2e ./ D b0 u (9.133)

and

x1e ./ D 12 b0 u 2 (9.134)

These equations define two state trajectories with  as a parameter, one for u D
Cumax and the other for u D umax . Since the time-optimal switching function in the
state space is required and this is independent of time, it will be useful to eliminate
 between (9.133) and (9.134) to obtain the trajectory equations as follows:
9.8 Feedback Control of Second-Order Plants 671

a b
0.04
1 1
x1e + x2e x2e > 0, u = −umax p
0.1u(t )
2a 0.5 40 x2e (t )
n-region
0.02 p x e (0 ) 0
x2e -0.5 x1e (t )
[rad/s] -1
0 1
0.5 x1e (t )
x e (0 ) p′
-0.02 p-region S (x e )= 0 0
1 40 x2e (t ) p′
x1e + x2e x2e < 0, u = +umax -0.5
0.1u(t )
2a
-0.04 -1
-1 -0.5 0 0.5 1 0 20 40 60 80 100 120
x1e [rad] t[s]

Fig. 9.26 Time-optimal switching boundary and trajectories for double integrator plant. (a)
Switching boundary and state trajectories. (b) State and control variables

1
x1e D x2 for u D umax : (9.135)
2b0 umax 2e
1
x1e D  x2 for u D umax : (9.136)
2b0 umax 2e
These two trajectories include the last segment of any time-optimal state trajectory.
It is clear that the single switch of any time-optimal control must occur on one
of them. Hence, they are two segments of the time-optimal switching boundary.
Let [x1s , x2s ] be any error state lying on this boundary. Then the equation of the
switching boundary is obtained by combining (9.135) and (9.136) while taking note
of the sign of x2e using (9.133) and then replacing [x1e , x2e ] by [x1s , x2s ]. Thus,
1 2 1
x1s D  x2s sgn .x2s / ) x1s C x2s jx2s j D 0 (9.137)
2b0 umax 2b0 umax

Noting that x1e D x1  x1r , the corresponding switching function and the control
law in the form of (9.45) are therefore
1
S .xe / D S .x1e ; x2e / D x1e  x2e jx2e j (9.138)
2b0 umax
and

u D umax sgn ŒS .xe / : (9.139)

Continuing with the satellite example used to generate Figs. 9.25 and 9.26 shows
the graph of the time-optimal switching boundary together with time-optimal state
trajectories for two different initial states.
672 9 Switched and Saturating Control Techniques

Commencing with an arbitrary initial state, a constant control level of u D ˙umax

is applied until the switching boundary is reached. The control switch occurs just
as the state trajectory crosses the boundary, such as at point, p, or point, p0 , in
Fig. 9.26a, after which the state trajectory remains on the same side of the boundary
but an infinitesimal distance away, following it to the origin of the phase plane, as
shown.

9.8.4 Time-Optimal Control Law Synthesis Using State

Portraits

A switched control law may be found by studying the state portraits for the
available control levels and using this information to divide the state plane into
regions where these control levels should be applied. The closed-loop behaviour
may then be predicted by creating the closed-loop state portrait in which the
boundaries separating the aforementioned regions are marked and the portions of the
appropriate open-loop state portrait are shown in each region. The closed-loop state
trajectories and the associated control switches may then be predicted for any initial
state within the range of the closed-loop state portrait. In order to produce a control
algorithm for implementation, however, equations for the switching boundaries
must be found.
The method will now be demonstrated for the double integrator plant by study
of the phase portraits of Fig. 9.25. Here, an observation may be made that there is
a unique parabolic state trajectory segment terminating on the origin of the phase
plain for u D umax and the trajectories for u D umax cross this trajectory segment
along its semi-infinite length. Similarly, there is a unique parabolic state trajectory
segment terminating on the origin of the phase plain for u D umax and the
trajectories for u D umax cross this trajectory segment along its semi-infinite length.
An interesting candidate-switching boundary would therefore consist of these two
trajectory segments combined as shown in Fig. 9.27a. In fact, this is the time-optimal

a 0.03 b
0.03
0.02 0.02
n-region:
0.01 u = −umax 0.01
x2e 0 x2e 0
[rad/s] [rad/s]
-0.01 p-region: -0.01
u = −umax
-0.02 -0.02

-0.03 -0.03
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1
x1e [rad] x1e [rad]

Fig. 9.27 Time-optimal switching boundary and closed-loop phase portrait for a double integrator
plant. (a) State trajectories forming switching boundary. (b) Closed-loop phase portrait
9.8 Feedback Control of Second-Order Plants 673

switching boundary of Fig. 9.26a. The closed-loop-phase portrait consists of an

infinite continuum of time-optimal state trajectories, only a few of which are shown
in Fig. 9.26b. In this case, the parabolic state trajectory equations are well known
and lead directly to (9.137), (9.138) and (9.139).
Example 9.4 Time-optimal control of a heating process with two dominant time
constants
A kiln is modelled by the state differential equations and measurement equation,

fxP 1 D a1 .x2  x1 / ; xP 2 D a2 .Kdc u  x2 / ; y D x1 g ; (9.140)

where x1 is the workpiece temperature to be controlled and x2 is the temperature

of the surrounding refractory bricks, a1 D 1=T1, a2 D 1=T2 . T1 , T2 and Kdc
are, respectively, the two time constants characterising the process and the plant
DC gain. Given the minimum control level, umin D 0, the maximum control level,
umax D 10 ŒV , T1 D 100 Œs , T2 D 50 Œs and Kdc D 100 ı C=V, it is required to
find the phase portraits for the two available control levels, use these to determine the
time-optimal switching boundary and determine the time-optimal feedback control
law for a constant reference input, yr .
First, the plant model (9.140) will be reformulated in terms of the error state
variables, x1e D x1  yr and x2e D x2  yr , noting that the steady-state temperature
for constant u is x1ss D x2ss D Kdc u. Thus, from (9.140),

xP 1e D a1 .x2e  x1e / (9.141)

xP 2e D a2 ŒKdc u  .x2e C yr / (9.142)

Figure 9.28 shows the state portraits within the operating envelope, which is the
range of temperatures between the steady-state values with u D umin and u D umax .
It will be recalled from Sect. 9.6.2.3 that the number of switches in the time-optimal
control is n  1 if the plant has real poles. This is true here, as the plant poles are at
s1; 2 D a1 ; a2 , so there is only one switch. In Fig. 9.28 there are two trajectory
segments reaching the origin of the error state plane, P1 P0 for u D umax and Q1 Q0
for u D 0. Now suppose that Fig. 9.28a, b are superimposed.
Then the segment P1 P0 for u D umax is crossed by trajectories for u D 0 along
its entire length and the segment Q1 Q0 for u D 0 is similarly crossed by trajectories
for u D umax . The time-optimal switching boundary is therefore formed by joining
these two segments.
Next, the equations of these trajectory segments terminating at the origin will be
derived. For back tracing, Eqs. (9.141) and (9.142) become

dx1e =d D a1 .x1e  x2e / (9.143)

dx2e =d D a2 Œx2e C yr  Kdc u (9.144)

674 9 Switched and Saturating Control Techniques

a b
400 400
Q1

200 200

Q0
x2e 0 x2e 0
P0
[ o C] [ o C]
-200 -200

-400 -400

P1
-600 -600
-600 -400 -200 0 200 400 -600 -400 -200 0 200 400
x1e [ o C] x1e [ o C]

Fig. 9.28 Open-loop state portraits for heating process. (a) u D umax . (b) u D 0

The solution with u constant, is weighted sums of the exponentials, e a1  , e a2  , and

constants. Noting that x2e is the only state variable in (9.144), and x1 .0/ D x2 .0/ D
0 for the back tracing, the solution is of the form

x2e ./ D A .e a2   1/ (9.145)

and

x1e ./ D B .e a1   1/ C C .e a2   1/ ; (9.146)

where A, B and C are constants to be determined. Differentiating (9.145) and (9.146)

w.r.t.  and substituting for dx1e ()/d, dx2e ()/d, x1e () and x2e () in (9.143) and
(9.144) yields
a2 a1
A D yr  Kdc u; B D A and C D A: (9.147)
a2  a1 a1  a2
The required trajectory equations are then obtained by eliminating  between
(9.145) and (9.146). From (9.145),

e a2   1 D x2e =A (9.148)

Also
x a1 =a2
2e
e a1  D e .a1 =a2 /a2  D .e a2  /a1 =a2 D C1 : (9.149)
A
9.8 Feedback Control of Second-Order Plants 675

Then substituting for e a2   1 and e a1  in (9.146) using (9.148) and (9.149) yields
 a1 =a2 
x2e
x1e D B C1  1 C .C =A/ x2e : (9.150)
A

Substituting for A, B and C in (9.150) using (9.147) then yields

( " a1 =a2 # )
1 x2e
x1e D a2 .yr  Kdc u/ C1  1  a1 x2e (9.151)
a2  a1 yr  Kdc u

With reference to Fig. 9.28, for x2e < 0, the trajectory segment, P1 P0 , coincides with
the switching boundary and therefore u D umax . Similarly, for x2e > 0, the trajectory
segment, Q1 Q0 , coincides with the switching boundary and therefore u D 0. Then
(9.151) becomes the time-optimal switching boundary with

u D us D 12 Œ1  sgn .x2e / umax : (9.152)

Given that x1e D x1  x1r , the corresponding switching function is

( " a1 =a2 # )
1 x2e
S .xe ; yr / D x1e C a2 .yr Kdc us / C1 1  a1 x2e :
a2  a1 yr  Kdc us
(9.153)

The time-optimal control law corresponding to (9.45) is then

1
uD f1 C sgn ŒS.xe ; yr / g umax : (9.154)
2
Figure 9.29a shows the time-optimal switching boundary, P0Q, and the closed-loop
state portrait formed from Fig. 9.28a, b. Although this is different in shape from
that of the double integrator plant shown in Fig. 9.27b, it is topologically similar
in that after the first switch the state trajectory follows the switching boundary (in
theory an infinitesimal distance away) to the origin of the error state plane. This is
true for any second-order plant with real poles. If, however, the uncontrolled plant
has an oscillatory mode, then the time-optimal control has more than one switch
and the movement along the switching boundary occurs only after the last switch.
It should be noted that these statements apply to the state trajectory leading to
the demanded state, but after this has been reached, only approximately in a real
system with finite sampling frequency of the digital processor and plant modelling
inaccuracies, further switching will occur just to maintain the system close to the
demanded state. This can be seen in Fig. 9.29b, which shows the system response
to a step reference temperature of yr D 600 ı C with initial state variables of
x1 .0/ D x2 .0/ D 0 ) x1e .0/ D x2e .0/ D yr .
The time-optimal control can be seen to automatically raise the temperature,
x2 (t), of the refractory bricks well above the demanded workpiece temperature.
676 9 Switched and Saturating Control Techniques

a b
400 400
Q x2e (t ) [ o C]
[ o C]
200 200 10u (t )
10u (t )
x2e 0 0
0 x1e (t )
[ o C] 100 10u (t )
[ o C] 80
-200 -200 [V]
60
40 2e (t )
x
-400 -400 o
20 [ C]
0
P 160 161 162
-600 -600
-600 -400 -200 0 200 400 0 50 100 150 200 250
x1e [ o C] t[s]

Fig. 9.29 Time-optimal control of heating process. (a) Closed-loop state portrait. (b) Step
response

Then after the heating element is turned off, heat transfer to the workpiece continues
until it is at the required temperature. After this, a limit cycle occurs indicated by the
solid black band of u(t) in Fig. 9.29b due to the switching being too frequent to be
visible on the 250 s timescale. In fact, the basic switching element of Fig. 9.15a has
been replaced by the hysteresis element of Fig. 9.15b with S C D S  D 0:001ı .
Despite the relatively narrow hysteresis band (defined as S C  S  ), the insert on
the expanded timescale indicates the switching frequency to be about 2 Hz, which
is well within the capability of power electronic switching devices. The mark–space
ratio automatically adjusts so that x1 (t) and x2 (t) both oscillate about a constant
steady-state value of 600 ı C.

9.8.5 Continuous Control with Saturation

9.8.5.1 Unintentional Saturation

In general, if the uncontrolled plant is stable, unintentional control saturation of a

control system designed to operate with a continuous control variable will not be
problematic but may require more attention if the uncontrolled plant is unstable
or oscillatory with only light damping. The following method of analysis based
on the phase plane is generally applicable for continuous control of second-order
plants with non-dynamic controllers. It will be introduced via its application to a
controllable pendulum with unlimited angle of movement and negligible damping.
This type of open-loop behaviour is encountered in the control and guidance of
9.8 Feedback Control of Second-Order Plants 677

spacecraft launch vehicles and robotic mechanisms. The state-space model of the
plant to be considered is
8
< xP 1 D x2
xP D bu  a sin .x1 / (9.155)
: 2
y D x1

where x1 is the pendulum angular displacement from the

vertical hanging position,
x2 is the angular velocity, a D g=L and b D KT = ML2 . Here, g Š 9:81 m=s=s is
the acceleration due to gravity, L is the pendulum length, M is the pendulum mass
and KT is the motor torque constant. It is assumed that the angle measurement, y, is
scaled in the control computer so that it is numerically equal to the pendulum angle.
Equal and opposite control saturation limits of ˙umax will be assumed.
A feedback linearising (forced dynamic) control law will be designed to achieve
a critically damped closed-loop system with a 5 % settling time of Ts seconds. The
control law can be very quickly derived from the second-order plant differential
equation, obtained from (9.155) as

yR D bu  a sin.y/ (9.156)

and the desired closed-loop differential equation,

yR D p0 .yr  y/  p1 y;
P (9.157)

where p0 D 81= 4Ts2 and p1 D 9=Ts. Thus, equating the RHS of (9.156) and
(9.157) yields the control law

1 1
uD Œp0 .yr  y/  p1 yP C a sin.y/ D Œp0 .yr  x1 /  p1 x2 C a sin .x1 / :
b b
(9.158)

Without control saturation, the pendulum can be controlled to any angle with the
closed-loop dynamics of (9.157). With control saturation, study of the two phase
portraits, one for u D umax and the other for u D umax , will enable the system
behaviour in saturation to be investigated. These are used in conjunction with the
two saturation boundaries of the control law, which bound the region of the state
space in which the control system operates without saturation, which will be called
the continuous region. The saturation boundaries are the loci of all points in the
phase plane for which the control law demands a control that just reaches one of
the two saturation limits. For u D Cumax , the saturation boundary is called the ‘p’
saturation boundary and its equation is just (9.158) with u D Cumax . For plotting
purposes, x2 can be made the subject of this equation to yield
1
x2 D Œp0 .yr  x1 / C a sin .x1 /  bumax : (9.159)
p1
678 9 Switched and Saturating Control Techniques

a b
10 10
x2 [rad/s]

x2 [rad/s]
5 5

0 0

-5 -5

-10 -10

-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
x1 [rad] x1 [rad]
c d
'n ' region 'n' region
10 10
x2 [rad/s]
x2 [rad/s]

5 5
Sna
Spa
0 0 Sna
Spa
-5 -5

-10 'p' region -10 'p' region

-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
x1 [rad] x1 [rad]

Fig. 9.30 Phase portraits of pendulum. (a) Phase portrait for u D Cumax . (b) Phase portrait for
u D umax . (c) Closed-loop phase portrait for yr D 0 rad. (d) Closed-loop phase portrait for
yr D 2 rad

Similarly, for u D umax , the ‘n’ saturation boundary is given by

1
x2 D Œp0 .yr  x1 / C a sin .x1 / C bumax : (9.160)
p1
The phaseportraits of the uncontrolled pendulum have been computed for M D
1 Œ Kg , L D 0:5 Œm , KT D 0:5 ŒNm=V and umax D 10 ŒV and are plotted in
Fig. 9.30a, b. The values of KT and umax have been chosen so that the maximum
control torque is only just sufficient to move the pendulum to angles between
˙=2 Œrad and ˙=2 Œrad so that saturation will be likely during loop closure.
9.8 Feedback Control of Second-Order Plants 679

a b
y r (t ) y r (t )
1 3
0.95 yr ( t ) 0.95 yr ( t )
0.8 x1 (t ) 2.5 x1 (t )
[rad],[V]

[rad],[V]
0.1u( t )
2
0.6
uss 1.5
0.4
1
0.1u(t )
0.2 0.5 uss
0 0
0 Ts nom = 1 2 3 0 Ts nom = 1 2 3
Tsact = 1 t[s] Tsact ≅ 1.15 t[s]

Fig. 9.31 Step responses of feedback linearising control of a pendulum. (a) Without control
saturation. (b) With control saturation

Figure 9.30c, d are closed-loop-phase portraits produced from simulations with

various initial states. The ‘p’ and ‘n’ saturation boundaries are superimposed on
the closed-loop phase portraits, shown dotted and indicated, respectively, as Sap and
San . As expected, the state trajectories converge to the desired state points .x1 ; x2 / D
.0; 0/ in Fig. 9.30c and .x1 ; x2 / D .2; 0/ in Fig. 9.30d within the continuous region
between the saturation boundaries where the forced dynamic control law operates as
intended. The control saturates at u D Cumax in the ‘p’ region below the boundary,
Bp , and saturates at u D umax in the ‘n’ region above the boundary, Bn . This
is confirmed by observing that the state trajectories follow the phase portrait of
Fig. 9.30a for u D Cumax in the ‘p’ region and they follow the phase portrait of
Fig. 9.30b for u D umax in the ‘n’ region. For yr D 0, as would be expected, every
feature of Fig. 9.30c is reflected in the origin, which is the desired state point. For
yr D 0, however, the continuous region moves to the right, but the desired state point
is very close to the saturation boundary, Bp , which is a consequence of the maximum
torque being only just sufficient to lift the pendulum to an angle of 2 rad. The overall
closed-loop behaviour, however, can be seen to be stable despite the saturation.
Figure 9.31 shows control system step responses with zero initial states, with and
without saturation depending on the magnitude of the demanded angle.
These confirm that without the saturation, the settling time specification is met,
but with the saturation, the actual settling time, Ts act , exceeds the nominal value,
Ts nom . The steady-state value, uss , of the control is larger for the smaller reference
angle due to the greater gravitational torque to be counteracted, considering that
yr D 3 rad is nearly an inverted attitude.

9.8.5.2 Saturating Control Systems with a Boundary Layer

Attention is now turned to control systems designed to operate with continuous

actuators in saturation for relatively large changes of state, usually to minimise the
680 9 Switched and Saturating Control Techniques

settling time. The boundary layer introduced in Sect. 9.5 is a means to operate the
actuators continuously as the desired state is approached in order to avoid limit
cycling. In fact, the boundary layer is similar to the continuous region of Sect. 9.5
but with the difference that its shape in the phase plane is determined by the control
system designer. Here, a continuous control law is replaced by a switching function
designed to yield a certain performance with control saturation. The boundary layer
is kept as small as possible to ensure that the performance for relatively large
changes of state is almost the same as that of the ‘ideal’ system operating with
hard switching according to the switching boundary. The focus here, however, is the
control system behaviour within the boundary layer leading to the desired state. This
will now be studied in detail by continuing the study of the rigid-body spacecraft
attitude control system (single axis) whose basic time-optimal control law was
derived in Sect. 9.8.3. The error state equations are

xP 1e D x2e
; (9.161)
xP 2e D b0 u

where x1e D x1  x1r , x1 is the attitude angle to be controlled, x1r is the constant
reference input, x2e D x2 , x2 is the angular velocity, b0 D Kw =J , Kw is the reaction
wheel torque constant, J is the spacecraft moment of inertia and u is the reaction
wheel drive input voltage. The time-optimal control law is then

u D umax sgn ŒS .x1e ; x2e / (9.162)

where umax is the control magnitude saturation limit and the switching function is

1
S .x1e ; x2e / D x1e  x2e jx2e j : (9.163)
2b0 umax

The double integrator example is taken because it contains no natural damping,

in contrast with an earthbound positioning mechanism subject to friction. Due to
this, refinements are needed further to the boundary layer. An understanding of
these refinements is facilitated by following the steps of development leading to
satisfactory performance. The first step is to introduce a boundary layer by replacing
the signum function of (9.162) by a saturation function (Sect. 9.5). Thus,

u D sat ŒK:S .x1e ; x2e / ; umax ; umax : (9.164)

This introduces two saturation boundaries: Sna .x1e ; x2e / D 0 for saturation at u D
umax and Spsat .x1e ; x2e / D 0 for saturation at u D Cumax . These boundaries are
obtained by translating the switching boundary, S .x1e ; x2e / D 0, along the x1e axis
sat
by Ssat to yield Snsat .x1e ; x2e / D 0 and by SC to yield Spa .x1e ; x2e / D 0. The
equations of the two saturation boundaries are therefore
9.8 Feedback Control of Second-Order Plants 681

(
Snsat .x1e ; x2e / D S .x1e ; x2e /  Ssat D 0
sat : (9.165)
Spsat .x1e ; x2e / D S .x1e ; x2e /  SC D0

where S(x1e , x2e ) is given by (9.163). With reference to the saturation transfer
sat
characteristic of Fig. 9.12b, Ssat D umax =K and SC D Cumax =K. The boundary
layer width, i.e. the translational displacement between the saturation boundaries
along the x1e axis, is therefore

2umax
S sat D SC
sat
 Ssat D : (9.166)
K

The two saturation boundaries are therefore placed on each side of the switching
boundary they replace and as K is increased, they become closer to that switching
boundary, the boundary layer diminishing. Hence, as K ! 1, Ssat n (x1e , x2e ) !
S .x1e ; x2e / and Ssat
p (x 1e , x 2e ) ! S .x1e ; x2e /, and therefore the system behaviour
approaches that of the basic system operating with hard  switching. Figure 9.32
shows some simulation results with J D 200 kg m2 , Kw D 0:01 ŒNm=V and
umax D 10 ŒV .
Figure 9.32a shows the variables during a slewing manoeuvre of  rad using the
basic time-optimal control law of (9.162) with (9.163) for comparison purposes.
The rapid switching of u(t) during the limit cycle occurring after the system first
approaches zero error state is indicated by the black area. This is referred to as
control chatter in the context of sliding mode control, and the boundary layer is one
of the methods used in Chap. 9 to eliminate it.
Figure 9.32b shows the result of introducing a boundary layer using (9.164) with
(9.163). The boundary layer gain is set to K D 200, giving a boundary layer width
of 2umax =K D 0:1 rad. While the initial transient behaviour is similar to that of
the ideal time-optimal system, an issue is the oscillatory behaviour occurring in the
region of the desired zero error state. It will now be shown that this is due to the
quadratic term, x2e jx2e j, in the switching function. Within the boundary layer, the
control law defined by (9.163) and (9.164) becomes
 
1
u D K x1e C x2e jx2e j : (9.167)
2b0 umax

Applying the method of linearisation about the operating point covered in Chap. 7,
about an arbitrary point .x 1e ; x 2e ; u/ within the boundary layer, yields the equations
for small changes, xQ 1e , xQ 2e and ũ, with respect to the operating point
n o
uQ D K xQ 1e C 2b01umax Œx2e sgn .x2e / C jx2e j :1 jx2e Dx 2e :xQ 2e
  (9.168)
D K xQ 1e C b0 u1max jx 2e j xQ 2e :
682 9 Switched and Saturating Control Techniques

a
0.04 4
100x2e ( t )
2
0.03 0
-2 x1e ( t )
0.02 -4
10
0.01 5 u (t )
0
x2 [rad/s]

[V]
0 -5
-10
-3.5 -3 -2.5 -2 -1.5 -1 -0.5 0 0.5 0 50 100 150 200 250 300
x1 [rad] t[s]
b
0.04 4
Boundary 100x2e ( t )
2
layer
0.03 0
Sna -2 x1e ( t )
Spa Sna -4
0.02
10
0.01 Spa Sna Spa 5 u (t )
0
x2 [rad/s]

[V]
0 Boundary layer -5
-10
-3.5 -3 -2.5 -2 -1.5 -1 -0.5 0 0.5 0 50 100 150 200 250 300
x1 [rad] t[s]

Fig. 9.32 Effect of boundary layer on time-optimal control of a double integrator plant (a) with
basic time-optimal control law. (b) With time-optimal switching function and boundary layer

Fig. 9.33 Block diagram of x1er ( s ) = 0 u ( s ) 1 x 2e ( s ) 1 x 1e ( s )

linearised system within the b0
K
boundary layer + − s s
+ 1
x2e
+ 0 max
b u

The plant (9.161) is already linear, and therefore, linearisation will yield the same
state equations with x1e and x2e replaced, respectively, by xQ 1e and xQ 2e . Figure 9.33
shows the block diagram of the closed-loop system for these small changes.
The characteristic polynomial is
  
2 Kb0 1 1 K
s 1  jx 2e j  D s2 C jx 2e j s C Kb0 D s 2 C 2
!n s C !n2
s b0 umax s umax
(9.169)
9.8 Feedback Control of Second-Order Plants 683

The closed-loop damping ratio and undamped natural frequency are therefore
p
!n D Kb0 (9.170)
and
K

D jx 2e j : (9.171)
2!n umax

This explains the oscillatory behaviour about the desired error state, .x1e ; x2e / D
.0; 0/. For linearisation about this point, i.e. .x 1e ; x 2e / D .0; 0/, (9.171) yields
D
0, indicating oscillatory behaviour with zero damping. The spiral state trajectory
shown in the lower left insert of Fig. 9.33b and the decaying oscillations of u(t),
however, indicate a small amount of damping. This is due to the small amount
of velocity feedback brought about by x2e .t/ ¤ 0 during the oscillations. This
damping occurs since if relinearisation were to be performed at each point on the
state trajectory encircling the origin of the phase plane, for x2e ¤ 0, then (9.171)
would yield
> 0. If (9.167) included a term linear with respect to x2e , i.e. Kd x2e ,
where Kd is an adjustable velocity feedback gain, then the linearisation would yield
a constant component of
, thereby ensuring adequate damping with a suitable value
of Kd . If the switching function (9.163) is modified to
1
Sm .x1e ; x2e / D x1e  x2e jx2e j  Kd x2e ; (9.172)
2b0 umax
then (9.168) becomes
 
1
uQ D K xQ 1e C jx 2e j xQ 2e C Kd xQ 2e (9.173)
b0 umax
and consequently the closed-loop characteristic polynomial (9.169) becomes
 
jx 2e j
s 2 C Kb0 C Kd s C Kb0 D s 2 C 2
!n s C !n2 : (9.174)
umax
This enables the damping ratio in the region of the desired state to be chosen and
Kd calculated to achieve this, once the boundary layer width is set using the gain, K,
via (9.166). Setting jx 2e j D 0 in (9.174) for linearisation about .x 1e ; x 2e / D .0; 0/,
equating the coefficients of s in (9.174) and using (9.170) then yield

2
!n 2

Kd D Dp : (9.175)
Kb0 Kb0

This modification alone, however, has the effect of ‘bending’ the switching bound-
ary towards the x1e axis with the result that the state trajectory enters the boundary
layer too soon, causing premature deceleration and consequently increasing the
settling time beyond the time-optimal value. This will be demonstrated shortly.
A further modification is possible, however, to overcome this problem. To arrive
at this, attention is drawn to the first insert in Fig. 9.32b that shows the state
684 9 Switched and Saturating Control Techniques

trajectory crossing the Ssat

p saturation boundary into the boundary layer and moving
monotonically towards the opposite Ssat n saturation boundary, nearly reaching it
well before approaching the origin of the phase plane. This causes an overshoot
of almost umax =K D 0:05 rad in magnitude. To show that the state trajectory moves
towards the Ssatn saturation boundary for x2e > 0 within the boundary layer and
similarly towards the Ssat
p for x2e < 0, consider the slope of the state trajectory.
From (9.161), this is dx2e =dx1e D xP 2e =xP 1e D b0 u=x2e . On the Ssat
n boundary, for
x2e > 0, u D umax , and therefore the trajectory slope is dx2e =dx1e D b0 umax =x2e .
Similarly on the Ssatp boundary, for x2e < 0, u D Cumax , giving a trajectory
slope of dx2e =dx1e D Cb0 umax =x2e . Within the boundary layer, juj < umax and
therefore jdx2e /dx1e j < b0 umax = jx2e j. This implies that for x2e > 0, the state
trajectory must be moving towards the Ssat n boundary and that for x2e < 0, the state
trajectory must be moving towards the Ssat p boundary. Once within the boundary
layer, the trajectory cannot ‘escape’ from it by crossing the saturation boundary it is
approaching because the trajectory slope tends asymptotically towards the slope of
the saturation boundary as it approaches it. This behaviour is evident in the phase
plane of Fig. 9.32b.
Starting with the basic time-optimal switching boundary, a modification that
eliminates the overshoot is to displace the upper segment for x2e 2 .0; 1/ along the
x1e axis by umax =K and similarly displace the lower segment for x2e 2 Œ0; 1/
by Cumax =K. This is implemented by replacing the switching function (9.163) by
h umax i 1
S 0 .x1e ; x2e / D  x1e C sgn .x2e /  x2e jx2e j : (9.176)
K 2b0 umax

Figure 9.34a shows the saturation boundaries resulting when using (9.176) with the
saturation function (9.164).
These are similar to the modified boundary, S 0 .x1e ; x2e / D 0, displaced by
˙umax =K along the x1e axis. The result is that for x2e > 0, the S0satn saturation
boundary passes through the origin of the phase plane, as does the S0sat
p saturation
boundary for x2e < 0. These are the boundary segments that the state trajectory
will approach closely from within the boundary layer, and therefore, the overshoot

a b
a x2e a x2e dx2e 1
Sp′a S′ S′n S′′p a S′′ S′′n =−
umax umax dx1e Kd
2 umax
K K
a K
0 b x1e x1e
0
u u u
−2 max − max − max
K K K
S′pa S′ S′na S′′p a S′′ S′′n a

Fig. 9.34 Modified saturation boundaries to prevent overshooting and introduce damping. (a)
Introduction of skew offset. (b) Introduction of linear segment
9.8 Feedback Control of Second-Order Plants 685

x2e
c
a x2max umax
x1e = − K d x2e
K
umax 0 x1e
− − x2max u 1
K b x1e = − max sgn ( x2e ) − x2e x2e
K 2b0umax
d

Fig. 9.35 Determination of the inner intersection points for segmented switching boundary

of Fig. 9.32b cannot occur. With reference to Fig. 9.34a, however, the discontinuity
at x2e D 0 introduced by the term umax K
sgn .x2e / in the switching function (9.176)
causes the saturation boundaries to have two complementary horizontal straight line
segments, a–0 for S0sat 0sat
n and 0–b for S p . Although the state acquisition would be
nearly time optimal, the boundary layer would vanish in the first and third segments
of the phase plane, causing control chatter similar to that of Fig. 9.32a. This is
avoided by introducing the linear term Kd x2e in the switching function, as in (9.172),
but using this alone as a linear segment passing through .x1e ; x2e / D .0; 0/.
Boundary, S0 , becomes active outside the two points where the linear segment
intersects it. With reference to Fig. 9.35, for implementation, it is necessary to
calculate the values, ˙x2 max , of x2e at the two intersection points, a and b, closest to
the origin of the phase plane.
For jx2e j > x2 max , the switching boundary, S0 , is active regardless of points c
and d.
For x2e > 0, the equation of the switching boundary, S0 , is

umax 1
x1e D   x2 : (9.177)
K 2b0 umax 2e

The equation of the linear switching boundary segment is

x1e D Kd x2e : (9.178)

Equating the RHS of (9.177) and (9.178) then yields

2 2b0 u2max
x2e  2b0 umax Kd x2e C D0 (9.179)
K
The solution, x2 max , is then the smaller of the two roots, i.e.,
r s !
2b0 u2max 2
x2 max D b0 umax Kd  b02 u2max Kd2  D b0 umax Kd  Kd2  :
K b0 K
(9.180)
686 9 Switched and Saturating Control Techniques

The required switching function for use with the saturation function (9.164) is then
8
ˆ
< .x1e C Kd x2e / for jx2e j  x2 max
S 00 .x1e ; x2e / D S 0 .x1e ; x2e / for jx2e j > x2 max :
:̂where S 0 .x1e ; x2e / D  x1e C umax sgn .x2e /  1 x2e jx2e j
K 2b0 umax
(9.181)

This resurrects the boundary layer around .x1e ; x2e / D .0; 0/ as shown in
Fig. 9.34b and gives the system damping that can be specified using (9.175).
Figure 9.36a shows simulation results of the system based on (9.172). This
demonstrates the premature deceleration, reduced control magnitude and increased
settling time already mentioned. Figure 9.36b shows the equivalent results obtained

a b
0.04 4
Time optimal 100x2e ( t )
S′na switching
2
0.03 S′pa boundary 0
-2 x1e ( t )
0.02 Boundary -4
layer 10
0.01 5 u (t )
0 [V]
x2 [rad/s]

0 -5
-10
-3.5 -3 -2.5 -2 -1.5 -1 -0.5 0 0.5 0 50 100 150 200 250 300
x1 [rad] t[s]
c d
0.04 4
S′′n a 2 100x2e ( t )
S′′p a Boundary
0.03 layer 0
-2 x1e ( t )
0.02 -4
10
0.01 5 u (t )
0 [V]
x2 [rad/s]

0
Boundary layer -5
0
0 -10
-3.5 -3 -2.5 -2 -1.5 -1 -0.5 0 0.5 0 50 100 150 200 250 300
x1 [rad] t[s]

Fig. 9.36 Simulation of near-time-optimal slew manoeuvre with modified boundary layer. (a)
Basic switching function with additional linear term. (b) Offset switching function with linear
segment
9.9 Feedback Control of Third and Higher-Order Plants 687

with the recommended switching function (9.181). After the state trajectory enters
the linear region of the boundary layer surrounding the origin of the phase plane,
a small overshoot of x1e (t) occurs, but this is negligible. In fact the boundary layer
width has been set to a larger value than necessary in order to display the behaviour
of the state trajectory within the boundary layer.
It could be set to a much narrower value in practice by increasing K. For example,
increasing K to 1,000 yields responses indistinguishable from the ideal time-optimal
system when viewed on the scales of Fig. 9.36.

9.8.6 Limit Cycling Control

As for the first-order systems, limit cycling can be controlled by introducing a

hysteresis element and adjusting it to achieve an acceptable limit cycle amplitude. A
more sophisticated version for spacecraft attitude control is presented in Appendix
A9, which ensures that the positive and negative excursions of the attitude error
are equal and opposite with a specified magnitude and adapts automatically to the
external disturbance torque, which can be estimated using an observer.

9.9 Feedback Control of Third and Higher-Order Plants

9.9.1 Overview

There is no general theory of switched feedback control for plants of more than
second order, except the pulse modulation method of Sect. 9.2. Specific feedback
control techniques, however, may be developed for individual applications, and this
section contains two examples.

9.9.2 Time-Optimal Control of the Triple Integrator Plant

The plant state-space model is

2 3 2 32 3 2 3
xP 1 01 0 x1 0
4 xP 2 5 D 4 0 0 1 5 4 x2 5 C 4 0 5 u; juj  umax : (9.182)
xP 3 00 0 x3 1

If the reference input is x1r D const:, the error state coordinates are x1e D x1  x1r ,
x2e D x2 and x3e D x3 and the error state-space model is
688 9 Switched and Saturating Control Techniques

2 3 2 32 3 2 3
xP 1e 01 0 x1e 0
4 xP 2e 5 D 4 0 0 1 5 4 x2e C 0 5 u;
5 4 juj  umax : (9.183)
xP 3e 00 0 x3e 1

The problem is then to determine the switched control law that brings the plant to the
origin of the error state space in the minimum time. It has already been established
in Sect. 9.6.2.3 that the number of control switches for an arbitrary initial state is
n  1, where n is the plant order, for any linear plant with poles lying on the real
axis of the splane. In this case, there are just two switches, and therefore, the back
tracing method can be used to derive the equation of the switching boundary in the
error state space, which leads to the required state feedback control law. The error
state differential equation for the back tracing is
2 3 2 32 3 2 3
x 01 0 x1e 0
d 4 1e 5
x2e D  4 0 0 1 5 4 x2e 5  4 0 5 u; u D ˙umax : (9.184)
d
x3e 00 0 x3e 1

The corresponding state transition equation for constant u is then

2 3 2 32 3 2 3
x1e .i C1 / 1  12  2 x1e .i /  16  3
4 x2e .i C1 / 5 D 4 0 1  5 4 x2e .i / 5 C 4 12  2 5 u: (9.185)
x3e .i C1 / 0 0 1 x3e .i / 

where i C1 D i C . Let the back tracing start at the origin of the error state space
at time, 0 D 0, and let the time to the first switch along this trajectory (which is
switch two in real time), be  s1 . Then the error state at  s1 is yielded by (9.185) as
2 3 2 2
32 3 2 3
3 2 3
3
x1s 1 s1 12 s1 0  16 s1  16 us1
4 x2s 5 D 4 0 1 s1 5 4 0 5 C 4 12  2 5 u D 4 12 u 2 5 (9.186)
s1 s1
x3s 0 0 1 0  s1  us1

Let the time between the first and second switches along the back traced trajectory
(which is the first switch in real time) be  s2 . Then the error state at this switching
time (which, for arbitrary  s1 and  s2 , is an arbitrary point on the time-optimal
switching boundary) is yielded by (9.185) as
2 3 2 2
32 3 2 3
3
x1b 1 s2 12 s2 x1s  16 s2
4 x2b 5 D 4 0 1 s2 5 4 x2s 5 C 4 12  2 5 .u/ ; (9.187)
s2
x3b 0 0 1 x3s  s2

noting that u changes sign along this second segment of the back traced trajectory. It
is now necessary to eliminate the switch state, xs D Œx1s x2s x3s T , the two switching
times,  s1 and  s2 , and u between (9.186) and (9.187). First, substituting for xs in
(9.187) using (9.186) yields
9.9 Feedback Control of Third and Higher-Order Plants 689

2 3 2 2
32 3
3 2 3
x1b 1 s2 12 s2  16 us1 1 u 3
6 s2
4 x2b 5 D 4 0 1 s2 5 4 12 u 2 5 C 4  12 u 2 5 (9.188)
s1 s2
x3b 0 0 1  us1 us2

which gives
3 2 2 3

x1b D 16 u s2  3s2 s1  3s2 s1  s1 (9.189)

2 2

x2b D 12 u s1 C 2s1 s2  s2 (9.190)

x3b D u .s2  s1 / (9.191)

Next  s1 and  s2 are eliminated between (9.189), (9.190) and (9.191). From (9.191),
2
2

1
2 x3b D 12 u2 s2 2
 2s2 s1 C s1 : (9.192)

Then u (9.190) C (9.192) gives

2
ux2b C 12 x3b D u2 s1
2
: (9.193)

Again from (9.191),

3
3

1
6 x3b D 16 u3 s2 2
 3s2 2
s1 C 3s2 s1 3
 s1 : (9.194)

Then (9.194)  u2  (9.189) gives

3
1
6 x3b  u2 x1b D u3 s2 s1
2
: (9.195)

Then (9.195)/(9.193) gives

3
1
6x3b  u2 x1b
2
D us2 : (9.196)
ux2b C 12 x3b

Taking the square root of both sides of (9.193) yields

2 2

1
ux2b C 12 x3b D ˙ jus1 j ; (9.197)

but since jus1 j D us1 sgn .us1 / D us1 sgn.u/, (9.197) may be written as
2 2

1
ux2b C 12 x3b sgn.u/ D us1 ; (9.198)
690 9 Switched and Saturating Control Techniques

provided the positive square root is taken. Then subtracting (9.198) from (9.196)
and using (9.191) yield
1 x 3 u2 x
6 3b

1b 2 2

1
x3b D  ux2b C 12 x3b
2
ux2b C 12 x3b
sgn.u/ )
h
12 i
(9.199)
2 3 2 2
u x1b  16 x3b C ux2b C 12 x3b sgn.u/ C x3b ux2b C 12 x3b D0

From (9.195),

3

sgn.u/ D sgn u3 D sgn 16 x3b  u2 x1b : (9.200)

Since u D juj sgn.u/ and for the time-optimal control u D ˙umax , in view of
(9.200),
3

u D umax sgn 1
6 x3b  u2 x1b : (9.201)

The switching boundary equation is then given by (9.199) with u2 D u2max , sgn(u)
given by (9.200) and u given by (9.201), which may be written
  9
C x 2 S 0 C x3b x D 0 >
1
u2max x1b  16 x3b
3
=
3

where S 0 D sgn 16 x3b  u2max x1b >

: (9.202)
0 2 ;
and x D umax x2b S C 2 x3b
1

The time-optimal state feedback control law is based on (9.202), which may be
written as S .x1b ; x2b ; x3b / D 0. This boundary divides the error state space into
the ‘n’ region in which the time-optimal control is u D umax and the ‘p’ region
in which u D umax . In order to allocate these regions correctly, consider an initial
error state, [x1e (0), 0, 0], where x1e .0/ ¤ 0. By inspection of (9.202),

sgn ŒS .x1e .0/; 0; 0/ D sgn Œx1e .0/ : (9.203)

The solution of (9.183) with this initial state and constant u is

2 3 2 32 3 2 33
x1e .t/ 1 t 12 t 2 x1e .0/ 1t
6
4 x2e .t/ 5 D 4 0 1 t 5 4 0 5 C 12 t 2 5 u )
4
(9.204)
x3e .t/ 00 1 0 t
x1e D x1e .0/ C 16 ut 3 I x2e D 12 ut 2 I x3e D ut:

With reference to (9.202), the switching function is

  9
C x 2 S 0 C x3e x >
1
S .x1e ; x2e ; x3e / D u2max x1e  16 x3e
3
=
0
3

where S D sgn 6 x3e  umax x1e

1 2 : (9.205)
>
;
0 2
and x D umax x2e S C 2 x3e 1
9.9 Feedback Control of Third and Higher-Order Plants 691

Substituting for x1e , x2e and x3e in (9.205) using (9.204) then yields the following:
˚  
S 0 D sgn 1
6 u3 t 3  u2max x1e .0/ C 16 ut 3 D sgn u2max x1e .0/ D  sgn Œx1e .0/ ;
(9.206)

since juj D umax and sgn.u/ D sgn u3 .

x D umax 12 ut 2 sgn Œx1e .0/ C 12 u2max t 2 : (9.207)

Then the switching function evaluation is

  1 
S .x1e ; x2e ; x3e / D u2max x1e .0/ C 16 ut 3  16 u3 t 3 C x 2 sgn Œx1e .0/ C ut x
 1

D u2max x1e .0/ C ut  x 2 sgn Œx1e .0/ x;
(9.208)

since u3 D u2max u. If u D umax sgn Œx1e .0/ , then according to (9.207), x D 0 )

S .x1e ; x2e ; x3e / D u2max x1e .0/ D const: (9.209)

Hence, in this case, the switching boundary cannot be reached. For the other option,

u D umax sgn Œx1e .0/ (9.210)

(9.207) yields x D u2max t 2 and (9.208) becomes

S .x1e ; x2e ; x3e / D u2max x1e .0/C ..umax sgn Œx1e .0/ / tumax t sgn Œx1e .0/ / u2max t 2
D u2max x1e .0/  2u3max t 3 sgn Œx1e .0/ :
(9.211)

In this case, S .x1e ; x2e ; x3e / D 0 when t D fjx1e .0/j = .2umax /g1=3 proving that the
switching boundary is reached in a finite time.
In view of (9.203) and (9.210), the time-optimal control for the initial error state,
[x1e (0), 0, 0], is

u D umax sgn fS Œx1e .0/; 0; 0 g : (9.212)

It follows that the time-optimal control for an arbitrary error state is

u D umax sgn ŒS .x1e ; x2e ; x3e / (9.213)

692 9 Switched and Saturating Control Techniques

where the switching function is given by (9.205). An alternative switching function

is obtained by multiplying S(x1e, x2e , x3e ) by 1, yielding
9
u D umax sgn ŒS 00 .x1e ; x2e ; x3e /   >
=
where S 00 .x1e ; x2e ; x3e / D u2max x1e C 16 x3e  x 2 S 0 C x3e x; : (9.214)
3 1

>
;
S 0 D sgn 16 x3e 3
 u2max x1e and x D umax x2e S 0 C 12 x3e2

Example 9.5 Time-optimal attitude control of spacecraft by solar sailing

In conventional spacecraft attitude control systems, solar radiation pressure gives
rise to a force vector that, due to the inevitable asymmetries of the spacecraft
geometry and the nonuniform mass distribution, is not directed through the centre
of mass. This causes a disturbance torque that has to be counteracted by the attitude
control actuators, entailing direct fuel consumption in a system employing only
mass expulsion actuators. If momentum exchange actuators such as reaction wheels
or control moment gyros are employed, then in the process of maintaining the
demanded attitude, these actuators will accrue angular momentum equal to the
time integral of the disturbance torque from the instant of the initial loop closure.
The finite angular momentum storage capacity of these actuators necessitates the
inclusion of momentum dumping thrusters, and therefore, in the long term, fuel
consumption is unavoidable. In solar sailing systems, however, the attitude control
torque originates from the solar radiation pressure and is varied by changing the
geometry of relatively large appendages such as solar panels, an example of which
is shown in Fig. 9.37.
For simplicity of illustration, only one of the three attitude control axes is
considered, and the interaction with the other two axes is assumed to be negligible.

Solar radiation Fn

Solar panels
Centre of pressure
Fn
Centre of mass
θ
Inertial datum
z
r
z

Fig. 9.37 Pitch attitude control of satellite by solar panel displacement along the yaw axis
9.9 Feedback Control of Third and Higher-Order Plants 693

It will be supposed that a motor with a maximum speed limit drives the solar panels
along the longitudinal (yaw) axis so that

zP D Kv v (9.215)

where z is the displacement of the panel with respect to the position where the centre
of pressure and centre of mass are aligned, Kv is the panel drive speed constant and
v is the control voltage of the panel motor drive electronics, subject to the saturation
constraint, jvj  vmax . It is assumed that a panel displacement, z, gives rise to a
proportional displacement, r, between the centre of pressure and the centre of mass
along the yaw axis. Thus,

r D Kd z; (9.216)

where Kd is the displacement ratio. This gives rise to a control torque,

c D Fn r (9.217)

where Fn is the solar radiation force component normal to the spacecraft yaw and
pitch axes. The pitch attitude angle, , is then related to the control torque by

1
R D c (9.218)
J
where J is the moment of inertia of the spacecraft body about the pitch axis. Let the
pitch attitude measurement be

y D Ks  (9.219)

The spacecraft model is then reduced to a single differential equation by combining

«
Eqs. (9.215) through (9.219), commencing by forming y, as the plant is of third
order, as follows:

« « 1 1 1 1
y D Ks  D Ks P c D Ks Fn rP D Ks Fn Kd zP D Ks Fn Kd Kv v: (9.220)
J J J J

Let y be scaled in the computer to be nominally equal to  in radians. This will be

the state variable, x1 . Then

1
x1 D y: (9.221)
Ks

It follows from (9.220) that

« 1
x1 D Fn Kd Kv v: (9.222)
J
694 9 Switched and Saturating Control Techniques

Let the control variable, v, be scaled to form a redefined control variable, u,

numerically equal to the angular jerk, i.e. the third derivative of the attitude angle.
Then the spacecraft model reduces to

«
x1 D u (9.223)

The control law will calculate u. Then the physical control variable is given by

J
vD u: (9.224)
Fn Kd Kv

In view of (9.223), the plant state-space model is given by (9.182), and if the
reference attitude angle, x1r , is constant, then the error state-space model is the
same as (9.183). It must be noted, however, that the maximum control torque levels
attainable with solar sailing are at least an order of magnitude less than those
attainable with other actuators. This severely increases the minimum settling times
attainable with linear feedback controllers. For this reason, time-optimal control
is recommended. Hence, the time-optimal state feedback control law defined by
(9.213) and (9.205) will be applied. 
The parameters taken for the simulation are as follows: J D 20 Kg m2 ;,
Ktp D Fn Kd D 0:001 ŒN (panel torque generation constant); Kv D 0:01 Œm=s=V ;
vmax D 10 ŒV , giving umax D 104 ŒN through (9.224). The simulations of
Fig. 9.38 are for zero initial state variables and a step reference attitude angle of
x1r D 0:1 Œrad .
The error state variables and control variable are shown in Fig. 9.38a for the basic
time-optimal state feedback control system. The control torque is actually a state
variable, being given by c D J R D J x3e . The result is as predicted by the theory,
 c (t) being piecewise linear, x2e (t) being piecewise parabolic and x1e (t) piecewise

Units: x1e [rad]; x2e [rad/s]; Γc [Nm]; u [rad/s/s]

a b
5 5
Γc (t ) × 2 × 103 Γc (t ) × 2 × 103
x2e (t ) × 103 x2e (t ) × 103

0 0
u × 106 u × 106

x1e (t ) × 40 x1e (t ) × 40
-5 -5
0 20 40 60 80 100 0 20 40 60 80 100
t[s] t[s]

Fig. 9.38 Spacecraft attitude control by solar sailing. (a) Basic time-optimal control. (b) LSF
control driven by time-optimal model
9.9 Feedback Control of Third and Higher-Order Plants 695

x1rc
Reference Input Generator Real Plant
um x3m x2m x1m + x1r u 1 v x3 x2 x1
dt ∫ dt ∫ dt ∫ + + − b
b ∫ dt dt ∫ ∫ dt
+
Time Optimal Control Law
−
S ( x1m , x2m , x3m , x1rs ) =
l3 l2 l1
2
umax ( x1m − x1rs ) − 16 x3m
3
( 1
+ x 2 S ′ + x3m x ) + + +
where (
S ′= sgn 16 x3m
3
− umax
2
x1m ) + ∫ dt
+ ∫ dt
+ ∫ dt
and ′
x = umax x2m S + 2 x3m
1 2
k3
x̂3 x̂2 x̂1
um = −umax sgn ⎡⎣S ( x1m , x2m , x3m , x1rs )⎤⎦ + +
k2
+ +
x1rs k1

Fig. 9.39 Near-time-optimal control with reference input generator and LSF control law

cubic, all the three error state variables being brought to zero together with two
control switches. After this, the state feedback induces a limit cycle in which u(t)
switches rapidly between ˙umax , keeping the state error to negligible proportions.
In such an application, the system may be required to respond to continuously
varying reference inputs while the time-optimal control is intended for step changes
in the reference input. This requirement, however, is easily catered for by first
closing a linear control loop around the spacecraft and then driving this control loop
with a time-varying reference input, x1m (t), identical to x1e (t) of Fig. 9.38a, obtained
from a model of the time-optimal attitude control run in real time in the onboard
control computer, as shown in Fig. 9.39.
Here, b D Fn Kd Kv =J and bQ is the estimate of b. In the simulations of Fig. 9.38,
bQ D b as the spacecraft parameters would be known with high accuracy, but in
the development of such a control system, the control system designer would be
advised to carry out a robustness test by mismatching b with respect to bQ in further
simulations. The linear control loop is closed via a linear state feedback control law
aided by an observer in this example. If the linear control loop has a sufficiently
small settling time, Ts , then the true spacecraft error state will follow that of the
reference input generator with only a small dynamic lag of the order of Ts , as shown
in Fig. 9.38b, where Ts D 5 s. The slewing time is not much greater than the time-
optimal one, but, if required, this dynamic lag could be removed with the aid of
the dynamic lag pre-compensation method presented in Chap. 12. With reference to
Fig. 9.39, relatively large-angle slew manoeuvres are carried out with step reference
attitude angle inputs, x1rs , applied to the reference input generator with x1rc D 0.
Continuously variable attitude manoeuvres satisfying juj < umax are carried out
with x1rc (t) as the input.
696 9 Switched and Saturating Control Techniques

9.9.3 Posicast Control of Fourth-Order Plants with Oscillatory

Modes

9.9.3.1 Origin

The posicast control technique was originated by O J M Smith [9]. The principle
may be explained with reference to the operation of gantry cranes. Such a crane
consists of a motorised truck running on an overhead gantry from which hangs a
cradle containing the load, as illustrated in Fig. 9.40. The load is free to swing like
a pendulum. Since the damping of the oscillatory pendulum motion is negligible,
the crane operators developed a technique for moving the crane to the required
position while minimising the swinging of the load at the end of the manoeuvre.
With reference to Fig. 9.40, starting at position (i) with the load stationary, the truck
is moved to the halfway point (ii) as fast as possible so that the load remains close
to its starting position due to its inertia. Then, with the truck held at position (ii), the
load is allowed to swing one-half cycle of oscillation to position (iii).
Then the truck is moved as fast as possible to the final position (iv). At the end
of this manoeuvre, the load is hanging approximately vertically, and therefore, the
residual swinging is minimal. This is the basis of posicast control.

9.9.3.2 Applicability

Posicast control systems for plants exhibiting similar dynamic characteristics to

the gantry crane have been proposed on an open-loop basis in which the control
input required to perform the manoeuvre is calculated offline and then applied in
real time. This, however, suffers from the drawback of offering no counteraction of
external disturbances and/or compensation for plant modelling errors. To overcome
these problems, posicast feedback control is possible. If there is significant residual
swinging at the end of the manoeuvre due to external disturbances or plant mod-
elling errors, then posicast feedback control automatically repeats the manoeuvre
on a smaller scale until the swinging is negligible. Furthermore, the plant can be

Fig. 9.40 The steps of (i) (ii), (iii) (iv)

posicast control of a gantry
crane

(i), (ii) (iii), (iv)

9.9 Feedback Control of Third and Higher-Order Plants 697

brought to the desired state from an arbitrary initial state. Before proceeding further,
however, it must be stated that posicast feedback control is only really advantageous
with switched actuators. The author has not yet found a practical application with
continuous actuators in which posicast control offers a significant advantage over
other continuous control techniques. Examples of suitable applications are to be
found in power electronics [10] and the attitude control of flexible spacecraft [11].
Plants that can be modelled by the transfer function,

y.s/ c3 s 3 C c2 s 2 C c1 s C c0
D 2
; (9.225)
u.s/ .s C a1 s/ s 2 C 2
1 !1 s C !12

will be considered in which the damping ratio,

1 , is relatively small ( 0:2).

9.9.3.3 Development

The stages of development of a posicast feedback control system intended originally

for the manoeuvring of flexible spacecraft [12] will now be presented. First suppose
that a partial fraction expansion is carried out to separate the plant model (9.225)
into two second-order sub-plants as follows:

y.s/ P1 s C P0 Q1 s C Q0
D 2 C 2 (9.226)
u.s/ s C a1 s s C 2
1 !1 s C !12
„ ƒ‚ … „ ƒ‚ …
Sub-plant 1 Sub-plant 2

where P1 , P0 , Q1 and Q0 are the partial fraction coefficients. Expressions for these
in terms of a1 ,
1 and ! 1 are obtainable using standard algebraic procedures and are
given here as they will be needed subsequently. Thus,

c0 c1  a1 c2 C .a1  2
1 !1 / P0
P0 D ; P1 D ;
!12 !12  2a1
1 !1
Q0 D c2  P0  2
1 !1 P1 and Q1 D c3  P1 : (9.227)

Sub-plant 1 is analogous to the truck of the gantry crane and sub-plant 2 is analogous
to the pendular load. Next, a plant state-space model is formed with sub-plants 1 and
2 each in the control canonical form. Thus,
8 
ˆ
ˆ xP 1 D x2
ˆ
ˆ Sub-plant 1
ˆ
< xP 2 D u  p1 x2 
xP 3 D x4 (9.228)
ˆ
ˆ Sub-plant 2
ˆ 2
ˆ xP 4 D u  2
1 !1 x4  !1 x3
:̂ y D P x C P x C Q x C Q x
0 1 1 2 0 1 1 2
698 9 Switched and Saturating Control Techniques

Fig. 9.41 Plant state-variable Sub-plant 1

block diagram for posicast P1
state feedback control + x2 x1 +
− ∫ ∫ dt
dt P0
+
u p1 + y
+
Sub-plant 2 +
Q1
+ x3 x4 +
− ∫ dt ∫ dt Q0
+
2ζ 1ω1
+
ω12

The corresponding state-variable block diagram is shown in Fig. 9.41.

Next, an approximate time-optimal control is formed for sub-plant 1. Assuming
switched control with u D ˙umax , then if

jp1 x2 j << umax (9.229)

the state equations of sub-plant 1 in (9.228) approximate those of a double

integrator, i.e. xP 1 D x2 and xP 2 D u. This enables the substate, (x1 x2 ), of sub-
plant 1 to be changed from (x1 (0), 0) to (x1r , 0) in nearly the minimum time using
a near-time-optimal double integrator control law, where x1r is a constant reference
input.
Since switched actuators are used, then a near-time-optimal control law with limit
cycle control could be used.
In the region of .x3 ; x4 / D .0; 0/ such that
ˇ ˇ
ˇ2
1 !1 x4 C ! 2 x3 ˇ << umax ; (9.230)
1

the state equations of sub-plant 2 in (9.228) also approximate those of a double

integrator, i.e. xP 3 D x4 and xP 4 D u. The plant behaviour is examined now by
simulation using the near-time-optimal control law with the switching function,

1
S .x1 ; x2 ; x1r / D x1r  x1  jx2 j x2 ; (9.231)
2umax

and a hysteresis switching element for limit cycle control having hysteresis limits
of S C D S  D 0:001. The plant parameters are set to p1 D 1 s1 , !1 D 1 rad=s
and
1 D 0:1. These do not represent a particular plant and are chosen merely
for illustrative purposes. Figure 9.42 shows the results for two different reference
inputs. The state trajectories of both sub-plants are superimposed on the phase plane
for comparison. The resemblance of the state trajectory, 0–a, of sub-plant 1 to the
piecewise parabolic state trajectory of the double integrator time-optimal control is
9.9 Feedback Control of Third and Higher-Order Plants 699

a 3.5

x2 , x4
1
3 x =1 x4 ( x3 ) x1r = 0.1
x4 ( x3 )
1r
2.5 0.8
2
0.6
x2 , x4

1.5
x2 ( x1 ) x2 ( x1 )
1 0.4
0.5 a′
0.2
0 b′′ 0 a b′
-0.5 0 b′′ b′
-1 -0.2
-1.5
-1 -0.5 0 0.5 1 1.5 -0.1 -0.05 0 0.05 0.1 0.15
x1 , x3 x1 , x3
b 3.5
3 x =1 x4 ( x3 ) x2 , x4 1
x1r = 0.1
1r
2.5 0.8 x4 ( x3 )
2
x2 , x4

1.5 0.6
x2 ( x1 ) x2 ( x1 )
1 0.4
0.5 a′
0 b′′ 0 b′ 0.2
a a′
-0.5
0 b′′ 0 a b′
-1
-1.5 -0.2
-1 -0.5 0 0.5 1 1.5 -0.1 -0.05 0 0.05 0.1 0.15
x1 , x3 x1 , x3

Fig. 9.42 Trajectories in simultaneous phase planes of fourth-order plant (a) with switched control
and hysteresis element and (b) with saturating continuous near time optimal control

apparent. The corresponding state trajectory, 0  a0 , of the uncontrolled sub-plant 2

is of a similar shape but differs from the state trajectory, 0–a, due to the differences
between the two sub-plants.
It is evident, however, that points a and a0 , which are reached at the same
time, become closer together as x1r is reduced. This is due to the two trajectories
diverging less as a1 x2 and 2
1 !1 x4 C !12 x3 become smaller and therefore, according
to (9.229) and (9.230), more dominated by the control while it is ˙umax . After
point ‘a’ is reached, u drops to nearly zero in Fig. 9.42b as sub-plant 1 reaches the
neighbourhood of the desired state, .x1 ; x2 / D .0; 0/. In Fig. 9.42a, sub-plant 2,
however, representing the oscillatory mode, continues to oscillate with zero control
input due to its non-zero state. After reaching a positive peak at point b0 , x3 comes to
a negative peak at point b00 after one-half cycle of oscillation has occurred. So x3 is
analogous to the pendulum angle in the posicast control of the gantry crane. Point b00
is closer to point ‘0’ than point b0 , however, due to the modal damping. In Fig. 9.42a,
the behaviour is similar except for the limit cycling of u(t) about zero causing the
oscillations of the state trajectory, x4 (x3 ), about a smooth nearly elliptical path as in
Fig. 9.42b, which is clearly visible and larger in proportion for the smaller reference
input.
700 9 Switched and Saturating Control Techniques

For zero damping, the modal oscillations would continue at a constant amplitude.
In this case,
D 0 and the sub-plant 2 state equations become

xP 3 D x4 (9.232)

2
xP 4 D u  !n2 x3 (9.233)

It will now be proven that for u D 0, the state trajectory for an arbitrary initial
state is an ellipse centred on .x3 ; x4 / D .0; 0/. In this case, the state trajectory
differential equation obtained by dividing (9.233) by (9.232) is

dx4 2 x3
D !n2 : (9.234)
dx3 x4

The solution by the method of separation of the variables is then

Z Z
2
x4 dx4 D !n2 x3 dx3 ) 12 x42 D !n2
2 1 2
2 x3 C A (9.235)

where A is an arbitrary constant of integration. Equation (9.235) is also valid for the
initial state. Hence, A D 12 x42 .0/ C !n2
2 1 2
2 x3 .0/. Hence, the general solution is

x42 C !n2
2 2
x3 D x42 .0/ C !n2
2 2
x3 .0/; (9.236)

which is an ellipse centred on .x3 ; x4 / D .0; 0/. The state trajectories of Fig. 9.42
beyond the points, a0 , resemble ellipses but spiral towards (0, 0) due the damping.
To formulate a closed-loop control strategy, continuous saturated time-optimal
control will be considered initially and adaptation for switched control with
hysteresis introduced subsequently. Consider first the hypothetical plant in which
the points, ‘a’ and ‘a0 ’, of Fig. 9.42b are coincident and also
1 D 0. Then the
following basic control strategy will bring the error state variables to nearly zero for
a constant reference input, x1r , in just three steps. The near-time-optimal control law
0
for sub-plant 1 is presented with its own reference input, x1r , set as follows:
0 0
If jx4 j < " then x1r D 12 .x1r C x1  x3 / ; otherwise x1r is held constant:
(9.237)
ˇ ˇ
Here, 0 < " << ˇx4pk ˇ, where x4pk is the peak value of x4 during a state change. As
will be seen, the behaviour emulates posicast control of the gantry crane. Figure 9.43
shows the resulting simultaneous sub-plant state trajectories for x1r > 0.
Let the initial plant state be .x1 ; x2 ; x3 ; x4 / D .0; 0; 0; 0/ at point ‘a’. Then
0
(9.237) immediately comes into play and sets x1r D 12 .x1r C 0  0/ D 12 x1r . Then
near-time-optimal control takes substate 1 from point ‘a’ to point ‘b’ in Fig. 9.43a,
and at the same time, substate 2 follows an identically shaped trajectory to point ‘b’
in Fig. 9.43b, at the end of which .x1 ; x2 / D . 12 x1r ; 0/ and .x3 ; x4 / D . 12 x1r ; 0/.
0
Since x4e reaches zero again, (9.237) sets x1r D 12 .x1r C 12 x1r  12 x1r / D 12 x1r . This
does not change from its previous value because both x1 and x3 changed by the
9.9 Feedback Control of Third and Higher-Order Plants 701

a b
x2 x4

a b c d c d a b
0 x1r x1r x1 x 0 x1r x3
− 1r
2 2 2

Fig. 9.43 State trajectories for posicast control of hypothetical undamped plant: (a) sub-plant 1
(b) sub-plant 2

same amount during the near-time-optimal change of substate 1. Then the near-
time-optimal control law holds substate 1 at .x1 ; x2 / D . 12 x1r ; 0/ with u D 0, but
sub-state 2 follows the elliptical trajectory according to (9.236) until point ‘c’ is
reached with .x3 ; x4 / D . 12 x1r ; 0/. Since x4 again returns to zero, (9.237) sets
0
x1r D 12 .x1r C 12 x1r  . 12 x1r // D x1r . This causes the near-time-optimal control
law to change substate 1 from .x1 ; x2 / D . 12 x1r ; 0/ to .x1 ; x2 / D .x1r ; 0/,
following the trajectory from point ‘c’ to point ‘d’. At the same time, substate 2
follows an identically shaped trajectory to .x3 ; x4 / D .0; 0/, so the desired substate
.x1 ; x2 ; x3 ; x4 / D .x1r ; 0; 0; 0/ is reached.
With switched actuators, the limit cycling would cause zero crossings of x4 to
which (9.237) would respond prematurely. This can be avoided by employing the
following modified posicast feedback control strategy,
0 0
If jx4  x2 j < " then x1r D 12 .x1r C x1  x3 / ; otherwise x1r is held:;
(9.238)

since the nearly identical limit cycle oscillations in x2 cancel those in x4 .

To accommodate modal damping, the inward spiralling motion of sub-plant 2
state trajectory for u D 0 due to modal damping, already observed in Fig. 9.42, can
be accommodated by a simple modification to control strategy (9.238) as follows.
0 0
If jx4  x2 j < " then x1r D ax1r C .1  a/ .x1  x3 / ; otherwise x1r is held:
(9.239)

where 0:5  a < 1. With the assumption that the phase-plane trajectories of
subplants 1 and 2 are identical under control saturation, the ideal double phase-plane
motion is as shown in Fig. 9.44.
0
At point ‘a’, (9.239) sets x1r D ax1r C .1  a/ .0  0/ D ax1r . Hence,
the near-time-optimal controller takes the phase-plane trajectories to point ‘b’.
0
Here, (9.239) sets x1r D ax1r C .1  a/ .ax1r  ax3 / D ax1r , and therefore,
the near-time-optimal controller keeps x1 D ax1r with u D 0, while the
0
trajectory, x4 (x3 ), moves on the spiral path to point ‘c’. Here, (9.239) sets x1r D
702 9 Switched and Saturating Control Techniques

a b
x2 x4

a b c d c d a b
0 ax1r x1r x1 − (1 − a ) x1r 0 ax1r x3

Fig. 9.44 State trajectories for posicast control of hypothetical damped plant: (a) sub-plant 1 (b)
sub-plant 2

ax1r C .1  a/ fax1r  Π.1  a/ x1r g D x1r , and therefore, the near-time-optimal

controller moves the plant to the required point ‘d’.
Next, the constant parameter, a, will be expressed in terms of the damping ratio,

1 , of the oscillatory mode. Since the exponentially decaying envelope function of

theqoscillatory mode is e 
1 !1 t , and its half period is T1 D =!1d , where !1d D
!1 1 
12 , then the ratio between the magnitudes of x3 at points a and b is


1a p1
D e 
1 !1 T1 D e 1
2 (9.240)
a
p 2
Let e 
1 = 1
1 D 1 . Then (9.240) yields 1  a D a1 )

1
aD : (9.241)
1 C 1

It is important to realise that point ‘d’ in Fig. 9.44 will not be precisely reached in
practice due to the differences in the substate trajectories under the saturated control,
but this error will be reduced repeatedly by similar sequences of state changes
induced automatically by control strategy (9.239) by its feedback action, so that
the demanded state .x1 ; x2 ; x3 ; x4 / D .x1r ; 0; 0; 0/ is approached until the errors
are negligible.
A refinement that considerably reduces the residualerrors at the end of the
posicast control sequences is a variable threshold, ", in (9.239) that starts at a
relatively large value and diminishes with the control error, x1e D x1  x1r . This
0
triggers the change of the variable reference input, x1r , before x3 reaches point, b0 , in
Fig. 9.42b. With reference to the saturation function defined by (9.48), the variable
threshold is

" D "min C jsat .x1e ; 0; "max /j ; (9.242)

where the upper and lower limits, "max and "min , are chosen to suit the application.
9.9 Feedback Control of Third and Higher-Order Plants 703

a b
x2 1 x2 1
0.8 b 0.8
e
0.6 0.6
0.4 0.4
0.2 0.2
0 a d c b f 0
-0.2 -0.2
0 0.05 0.1 x1 0.15 0 0.05 0.1 x1 0.15
x4 1 x4 1
b
0.8 0.8
e
0.6 0.6
0.4 0.4
0.2 0.2
0 d a f c 0
-0.2 -0.2
0 0.05 0.1 x3 0.15 0 0.05 0.1 x3 0.15
0.2 0.2
y (t ) x1 ( t ) y (t ) x1 ( t )
0.15 0.15

0.1 0.1

0.05 0.05 0.089

0.088
0 0
0.087
2.4 2.45 2.5 2.55 2.6
-0.05 -0.05
0 5 10 t [s] 15 0 5 10 t [s] 15

Fig. 9.45 Posicast state feedback control of a fourth order plant with damping allowance: (a)
continuous saturated control, (b) switched control with hysteresis

Figure 9.45 shows a simulation with the plant parameters used for Fig. 9.42, with
x1r D 0:1, "max D 0:05 and "min D 0:001.
The basic posicast behaviour depicted in Fig. 9.44 is followed by this closed-loop
system. As evident in Fig. 9.45b, replacing the continuous saturating near-time-
optimal double integrator control law by the switched one with hysteresis does not
impair the overall performance, the trajectories being similar to those of Fig. 9.45a
but with a superposed limit cycle. This causes the oscillations of x1 (t) shown in
the inset of Fig. 9.45b, whose behaviour is not sinusoidal but appears so due to the
filtering properties of the plant.
704 9 Switched and Saturating Control Techniques

References

1. Perret R (2013) Power electronics semiconductor devices. Wiley, Hoboken, New Jersey
2. Sidi MJ (2002) Spacecraft dynamics & control. Cambridge University Press, Cambridge
3. Lai JS, Peng FZ (1996) Multilevel converters – a new breed of power converters. IEEE Trans
Ind Appl 32(3):509–517
4. Ryan EP (1982) Optimal relay and saturating control system synthesis. P. Peregrinus, London
5. Athans M, Falb PL (2007) Optimal control: an introduction to the theory and its applications.
Dover Publications Inc, Mineola, New York. ISBN 13: 9780486453286
6. Pontryagin LS et al (1987) Selected Works Vol. 4: The mathematical theory of optimal pro-
cesses. ISBN 2-88124-077-1. Gordon and Breach Science Publishers, Montreux, Switzerland
7. Junkins JL, Turner D (1986) Optimal spacecraft rotational maneuvers. Elsevier, New York
8. Geering HP (2007) Optimal control with engineering applications. Springer, Berlin
9. Smith OJM (1957) Posicast control of damped oscillatory systems. Proc IRE 45:1249–1255
10. Hung JY (2003) Feedback control with posicast. IEEE Trans Ind Electron 50(1):795–8111
11. Singhose WE et al (1997) Slewing flexible spacecraft with deflection limiting input shaping.
J Guid Control Dyn 20(2):291–298
12. Dodds SJ, Williamson SE (1984) A signed switching time bang-bang attitude control law for
fine pointing of flexible spacecraft. Int J Control 40(4):795–8111
Chapter 10
Sliding Mode Control and Its Relatives

10.1 Introduction

10.1.1 Purpose and Origin

Sliding mode control (SMC) [1, 2] is a technique for achieving high robustness
regarding plant parametric uncertainties and external disturbances. The technique
originated from (a) work on switched control techniques (Chap. 9) and (b) the more
general approach of variable structure systems [3] in which the control variable
switches between the outputs of two differently structured controllers. Its discovery
was linked to the observation of rapid switching, similar to that of a pulse modulator,
in switched feedback control systems together with closed-loop system dynamics
invariant with respect to changes in the plant parameters or the introduction of
external disturbances. This led researchers to produce a general robust control
technique deliberately inducing this behaviour. The overall aim is to achieve a
prescribed closed-loop dynamics, while the only knowledge of the plant model is
its relative degree.

10.1.2 Basic Principle

In its basic form, sliding mode control is switched state feedback control as
introduced in Chap. 9, in which the control variable, u, switches between two limits,
umin and umax , usually of opposite sign and often umin D umax .
The term, sliding mode, is used to describe a mode of behaviour of a switched
control system in which the state trajectory appears to slide along the switching
boundary. A switched control law designed to operate in a sliding mode will be
referred as a sliding mode control law. It will be recalled from Chap. 9 that a
switched state feedback control law sometimes executes high-frequency switching

© Springer-Verlag London 2015 705

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_10
706 10 Sliding Mode Control and Its Relatives

between the two control levels, causing the controlled output to oscillate about the
reference input. This is a simple example of a sliding mode.
In the remainder of this section, the basic concept of sliding mode control is
presented. The remaining sections then develop sliding mode control laws in detail,
commencing with SISO second-order plants for which the state trajectories can be
easily visualised and displayed in two dimensions.
Sliding mode control is restricted to plants of finite order, i.e., those that do
not contain transport delays or need distributed parameter models. Hence, the most
general SISO plant to be considered has the state-space model,

xP D f .x; u  d / (10.1)

y D h .x/ (10.2)

where, x 2 <n is the state vector, u is the control variable, y is the measured output
to be controlled, u is the control variable and d is an external disturbance referred to
u and f() and h() are continuous functions of their arguments. If the control levels
are ˙umax , then the general switched control law (Chap. 9) is

u D umax sgn ŒS .x; yr / ; (10.3)

where yr is the reference input. For the closed-loop system formed by (10.1) and
(10.3), the infinite continuum of points in the state space at which u switches
between ˙umax is defined by the switching boundary

S .x; yr / D 0: (10.4)

It will be recalled from Chap. 9 that under control law (10.3), the switching
boundary divides the whole of the state space into two regions, i.e., the ‘p’ region in
which u is positive and the ‘n’ region in which u is negative. After the state trajectory
crosses the switching boundary and penetrates the region on the opposite side by an
infinitesimal amount, one of two events takes place. Either:
(a) The state trajectory changes direction and stays within the region it has
penetrated.
(b) The state trajectory changes direction such that the switching boundary is
immediately crossed again. Then the control changes back to the original sign,
causing the event to be immediately repeated.
In event (b), the control switches, in theory, at infinite frequency, while the state
trajectory is held on the switching boundary, so (10.4) remains satisfied. During this
period, the state point appears to slide on the switching boundary. This is sliding
motion. The switched control system is therefore said to be operating in a sliding
mode. The necessary conditions for sliding motion will be derived in the following
section. The two possible events are illustrated in Fig. 10.1.
10.1 Introduction 707

a switching boundary b switching boundary

u = +umax u = +umax sliding motion
(or − umax ) (or − umax )
P
P
u = −umax
(or + umax )
State trajectory is held on boundary
u changes sign only at point, P, after point, P, is reached by u
and remains constant thereafter switching at infinite frequency

Fig. 10.1 Two possible events at a point on the switching boundary

In this figure, the boundaries appear as two-dimensional surfaces in a three-

dimensional space, but they could be of higher dimensions and similar effects take
place.
Sliding modes were first discovered in Russia as early as the 1930s and bang–
bang controllers designed to exhibit these modes were tried utilising electrical
relays for the implementation. The problem of contact wear, particularly due to
sparking with inductive loads, however, slowed progress but much later advances
in technology led to power electronics for the control switching, which promoted
control engineers to think about the exploitation of the robustness offered by sliding
mode control. They observed that for a second-order plant of full rank, if the
state variables consisted of the controlled output, y, and its first derivative, ẏ, then,
in contrast to orthodox controllers, the closed-loop dynamics, i.e. the differential
equation relating y and ẏ to the reference input, yr , is almost entirely independent of
any plant parameter changes and not affected by external disturbances. The question
then arises of whether or not this robustness also occurs for the more general closed-
loop system formed by the plant of (10.1) and (10.2) together with (10.3) when it is
operating in the sliding mode. As will be seen in the following section, this depends
on the state representation.

10.1.3 Implementation for Robustness

10.1.3.1 Output Derivative State Representation

Suppose that the closed-loop system formed by (10.1), (10.2) and (10.3) is operating
in the sliding mode so that (10.4) is satisfied. First, assuming that the plant is of
full relative degree (Chap. 3) it will be shown that the closed-loop dynamics is
expressible as a differential equation relating y and its derivatives up to order, n  1,
708 10 Sliding Mode Control and Its Relatives

to yr , where n is the plant order. This is done by changing to the output derivative
state representation as follows.

y D h0 .x/ ; yP D h1 .x/ ; : : : ; y .n1/ D hn1 .x/ (10.5)

In compact form, this can be written

y D h .x/ (10.6)

This can be regarded as n simultaneous equations that can be solved for the n
components of x, so provided that they are not functionally dependent, i.e. no
equation can be derived by manipulating a subset of the remaining equations, then
an inverse set of equations exists giving

x D h1 .y/ ; (10.7)

i.e.

x1 D h1 1 1
0 .y/ ; x2 D h1 .y/ ; : : : ; xn D hn1 .y/ : (10.8)

Substituting for x in (10.4) using (10.7) then yields

S h1 .y/ ; yr D 0; (10.9)

i.e.
   
S h1 y; y;
P : : : ; y .n1/ ; yr D 0: (10.10)

This is the required differential equation of the closed-loop system in the sliding
mode. Importantly, the state transformation (10.6) and therefore the inverse trans-
formation (10.7) depend on the plant parameters. The differential equation (10.10)
therefore depends on the plant parameters. This means that the response of the
closed-loop system to the reference input depends upon the plant parameters. In
this case the system would not be robust. If, however, y is the chosen state vector to
form the switching function, then the switching boundary equation (10.4) becomes

S .y; yr / D 0; (10.11)

this being obeyed due to the action of the control law

u D umax sgn ŒS .y; yr / : (10.12)

Then (10.11) is the differential equation of the closed-loop system when

expressed as
 
P : : : ; y .n1/ ; yr D 0:
S y; y; (10.13)
10.1 Introduction 709

Sliding Mode Control Law

Switching +umax u Plant
y
yr S u
function x = f (x,u )
0
S ( y , yr ) −umaxS y = h ( x)

ŷ Derivative
estimator

Fig. 10.2 SISO sliding mode control system using the output derivative state representation

A block diagram of the basic sliding mode control system is shown in Fig. 10.2.
Provided the output derivatives are either measured directly or estimated by an
algorithm that does not depend on an accurate plant model, then the closed-loop
dynamics is independent of the plant parameters as well as the external disturbance
and therefore the desired robustness is attained. The control signal, u, is shown as an
input of the derivative estimator as this could be a special plant model independent
observer, as described in Sect. 10.1.3.2. The output derivative state representation
will be assumed in the following sections.
An important observation is that the closed-loop system in the sliding mode is of
order, n  1, although the plant is of order, n. This is due to the sliding mode control
law forcing the state trajectory to move in the n  1 dimensional subspace of the
switching boundary. Then one state variable may be expressed as a function of the
remaining n  1 state variables. The closed-loop system therefore has only n  1
independent state variables and is therefore of order, n  1.
Example 10.1 Impact of state representation on robustness for second-order heating
process
This simple example demonstrates the importance of the choice of the state rep-
resentation in achieving robustness when applying sliding mode control. Consider a
second-order heating process having the following state-space model.

1
xP 1 D .bu  x1 / (10.14)
T1
1
xP 2 D .x1  x2 / (10.15)
T2

y D Kt x2 (10.16)

Suppose that the bang–bang control law

u D umax sgn ŒS .x1 ; x2 ; yr / D sgn .C1 x1 C C2 x1 C yr / (10.17)

710 10 Sliding Mode Control and Its Relatives

is applied, where C1 and C2 are constants that may be chosen to yield the
desired closed-loop dynamics if the system is operating in the sliding mode,
requiring

C1 x1 C C2 x1 C yr D 0: (10.18)

To determine the resulting closed-loop dynamics in terms of a differential equation

relating y and ẏ to yr , the state variables, x1 and x2 , must first be expressed in
terms of y and ẏ. Then substitutions are made in (10.18). Differentiating (10.16)
and substituting for ẋ2 using (10.15) yields

Kt
yP D .x1  x2 / (10.19)
T2

Equations (10.16) and (10.19) then constitute the state transformation (10.6). The
next step is to solve (10.16) and (10.19) for x1 and x2 . From (10.16),

1
x2 D y: (10.20)
Kt

Making x1 the subject of (10.19) and substituting for x2 using (10.20) yields

T2 1 T2
x1 D x2 C yP D yC P
y: (10.21)
Kt Kt Kt

Equations (10.20) and (10.21) then constitute the inverse state transformation (10.8).
Substituting for x1 and x2 in (10.18) using (10.20) and (10.21) then yields the
required closed-loop differential equation as follows:
   
1 T2 1 C2 1 Kt
C1 yC yP C C2 y C yr D 0 ) yP D  1 C y yr
Kt Kt Kt C 1 T2 C 1 T2
(10.22)

Now the controller parameters, C1 and C2 , may be chosen to give the specified
closed-loop dynamics. For a settling time of the step response of Ts seconds (5 %
criterion), the closed-loop differential equation is

3
yP D .yr  y/ (10.23)
Ts

Comparing (10.22) and (10.23) then yields

K t Ts
C1 D (10.24)
3T2
10.1 Introduction 711

and
     
C2 1 3 3T2 Kt Ts 3T2
1C D ) C2 D C1 1 D 1 )
C1 T2 Ts  Ts  3T2 Ts
(10.25)
Ts
C2 D Kt 3T 2
1

It is now clear that the controller parameters, C1 and C2 , depend on the plant
parameters, T2 and Kt . An accurate plant model is therefore needed for the closed-
loop dynamics of (10.23) to be realised. Hence, the control system would not be
robust with respect to errors in the assumed values of these plant parameters.
If instead the output derivative state, (y, ẏ), is used and control law (10.17) is
replaced by
 
3
u D umax sgn ŒS .y; y;
P yr / D umax sgn .yr  y/  yP ; (10.26)
Ts

then in the sliding mode, .3=Ts/ .yr  y/  y,P and this is equivalent to the desired
closed-loop differential equation (10.23). This is independent of the plant parame-
ters and therefore yields the required robustness operating in the sliding mode.

10.1.3.2 Output Derivative Estimation

Several approaches are possible for estimating output derivatives, such as software
differentiation and filtered differentiators. The method presented here is a special
observer in which the accurate plant model of the observers introduced in Chap.
8 is replaced by a chain of integrators equal in number to the relative degree of
the plant. The integrator outputs are then the required output derivatives and an
accurate plant model is unnecessary, in keeping with the requirement for the control
system to be robust with respect to plant modelling uncertainties. Also, the chain of
integrators is driven by the control input via an adjustable gain, b, that can reduce
the dynamic lag between the output derivatives and their estimates, recalling that
in a conventional observer, the control input to the real-time model completely
eliminates this dynamic lag with an ideal plant model. Minimisation of this lag
is important as it can cause instability through the switching element in the forward
path (Fig. 10.2) having a similar effect to a high gain. This can be understood by
considering that infinitesimal changes of S about zero cause finite changes of u
between umin and umax . Figure 10.3 shows a sliding mode control system using
a triple integrator observer for estimation of ẏ and ÿ, the design of which will
be carried out. This should be sufficient to enable the reader to design multiple
integrator observers of different orders.
712 10 Sliding Mode Control and Its Relatives

Yr(s) Sliding Mode U (s) Y (s)

Plant
Control Law
+
Yˆ (s) Yˆ (s) −
l3 l2 l1
+ 1 + 1 + 1 Ŷ (s)
b
+ s + s + s X̂1(s)
Xˆ 3(s)
Xˆ 2(s)

Fig. 10.3 Sliding mode control system incorporating a multiple integrator observer for output
derivative estimation

The transfer function relationship of the observer is

2 3
l1 s 2 C l2 s C l3 b  
2 3 4 l2 s 2 C l3 s b .s C l / 5 Y .s/
b1 .s/
X 1
U.s/
6b 7 l3 s 2 b s 2 C l1 s C l2
4 2 5
X .s/ D (10.27)
b3 .s/ s 3 C l1 s 2 C l2 s C l3
X

where the observer gains are determined by pole placement to yield a triple pole
with a filtering time constant of Tf , requiring

3 3 2 3 1
s 3 C l1 s 2 C l2 s C l3 D s C 1
Tf D s3 C Tf
s C Tf2
s C Tf3
)
3 3 1 (10.28)
l1 D Tf ; l2 D Tf2
; and l3 D Tf3
:

Then (10.27) becomes

2 3
3Tf2 s 2 C 3Tf s C 1 3  
3 bTf 2

2 3 4 .3Tf s C 1/ s b sT C 3T 5 Y .s/
b1 .s/
X f f
U.s/
6b 7 s2 b s 2 Tf3 C 3Tf2 s C 3Tf
4 X2 .s/ 5 D : (10.29)
b3 .s/ Tf3 s 3 C 3Tf2 s 2 C 3Tf s C 1
X

It follows that
2 3 2 3 2 3 2 3
b1 .s/
X Y .s/ b
x1 .t/ y.t/
6b 7 4
lim 4 X 2 .s/ 5 D sY .s/ 5 ) lim 4 b x2 .t/ 5 D 4 y.t/
P 5: (10.30)
Tf !0 Tso !0
b3 .s/
X s 2 Y .s/ b
x3 .t/ R
y.t/

Hence, if Tf is made sufficiently small and the measurement noise levels are suitably
low, the state estimate is a good approximation to the output and its first two
10.2 Control of SISO Second-Order Plants of Full Relative Degree 713

derivatives, as required, and this result is independent of the plant model. In the
output derivative estimator, y is fed back directly instead of ŷ to avoid introducing
unnecessary dynamic lag due to the non-zero Tf .

10.2 Control of SISO Second-Order Plants of Full Relative

Degree

10.2.1 The Plant Model

The most general state-space model of a second-order SISO plant of full relative
degree in the control canonical form is as follows:

xP 1 D x2 (10.31)

xP 2 D f .x1 ; x2 ; u  de / (10.32)

y D x1 (10.33)

where f () is a continuous function of its arguments and de is an external disturbance

referred to the control input. Most real second-order plants of full relative degree fall
into a subclass with (10.32) in the form,

xP 2 D g .x1 ; x2 / C h .x1 ; x2 / .u  de / ; (10.34)

where g() and h() are continuous functions of their arguments. In order to simplify
the analysis of the sliding mode control system, however, (10.34) will be rearranged
as
 
g .x1 ; x2 /
xP 2 D h .x1 ; x2 / C u  de D h .x1 ; x2 / Œu  d .x1 ; x2 / ; (10.35)
h .x1 ; x2 /

1 ;x2 /
where d .x1 ; x2 / D de  g.x
h.x1 ;x2 / is a newly defined state-dependent disturbance. An
example is a DC motor-based electric drive (Chap. 2) which forms the basis of many
closed-loop control systems. If the driven mechanical load is a balanced rigid body
fixed to the motor output shaft, the state-space model is as follows.
xP 1 D x2 (10.36)

xP 2 D ax2 C b .u  de / D b .u  d / (10.37)

y D x1 (10.38)
714 10 Sliding Mode Control and Its Relatives

a b De ( s )
De ( s )
ab
U (s) + b X 2 ( s ) 1 X1 ( s ) U (s) D(s) − b X2 (s) 1 X1 ( s )
+ s + a = Y ( s ) s = Y ( s ) + s = Y ( s ) s = Y (s)

Fig. 10.4 State-variable block diagrams of DC motor and mechanical load. (a) From transfer
function relationship. (b) In controller canonical form

Here, x1 and x2 are, respectively, the rotor angle and angular velocity and
d D de C .a=b/ x2 . The transfer function relationship of the model is

b ŒU.s/  De .s/
Y .s/ D (10.39)
s 2 C as

Figure 10.4 shows state-variable block diagrams corresponding to (10.39).

Figure 10.4a corresponds to (10.34) and Fig. 10.4b corresponds to (10.35),
showing that the plant may be considered as a double integrator with a state-
dependent disturbance, d.t/  D.s/, referred to the control input, which is more
convenient for discussing the sliding mode control. In this model, a D F=J and
b D B=J , where F is the viscous friction coefficient, B is the electric drive torque
constant and J is the total moment of inertia presented to the motor output shaft. The
limits of u taken will be the maximum and minimum control voltages, ˙umax , input
to the drive electronics. Typically, umax D 10 ŒV . The DC motor example will be
used in the following sections.

10.2.2 Phase Portraits

The operation of the basic sliding mode control system will be studied by examining
the state trajectories in the phase plane (Chap. 9). The state trajectory equation is a
solution to the state trajectory differential equation obtained by dividing (10.37) by
(10.36). Thus,

dx2 b .u  d /
D (10.40)
dx1 x2

Suppose first that d is constant, which would be valid for a drive with negligible
friction and constant external disturbance torque, and u D const: D ˙umax . Then the
solution of (10.40) by separation of the variables yields the state trajectory equation

1 h i
x1 D x1 .0/ C x22  x22 .0/ : (10.41)
2b .u  d /

This is a parabola in the phase plane symmetrical about the x1 axis.

10.2 Control of SISO Second-Order Plants of Full Relative Degree 715

Switching
'n' region
15 boundary
slope u = −umax
10 −1 Tc
A
x2[ rad s ]

-5
B
-10
'p' region
-15
u = +umax
-4 -3 -2 -1 0 1 2 3 4
x1e[rad]

Fig. 10.5 Closed-loop phase portrait for sliding mode control of DC electric drive with constant
load torque

Next, control law (10.3) will be chosen to yield a linear switching boundary. For
any second-order plant of full relative degree, this is

u D umax sgn ŒS .x1 ; x2 ; yr / (10.42)

where

S .x1 ; x2 ; yr / D yr  x1  Tc x2 : (10.43)

Here, yr is the reference input, i.e. the demanded value of x1 . As will be seen, the
closed-loop system is linear in the sliding mode and of first order with time constant,
Tc . The switching boundary,

yr  x1  Tc x2 D 0; (10.44)

is a straight line with slope, 1=Tc , passing through the origin of the error state
space, .x1e ; x2e / D .x1  yr ; x2 /. The control objective is to bring the state
trajectory to the origin. Figure 10.5 shows this switching boundary together with the
closed-loop phase portrait (i.e. the infinite continuum of state trajectories occurring
s
for all possible initial states) for d.s/ D 1CsT constant. This is based on a
h i f i
simulation for which a D 0, b D 10 rad=s=s =V , umax D 10 ŒV , d D 3 ŒV
and Tc D 0:1 Œs .
The difference between the scaling of the parabolic families of curves in the ‘n’
and ‘p’ regions of the phase portrait is due to the constant non-zero disturbance, d,
producing a lower constant acceleration magnitude in the ‘p’ region than in the ‘n’
region.
716 10 Sliding Mode Control and Its Relatives

10.2.3 Sliding Motion

Along segment AB of the switching boundary in Fig. 10.5, the state trajectories are
directed towards the boundary from both sides. Once the state trajectory reaches
this segment of the boundary, it may be reasoned that the control rapidly switches
between Cumax and Cumax , in theory at an infinite frequency with a continuously
varying mark–space ratio so as to maintain the trajectory on the boundary. This
is an example of the sliding mode already introduced and illustrated in Fig. 10.1
(event (b)). A full understanding of the behaviour of the control system in a practical
situation will now be given by means of a step-by-step explanation of its operation
assuming that the sliding mode control law is implemented using a control algorithm
programmed on a digital processor.
The behaviour of the sliding mode control system is illustrated in Fig. 10.6 for the
case where the rotor shaft angle commences from rest at zero angle, corresponding
to the origin of the phase plane, and then the reference input, yr , steps from its
current value of zero to a new constant value of Yr > 0. When this step reference
input is applied, the state point in Fig. 10.6 jumps from the origin of the phase plane
to point (i) in the ‘p’ region. The sliding mode control law then sets the control
to u D Cumax , which remains saturated at this value, while the angular velocity,
x2 (t), increases linearly with time and the rotor shaft angle increases as a parabolic
function of time. Thus, x2 .t/ D b .umax  d / t yielding x1 .t/ D 12 b .umax  d / t 2 ,
the state point moving on a parabolic path towards the switching boundary in
Fig. 10.6a until it is reached at point (ii).
Referring to the magnified inset of Fig. 10.6a, the control continues at u D Cumax
until the next iteration of the control algorithm, while the state trajectory moves a
small distance into the ‘n’ region. Then the control law sets u D umax , causing the
state point to follow the phase portrait in the ‘n’ region back towards the switching
boundary. The control continues at u D umax until the next iteration of the control
algorithm, while the state trajectory crosses the switching boundary again but this
time a little closer to the origin and moves a relatively small distance back into
the ‘p’ region. Upon the next iteration, the control law sets u D Cumax . The whole
process then repeats itself as the control law drives the state point onto the switching
boundary along segment A-B in Fig. 10.5. The crossing points move closer and
closer to the origin, which is the control objective. This is the sliding mode.
It should be noted that in Fig. 10.6a, hysteresis of ˙0:005 Œrad has been
introduced in the simulation so that the zigzag motion of the state trajectory in the
sliding mode is visible in the magnified inset. In Fig. 10.6b the hysteresis has been
increased to ˙0:1 Œrad so that the repeated switches of u(t) and the piecewise linear
segments of x2 (t) in the sliding mode are visible.
The analysis of the motion towards the origin in the sliding mode will now be
carried out, but for the hypothetical ideal system with infinite sampling frequency.
In the sliding mode, the switching boundary equation directly yields the closed-
loop differential equation because the state point is held precisely on the boundary.
Substituting for x2 in (10.44) using (10.31) yields
10.2 Control of SISO Second-Order Plants of Full Relative Degree 717

b
a Switching boundary (i) u (t )
with slope of − 1 Tc 10
14 5
12 'n' region u = −umax
ueq (t )
(ii) 0
10
8
x2 [ rad s ]

(ii) -5 (ii)
6
Sliding -10
4 Control chatter
motion
2 (ii)
'p' region 10
0 u = +umax (i) 5 yr (t ) [V]
(i) 5Yr 8
-2
6 5 x1 (t ) [rad]
-4
-1.5 -1 -0.5 0 0.5 1 4
x1e [rad] 2 x2 (t ) [rad s]
0
(i)
-2
t(i) = 0 t(ii) 0.5 1 1.5
Control saturation with x1 (t ) −−
− − − − − − − − − − −t−[s]− − −

parabolic and x2 (t ) linear.
Linear operation in sliding mode with
x1 (t ), x2 (t ) and ueq (t ) exponential.

Fig. 10.6 State trajectory and time response for sliding mode position control of DC drive. (a)
state trajectory in the phase plane (b) time responses

1
yr  x1  Tc xP 1 D 0 ) xP 1 D .yr  x1 / : (10.45)
Tc

Since yr D Yr D const:, the solution is

n o
x1 .t/ D x1 t.i i / e Œt t.i i / =Tc C Yr 1  e Œt t.i i / =Tc (10.46)

and x2 .t/ D xP 1 .t/ )

Yr  x1 t.i i / Œt t.i i / =Tc

x2 .t/ D e D x2 t.i i / e Œt t.i i / =Tc ; (10.47)

Tc

where t(ii) is the time at which the state point first reaches the switching boundary
in Fig. 10.6a. The exponential behaviour of the system indicated by (10.46) and
(10.47) in the sliding mode entirely agrees with the graphs of Fig. 10.6b.
It is important to emphasise that the control system robustness is obtained only
in the sliding mode and not during the acquisition phase in which the control
is saturated, as exemplified by the state trajectory between points (i) and (ii) in
718 10 Sliding Mode Control and Its Relatives

Fig. 10.6a, that depends upon the plant parameter, b, and the external disturbance,
de . A sliding mode control system may not approach ideal robustness in the step
response, since this will always cause initial control saturation, but as will be seen,
it can do so with continuously varying reference inputs that do not cause control
saturation.

10.2.4 The Equivalent Control

An important concept is the equivalent control, ueq (t), as this is not only an analytical
tool in sliding mode control but can be used to form useful variants on the basic
sliding mode control system that overcome some practical issues. This is the
continuously varying control variable that is equivalent to the rapidly switching
u(t) yielded by the basic sliding mode control law in that it would maintain the
state trajectory precisely on the switching boundary if applied instead. It is also the
short-term mean value of u(t) switching at infinite frequency in the ideal system.
Also, the switching control, u(t), can be regarded as ueq (t) plus an oscillatory signal
with fundamental and harmonic components at infinite frequencies, the effects of
which will be zero due to the low-pass filtering action of the plant. The equivalent
control is shown dotted in Fig. 10.6b for the electric drive example. It exponentially
converges with the time constant, Tc , towards a constant value equal to the external
disturbance input, de , as needed to decelerate the drive and counteract de . Making u
the subject of equation (10.37) and substituting for ẋ2 using the derivative of x2 (t)
given by equation (10.47) yields an expression for the equivalent control,
n
o
ueq .t/ D d C b1 xP 2 D d C b1 : dtd x2 t.i i / e Œt t.i i / =Tc

(10.48)
D d  bT1 c x2 t.i i / e Œt t.i i / =Tc

This expression agrees with the dotted graph in Fig. 10.6b. The equivalent control
will be referred to frequently in the remainder of this chapter.

10.2.5 Control Chatter

The rapid switching of u(t) exemplified in Fig. 10.6b is referred to as control

chatter. In many applications, control chatter is considered undesirable due to
induced vibrations and heating of the actuators. This has been viewed as a serious
drawback regarding the practical application of sliding mode control. Techniques
for preventing control chatter, however, are available that yield smooth control
functions, and these are presented in some of the following subsections. In relatively
high-powered electric drives, however, the power electronics has to be operated
in a switched mode to minimise power loss in the devices used to regulate the
10.2 Control of SISO Second-Order Plants of Full Relative Degree 719

electrical power input to the motor, and this provides the possibility of directly
using the sliding mode control law without the need for the conventional pulse width
modulator. This would be feasible if the frequency of switching in the sliding mode
was sufficiently high to avoid exciting mechanical vibration modes while being
sufficiently low to keep switching losses in the power electronics (due to the integral
of the product of the voltage drop across the electronic switch and the load current
during switching state transitions) to acceptable levels. This could be accomplished
by the introduction of hysteresis (Chap. 9) with adaptive hysteresis levels. Other
than this, a pulse width modulator would have to be employed together with the
control chatter avoidance techniques presented later in this chapter.

10.2.6 Conditions for the Existence of Sliding Motion

In the process of designing a sliding mode control system, it is necessary to be sure

that upon the initial loop closure, the system will reach the sliding mode, meaning
that the situation depicted in Fig. 10.1 leading to event (b) pertains, in contrast to
event (a). The basic necessary and sufficient condition for the existence of sliding
motion is already evident from the examination of the closed-loop phase portrait of
Fig. 10.5. Thus

For sliding motion to exist along a segment of the switching boundary,

S .y; yr / D 0, the infinite continuum of state trajectories of the closed-loop
phase portrait has to be directed towards the switching boundary from both
sides.

This is self-evident for a second-order system of full rank by inspection of the

behaviour in the phase plane, but by analogy, it is true for systems of higher order.
Another observation may be made in Fig. 10.5. Consider a close neighbourhood
of the boundary along segment AB. Below this segment, S .y; yr / > 0, and
SP (y, yr ) must be reducing towards zero as the boundary is approached, meaning
that SP .y; yr / < 0. Similarly, in a close neighbourhood of the boundary above
segment, AB, S .y; yr / < 0 and S(y, yr ) must be increasing towards the zero as
the boundary is approached, meaning that SP .y; yr / > 0. So S(y, yr ) and Ṡ(y, yr )
have to be opposite in sign in a close neighbourhood of the boundary. This leads to
the following general statement of the necessary and sufficient condition for sliding
motion to exist along a segment of the switching boundary.

S .y; yr / SP .y; yr / < 0: (10.49)

720 10 Sliding Mode Control and Its Relatives

A necessary but not sufficient condition for the existence of sliding motion can be
obtained by calculating the equivalent control, ueq , along the boundary. Then sliding
motion may exist if ueq lies between the two control saturation limits, which, for
umin D umax , can be expressed simply by
ˇ ˇ
ˇueq ˇ < umax (10.50)

Applying this to the electric drive example, (10.37) yields

1
uD xP 2 C d (10.51)
b

On the switching boundary (10.44), u D ueq and x2 D T1c .yr  x1 /, and therefore
for constant yr and in view of (10.36), xP 2 D  T1c xP 1 D  T1c x2 . Then (10.51) becomes

1
ueq D x2 C d (10.52)
bTc

and therefore condition (10.50) becomes

ˇ ˇ
ˇ 1 ˇ
ˇ x  d ˇ < umax (10.53)
ˇ bT 2 ˇ
c

The upper and lower limits of x2 defining points, A and B, in Fig. 10.5 are therefore
obtained as follows.
1
x2 min  d D umax ) x2 min D bTc .d  umax / (10.54)
bTc
1
x2 max  d D Cumax ) x2 max D bTc .d C umax / (10.55)
bTc

As would be expected, the segment AB increases in size as umax is increased.

10.2.7 Reaching the Sliding Condition

Suppose that the switching function, S(y, yr ), is chosen in the first place to yield
the required closed-loop dynamics in the sliding mode. Then if condition (10.49)
is satisfied at every point in the state space, the state trajectories would always
be attracted to the switching boundary and sliding motion would commence in a
finite time. This is not, however, usually the case, condition (10.49) only being
satisfied in finite regions of the state space adjacent to the sliding regions of the
switching boundary. These attraction regions of the state space may or may not
10.2 Control of SISO Second-Order Plants of Full Relative Degree 721

be reached from other regions of the state space. Mathematical analysis to answer
this question is difficult and some approaches to this problem may be found in
[4]. Practical control system development would be greatly aided by simulation to
ensure satisfactory operation over the operation envelope of the application. It is
possible, however, that the switching boundary could be designed to force (10.49)
to be satisfied while retaining acceptable closed-loop dynamics. These points will
be illustrated using the DC drive example. The remainder of this section is devoted
to the determination of the attraction regions analytically and the investigation of the
behaviour outside these regions by examination of the closed-loop phase portraits.
In view of the plant state differential equations (10.36) and (10.37), control law
(10.42) and switching function (10.43), inequality (10.49) becomes

.yr  x1  Tc x2 / .xP 1  Tc xP 2 / < 0 ) .yr  x1  Tc x2 / Œx2  bTc .u  d / < 0

) .yr  x1  Tc x2 / fx2  bTc Œumax sgn .yr  x1  Tc x2 /  d g < 0 )
) bTc umax jyr  x1  Tc x2 j  .yr  x1  Tc x2 / .x2  bTc d / < 0
(10.56)

Clearly inequality (10.56) cannot be satisfied everywhere in the phase plane, and the
boundary beyond which it is not satisfied is defined by the equation

bTc umax jyr  x1  Tc x2 j  .yr  x1  Tc x2 / .x2  bTc d / D 0 (10.57)

In the region below the switching boundary, yr  x1  Tc x2 > 0 and therefore,

yr  x1  Tc x2 D jyr  x1  Tc x2 j; whence, (10.57) simplifies to

bTc umax jyr  x1  Tc x2 j  jyr  x1  Tc x2 j .x2  bTc d / D 0 )

(10.58)
x2 D bTc .d C umax /

Similarly, in the region above the switching boundary, yr  x1  Tc x2 > 0, and

therefore, yr  x1  Tc x2 D  jyr  x1  Tc x2 j; whence, (10.57) simplifies to

bTc umax jyr  x1  Tc x2 j C jyr  x1  Tc x2 j .x2  bTc d / D 0 )

(10.59)
x2 D bTc .d  umax /

The values of x2 given by (10.58) and (10.59) are precisely the values of x2 max and
x2 min given by (10.54) and (10.55) valid on the switching boundary, but (10.58)
and (10.59) are valid for any values of x1  yr below and above the switching
boundary, respectively. The boundaries within which S .y; yr / SP .y; yr / < 0 are
therefore horizontal straight line segments (shown dotted), and these, together with
the switching boundary itself, define two skew symmetric semi-infinite triangular
regions in which inequality (10.49) is satisfied as illustrated in Fig. 10.7.
The two regions are shown by populating them with the state trajectories of the
closed-loop phase portrait, and these are seen to be directed towards the switching
boundary. The slopes of the trajectories along the dotted lines are equal to the
722 10 Sliding Mode Control and Its Relatives

20
Switching boundary SS > 0
15 A x2 = x2max

10
x2 [ rad s ]

5
SS < 0 SS < 0
0

-5
x2 = x2min B
-10 SS > 0
-15
-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2
x1 [rad]

Fig. 10.7 Regions in the phase plane in which S .y; yr / SP .y; yr / < 0 for sliding mode position
control of DC electric drive

a 60 b 60
50 50 2 x1r (t )
SS < 0 SS > 0
x2 [ rad s ]

40 40 2 x1 (t )[rad]
30 30
20 20 x2 (t )[ rad s ]
A
10 10
0 0
B
-10 -10
-20 SS > 0
SS < 0
-20
-30 -30
-25 -20 -15 -10 -5 0 5 10 0 0.5 1 1.5 2 2.5 3
x1e [rad] t [s]

Fig. 10.8 Form of state trajectory for sliding mode position control of DC electric drive with
relatively large step reference input. (a) State trajectory. (b) Time responses

slope of the switching boundary. The combined regions may be referred to as the
convergence region. Examination of this figure, however, indicates that even if the
initial state is within the convergence region, the state trajectory may or may not
remain in this region after the first switch point on the boundary. Figure 10.8 shows
the state trajectory for a relatively large step reference input and the corresponding
time responses. Outside the convergence region, the magnitude of S(y, yr ) increases
along every trajectory of the phase portrait.
For arbitrarily large initial error states, the state trajectories will move outside the
convergence region, but it is evident from the examination of the geometry of the
phase portrait that initially the control will saturate with a finite number of control
switches for a finite initial state, but the successive switch points will become closer
10.2 Control of SISO Second-Order Plants of Full Relative Degree 723

to the origin of the phase plane, the state trajectory spiralling in towards it until
ultimately the sliding segment, AB, is reached as shown in Fig. 10.8a. The piecewise
linear behaviour of x2 (t) during the saturated operation followed by the exponential
decay to zero in the sliding mode is clearly visible in Fig. 10.8b. So even if inequality
(8.3.15) is not satisfied, it does not mean that the sliding segment of the switching
boundary cannot be reached.
For higher-order plants and/or time-varying reference inputs and disturbances,
such analysis to determine if the sliding region of the switching boundary is
reachable would be highly complex, and a more practicable approach would be
simulation to examine the control system behaviour with realistic initial states.

10.2.8 Closed-Loop Dynamics in the Sliding Mode

During sliding motion, Eq. (10.44) governs the closed-loop behaviour and since
x1 D y and x2 D y,
P the closed-loop differential equation is

1
yP D .yr  y/ (10.60)
Tc

with the corresponding transfer function

Y .s/ 1
D (10.61)
Yr .s/ 1 C sTc

The closed-loop system is of first order in the sliding mode despite the plant being
of second order due to the state trajectory being constrained to follow the switching
boundary, which is only one dimensional. Again it is emphasised that this first-order
closed-loop dynamics is only valid in the sliding mode, and, as will be seen, the
reference input must be continuous and not changing too rapidly in order to avoid
control saturation which would take the system out of the sliding mode.

10.2.9 Control with Time-Varying Disturbances and Reference

Inputs

Now consider the operation of the sliding mode control law (10.42) with the linear
switching function (10.43) and the more general second-order plant having the state-
space model (10.31), (10.32), and (10.33). If the reference input, yr , or the external
disturbance, de , are both constant, then the shape of the trajectories of the closed-
loop phase portrait will, in general, differ from the parabolic ones of the double
integrator plant and will depend on the function, f .x1 ; x2 ; u  de /. The positions
of the end points, A and B, of the sliding segment of the switching boundary
724 10 Sliding Mode Control and Its Relatives

Fig. 10.9 Nonstationary x2

closed-loop phase portrait for stationary
external disturbance and/or switching A
reference input time varying boundary

0 x1e

will also depend on this function. The closed-loop phase portrait will, however,
still be stationary, i.e. an infinite continuum of trajectory curves that never change.
On the other hand, if either yr , de or both are time varying, a nonstationary phase
portrait will result, a ‘snapshot’ of which is illustrated in Fig. 10.9. The shapes of
the trajectories shown here are only illustrative and will be changing. If a movie
could be shown, then the appearance of the closed-loop phase portrait could be
likened to the motion of a forest of seaweed with long, thin stems anchored to the
seabed (analogous to the stationary switching boundary) and subject to changing
water currents and wave motion. In correspondence with the motion of the phase
portrait, the points, A and B, will continually move along the switching boundary.
The sliding motion, however, will be maintained provided the state point remains
on the segment, AB.
The following salient points may now be made regarding the sliding mode con-
trol of second-order plants of full relative degree with linear switching boundaries.
(a) The system is extremely robust in the sliding mode since transfer function
(10.61) is independent of the plant parameters and the external disturbance.
(b) The closed-loop system is only of first order despite the plant being of second
order. This is due to one degree of freedom of movement in the two-dimensional
state space being removed by the control law forcing the trajectory to move
along the one-dimensional switching boundary.
(c) If the settling time, Ts , is chosen and the closed-loop time constant set to Tc D
Ts =3 (5 % criterion) or Tc D Ts =4 (2 % criterion), then the step response will
not have precisely this settling time due to the initial control saturation, but in
the sliding mode, the response to a continuously varying reference input will be
that of a first-order system with the specified settling time.
It is important to realise that ideal robustness cannot be attained in practice, even
by a sliding mode control system, due to the finite sampling frequency of the digital
implementation and any dynamic lags that are not taken into account such as the
armature time constant in the DC drive example. The performance of a practicable
sliding mode control system must be predicted by an accurate simulation before it
is commissioned.
10.2 Control of SISO Second-Order Plants of Full Relative Degree 725

10.2.10 Rate-Limiting Switching Boundary for Zero Overshoot

Consider again the DC electric drive. A relatively simple modification of the linear
switching boundary will eliminate the overshooting of a stepped reference input
(Fig. 10.8) regardless of its magnitude and ensure sliding motion is maintained after
the state trajectory first reaches the switching boundary. Two points, A0 and B0 , are
selected on the sliding segment of the previous switching boundary between points
A and B, where the angular velocities are x2 min and x2 max , with 0 <  < 1. Then
the remainder of the switching boundary is replaced by two horizontal semi-infinite
linear segments intersecting the points, A0 and B0 , as shown in Fig. 10.10.
® ®
For forming the sliding mode control algorithm, the MATLAB –SIMULINK -
compatible saturation function (Chap. 9) may be used to realise this switching
boundary. Thus,

S .x1e ; x2 / D sat .x1e =Tc ; x2 min ; x2 max /  x2 (10.62)

where
8
< x1e =Tc ; x2 min  x1e =Tc  x2 max
sat .x1e =Tc ; x2 min ; x2 max /  x2 min ; x1e =Tc < x2 min :
:
x2 max ; x1e =Tc > x2 max
(10.63)

The resulting closed-loop phase portrait and corresponding family of step responses
are shown in Fig. 10.11.
As can be seen in Fig. 10.11a, the condition for sliding motion is satisfied along
the whole switching boundary, i.e. the infinite continuum of trajectories in the ‘n’
and ‘p’ regions is directed towards these segments of the boundary from both sides.
Figure 10.11b shows a family of step responses for different reference input levels.
The overshooting is seen to be eliminated due to the rate limiting. The exponential
behaviour of x1 (t) and x2 (t) towards the desired values may be seen as the sliding
motion moves onto segment A0 B0 of the switching boundary.

x2
A x2max
switching boundary 'n' region
λ x2max
A′
S ( x1e , x2 ) = 0

0 x1e
λ x2min B′
'p' region x2min
B

Fig. 10.10 Piecewise linear switching boundary for zero overshoot in the step response
726 10 Sliding Mode Control and Its Relatives

a 25 b
25
20 'n' region x1 (t )[rad]
x2max′ 15 u = −umax 20
10
15
x2 [ rad s ]

5 x2 (t )[ rad s ]
′
x2max
0
10
-5 ′
x2min
-10 'p' region 5
-15 u = +umax
0
-20
-8 -6 -4 -2 0 2 4 6 0 0.5 1 1.5 2 2.5 3
x1e [rad] t [s]

Fig. 10.11 Responses of sliding mode control system with rate-limiting switching boundary. (a)
Closed-loop phase portrait. (b) Step responses

The factor of  is chosen with the aim of maintaining the condition for sliding
motion along the whole of the segment, A0 B0 , of the switching boundary. A value
of  D 0:9 is selected for this demonstration but in practice its choice is a matter of
engineering judgement through knowledge of the application.
It must be noted that the control system is nonlinear except in the sliding mode
along segment A0 B0 of the switching boundary. One consequence of this is that the
settling time is nearly proportional to the magnitude of the step reference input.
For arbitrary initial states, x2 can be outside the range (x2 min , x2 max ) as shown in
Fig. 10.11a, but sliding motion is always attained that leads to linear operation on
the segment, A0 B0 , of the switching boundary.
It must also be realised that according to (10.54) and (10.55), x2 max and x2 min
are functions of the disturbance input, d, and the plant parameter, b. Implementation
would therefore require an observer to estimate d.

10.2.11 Sub-Time-Optimal Control

For applications in which it is desirable to eliminate overshoot in the step response

while achieving shorter settling times than the rate-limiting method of Sect. 10.2.10,
a nonlinear switching boundary similar to the time-optimal ones of Chap. 9 may be
employed but which are modified so that the state trajectories of the phase portrait
are directed towards it from both sides over its whole length. The class of plants to
which this may be applied has the state-space model,

xP 1 D x2
(10.64)
xP 2 D f .x1 ; x2 / C b .u  de /

where b is a positive constant, f (x1 , x2 ) is continuous with f .0; 0/ D 0 and de

is an external disturbance. Since the purpose of sliding mode control is to achieve
10.2 Control of SISO Second-Order Plants of Full Relative Degree 727

robustness, the control law should be based on an approximate plant model not
requiring knowledge of f (x1 , x2 ) and de . For u D ˙umax , there exists a limited region
of the state space enclosing the origin in which jf .x1 ; x2 /j  jbuj. Then if de 
umax , the plant model may be approximated by the double integrator model,

xP 1 D x2
(10.65)
xP 2 D bu

The time-optimal switching function (Chap. 9) for this approximate model is

1
S .x1e ; x2 / D x1e  jx2 j x2 : (10.66)
2bumax

where x1e D x1  yr . The condition of sliding motion cannot be guaranteed over the
operational segment for (10.66), i.e. the segment of the switching boundary within
the operational envelope of the plant in the state space. If, however, a scaling factor,
, where 0 <  < 1, is introduced so that (10.66) becomes

1
S .x1e ; x2 / D x1e  jx2 j x2 ; (10.67)
2bumax

so the graph of x2 against x1e becomes ‘compressed’ in the x2 direction, then below
a certain , the state trajectories of the phase portrait are directed towards the
boundary from both sides over the operational envelope. This is reasonable since
as  approaches zero, the switching boundary approaches the x1e axis, which the
trajectories of the phase portrait approach from both sides at right angles. This
follows from analysis of the state trajectory differential equation,

dx2 f .x1 ; x2 / C b .u  de /
D : (10.68)
dx1 x2

If the switching boundary is the horizontal line, x2 D 0, with the ‘n’ region above
and the ‘p’ region below, then given

umax > jf .x1 ; x2 / =b  de j (10.69)

then dx2 =dx1 ! ˙1 as x2 ! 0 so the state trajectories of the phase portrait are
perpendicular to the x2 axis. Also, the switching function is S D x2 , giving

u D umax sgn.S / D umax sgn .x2 / (10.70)

so that the second of equations (10.64) becomes

xP 2 D f .x1 ; x2 /  bde  bumax sgn .x2 / : (10.71)

728 10 Sliding Mode Control and Its Relatives

x2
c′ a′ slope
c
−1 Tc 'n' region
switching
boundary

a + x2t
+ x1o
−x1o0 x1e
−x2t b

'p' region
b′ d
d′

Fig. 10.12 Switching boundary for near-time-optimal sliding mode control

Then

S SP D .x2 / .xP 2 / D .x2 / .bumax sgn .x2 /  f .x1 ; x2 / C bde / < 0; (10.72)

indicating the condition for sliding motion is satisfied at every point along the x2
axis. Then as  is increased, it would be expected that the segment or segments of
switching boundary (10.67) along which S SP < 0 is satisfied become finite but will
lie within the operation envelope of the state space for a given application up to a
certain maximum value of .
The slope, dx2 /dx1e , of switching boundary,
1
x1e D  jx2 j x2 ; (10.73)
2bumax

is infinite at the origin, which does not yield a useful closed-loop dynamics in the
sliding mode in the region of the origin, where the control system will sometimes
be required to operate with time-varying reference inputs. A linear closed-loop
performance is desirable in this region, and this can be achieved by having a linear
segment with finite negative slope as in the previous section. Such a switching
boundary is sketched in Fig. 10.12. The starting point is boundary (10.73) indicated
by c0 0d0 .
Then the straight line, a0 b0 , is formed that includes the segment, ‘ab’, to be
included in the switching boundary. Then the upper and lower parabolic segments
of the boundary, c0 0d0 , are translated, respectively, by x1o and Cx1o units along the
x1 axis so they are tangential to the line, a0 b0 , at points ‘a’ and ‘b’. This results in the
required switching boundary, cabd, as shown. Next, the equation of this switching
boundary will be derived as required for controller implementation. Let the values
of x1e at the tangent points, a and b, be ˙x1et , x1et > 0. Then since the tangent points
are on the straight line segment with slope, 1=Tc , the velocity magnitude, x2t , is
10.2 Control of SISO Second-Order Plants of Full Relative Degree 729

1
x2t D x1et ) x1et D Tc x2t : (10.74)
Tc

Since the tangents are also on the offset parabolic curves, then
1 2
x1et D x C x1o (10.75)
2A 2t
where

A D bumax (10.76)

Equating the RHS of (10.74) and (10.75) then yields

1 2
x C x1o D Tc x2t ) x2t2  2ATc x2t C 2Ax1o (10.77)
2A 2t
from which
q
x2t D ATc ˙ A2 Tc2  2Ax1o (10.78)

Since the two roots are coincident at the tangent points,

A2 Tc2  2Ax1o ) x1o D 12 ATc2 (10.79)

then
x2t D ATc : (10.80)

The switching boundary equation may then be written as


T c x2 ; jx2 j  x2t 
x1e D : (10.81)
 x22 =.2A/ C x1o sgn .x2 / ; jx2 j > x2t

The near-time-optimal sliding mode control law is then

u D umax sgn ŒS .x1e ; x2 / ; (10.82)

where

x1e  T c x2 ; jx2 j  x2t 
S .x1e ; x2 / D : (10.83)
 x1e  x22 =.2A/ C x1o sgn .x2 / ; jx2 j > x2t

Returning to the electric drive example, Fig. 10.13a shows the switching boundary
together with the closed-loop phase portrait for  D 0:6 and Fig. 10.13b shows the
variables for a step response.
It should be noted that the boundary layer method (Chap. 9) is employed
in which the signum function of (10.83) is replaced by the saturation function.
730 10 Sliding Mode Control and Its Relatives

a 30 b
40
x2 (t )[ rad s ]
x2 [ rad s ]

30
20 x1 (t )[rad]
20
10
10
0 u (t )[V]
+ x2t
-10
0
10
− x2t u (t )[V]
0
-10
-10
-20
-20 x1 (t )[rad]
-30
x2 (t )[ rad s ]
-30 -40
-8 -6 -4 -2 0 2 4 6 8 0 0.5 1 1.5 2
x1e [rad] t [s]

Fig. 10.13 Sub-time-optimal sliding mode position control of DC electric drive. (a) Closed-loop
phase portrait. (b) Positive and negative step responses

The saturation function is sat .Kx2 ; umax ; Cumax /, where K is a relatively high
gain. K D 1; 000 in this example. Then u(t), instead of switching rapidly in
the sliding mode, closely follows the equivalent control, x1 (t) and x2 (t) being
indistinguishable from those that would occur with u(t) switching.
Despite the significant external disturbance (0.3 umax ), it is evident that the
condition for sliding motion is satisfied over the whole portion of the switching
boundary shown in Fig. 10.13a, as intended. The phase portrait certainly resembles
that of the double integrator time-optimal control (Chap. 9). The straight line
segment of the switching boundary is visible between the lines, x2 D ˙x2t .
When compared with the 20 [rad] step response of the rate-limited SMC in
Fig. 10.11b, the step responses of Fig. 10.13b show the advantage of the sub-time-
optimal SMC in shortening the settling time.

10.3 Control of SISO Plants of Arbitrary Order

10.3.1 Control of Plants Having Full Relative Degree

The general SISO plant with the state-space model defined by (10.1) and (10.2) is
considered in which the state variables are the output derivatives, i.e.

T h iT
x D x1 x2 x3    xn D y yP y«    y .n1/ (10.84)
10.3 Control of SISO Plants of Arbitrary Order 731

The control law is then

h  i
u D umax sgn S y  yr ; y; R : : : ; y .n1/ :
P y; (10.85)

If the switching boundary is

X
n1 X
n1
S .x; yr / D yr  y  wi y .i / D yr  x1  wi xi C1 (10.86)
i D1 i D1

then in the sliding mode,

X
n1
Y .s/ 1
S .x; yr / D 0 ) yr D y C wi y .i / ) D Xn1 (10.87)
i D1
Yr .s/ 1C wi s i
i D1

This enables the system to be designed by pole assignment. If the desired closed-
loop poles are si D pi , i D 1; 2; : : : ; n  1, then the corresponding coefficients,
wi , i D 1; 2; : : : ; n  1, may be determined by solving the equation

X
n1 Yn1
1C wi s i D .s C pi /: (10.88)
i D1
i D1

If it is desired to achieve a specified settling time with non-oscillatory dynamics in

the sliding mode, then one of the settling time formulae (Chap. 4) may be used, in
which case (10.88) becomes

X
n1
1C wi s i D .s C p/n1 ; (10.89)
i D1

where p D 1:5n=Ts (5 % criterion), or p D 1:6 .0:5 C n/ =Ts (2 % criterion).

First, third-order plants are considered as the motion is in a three-dimensional
state space, .x1 ; x2 ; x3 / D .y; y;
P y/,
R which can be visualised. The switching
boundary becomes a two-dimensional surface,

S .y; yr / D S .y  yr ; y;
P y/
R D 0; (10.90)

in the three-dimensional state space, with the switched control law,

u D umax sgn ŒS .y  yr ; y;
P y/
R : (10.91)

The two points, A and B, defining the segment of the switching boundary for a
second-order plant along which sliding motion takes place, exemplified in Fig. 10.5,
732 10 Sliding Mode Control and Its Relatives

become a one-dimensional boundary defining the sliding region on the two-

dimensional switching boundary. As a demonstration, consider the triple integrator
plant,

xP 1 D x2
xP 2 D x3 y D x1 ; (10.92)
xP 3 D bu

under control law (10.91) with the linear switching boundary,

P y/
S .y  yr ; y; R D yr  y  w1 yP  w2 yR D yr  x1  w1 x2  w2 x3 : (10.93)

This yields a linear closed-loop system in the sliding mode with S .y  yr ; y;

P y/
R D
0, the closed-loop transfer function being

Y .s/ 1
D : (10.94)
Yr .s/ 1 C w1 s C w2 s 2

Design for a specified settling time with zero overshoot would require w1 D 2Tc
and w2 D Tc2 , where Tc D Ts =4:5 (5 % criterion) or Tc D Ts =5:6 (2 % criterion).
The switching boundary, whose equation is

S .x1e ; x2 ; x3 / D  .x1e C w1 x2 C w2 x3 / D 0; (10.95)

where x1e D x1  yr , is an infinite plane passing through the origin with the positive
x1e , x2 and x3 axes on one side since w1 > 0 and w2 > 0. A nominal settling
time of Ts D 1 Œs (5 % criterion) is chosen for the simulation results presented
in Fig. 10.14. The closed-loop phase portrait is a three-dimensional continuum of
state trajectories and is therefore difficult to present, so instead Fig. 10.14 (a) shows
a selection of twelve state trajectories on an isometric projection together with the
state trajectory of a step response commencing with .x1e ; x2 ; x3 / D .0; 0; 0/.
The initial states have been calculated so that the trajectories meet the switching
boundary equidistantly spaced along the edges of the sliding region.
The shaded portion, ‘pqrs’, of the switching boundary is part of the region
in which the condition for sliding motion, S SP < 0, is satisfied in a close
neighbourhood of the switching boundary, where S is short for S(x1e , x2 , x3 ). In terms
of (10.95), this is

S .xP 1  w1 xP 2  w2 xP 3 / < 0 ) S .x2  w1 x3  w2 bu/ < 0 )

S Œx2  w1 x3  w2 bumax sgn.S / < 0 )
jS j sgn.S / Œx2  w1 x3  w2 bumax sgn.S / < 0 )
 .x2 C w1 x3 / sgn.S /  w2 bumax < 0: (10.96)
10.3 Control of SISO Plants of Arbitrary Order 733

b
2 10 x1e (t )
4 x2 (t )
1
a 0
2 r
x3
1 -1 0.1u (t )
b x3 (t )
0 q -2 0 0.5 1 t [s] 1.5
-1 s i) with hysteresis switching element
-2 2
a 10 x1e (t )
-3 p 1
1 S ( x1e , x2 , x3 ) = 0 4 x2 (t )
0.5 0.5 0
x2 0 0
-0.5
-1 -0.5 x1e -1
0.1uˆeq (t )
x3 (t )
State trajectories -2
0 0.5 t [s] 1.5
1
i) with boundary layer
Step response

Fig. 10.14 State trajectories for SMC of triple integrator with linear switching boundary

Let " be a positive infinitesimal. Then if S D ", meaning all points in a close
neighbourhood of the switching boundary on one side of it, condition (10.96)
becomes

x2  w1 x3  w2 bumax < 0 (10.97)

Similarly, if x1e C w1 x2 C w2 x3 D ", meaning all points in a close neighbourhood

of the switching boundary on the opposite side to that above, (10.96) becomes

x2 C w1 x3  w2 bumax < 0: (10.98)

There are therefore two bounds of the sliding region of the switching boundary
derived from (10.97) and (10.98). From (10.97),

x2n  w1 x3n  w2 bumax D 0 ) x2n D w1 x3n  w2 bumax (10.99)

and from (10.98),

x2p C w1 x3p  w2 bumax D 0 ) x2p D w1 x3p C w2 bumax : (10.100)

Equations (10.99) and (10.100) are, respectively, the equations of the two parallel
straight lines, ‘rs’ and ‘qp’, in Fig. 10.14 (a), bounding the sliding region, which is
734 10 Sliding Mode Control and Its Relatives

an infinite strip. To generate the twelve trajectories with starting points indicated by
‘•’, the first twelve points on the boundaries of (10.99) and (10.100) are determined
by choosing x3p D x3n D ˙0:5D, ˙1:5D and ˙2:5D, with D D 0:3. Then x2p
and x2n are given by (10.99) and (10.100). The switching boundary is then used to
compute

x1ep D w1 x2p  w2 x3p (10.101)

x1en D w1 x2n  w2 x3n (10.102)

This yields six equally spaced points on each boundary of the sliding region. The
starting points are then found by back tracing (Chap. 9) by a fixed time, T, with the
sign of umax that brings the state point towards the boundary in forward time. Thus,
2 3 2 32 3 2 33
x1ep .0/ 1 T 12 T 2 x1ep 1T
2
4 x2p .0/ 5 D 4 0 1 T 5 4 x2p 5 C 4 12 T 2 5 bumax (10.103)
x3p .0/ 0 0 1 x3p T

and
2 3 2 32 3 2 33
x1en .0/ 1 T 12 T 2 x1en 1T
2
4 x2n .0/ 5 D 4 0 1 T 5 4 x2n 5  4 12 T 2 5 bumax (10.104)
x3n .0/ 0 0 1 x3n T

where T < 0. In this demonstration, T D 0:1 Œs . The result is the twelve

trajectories of Fig. 10.14a that meet the switching boundary on the edges of the
sliding regions, which are the two straight lines defined by (10.99), (10.100),
(10.101), and (10.102), after which sliding motion occurs indicated by the zigzag
motion, made visible by setting the hysteresis level (Chap. 9) of the switching
element to ıS D 0:004.
The trajectory of the step response in Fig. 10.14a commences with the control at
u D umax until it crosses the switching boundary at point ‘a’ outside the sliding
region, after which the control switches to u D umax , remaining at this value until
the trajectory crosses the switching boundary again, but this time within the sliding
region at point ‘b’, after which sliding motion occurs and the system dynamics is
governed by (10.94). Figure 10.14b shows the step response variables as functions
of time, the periods of control saturation and sliding motion being clearly visible.
Figure 10.14b shows the step response again but with the hysteresis switching
element replaced by a high-gain (105 ) with saturation at ˙umax to give a very narrow
boundary layer (Chap. 9). In this case, the continuous control, ûeq (t), is a very close
approximation to the equivalent control, ueq (t).
Returning to the general third-order system, if sliding motion can be guaranteed,
then the control system design is very straightforward via (10.94). The theoretical
difficulty in the control system design, however, is ensuring that the sliding region
10.3 Control of SISO Plants of Arbitrary Order 735

will be reached from any initial state within the operational envelope of a particular
application. If some initial states are found for which control law (10.91) with the
linear switching boundary (10.95) cannot bring the state to the sliding region, then it
will be impossible to achieve the closed-loop dynamics characterised by (10.94) and
the system is usually unstable. This is, for example, the case for the triple integrator
plant with step reference inputs exceeding a certain threshold. While being difficult
to deal with theoretically due to the nonlinear operation of the system, this problem
can, however, be quickly investigated by simulation. If the operational envelope is
found to include states leading to instability with control law (10.91) with the linear
switching boundary (10.95), then it is possible to modify the control law to achieve
acceptable performance. For example, a larger value of Ts could be used to calculate
w1 and w2 , which would tend to increase the regions of the state space from which
the sliding region of the switching boundary can be reached.
Example 10.2 Sliding mode control of a vertical electromagnetic bearing axis
The controlled plant consists of an electromagnet exerting a controllable vertical
force acting against the force of gravity as shown in Fig. 10.15.
The inductance of the electromagnet is

0 AN 2
L.y/ D ; (10.105)
2 .G  y C y0 /

where 0 is the permeability of free space, A is the cross-sectional area of the pole
piece, N is the number of coil turns, G is the nominal air gap, y is the upward vertical
bearing displacement with respect to the nominal position and y0 is a constant giving
the correct inductance for zero gap. The displacement, y, is also the measured
displacement to be controlled, scaled in the control computer to be numerically
equal to the displacement. The energy stored in the magnetic field is then

W D 12 L.y/i 2 (10.106)

where i is the coil current. The attractive force of the electromagnet is then
 
dW d 0 AN 2 i 2 0 AN 2 i 2
f D D D : (10.107)
dy dy 4 .G  y C y0 / 4.G  y C y0 /2

Fig. 10.15 Controlled

electromagnet for vertical i
axis of electromagnetic G G−y
bearing Power
u
Amplifier
y
736 10 Sliding Mode Control and Its Relatives

The equation of motion of the bearing vertical axis is therefore

f C i2
yR D D : g (10.108)
M M .G  y C y0 /2

where C D 0 AN 2 =2 and g D 9:81 Œm=s=s is the acceleration due to gravity. The

plant model is then completed with the differential equation modelling the electric
circuit of the electromagnet. If Ka is the voltage gain of the power amplifier, this is
d C
dt
ŒL.y/i C Ri D Ka u in which L.y/ D GyCy 0
i . This yields

di G  y C y0 1
D .Ka u  Ri /  P
i y; (10.109)
dt C G  y C y0

where R is the coil resistance. The plant model is therefore of third order as it is
the sum of the orders of the two constituent Eqs. (10.108) and (10.109). Despite
the plant being highly nonlinear, it will be demonstrated that a simple sliding mode
control law with the linear switching boundary (10.95) will produce effective control
without knowledge of the plant parameters. The relative degree is determined
by differentiating (10.108) and substituting for di/dt on the RHS using (10.109),
«
whereupon it is evident that y depends directly on u. Thus, the relative degree is
three, which is equal to the plant order, confirming that the plant is of full relative
degree. 
For the simulation, the plant parameters are taken as A D 0:01 m2 , N D 1000,

G D 0:002 Œm , 0 D 4  107 A2 =m , R D 1 Œ and Ka D 10. The
reference input is yr D 0 as this commands an air gap of G. Rather than attempt to
determine the boundary of the sliding region analytically, the simulation will be run
with a range of initial conditions that are possible prior to the initial loop closure in
the real application. This is as follows. The initial coil current, i(0), and the initial
mechanical load velocity, ẏ(0), are zero. The settling time in the sliding mode is set
to Ts D 0:2 Œs to give a non-overshooting step response with approximately this
settling time. The control saturation level is umax D 10 ŒV and the hysteresis levels
of the switching element are set to ıS D ˙0:0001 Œm . Five responses are simulated
with y(0) set to G, G=2, 0, CG=2 and CG, giving an initial gap ranging between
2G and zero, with yr D 0. Then to test the step response, yr (t) is stepped to G at
t D 2Ts , then back to 0 at t D 4Ts . Figure 10.16 shows the results.
In Fig. 10.16a, the output derivatives, ẏ and ÿ, are used directly in the control
law, as if they were measured, to assess the operation of the ideal control system.
For all five initial positions, it is evident that the demanded position is reached
approximately in the specified settling time of Ts D 0:2 Œs . This occurs since the
switching functions, Si (t), i D 1; 2; 3; 4; 5, all reach zero and stay approximately
zero in about 2.5 [ms], which is the initial period of control saturation, prior to
sliding motion, which is only a small proportion of Ts . The step responses are as
specified. The last two graphs of Si (t), i D 1; 2; 3; 4; 5, in Fig. 10.16a clearly
show the expected jumps to non-zero values at t D 0:4 Œs and t D 0:8 Œs
10.3 Control of SISO Plants of Arbitrary Order 737

a ×10−3 b ×10−3
2 2
1.5 y (t ), i = 1, 2,3, 4,5
i
1 yi (t ), i = 1, 2,3, 4,5
[m]
[m] 1 0
0.5
-1
0
-2 yr (t )
-0.5
-1 yr (t ) -3
-1.5 -4
-2
-5
0 0.2 0.4 0.6 0.8 1 1.2 0 0.2 0.4 0.6 0.8 1 1.2
−2
t [s] t [s]
×10
2.5
1
2 Si (t ), i = 1, 2,3, 4,5
1.5 0.5
[m] 1 [m] 0
0.5 Si (t ), i = 1, 2,3, 4,5 -0.5
0
-1
-0.5
0 0.5 1 1.5 2 2.5 3 0 0.002 0.004 0.006 0.008 0.01
t [s] ×10−3 t [s]
×10−3 ×10−3
0.5 0.5
[m] 0 [m] 0
-0.5 -0.5
-1 -1
-1.5 -1.5
-2 Si (t ), i = 1, 2,3, 4,5 -2 Si (t ), i = 1, 2,3, 4,5
-2.5 -2.5
0.3999 0.4 0.4001 0.4002 0.3999 0.4 0.4001 0.4002
t [s] t [s]
×10−3 ×10−3
2.5 2.5
[m] 2 [m] 2
Si (t ), i = 1, 2,3, 4,5 Si (t ), i = 1, 2,3, 4,5
1.5 1.5
1 1
0.5 0.5
0 0
-0.5 -0.5
0.7999 0.8 0.8001 0.8002 0.7999 0.8 0.8001 0.8002
t [s] t [s]

Fig. 10.16 Position error transients for sliding mode control of an electromagnetic bearing. (a)
With exact output derivatives (b) With estimated output derivatives

as the steps of yr (t) are applied, followed by return to approximately zero and
then oscillations about zero indicating reacquisition of the sliding mode. Since
these reacquisition times are very small compared with Ts , the step responses are
indistinguishable from those of a second-order critically damped system with a
settling time of Ts .
In this application, however, it is not practicable to measure ẏ and ÿ, so the
multiple integrator observer of Sect. 10.1.3.2 is applied to provide estimates, b
yP and
738 10 Sliding Mode Control and Its Relatives

bR using three integrators. The dynamic lag in b

y, yP and b
yR is unavoidable but as the
results of Fig. 10.16b show, with Tf D 0:001 Œs , the performance of the sliding
mode controller is not really compromised. The larger initial transients of yi (t),
i D 1; 2; 3; 4; 5, are due to the settling transient of the observer but are still
acceptable. The initial transients of Si (t), i D 1; 2; 3; 4; 5, are very much larger
due to the observer settling transient. The peaks of just over 1 [m], however, are not
physical displacements, being only in the controller software and due to b P
y.t/ and
bR during the initial observer transient. Once the observer has settled, the recovery
y.t/
of the sliding mode following application of the two steps in yr (t), indicated by
the last two graphs of Si (t), i D 1; 2; 3; 4; 5, is similar to that of the ideal
system shown in Fig. 10.16a, indicating that the introduction of the observer will
not significantly affect the normal operation of the system.

10.3.2 Control of Plants Less Than Full Relative Degree

For a plant modelled by (10.1) and (10.2), it would be possible to deter-

mine a switching function, S(x, yr ), such that the switched control law, u D
umax sgn ŒS .x; yr / , operates in a sliding mode but, as has been emphasised in
Sect. 10.1.3, the robustness of sliding mode control can only be fully exploited if
the output derivative state representation is used, meaning

P : : : ; y .n/
x D y; y; (10.110)

For a plant of relative degree, r, however, the complete set of output derivative state
variables is limited to r in number and may be represented by the substate vector
h i
P : : : ; y .r1/
y D y; y; (10.111)

The derivatives, y(i) , i D r; r C 1; : : : ; n  1, which would increase the dimension of

y from r to n, are not state variables due to their dependences on u and its derivatives.
It would be possible, however, to obtain a sliding mode with the control law,

u D umax sgn ŒS .y; yr / ; (10.112)

because the rate of change of the highest derivative, y .r1/ , i.e. y(r) , depends directly
on u, allowing u to drive the substate trajectory towards the switching boundary from
both sides. So this means that the system can control the substate, y, of the plant but
another substate, z, of the plant is not controlled. This is precisely the same situation
as described in Chap. 7, Sect. 7.3.3, in which there exists a sub-plant with state, z,
that is uncontrolled using feedback linearising or forced dynamic control, referred
to as the zero dynamics. One of the remaining challenges in sliding mode control is
the control of plants with unstable zero dynamics. A solution to a similar problem is
10.3 Control of SISO Plants of Arbitrary Order 739

presented in Chap. 7 that entails the creation of an artificial auxiliary output, z, with
respect to which the plant has full relative degree. Implementation of this to generate
z within the control computer, however, would require an observer with an accurate
plant model, thereby defeating the object of sliding mode control of achieving
robustness. It is now clear, however, that sliding mode control can be applied, with
robustness, using the substate vector, y, to plants not of full relative degree provided
the zero dynamics is stable, as demonstrated by the following example. The robust
pole placement of Sect. 10.5 will also be considered as a possible solution for robust
control of plants with zero dynamics that is not stable.
Example 10.3 Sliding Mode Attitude Control of a Flexible Spacecraft
A spacecraft with a large solar panel is considered that has two significant
vibration modes. The damping ratios of these modes would usually be negligible
if the solar panel mounting were to be rigidly joined to the centre body. This would
require a sophisticated control law with active model damping as well as control of
the rigid-body mode. To enable a very simple sliding mode control law to be applied,
aimed at accurate and robust attitude control of the centre body, passive damping is
added to prevent the modal vibrations, which will not be actively controlled, to
acceptable amplitudes. One attitude control axis is considered with the assumption
that the inter-axis coupling is negligible. Figure 10.17 shows the vibration mode
shapes and a model. In the model, J is the centre-body moment of inertia about the
rotation axis. Each of the two vibration modes is represented by a rotational mass–
spring–damper systems with moments of inertia, J1 and J2 ; spring constants, Ks1
and Ks2 ; and damping coefficients, D1 and D2 . The variables are the centre-body
attitude angle, ˛, (which is to be controlled), the mode 1 displacement angle, ˇ 1 ,
the mode 2 displacement angle, ˇ 2 , the control torque from the reaction wheel,  c ,
and the external disturbance torque,  d . The measurement from the attitude sensor
is y D ˛.

a b c
J1 J2
K s1 D1 K s2 D1
β1 β2

Reaction J
wheel
Rigid
centre body γc + γd α

α α
Inertial datum
γc + γd γc + γd

Fig. 10.17 Flexible spacecraft requiring centre-body attitude control. (a) First vibration mode
(b) Second vibration mode (c) Lumped parameter model
740 10 Sliding Mode Control and Its Relatives

The mode shapes of Fig. 10.17a, b are highly exaggerated for clarity of
presentation. Also these figures are drawn with, as is intended for a constant attitude
reference input, the centre-body stationary. Without the attitude control, the centre
body would be ‘rocking’ in anti-phase with the modal vibrations of the solar panel.
With reference to Fig. 10.17c, the differential equations of the model are as follows.

J ˛R D Ks1 ˇ1 C D1 ˇP1 C Ks2 ˇ2 C D2 ˇP2 C c C d ; (10.113)

 
J1 ˇR1 C ˛R D Ks1 ˇ1  D1 ˇP1 ; (10.114)

and
 
J2 ˇR2 C ˛R D Ks2 ˇ2  D2 ˇP2 : (10.115)

In preparation for the simulation, these may be expressed in the standard form:

˛R D 12 r1 ˇ1 C 21 1 r1 ˇP1 C 22 r2 ˇ2 C 22 2 r2 ˇP2 C b .u C d / ; (10.116)

ˇR1 D 12 ˇ1  21 1 1  ˛R (10.117)

and

ˇR2 D 22 ˇ2  22 2 2  ˛;

R (10.118)

where  1 and  2 are the undamped modal encastre frequencies, i.e. the modal
vibration frequencies that would occur with the centre body held fixed with respect
to inertia space with no damping, and 1 and 2 are the encastre modal damping
ratios. Regarding the choice of symbols, note that ! n1 , ! n2 ,
1 and
2 are the
undamped natural frequencies and damping ratios that would occur with the centre
body left free and no applied control. These are not relevant to this example. The
parameters, r1 D J1 =J and r2 D J2 =J , are the modal moment of inertia ratios.
Finally, c D Kw u where Kw is the reaction wheel torque constant, u is the control
variable and b D Kw =J . The external disturbance referred to u is d D .Kw =J / d .
It is evident by inspection of (10.116) that the plant has relative degree, r D
2, and since the differential equations, (10.116), (10.117) and (10.118) are each
of second order, the plant order is n D 6. In the sliding mode, the system will
therefore have uncontrolled zero dynamics of order, n  r D 4. In this example, the
uncontrolled zero dynamic subsystem comprises (10.117) and (10.118) with ˛R D 0
P
since the sliding mode control system will control only the state variables, ˛, and ˛,
and if yr D ˛r D const:; in the steady state, ˛ D ˛r D const:, ) ˛P D 0 and ˛R D 0.
Figure 10.18 shows a simulation of the control system with the control law

u D umax sgn ŒS .y; y;

P yr / ; S .y; y;
P yr / D yr  y  w1 yP (10.119)
10.3 Control of SISO Plants of Arbitrary Order 741

a b ×10−3
0.2 10
yr (t )[rad]
8

y [rad s]
0.15 Sliding
y (t )[rad] 6 motion
0.1 4
y (t )[rad s]
0.05 2
0
0
-2
0 20 40 60 80 100 -0.2 -0.15 -0.1 -0.05 0
t [s] y − yr
c d
0.2 10
uˆeq ( t ) [V]
0.15 5
0.1 S ( t ) [rad] 0
0.05 -5
0 -10
0 20 40 60 80 100 0 20 40 60 80 100
t [s] t [s]
e ×10−3 f ×10−3
6 2
4 β1 ( t ) [rad] 1 β 2 ( t ) [rad]
2
0 0
-2 -1
-4 -2
-6
0 20 40 60 80 100 0 20 40 60 80 100
t [s] t [s]

Fig. 10.18 Sliding mode attitude control of flexible spacecraft. (a) Centre body variables (b)
centre body substate trajectory (c) switching function (d) control variable (e) vibration mode 1
displacement (f) vibration mode 2 displacement

where w1 D  Ts =3, Ts D 50 Œs (5 % crit.). The plant parameters are J D

200 Kg m2 , 1 D 0:6 Œrad=s , 2 D 1:2 Œrad=s , 1 D 0:1, 1 D 0:05,
Kw D 0:1 ŒNm=V , r1 D 10 and r2 D 5.
The hysteresis levels of the switching function are set to ıS D ˙0:005 Œrad .
Also, a step disturbance torque equivalent to a step disturbance of umax /2 is applied
at t D Ts , typical of that occurring due to the operation of orbit and change thruster
whose force vector is not perfectly directed through the spacecraft centre of mass.
The oscillations in ẏ(t) visible in Fig. 10.18a, are due to the oscillatory modes and
occur during control saturation that can be seen in Fig. 10.18d. These oscillations
may also be seen in the substate trajectory of Fig. 10.18b before it reaches the
switching boundary, which is clearly indicated by the linear sliding part of the
742 10 Sliding Mode Control and Its Relatives

trajectory. The first-order dynamics in the sliding mode is evident due to the
exponential behaviour of y(t) and ẏ(t) in Fig. 10.18a following the peak in ẏ(t).
The superimposed high-frequency oscillations in ẏ(t) due to the non-zero hysteresis
levels are shown in the inset magnified graphs of Fig. 10.18a, b. As expected, these
oscillations also occur in S(t) as shown in Fig. 10.18c. Importantly, the vibration
mode displacements shown in Fig. 10.18e, f continue to oscillate during the sliding
motion since these modes constitute the uncontrolled zero dynamic subsystem. The
physical situation is that the vibrations of the solar panel exert torques on the centre
body, which are treated as disturbance torques and counteracted just as effectively
as the step disturbance torque referred to the control input. They are therefore
left to oscillate uncontrolled by the sliding mode control system but, as evident in
Fig. 10.18e, f, they decay due to the inclusion of active damping in the solar panel
mount. If the plant transfer function, ˛(s)/U(s), were to be derived, then it would
show two pairs of complex conjugate zeros in the left half of the s-plane due to the
damping, which become the poles of the zero dynamic subsystem.

10.4 Methods for Elimination of Control Chatter

10.4.1 The Boundary Layer Method

A common method for eliminating the control chatter exhibited by a basic sliding
mode control system is to replace the signum function of the control law,

u D umax sgn ŒS .y; yr / ; (10.120)

that has an infinite slope at the origin, with a high-gain saturation function to yield
8
< umax for KS > umax
u D sat .KS; umax ; umax /  KS for  umax  KS  umax (10.121)
:
 umax for KS < umax

as shown in Fig. 10.19.

Pseudo-Sliding Mode Control Law

Switching +umax u Plant
yr S u y
function x = f ( x,u )
slope K 0
S ( y , yr ) −umaxS y = h ( x)

ŷ Derivative estimator

Fig. 10.19 SISO pseudo sliding mode control system using the boundary layer method
10.4 Methods for Elimination of Control Chatter 743

The saturation function can be regarded as an approximation to the signum

function if its slope, K, at the origin is made sufficiently high. This method has
already been introduced for switched control systems in Chap. 9, Sect. 9.5, and
presented in detail in Sect. 9.8.5.3 for second-order plants. It follows from this that
the switching boundary in the state space is replaced by a boundary layer where the
control is unsaturated, sandwiched between two saturation boundaries defined by
S .y; yr / C umax =K D 0 and S .y; yr /  umax =K D 0 (10.122)

If the infinite continuum of state trajectories of the closed-loop state portrait is

directed towards the boundary layer from both sides, then the state trajectory will
be ‘trapped’ by the boundary layer. It is clear that as K ! 0, the two saturation
boundaries approach the original switching boundary from both sides and the state
trajectory within the boundary layer approaches that of the basic sliding mode
control system.
One of the properties of a control system operating in an ideal sliding mode [1],
i.e. the one in which the control switches at an infinite frequency with continuously
varying mark–space ratio to hold the state trajectory precisely on the switching
boundary, is that it is impossible to back trace the state trajectory using the state
transition method to determine the initial state. This is not the case once the
boundary layer has been introduced since any set of state trajectories starting from
arbitrary points outside the boundary layer are unique and never cross one another.
Since the inability to determine the initial state once in an ideal sliding mode has
come to be accepted as a mandatory property of a sliding mode control system, this
term cannot be used strictly to describe the control system once the boundary layer
has been introduced. For this reason the resulting system will be referred to as a
pseudo sliding mode control system as its state trajectory is similar to that of the
ideal sliding mode control system. The condition for pseudo sliding motion is as
follows.

For pseudo sliding motion to exist in the boundary layer, the infinite contin-
uum of trajectories of the closed-loop phase portrait has to be directed towards
both of the neighbouring saturation boundaries, S .y; yr / ˙ umax =K D 0.

This guarantees that the state trajectory will be trapped within the boundary layer
after entering it.
Regarding robustness, even if the condition for pseudo sliding motion is sat-
isfied over the ranges of uncertain plant parameters and external disturbances to
be encountered in a particular application, the trajectories within the boundary
layer will depend upon these plant parameters and disturbances and therefore the
robustness is nonideal. Increasing K to narrow the boundary layer will improve the
robustness, but, in practice, caution should be exercised to ensure that this gain
is not made so large that the system breaks into oscillation, defeating the object.
744 10 Sliding Mode Control and Its Relatives

Fig. 10.20 State trajectory

and time response for pseudo 6 Switching boundary of basic SMC
sliding mode position control x2 = y system with slope of − 1 Tc
of DC drive with an 4
[ rad s ]
exaggerated boundary layer 'n' saturation boundary
2
Boundary layer
0

-2 'p' saturation boundary

-4
ess
-6

-8
-1 -0.5 0 0.5 1
x1e = y − yr [rad]

This control chatter is due to the inevitable un-modelled small dynamic lags of
sensors and actuators and/or the sampling process of the digital implementation
allowing the state trajectory to move away from the boundary layer.
In theory, as K ! 1, the state trajectory is trapped within the infinitesimal
boundary layer and u(t) remains continuous. This must be the equivalent control,
ueq (t). The boundary layer method has already been used to compute close approx-
imations to ueq , denoted ûeq , first for the DC electric drive example in Figs. 10.6
and 10.13, then for a third-order system in Fig. 10.14 and finally in Example
10.3 (Fig. 10.18). In these cases, the time responses and state trajectories with the
boundary layers are indistinguishable from those of the basic sliding mode control
system except for the oscillations of S(t) and the highest derivative of y(t) in the
basic system due to the control chatter. To further illustrate the operation of the
boundary layer method, however, the DC electric drive sliding mode control system
considered in Sect. 10.2.3 is revisited with the same parameters used to produce the
results of Fig. 10.6. A relatively large gain of K D 10; 000 is set for the estimation of
ueq in Fig. 10.6b. To show the state trajectory behaviour clearly within the boundary
layer, K is reduced to 100, producing the state trajectories of Fig. 10.20.
The two state trajectories, one for yr D 1 Œrad and the other for yr D 1 Œrad ,
depart, as expected, from the switching boundary of the basic sliding mode control
system but remain within the boundary layer. Due to the finite gain, K, a steady-state
error, ess , is caused by the constant external disturbance, but the control smoothing
method of the following section includes an integral term that eliminates this.
The general pseudo sliding mode control law with control saturation limits,
˙umax , and a boundary layer based on a linear switching function is defined by
the following equations when applied to an SISO plant of relative degree, r.

KS .y; yr / ; jKS .y; yr /j < umax
u D sat ŒKS .y; yr / ;umax ; umax D
umax sgn ŒKS .y; yr / ; jKS .y; yr /j  umax
(10.123)
10.4 Methods for Elimination of Control Chatter 745

Fig. 10.21 Equivalent linear Plant

system within the boundary Yr ( s ) + U (s) Y (s)
K N (s)
layer for an LTI plant
− D(s)

∑
r −1
1+ wi s i
i =1

where
X
r1
S .y; yr / D yr  y  wi y .i / : (10.124)
i D1

When S .y; yr / Š 0, the dynamics of the system closely approximates that of a

linear system with closed-loop transfer function:
Y .s/ 1
Yr .s/
D Xr1 : (10.125)
1C wi s i
i D1

This may be designed by pole assignment to yield values of the derivative weighting
coefficients, wi , i D 1; 2; : : : ; r  1, that produce a specified closed-loop dynamics.
For an LTI plant with transfer function, N(s)/D(s), within the boundary layer, the
control system becomes equivalent to the linear one shown in Fig. 10.21.
Then the closed-loop transfer function may be written as
Y .s/ KN.s/=D.s/ 1
D  Xr1  D Xr1 :
Yr .s/ wi s i C D.s/
1CK 1C wi s i N.s/=D.s/ 1C
i D1 KN.s/
i D1
(10.126)

Then as K ! 1, equivalent to diminishing the boundary layer to yield, in theory,

the ideal sliding mode controller, (10.126) becomes the same as (10.125). This result
may be substantiated by considering the root locus w.r.t. K. As K ! 1, a subset of
the loci terminate on the zeros of the open-loop transfer function,
 Xr1 
N.s/
Gol .s/ D K 1C wi s i ; (10.127)
D.s/ i D1

which are the roots of the polynomial equation

 Xr1 
N.s/ 1 C wi s i D 0: (10.128)
i D1

  Xr1 
Since deg ŒN.s/ D n  r, then deg N.s/ 1 C wi s i D nr Cr 1 D
i D1
n1. There are therefore n1 branches of the root locus that terminate on the zeros
that are the roots of (10.128) and a single branch following an asymptote that is the
746 10 Sliding Mode Control and Its Relatives

negative real axis of the s-plane. As K increases, the closed-loop pole following this
asymptote becomes large and negative and therefore dominated by the n  1 finite
closed-loop poles that are the roots of (10.128). Since N(s) is also a factor of the
closed-loop transfer function (10.126), evident when it is expressed in the standard
polynomial form,
Y .s/ KN.s/
D  Xr1  (10.129)
Yr .s/ i
D.s/ C KN.s/ 1 C wi s
i D1

Then n  r of the closed-loop poles

 are cancelledby N(s), leaving n  1  .n  r/ D
Xr1
r  1 poles, i.e. the roots of 1 C wi s i D 0, to characterise the closed-
i D1
loop system, agreeing with transfer function (10.125). So classical control theory
provides an alternative explanation of the order reduction associated with sliding
mode control.

10.4.2 The Control Smoothing Integrator Method

10.4.2.1 Basic Single Smoothing Integrator Version

A straightforward method is presented here that retains the robustness of the basic
sliding mode control system while alleviating the effects of the control chatter for
plants with continuous actuators. An integrator is inserted at the control input of
the plant. The integrator and the plant are then regarded as an augmented plant,
for which a basic sliding mode control law is designed. Then the input of the
integrator becomes the primary control variable, u0 , that will be switched between
two finite limits, ˙u0max . Then the physical control variable, u(t), is continuous. A
block diagram of the system is shown in Fig. 10.22.
In contrast with the basic sliding mode control system, the control saturation
limits, ˙u0max , are not dependent upon the plant hardware, but the physical control
limits, ˙umax , that depend on the plant hardware must still be taken into account.

Sliding Mode Controller with Control Smoothing Integrator

u
Switching ′ u′
umax umax Plant
yr u ′ u −umax u y
function S x = f ( x,u )
∫
I
dt
S ( y , yr )
0 S + + 0 umax uI
′
−umax −umax y = h ( x)
−
K
y Derivative +
estimator

Fig. 10.22 Sliding mode control of general SISO plant with control smoothing integrator
10.4 Methods for Elimination of Control Chatter 747

This is done by including a saturation element in the controller that keeps the
computed u(t) within these limits together with an anti-windup loop with gain, K,
(Chap. 1, Sect. 1.3.5). Since the control smoothing integrator is regarded as part of
the plant for the controller design, this will raise the relative degree and order by one
unit in normal operation for which juj < umax . Hence, one more output derivative
is needed than for the basic sliding mode control system, the maximum order being
the relative degree, r. The determination of the switching boundary parameters may
then be carried out as previously. To maintain the required robustness, it must be
ensured that ju.t/j < umax in normal operation, the anti-windup loop being included
only as a ‘safety net’. To design the system to avoid physical control saturation, it
is recommended to carry out simulations of the ideal closed-loop system with the
desired closed-loop dynamics and use the variables of these simulations to compute
the continuous, u(t) needed. To achieve this, equations for u(t) in terms of the ideal
closed loop system variables, the external disturbances and the plant parameters are
required. Several computations should be carried out, each for the extreme values
of the expected range for each plant parameter and for the largest expected external
disturbances, covering all the combinations. If ju.t/j < umax for every case, then the
planned closed-loop dynamics is feasible. If not then the closed-loop dynamics must
be altered by, for example, increasing the settling time, which will require smaller
excursions of u(t).

10.4.2.2 Determination of the Primary Control Saturation Limit

Since the control smoothing integrator is implemented in the software, there is no

0
upper limit for umax but a lower limit is set by the maximum magnitude of the
0
equivalent primary control, ueq . This could be determined by implementing one of
the equivalent control estimation methods to be presented in Sects. 10.4.2.4 and
0
10.4.2.5 and then recording max jueq (t)j during the simulations referred to in the
ˇ ˇ
ˇ ˇ
previous section. Then u0max D  max ˇu0eq .t/ˇ, where  > 1.

10.4.2.3 Adaptive Primary Saturation Limit

In view of the non-zero iteration period of the control algorithm, u(t), though
continuous, will contain an oscillatory component due to the switching of u0 (t)
between u0max and Cu0max in the sliding mode, similar to the zigzag motion of the
highest output derivative in the basic sliding mode control system. The amplitude of
0
this oscillation will increase as umax is increased, and therefore, a useful refinement
of the control system would be to employ an algorithm to calculate an on-line
0
estimate, bu0eq .t/, of ueq (t) and then continuously update the primary saturation limit
using
 ˇ ˇ 
ˇ ˇ
u0max D sat  ˇu0eq .t/ˇ ; u0max 1 ; u0max 2 ; (10.130)
748 10 Sliding Mode Control and Its Relatives

0 0 0
where umax 1 and umax 2 are, respectively, upper and lower values of umax , and
 > 1 is a contingency factor, noting that u0eq .t/ ! 0 as the control system
approaches steady state with a constant reference input and the minimum limit,
0
and umin is needed to maintain loop closure. This holds with a constant external
disturbance referred to the control input, because the control smoothing integrator
would build up a constant component of u counteracting the disturbance, which
would operate with u0eq D 0 in the steady state. This action of the control
smoothing integrator is similar to the action of the integral term in any of the
continuous controllers presented in the previous chapters. The basic sliding mode
controller needs a constant component of ueq to counteract a constant disturbance,
entailing considerable control chatter with its attendant disadvantages. In contrast,
the sliding mode control system with the control smoothing integrator and the
adaptive saturation limiting of (10.130) would minimise the oscillations in u(t) for
a given control algorithm iteration period, thereby maximising the control accuracy.

10.4.2.4 Model-Based Equivalent Control Estimation

In the following section, a method of estimating the equivalent control is presented

that is practicable for real-time implementation as it does not require a plant model,
bearing in mind that the purpose of a sliding mode control system is to obtain a
prescribed closed-loop dynamics having extreme robustness with respect to plant
model uncertainties as well as unknown external disturbances. In the development of
a control system, however, it is advisable to compute the equivalent control precisely
using a plant model so that the precision of the non-model-based estimation
may be assessed comparatively by simulation. An algorithm for achieving this is
derived here.
The augmented SISO plant model to be considered is that of (10.1) and (10.2)
with the control smoothing integrator and the external disturbance referred to the
primary control input, the ‘physical’ control input, u, becoming a state variable.
Thus,
xP D f .x; xnC1 / (10.131)

xP nC1 D u0  d 0 (10.132)

y D h .x/ (10.133)

The output derivatives used by the sliding mode control law are then

y D h0 .x/; yP D h1 .x/; : : : ; y r1 D hr1 .x/; y r D hr .x; xnC1 /; (10.134)

noting that while yr is not a state variable of the physical plant, it is a state variable
of the augmented plant. One further derivative then yields dependence on u0 . Thus,
10.4 Methods for Elimination of Control Chatter 749

y rC1 D hrC1 x; xnC1 ; u0 : (10.135)

This enables an equation for u0 to be formed in terms of x, xnC1 and y rC1 . Thus,

u0 D g x; xnC1 ; y rC1 (10.136)

If all the variables on the RHS are known from a simulation, then when the system
is in the sliding mode, using (10.136) to calculate u0 would yield the rapidly
switching control, not the continuous equivalent control as required, the oscillations
originating from the highest output derivative, y rC1 . This problem may be solved,
however, by using the switching boundary equation,

P : : : y .r/ D 0
S .y; yr / D S yr ; y; y; (10.137)

as this is obeyed in the sliding mode. Making y(r) the subject of (10.137) gives
 
P : : : y .r1/ :
y .r/ D P yr ; y; y; (10.138)

Differentiating (10.138) then yields

y .rC1/ D Q yr ; yPr ; y; y;
P : : : y .r/ (10.139)

The highest derivative, y(r) , on the RHS of (10.139) is continuous, exhibiting

only the zigzag form of oscillation. Then substituting for y .rC1/ on the RHS of
(10.136) using (10.139) yields an expression whose arguments are all continuous
and therefore the control calculated can be regarded as an estimate of the equivalent
control. Thus,

u0eq D q x; xnC1 ; y; y;
b P : : : ; y .r/ : (10.140)

This method, however, is not perfect as, even in the simulation, the switching
frequency in the sliding mode cannot be infinite, allowing the state trajectory to
oscillate about, rather than lie on, the switching boundary. Consequently y(r) , and
thereforebu0eq .t/ computed using (10.140), exhibits a zigzag form of oscillatory error.
Also, the method is only applicable in the sliding mode, not giving meaningful
results during control saturation.
0
An alternative way of estimating ueq (t) without oscillatory errors that also gives
correct results during control saturation would be to simulate the control system
using the boundary layer method. This method is, however, subject to a continuous
error due to the dynamic lag between the ideal sliding mode control system response
and the boundary layer pseudo sliding mode system response. It is therefore
necessary to reduce the boundary layer thickness as far as possible to minimise
this dynamic lag. It will be recalled that this method has already been used in the
previous sections.
750 10 Sliding Mode Control and Its Relatives

10.4.2.5 Model-Free Equivalent Control Estimation

0
A straightforward way of approximating ueq (t) for real-time implementation without
a plant model is to pass u0 (t) through a low-pass filter, such as
 n
beq0 1
U .s/ D U 0 .s/ (10.141)
1 C sTe

as this filters out the high-frequency components of u0 (t), leaving a continuously

0
varying signal that approximates ueq (t). Setting n D 2 should be sufficient. Using
only a first-order filter (n D 1) would leave a residual zigzag oscillation in b u0eq .t/.
Passing this through a second identical first-order filter, equivalent to n D 2 in
(10.141), would attenuate this oscillation and smooth the sharp peaks (due to the
discontinuous first derivatives), but the filtering time constant, Te , would have to
be made large enough to attenuate the oscillations to a sufficiently small amplitude
without introducing excessive dynamic lag.
If a step external disturbance is applied, the state trajectory will momentarily
0
depart from the switching boundary requiring umax to be rapidly increased to return
the system to the sliding mode as soon as possible to keep the resulting transient
error in y(t) acceptably small for the application in hand. Having to increase Te will
delay this process due to the dynamic lag in (10.141), but this can be compensated
for, to an extent, by increasing  in (10.130).

10.4.2.6 Application to the DC Electric Drive

The augmented plant model of the system to be demonstrated consists of (10.36),

(10.37) and (10.38) and the control smoothing integrator, whose output is the
physical control variable, u, which becomes an additional state variable, denoted
x3 . Also the external disturbance is referred to the primary control input, u0 . Thus,

xP 1 D x2 ; xP 2 D ax2 C bx3 ; xP 3 D u0  de0 (10.142)

and

y D x1 (10.143)

The output derivatives required for the control law are then

yP D xP 1 D x2 and yR D xP 2 D ax2 C bx3 (10.144)

The third derivative depends on u0 . Thus,

«

y D axP 2 C b xP 3 D ax3 C b u0  de0 (10.145)

10.4 Methods for Elimination of Control Chatter 751

So the relative degree of the augmented plant is r 0 D 3. The SMC law is then

u0 D u0max sgn ŒS .yr ; y; y;

P y/
R (10.146)

where a linear switching boundary is chosen as

P y/
S .yr ; y; y; R D yr  y  w1 yP  w2 yR D 0: (10.147)

To give critical damping with a settling time of Ts (5 % criterion) in the sliding

mode, the transfer function corresponding to (10.147) is
Y .s/ 1 1
D D (10.148)
Yr .s/ 1 C w1 s C w2 s 2
.1 C aTs s/2

where a D 2=9, from which

w1 D 2aTs and w2 D a2 Ts2 : (10.149)

To derive the equation for the model-based equivalent control estimation, first u0
is made the subject of (10.145) to yield
 
1 «
u0 D y C ax3 C de0 (10.150)
b

Then the switching boundary equation (10.147) is used to obtain an expression for
«
y in terms of continuous variables. For this, ÿ is made the subject of (10.147) and
the resulting equation differentiated. Thus,
1 « 1
yR D .yr  y  w1 y/
P )yD .yPr  yP  w1 y/
R (10.151)
w2 w2

«
Substituting for y in (10.150) using (10.151) then gives the required equation for
estimating the equivalent control. Thus,
 
0 1 1
bueq D R C au C de0
.yPr  yP  w1 y/ (10.152)
b w2

The plant parameters for the simulation of Fig. 10.23 are as in Sect. 10.2.
A step reference input, yr (t), of 1 [rad] is applied, followed by a step external
disturbance, de (t), of magnitude, umax /3, applied at t D Ts D 0:3 Œs . The filtering
time constants are Tf D 0:0005 Œs and Te D 0:005 Œs . The primary control
contingency factor is set to  D 10. The maximum and minimum primary control
limit magnitudes are set to u0max 1 D 50 ŒV=s and u0max 2 D 1; 000 ŒV=s .
First, focusing on Fig. 10.23a, the step response, y(t), is as specified. The transient
error due to the step external disturbance is due to the momentary departure of the
state trajectory from the switching boundary. This transient error is only just visible
752 10 Sliding Mode Control and Its Relatives

a b
1 1
y (t ) 1 y (t ) 1
0.8 0.998 0.8 0.998
[rad] [rad]
0.996 0.996
0.6 0.994 0.6 0.994
0.992 0.992
0.4 0.5 0.6 0.7 0.8 0.9 0.4 0.5 0.6 0.7 0.8 0.9
0.1 y (t ) 0.1 y (t )
0.2 [rad s] 0.1d e (t )[V] 0.2 [rad s] 0.1d e (t )[V]

0 0
10 0.5 10
8 0 8 u (t )[V]
6 -0.5 u (t )[V] 6
4 -1 4
2 0.396 0.4 0.404 2
0 0
-2 -2
-4 -4
u ′(t )[V s] u ′(t )
1000 1000
500 500
0 0
-500 -500
-1000 -1000
1 1
0.8 S (t ) 0.08 0.8 S (t ) 0.15
[rad] 0.04 [rad] 0.1
0.6 0.6 0.05
0 0
0.4 -0.04 0.4 -0.05
0.59 0.6 0.61 0.6 0.62 0.64
0.2 0.2
0 0
0 0.2 0.4 0.6 0.8 t [s]1 0 0.2 0.4 0.6 0.8 t [s] 1

Fig. 10.23 Sliding mode position control of DC motor drive with control smoothing integrator.
(a) Fixed primary control limits (b) Adaptive primary control limits

in the magnified inset graph and is therefore negligible. The physical control, u(t), is
not entirely free of the effects of the control chatter, exhibiting a zigzag oscillation
as shown in the inset graph, but its peak-to-peak amplitude of about 1.5 [V] is only
approximately 7.5 % of the 20 [V] peak-to-peak square wave of the standard SMC
system, and it is continuous. The high-frequency square wave oscillations of u0 (t) in
the sliding mode following the short initial period of control saturation are visible.
10.4 Methods for Elimination of Control Chatter 753

a b
1000 1000

500 500
′ (t )[V]
uˆeq ′ (t )[V]
uˆeq
0 0

-500 -500
0 0.2 0.4 0.6 0.8 t [s] 1 0 0.2 0.4 0.6 0.8 t [s] 1

Fig. 10.24 Comparison of model-based equivalent control estimates. (a) Model based equation
method (b) Pseudo SMC with boundary layer

The initial positive peak of the switching function, S(t), corresponds to the control
saturation. The small-amplitude oscillations of S(t) with zero mean during the
sliding mode, magnified in the inset graph, are nearly sinusoidal due to the
smoothing effect of the filtered differentiators used to approximate the output
derivatives used to form S(t). This indicates an oscillation of the state trajectory
about the switching boundary. The step disturbance applied at t D 0:6 Œs causes a
positive-going impulse of S(t) to be superimposed on the oscillations, indicating the
momentary departure of the state trajectory from the switching boundary, the steady
zero mean oscillations of the sliding mode being recovered after only half a cycle.
Moving to Fig. 10.23b, the adaptive primary control limits sacrifices a certain
amount of robustness, as the transient error in y(t) displayed on the magnified inset
graph is larger than in Fig. 10.23a. The much reduced high-frequency oscillations
of u(t) and the corresponding time-varying oscillation amplitude of u0 (t) are visible.
The increased positive peak of S(t) due to the step disturbance is visible in the
inset graph. On the scale of the step response, the transient error due to the external
disturbance is still small enough to be considered negligible.
Finally, the model-based equivalent control estimation method based on (10.152)
is applied to the system simulated in Fig. 10.23a and compared with the alternative
estimation method obtained from a simulation using a saturation function instead
of the signum function with a ‘thin’ boundary layer obtained by using a saturation
element with a gain of 10,000. The results are shown in Fig. 10.24.
The pseudo SMC method with the boundary layer correctly shows the initial
control saturation, while the model-based equation method is correct only in the
sliding mode, where it exhibits high-frequency oscillations.

10.4.2.7 Multiple Smoothing Integrator Version

As has been demonstrated in Sect. 10.4.2.6, the single smoothing integrator

achieves a continuous physical control with reduced oscillation amplitude. The
zigzag oscillations, however, are rich in harmonics and potentially harmful.
754 10 Sliding Mode Control and Its Relatives

Sliding Mode Controller with Double Control Smoothing Integrator

u
umax Plant
yr Sliding u″ uI −umax u y
x = f ( x,u )
Mode
Controller
∫ dt
+ + ∫ dt
0 umax uI
y = h ( x)
−umax
K1 K2
− +

Fig. 10.25 Sliding mode control of SISO plant with double control smoothing integrator

Hence, the amplitude of the oscillations was minimised with only a small reduction
in robustness by means of the adaptive primary saturation limit of Sect. 10.4.2.3.
An alternative is presented in this section in which further smoothing is obtained by
replacing the single integrator with a chain of integrators. In principle, any number
of integrators can be used but just two should suffice for most applications, as shown
in Fig. 10.25.
An essential feature is the anti-windup loop as this effect would be extreme in
a chain of integrators in comparison with a single integrator. It is a simple matter
to design this loop with a relatively short settling time to yield high gains giving
effective control that only allows uI to exceed the saturation limits by negligible
proportions. In this case, the highest order of output derivative needing estimation
exceeds that of the basic sliding mode controller by two. For the DC motor example,
the relative degree of the augmented plant is r D 4, and the SMC law becomes
  
0 «
u D u0max sgn P y;
S yr ; y; y; R y (10.153)

where
 
« «
P y;
S yr ; y; y; R y D yr  y  w1 yP  w2 yR  w3 y D 0; (10.154)

so that the system can be designed to have a specified settling time of Ts in the
sliding mode, for which the ideal closed-loop system output, yideal (t), obeys

Yideal .s/ 1 1
D D ; (10.155)
Yr .s/ 1 C w1 s C w2 s 2 C w3 s 3 .1 C aTs s/3

where, for the 5 % criterion, a D 1=6.

Since an external step disturbance referred to the physical control variable is
equivalent to a double Dirac delta impulse referred to the primary control input, then
it is impossible to completely eliminate transient errors due to the disturbance. They
can, however, be reduced to acceptable proportions by utilising sufficiently large
primary control saturation limits, ˙u00max , and a sufficiently small time constant,
10.4 Methods for Elimination of Control Chatter 755

a b
yr (t )[rad]
1 1
yr (t )[rad]
0.8 0.8 y (t ), yideal (t )
y (t ), yideal (t )
[rad]
0.6 [rad] 0.6
0.1d e (t ) 0.1d e (t )
0.4 0.1 y (t ) [V] 0.4 0.1 y (t ) [V]
[rad s] [rad s]
0.2 0.2
0 0

3
8 u (t )[V] 2 u (t )[V]
4 1
0 0
-1
-4
0.8 0.08 S (t )
S (t ) [rad]
0.4 [rad] 0.04 0.49 0.5 0.51

0 0
-0.4 -0.04
0 0.5 1 t [s] 1.5 0 0.5 1 t [s] 1.5

Fig. 10.26 Simulation of SMC of DC motor drive with double smoothing integrator. (a) Step
response. (b) Ramp response

Tf , in the filtering of the approximate differentiation. For the DC motor control

simulations presented in Fig. 10.26, u00max D 20; 000 ŒV=s and Tf D 0:0005 Œs .
In both simulations, an external disturbance input is applied that closely approxi-
mates a step function, rising rapidly with a constant finite second derivative followed
by an equal and opposite second derivative, reaching a constant value of 3 [V]
referred to the physical control input, in 0.04 [s]. This is generated using a switched
input to a double integrator, giving a response similar to a time-optimal control. Note
that in practice, external disturbances cannot step in zero time, so this disturbance
is realistic. The theoretical primary control input, u00(t), required to counteract this
disturbance then falls within ˙u00max so that the actual primary control input is only
limited by the time constant, Tf . The result is a negligible transient error. Simulations
with a true step external disturbance (not shown) indicate a transient error of about
0.02 [rad], which is acceptable.
The success of the method in producing a smooth u(t) is immediately apparent.
The switching function, S(t), may be seen to go through a transient at the
beginning of the step response of Fig. 10.26a, indicating the usual initial departure
of the state trajectory from the switching boundary, giving a small initial difference
between y(t) and yideal (t). The sliding motion following this is evident as S(t)
756 10 Sliding Mode Control and Its Relatives

oscillates about zero. This oscillation is not of the zigzag form due to the filtering of
the output derivative estimator. The ramp reference input is seen to cause negligible
departure from the sliding condition.

10.4.3 Higher-Order Sliding Mode Control

10.4.3.1 Introduction

The standard sliding mode controller drives the state trajectory onto the switching
boundary, S .yr ; y/ D 0, by means of the control law u D sgn ŒS .yr ; y/ , and it
will be recalled that in a practicable controller, the switching frequency is finite in
the sliding mode, during which the state trajectory executes a zigzag motion about
the switching boundary. In this case, the derivative, SP .yr ; y/ D S1 .yr ; yPr y; u/,
is oscillatory and discontinuous, as is the control variable, u(t). This constitutes the
control chatter that has to be eliminated and, like the control smoothing integrator
method, the higher-order sliding mode method seeks to do this without loss of
robustness. Various schemes have been devised to achieve this [5], some of which
apply to specific plant models and embody exact differentiators (a special form
of observer with a finite convergence time to the exact derivative in absence of
measurement noise) for use with these plant models. In this section, the emphasis
is on deriving a general and practicable controller that is capable of chatter-free
operation with a similar level of robustness as achievable with a standard sliding
mode controller and, in common with the other control techniques presented in this
book, yields a prescribed closed-loop dynamics.

10.4.3.2 The Definition of Higher-Order Sliding Mode

The approach to eliminating control chatter here is to eliminate the zigzag motion
of the state trajectory about the switching boundary in the sliding mode by creating
a system that not only drives the switching function to zero but also drives at least
its first derivative to zero, in a finite time, and thereafter maintains this condition.
Thus, in the higher-order sliding mode,

S .yr ; y/ D 0; SP .yr ; y/ D 0; : : : ; S .p1/ .yr ; y/ D 0: (10.156)

The order of the sliding mode is defined as p. Thus, a standard sliding mode
controller that only drives S(yr , y) to zero operates in a first-order sliding mode.
In a higher-order sliding mode, p > 1. The ideal first-order (standard) sliding mode
controller maintains S .yr ; y/ D 0. It may be argued that if S .yr ; y/ D 0, then
(10.156) holds, but this is not the case. Strictly, S(yr , y) oscillates at an infinite
frequency but with an infinitesimal amplitude under the action of the control
variable, u(t), that switches between its limits at the same infinite frequency with a
10.4 Methods for Elimination of Control Chatter 757

a y b y

0 y − yr 0 y − yr

S ( yr , y ) = 0 S ( yr , y ) = 0

Fig. 10.27 Illustration of closed-loop phase portraits in the vicinity of the switching boundary. (a)
Standard sliding mode control. (b) Higher-order sliding mode control

time-varying mark–space ratio. In this case SP .yr ; y/ D S1 .yr ; yPr y; u/ oscillates

at an infinite frequency but with a non-zero amplitude and also is discontinuous
due to its direct dependence on u. Hence, SP .yr ; y/ ¤ 0. This may be seen easily
by considering the practical system that, through the non-zero iteration period, h,
of the digital processor, allows the zigzag oscillations of S(yr , y) about zero in
the sliding mode. It is then clear that Ṡ(yr , y) is a square wave oscillation that is
discontinuous. The ideal first-order sliding mode control system is then obtained
by letting h ! 0, in which case Ṡ(yr , y) is a square wave at infinite frequency.
The ideal pth order sliding mode control system drives the switching function and
its derivatives to zero according to (10.156) but S(p) (yr , y) oscillates at an infinite
frequency. Figure 10.27 illustrates pictorially the difference between the closed-loop
phase portraits produced by the standard first-order and higher-order sliding mode
controllers for a plant with a relative degree of r D 2 so that the output derivative
substate-space variables taking part in the sliding mode may be viewed on the phase
plane.
In contrast with the standard sliding mode controller, a higher-order sliding
mode (HOSM) produces substate trajectories that are tangential to the switching
boundary, touching it after a finite time. Under these circumstances, the zigzag
motion associated with the control chatter cannot occur in a practical realisation.
To summarise, the order of a HOSM controller is the order of the lowest
derivative of S(yr , y) that is non-zero and discontinuous in the sliding mode.

10.4.3.3 A Higher-Order Sliding Mode Control System

First, the switching function, S(yr , y), is set up so that the differential equation,
 
P : : : ; y .r1/ D 0;
S .yr ; y/ D S yr ; y; y; (10.157)

is that of the specified closed-loop dynamics, where r is the relative degree of the
plant, as for the standard SMC. Then for a pth order sliding mode controller, a
758 10 Sliding Mode Control and Its Relatives

system has to be devised that satisfies (10.156) in a finite time starting with an initial
state from which the sliding boundary can be reached. Since the highest derivative
of y in S(yr , y) is y .r1/ , where r is the relative degree, differentiating this once yields

SP .yr ; y/ D S1 .yr ; yPr y; u/ : (10.158)

In the standard SMC, the control law, u D sgn ŒS .yr ; y/ , therefore makes Ṡ(yr , y)
non-zero, discontinuous and oscillating in the sliding mode. To make Ṡ(yr , y)
continuous and controllable to zero, it is necessary to introduce a dynamical
subsystem in the controller software whose output is the physical plant control input,
u, and whose input is a new control input, u1 . Then u becomes a state variable. The
lowest order for this subsystem is one and the simplest is a pure integrator, requiring

uP D u1 : (10.159)

This is the same as the integrator introduced at the plant input in the single control
smoothing integrator method of Sect. 10.4.2. Differentiating (10.158) yields

SP1 .yr ; yPr ; y; u/ D S2 .yr ; yPr ; yRr y; u; uP / D S2 .yr ; yPr ; yRr y; u; u1 / : (10.160)

At this point, the notation will be simplified by omitting the state variables from the
argument lists, so that (10.160) is written

SP1 D S2 . u1 / : (10.161)

The control law,

u1 D u1 max sgn .S1  S1r / ; (10.162)

can then bring S1 to any reference value, S1r , in a finite time if the limit, u1 max , is
made sufficiently large. To determine a suitable value of u1 max , the most practical
approach is to run a simulation of the control system to be derived and increase
u1 max until the system works correctly over the operational range of states for the
application in hand. Once S1 D S1r , u1 will switch, in theory, at infinite frequency
between ˙u1 max with a time-varying mark–space ratio to maintain S1 D S1r , which
can be time varying. Let S(yr , y) be written as S0 . Then SP0 D S1 )

SP0 D S1r : (10.163)

This may be regarded as a single integrator plant with state variable, S0 , and control
input, S1r . It remains to devise a control law that will bring S0 to zero in a finite time,
for then S1r will also be zero through (10.163), S1 being brought to zero at the same
time due to the continuing action of control law (10.162). A very simple control law
achieving this would be S1r D S1r max sgn .S0 / but in a discrete implementation
that would limit cycle about zero instead of holding a zero value. Instead, since
10.4 Methods for Elimination of Control Chatter 759

the single integrator plant is linear, a discrete linear control law giving a dead-beat
response will be used. The z-transfer function corresponding to (10.163) is

S 0 .z/ T
D : (10.164)
S 1r .z/ z1

where T is the chosen sampling time. So the control law,


S 1r .z/ D Ks S 0r .z/  S 0 .z/ ; (10.165)

may be formed, where S 0r .z/ is the reference input, which will be set to zero. The
closed-loop transfer function is then
T
S 0 .z/ Ks z1 Ks T
D T
D : (10.166)
S 0r .z/ 1 C Ks z1 z  1 C Ks T

The closed-loop pole is placed at the origin of the z-plane, requiring

1
Ks D : (10.167)
T
Then the control law to be applied in real time is

1 1
S1r .k/ D ŒS0r .k/  S0 .k/ D  S0 .k/ (10.168)
T T

since S0r .k/ D 0. The difference equation of the plant is

S0 .k C 1/ D S0 .k/ C T S1r .k/: (10.169)

Then substituting for S1r (k) in (10.169) using control law (10.168) yields
 
1
S0 .k C 1/ D S0 .k/ C T  S0 .k/ D 0; (10.170)
T

indicating that, in one iteration, S0 is brought to zero starting with an arbitrary value.
Then according to (10.168),

1
S1r .k C 1/ D  S0 .k C 1/ D 0: (10.171)
T
As S1 D S1r D 0, then S1 and S0 are brought to zero in a finite time, T [s], as
required.
Commencing from an arbitrary initial state, control law (10.162) brings S1 to S1r
in a finite time, , which is dependent on the initial state.
760 10 Sliding Mode Control and Its Relatives

Switching Plant
∗ Ŝ1 uI u y
yr function S0 u1
x = f ( x,u )
S0 ( yˆ , yr )
DE
+ − + +
dt ∫ y = h ( x)
±u
S1r ±u1max
S0 − + max
controller K ∗ Derivative
S0r = 0 ∗
ŷ Estimators
DE

Fig. 10.28 General structure of second-order sliding mode control system

Simulation of the control system over the operation envelope of states for the
application in hand will enable the maximum value,  max , of  to be determined.
The total time to reach the sliding mode is then
s D  C T: (10.172)

The control system developed so far is a second-order sliding mode control system
since both S1 D SP and S0 D S are brought to zero in a finite time and S2 D SR
oscillates at an infinite frequency with a non-zero amplitude since it depends directly
on u1 through (10.161). Figure 10.28 shows the control system structure.
The implementation embodies the essential features of anti-windup control of
the integrator producing u and the derivative estimators producing estimates, ŷ and
Ŝ1 , of y and S1 . The derivative estimator producing ŷ is the multiple integrator type
of Sect. 10.1.3.2 as dynamic lag in the derivative estimates can be compensated
to an extent by using the available control signal, u. A straightforward filtered
differentiator is found to be sufficient for Ŝ1 . As in the control smoothing integrator
method with one integrator, u(t) is continuous but has a zigzag oscillation. This can
be improved by increasing the order of the sliding mode beyond two since, as will
be seen shortly, it entails inserting more integrators between the rapidly switching
control that produces the robustness and the physical control, u, as in the control
smoothing integrator method.
The third-order SMC is derived by first differentiating (10.160) to obtain
 
«
SP2 .yr ; yPr ; yRr y; u; u1 / D S3 yr ; yPr ; yRr ; y r y; u; u1 ; uP 1 (10.173)

Then another integrator is inserted with output, u1 , and input, u2 , that is the new
control variable, u1 becoming a state variable. Thus,

uP 1 D u2 (10.174)

so (10.173) becomes
 
«
P
S2 .yr ; yPr ; yRr y; u; u1 / D S3 yr ; yPr ; yRr ; y r y; u; u1 ; u2 (10.175)
10.4 Methods for Elimination of Control Chatter 761

S0r ( z ) = 0 + S2r ( z ) S1 ( z ) S0 ( z )
k0
+ T 1
2
T ( z + 1)
− − z −1 z −1
k1

Fig. 10.29 Switching boundary control system for third-order sliding mode controller

which may again be simplified by omitting the state variables. Thus,

SP2 D S3 .u2 / (10.176)

Then with a sufficiently large value of u2 max , the control law,

u2 D u2 max sgn .S2  S2r / ; (10.177)

will bring S2 to any reference value, S2r , in a finite time and then maintain S2 D
S2r by infinite frequency switching with a varying mark–space ratio. The switching
function derivatives then obey the following differential equations.

SP0 D S1
(10.178)
SP1 D S2r

This may be regarded as a double integrator plant with state variables, S0 and S1 ,
with control input, S2r . To bring S0 , S1 and S2 to zero in a finite time to achieve the
third-order sliding mode, a discrete state feedback control law,

S2r .k/ D k0 ŒS0r  S0  k1 S1 (10.179)

can be applied with both closed-loop poles placed at the origin of the z-plane to
produce a dead-beat response reaching the desired zero values in 2T seconds from
the instant control law. (10.177) brings S2 to S2r , where T is the sampling interval,
if S0r D 0. The z-transfer function relationships corresponding to (10.178) are

S 0 .z/ 1
2 T 2 .z C 1/ S 1 .z/ T
D 2
and D (10.180)
S 2r .z/ .z  1/ S 2r .z/ z1

The complete linear state feedback control system, which will be called the
switching boundary control system, or in short, the S control system, is shown in
Fig. 10.29.
The closed-loop characteristic polynomial is
h 1 T 2 .zC1/
i
.z  1/2 1 C k1 z1
T
C k0 2 .z1/2 D .z  1/2 C k1 T .z  1/ C 12 k0 T 2 .z C 1/

D z2 C 12 k0 T 2 C k1 T  2 z C 12 k0 T 2  k1 T C 1
(10.181)
762 10 Sliding Mode Control and Its Relatives

Switching
∗ ∗ Ŝ u2 u1 uI u y
yr function S0 DE Ŝ1 DE 2
S0 ( yˆ , yr ) + − + + ∫ dt
+ + ∫ dt Plant
S0 ± K2 ±umax
S2r 2max K1
u
controller − +
S0r = 0 ∗
ŷ
DE
∗ Derivative Estimators

Fig. 10.30 General structure of third-order sliding mode control system

For the dead-beat response, the desired closed-loop characteristic polynomial is z2 ,

requiring

1
2 k0 T 2 C k1 T D 2
1 k T 2  k T D 1
(10.182)
2 0 1

from which
1 3
k0 D and k1 D : (10.183)
T2 2T

The structure of the third-order sliding mode control system is shown in Fig. 10.30.
The reader will now be able to extend the above to create a pth order sliding mode
controller for any p, but in most applications, sufficient smoothing of u(t) should be
attainable with p D 2 or 3.
The degree of attainable smoothing of u(t) with p D 2 and p D 3 will be
similar, respectively, to that attainable with the control smoothing integrator method
with, respectively, one and two integrators. The fundamental difference between the
two techniques, however, is as follows. The order of the closed-loop system in the
sliding mode for the control smoothing integrator method increases beyond r  1
by the number of integrators in the smoothing integrator chain. For the higher-order
sliding mode method, the order of the closed-loop system in the sliding mode is
only r  1, which is the same as that of the standard SMC.
Some simulations of the HOSM of the DC electric drive are presented in
Figs. 10.31 and 10.32. The plant parameters are as for Sect. 10.2.
A step reference input, yr (t), of 1 [rad] is applied, followed by a step external
disturbance, de (t), of magnitude, umax /3, applied at t D 1 Œs . The filtered
differentiation time constant is Tf D 0:0002 Œs for the second-order SMC and
Tf D 0:0001 Œs for the third-order SMC, such small values being found necessary
to obtain control of S0 (t), Ŝ1 (t) and Ŝ2 (t) bringing them all to nearly zero in a finite
time. The primary control limit magnitudes are set to u1 max  D 10:000 ŒV=s
for the second-order SMC and u2 max D 500; 000 V=s2 for the third-order
SMC.
10.4 Methods for Elimination of Control Chatter 763

a b
yr (t )[rad]
1 yideal 1 yr (t )[rad]
0.8 (t ) 0.8
y (t )[rad] y (t ), yideal (t )
0.6 0.6 [rad]
0.1d e (t ) 0.1d e (t )
0.4 [V] 0.4 [V]
0.1 y (t ) 0.1 y (t )
0.2 [rad s] 0.2 [rad s]
0 0

4
10 3
5 u (t )[V] 2 u (t )[V]
1
0 0
-5 0.2 -1
0 -2
-10 -0.2
-0.4 -3
0.4995 0.5 0.5005
1.5
↑ 5000 0.06
1 0.04 S1 (t )[rad s]
S (t ) 1
0.5 0.02
S0 (t )[rad]
0
0
-0.02 S1 S0 S1
-0.5 -0.04
S1 (t )[rad s]
-1 -0.06 S1 S0
S0
-1.5 -0.08 1 1.0008
0 0.5 1 t [s] 1.5 0 0.5 1 t [s] 1.5
2
10 S0 ( yr , y, y ) = S0 ( yr , y, y ) =
8 y − yr + W1 y = 0 y − yr + W1 y = 0
1.5
y [rad s]

y [rad s]

6
1
4
0.5
2

0 0
-1 -0.8 -0.6 -0.4 -0.2 0 -0.2 -0.15 -0.1 -0.05 0
y − yr [rad] y − yr [rad]

Fig. 10.31 Second-order sliding mode control of DC electric drive. (a) Step response. (b) Ramp
response

Note that for the standard SMC of Sect. 10.2, umax D 10 ŒV , the primary
control and the physical control becoming identical. Such large increases in the
primary control magnitude with the order of the sliding mode are found necessary
to maintain the sliding mode over the operating envelope of the plant, due to the
integrators inserted in the control channel.
764 10 Sliding Mode Control and Its Relatives

a yr (t )[rad]
1 1
0.8 y (t )[rad]
0.8 S0 (t )[rad]
0.6 yideal (t )[rad] 0.1d e (t )
0.6
0.4 [V]
0.2 0.1 y (t )[rad s] 0.4
0 0.2
0
10
5 5000
u (t )[V] S1 (t )[rad s]
5
0
0
-5
0
-5 0 10−3
-10
0 0.5 1 t [s] 1.5
-15
10 S0 ( yr , y, y ) =
600
y − yr + W1 y = 0 2.5 × 107
8 400
y [rad s]

6 200 0.180 0.182 0.184

0
4 0 0 10−3

2 -200 S2 (t )[rad s 2 ]
-400
0
-600
-1 -0.8 -0.6 -0.4 -0.2 0 0 0.05 0.1 0.15 0.2
y − yr [rad] t [s]
b
2.5
1 y (t )[rad]
y [rad s]

0.8 y (t ), yideal (t )
2 S0 ( yr , y, y ) =
0.6 [rad] 0.1d e (t )
y − yr + W1 y = 0
0.4 [V]
0.1 y (t )[rad s]
0.2 1.5
0
1
3
2 u (t )[V]
0.5
1
0
0
-1
-2 -0.5
0 0.5 1 1.5 -0.25 -0.2 -0.15 -0.1 -0.05 0
t [s] y − yr [rad]

Fig. 10.32 Third-order sliding mode control of DC electric drive. (a) Step response. (b) Ramp
response
10.4 Methods for Elimination of Control Chatter 765

First, the results for the second-order SMC of Fig. 10.31 will be discussed. The
step response, y(t) of Fig. 10.31a exhibits a lag with respect to the ideal response,
yideal (t), due to the initial saturation of the physical control, u(t), that cannot be
avoided. This accompanied by the initial transient of S0 (t) and Ŝ1 (t), which are
brought to nearly zero in a finite time. The plant state trajectory in the phase
plane initially overshoots the switching boundary due to the initial transient of
S0 (t) but, as shown by the magnified inset graph, does not chatter, as required.
As S0 (t) and Ŝ1 (t) reach zero, the state trajectory meets the switching boundary
at about y  yr D 0:3 Œrad and then follows it towards the origin without
chatter. In the sliding mode, the physical control, u(t), is continuous but executes
a zigzag oscillation, as shown by the inset magnified graph, as was the case with the
control smoothing integrator method using one integrator. For the ramp response of
Fig. 10.31b, a positive jump of Ŝ1 (t) occurs when ẏr (t) steps to a constant positive
value, which causes S0 (t) to begin ramping positively. The S controller then takes
corrective action, returning both S0 (t) and Ŝ1 (t) to zero in a finite time. This is
followed by a similar sequence of events following a negative jump in Ŝ1 (t) of
the same magnitude when ẏr (t) steps back to zero. The two equal and opposite
transients of Ŝ1 (t) are shown in the first two inset graphs of Fig. 10.31 (b). When the
step external disturbance torque referred to u is applied, this causes a step in Ŝ1 (t)
and a corresponding ramp in S0 (t), followed by more corrective action by the S0
controller. The transient in Ŝ1 (t), however, is so small that it is almost masked by the
oscillations due to the switching of u1 (t), as shown in the third inset magnified graph
of Fig. 10.31b. The three transients described above, however, do not significantly
affect the overall performance since the plant state trajectory is confined to the
switching boundary as shown.
Turning attention now to the third-order SMC, the phase-plane trajectory of
Fig. 10.32a clearly shows the desirable chatter-free approach to the switching
boundary in the phase plane and the subsequent sliding motion towards the origin.
As for the second-order SMC system, the lag in the response y(t) with respect to
the ideal response yideal (t) is due to the initial saturation of the physical control,
u(t). The effectiveness of the S controller in bringing S0 (t) and Ŝ1 (t) to zero in a
finite time is evident. The control variable produced by this controller is Ŝ2 (t), and
this oscillates about zero as shown by the second magnified inset graph, due to the
high-frequency switching of u2 (t) between ˙u2 max in the sliding mode, once S0 (t)
and Ŝ1 (t) have been brought to zero. The very large initial values of Ŝ1 (t) and Ŝ2 (t),
shown in the inset graphs, are due to the step in the reference input. In order to
avoid interrupting the sliding mode at the beginning and end of the ramp response
of Fig. 10.32b, the second derivatives of yr (t) are kept finite by generating the ramp
as the output of a double integrator with an appropriately switched input. In this way,
the large initial values of Ŝ2 (t) and Ŝ1 (t), such as caused by the step reference input in
Fig. 10.32a, are avoided. Also, the disturbance input is continuous with finite second
derivative, approximating a step function as the output of a double integrator driven
by a switched input similar to the time-optimal control, to avoid a large transient
spike in Ŝ2 (t) which would occur with a step disturbance. This is not unrealistic as
766 10 Sliding Mode Control and Its Relatives

real physical disturbances will have non-zero rise times. Consequently, the system
remains in the sliding mode throughout, as is evident by the state trajectory in
Fig. 10.32b, which adheres to the switching boundary.
The success of the controller in eliminating chatter in the physical control, u(t),
is evident in Fig. 10.32a, b.

10.5 Controllers with Robust Pole Placement

10.5.1 Introduction

A family of robust controllers stems from the pseudo sliding mode control using the
boundary layer method of Sect. 10.4.1 for the control chatter avoidance, producing
similar robustness. It will be recalled that for a linear SISO plant and a linear
switching function, the operation of the control system in the pseudo sliding mode
within the boundary layer is identical to that of the linear control system formed by
replacing the saturation element by a gain, K. Root locus analysis then reveals that
for an nth-order plant, as K ! 1, n  1 of the closed-loop poles terminate on the
zeros, n  r of which cancel any finite plant zeros, where r is the relative degree,
the remaining n  r closed-loop poles being determined by the switching boundary
coefficients. There remains one closed-loop pole that follows the negative real axis
of the s-plane towards 1 as K ! 1. Since the first-order mode associated with
this pole has a relatively fast decay due to its small time constant, it will be termed
the fast pole. For finite but sufficiently large K, the n  1 closed-loop poles can be
brought close to the desired locations while dominating the fast pole which becomes
large and negative, thereby realising the prescribed closed-loop dynamics. Consider
a linear controller that can be designed by pole assignment for the same plant, using
a perfect plant model, to realise the same set of closed-loop poles. Then this must
yield identical closed-loop dynamics to the pseudo SMC. This controller must also
exhibit the same robustness as the pseudo SMC. This implies that carrying out the
pole placement design using a nominal but not necessarily accurate plant model
will yield similar results. Hence, the complete set of linear controllers that can be
so designed may be regarded as relatives of the sliding mode controller and will
be referred to as robust pole placement controllers. As will be seen, this range of
controllers can be extended to include those with a greater number of closed-loop
poles.
Another robust control technique achieving robustness through high gains, but in
an observer, is the observer-based robust control (OBRC) (Appendix A10).
Since a boundary layer-based pseudo sliding mode controller can also be applied
to nonlinear plants, the related robust pole placement controllers may also be applied
to nonlinear plants, giving prescribed linear closed-loop dynamics. So this can be
regarded as a special technique for the control of nonlinear plants, in addition to the
two model-based techniques of Chap. 7.
10.5 Controllers with Robust Pole Placement 767

10.5.2 Output Derivative State Feedback Controller

10.5.2.1 Equivalence to Pseudo Sliding Mode Control

For an SISO plant with relative degree, r, the equation of the pseudo sliding mode
control law of Sect. 10.4.1 operating within the boundary layer is
 Xr1 
u D K yr  y  b.i / ;
Wi y (10.184)
i D1

where ŷ(i) , i D 1; 2; : : : ; r  1 are the output derivative estimates from the

filtered differentiators. A similar controller parameterised to render pole placement
straightforward is given by

X
r1
u D Ryr  k0 y  b.i / :
ki y (10.185)
i D1

The equivalence of control law (10.185) to control law (10.184) may be demon-
strated by setting R D K, k0 D K and ki D K Wi , i D 1; 2; : : : ; r  1 but
different, though similar, settings of these controller parameters will result from the
pole placement procedure of the following section.

10.5.2.2 Pole Assignment Without an Accurate Plant Model

Since control law (10.184) is known to be robust with respect to relatively large
plant parameter uncertainties as well as external disturbances, it is arguable that if
control law (10.185) is designed by robust pole assignment using a chosen plant
model with the same relative degree as the real plant and then applied to the real
linear plant, the dominant group of r  1 poles will not change by large proportions
from the nominal values and the remaining negative real pole will remain dominated
by them.
In practice, if a plant model is available, then it should be used for the pole
placement design. The resulting control system will then be very tolerant of changes
of the plant parameters over its lifetime, as well as minimising the effect of external
disturbances. If the available plant model is nonlinear, then its linearised model
using the operating point method of Chap. 7 may be used for the pole placement
design. On the other hand, in view of the extreme robustness of the method, a simple
design can be produced using the simplest plant model, which is a chain of r pure
integrators with a forward path gain of Kf . Thus

Y .s/ Kf
D r; (10.186)
U.s/ s
768 10 Sliding Mode Control and Its Relatives

where Kf should be set equal to an estimate of the forward path gain of the real
plant if it is available. Note that the forward path gain is the scalar gain of the path
between U(s) and Y(s) that contains the least number of pure integrators.
As with any controller implementation, it is recommended that the control
variable is limited by a saturation function in the digital processor to ˙umax to
protect the actuators. This will be included in the simulations of this section
as this will also enable comparisons to be made with the performance of the
pseudo SMC.
Robust pole placement design of a linear controller using a simplified plant
model of order equal to the plant relative degree will work satisfactorily for plants
with finite zeros but provided they all lie in the left half of the s-plane. Attempts
at control of uncertain non-minimum phase plants using this method will fail due
to the closed-loop poles that nearly cancel the right half plane zeros rendering the
closed-loop system unstable. This might lead a control system designer to attempt
robust pole placement design using a full-order model containing the zeros but
unfortunately the closed-loop system is invariably sensitive to errors in the assumed
zero locations and can be unstable in certain cases. This therefore remains a matter
for future research.
Example 10.4 Robust pole placement controller for a motorised pendulum
This example demonstrates the ability of the control technique under study to
handle plants that are both nonlinear and unstable. The model is given by

yR D bu  a sin.y/  c y;
P (10.187)

where b D KT = ML2 , a D g=L and c2D

2
 D= ML , M and L are the mass and
length of the pendulum, g D 9:81 m=s is the acceleration due to gravity, KT is
the motor drive torque constant, D is the damping coefficient and the measurement
and y is numerically equal to the pendulum angle. The relative degree is r D 2. It
will be supposed that this is the only available information and therefore the plant
model for the pole placement is (10.186). Figure 10.33 shows the block diagrams
of the linear system for the pole placement design and the control system to be
implemented.

b Plant
a
Plant yr + u′ u x1 = x2 y
Yr ( s ) model Y (s) R x2 = bu − a sin ( x1 ) − cx2
R −
+ − Kf ±umax y = x1
s2
+ ŷ Derivative
k0 + k1s k1
+ estimator
k0

Fig. 10.33 Control system block diagrams. (a) System for pole assignment. (b) Control system
for implementation
10.5 Controllers with Robust Pole Placement 769

The derivative estimator is of the multiple integrator observer type presented in

Sect. 10.1.3.2. The closed-loop transfer function of Fig. 10.33a is

Y .s/ RKf
D 2 : (10.188)
Yr .s/ s C Kf .sk1 C k0 /

For a unity closed-loop DC gain, R D k0 . For a step response of Ts seconds and a

‘fast’ pole at s D 1=Tcf , the desired closed-loop characteristic polynomial is
  
2 3 1
s C B .sk1 C k0 / D s C sC (10.189)
Ts Tcf

from which
 
1 3 1 3
k1 D C and k0 D : (10.190)
Kf Ts Tcf Kf Ts Tcf

To aid in the comparison with SMC, a virtual switching function, S(yr , y, ẏ), will be
formed. For r D 1, control law (10.185) is

u D Ryr  k0 y  k1b
P
y: (10.191)

This may be written as

  R k1 k1  
S yr ; y; b
yP D yr  y  b yP D yr  y  b P
y; u D k0 S yr ; y; b
yP
k0 k0 k0
(10.192)

Figure 10.34 shows results for L D 0:5 Œm , D D 0:25 ŒNm= .rad=s/ and
KT D 2 ŒNm=V . The robustness of the control system is tested by repeating
the simulations for M D 1 ŒKg , 2 [Kg] and 3 [Kg]. In all cases, the pendulum
commences at rest with y D 0 Œrad and is commanded to reach a constant angle of
2 [rad]. The fast pole time constant is chosen as Tcf D 0:001 Œs . A behaviour similar
to a sliding mode control system is evident. In the step responses of Fig. 10.34a, the
differences are due to the initial control saturation, but y(t) is not very different
from the ideal first-order step response, yideal (t) in all cases. The sliding mode like
behaviour is particularly noticeable in the graphs of the virtual switching functions,
S(t), which reach approximately zero in a finite time under control saturation and are
then maintained approximately zero, and also in the phase-plane trajectories which
closely follow the virtual switching boundary after reaching it.
The extreme robustness of the control system is evident in the ramp responses
of Fig. 10.34b in which the control variables remain within the saturation limits of
˙10 ŒV . The nearly coincident response graphs, y(t), are almost identical to the
770 10 Sliding Mode Control and Its Relatives

a b
2 2
yr ( t)[rad] yr(t)[rad]
1.5 1.5
yideal ( t)[rad] yideal ( t)[rad]
1 y(t) [rad] 1 y(t) [rad]
M = 1[Kg] M = 1[Kg]
0.5 M = 2[Kg] 0.5 M = 2[Kg]
M = 3[Kg] M = 3[Kg]
0 0
1200 8
M = 3[Kg]
S(t)[rad/s] 7
1000

u(t)[V]
6
800 5 M = 2[Kg]
600 M = 1[Kg] 4
400 3 M = 1[Kg]
M = 2[Kg]
2
200 M = 3[Kg]
1
0 0
0 0.5 1 1.5 t [s] 2 0 0.5 1 1.5 2 2.5t [s] 3
1.2
6 S ( yr , y, y ) = yr − y − W1 y =0 S ( yr , y, y ) = yr − y − W1 y =0
y[rad s]

1
5
0.8
4
y[rad s]

3 0.6
M = 1[Kg]
2 M = 1[Kg] 0.4
M = 2[Kg]
M = 2[Kg] 0.2 M = 3[Kg]
1
M = 3[Kg]
0 0
-2 -1.5 -1 -0.5 0 -0.4 -0.3 -0.2 -0.1 0
y[rad] y[rad]

Fig. 10.34 Robust pole placement control of an inverted pendulum. (a) Step response. (b) Ramp
response

ideal first-order response, yideal (t). Also, the state trajectory remains fairly close to
the virtual switching boundary. The small departures from this straight line would
be brought to negligible proportions by reducing Tcf further.

10.5.3 Dynamic Controllers with Robust Pole Placement

For a plant with relative degree, r, and a controller containing dynamic elements
that raises the order of the system from the plant order, n, to N, it is impossible to
exactly replicate the behaviour of a pseudo sliding mode controller with a boundary
layer, as in Sect. 10.5.2 but very similar behaviour can be obtained with robust pole
10.5 Controllers with Robust Pole Placement 771

placement. Even if only the plant relative degree is known and its parameters are
uncertain, robust pole placement using a simplified plant model of order, r, such as a
multiple integrator chain, is possible. In replicating the behaviour of an SISO sliding
mode control system, only one fast pole has been introduced, but in view of the
theory of pole-to-pole dominance introduced in Chap. 1, it is also possible to imitate
the behaviour of a standard sliding mode control system by having N  r C 1 fast
poles. The desired characteristic polynomial for the pole placement would then be

D.s/ D .s C pcf /N rC1 .s C pc /r1 ; (10.193)

where pcf pc . The settling time formulae can be used to yield specified non-
overshooting step responses with a settling time of Ts by setting the dominant
pole magnitude to pc D 1:5r=Ts (5 % criterion) or pc D 1:6 .0:5 C r/ =Ts (2 %
criterion).
Regarding the choice of controller, a polynomial controller is attractive as it has
the advantage of not needing output derivative estimation.
This is a known area of difficulty for sliding mode control. This will be
investigated in a subsequent example.
With the pole placement of (10.193), the virtual switching function for compari-
son with SMC is the one which yields the first-order dynamics with time constant,
Tc D 1=pc in the sliding mode, given by

P D yr  y  Tc y:
S .yr ; y; y/ P (10.194)

Example 10.5 Polynomial controller for a motorised pendulum with robust pole
placement
The same plant is used for as for Example 10.4, and the specified settling
time and fast pole time constant are also the same, being set to Ts D 1 Œs and
Tco D 0:001 Œs , so that direct comparisons of performance may be made with the
basic non-dynamic robust pole placement controller. The polynomial controller of
minimum order is of first order and raises the system order to N D 3. Figure 10.35
shows the appropriate block diagrams.

a Plant b Plant
model x1 = x2
Yr ( s ) yr Polynomial u ′ y
K Y (s)
u 
1 f
x2 = bu
R
+ − s + f0 s 2
Controller − a sin ( x1 ) − cx2
±umax y = x1
h1s + h0

Fig. 10.35 Polynomial control system block diagrams. (a) System for pole assignment. (b)
Control system for implementation
772 10 Sliding Mode Control and Its Relatives

As for any controller, the implementation includes control saturation limits at

˙umax . The closed-loop transfer function for Fig. 10.35a is

Y .s/ RKf
D 3 2
(10.195)
Yr .s/ s C f0 s C Kf .h1 s C h0 /

To attempt the same closed-loop dynamics as a sliding mode controller, the closed-
loop characteristic polynomial is

s 3 C f0 s 2 C Kf .h1 s C h0 / D .s C pc / .s C pcf /2 D .s C pc / s 2 C 2pcf s C pcf

2

D s 3 C .pc C 2pcf / s 2 C pcf C 2pc pcf s C pc pcf2

;
(10.196)

from which the polynomial controller parameters are

2 2
pcf C 2pc pcf pc pcf
f0 D pc C 2pcf ; h1 D and h0 D ; (10.197)
Kf Kf

where pc D 3=Ts and pcf D 1=Tcf , where Tcf is the fast pole time constant. For a
unity closed-loop DC gain, R D h0 .
Figure 10.36 shows a set of simulation results corresponding to those of
Example 10.4 shown in Fig. 10.34. Comparison reveals them to be nearly
identical.
This is due to both controllers being designed to yield closed-loop dynamics
closely approximating that of the first-order system

yP D pc .yr  y/ (10.198)

From the plant differential equation (10.187), the control variable is

1
uD ŒyR C a sin.y/ C c y
P : (10.199)
b
Since y and ẏ, and therefore ÿ, are nearly governed by (10.198), according to
(10.199), u(t) will be nearly the same for both controllers, as is evident by comparing
Fig. 10.34b and 10.36b although the controllers are different in structure. Comparing
the phase-plane trajectories, however, reveals that the basic non-dynamic robust pole
placement controller keeps the plant state closer to the virtual switching boundary
than the polynomial controller. This is due to the fast mode of the polynomial
controller being a second-order polynomial exponential mode with time constant,
Tco D 0:001 Œs , while the fast mode of the basic controller is only a first-order
exponential mode with the same time constant. From a practical viewpoint, however,
the polynomial controller can be considered to perform as well, but Tco could be
reduced to bring the plant state closer to the switching boundary.
10.6 Multivariable Sliding Mode Control: An Introduction 773

a b

Fig. 10.36 Polynomial control of an inverted pendulum with robust pole placement. (a) Step
response. (b) Ramp response

10.6 Multivariable Sliding Mode Control: An Introduction

10.6.1 Overview

Within limited space, an introduction is provided together with a simple method

that should be feasible for many practical applications. This is followed by an
approach to discrete sliding mode control of LTI plants that automatically includes
multivariable plants. Although this is model based, it is able to accommodate
relatively large plant parametric errors.
774 10 Sliding Mode Control and Its Relatives

10.6.2 Simple Approach with Minimum Plant Information

For sliding mode control of SISO plants, the minimal information required is the
relative degree. For multivariable plants, it is assumed that the number of controlled
outputs is equal to the number of control variables. Then the minimal information
is the relative degree with respect to each controlled output and also information
that enables which control variable should be used to control which output. In
many applications, this information will be known through knowledge of the plant
hardware. Suppose that the following state-space model is given. Thus,

xP D f .x; u  d/ (10.200)

and
y D h .x/ ; (10.201)

where x 2 <n is the state vector, u 2 <m is the control vector u 2 <m and d 2
<m is an external disturbance vector referred to the control vector, and f() and
h() are continuous functions of their arguments. The lowest-order output derivative
components directly dependent on u may be written as

.ri /
yi D hi .x; ui / ; i D 1; 2; : : : ; m; (10.202)

where ri is the relative degree (Chap. 3) with respect to the output, yi , and ui ,
1, 2, : : : , m, represent sub-control vectors whose sets of elements may or may not
comprise all m components of u. For the multivariable SMC method presented
here, each control input has to be paired with an output that it will control. It
must therefore be possible to select a different component of u from each of ui ,
0
1, 2, : : : , m. Let the selected control components be denoted ui , 1, 2, : : : , m, where
u0i D uk , k 2 Œ1; 2; : : : ; m . Then it will be possible to form m sliding mode control
loops of the same form as used for the SISO plants in the previous sections. For the
standard sliding mode control method, the control law would comprise the following
set of component control laws.
h  i
u0i D u0i max sgn Si yri ; yi ; : : : ; yi i 1/ ;
.r
i D 1; 2; : : : ; m; (10.203)

Each control law component will treat the interaction from the remaining m  1
control channels as disturbances, which it will reject in the sliding mode, since
the set of switching functions contain no common variables. Then once every
control channel is operating in the sliding mode, ideal multivariable control without
interaction and with prescribed closed-loop dynamics will be attained. It is usual to
refer to the complete set of switching boundaries,
 
Si yri ; yi ; : : : ; yi i 1/ D 0; i D 1; 2; : : : ; m;
.r
(10.204)
10.6 Multivariable Sliding Mode Control: An Introduction 775

as a switching manifold or sliding manifold, as it comprises a set of nonintersecting

surfaces in the state space.
0
It is highly probable that the set of control components, ui , i D 1; 2; : : : ; m, that
can be selected from ui is not unique, in which case the best set of control compo-
0 0
nents should be determined such that ui has more influence than uk , k ¤ i on yi .
As for SISO plants, if the plant is not of full relative degree, then the zero
dynamics must be stable.
Example 10.6 Pseudo sliding mode large-angle attitude control of a rigid-body
spacecraft
The attitude dynamics and kinematics model of the three-axis-stabilised rigid-
body spacecraft of Chap. 7, Example 7.12, is taken, as it contains considerable
state-dependent interaction due to the reaction wheel angular momentums and
quaternion kinematics and control-dependent interaction due to the off-diagonal
terms of the moment of inertia matrix. The plant inputs are the three reaction wheel
drive voltages, u1 , u2 and u3 , and the measured/controlled variables are the three
quaternion components, y1 D q1 , y2 D q2 and y3 D q3 . The details of the plant
model are given in Example 7.12. To determine the relative degrees, r1 , r2 and r3 ,
the following output derivative equation was derived:
2 3 2 32 3 2 32 31
yR1 qP0 qP3 qP 2 !x q0 q3 q2 Jxx Jxy Jxz
1
4 yR2 5 D 4 qP3 qP0 qP1 5 4 !y 5 C 14
q3 q0 q1 54 Jyx Jyy Jyz 5
2 2
yR3  qP2 qP1 qP 0 !z  q2 q1 q0 Jzx Jzy Jzz
„ ƒ‚ …„ ƒ‚ …
Q3 .t / J

82 3 2 39
< Jyz !z !y C !z lwy  !y lwz u1 =
 4 Jzx !x !z C !x lwz  !z lwx 5 C Kw 4 u2 5
: ;
Jxy !y !x C !y lwx  !x lwy u3
(10.205)

By inspection, r1 D r2 D r3 D 2. Due to the off-diagonal elements of the matrix,

Q3 (t)J, in terms of (10.202), u1 D u2 D u3 D u, and therefore, there are six
possible selections of u0 , i.e.
2 3 2 3 2 3 2 3 2 3 2 3 2 3
u01 u1 u1 u2 u2 u3 u3
4 u0 5 D 4 u2 5 ; 4 u3 5 ; 4 u3 5 ; 4 u1 5 ; 4 u1 5 or 4 u2 5 ; (10.206)
2
u03 u3 u2 u1 u3 u2 u1
0 0 0
where u1 , u2 and u3 are, respectively, paired with y1 , y2 and y3 . To determine the best
choice, the elements of the matrix, Q3 (t)J, have to be compared in magnitude.ˇ ˇ In
this application, it is usual for J to be diagonally dominant, i.e. jJi i j > ˇJij ˇ, j ¤ i ,
i D 1; 2; 3. At the initial zero attitude, the quaternion matrix, Q3 (0), is a unit matrix
and for relatively small attitudes it also has diagonal dominance, as will Q3 (t)J. For
large attitude angles, since q02 C q12 C q22 C q32 D 1 and jqi j  1, i D 1; 2; 3, Q3 (t),
776 10 Sliding Mode Control and Its Relatives

and therefore Q3 (t)J will not be diagonally dominant. For small attitudes the first
choice of u0 is best. In this example, this choice will be maintained even for large
attitudes and the system checked by simulation. In a real implementation, however,
an interesting possibility is to switch between the choices of u0 in (10.206) that will
interchange the rows of Q3 (t) to maintain the diagonal dominance of Q3 (t)J. This
could be called ‘adaptive input-output pairing’.
A step response simulation with zero initial conditions will now be carried out
using the boundary layer-based pseudo SMC law,
9
Ts =
Si .yri ; yi ; yi / D yri  yi  yPi
3 ; i D 1; 2; 3 (10.207)
;
ui D K:sat ŒSi .yri ; yi ; yi / ; umax ; Cumax

with K D 1; 000 and umax D 10 ŒV and a settling time in the sliding mode of Ts D
50 Œs . This control law is chosen since the control variables s closely approximate
the equivalent controls of the standard SMC and their action in counteracting
the interaction and the disturbances may therefore be seen. The stepped attitude
reference inputs are given by
 
yTr .t/ D yr1 .t/ yr2 .t/ yr3 .t/ D 0:4h .t  10/ 0:4h .t  30/ 0:3 h .t  50/ :

The different step delays are included to test the interaction rejection. Also a step
T T
disturbance torque of d1 .t/ d2 .t/ d3 .t/ D 2 ŒV 1:5 ŒV 1:8 ŒV h .t  100/
is applied, which is typical of that caused by orbit change thruster misalignment
with respect to the spacecraft centre of mass. The results are shown in Fig. 10.37.
The attitude quaternions are dimensionless and therefore no units are shown with
these variables.
First, the controlled outputs, y1 (t), y2 (t) and y3 (t), shown in Fig. 10.37a lag behind
the ideal first-order responses, y1i (t), y2i (t) and y3i (t), due to the control saturation
that occurs upon the steps of the reference inputs, y1r (t), y2r (t) and y3r (t). This occurs
in the step response of any sliding mode control system. The control saturation may
be seen clearly in Fig. 10.37c. The other discontinuities in u1 (t), u2 (t) and u3 (t) are
due to counteraction of the control-dependent interaction. In other words, when one
of the control variables jumps to ˙umax , this causes corresponding step interaction
torques in the other two control channels that are immediately counteracted by the
control variables of those channels. The desired close following of the switching
boundaries by the substate trajectories upon reaching the boundaries is evident
in Fig. 10.37b–d. The corresponding switching functions reach zero in a finite
time after jumping to non-zero values upon application of the reference input
steps, thereafter being maintained approximately zero, implying that the closed-loop
dynamics is as desired.
It should be noted that in keeping with the previous sliding mode control
systems presented in this chapter, control law (10.207) has been formulated
without knowledge of the plant parameters, implying extreme robustness.
10.6 Multivariable Sliding Mode Control: An Introduction 777

a b
y1r (t ) 0.025 Ts
0.4 y1i (t ) y2r (t ) y 1 S1 ( y1r , y1 , y1 ) = y1r − y1 − y1
0.3 3
0.02
0.2
y1 (t ) y2 (t ) 0.015
0.1
0 y 2i (t )
0.01
-0.1 y3i (t )
-0.2 y3 (t ) 0.005
-0.3 y (t )
3r 0
-0.4
0 50 100 150 t [s] 200 -0.4 -0.3 -0.2 -0.1 y1e 0

c d
0.02 Ts
y 2 0 y3 S3 ( y3r , y3 , y3 ) = y3r − y3 − y3
3
-0.005 0.015

-0.01
0.01
-0.015
0.005
-0.02 T
S2 ( y2r , y2 , y 2 ) = y2r − y2 − s y 2 0
-0.025 3
0 0.1 0.2 0.3 y 0.4 -0.3 -0.25 -0.2 -0.15 -0.1 -0.05 y 0
2e 3e
e f
10 0.4
u1 ( t ) [V] 0.3 S1 ( t )
5
0.2
0 0.1
-5 0
10 0
5 u2 ( t ) [V] -0.1
0 -0.2
-0.3 S2 ( t )
-5
-10 -0.4
10 0.3
6 u3 ( t ) [V] 0.2 S3 ( t )
0 0.1
-6 0
0 50 100 150 t [s] 200 0 50 100 150 t [s] 200

Fig. 10.37 Step response for pseudo sliding mode three-axis spacecraft attitude control.
(a) Attitude quaternions. (b) Roll phase plane. (c) Pitch phase plane. (d) Yaw phase plane.
(e) Control variables. (f) Switching functions
778 10 Sliding Mode Control and Its Relatives

This robustness is the reason for negligible attitude error transients due the step
disturbance torque, which are invisible in Fig. 10.37a. The steps in u1 (t), u2 (t) and
u3 (t) at t D 100 Œs counteracting the disturbance may be seen in Fig. 10.37c.

10.6.3 Discrete Sliding Mode Control

10.6.3.1 Introduction

Discrete sliding mode control is tailored especially for digital processor implemen-
tation and yields a piecewise constant control approximating the equivalent control
of the ideal sliding mode. It therefore constitutes another method for eliminating
control chatter, in addition to those of Sect. 10.4. In view of the desired robustness
properties, the state variables required for the control law, like those of the previous
sections, are the controlled outputs and their derivatives. If the plant is of full
relative degree, this set of variables will be called the output state, otherwise the
output substate. The switching boundary or manifold is formulated to yield the
desired closed-loop dynamics when in the sliding mode, as previously. Since the
control law is not of the switched type but operates in a discrete sliding mode, to
be described shortly, the switching boundary, or manifold, will be referred to as a
sliding boundary or manifold. Similarly the switching function will be referred to
as the sliding function.
The discrete sliding mode control law will be developed for a general multi-
variable plant, this being applicable to SISO plants by setting the dimension of the
control vector to m D 1.

10.6.3.2 Principle

A discrete model of the plant is used to calculate the constant value of the
unconstrained control, ub , required to reach the sliding manifold in the sampling
period, h. If every component of ub lies within the control saturation limits, i.e.
ui max < ui < Cui max , i D 1; 2; : : : ; m, then the real plant control, u, is set
equal to ub and applied to the real plant for h seconds. If, on the other hand, any
component, ubj , of ub exceeds

these limits, then the corresponding component of u is
set to uj D uj max sgn ubj before it is applied. The process is repeated continually.
If the plant model is exact and every component of u is within the saturation limits,
then, the output state trajectory executes a motion roughly analogous to that of a
bouncing ball on a hard horizontal surface with a horizontal velocity component.
It departs by a small amount from the switching manifold at the beginning of each
iteration, returning to the manifold at the end of each iteration, and therefore moves
close to the path that would be taken in the ideal sliding mode, but touching the
manifold at a discrete set of points. As h ! 0, the output state trajectory tends to
the ideal sliding mode trajectory and u ! ueq , where ueq is the equivalent control.
10.6 Multivariable Sliding Mode Control: An Introduction 779

If, as will be the case in practice, there is a mismatch between the real plant and its
model, the state trajectory will not coincide precisely with the switching manifold
for h > 0 but will move in the vicinity of the manifold. This is a discrete sliding
mode. Although the method is model based, the robustness against plant model
parametric errors increases as h is reduced, analogous to the effect of reducing the
boundary layer thickness of a pseudo sliding mode controller. It is therefore possible
to accommodate large model mismatches to the extent of using a multiple integrator
model for each control channel of order equal to the relative degree with respect to
the output of that control channel, as was demonstrated in Sect. 10.5.3. If a more
accurate model is available in a particular application, then it should be used, but for
the discrete sliding mode control system, if the plant is not of full relative degree,
then a lower-order model of full relative degree must be used with the relative degree
with respect to each output matching that of the real plant.

10.6.3.3 Derivation of the Discrete SMC Algorithm

The control law will be formulated using the general LTI plant model. First the
continuous state-space model will be used to obtain the equation for the output
derivative state variables that are needed to implement the sliding manifold. Then
the control law will be derived using the corresponding discrete state-space model
with the selected iteration period, h.
The continuous-time LTI state-space model is

xP D Ax C Bu (10.208)

y D Cx (10.209)

where A 2 <nn , B 2 <nm and C 2 <mn . The state representation is arbitrary but
the relative degree, ri , i D 1; 2; : : : ; m, with respect to each output, should match
that of the physical plant. Thus, an available plant model can be used if the plant is
known to be of full relative degree.
The procedure to obtain the output derivative state is the one based on Lie
derivatives to find the relative degrees (Chap. 3). It will also be recalled that this
was used to derive the forced dynamic control laws for LTI plants in Chap. 7, Sect.
7.3.4. Essentially each output, yi , i D 1; 2; : : : ; m, is repeatedly differentiated and
the state differential equations used to eliminate state-variable derivatives appearing
on the RHS, until the derivative of order, ri , directly depends on any control input
component. First, the measurement Eq. (10.209) is written in the component form.
Then the repeated differentiation procedure yields the complete set of output
derivative state variables as
.ri 1/
yi D cTi x; yPi D cTi Ax; : : : ; yi D Ari 1 x; i D 1; 2; : : : ; m: (10.210)
780 10 Sliding Mode Control and Its Relatives

To facilitate the discrete sliding mode control law derivation, these derivatives are
arranged as follows.
2 3 2 3 2 3
yi cTi x cTi
6 yPi 7 6 T
ci Ax 7 6 T
ci A 7
6 7 6 7 6 7
yi  6 :: 7D6 :: 7D6 :: 7 x  ŒC i x; i D 1; 2; : : : ; m:
4 : 5 4 : 5 4 : 5
.ri 1/
yi cTi Ari 1 x cTi Ari 1
(10.211)

The sliding manifold comprises m sliding boundaries, each of which operates on

one of the output derivative substate vectors of (10.211) together with the reference
input ẏ. The sliding boundary equations are of the same form as previously. Thus,

.ri 1/
yri  yi  w1i yPi C    C wri 1; i yi D 0; i D 1; 2; : : : ; m: (10.212)

These may be written in terms of the substate vectors, yi , of (10.211) as

yri  wTi yi D 0; i D 1; 2; : : : ; m: (10.213)


where wTi D 1 w1i w2i    wri 1; i . As previously, wi , i D 1; 2; : : : ; m,
are chosen to yield the desired closed-loop dynamics by pole assignment. As in
Sect. 10.6.2, the control law will eliminate interaction between the ith reference
input and the jth output, i ¤ j , because there are no common output state
variables between the switching boundary equations, meaning that the boundaries
are nonintersecting.
The following description of the control system operation pertains to the hypo-
thetical case of the plant model of (10.208) and (10.209) being perfectly matched
to the real plant. Commencing with an arbitrary initial state, the discrete sliding
mode control law is designed to make the output state trajectory reach the sliding
manifold in just one iteration period of h seconds by applying a constant control
vector, provided all of the required components lie within the control saturation
limits. After the output state trajectory reaches the sliding manifold, the control law
recalculates the control to reach the manifold again in a further h seconds. If the
control vector is non-saturated, the output state trajectory will move away from the
sliding manifold during the iteration period by an amount that increases with h and
return to it at the end of the period.
The discrete state-space plant model corresponding to the continuous model of
(10.208) and (10.209) is

x .k C 1/ D ˆ.h/x.k/ C ‰.h/u.k/ (10.214)

y.k/ D Cx.k/ (10.215)

10.6 Multivariable Sliding Mode Control: An Introduction 781

Z h
where ˆ.h/ D e Ah , ‰.h/ D ˆ ./ B d, k is the iteration index. From (10.211),
0

yi .k C 1/ D ŒC i x .k C 1/ : (10.216)

If the switching manifold is reached at the end of each iteration of the control law,
then, from (10.213)

yri .k C 1/  wTi yi .k C 1/ D 0; i D 1; 2; : : : ; m: (10.217)

Substituting for yi .k C 1/ in (10.217) using (10.216) gives

yri .k C 1/  wTi ŒC i x .k C 1/ D 0 (10.218)

Then substituting for x .k C 1/ in (10.218) using (10.214) yields

yri .k C 1/  wTi ŒC i Œˆ.h/x.k/ C ‰.h/u.k/ D 0 )

yri .k C 1/  wTi ŒC i ˆ.h/x.k/ D wTi ŒC i ‰.h/u.k/ )

(10.219)

Since the reference input vector is an external input, yri .k C 1/ may be replaced
by yri (k) without affecting the closed-loop dynamics. Solving (10.219) for u(k) then
yields the unconstrained boundary reaching control, ub (k), as follows.

(10.220)

This, however, is a state feedback control law using the state, x, with an arbitrary
state representation, which would require an observer with an accurate plant model
for state estimation. Variants of control law (10.220) are possible, however, which
use only the output derivative vector, Y, defined as
T
Y D yT1 yT2    yTm : (10.221)
782 10 Sliding Mode Control and Its Relatives

Then from (10.211),

T T
Y D xT ŒC T1 xT ŒC T2    xT ŒC Tm D xT ŒC T1 ŒC T2    ŒC Tm
T
D ŒC T1 ŒC T2    ŒC Tm x

which may be written as

Y D ŒC x: (10.222)

Since the plant model of (10.208) and (10.209) is of full relative degree, the output
derivative matrix, [C], is square and non-singular. Hence

x D ŒC 1 Y ) x.k/ D ŒC 1 Y.k/: (10.223)

This enables the state, x, to be eliminated from (10.220), yielding

(10.224)

If the iteration period, h, is sufficiently small for ˆ.h/ Š In , however, a simpler

control law may be formed with the aid of the following manipulation:

(10.225)

Then in view of (10.221), (10.224) simplifies to

(10.226)
10.6 Multivariable Sliding Mode Control: An Introduction 783

Since ‰.h/ ! 0 as h ! 0, the gain matrix, K, becomes large and enables the
control law to drive the sliding functions to negligible proportions, thereby keeping
the output state trajectory close to the sliding boundaries, as required.
Finally, to implement the control saturation limits for actuator protection, the
required discrete sliding mode control comprises (10.224) or (10.226) and
 ˇ ˇ
upi if ˇupi ˇ
<
umaxˇ ˇ
ui D : (10.227)
umax sgn upi if ˇupi ˇ  umax

10.6.3.4 Discrete Derivative Estimation

If output derivative estimates are required, a discrete observer can be used based
on a linear plant model if it is available. If only the relative degree of the plant
is known with respect to each output, then a discrete version of the multiple
integrator observer of Sect. 10.1.3.2 may be used, a separate observer being used
for each output of a multivariable plant with the number of integrators in the chain
being equal to the relative degree, ri . It will be recalled from Sect. 10.1.3.2 that
the correction loop settling time was made as small as possible to minimise the
errors due to the mismatching between the real plant and the model. Essentially,
the relatively large correction loop gains drive the error between the measurement,
yi , and the model output, ŷi , to negligible proportions so that the outputs of the
integrators in the chain approximate the required derivatives. In the discrete case,
the minimum settling time that can be attained is the dead-beat settling time of ri h.
As an example, the gains of a discrete observer with a triple integrator model, for
ri D 3, will now be derived. The observer equation is
2 3 2 32 3 2 33 2 3
bi .k C 1/
y 1 h 12 h2 bi .k/
y 1h l1
6b 7 4 6 7 6

4 yP i .k C 1/ 5D 0 1 h 54 b yP i .k/ 5 Cbi 4 12 h2 5 uq .k/ C 4 l2 5 Œyi .k/  y

bi .k/
b
yR i .k C 1/ 00 1 b
yR i .k/ h l3
(10.228)

where is the control input upon which y« is known to directly depend and bi is the
triple integrator forward path gain provided as an adjustable parameter to minimise
bi .k/. The observer characteristic equation is
the error, yi .k/  y

ˇ ˇ
ˇ z  1 C l1 h  12 h2 ˇ
ˇ ˇ 
ˇ l2 z  1 h ˇˇ D .z1/ Œ.z1Cl1 / .z1/ Cl2 h C l3 h2 C 12 h2 .z1/
ˇ
ˇ l3 0 z1ˇ

D uq .k/.z  1/3 C l1 .z  1/2 C l2 h C 12 l3 h2 .z  1/ C l3 h2 D 0

(10.229)
784 10 Sliding Mode Control and Its Relatives

For dead-beat settling, this should be simply z3 D 0, which, in terms of z  1, is

Œ.z  1/ C 1 3 D .z  1/3 C 3.z  1/2 C 3 .z  1/ C 1 D 0 (10.230)

Equating the RHS of (10.229) then yields

l1 D 3; l3 D 1= h2 and l2 D 5=.2h/ (10.231)

10.6.3.5 Simulations

First, to illustrate the form of the state trajectory in the discrete sliding mode, a
simulation will be carried out for the double integrator plant,
        
xP 1 01 x1 0  x1
D C u; y D 1 0 ; (10.232)
xP 2 00 x2 b x2

first with a perfectly matched plant model with a forward path gain of bm D b and
then mismatching the model, first with bm D 1:4b and then with bm D 0:6b.
The relative degree is r D 2. The output derivative equation is therefore
    
y 10 x1
YD D (10.233)
yP 01 x2
„ƒ‚…
ŒC

The discrete plant model corresponding to (10.232) is

        
x1 .k C 1/ 1h x1 .k/ 1 bh2
2
 x1 .k/
D C u.k/; y.k/ D 1 0 :
x2 .k C 1/ 01 x2 .k/ bh x2 .k/
„ ƒ‚ … „ ƒ‚ …
ˆ.h/ §.h/
(10.234)
The sliding boundary equation is
 
 y
yr  1 w1  0: (10.235)
„ ƒ‚ … yP
wT
„ƒ‚…
Y

Then the exact boundary reaching control law (10.224) is

1 
ub .k/ D wT §.h/ yr .k/  wT ŒC ˆ.h/Y.k/
  1     
 1 bh2
2
 10 1h y.k/
D 1 w1 yr .k/  1 w1
bh 01 01 P
y.k/
2
D bh.hC2w1 / Œyr .k/  y.k/  .w1 C h/ y.k/
P
(10.236)
10.6 Multivariable Sliding Mode Control: An Introduction 785

a 3
yr (t ) yr − y − w1 y = 0 0
1 2.5 ×10−3 S (t )
yid (t ) y 2 p -0.2
0.8 2
1.5 -0.4 1
0.6
0.4 y (t ) 1 -0.6 0
0.5 -0.8 -1
0.2
0 -1 0.2 0.4 0.6 0.8
0
0 0.5 1 1.5 2 -1 -0.8-0.6-0.4-0.2 0 0 0.5 1 1.5 2
t [s] y − yr t [s]
b 3
yr (t ) yr − y − w1 y = 0 0
1 2.5 S (t )
yid (t ) y 2 -0.2 0.04
0.8
1.5 -0.4 0.03
0.6 0.02
0.4 y (t ) 1 -0.6
0.01
0.2 0.5 -0.8 0
0 0.2 0.4 0.6 0.8
0 -1
0 0.5 1 1.5 2 -1 -0.8-0.6-0.4-0.2 0 0 0.5 1 1.5 2
t [s] y − yr t [s]

c 3
yr (t ) yr − y − w1 y = 0 0
1 2.5 S (t )
yid (t ) y 2 -0.2
0.8
-0.4 0
0.6 1.5
y (t ) 1 -0.6 -0.05
0.4
0.2 0.5 -0.8 -0.1
0 0.2 0.4 0.6 0.8
0 -1
0 0.5 1 1.5 2 -1 -0.8-0.6-0.4-0.2 0 0 0.5 1 1.5 2
t [s] y − yr t [s]

Fig. 10.38 Discrete sliding mode control of a double integrator plant. (a) Perfectly matched plant
model: bm D b. (b) Mismatched plant model: bm D 1.4b. (c) Mismatched plant model: bm D 0.6b

In the simulation, ẏ is assumed available as a direct measurement. The results

are shown in Fig. 10.38. The period of initial control saturation can, as usual,
be detected in the phase-plane trajectories by the continuously curved segment
approaching the sliding boundary, in this case, a parabolic curve. In Fig. 10.38a,
the control saturation at u D Cumax ceases at point p on the first iteration of the
control algorithm where jub j < umax and therefore u D ub . The trajectory changes
direction due to this change of u and reaches the sliding boundary at the end of
the iteration. This segment may be seen quite clearly in Fig. 10.38a, but this is due
to the relatively long iteration period of h D 0:05 and would be almost invisible
in many cases. After reaching the sliding boundary, the state trajectory appears to
follow it perfectly, but the ‘bouncing ball’ behaviour described previously may be
seen clearly in the magnified inset graph of S(t). The fact that this only occurs with
786 10 Sliding Mode Control and Its Relatives

a well-matched plant model is evident in S(t) of Fig. 10.38b, c. The oscillatory

S(t) for plant parameter mismatching in one direction and non-oscillatory S(t) for
mismatching in the other direction is often observed.
In both cases, however, S(t) is driven to relatively small proportions in about
the same time as for the perfectly matched plant model. The result is that despite
the large ˙40% plant model mismatches, y(t) is not noticeably affected, as shown,
indicating considerable robustness even with the relatively long iteration period of
h D 0:05 Œs .
Next, a multivariable control example is presented that demonstrates the ability
of the control technique to eliminate interaction between the control channels as
well as yielding the prescribed dynamic responses to the reference inputs.
Example 10.7 Discrete sliding mode control of gantry crane and cradle
In this application, the gantry crane consists of a truck running on an overhead
rail carrying a payload cradle, as illustrated in Fig. 10.39.
The truck position and the cradle swing angle are to be actively controlled.
The relevant quantities, including those indicated in the figure, are defined in
Table 10.1.
Applying the Lagrangian method of Chap. 2, Sect. 2.2.2.8, yields the following
plant differential equations:

xR D aR C bf
; (10.237)
R D c xR  d C e

M2 R 1 1 g 1
where a D M1 CM2 , b D M1 CM2 , c D R, d D R and e D
To form a M2 R 2
.
R
state-space model, Eq. (10.237) is solved algebraically for xR and  to obtain

xR D a!n2  C b11 u1 C b12 u2
; (10.238)
R D !n2  C b21 u1 C b22 u2

d Kf b Kt ae Kf cb Kt e
where !n2 D 1ac , b11 D 1ac , b12 D 1ac , b21 D 1ac and b22 D 1ac .

x γ
u1 M1 f
u2

M2
θ

Fig. 10.39 Controlled overhead gantry crane and cradle

10.6 Multivariable Sliding Mode Control: An Introduction 787

Table 10.1 Quantities of gantry crane and cradle system

Quantity Description Units
M1 Truck mass Kg
M2 Combined mass of payload and cradle Kg
R Radius of gyration of payload and cradle m
u1 Truck drive control input V
f D Kf u1 Truck control force N
Kf Truck drive force constant N/V
x Truck displacement m
u2 Cradle swing drive control input V
 D KT u2 Cradle control torque Nm
KT Cradle swing drive torque constant Nm/V
 Cradle swing angle rad

If the state variables are chosen as x1 D x, x2 D x, P the

P x3 D  and x4 D ,
state-space model is as follows:

2 3 2 32 3 2 3
xP 1 0 1 0 0 x1 0 0
 
6 xP 2 7 6 0 0 a!n2 07 6 7 6 7
6 7D6 7 6 x2 7 C 6 b11 b12 7 u1 (10.239)
4 xP 3 5 4 0 0 0 1 5 4 x3 5 4 0 0 5 u2
xP 4 0 0 !n2 0 x4 b21 b22
„ ƒ‚ … „ ƒ‚ …
A B

and
3 2
x1
   
y1 1000 6 7
6 x2 7 ;
D 4 (10.240)
y2 0010 x3 5
„ ƒ‚ …
C
x4

The reason for considering sliding mode control for this application is that M2
changes whenever the payload is changed and a robust control technique is needed
to guarantee a specified closed-loop dynamics.
It may be seen from (10.238) that the relative degrees with respect to y1 and y2
are, respectively, r1 D 2 and r2 D 2. The output derivative equations are therefore
3 2
x1
   
y1 1000 6 7
6 x2 7
y1 D ŒC 1 x; i:e:; D 4 (10.241)
yP1 0100 x3 5
x4
788 10 Sliding Mode Control and Its Relatives

and
3 2
x1
   
y2 0010 6 7
6 x2 7 :
y2 D ŒC 2 x; i:e:; D 4 (10.242)
yP2 0001 x3 5
x4

If the specified settling times in the sliding mode for y1 (t) and y2 (t) are, respectively,
Ts1 and Ts2 (5 % criterion), then the sliding boundary coefficient matrices are
 
wT1 D 1 w1 and wT2 D 1 w2 ; (10.243)

where w1 D Ts1 =3 and w2 D Ts2 =3.

Next, the discrete state difference equation,

x .k C 1/ D ˆ.h/x.k/ C ‰.h/u.k/; (10.244)

corresponding to the state differential equation of (10.239), has to be derived. This

will be done using the method of Chap. 3, Sect. 3.4.2.1. First the characteristic
polynomial of the plant is needed. This is
ˇ ˇ
ˇ s 1 0 0 ˇ ˇ ˇ
ˇ ˇ ˇ s a!n2 0 ˇ
ˇ 0 s a! 2 0 ˇ ˇ ˇ

jsI4  Aj D ˇˇ n ˇ D s ˇ 0 s 1 ˇ D s 2 s 2 C ! 2 :
ˇ ˇ ˇ n (10.245)
ˇ 0 0 s 1 ˇ ˇ 0 !2 s ˇ
ˇ 0 0 !2 s ˇ n
n

So the plant has a polynomial exponential mode having basis functions, e t =T and
te t =T with T ! 1, i.e. 1 and t, and an undamped oscillatory mode with basis
functions, sin(! n t) and cos(! n t). The discrete system matrix is therefore

ˆ.h/ D M0 :1 C M1 h C M2 sin .!h/ C M3 cos .!h/ (10.246)

where Mi , i D 1; 2; 3; 4, are constant matrices to be determined. In preparation,

differentiating three times w.r.t. h yields

P̂ .h/ D M1 C !n M2 cos .!n h/  !n M3 sin .!n h/ (10.247)

R̂ .h/ D !n2 M2 sin .!n h/  !n2 M3 cos .!n h/ (10.248)

and
«
ˆ.h/ D !n3 M2 cos .!n h/ C !n3 M3 sin .!n h/ : (10.249)
10.6 Multivariable Sliding Mode Control: An Introduction 789

Then the simultaneous equations for the matrices are determined as follows.
From (10.246),

ˆ.0/ D I4 ) M0 C M3 D I4 : (10.250)

From (10.247),

P̂ .0/ D A ) M1 C !n M2 D A: (10.251)

From (10.248),

R̂ .0/ D A2 ) !n2 M3 D A2 : (10.252)

From (10.249),

«
ˆ.0/ D A3 ) !n3 M2 D A3 : (10.253)

Then from (10.252) and (10.253),

1 2 1 3
M3 D  A; M2 D  A; (10.254)
!n2 !n3
N N

and then from (10.250) and (10.251),

M0 D I4  M3 and M1 D A  !n M2 : (10.255)
N N

Using (10.246), the discrete drive matrix is

Z h Z h
‰.h/ D ˆ ./ B d  D ŒM0 C M1 h C M2 sin .!n h/ C M3 cos .!n h/ B d 
h 0 0 i
1
D M0 h C 12 M1 h2 C !n Œ1  cos .!n h/ M2 C !1n Œsin .!n h/ M3 B
(10.256)

The above equations will be used to evaluate ˆ(h) and ‰(h) numerically.
The discrete sliding mode control law (10.224) for this example is
   T  1    T   1  
ub1 .k/ w1 ŒC 1 yr1 .k/ w1 ŒC 1 ŒC 1 y1 .k/
D ‰.h/  ˆ.h/ :
ub2 .k/ wT ŒC 2 yr2 .k/ wT2 ŒC 2 ŒC 2 y2 .k/
„ 2 ƒ‚ …
Gain matrix; K
(10.257)

The parameter values are given in Table 10.2.

790 10 Sliding Mode Control and Its Relatives

Table 10.2 Plant parameters for gantry crane and cradle control simulation
Parameter Value Units Parameter Value Units
M1 Kg M2 Empty cradle: 100 Kg
Maximum: 300
Kf 10 N/V Kt 10 Nm/V
R 3 m

a c
y1r (t )[m] y1 [m/s]
0.03 S1 = y1r – y1 – w1 y1 = 0
0.02 3
4
0.015 y1i (t )[m] 0.025 2
y2r (t )[rad] 0.02
0.01
y1 (t ) y2i (t )
0.005 0.015
[m]
y2 (t )[rad]
0.01 5
0 7
y2 (t )
0.005
0 0.5 1 1.5 2 2.5 3 1
t [s] 6
0
b -0.02 -0.015 -0.01 -0.005 0
0 y1 – y1r [m]
×10– 7
d
-0.005
3 y2 [m/s]
-0.01 S1(t)[m] 2 0.03 S2 = y2r – y2 – w2 y2 = 0
1 7
-0.015 0 6
-0.02 1.13 1.15 1.17 0.02

0
0.01
-0.002 × 10– 7
-0.004 12
8 34
-0.006 S2(t)[rad] 0
4 5 1
-0.008 0
-0.010 1.13 1.15 1.17 -0.01 2
0 0.5 1 1.5 2 2.5 3 -0.010 -0.006 -0.002 0
t [s] y2 – y2r [rad]

Fig. 10.40 Step responses for discrete SMC of gantry crane and cradle. (a) Truck position and
cradle angle. (b) Sliding functions. (c) Truck substate trajectory. (d) Cradle substate trajectory

The control saturation limits are u1 max D u2 max D 20 ŒV . The sliding mode
settling times are set to Ts1 D 2 Œs and Ts2 D 1 Œs . The iteration interval is
h D 0:01 Œs .
Figure 10.40 shows the results of a simulation with the plant model perfectly
matched to the real plant when M2 is at the minimum value.
It should be noted that although the robustness is maintained when mismatching
the plant relative to its model by reducing M2 , this would result in control chatter
10.6 Multivariable Sliding Mode Control: An Introduction 791

due to the real substate trajectories overshooting the sliding boundaries, thereby
defeating the object of using discrete sliding mode control. This is the reason for
calculating the controller parameters using a plant model with the cradle unladen.
In this application, smooth reference inputs would usually be applied to protect
the load against excessive accelerations and keep the system in the sliding mode and
therefore realise the prescribed closed-loop dynamics. Here, step reference inputs
are applied to demonstrate the ability of the system to acquire the sliding mode after
the substates are forced away from the sliding boundaries. The system commences
in the sliding mode with zero reference inputs. When a step truck position input
of 0.02 [m] is applied at t D 0 Œs , control saturation occurs, as usual, and the
system leaves the sliding mode. Although the cradle reference input is zero, the plant
interaction causes a small disturbance of y2 (t), as can be seen in Fig. 10.40a, as the
system has not yet returned to the sliding mode. Figure 10.40b shows the resulting
spike in S1 (t) and also a smaller disturbance of S2 (t) due to the plant interaction.
Correspondingly, the substate trajectories pass through points 1 and 2 and return to
their respective sliding boundaries at point 3. The system stays in the sliding mode
until a cradle angle step reference of 0.01 [rad] is applied at t D 1 Œs , causing
control saturation and the system once more leaves the sliding mode, the spike this
time occurring in S2 (t) and a smaller disturbance of S1 (t), again due to the plant
interaction. The substate trajectories pass through points 5 and 6, both reaching
the sliding boundaries again at point 7. Then the system remains in the sliding
mode. The magnified inset graphs of Fig. 10.40 show clearly the ‘bouncing ball’
phenomena occurring simultaneously in the substates in the discrete sliding mode.
The reader may wonder why such small reference inputs were chosen for the
simulations of Fig. 10.40. The reason is to be able to show clearly the sliding modes
in the substate trajectories. With much larger reference inputs, if the phase-plane
scales were large enough to view the complete substate trajectories, the sliding
portions would appear very diminished in proportion.
Figure 10.41 shows simulations with a more realistic ramp reference input of
the truck, reaching 1 [m] with a constant acceleration to a constant velocity and a
constant deceleration to the final value. For this, the cradle reference angle input is
zero so that the ability of the controller to eliminate the effects of plant interaction
in the sliding mode may be assessed by observing any deviations of this angle from
zero. In Fig. 10.41a, the cradle is unladen so that the mass, M2 , is at the minimum
value of 100 [Kg]. In Fig. 10.41, the cradle is full so that M2 D 300 ŒKg . The
extreme robustness of the system is evident through the graphs of y1 (t) following
the ideal first-order responses, y1i (t), with no visible error in both cases. As the
deviations of y2 (t) are invisible on this scale, they are shown separately below. The
extremely small deviations of y2 (t) in Fig. 10.41a are attributed to imperfections
in the numerical integration of the simulation since the plant model is perfectly
matched to the real plant. Even in Fig. 10.41b, the deviation of y2 (t) is negligible.
The changes in u1 (t) and u2 (t) needed to maintain the same response despite the
added payload mass may be seen by comparing Fig. 10.41a, b. Also the fact that the
control variables both keep within the control saturation limits is evidence that the
sliding mode is maintained throughout.
792 10 Sliding Mode Control and Its Relatives

a b
1 1
0.8 y1r (t ) [ m ] 0.8
y1r (t ) [ m ]
0.6 0.6
0.4 y1 (t ), y1i (t ) [ m ] 0.4 y1 (t ), y1i (t ) [ m ]

0.2 0.2
y2r (t ), y2 (t ), y2i (t ) y2r (t ), y2 (t ), y2i (t )
0 0

1.5 3
1 y2 (t ) × 1020 [ rad ] 2 y2 (t ) × 104 [ rad ]
0.5 1
y2r (t ), y2i (t ) [ rad ] 0
0 y2r (t ), y2i (t ) [ rad ]
-1
-0.5 -2
-1 -3

20 20
15 15 u1 (t ) [ V ] u2 (t ) [ V ]
u1 (t ) [ V ]
10 u2 (t ) [ V ] 10
5 5
0 0
-5 -5
u2 (t ) [ V ]
-10 -10 u1 (t ) [ V ]
-15 u1 (t ) [ V ] -15
u2 (t ) [ V ]
-20 -20
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8
t [s] t [s]

Fig. 10.41 Discrete SMC of gantry crane and cradle with realistic truck reference input. (a) Cradle
unladen. (b) Cradle full

References

1. Utkin VI (1992) Sliding modes in control and optimization. Springer, Berlin/New York
2. Edwards C, Spurgeon SK (1998) Sliding mode control: theory and applications. Taylor and
Francis, London
3. Itkis U (1976) Control systems of variable structure. Wiley, New York
4. Zinober ASI (ed) (1990) Deterministic control of uncertain systems. Peregrinus, London
5. Shtessel Y et al (2014) Sliding mode control and observation. Springer ScienceCBusiness
Media, New York
Chapter 11
Motion Control

11.1 Introduction

Motion control is defined here as the feedback control of any plant whose controlled
variable or variables are positions or position derivatives of mechanical components.
Many of the examples of the previous chapters, such as spacecraft attitude control
and ship stabilisation, fall into this category, but the main applications of concern
in this chapter have the special requirement of zero dynamic lag explained in
Sect. 11.3. These include positioning devices on production lines, being either tailor-
made mechanisms for special operations or general-purpose jointed-arm robots as
described in the following section.

11.2 Controlled Mechanisms

11.2.1 The General-Purpose Jointed-Arm Robot

There are many different controlled mechanisms throughout the manufacturing

industry, many of which are specialised and typically repeat the same motion.
Industrial robots also perform repetitive tasks but are structured so that they
can be adapted to new tasks when necessary. There are several industrial robot
configurations, one of which, the jointed-arm robot, is illustrated in Fig. 11.1.
The robot is structured to be able to control all six degrees of freedom of motion
of the end effector, considered as a rigid body. As in vehicle control (automobiles,
ships, aircraft and spacecraft) there are three translational degrees of freedom
defining the position of a defined point on the end effector in a fixed frame of
reference. The coordinates, x, y and z, of this point are controlled by varying the
waist, shoulder and elbow joint angles, ˛, ˇ and  , by means of actuators, usually
DC brushless motors or synchronous motors. Regarding the three rotational degrees

© Springer-Verlag London 2015 793

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7_11
794 11 Motion Control

Waist axis
γ (t)
z
Elbow axis

Shoulder
P0 axis θ (t)
Pitch axis
P1 β (t)
Frame of P2 End effector
reference α (t) ψ ()t
0 Yaw axis
y P3 φ (t) Roll axis
P7
End effector path P4 P5 P6
x

Fig. 11.1 Jointed-arm robot and the degrees of freedom of movement

of freedom, the orientation of the end effector relative to the frame of reference is
controlled by three more actuators varying the roll, pitch and yaw attitude angles,
,  and , as shown. The required translational motion of the end effector and its
orientation, i.e. [xr (t), yr (t), zr (t),  r (t),  r (t), r (t)], is defined here as the reference
path. The reference path is required to pass through a sequence of time tagged
values Œxi .ti / ; yi .ti / ; zi .ti / ; i .ti / ; i .ti / ; i .ti / ; i D 0; 1; : : : ; Np  1,
at the corresponding points, Pi ; i D 0; 1; : : : ; Np  1, as illustrated in Fig. 11.1.
In such robots, feedback control is implemented with the six joint angles as the
controlled measurement variables. The required reference input vector is therefore
[˛ r (t), ˇ r (t),  r (t),  r (t),  r (t), r (t)]. The nonlinear simultaneous equations,
8
< xi D fx .˛i ; ˇi ; i ; i ; i ; i/
y D fy .˛i ; ˇi ; i ; i ; i ; i/ ; (11.1)
: i
zi D fz .˛i ; ˇi ; i ; i ; i ; i/

which are known from the geometry of a robot, are solved for ˛ i , ˇ i and  i , enabling
the points, Œ˛i .ti / ; ˇi .ti / ; i .ti / ; i .ti / ; i .ti / ; i .ti / ; i D 0; 1; : : : ; Np 1,
that the smooth reference input vector must pass through to be determined. Means
of generating such reference inputs are presented in Appendix A11. If a feedback
linearising control law (Chap. 7) is used, then the closed-loop dynamics is known
accurately, enabling the dynamic lag pre-compensation of Sect. 11.3.2 to be applied
so that the planned reference path is followed accurately.

11.2.2 General Model

If the elasticity of each link of a mechanism such as the robotic manipulator

illustrated in Fig. 11.1 is negligible, then it may be regarded as a system of
11.2 Controlled Mechanisms 795

interconnected rigid bodies. In this case each degree of freedom of motion may
be modelled by a second-order differential equation. The following example
illustrates this.
Example 11.1 Dynamics and kinematics model of a two degree of freedom
mechanism
Consider a mechanism comprising a prismatic joint and a revolute joint, each
with an actuator, as illustrated in Fig. 11.2.
This two degree-of-freedom mechanism is simpler than a jointed-arm robot
(typically six degrees of freedom) but contains similar features and will be useful in
explaining in a straightforward manner the dynamics of controlled mechanisms.
Consider first pure translational motion of the slider produced by the force, f,
with the angle, ˛, maintained constant. The equation of motion for this degree of
freedom may be obtained by the force balance method and is

Ms xR D f  Ms g sin .˛/ ) Ms xR C Ms g sin .˛/ D f (11.2)

If only the rotational motion produced by the torque,  , is considered, with x

maintained constant, then the equation of motion for this degree of freedom may
be obtained by the torque balance method and is

.Jc C Js / ˛R D   .Mc gR C Ms gx/ cos .˛/ ) .Jc C Js / ˛R

C .Mc R C Ms x/ g sin .˛/ D  (11.3)

Equation (11.2) is linear since ˛ is constant in this instance but (11.3) is nonlinear
due to the term sin(˛) in the gravity-dependent torque varying with ˛. Such
nonlinear terms are common in the models of mechanisms. It is usual, of course,
for all the degrees of freedom of a mechanism to be exercised simultaneously.
In the mechanism of Fig. 11.2, the force, f, and the torque,  , would be applied
simultaneously and, as will be seen, the equations of motion are considerably more
complicated than Eqs. (11.2) and (11.3) taken together. This is due to dynamic
interaction between the degrees of freedom of motion. In other words, motion in
a given degree of freedom will cause forces and torques that effect the motion in
other degrees of freedom. The simple torque balance or force balance approaches
are inadequate to deal with such mechanical systems as already demonstrated in
Chap. 2, Sect. 2.2.2.8, on Lagrangian mechanics and this method will now be used
to derive the complete equations of motion. First, the Lagrangian is

L DT V (11.4)

where T and V are the total kinetic and potential energies. Referring to Fig. 11.2,

1 1 
T D Ms xP 2 C Jc C Js ˛P 2 : (11.5)
2 2
796 11 Motion Control

L
Cylinder with mass, M c , and
moment of inertia, J c , about x Slider with mass, M s ,
the centre of rotation, 0. and moment of inertia, J s ,
about the centre of rotation, 0.
R
f Ms g
Rotational α M s g sin (α )
actuator γ 0 A
Mcg Translational
actuator
M c g sin (α )

Fig. 11.2 Two degree of freedom mechanism with actuators

Here, Jc D Mc R2 and Js D 1=12MsL2 C Ms x 2 . Note that this expression for Js is

obtained by means of the parallel axis theorem. Thus, it is equal to the moment of
inertia, 1/12Ms L2 , about the axis parallel to the axis of rotation and passing through
the centre of mass, plus the moment of inertia, Ms x2 , of the slider as if it was a point
mass, Ms , at a distance, x from the centre of rotation. The total potential energy
may be formulated with respect to an arbitrary horizontal, inertial, datum, since its
expression will ultimately be differentiated. Thus taking the line, 0A, as the datum,
V D Mc gR sin .˛/ C Ms gx sin .˛/. Then the Lagrangian is
  
1 2 1 2 1 2 2
L D Ms xP C Mc R C Ms L Cx ˛P 2  .Mc R C Ms x/ g sin .˛/ :
2 2 12
(11.6)

The equations of motion are then obtained from

 
d @L @L
 Df (11.7)
dt @xP @x

and
 
d @L @L
 D (11.8)
dt @˛P @˛

Thus

d
P  Ms x ˛P 2  ŒMs g sin .˛/
.Ms x/
dt
Df ) Ms xR  Ms x ˛P 2 C Ms g sin .˛/ D f (11.9)
„ƒ‚… „ ƒ‚ … „ ƒ‚ … „ƒ‚…
inertial force centrifugal force gravitational force control force
11.2 Controlled Mechanisms 797

and
d
˚
 
Mc R2 C Ms 121 L2 C x 2 ˛P  Œ .Mc R C Ms x/ g cos .˛/ D  )
dt

Mc R2 C Ms 121 L2 C x 2 ˛R C 2Ms x ˛P xP C.Mc RCMs x/ g cos .˛/ D  :
„ ƒ‚ … „ ƒ‚ … „ ƒ‚ … „ƒ‚…
inertial torque Coriolis torque gravitational torque control torque
(11.10)

It may be seen that for ˛P D 0, Eq. (11.9) reduces to Eq. (11.2). Similarly, for xP D 0,
Eq. (11.10) reduces to Eq. (11.3).
The Coriolis torque introduced in Example 11.1 requires some explanation. First
the Coriolis force is a force due to translational motion of a mass in a rotating
frame of reference. A practical example of this may be found in a particular type
of children’s’ roundabout, comprising a raised rotating platform often-found in
public parks. Occasionally, against others’ advice, a child stands at the centre of
the spinning roundabout and then starts to walk towards the outside. Although the
child may lean backwards to counteract the centrifugal force experienced in a fixed
position away from the centre of the roundabout, a sideways force is experienced
which may be unexpected. This is the Coriolis force, which may be understood by
viewing the situation from an inertial frame of reference. Although the path taken is
a straight line with respect to the rotating roundabout, the motion of the roundabout
forces the path to be curved with respect to inertial space. This causes a sideways
force similar to the centrifugal force experienced when travelling around a bend in a
car. In the mechanism of Fig. 11.2, simultaneous rotation and translation gives rise
to a Coriolis force of magnitude, 2Ms ˛P x,P acting at right angles to the slider axis and
therefore causing a torque, 2Ms ˛P xx,
P which is referred to as the Coriolis torque.
Returning now to equations (11.9) and (11.10) of Example 11.1, with x D q1 ,
˛ D q2 , f D 1 and  D 2 , expressing these equations in the matrix form yields
       
Ms 1 2 0
qR 1 0 M s q1 P
q 2 qP 1
2 2 C
0 Mc R C Ms 12 L C q1 qR 2 2Ms q1 qP2 0 qP 2
„ ƒ‚ … „ ƒ‚ …
mass-inertia matrix Coriolis-centrifugal forces & torques
    (11.11)
Ms g sin .q2 / 1
C D
.Mc R C Ms q1 / g cos .q2 / 2
„ ƒ‚ … „ƒ‚…
gravitational forces & torques control forces & torques

This is now in the standard form for controlled mechanisms that can be modelled as
interconnected actuated rigid bodies. The general equation is

P qP C g .q/ D £;
M .q/ qR C C .q; q/ (11.12)

where q 2 <d is the position coordinate vector, £ 2 <d is the control force/torque
vector, M 2 <d d , C 2 <d d , g 2 <d and d is the number of degrees of freedom.
Figure 11.3 shows the model defined by (11.12) in the form of a block diagram.
798 11 Motion Control

Fig. 11.3 General block Än = C ( q, q ) q + g ( q )

diagram model of a Än
controlled mechanism
−
M −1 ( q ) I ( ) dt
∫ I ( ) dt
∫
d d
B
u Ä+ 
q q q

The nonlinear torque vector, £n , comprises the Coriolis and gravitational torque
components. The diagonal matrix, B, represents the actuators with negligible
dynamic lag, meaning that the control forces and torques are assumed to be directly
proportional to the input voltages of the actuator drive electronics that constitute the
control vector, u. This is possible with current loops with bandwidths far greater
than those of the position control loops, assuming electromagnetic actuators.

11.2.3 Feedback Linearising Control Law

The model of (11.12), which will be referred to as the plant, lends itself readily
to the feedback linearising control technique of Chap. 7, Sect. 7.3. It is evident
by inspection that the relative degree of the plant with respect to each controlled
position, qi , is ri D 2, i D 1; 2; : : : ; d , and that the plant is of full relative degree,
Xd
since qi D 2d is the plant order. Assuming that the d control loops are to
i D1
be decoupled from one another, the most general desired closed-loop differential
equation is

qR D W Œqr  q  ZqP (11.13)

where
2 2 2

W D diag !n1 ; !n2 ; : : : ; !nd (11.14)

and

Z D diag .2
1 !n1 ; 2
2 !n2 ; : : : ; 2
d !nd / : (11.15)

If zero overshooting is required, the settling time formulae may be used. Then

W D diag p12 ; p22 ; : : : ; pd2 (11.16)

and

Z D diag .2p1 ; 2p2 ; : : : ; 2pd / : (11.17)

where pi D 4:5=Tsi (5 % criterion) or pi D 5:6=Tsi (2 % criterion), i D

1; 2; : : : ; d , where Tsi are the desired settling times. The next step in the control
11.2 Controlled Mechanisms 799

law derivation is to pre-multiply both sides of (11.13) by the matrix, M(q). Thus

M .q/ qR D M .q/ fW Œqr  q  Zqg

P : (11.18)

Then (11.12) may be re-arranged as

M .q/ qR D £  C .q; q/
P qP  g .q/ : (11.19)

Now the LHS of (11.19) is the same as that of (11.18), enabling the feedback
linearising control law to be obtained by equating the RHS of these equations. Hence

£  C .q; q/ P )£
P qP  g .q/ D M .q/ fW Œqr  q  Zqg
P C C .q; q/
D M .q/ fW Œqr  q  Zqg P qP C g .q/
(11.20)

This is similar to the so-called computed torque control law established for jointed-
arm robots, but the material on dynamic lag pre-compensation of Sect. 11.3 is
required in order to derive this, at the end of which it will be presented.

11.2.4 Simplified Model for Mechanisms with Geared

Actuators

11.2.4.1 Introduction

Many mechanisms employ reduction gearboxes between electric motors and inter-
face with the mechanism (Chap. 2, Sect. 2.2.3.1). In this case, many motor shaft
revolutions are required to turn the output shaft interfacing with the mechanism
through one revolution, the ratio typically varying between 20 to 1 and 200 to 1. The
purpose of this is to obtain control torques considerably larger than the maximum
motor torques. This enables standard, off-the-shelf servomotors to be used. The
principal disadvantages of this arrangement, however, are (a) limited joint speeds
and (b) impaired accuracy due to gearbox backlash and stick-slip friction. Directly
controlled mechanisms eliminate these problems but require specially designed
high torque motors, which are usually brushless DC motors or synchronous motors
(Chap. 2, Sect. 2.2.5). These motors have become available through the introduction
of rare earth magnets producing high flux densities, but they are more expensive than
conventional servomotors and gearboxes. As will be shown, the reduction gearbox
simplifies the model needed for control system design to a simple linear one,
enabling linear controllers to be employed. The following subsection introduces the
inverse dynamic representation of the mechanical load in preparation for forming
this simplified model.
800 11 Motion Control

11.2.4.2 Inverse Dynamic Representation of Mechanical Load

Consider an electric motor having drive electronics that provides an electromagnetic

torque,  e , that is directly proportional to the control variable, u, so that e D bu,
where b is a constant. Let the motor rotor moment of inertia be Jr and the bearing
friction be negligible. Then if ! r is the rotor angular velocity, the equation of motion
and the corresponding transfer function are

Jr !P r D bu: (11.21)

and

r .s/ 1
D : (11.22)
U.s/ Jr s

Let a rigid, balanced mechanical load with moment of inertia, JL , be directly driven
by the motor. Then the equation of motion and the transfer function become

.Jr C JL / !P r D bu (11.23)

and

r .s/ b
D : (11.24)
U.s/ .Jr C JL / s

Equation (11.23) may be written as

Jr !P r D bu  JL !P r : (11.25)

The transfer function block diagram representation of (11.25) is shown in Fig. 11.4.

The motor must supply two torque components, i.e. the dynamic load torque,
 d , and the inertial load torque,  I , required to accelerate or decelerate the motor
rotor. Hence, c D d C I . Recall that the term dynamics is used to describe a
model of a mechanical system or subsystem that gives the velocity resulting from
an applied force or torque. The block in the feedback path of Fig. 11.4 performs
the inverse of this function for the mechanical load, i.e. it gives the torque that

Fig. 11.4 An example of

Dynamic load torque, Γ d ( s ) Inverse Load
load representation by inverse Dynamics
dynamics in the feedback
JL s
path Control torque,
U ( s) Γc ( s ) + − 1 Ωr ( s )
b
Jr s
Inertial torque, Γ I ( s )
11.2 Controlled Mechanisms 801

Reduced dynamic Dynamic

load torque, Γ d ( s ) N 1 load torque,
Inverse Load
Dynamics
N Γd ( s ) JL s
Control torque,
U (s) Γc ( s ) + − 1 1 ΩL ( s )
b
Jr s
Inertial torque, Γ I ( s ) Ωr ( s ) N

Fig. 11.5 Rigid-body inertial load driven by a motor via a gearbox with ratio, N

must be applied to produce a given velocity. Such an element is therefore described

by the term inverse dynamics. To confirm the correctness of Fig. 11.4, it is easily
shown that the transfer function of the block diagram is given by (11.24). Another
observation is that the inverse dynamics transfer function is the reciprocal of the
dynamics transfer function. In general, if the motor drives any linear mechanical
load, then if its inverse dynamics transfer function is inserted in the feedback path
of Fig. 11.4, a valid model of the combined motor and load is obtained.
Now suppose that a reduction gearbox of ratio, N, with N > 1, is inserted
between the motor output shaft and the mechanical load (Chap. 2, Sect. 2.2.3.1).
The moments of inertia of the gear-train components would then be referred to the
motor shaft and added to the rotor moment of inertia, giving a total moment of
inertia of Jm . Then if the load speed is ! L and the dynamic load torque acting on the
gearbox output shaft is  d , the equations of motion are

Jm !P r D bu  d =N; d D JL !P L and !r D N !L : (11.26)

Figure 11.5 shows the corresponding transfer function block diagram.

The corresponding transfer function is

r .s/ b
D : (11.27)
U.s/ .Jm C JL =N 2 / s

Comparing this with (11.24), the effect of the reduction gearbox is to reduce the
load moment of inertia reflected to the gearbox. If N is sufficiently high, then the
motor rotor moment of inertia dominates. As will be seen, reduction gearboxes can
greatly simplify the model needed for the control system design.
Now, returning to the general model of Fig. 11.3, without reduction gears, the
motor rotor inertias are included in the inertia matrix, M(q). If this diagram is
reformulated with the motor rotor inertias separated, then the inertia matrix, M(q),
is that of the mechanism without the motors, and (11.12) inserted in the feedback
path with £ becoming the dynamic load torque, £d , as shown in Fig. 11.6.
For a d degree of freedom mechanism, Jm D diag .Jm1 ; Jm2 ; : : : ; Jmd /, where
Jmi , i D 1; 2; : : : ; d , are the actuator motor moments of inertia including the gear
trains. The equations of the driven robot corresponding to Fig. 11.6 are as follows.
802 11 Motion Control

Dynamic torque Äd = M ( q ) q
 + C ( q, q ) q + g ( q )
/force vector, Äd

q
Control torque
(d )
/force vector, I d dt
Äc − q q
∫
J −m1 dt I ( ) dt
∫
d
B
u +

Fig. 11.6 Model of mechanism in the inverse dynamic form with motor inertias separated

N −1 t d = M (q ) q
 + C (q , q ) q + g (q )
N −1t d td

q
(d )
I d dt
u − wm q q
−1
∫ I ( ) dt
∫
d
B
+
Jm dt N −1
−
Friction torque
/force vector, tf t f = f ( wm)

Fig. 11.7 General model of mechanism driven via reduction gearboxes

Jm qR D Bu  £d ; £d D M .q/ qR C C .q; q/
P qP C g .q/ (11.28)

Suppose that gearboxes with reduction ratios, N1 , N2 , : : : , Nd , are introduced.

Then if N D diag .N1 ; N2 ; : : : ; Nd /, the block diagram of the mechanism can
be formed from Fig. 11.6 by introducing the inverse reduction ratios, by analogy
with the formation of Fig. 11.5 from Fig. 11.4. Also, since gearboxes also introduce
considerable friction, the motor torques must overcome this. Hence, a friction
force/torque vector, £f D f .¨m /, is added as shown in Fig. 11.7.
The corresponding equations of motion of the mechanism are as follows:

Jm P̈ m D Bu  N1 £d  £f (11.29)

P qP C g .q/ D £d
M .q/ qR C C .q; q/ (11.30)

¨m D NqP (11.31)

£f D f .¨m / (11.32)

Substituting for ¨m in (11.29) using (11.31) and noting that because the matrix N is
diagonal, Jm N D NJm yields NJm qR D Bu  N1 £d  £f , and pre-multiplying both
sides of this equation by N then yields

N2 Jm qR D NBu  £d  N£f (11.33)

11.2 Controlled Mechanisms 803

Adding (11.30) and (11.33) to eliminate £d then yields


M .q/ C N2 Jm qR C C .q; q/
P qP C g .q/ D NBu  N£f (11.34)
2
Then pre-multiplying both sides by N2 D N1 yields

N2 M .q/ C Jm qR C N2 ŒC .q; q/
P qP C g .q/ D N1 Bu  N1 £f : (11.35)

Finally, the gearbox friction term, £f D f .¨m / D f .Nq/,

P will be simplified to F .q/.
P
Then the required equation of the driven mechanism is

N2 M .q/ C Jm qR C N2 ŒC .q; q/
P qP C g .q/ D N1 Bu  N1 F .Pq/ : (11.36)

Recall the single degree of freedom mechanism of Fig. 11.5 with transfer function
(11.27). The equivalent moment of inertia, Jm CN 2 JL , referred to the motor output
shaft, is analogous to the term Jm C N2 M .q/ in the forward path of Fig. 11.7.
The gear reduction ratios, Ni ; i D 1; 2; : : : ; d , are usually much greater than
1, typically in the range 20–200. Under these circumstances, the motor dynamics
dominates. This may be seen by inspection of Fig. 11.7. The nonlinear dynamic
force/torques, N1 £d , which the motors must overcome, are reduced by the gear
reduction ratios and are generally much smaller than the component forces and
torques of £c and £f . As an approximation, therefore, the upper feedback
path
 may
be removed from Fig. 11.7. In addition, generally ŒJm i i N2 M .q/ i i and
therefore only the motor rotor moments of inertia are significant. The gearbox ratios
are considered large if the following conditions are simultaneously satisfied:
ˇ 1 ˇ )
P qP C g .q/ ˇi  jŒBu  F .q/ j
ˇ N C .q; q/ P i
 : (11.37)
and N2 M .q/ i i ŒJm i i ; i D 1; 2; : : : ; d

The off-diagonal terms of Jm C N2 M .q/ are contributed only by N2 M .q/.
Then, if the second of conditions (11.37) is satisfied, the driven mechanism of
Fig. 11.7 simplifies to that of Fig. 11.8, which comprises d decoupled subsystems.
To summarise, the inclusion of reduction gearboxes has eliminated the nonlinear
Coriolis, centrifugal and gravitational terms in the model needed for control system
design but at the expense of limiting the speed of movement of the mechanism and
introducing significant friction including the troublesome stick-slip friction.
The speed limitation is principally due to the upper limits of the electric motor
speeds. These are set by the finite power supply voltage that limits the maximum
back e.m.f. that is proportional to the motor speed, which can be overcome by the
power electronics in order to generate the required torque-producing currents.
The attainable accuracy is limited by backlash in the gear train and stick-slip
friction. In some applications, special gear trains with two gear wheels per stage,
sprung apart by torsion springs, can be employed to eliminate the backlash, but at
additional cost and with reduced limits on the maximum motor torques.
804 11 Motion Control

u + wm q q
∫
J −m1 dt I ( ) dt
∫
d
B N −1
−
Friction torque
/force vector, tf t f = F ( q )

Fig. 11.8 Simplified model of mechanism driven via reduction gearboxes

yr Linear u + + 1 ωm 1 y y
Controller
+
b
− Jm∫dt
N ∫ dt
Dither signal udth γf
λγ fs +γ fs γ f
+
b
λγ fs t −γ fs y
−
b

Fig. 11.9 Control dither to reduce the effects of stick-slip friction

Regarding control techniques, if controllers without integral terms are employed,

then the stick-slip friction causes steady-state errors. These can be reduced by
increasing the controller gains or employing instead robust control techniques
(Chap. 10). With integral terms, whenever the controlled position becomes ‘stuck’,
the control error causes the output of the integral term to ramp until the actuator
torque exceeds the stick-slip limit. Then the mechanism moves but inevitably
overshoots, reversing the sign of the error, requiring further integral action to
overcome the stick-slip friction again, thereby giving rise to a limit cycle. These
effects of the stick-slip friction can be greatly reduced by means of control
dither, which is an oscillating signal superimposed on the control signal, u(t),
with sufficient amplitude to just exceed the stick-slip torque limits, ˙fs (Chap. 2,
Sect. 2.2.2.5), as shown in Fig. 11.9 applied to a single degree of freedom
mechanism.
The contingency factor, , has to be greater than unity by an amount commensu-
rate with the uncertainty of the value of  fs . The variation of  fs with temperature is
often significant. There will always be a certain residual oscillation of the controlled
output about the reference input, therefore causing an error, but less than would
occur without the control dither.
If higher accuracy of control is required than attainable with reduction gears,
then direct drives are needed and more sophisticated control laws such as feed-
back linearising control, which can be accommodated easily by modern digital
processors.
11.3 Dynamic Lag Pre-compensation 805

11.3 Dynamic Lag Pre-compensation

11.3.1 Definition of Dynamic Lag

It is desirable to design controllers for motion control applications, such as jointed-

arm robots and machine tool positioning, to follow time-varying reference inputs
with minimal error. All the control systems dealt with so far have controlled
outputs, y(t), that are unable to follow any changes in the reference input, yr (t),
without a transient error. This must occur if the closed-loop system is a dynamic
one in which the relationship between y(t) and yr (t) is a differential equation
such as

yR D !n2 .yr  y/  2
!n yP (11.38)

for a second order linear system. The only input-output relationship for which these
transient errors do not occur is the non-dynamic one of

y D yr : (11.39)

Two terms are used in connection with the transient error, and these are defined
in Fig. 11.10 which show the response of the system governed by (11.38) with
!n D 2 rad=s and
D 0:7 to a reference input of

yr .t/ D 1  cos.t/ for 0  t  ; 2 for t > : (11.40)

If y(t) is the position of a cutting tool in a machining process, the dynamic

lag causes insufficient material to be removed. Moreover, the small overshoot
following t D t2 would cause too much material to be removed. Such issues are
avoided by reducing the dynamic lag in a control system to negligible propor-
tions.

1 Following error
e(t1 ) = yr (t1 ) − y (t1 ) y (t )
0.5
0 Dynamic lag
yr (t ) Td (t1 ) = t1′ − t1
-0.5
-1
0 t1 2 t′1 t2 4 t[s] 6

Fig. 11.10 Definitions of dynamic lag and following error

806 11 Motion Control

11.3.2 Derivative Feedforward Pre-compensation

11.3.2.1 Basic Pre-compensator
0
Let an LTI SISO control loop have a reference input yr (t). It is possible for y(t) to
0
follow another reference input, yr (t), with negligible dynamic lag by applying yr (t)
as provided by the dynamic lag pre-compensator of Fig. 11.11.
To attempt realisation of (11.39),

P .s/ D 1=GQ cl .s/; (11.41)

where GQ cl .s/ is an estimate of Gcl (s). For the closed-loop system (11.38), the
transfer function and the corresponding pre-compensator are, respectively,

!n2
Gcl .s/ D (11.42)
s 2 C 2
!n s C !n2

and

2
Q 1
P .s/ D 1 C s C 2 s2 : (11.43)
!Q n !Q n

In the time domain, the equation of the pre-compensator is

2
Q 1
yr0 .t/ D yr .t/ C yPr .t/s C 2 yRr .t/: (11.44)
!Q n !Q n

This is weighted derivative feedforward. If the system has to respond to an

arbitrary yr (t), then approximate numerical differentiation is needed. If, however,
the reference input derivatives have been determined analytically in advance, the
method of the following sub-subsection can be applied.

11.3.2.2 Implementation Using Reference Input Derivatives

In the interests of accuracy, the reference input derivatives should be calculated

analytically, if possible, together with the reference input. For example, the spline
method [1] presented in Appendix A11 can provide reference input derivatives up
to an order equal to the degree of the polynomials constituting the spline function.

Fig. 11.11 Application of

Yr ( s ) Dynamic Lag Yr′ ( s ) Closed Loop Y (s)
dynamic lag pre-compensator Pre-compensator System
P (s) Gcl ( s )
11.3 Dynamic Lag Pre-compensation 807

Yr ( s ) Pre-compensator
+ + Yr′ ( s )
Closed Loop System Y s
Reference
sYr ( s ) ( )
2ζ ω n ωn
2
input
generator s 2Y ( s ) + s 2 + 2ζωn s + ωn2
r
1 ω n2

Fig. 11.12 Realisation of dynamic lag pre-compensator by calculated derivatives

a b
1.5 1.5

1 y (t ) 1 yr (t )

0.5 yr′ (t ) 0.5 yr′ (t )

yr (t ) y (t )
0 0

-0.5 -0.5

-1 -1
0 2 π 4 t[s] 6 0 2 π 4 t[s] 6

Q (b) !n D
Fig. 11.13 Simulation of dynamic lag pre-compensation. (a) !n D 1:05!Qn ,
D 0:95
.
0:95!Qn ,
D 1:05
Q

Continuing with the second-order example, the block diagram of Fig. 11.11 is
replaced with that of Fig. 11.12.
Figure 11.13 shows a simulation of the system of Fig. 11.12 with realistically
mismatched parameters. The nominal (estimated) parameters are !Q n D 2 rad=s
and
Q D 0:7. The mismatched (real) parameters, ! n and
, are as indicated. The
mismatches of ! n and
are oppositely signed, i.e. ˙5 % and 5 %, respectively,
to yield worst-case errors in the first derivative weighting coefficient, 2
= Q !Q n . The
0
discontinuity in yr (t) at t D  is due to the discontinuity in ÿr (t) which, according to
(11.40), jumps from cos ./ D 1 to zero at t D . In Fig. 11.13a, the mismatching
causes overcompensation, i.e. a slightly negative dynamic lag, and an overshoot,
while in Fig. 11.13b, a little positive dynamic lag remains. It is sometimes advisable
to purposely mismatch the pre-compensator parameters in such directions that, for
example, zero overshoot is guaranteed if this is critical.

11.3.2.3 Polynomial Controller with Dynamic Lag Pre-compensation

Since the polynomial controller introduced in Chap. 5 has a built-in pre-

compensator, its use for dynamic lag pre-compensation will be addressed here.
This, however, is limited to nominally linear plants that can be accurately modelled
by transfer functions. To simplify the presentation, mismatches between the real
808 11 Motion Control

Polynomial Controller
Yr ( s ) Zero pre- Yrz ( s ) Dynamic lag Yr′ ( s ) 1 U ( s ) Plant Y ( s )
B (s)
compensator pre-compensator
+ − F (s)
1 A( s )
R (s)
Z (s) H (s)

Fig. 11.14 Generic polynomial controller used for dynamic lag pre-compensation

and estimated plant parameters will be ignored, but the reader should be aware of
the errors caused by such mismatches and is advised to simulate them as in the
previous sub-subsection to assess their significance when developing a real control
system.
For convenience, the general block diagram of Fig. 5.27 is reproduced in
Fig. 11.14 but with the pre-compensator separated into two factors, one for
plant zero pre-compensation, if necessary, and the other for dynamic lag pre-
compensation.
The overall transfer function is

Y .s/ R.s/ B.s/

D : : (11.45)
Yr .s/ Z.s/ A.s/F .s/ C B.s/H.s/

If the plant has no finite zeros, B.s/ D b0 and Z.s/ D 1. Then

Yrz .s/ D Yr .s/: (11.46)

Once the pole assignment has been carried out, then

Y .s/ b0 R.s/
D ; (11.47)
Yr .s/ D.s/

where D(s) is the desired closed-loop characteristic polynomial which is realised by

choosing the controller transfer functions, F(s) and H(s), such that

A.s/F .s/ C B.s/H.s/ D D.s/: (11.48)

Zero dynamic lag therefore requires

R.s/ D D.s/=b0 : (11.49)

Then the closed-loop pole placement is made to achieve a degree of robustness. For
this purpose, the robust pole placement of Chap. 10 might be considered.
11.3 Dynamic Lag Pre-compensation 809

a b wnf
wnf −1
Q (s) 1+ 1+ 1 V (s) w1
+ − s − s − s Q (s) 1 + 1 + 1 + W (s)
f nf −1 w0
+ − s + − s + − s +
f1 f nf −1
f0 f1
f0

Fig. 11.15 Forming the state-variable block diagram of the controller in two steps. (a) Basic
dynamic element without zeros. (b) Feedforward giving zero relative degree

With Z.s/ D 1 in Fig. 11.14,

Xnr  Xnr
Yr0 .s/ D R.s/Yr .s/ D rk s k Yr .s/ ) yr0 .t/ D rk yr.k/ .t/: (11.50)
kD0 kD0

In view of (11.49), nr D nd , which is the maximum order of derivative of yr (t)

needed. Not every derivative, however, requires calculation. This is made possible
by weighted feedforward of the reference input around the integrators implementing
the dynamic part of the controller, i.e. 1/F(s). For this, first, a state-variable block
diagram of the dynamic part of the controller is formed with transfer function,

V .s/ 1 1
D D n n 1
; (11.51)
Q.s/ F .s/ s f C fnf 1 s f    C f1 s C f0

in the observer canonical form, as shown in Fig. 11.15a. The reader may readily
confirm that the transfer function is (11.51).
Then the input, Q(s), is fed forward via a set of weighting coefficients, including
the output of the last integrator in the chain, as shown in Fig. 11.15b. This yields the
following transfer function with as many zeros as poles, i.e. zero relative degree:

W .s/ wn s nf C wnf 1 s nf 1    C w1 s C w0
D fn : (11.52)
Q.s/ s f C fnf 1 s nf 1    C f1 s C f0

Comparison with (11.51) then reveals

Xnf
W .s/ D wnf s nf C wnf 1 s nf 1    C w1 s C w0 V .s/ ) w.t/ D wi v .i / :
i D0
(11.53)

Hence, by combining the required derivative action with the implementation of the
dynamic part of the controller, all the input derivatives up to order, nf , can be realised.
810 11 Motion Control

f0
f1
f nf −1
Yrz ( s ) − 1 − 1 − 1 U (s)
r0
+ s + + s + + s + +
h0
+ −
r1 h1

rnf −1 + − hnf −1
+ − Y (s)
rnf hnf

Fig. 11.16 Controller implementation with restricted reference input derivative feedforward

This avoids software differentiation. The next step is to implement the controller
transfer function relationship,

R.s/Yrz .s/  H.s/Y .s/

U.s/ D ; (11.54)
F .s/

as for (11.52) twice, once for the input, Yrz (s), and once for the input, Y(s), using the
principle of superposition. First, the maximum orders of the derivatives of y(t) and
yrz (t) to be realised will be restricted to nf or below. The inequality constraint,

nf  nh D na  1; (11.55)

of the polynomial degrees will be recalled from Chap. 4 . The maximum order of
derivative of y(t) that is needed is nh , which is valid since from (11.55) nh  nf .
For zero nominal dynamic lag, however, the maximum order of derivative of yrz (t)
is nd D nf C na , but this problem will be resolved in the final step. With the degree
restriction, the implementation block diagram of (11.54) is shown in Fig. 11.16.
The transfer function relationship of this controller is then

rnf s nf C rnf 1 s nf 1 C    C r1 s C r0 Yrz .s/

 hnf s nf C hnf 1 s nf 1 C    C h1 s C h0 Y .s/

U.s/ D ; (11.56)
s nf C fnf 1 s nf 1 C    C f1 s C f0

which is (11.54). Finally, to obtain the further reference input derivatives between
the orders of nf C 1 and nd D nf C na , it is necessary to provide a calculated or
estimated derivative of yr (t), and therefore yrz (t) through (11.46), of order na .
This may be shown by expressing the complete weighted sum of reference input
derivatives as the following expansion of R(s)Yrz (s).
11.3 Dynamic Lag Pre-compensation 811

f0
f1
Yrz( a ) ( s )
n
rnf +1 f nf − na +1
+ −
rnf + na −1 f nf −1
+ −
rnf + na
Yrz ( s ) − 1 − 1 − 1 − 1 + U (s)
r0
+ − s + + s + + s + + s + +
h0
+ −
r1 h1

rnf − na +1 + − hnf − na +1

rnf −1 + − hnf −1
+ − Y (s)
rnf hnf

Fig. 11.17 Implementation block diagram of polynomial controller giving zero dynamic lag

rnfCna s na Cnf C rnf Cna 1 s na Cnf 1 C    C rnf C1 s nf C1 C rnf s nf

C rnf 1 s nf 1 C    C r1 s C r0 Yrz .s/

D rnf Cna s nf C rnf Cna 1 s nf 1 C    C rnf C1 s nf .na 1/ s na Yrz .s/

(11.57)
C .rnf s nf C    C r1 s C r0 / Yrz .s/

D rnf Cna s nf C rnf Cna 1 s nf 1 C    C rnf C1 s nf .na 1/ Yrz.na / .s/

C .rnf s nf C    C r1 s C r0 / Yrz .s/:

Both parts of (11.57) can be implemented in a controller of similar structure to that

of Fig. 11.16 but with an additional input, yrz.na / , fed forward via the coefficients in
the first part, as shown in Fig. 11.17.
If the zero pre-compensator is needed, then in view of the controller structure of
Fig. 11.17, it would have to be implemented separately for the reference input and
its derivative of order, na , to yield

Yrz .s/ D Œ1=Z.s/ Yr .s/ and Yrz.na / .s/ D Œ1=Z.s/ Yr.na / .s/: (11.58)

The block diagram corresponding to Fig. 11.14 is shown in Fig. 11.18.


R0 .s/ D rnf s nf C rnf 1 s nf 1 C    C r1 s C r0
Here
R00 .s/ D rnf Cna s nf C rnf Cna 1 s nf 1 C    C rnf C2 s nf na C2 C rnf C1 s nf na C1 :
(11.59)
812 11 Motion Control

Zero Dynamic Lag Polynomial Controller

Yr ( s ) 1 Yrz ( s ) 1 U ( s ) Plant Y (s)
R′ ( s ) B (s)
Z (s) + + F (s)
A( s )
Yr( a ) ( s ) Yrz( a ) ( s )
n n
1
R ′′ ( s ) H (s)
Z (s) + −

Fig. 11.18 Generic polynomial control with derivative feedforward and zero compensation

After pole placement according to (11.48), (11.45) becomes

Y .s/ R.s/ B.s/

D : (11.60)
Yr .s/ Z.s/ D.s/

and therefore zero dynamic lag requires R.s/ D D.s/ and Z.s/ D B.s/. Then in
view of (11.58), dynamic lag pre-compensation is only practicable for plants with
finite zeros in the left half of the s-plane. It is possible, however, that the dynamic
lag could be reduced, but not eliminated, for plants with right half-plane zeros by
setting R.s/ D D.s/ but forming Z(s) according to the method of Sect. 5.2.7.5.
Example 11.2 Position control of a flexible drive with zero dynamic lag
The plant here is the one of Example 5.10 but with an additional kinematic
integrator (Chap. 2) for position control. The plant transfer function is therefore

y.s/ b0
D 4 (11.61)
u.s/ s C a2 s 2

with the plant parameters b0 and a2 , the same as, respectively, b0 and a1 in Example
4.10. The specified settling time is the same, i.e. Ts D 0:2 s. For the minimal order
controller, the degree inequality constraint (11.55) becomes the equation nf D nh D
na  1 D 4  1 D 3 and therefore the closed-loop system order is N D na C nf D
4 C 3 D 7. With multiple pole assignment using the 5 % settling time formula, the
desired closed-loop characteristic polynomial is

s 7 C d6 s 6 C d5 s 5 C d4 s 4 C d3 s 3 C d2 s 2 C d1 s C d0 D .s C d /7
(11.62)
D s 7 C 7ds 6 C 21d 2 s 5 C 35d 3 s 4 C 35d 4 s 3 C 21d 5 s 2 C 7d 6 s C d 7 :

where d D 1:5 .1 C N / =TsjN D7 D 12=Ts. The controller polynomials are

H.s/ D h3 s 3 C h2 s 2 C h1 s C h0 ; F .s/ D f3 s 3 C f2 s 2 C f1 s C f0 ;

Z.s/ D 1; R.s/ D D.s/=b0 : (11.63)

11.3 Dynamic Lag Pre-compensation 813

where f3 D 1. For dynamic lag compensation, feedforward implementation reduces

¬
the reference input derivative calculation requirement to y r  s 4 Yr .s/ based on

R.s/Yr .s/ D r7 s 3 C r6 s 2 C r5 s C r4 s 4 Yr .s/ C r3 s 3 C r2 s 2 C r1 s C r0 Yr .s/:

(11.64)

Equating the characteristic polynomial of the loop in Fig. 11.14 to that desired yields

A.s/F .s/ C B.s/H.s/ D D.s/; (11.65)

from which a linear matrix equation of the form, Pg D d, results, where P is the
square matrix of plant parameters, g is the column vector of controller parameters
to be determined and d is the column vector of desired characteristic polynomial
coefficients. As in Example 4.10, the plant has no finite zeros and therefore P is
lower triangular. For this example, the equation is

(11.66)

Solution by back substitution is as follows:

9
f3 D 1; f2 D d6 ; a2 f3 C f1 D d5 ) f1 D d5  a2 f3 ; >
=
a2 f2 Cf0 D d4 ) f0 D d4 a2 f2 ; a2 f1 Cb0 h3 D d3 ) h3 D .d3 a2 f1 / =b0 ;
>
a2 f0 Cb0 h2 D d2 ) h2 D .d2 a2 f0 / =b0 ; b0 h1 D d1 ) h1 D d1 =b0 ; h0 D d0 =b0 ;
(11.67)

Finally, the reference input polynomial coefficients are

ri D di =b0 ; i D 1; 2; : : : ; 7: (11.68)

The complete control system is shown in Fig. 11.19, with the controller,



r7 s 3 C r6 s 2 C r5 s C r 4 s 4 Yr .s/ C r3 s 3 C r2 s 2
C r1 s C r0 Yr .s/
 h3 s 3 C h2 s 2 C h1 s C h0 Y .s/
U.s/ D :
s 3 C f2 s 2 C f1 s C f0
(11.69)
814 11 Motion Control

Zero dynamic lag f0

f1
pre-compensator f2
Yr ( s ) − 1 − 1 − 1 u (s) b0 y (s)
r0
+ + s + + s + + s + + s 4 + a2 s 2
Yr( ) ( s )
3
r4 + −
h0 − h
r1
+ + 1 − h
r2
r5 + + 2
r3 − h
r6 + + 3
r7

Fig. 11.19 Polynomial control of flexible drive with dynamic lag pre-compensation

a 1 b c
[P.U.]

[P.U.]
yr (t ) 1 1
0.95 yr (t ) y (t ) yr (t ), y (t )
0.8
[P.U.]

0.6 0.5 Dynamic lag 0.5

0.4 y (t )
u (t )
0.2 0.02u ( t ) 0 0 u (t )
0
-0.2
-0.4 -0.5 -0.5
0 Ts = 0.2 t[ s ] 0.4 0 1.5 t[ s ] 3 0 1.5 t[ s ] 3

Fig. 11.20 Simulation of polynomial control of flexible drive. (a) yr .t / D h.t /I no pre-
compensation. (b) yr (t) continuous; no pre-compensation. (c) yr (t) continuous; with pre-
compensation

The controller block diagram is in the observer canonical form for direct implemen-
tation.
Figure 11.20a shows the step response without the dynamic lag pre-
compensation, which confirms that the settling time and step response shape are
correct.
Figure 11.20b shows the response of the same system to a continuous and
monotonically increasing reference input,

1
2 f1  cos Œ.=Tr / t g ; 0  t  Tr
yr .t/ D : (11.70)
1; t > Tr

This demonstrates the dynamic lag. Finally, Fig. 11.20c shows the response of the
pre-compensated system in which the calculated fourth reference input derivative is

¬ 1
2 .=Tr /4 cos Œ.=Tr / t ; 0  t  Tr
y r .t/ D : (11.71)
0; t > Tr

Note that the step response of Fig. 11.20a requires a normalised control variable
with ju.t/j  1 that could not be realised in practice unless the step magnitude was
11.3 Dynamic Lag Pre-compensation 815

reduced by two orders of magnitude. The high acceleration and deceleration for the
monotonically increasing continuous reference input (11.70) are much smaller.
Hence, in Fig. 11.20b, c, u(t) is realisable.

11.3.2.4 Inclusion of Robustness

In applications requiring dynamic lag pre-compensation in which robustness against

plant parametric uncertainties and/or external disturbances is required, then any
robust control technique can be employed yielding known linear closed-loop
dynamics such as those in Chap. 10. Then dynamic lag pre-compensation can be
applied as described in Sects. 11.3.2.1 and 11.3.2.2. Since sliding mode control
or robust pole assignment reduces the order of the transfer function describing the
closed-loop system, the dynamic lag pre-compensator is simpler than it would be
with purely model-based control for the same plant.

11.3.2.5 Constant Disturbance Rejection

If any control technique is employed embodying an integral term for ensuring

zero steady-state error with a constant external disturbance, then provided the
closed-loop dynamics is linear, dynamic lag pre-compensation as described in
Sects. 11.3.2.1 and 11.3.2.2 can be applied, but bearing in mind the need for
generation of a full set of reference input derivatives up to an order equal to that of
the closed-loop transfer function. If the plant is linear, however, then the polynomial
control technique of Sect. 11.3.2.3 could be applied to ease the requirement for
reference input derivatives, but introducing the integral term in a different way to
that described in Sect. 4.3.5. The outer integral control loop described in Chap.
4 would render the derivative feedforward technique of Sect. 11.3.2.3 inapplicable,
but instead, a pure integrator can be inserted in the control channel, as for the sliding
mode control with a control smoothing integrator (Chap. 9). The general polynomial
control system of Fig. 11.18 is then replaced by that of Fig. 11.21, where Ds (s) is
the external disturbance referred to the control input.

Zero Dynamic Lag Polynomial Controller Ds ( s )

Yr ( s ) 1 Yrz ( s ) 1 U ′ ( s ) 1 U ( s ) − Plant Y ( s )
R′ ( s ) B (s)
Z (s) + + F (s) s +
A( s )
s na Yr ( s ) 1 s na Yrz ( s )
R ′′ ( s ) H (s)
Z (s) + −

Fig. 11.21 Generic polynomial control with derivative feedforward and an integral term
816 11 Motion Control

To demonstrate that a constant disturbance causes no control error, it is sufficient

to show that the steady-state value of y(t), with all inputs zero except ds .t/ D Dh.t/,
D D const: ) Ds .s/ D D=s, is zero. Hence,

sB.s/F .s/ D lim

y.s/ D : ) yss D sy.s/ D 0: (11.72)
sA.s/F .s/ C B.s/H.s/ s s!0

The method of determination of the controller parameters is the same as for the
generic polynomial controller of Sect. 11.3.2.3, but with the plant transfer function,
B(s)/A(s), replaced by B(s)/[sA(s)].
Example 11.3 Acceleration control of a goods vehicle Diesel engine with zero
dynamic lag
The accelerator pedal of a conventional motor vehicle does not directly control
the acceleration. Since keeping the pedal in a fixed position results in a constant
steady-state speed on a level terrain, it is really a speed control. This led a com-
mercial vehicle manufacturer to research into the possibility of designing the engine
control system so that the accelerator pedal properly controls the acceleration and
carry out experiments to investigate how this would feel to the driver. It is apparent
that once the vehicle is in motion, the system would have to be arranged such that
zero acceleration would be commanded by keeping the pedal in an intermediate
position. Then accelerating the vehicle to a higher speed would require a momentary
further depression of the foot pedal and slowing the vehicle down would require
momentarily raising the pedal, afterwards returning to the zero acceleration position.
To implement this scheme would require a control system in which acceleration
is the reference input, provided by the pedal position measurement. To avoid the
control loop dynamics affecting the driver’s feel, dynamic lag pre-compensation
will also be required.
A common model of a Diesel engine, relating the torque equivalent control input,
ut (t), to the crankshaft speed, ! c (t), and the mechanical load represented by a load
torque, dL (t), referred to the control input, is the transfer function relationship:
 
b
c .s/ D ŒUf .s/  DL .s/ : (11.73)
sCa

The mechanical load may be assumed purely inertial and equivalent to a mass bolted
to the crank shaft with a moment of inertia of up to 20 times the equivalent moment
of inertia of the moving engine parts referred to the crank shaft. This load moment
of inertia is assumed to be unknown as it will depend upon the variable mass of the
goods being transported and the gear selected. 
The plant parameters are given as b D 180 Œr=m=Nm and a D 0:05 s1 ,
noting that Diesel engines are open-loop unstable so that feedback control is
essential.
11.3 Dynamic Lag Pre-compensation 817

Two different control systems are developed below. The first is direct acceleration
control using an approximate crankshaft angular acceleration measurement obtained
by applying software differentiation of the angular velocity measurement, yielding
  
b s
Y .s/ D ŒUf .s/  DL .s/ : (11.74)
sCa 1 C sTf

where low-pass filtering with time constant, Tf , is included to attenuate high-

frequency components of measurement noise. Then y.t/ Š !P c .t/ for sufficiently
small Tf . The DC blocking effect of the differentiator, however, would prevent the
control of the acceleration to reach a constant steady-state value using uf (t) directly.
This problem could be solved by introducing an integrator with input, u(t), and
output, uf (t), giving an augmented plant transfer function relationship
   
b s 1
Y .s/ D U.s/  DL .s/
sCa 1 C sTf1 s
   (11.75)
b 1
D ŒU.s/  sDL .s/ :
sCa 1 C sTf1

The pole–zero cancellation between the differentiator and the integrator renders the
integrator state unobservable (Chap. 3) with respect to the controlled output, ˛ c (t).
The consequence is that any acceleration controller designed using model (11.75)
could not control the vehicle speed. For example, a zero acceleration reference could
be reached precisely but at an arbitrary constant speed dependent upon a constant
value of the unobservable integrator output. This, however, would not be a problem
since the driver would close an additional loop, viewing the speedometer and
controlling the speed (and therefore the integrator output) through the acceleration
demand, yr (t), as shown in Fig. 11.22.
The second approach yields a slightly simpler system but is not based on
direct feedback control of the crankshaft acceleration. First the simplest possible
speed control loop is formed that will guarantee zero steady-state error with a
constant speed demand and have closed-loop dynamics almost independent of plant
modelling errors and the unknown mechanical load.

V (s)
Yr ( s ) Dynamic Yr∗ ( s ) Engine U I ( s ) 1 U t ( s )
Driver Lag Acceleration Vehicle Ωc ( s ) s
Precomp. Controller s
1 + sTf
Y ( s ) ≅ sΩ c ( s )

Fig. 11.22 Direct acceleration control of a road vehicle Diesel engine

818 11 Motion Control

V (s)
1 Ωcr ( s )
Yr ( s ) Dynamic Ω∗cr ( s ) Engine U t ( s )
Driver Lag Pre- Speed Vehicle Ω ( s )
s compensator Controller
c

Fig. 11.23 Acceleration control of a road vehicle Diesel engine via an integrator inserted in the
reference input channel of the speed control loop

a b JL ΓL ( s )
+ +
ΓL ( s ) J L s + BL
BL
Ut (s) + Ωc ( s )
Ut (s) − c Ωc ( s ) B
1
+ s+a − s
A

Fig. 11.24 Vehicle model comprising engine and inertial mechanical load. (a) Inverse dynamic
form, (b) equivalent form without algebraic loop

Once this has been achieved, the loop is easily adapted to respond to a time-
varying acceleration demand, by simply providing the speed reference input from
an integrator whose input is the acceleration reference input, denoted by Yr (s), as in
Fig. 11.22. This is shown in Fig. 11.23.
If the hardware implemented part of the control system were to be shown alone,
then the pure integrator outside the loop would seem counter-intuitive but it is seen
to be the integral term of the outer loop completed by the driver.
In preparation for the control system design, the plant model parameters will be
converted to SI units, so b is replaced by

c D b=30: (11.76)

For simulation, a vehicle model will be formed including the mechanical load,
represented by a mass with moment of inertia, JL , and a viscous drag coefficient,
BL , using the inverse dynamic form shown in Fig. 11.24a.
® ®
MATLAB –SIMULINK would be intolerant of the algebraic loop present in
Fig. 11.24a, so this can be removed by deriving the transfer function relationship
from the block diagram of Fig. 11.24b, which is free of algebraic loops, while having
the same transfer function relationship.
The load torque is made available in Fig. 11.24b for monitoring purposes, not
feedback control:
11.3 Dynamic Lag Pre-compensation 819

" #
c  
sCa c
  c
c .s/ sCa .JL s C BL / c .JL s C BL /
D c D
L .s/ 1 C sCa .JL s C BL / s C a C cJL s C cBL
" # (11.77)
c  
1CcJL B
c
1CcJL .JL s C BL / B .JL s C BL /
D aCcBL
D :
s C 1CcJ sCA
L

Since the load moment of inertia, JL , is unknown, the load torque,  L (s), will be
treated as external and the two plant transfer function relationships, (11.73) and
(11.75), will be used for the design of the controllers. If Tf is small enough to be
ignored in Fig. 11.23, then these transfer function relationships are the same except
for the disturbances, which are  L (t) for the velocity control loop and PL .t/ for
the acceleration control loop. In this example, the control systems will be made
insensitive to the disturbances by robust pole placement rather than disturbance
estimation and cancellation. Then the following transfer function, obtained by
setting L .s/ D 0 in (11.73) and (11.75), can be used for the design of both
controllers:
Y .s/ c .s/ c
D D : (11.78)
UI .s/ Ut .s/ sCa
The simplest controller guaranteeing zero-steady state error with a constant refer-
ence input is the IP controller, shown applied to plant model (11.78) in Fig. 11.25.

For the acceleration control loop of Fig. 11.22, Z.s/ D Y .s/, Zr .s/ D Yr .s/
and U.s/ D UI .s/. For the speed control loop of Fig. 11.23, Z.s/ D c .s/,
Zr .s/ D cr .s/ and U.s/ D Ut .s/. The closed-loop transfer function is
c KI
Z.s/ sCa : s cKI
D

D
: (11.79)
Zr .s/ c
1 C sCa Kp C KI
s
s 2 C a C cKp s C cKI

For robust pole placement (Chap. 10), the desired closed-loop transfer function is

Y .s/ pq pq
D Gcl .s/ D D 2 : (11.80)
U.s/ .s C p/ .s C q/ s C .p C q/ s C pq

Fig. 11.25 IP control loop

Z r∗ ( s ) KI U (s) c Z (s)
common to both control
systems − s − s+a
Kp
820 11 Motion Control

Here, p D 3=Ts is the dominant pole magnitude, Ts is the settling time (5 %

criterion) and q D 1=Tr is the robust pole magnitude, where Tr  Ts . For the
pole placement, equating the denominators of (11.79) and (11.80) yields the gains

Kp D .p C q  a/ =c and KI D pq=c: (11.81)

For both control systems, the dynamic lag pre-compensator transfer function is

Zr .s/ 1
D P .s/ D D 1 C P1 s C P2 s 2 ; (11.82)
Zr .s/ Gcl .s/

where P1 D .p C q/ =.pq/ and P2 D 1=.pq/.

To test the control systems by simulation, an acceleration demand profile will be
generated that emulates the action of a driver in accelerating a vehicle from rest to a
constant speed. The pre-compensator requires finite first and second derivatives of
the acceleration demand. This can be achieved by first generating a second derivative
signal that switches between zero and equal and opposite constant values of ˙D and
then integrating this signal twice, as shown in Fig. 11.26.
This produces a piecewise linear jerk profile comprising two equal and opposite
triangular pulses, as shown. The demanded acceleration profile then consists of
start and finish phases that are two contiguous parabolic segments, with a constant
intermediate phase. Suppose that the second derivative pulse duration, Td , and the
maximum demanded acceleration, yr max , are chosen initially. Then the required
second derivative pulse magnitude, D, is calculated as follows. By inspection of
Fig. 11.26, ẏr max is the area under the first square pulse of ÿr (t), which is

yPr max D DTd : (11.83)

Then yr max is the area under the first triangular pulse of ẏr (t), which is

yr max D yPr max Td : (11.84)

yr ( t )
 Jerk Acceleration demand
y r ( t ) yr ( t )
D
y r max yr max
0 t Ta − 2Td Ta
−D 0
Td Td Td Td 2Td t
Ta − y r max 0 Ta t

∫ dt ∫ dt
Fig. 11.26 Acceleration demand profile for Diesel engine acceleration control system
11.3 Dynamic Lag Pre-compensation 821

Pre-compensator
Yr ( s ) = Ωcr ( s ) s Yˆr ( s ) s Yˆr ( s ) + Yˆr∗ ( s ) Acceleration Y ( s )
P2
1 + sTf 1 + sTf + Control Loop
+
P1
+

Fig. 11.27 Pre-compensator estimating first and second derivative using position measurement

Pre-compensator
 (s)
Yr ( s ) = Ω ˆ ( s )
Ω Ω∗cr ( s ) Ωc ( s )
cr s cr + Speed
P2
1 + sTf + Control Loop
+
P1
1 Ωcr ( s ) +
s

Fig. 11.28 Pre-compensator estimating only second derivative, using velocity measurement

Substituting for ẏr max in (11.84) using (11.83) then yields

yr max D DTd2 ) D D yr 2
max =Td : (11.85)

The dynamic lag pre-compensators for the acceleration control loop of Fig. 11.22
and the velocity control loop of Fig. 11.23 are identical and given by (11.82),
but their implementations are slightly different through utilising the integrator of
Fig. 11.23, whose input is already the required first derivative of the reference input.
The second derivative is provided by software differentiation for which a filtered
differentiator identical to that of Fig. 11.22 will suffice, as shown in Fig. 11.27a.
The hats above some of the quantities indicate estimates that are approximate
due to the small lag introduced by the low-pass filters built into the differentiators.
For the acceleration control loop, one such differentiator is required, as shown in
Fig. 11.28.
Figure 11.29a, b show simulations of the control systems of Figs. 11.22 and 11.23
with the same demanded acceleration profile and controller parameters. In both
systems, the mechanical load referred to the crankshaft is represented by a mass
with moment of inertia, JL D 1 Kg m2 , which is about 20 times the equivalent
moment inertia of the unloaded engine moving parts and a viscous rolling friction
coefficient of BL D 0:6 ŒNms=rad . The settling time of the control loops are set
to Ts D 0:5 Œs . The filtering time constants of the approximate differentiators
are set to Tf1 D 0:005 Œs . The time constant of the robust pole is also set to
Tr D 0:005 Œs . The performance of both control systems is satisfactory and
almost identical. The peak acceleration following error of the speed control loop-
based control system with only one filtered differentiator is slightly greater than
that of the acceleration-based control system with three filtered differentiators.
822 11 Motion Control

120 y (t ) y (t )
100
80 yr (t ) yr (t )
[rad/s/s]

60
40
20
0
-20
0 2 4 6 8 10 t[ s ] 12 0 2 4 6 8 10 t[ s ] 12
Acceleration demand and response Acceleration demand and response
2
[rad/s/s]

1 y (t ) − yr (t ) y (t ) − yr (t )
0
-1
-2
0 2 4 6 8 10 t[ s ] 12 0 2 4 6 8 10 t[ s ] 12
Acceleration following error Acceleration following error
8000
[r/m]

6000 ωc (t )
4000
2000
0
0 2 4 6 8 10 t[ s ] 12 0 2 4 6 8 10 t[ s ] 12
Crankshaft speed Crankshaft speed
600
[Nm]

400 uc (t ) uc (t )
200
0
0 2 4 6 8 10 t[ s ] 12 0 2 4 6 8 10 t[ s ] 12
Engine torque output Engine torque output
600
[BHP]

400
200
0
0 2 4 6 8 10 t[ s ] 12 0 2 4 6 8 10 t[ s ] 12
Break horse power Break horse power

Fig. 11.29 Simulations of acceleration control systems for Diesel engine in road vehicle

This result is attributed to the fact that the filtered output differentiator producing
the crankshaft acceleration estimate of the acceleration loop-based control system
is in the feedback loop and therefore introduces a factor, 1 C sTf , in the numerator
of the closed-loop transfer function, which tends to reduce the following error.

11.3.3 Implementation with Feedback Linearising Control

11.3.3.1 Closed-Loop Transfer Function Relationship

The general feedback linearising (FL) control law presented in Sect. 11.2.3 may be
used with a dynamic lag pre-compensator for mechanisms containing continuous
nonlinearities. To summarise the control law, given the mechanism model,
11.3 Dynamic Lag Pre-compensation 823

P qP C g .q/ D £;
M .q/ qR C C .q; q/ (11.86)

the control law is

£ D M .q/ fW Œqr  q  Zqg

P C C .q; q/
P qP C g .q/ : (11.87)

where q 2 <d is the position vector and d is the number of degrees of freedom of
the controlled mechanism. As it stands, the closed-loop system formed by (11.87)
and (11.86) obeys the differential equation,

qR D W Œqr  q  Zq;
P (11.88)

and therefore has dynamic lag between the demanded position vector, qr (t), and the
controlled position vector, q(t). This dynamic lag can be nearly eliminated with a
precision depending upon the accuracy of the model of (11.86). For SISO plants
in the previous subsections, the pre-compensator transfer function is the reciprocal
of the closed-loop transfer function, which is converted to derivative feedforward
equations in the time domain. Taking a similar approach here, the closed-loop
transfer function relationship corresponding to (11.88) is given by
 1
I.d / s 2 C Zs C W Q.s/ D WQr .s/ ) Q.s/ D I.d / s 2 C Zs C W WQr .s/;
(11.89)

i.e.,

Q.s/ D Gcl .s/Qr .s/ (11.90)

where
1
Gcl .s/ D I.d / s 2 C Zs C W W: (11.91)

11.3.3.2 Dynamic Lag Pre-compensator

With an exact model, the dynamic lag can by eliminated by replacing Qr (s) with
0
Qr (s) in (11.90), so that

Q.s/ D Gcl .s/Q0r .s/ (11.92)

retaining Qr (s) as the reference input vector to be followed and finding a pre-
compensator with a transfer function matrix, P(s), such that

Q0r .s/ D P.s/Qr .s/ (11.93)

and Q.s/ D Qr .s/ in the hypothetical case of a perfect model.

824 11 Motion Control

0
Substituting for Qr (s) in (11.92) using (11.93) yields

Q.s/ D Gcl .s/P.s/Qr .s/: (11.94)

Hence, if Q.s/ D Qr .s/, then

Gcl .s/P.s/ D I.d / ) P.s/ D G1

cl .s/ (11.95)

and in view of (11.91), the required pre-compensator transfer function matrix is


P.s/ D W1 I.d / s 2 C Zs C W : (11.96)

Substituting for P(s) in (11.93) using (11.96) then yields

 
Q0r .s/ D W1 I.d / s 2 C Zs C W Qr .s/ D I.d / C W1 Zs C W1 s 2 Qr .s/:
(11.97)

In the time domain this is

q0r D qr C W1 ZqP r C W1 qR r (11.98)

So the diagonal matrices, Z and W, formed in Sect. 11.2.3 to yield the desired
closed-loop responses without the pre-compensator, are used to form the derivative
feedforward weighting matrices of the pre-compensator.

11.3.3.3 Combination of FL Control Law and Pre-compensator

An algorithm that combines the feedback linearising control law and the derivative
feedforward dynamic lag pre-compensator may be formed by first replacing qr by
0 0
qr in (11.87) and then substituting for qr using (11.98). Thus,
˚  
£ D M .q/ W q0r  q  ZqP C C .q; q/
P qP C g .q/
(11.99)
D M .q/ ŒqR r C Z .qP r  q/
P C W .qr  q/ C C .q; q/
P qP C g .q/ :

This is identical to the computed torque control law [2] that originated in the field of
robotics for direct control of jointed-arm manipulators without reduction gears. In
the computed torque control law, the matrices, Z and W, are presented, respectively,
as the derivative gain matrix, Kd , and the proportional gain matrix, Kp .
11.3 Dynamic Lag Pre-compensation 825

11.3.3.4 Modelling Errors, External Disturbances and Noise

When applying control law (11.99), then in the ideal system with a perfect model
and without external disturbances, plant noise, measurement noise and control
saturation, the performance of the control system will be unaffected by Z and W
provided, of course, that the 2d poles of the closed-loop system defined by (11.88)
have negative real parts. In practice, however, adequate robustness against external
disturbances, parametric uncertainties and the effects of plant and measurement
noise has to be provided. This can be achieved by increasing ! ni in (11.14) and
(11.15) or pi in (11.16) and (11.17), i D 1; 2; : : : ; d , as this increases the feedback
gains applied to the errors, qr  q and qP r  q,
P in (11.99). To analyse the effects of
these imperfections, let the plant Eq. (11.86) be rewritten as

Q .q/ qR C C
M P qP C gQ .q/ D £ C np
Q .q; q/ (11.100)

where

Q D M C M; C
M Q D C C C and gQ D g C g; (11.101)

M, C and g are the plant modelling errors and np is the plant noise. Any
external disturbance referred to the plant input, £, is additive to np , and therefore,
for the purpose of this analysis, it is sufficient to consider it part of np .
The control law (11.99) will be rewritten as

£ D M .qm / ŒqR r C Z .qP r  qP m / C W .qr  qm / C C .qm ; qP m / qP m C g .qm / ;

(11.102)

where

qm D q C nm ; (11.103)

nm being the measurement noise. Applying (11.102) to plant (11.100) then yields

Q .q/ qR C C
M Q .q; q/
P qP C gQ .q/ D M .qm / ŒqR r C Z .qP r  qP m / C W .qr  qm /
C C .qm ; qP m / qP m C g .qm / C np :
(11.104)

Let Z and W be given, respectively, by (11.17) and (11.16). Then W D 14 Z2 .

Rearranging (11.104) to make the terms involving W and Z the subject then yields

1 h
Z .qP r  qP m / C Z2 .qr  qm / D M1 .qm / M Q .q/ qR C C Q .q; q/
P qP C gQ .q/
4

 C .qm ; qP m / qP m  g .qm /  np  qR r :
(11.105)
826 11 Motion Control

Pre-multiplying throughout by 4Z2 then yields

n h
4Z1 .qP r  qP m / C qr  qm D 4Z2 M1 .qm / M Q .q/ qR C CQ .q; q/
P qP C gQ .q/
 
 C .qm ; qP m / qP m  g .qm /  np  qR r :
(11.106)

Recalling from Sect. 11.2.3 that Z D diag .2p1 ; 2p2 ; : : : ; 2pd /, if the control loops
are ‘tightened’ by increasing pi , i D 1; 2; : : : ; d , which are the closed-loop pole
magnitudes, the term qr  qm becomes more significant and in the extreme, as pi !
1, Z1 ! 0 and therefore Z2 ! 0, so that (11.106) becomes

qr  qm D 0 (11.107)

In view of (11.103), the corresponding position control error becomes

e D qr  q D qm  q D nm : (11.108)

It may be concluded that increasing the control loop gains improves the robustness
against modelling errors, plant noise and external disturbances but causes the control
error to approach the measurement noise. This should not pose a problem in
practice, however, since modern encoders used for position measurement generate
negligible random noise and have negligible quantisation noise due to limited
resolution.

11.4 Optimal Control for Minimising Frictional Energy Loss

11.4.1 Motivation

A large proportion of the energy needed to supply motion control systems is

wasted in the form of nonrecoverable heat due to friction between moving surfaces.
Consider the simple illustration of two surfaces in contact, such as in a mechanism
on a production line executing repeated motions for extended periods. Let the
relative velocity be v(t) and a friction force f (t). Then the frictional power loss is
p.t/ D f .t/v.t/. With linear viscous friction, f .t/ D Kv v.t/ where Kv is the
viscous friction coefficient. Then p.t/ D Kv v 2 .t/. In production line situations, it
is common for a rest-to-rest position change manoeuvre to be repeatedly carried out
in a fixed, predetermined time, Tm , an example being positioning of a workpiece
for drilling operations. If a traditional controller of the PID pedigree is used with
step reference position inputs, then the velocity, v(t), typically rises rapidly at the
beginning of the manoeuvre to a relatively large peak value after which it falls
in an exponential fashion towards zero at the end of the manoeuvre. Due to the
dependence of p(t) on v2 (t), this velocity peak imposes a severe penalty in energy
11.4 Optimal Control for Minimising Frictional Energy Loss 827

Z Tm
loss, which is w .Tm / D Kf v 2 .t/dt . A closed-loop position control system
0
that avoids such a velocity peak is therefore desirable. This will be derived in the
following subsections.

11.4.2 Formulation of Optimal Control

In practice, the friction in mechanisms to be positioned often has significant

nonlinearities in the force-velocity characteristic (Chap. 2). To cater for this, the
state-space model of the simple one degree of freedom mechanism to be considered
here is

xP 1 D x2
(11.109)
xP 2 D bu  f .x2 / ;

where x1 and x2 are, respectively, the position and velocity, and the function, f (x2 ),
which will not yet be specified, represents the effect of the friction. The problem
is then to find an optimal state feedback control law, u .x1r ; x1 ; x2 /, subject to the
saturation constraints,

umax  u  Cumax ; (11.110)

that minimises the cost functional,

Z tf
J D x22 .t/dt; (11.111)
t0

which is proportional to the frictional energy, for initial and final states of
Œx1 .t0 / ; x2 .t0 / D Œ0; 0 and Œx1 .tf / ; x2 .tf / D Œx1r ; 0 , for a fixed manoeuvre
time,

Tm D tf  t0 : (11.112)

First, the method of Pontryagin [3–5] will be applied. This only gives an open-loop
solution but will be useful to investigate the nature of the optimal control as this
information enables a feedback control system to be created, with its advantages of
robustness against plant parameter uncertainties and external disturbances.
The summary of Pontryagin’s method for a general plant will be given here and
then applied to the plant of (11.109). The optimisation problem can be stated as
follows. It is required to minimise the cost functional,
Z tf
J D L Œx.t/; u.t/ dt; (11.113)
t0
828 11 Motion Control

where x 2 <n and u 2 <r , with respect to u(t), subject to the constraints imposed
by the plant state equation,

xP .t/ D f Œx.t/; u.t/ ; (11.114)

and the control saturation constraints,

ui min  ui  ui max ; i D 1; 2; : : : ; r; (11.115)

with initial and final states of, respectively, x(t0 ) and x(tf ), Tm D tf  t0 being
fixed. The optimal control will be denoted, u .t/. The method is analogous to
the minimisation of a function subject to constraint equations using Lagrange
multipliers. Thus, the Hamiltonian,

H Œp.t/; x.t/; u.t/ D pT .t/f Œx.t/; u.t/ C L Œx.t/; u.t/ ; (11.116)

is formed, where p(t) is the Lagrange multiplier vector, which is also the state of a
second dynamical system called the adjoint system. The state, p(t), is referred to as
the costate or the adjoint system state. Pontryagin’s minimum principle states that
the required optimal control function, u .t/, and the corresponding optimal state
trajectory, x .t/, minimise (11.116). In terms of the Hamiltonian, the plant state
equations are given by

@H h iT
xP D  @p
@H @H
@p2  @H
@pn (11.117)
@p 1

and the aforementioned adjoint system state equation is given similarly by

@H h iT
pP D   @x
@H @H
@x2
 @H
@xn : (11.118)
@x 1

For the plant (11.109) and cost functional (11.111), the Hamiltonian is
 
 x2
H D p1 p2 C x22 D p1 x2 C p2 Œbu  f .x2 / C x22 (11.119)
bu  f .x2 /

Then (11.117) yields

     
xP 1 @H=@p1 x2
D D (11.120)
xP 2 @H=@p2 bu  f .x2 /

which agrees with (11.109). Next, (11.118) yields

     
pP1 @H=@x1 0
D D (11.121)
pP2 @H=@x2  p1 C p2 f 0 .x2 /  2x2
11.4 Optimal Control for Minimising Frictional Energy Loss 829

where f 0 .x2 / D @f .x2 / =@x2 . Consider the hypothetical case without the control
saturation constraints (11.115) and denote all variables for the optimal control with
the superscript . Then, in view of (11.119), the optimal control, u (t), satisfies

@H 
D 0 ) p2 D 0 (11.122)
@u
so that (11.121) yields
  
2x2 D p1 D const: ) x2 D const: (11.123)

The optimal control therefore yields a constant velocity of the mechanism. With
reference to (11.109), the control needed to sustain this constant velocity is
 

u D f x2 =b: (11.124)

This must be just sufficient to reach the demanded position, x1r , in the specified
Z Tm
manoeuvre time, Tm . Since x1r D x2 .t/dt is the area under the graph of x2 (t)
0
against t, and Tm is fixed, then any deviation of x2 (t) from the constant optimal
 
value, x2 , would result in a peak value of x2 (t) larger than x2 and therefore a frictional

energy penalty. Hence, x2 is the extreme value of the velocity for the optimal control.

This will be denoted by x2 ext . The term ‘extreme’ is preferred to ‘maximum’ because

it is applicable to both signs of x2 ext . Although (11.124) would have to satisfy

(11.115), however, the jump from x2 D 0 to x2 D x2 ext at the beginning of the

manoeuvre and from x2 D x2 ext to x2 D 0 at the end of the manoeuvre would

require u (t) to have oppositely signed Dirac delta impulses, and since these are
of infinite magnitude albeit for an infinitesimal time, constraint (11.115) would be
violated. Respecting this constraint, however, let the constant velocity during the
manoeuvre of the practical optimal control be denoted, x2 ext . The optimal control
must first saturate at u D umax sgn .x1r / to give the system the maximum possible
acceleration to reach x2 D x2 ext and at the end of the manoeuvre saturate at
u D umax sgn .x1r / to give the system the maximum possible deceleration to
reach x2 D 0. The magnitude of x2 ext would have to be slightly greater than x2 ext


but would be minimised in magnitude by allowing control saturation during the

acceleration and the deceleration. The form of the optimal control, velocity and
position profiles is sketched in Fig. 11.30.
Remarkably, the hypothetical optimal state trajectory of Fig. 11.30a without the
control constraints is independent of the plant parameters, including the friction.
The state trajectory of Fig. 11.30b, however, does depend on the plant parameters
during the acceleration and deceleration phases when the control is saturated, but
if the control magnitude is such that the acceleration and deceleration periods are
much less than the demanded manoeuvre time, then x2 ext Š x2 ext and the optimal


state trajectory is almost the same as for Fig. 11.30a.

830 11 Motion Control

a b
x1r x1r
x†
u (t ) = 2ext δ (t − t0 )
†
x1† (t ) u∗ (t ) x1∗ (t )
b + umax
† x2† (t ) ∗
x2ext x2∗ (t )
x2ext

x1 (0) (
u † (t ) = f x2ext
†
) b x1 (0) ( )
u∗ (t ) = f x2∗ b
0 t0 tf t 0 t0 tf t
Tm
Tm ∗
†
x2ext u (t )
u † (t ) = − δ (t − t0 )
b −umax

Fig. 11.30 Forms of optimal trajectories for minimising frictional energy loss. (a) Hypothetical
case without control saturation, (b) practical case with control saturation

11.4.3 Minimum Frictional Energy State Feedback Control

Law

A state feedback control law realising the behaviour of Fig. 11.30b will now be
synthesised, first as a bang–bang control law by forming an appropriate switching
boundary in the phase plane. This draws on the material of Chaps. 9 and 10. As for
the time-optimal control, the two segments of the switching boundary including the
origin of the phase plane are the two state trajectories, one for u D Cumax and the
other for u D umax , that terminate on the origin and start at x2 D x2 ext D ˙x2 max .
These are solutions of the state trajectory differential equation,

dx2
D Œbu  f .x2 / =x2 ; (11.125)
dx1

formed from (11.109) for u D ˙umax . The switching boundary is then continued
from the end points of the central segments by two horizontal straight line segments
at x2 D ˙x2 max . The switching boundary, the resulting closed-loop phase portrait
and the state trajectories for two rest-to-rest manoeuvres are shown in Fig. 11.31.
Since the trajectories of the phase portrait are directed towards the horizontal
segments of the switching boundary from both sides, sliding motion will take place
and hold the velocity at x2 ext D ˙x2 max , as required. Examination of Fig. 11.31
indicates that the closed-loop system exhibits stable behaviour for any initial state.
In Fig. 11.31b, the system starts from at rest at point ‘a’. The control saturates
at u D Cumax immediately at time, ta , to accelerate the system. Once the state
trajectory reaches point ‘b’ at time tb , sliding motion commences, and the system
is forced to stop accelerating and move at the constant velocity, x2 D x2 max ,
until point ‘c’ is reached at time, tc , when the control again saturates at u D
umax to decelerate the system, which comes to rest at point, ‘h’ at time, th .
The second manoeuvre takes the system back to the original position via the
11.4 Optimal Control for Minimising Frictional Energy Loss 831

a
x2 b x2
Sliding
u = −umax b motion c
+ x2∗ max + x2∗ max

d e
0 x1e = x1 − x1r a h 0 x1e = x1 − x1r
∗ Switching − x ∗
u = + umax − x2 max boundary
2 max g
Sliding f
S ( x1e , x2 ) = 0 motion

Fig. 11.31 Bang–bang sliding mode form of minimal frictional energy control. (a) Closed-loop
phase portrait, (b) state trajectories for two rest-to-rest manoeuvres

Fig. 11.32 Rest-to-rest x1 (t )

position response of x1r
minimum friction energy
x1r − Δx1d
control system

∗
Slope = x2ext

x1 (0) + Δx1a
x1 (0)
0 t
Ta Tc Td
Tm

trajectory, ‘efgh’, and is trajectory ‘abcd’ reflected in the origin of the phase plane,
with x2 ext D x2 max .
The user of the control system has to specify the required manoeuvre time, Tm as
well as x1r . Then the software of the controller calculates x2 ext . The way in which
this is done can be explained with the aid of Fig. 11.32.
Note that Figs. 11.32 and 11.30 pertain to x1r > x1 .0/. For x1r < x1 .0/,
the graphs would be inverted forms of those shown. In principle, the solutions
to (11.109) with the appropriate initial conditions yield relationships between the
acceleration distance, x1a , the acceleration time, Ta , the deceleration distance,
x1d , the deceleration time, Td ; and the extreme velocity, x2 ext . Thus,

x1a D fa .Ta / ; x1d D fd .Td / ; x2 ext D ga .Ta / and x2 ext D gd .Td /
(11.126)

and
x1r  x1 .0/  .x1a C x1d /
x2 ext D : (11.127)
Tm  .Ta C Td /
832 11 Motion Control

The solution of (11.126) and (11.127) for x2 ext , however, depends upon the plant
model (11.109) and would be subject to errors due to uncertainties in the friction
function, f (x2 ), exacerbated by its variation with temperature in most applications.
Even if a reliable friction model is available, a further inconvenience would be
the lack of existence of an analytical solution to (11.127), necessitating a suitable
numerical method to be built into the controller, since sometimes x1r and/or Tm has
to be changed. In many cases, however, the optimal acceleration and deceleration
times are much smaller than the manoeuvre time. As already remarked, the
optimal state trajectory then closely approximates that of the hypothetical system
without control constraints, which is independent of the plant parameters. Under
these circumstances, the much simpler and more versatile method presented in
Sect. 11.4.5 can be employed to obtain a control that is almost optimal.

11.4.4 Higher-Order Mechanisms

The model (11.109) is the simplest one for a single degree of freedom mechanism,
and this assumes rigid components. All materials from which physical systems are
constructed, however, have elasticity with the consequence that sometimes vibration
modes are significant. An example is the electric drive with a flexible coupling
already used to demonstrate various control techniques. Another feature that is
ignored in model (11.109) is the actuator dynamics, such as that introduced by
the inductance and resistance of the coil of an electromagnetic actuator. These
features, if modelled, would increase the number of state variables and considerably
complicate the formulation of the optimal control using the approach of Sect. 11.4.2
for model (11.109). As will be seen in the following subsection, however, a system
can be created starting with a controller designed to keep all the state variables under
control. Then any vibration modes will be actively damped, and any significant
actuator dynamics will be automatically controlled to deliver the required force or
torque to the mechanism. Under these circumstances, a reference input of the same
form as in Fig. 11.32 will yield a near-minimal frictional energy loss, as in the
following section.

11.4.5 Near-Optimal Control Using a Reference Input

Generator

11.4.5.1 Basic Scheme

First, let a position control system be designed yielding nominally zero dynamic
lag between the position measurement, y(t) and the reference input, yr (t). It will be
assumed that y(t) is scaled in the digital processor so that it is numerically equal to
the actual position, i.e. y.t/ D x1 .t/. Then if a time-varying reference input, yr (t), is
11.4 Optimal Control for Minimising Frictional Energy Loss 833

Near Optimal
yr ( t) Dynamic yrp ( t) Position u (t) Controlled y( t)
Position
Lag Pre- Mechanism
Reference Input Controller
compensator (Plant)
Generator

Fig. 11.33 Basic scheme for near-minimum friction energy position control

applied that is the same as x1 (t) of Fig. 11.32, provided the system operates within
the control saturation constraints, the plant output, y(t), will precisely follow yr (t).
If the plant is given by (11.109), the control variable, u(t), will precisely follow
the optimal control, u .t/. If, on the other hand yr (t) is not the same as x1 (t) of
Fig. 11.32 during the acceleration and deceleration phases but reaches the final value
in the same specified manoeuvre time, Tm , and has a constant velocity segment
with yPr Š x2 ext , the frictional energy loss would be approximately the same as
produced by the optimal control law of the previous section. This can be achieved
by means of a near-optimal reference input generator as presented in the following
sub-subsection. Figure 11.33 shows the basic scheme.

11.4.5.2 Near-Optimal Reference Input Generator

Of the many possible means of generating near-optimal reference inputs, the one
presented here is a chain of integrators controlled by a piecewise constant input,
r.t/ D ˙R or 0, where R is a positive constant depending on Tm , Ta and x1r . yr (t) is
the output of the last integrator in the chain. This method is used since:
(a) It enables yr (t) to have a precisely defined acceleration/deceleration time, Ta ,
(b) It allows yr (t) to reach the demanded position, x1r , precisely in the planned
manoeuvre time, Tm ,
(c) The outputs of the integrators constitute a set of reference input derivatives for
feedforward in the dynamic lag pre-compensator,
(d) No impulses that could cause control saturation can occur due to reference
input differentiation, since the finite r(t) is the highest derivative, the remaining
derivatives and the reference input being obtained by repeated integrations.
The highest-order derivative available is the number of integrators in the chain.
The piecewise constant input comprises two groups, the first for the acceleration
phase and the second for the deceleration phase, as in Fig. 11.34.
The intermediate constant velocity phase requires the output, ẏr (t), of the
penultimate integrator to be constant and therefore the outputs of all the integrators
in the portion of the chain driving it and the input function to be zero. There are
an infinite number of suitable choices of r(t), the differences in yr (t) only occurring
during the acceleration and deceleration phases,which will not have a great impact
on the frictional energy loss if Ta  Tm . A specific approach is taken here in
which r(t) comprises an acceleration pulse group of duration, Ta , followed by a null
834 11 Motion Control

Acceleration Deceleration
+R
input group input group
0 Ta Tm − Ta Tm t
−R
r (t ) = yr( ) (t ) yrN (t ) = yr(
N −1)
N
(t ) yr3 (t ) = 
y r (t ) yr2 (t ) = y r (t ) yr1 (t ) = yr (t )
∫ dt ∫ dt ∫ dt

y r (t ) y r (t )
x2ext x1r
x1r − yr (Ta )
0 t
Tp Tp Tp
y r (t )

yr (Ta )
0 Ta Tm −Ta Tm t
Tp 0 Ta Tm − Ta Tm t

Fig. 11.34 Multiple integrator reference input generator and its variables

period and ending with a deceleration pulse group of duration, Ta , and ending at the
manoeuvre time, Tm . The acceleration pulse group commences with an acceleration
start sequence of duration, Tp [s], Tp  Ta , switching between ˙R to bring ÿr (t)
to a constant value, hold this value for Ta  2Tp seconds, and then bring ÿr (t) back
to zero at t D Ta with an acceleration finish sequence, which is an inverted version
of the start sequence. The deceleration pulse group is an inverted version of the
acceleration pulse group so that substate trajectory [yr2 (t), yr3 (t), : : : , yrN (t)] takes
a return journey from [ẏr ext , 0, : : : , 0] to [0, 0, : : : , 0] during the deceleration phase
along the same path taken in the acceleration phase. This strategy could be described
as open-loop bang–off-bang control of a multiple integrator plant, no feedback being
needed as there are no external disturbances and no modelling uncertainties.
Figure 11.35 shows the forms of the input variables and output derivatives for
N D 2; 3 and 4, all of which yield yr (t) of the required form shown in Fig. 11.34.
It should be noted that for many applications, the actuators are sufficient to impart
such high accelerations that Ta is a much smaller proportion of Tm than shown in
Fig. 11.35. This proportion has been increased in the figure for clarity of illustration.
In order to implement the reference input generator, formulae for the parameters,
R and Ta , are needed in terms of the demanded position change, x1r ; the demanded
manoeuvre time, Tm ; and the peak acceleration magnitude, a.
With reference to Fig. 11.32, no generality is lost in taking x1 .0/ D 0, since
the reference input for the next manoeuvre can be set relative to any zero position
datum.
The parameter, a, should be set so that the control variable, u, approaches but
does not exceed the control saturation limits during the acceleration and deceleration
phases in order to minimise Ta and consequently minimise jx2ext j and the frictional
energy loss. This could easily be accomplished by running a simulation with an
initial guess at a suitable value of a and then making adjustments if necessary.
11.4 Optimal Control for Minimising Frictional Energy Loss 835

a
r (t ) = 
yr (t ) R=a c
+R r (t ) =
yr (t )
+R
0 t
−R
0 t
y r (t ) −R
x2ext Tp 2
Piecewise
linear Tp 2
0 
yr (t )
Ta Tm − Ta Tm t Piecewise
linear
b
r (t ) =
yr (t ) 0 t
+R
Tp Tp Tp

yr (t )
0 t Piecewise
−R a
Tp Tp Tp parabolic

yr (t )
a Piecewise 0 t
linear −a
0 t y r (t )
−a
x2ext Piecewise
y r (t )
cubic
x2ext Piecewise 0 Tp Ta Tm − Ta Tm t
parabolic
0 Tp Ta Tm − Ta Tm t

Fig. 11.35 Multiple integrator reference input generator variables for different orders. (a) N D 2,
(b) N D 3, (c) N D 4

Fig. 11.36 Triple integrator r (t ) r3 (t ) r2 (t ) r1 (t ) = yr (t )

reference input generator
∫ dt ∫ dt ∫ dt y r (t )

y r (t )


yr (t )


In the following subsection, comparisons of the near-optimal controller and

conventional controllers will be made to demonstrate the significant energy savings
that can be made. This requires a reference input generator with N D 3 and the
formulae will be derived for this case. Figure 11.36 shows the state variables, r1 , r2
and r3 , which are needed as intermediate variables in the derivation.
With reference to Fig. 11.35b, values of Ta , Tp , a and R have to be determined that
cause yr (t) to reach the required demanded position, x1r , in the required manoeuvre
time, Tm . A set of equations for Ta , Tp and R will now be derived. These are based on
the state transition equations for calculation of the triple integrator state variables,
r1 , r2 and r3 , at the end of each of the periods of constant input, r D ˙R or 0, during
the acceleration phase. Since r(t) is piecewise constant, the following state transition
836 11 Motion Control

T
equation may be applied to obtain expressions for the state, r D r1 r2 r3 , of the
reference input generator at the times, Tp , Ta Tp and Ta , from which equations may
be derived in terms of the demanded values of Tm and x1r . If the input, r, is constant,
then the general state transition equation yielding the state at time, t2 , given the state
at time, t1 , with t2 > t1 is

r .t2 / D ˆ .t2  t1 / r .t1 / C ‰ .t2  t1 / r (11.128)

where
2 3 2 33
1 t 12 t 2 1t
6
4
ˆ.t/ D 0 1 t 5 4
and ‰.t/ D 12 t 2 5 : (11.129)
00 1 t

Let

r D R sgn .x1r / (11.130)

Then, with reference to Fig. 11.35b starting with r.0/ D 0, the state transitions for
the acceleration phase are given by the following:
2
3 2 33
1T
r 1 Tp
6 p
4 r 2 Tp 5 D 6 4 2 p 5
1T 2
7
r; (11.131)

r 3 Tp Tp
2
3 2
2 3 2 1 3 3
r1 Ta  Tp
1 Ta  2Tp 12 Ta  2Tp 6T
4 r 2 Ta  Tp 5 D 6 7 6 1 p2 7

40 1 Ta  2Tp 5 4 2 Tp 5 r
r 3 Ta  Tp 0 0 1 Tp
2 3 (11.132)
7 T 3  3 T T 2 C 1 T 2T
6 p 2 a p 2 a p
6 7
D4  32 Tp2 C Ta Tp 5 r;
Tp

and
2 3 2 32 7 3 3 2 2
3 2
1T 3
3
r1 .Ta / 1 Tp 12 Tp2 6 Tp  2 Ta Tp C 2 Ta Tp
1
6 p
4 r2 .Ta / 5 D 4 0 1 Tp 5 6 4
7 6 7
 32 Tp2 C Ta Tp 5 r  4 12 Tp2 5 r
r3 .Ta / 0 0 1 Tp Tp
2
3 (11.133)
1T T
2 a p T  T
a

p
D 4 Tp Ta  Tp 5 r:
0
11.4 Optimal Control for Minimising Frictional Energy Loss 837

Since r2 .Ta / D x2 ext , it follows from Eq. (11.133) that

x2 ext D Tp Ta  Tp r: (11.134)

With reference to Fig. 11.34, let the position change, r1 (Ta ), in r1 (t) over the
acceleration phase be denoted by x1a . Then (11.133) yields

x1a D Ta Tp Ta  Tp r (11.135)
2
The change in the position over the constant velocity phase is

x1r  2x1a D x2 ext .Tm  2Ta / : (11.136)

By inspection of (11.134) and (11.135),

1
x1a D Ta x2 ext ) 2x1a D Ta x2 ext : (11.137)
2
Substituting for 2x1a in (11.136) using (11.137) then yields
x1r
x1r  Ta x2 ext D x2 ext .Tm  2Ta / ) x1r D x2 ext .Tm  Ta / ) x2 ext D
Tm  Ta
(11.138)

Equating the RHS of equations (11.138) and (11.134) then gives

x1r

x1r
D Ta  Tp Tp r ) .Tm  Ta / Ta  Tp D : (11.139)
Tm  Ta Tp r

With reference to (11.131) and (11.130), the peak acceleration is given by

ˇ
ˇ
a D ˇr3 Tp ˇ D Tp R D Tp r sgn .x1r / : (11.140)

Also, Tp may be made a small proportion of Ta by setting

Tp D ˇTa (11.141)

where ˇ is a chosen constant such as 0.1. Then substituting for Tp r and Tp in

(11.139), using, respectively, (11.140) and (11.141), yields

jx1r j jx1r j
.Tm  Ta / .1  ˇ/ Ta D ) Ta2  Tm Ta C ; (11.142)
a .1  ˇ/ a
838 11 Motion Control

which can be solved for Ta , giving

s !
4 jx1r j
Ta D 1
2 Tm  Tm2  ; (11.143)
.1  ˇ/ a

the negative square root being correct as x1r D 0 for Ta D 0. Then from (11.140),

R D a=Tp : (11.144)

To summarise, ˇ and a are first chosen. Then Ta is calculated using (11.143), Tp

using (11.141) and R using (11.144). Then a simulation of the control system is run
and a adjusted so that u(t) approaches but does not exceed ˙umax .

11.4.5.3 Scaling Laws for Frictional Energy Cost Function

In this subsection, the influence of x1r and Tm on the frictional energy cost,
Z Tm
J D x22 .t/dt ; (11.145)
0

will be determined. For this, the controller does not have to be optimal. Here,
Z Tm
x1r D x2 .t/dt: (11.146)
0

First let Tm be fixed and x1r scaled by a factor, , such that

0
x1r D x1r : (11.147)

If the controller is linear, then changing x1r in this way will not change the form of
x2 (t) but scale it to

x20 .t/ D x2 .t/: (11.148)

Then (11.145) becomes

Z Tm Z Tm
0 2 2
J D Œx2 .t/ dt D  x22 .t/dt D 2 J: (11.149)
0 0

From (11.147) and (11.149),

 2
2 J0 0
x1r 2
 D D ) J / x1r : (11.150)
J x1r
11.4 Optimal Control for Minimising Frictional Energy Loss 839

The constant of proportionality depends upon the controller, and the minimum one
would be for the hypothetical optimal controller referred to in Sect. 11.4.2 that, with
an unconstrained control variable, is linear and is equivalent to a control loop able to
follow a reference input of the form of Fig. 11.34, but with Ta ! 0 ) R ! 1.
Relationship (11.150) also applies to the near-optimal control system since Tm and
Ta are both fixed and therefore (11.147) through (11.149) hold.
Suppose now that x1r is fixed and Tm is scaled by a factor, , such that

Tm0 D Tm : (11.151)

Then from (11.146),

Z Tm Z Tm
x1r D x2 .t/dt D x20 .t/dt; (11.152)
0 0

and from (11.145),

Z Tm
J0 D x 0 2 .t/dt :
2
(11.153)
0

0
If the controller is linear, then the form of x2 (t) is unaltered. Only its time and
magnitude scales are changed. Thus,
1
x20 .t/ D x2 .t=/ : (11.154)

0
It is evident that (11.152) holds with x2 (t) given by (11.154). Then from (11.153),
Z Tm Z Tm
1 2 1 2 1
J0 D 2
x2 .t=/ dt D x2 .t=/ d .t=/ D J: (11.155)
0  0  

From (11.151) and (11.155),

J Tm0 1
D D )J / : (11.156)
J0 Tm Tm

In contrast to (11.150), (11.156) does not strictly apply to the near-optimal control
system because Ta is fixed, and therefore the form of x2 (t) varies with Tm . If Ta 
Tm , however, this variation is not very great and therefore (11.156) approximately
holds. Combining (11.150) and (11.156) yields
2
J / x1r =Tm : (11.157)
840 11 Motion Control

11.4.5.4 Performance Improvement Over Conventional Control

Here, the frictional energy loss reduction achieved by the near-optimal reference
input with dynamic lag pre-compensation relative to traditional feedback control
with step reference inputs will be assessed by simulation using plant model (11.109)
with linear viscous friction so that f .x2 / D cx2 , where c is the viscous friction
coefficient.
Let Jmin be the frictional loss cost of the hypothetical optimal control system
without control saturation for given values of x1r and Tm . This is the absolute
minimum and will be used as a standard of comparison. Similarly, let J1 be the
frictional loss cost of linear system 1. Then the percentage increase of J1 relative to
Jmin is
 
J1  Jmin
 Jr1% D  100 %: (11.158)
Jmin

This will be referred to as the relative frictional loss. From (11.157),

2
2

Jmin D Kmin x1r =Tm and J1 D K1 x1r =Tm : (11.159)

where Kmin and K1 are the constants of proportionality. Then substituting for Jmin
and J1 in (11.158) using (11.159) yields
 
K1  Kmin
 Jr1% D  100 %: (11.160)
Kmin

Since this is independent of x1r and Tm , it is only necessary to run a single simulation
to determine (11.158) for selected values of x1r and Tm .
For given x1r and Tm , the increase of J, which will be denoted Jn min , for the
near-optimal control system, becomes significant as the ratio, Ta /Tm , increases.
The term ‘near optimal’ only really applies if this ratio is relatively small. For
this reason, the standard of comparison is Jmin for the hypothetical optimal control
system, although this is unattainable in practice. Also, the value of J obtained with
traditional controllers is variable for common x1r , Tm and settling time. Thus, the
performance comparison has to be made with more than one traditional control
system.
Proceeding now towards the simulations, for the near-optimal control, any linear
controller can be used with a suitable dynamic lag pre-compensator. The generic
polynomial controller of Sect. 11.3.2.5 is selected for this in view of its versatility,
and the fact that constant disturbance rejection is good practice in motion control.
The control system block diagram is shown in Fig. 11.37.
As stated previously, the dynamics of the closed-loop system does not influence
the overall system response with dynamic lag pre-compensation, so in this, case the
polynomial controller parameters will be simply determined using the 5 % settling
11.4 Optimal Control for Minimising Frictional Energy Loss 841

a
Yr ( s ) + 1 U ′ ( s ) 1 U ( s ) Plant Y ( s )
Reference Input

r2 s2 + r1s + r0 b
− f2 s2 + f1s + f0
Generator

s
Dynamic Lag s 2 + Fs
  
Yr( ) ( s )
3 Precompensator
+ + ( )
b 0 s 3 + a2 s 2
r5 s2 + r4 s + r3 h2 s2 + h1s + h0

b r (t )
+R Ta Tm − Ta
f0
−R 0 f1 Tm t Plant
1 1 1 + − 1 − 1 + U ′ ( s ) b0 Y (s)
r0
s s s Yr ( s ) + s + + s + s3
+ a 2 s 2

+ −
r3 h0
r1 −h
+ +
1 −h
r4 2
+
( 3)
Yr ( s ) r2
+ +
r5
     



Reference Input Dynamic Lag Polynomial Controller



Generator Pre-compensator

Fig. 11.37 Position control system for near-minimal frictional energy. (a) Block diagram in
polynomial form, (b) implementation block diagram

time formula. The order of the closed-loop system is N D 5, so the desired closed-
loop characteristic polynomial is

.s C p/5 D s 5 C d4 s 4 C d3 s 3 C d2 s 2 C d1 s C d0
(11.161)
D s 5 C 5ps 4 C 10p 2 s 3 C 10p 3 s 2 C 5p 4 s C p 5

where p D 1:5 .1 C N / =Ts D 9=Ts . The matrix equation for the controller
parameters, formulated according to Chap. 5, Sect. 5.3.4, is then

(11.162)

where b0 D b, a0 D a1 D 0 and a2 D F . The solution by back substitution yields

842 11 Motion Control

f2 D 1; f1 D d4  a2 f2 ; f0 D d3  a2 f1 ;
(11.163)
h2 D .d2  a2 f0 / =b0 ; h1 D d1 =b0 ; h0 D d0 =b0

For unity closed-loop DC gain, the dynamic lag pre-compensator coefficients are
given by (11.49), yielding

ri D di =b0 ; i D 0; 1; 2; 3; 4; r5 D 1=b0 : (11.164)

The performance of the control system of Fig. 11.37 will be compared with that
of four control systems that should include any traditional control system likely to
be applied. These are shown in Fig. 11.38.
The comparison is by means of (11.158) with J1 D JPD , JDP , JPID and JIPD .
Next, design formulae will be derived for the four control systems yielding settling
times equal to the selected value of Tm . Since the near-optimal control system
settles precisely in the manoeuvre time, Tm , a fairer comparison with the systems
of Fig. 11.38 will be obtained by designing them to have a settling time of Ts D Tm
according to the 2 % criterion than the 5 % criterion. For each control system, there
exists an infinite number of combinations of closed-loop poles yielding the same
2 % settling time. A fair comparison would entail finding the pole placement that
minimises J, and it could be argued that this is likely to be multiple pole placement
as follows. Starting with all the closed-loop poles at a point on the negative real
axis of the s-plane yielding a settling time of Ts , let one of the poles be moved
nearer the origin. This alone would increase Ts and necessitate moving at least one
of the other poles further from the origin to restore Ts to its original value. The
faster mode or modes associated with these further poles would have the general

a Kp b
Kp
yr ( s ) KI + u( s ) Plant y ( s ) yr ( s ) + u( s ) Plant y ( s )
b b
+ − s + + + − Kd s +
s 2 + Fs s 2 + Fs
Kd s 1 + sTf
1 + sTf

c d
Plant y ( s ) Plant y ( s )
yr ( s )KI + + u( s ) yr ( s ) + u( s )
b Kp b
+ − s − − s 2 + Fs + − − s + Fs
2
Kd s Kd s
Kp
1 + sTf 1 + sTf

Fig. 11.38 Traditional position control systems for frictional energy loss comparison. (a) PID
control system, (b) PD control system, (c) IPD control system, (d) DP control system
11.4 Optimal Control for Minimising Frictional Energy Loss 843

effect of increasing the peak of x2 (t) and therefore increasing J. Moving two of the
poles into complex conjugate locations and, in the case of the PID and IPD control
systems, the real pole, to maintain the same settling time would cause overshooting
and possibly oscillations, again causing lager excursions of x2 (t). So multiple pole
placement will be applied for the performance comparison.
It is straightforward to show that the characteristic polynomials of control
systems (a) and (c) of Fig. 11.38 are identical for the same settings of the controller
parameters and similarly for control systems (b) and (d). The pole placement design
equations for systems (a) and (c) are therefore the same, similarly for systems (b)
and (d). The noise filtering time constant, Tf , will be set sufficiently small for its
effect on the closed-loop dynamics to be negligible, so it will be set to zero in
the pole placement process. For systems (a) and (c), the three poles are placed at
s1; 2; 3 D q D 1:6 .1:5 C n/ =Tm D 7:2=Tm to yield a 2 % settling time of
Ts D Tm seconds. Thus,

Kd D .3q  F / =b; Kp D 3q 2 =b; KI D q 3 =b: (11.165)

For systems (b) and (d), the two poles are placed at s1; 2 D q 0 D
1:6 .1:5 C n/ =Tm D 5:6=Tm requiring

Kd D 2q 0  F =b; Kp D q 0 =b:
2
(11.166)

The friction coefficient, F, will be chosen to yield a time constant of 1=F D

2 s ) F D 0:5 s1 . The choice of this parameter is considered to be realistic
for many applications but is not very critical as it will not affect the percentage
differences between the frictional energy wastage of the two control systems for
the same reference input. Translational position control will be assumed and an
analogue control voltage with saturation limits of ˙umax D ˙10 V, giving a
linear acceleration magnitude of 50 m/s/s. Hence, b D 50=10 D 5 Œm=s=s=V .
The maximum position limits of the mechanism are taken to be ˙ymax D ˙1 m.
First, the near-optimal control system performance will be determined for
increasing Ta /Tm , which would be chosen according to the control saturation limits
of the particular application, for the same value of x1r . The parameter, ˇ, is chosen
as 0.1. Then the pulse time is given by (11.141) as Tp D ˇTa . Then (11.139) gives


r D x1r = .Tm  Ta / Ta  Tp Tp (11.167)

and since sgn2 .x1r / D 1 and x1r sgn .x1r / D jx1r j, multiplying both sides of
(11.167) by sgn(x1r ) and observing (11.130) gives


R D jx1r j = .Tm  Ta / Ta  Tp Tp (11.168)

The demanded manoeuvre parameters are Tm D 1 Œs and x1r D 1 Œm . Simulations

of the near-optimal control system for six values of Ta /Tm are shown in Fig. 11.39
with a simulation of the hypothetical optimal control system where Ta D 0.
844 11 Motion Control

a b c
1 1.5 1.4
y (t ) y (t ) peaks 1.2 0.30
0.8 x2ext 0.25
Ta Tm = 0 1 Ta 0.20
1
0.6 0.8 Tm 0.15 J (t )
Ta Tm 0.15 0.30 0.10
0.4 0.10 0.10 0.25 0.6 0.05
0.20 0.5 0.4
0.2 0 0.05 0.20 Ta Tm = 0
0.30 Ta Tm 0.2
0 0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
t[ s ] t[ s ] t[ s ]

Fig. 11.39 Relative frictional energy losses of near-optimal control system. (a) Position responses,
(b) velocities, (c) frictional energy costs

Table 11.1 Variation of relative frictional energy loss with acceleration time ratio
Ta /Tm 0.05 0.01 0.15 0.20 0.25 0.30
 Jr % 3.59 % 7.39 % 11.38 % 15.57 % 19.92 24.07

The position responses of Fig. 11.39a cross at a common point, (Tm /2, x1r /2),
because of the symmetry of the velocity–time profiles, ẏ(t), about the vertical line
(not drawn) at t D Tm =2. The velocity plots of Fig. 11.39b clearly show the increase
of x2 ext , i.e. the extreme values of ẏ(t), with increase of Ta /Tm necessary for the
system to ‘catch up’ to complete the manoeuvre in the specified Tm seconds.
Z Tm
The area under each curve is P
y.t/dt D x1r , which is constant. The
0
consequential increase in the total amount of frictional energy wasted is evident
in Fig. 11.39c. The corresponding relative frictional losses are shown in Table 11.1.
Recall that  Jr% D 0% cannot be achieved in practice due to the control saturation
constraints.
The value of  Jr % for the attainable optimal control is variable from one
application to another, being dependent upon the minimum attainable value of Ta ,
and would be expected to be less than 10 % in most cases. The control variables
corresponding to Fig. 11.39 are shown in Fig. 11.40.
In a real application, the peak of u(t) would be examined for each value of
Ta /Tm and the selected one would be that approaching but not exceeding the control
saturation limits. In this example, if the control saturation limit is 13 [V], then a ratio
of Ta =Tm D 0:1 would be suitable.
Next, the performance of the four traditional control systems of Fig. 11.38 will
be assessed with step position reference inputs of x1r D 1:h.t/ m. Figure 11.41
shows the results for the PID and PD controller-based systems.
The overshooting due to the controller zeros (Chap. 1) causes a large peak
velocity resulting in excessive frictional energy loss relative to those of the near-
optimal systems shown in Fig. 11.39. The absence of the controller zeros in the IPD
and DP controller-based systems enables greatly improved performance, however,
11.4 Optimal Control for Minimising Frictional Energy Loss 845

25
0.05⎫
20 0.10⎪
15 0.15⎪
0.20⎬ a m
T T
10 ⎪
0.25⎪
u (t)[V]

5 0.30⎭
0
-5 ⎧0.30
⎪0.25
-10 ⎪0.20
Ta Tm ⎨
-15 0.15
⎪
-20 ⎪ 0.10
⎩0.05
-25
0 0.2 0.4 0.6 0.8 t[s] 1

Fig. 11.40 Near-optimal control variables for different acceleration time ratios

a b c
1.5 20 20
y PID (t ) y PID (t )
y PD (t ) 15 15 J PID (t )
1 x1r (t ) 10
10
5 y PD (t )
0.5
5 J PD (t )
0
0 -5 0
0 0.5 t[ s ] 1 0 0.5 t[ s ] 1 0 0.5 t[ s ] 1

Fig. 11.41 Relative frictional energy losses of traditional PID and PD control systems. (a) Position
responses, (b) velocities, (c) frictional energy costs

a b c
1 2.5 1.5
x1r y DP (t )
J DP (t )
0.8 y DP (t ) 2
y IDP (t ) J IDP (t )
1
0.6 1.5
yIDP (t )
0.4 1
0.5
0.2 0.5
0 0 0
0 0.5 t[ s ] 1 0 0.5 t[ s ] 1 0 0.5 t[ s ] 1

Fig. 11.42 Relative frictional energy losses of traditional IPD and DP control systems. (a) Position
responses, (b) velocities, (c) frictional energy costs

for the same gain settings as can be seen by comparing Fig. 11.41 with Fig. 11.42.
The corresponding relative frictional energy losses are shown in Table 11.2.
846 11 Motion Control

Table 11.2 Relative Controller PID PD DP IDP

frictional energy loss with  Jr % 1498.6 % 578.7 40.42 31.78
traditional position control

In conclusion, the traditional PID and PD controllers are entirely unsuitable when
used with step changes in the reference position. It has to be pointed out, however,
that if these controllers were to be used with a suitably designed dynamic lag pre-
compensator including poles to cancel the zeros, then similar performance to that
presented in Table 11.1 could be obtained.
Comparing Table 11.1 with Table 11.2, it can be concluded that to respect the
needs for environmental protection by minimising the demands on energy resources,
it is highly advantageous to employ near-optimal position control for frictional
energy wastage minimisation.
It is also important to point out that stepper motor drives [6] typically move
mechanical loads from one demanded position to another at constant velocities
through being operated at a constant pulse repetition frequency. It follows that
if the manoeuvre time is the maximum that can be tolerated, the control is near
optimal with respect to frictional energy loss. This is, however, conditional on the
fluctuations in velocity due to the torque oscillating at the pulse repetition frequency
being minimal due to the load inertia. Details of stepper motor control systems are
not included here as, in their basic form, they are not feedback control systems,
only sometimes employing a rudimentary form of feedback control consisting of
the injection of extra pulses in case previous pulses fail to produce angle increments
of the output shaft.

References

1. Schumaker L (2007) Spline functions: basic theory. Cambridge University Press, Cambridge,
UK
2. Kelly R et al (2006) Control of robotic manipulators in joint space. Springer, London
3. Pontryagin LS (1987) Selected Works Vol. 4: The mathematical theory of optimal processes.
ISBN 2-88124-077-1. Gordon and Breach Science Publishers, Montreux, Switzerland
4. Fuller AT (1963) Bibliography of Pontryagin’s maximum principle. J Electron Control
15(5):513–517
5. Athans M, Falb F (2007) Optimal control: an introduction to the theory and its applications.
Dover, Mineola, New York
6. Acarnley P (2007) Stepping motors: a guide to theory and practice, 4th edn. IET, London
 ERRATUM

Feedback Control

Stephen J. Dodds

© Springer-Verlag London 2015

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7

DOI 10.1007/978-1-4471-6675-7_12

In the print and online versions of this book the Series Editors’ Foreword was not
included but now it is given below.

Series Editors’ Foreword

The Advanced Textbooks in Control and Signal Processing series is designed

as a vehicle for the systematic textbook presentation of both fundamental and
innovative topics in the control and signal processing disciplines. It is hoped that
prospective authors will welcome the opportunity to publish a more rounded and
structured presentation of some of the newer emerging control and signal processing
technologies in this textbook series. However, it is useful to note that there will
always be a place in the series for contemporary presentations of foundational
material in these important engineering areas.
The Editors of the series Advanced Textbooks in Control and Signal Processing,
whilst seeking new and advanced topics where a “critical mass” of material indicates
a consolidation worthy of textbook presentation, are also striving to create a
balanced series. Advanced textbooks come in a variety of guises. These include
pure theory textbooks and theory textbooks with illustrative academic examples. A
little rarer are the theory textbooks with practical applications as might be found
in a textbook with laboratory-based experiments or some industrial applications
of the theory. Then the emphasis of a textbook can be switched round so that
it is predominately applications orientated and the objective is to present the
use of theory in the sole context of an industrial or applications field. It can
be quite difficult for Series Editors to achieve these balanced aims for a series.
Looking at the Advanced Textbooks in Control and Signal Processing series,
there is a good representation from the category “advanced theory with academic

The online version of the original book can be found at E1

http://dx.doi.org/10.1007/978-1-4471-6675-7
E2

examples”. However, for this textbook Automatic Control: Techniques, Design and
Applications, we can take a slightly different viewpoint, namely, that in university
engineering education, a really good grasp of the fundamentals must be imparted to
students as the foundations on which to build the advanced studies.
For the subject of control engineering, it seems essential that all electrical,
electronic, mechanical and chemical engineers have a “fundamentals” course on
control and appreciate the importance of feedback in applications. As a con-
sequence, the Series Editors have been seeking the elusive textbook that has a
very strong component of control “fundamentals” to add to the series list. The
ideal course textbook would subsume the wealth of classical control knowledge
into a seamless whole with state-space and nonlinear systems, a text that would
continually reinforce that the mathematical model of a process is simply that a
“model” representation and not the system per se. If the author can make recourse to
their own experience with a range of real-world applications to illustrate the theory
in a non-trivial way, then the “fundamentals” course textbook will be valued by
graduates in the years after within their own professional practice as an engineer.
Professor Stephen Dodds (University of East London, UK) has had an interesting
career in control engineering with in-depth experience of and international research
in three control applications areas: satellite attitude control (with the European
Space Agency whilst employed with Marconi Space Systems), AC electrical drives
and loudspeaker active control. Added to this direct practical experience and
research leading to innovative control techniques are the many years of lecturing
and the teaching of control that Professor Dodds gave at undergraduate and masters
level.
Professor Dodds has distilled this practical work with real-world applications and
used his academic lecturing and teaching experience to produce this comprehensive
course textbook that is noteworthy for its distinctive presentation of the “funda-
mentals” of control engineering. The text gives a careful explanation of concepts
and always points up the practical relevance of the ideas under discussion. Where
mathematical proof or justification is needed, much care is devoted to the clarity of
the exposition. The exhaustive coverage given in the textbook will also ensure that
the student has a control textbook that will serve as a substantial reference book
for future years, whether following a career in applications or in a research field.
Finally, Professor Dodds makes recourse to his industrial and commercial work to
provide illustrative examples that seriously reflect the control applications of the real
world. Downloadable web-based materials are available to supplement the material
of this course textbook.
In conclusion the Editors of the Advanced Textbooks in Control and Signal
Processing series are pleased to welcome Professor Dodds’ textbook into the series,
contributing as it does to the Editors’ aim of having a good “control fundamentals”
textbook in the series.

Industrial Control Centre, M.J. Grimble

Glasgow, Scotland, UK M.A. Johnson
July 2012
Tables

Laplace Transforms and z-Transfer Functions

Table 1 Laplace Transforms

Z1
f (t) for t  0 L ff .t /g D f .t / est dt D F .s/
0

Unit impulse function, 1

1
ı.t /  lim Œh.t /  h .t  t /
t!0 t

0 for t < 0 1
Unit step function, h.t / D
1 for t  0 s
1
Ramp function, t. h(t)
s2
1 1
t n1 h.t /
.n  1/Š sn
t 1 1
eat or 1 e T or
T s Ca 1 C sT

1 t 1 1
.1  eat / or 1  e T or
a s .s C a/ s .1 C sT /
1 at
1
e  ebt
ba .s C a/ .s C b/
 n
1 1
t n1 eat
.n  1/Š sCa
0 t t 1
1   1
@e T1  e T2 A
T1  T2 .1 C sT1 / .1 C sT2 /

(continued)

© Springer-Verlag London 2015 847

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7
848 Tables

Table 1 (continued)
t t
T1  T2  1
1 e T1  e T2 s .1 C sT1 / .1 C sT2 /
T1  T2 T2  T1
t 1
1 t n1 
e T .1 C sT /n
.n  1/Š T n

 t
t   1
1 1C e T s.1 C sT /2
T

X
n1  k t
1 1  1
1 e T
kŠ T s.1 C sT /n
kD0

!n  p  !n2
p e
!n t sin !n 1 
2 t
1
2 s 2 C 2
!n s C !n2
1  p   
1 p e
!n t sin !n 1 
2 t C  1 !n2
1 
2 s s 2 C 2
!n s C !n2
where Dcos1 .
/
!
sin(!t)
s2 C ! 2
s
cos(!t)
s2 C ! 2
 
1 !2
1  cos .!t /
s s2 C ! 2
sCa
eat cos .!t /
.s C a/2 C ! 2
!
eat sin .!t /
.s C a/2 C ! 2

Table 2 Laplace Transform Relationships

f (t) for t  0 F(s)
f .t / C g.t / F .s/ C G.s/
f .t /;  2 < F(s)
d
f .t / sF .s/  f .0/
dt
s q F .s/ s q1 f .0/
dq
f .t / df dq1 f
dt q s q2 .0/      q1 .0/
dt dt
Z t
1
g.t / D f . / d G.s/ D F .s/
0 s
f (t),  > 0 (1/). F(s/)
(continued)
Tables 849

Table 2 (continued)
eat f .t / F .s C a/
dq
tq f (t) .1/q F .s/
ds q
8
< 0 0t <
g.t / D ;  >0 G.s/ D es F .s/
: f .t   / t 

The first column of Table 3 shows the plant Laplace transfer function. The second
column shows the z-transfer function of the same plant viewed through a sampling
process with a sampling period of h seconds, but without a first order hold and
therefore referred to as the pulse transfer function. This is the z-transfer function
commonly presented in tables but cannot be used directly for control system design.
The third column, however, shows the corresponding z-transfer function including
the first order hold that is implicitly included in the sampling process of a digital
processor. This can therefore be used directly in a control system design.

Table 3 Plant Models: Laplace and z-Transfer Functions

Laplace Transfer
Function, G(s) Pulse Transfer Function, P(z) z-Transfer Function, Q(z)
1 z h
s z1 z1
1 hz h2 .z C 1/
s2 .z  1/ 2
2 .z  1/2

1 h2 z .z C 1/ h3 z2 C 4z C 1
s3 2 .z  1/3 6 .z  1/3
a az 1  eah
s Ca z  eah z  eah

a z 1  eah h 1  eah

s .s C a/ .z  1/ .z  eah / z1 a .z  eah /

1 z1
ah bh

1C
1 z e e ab ab
 
.s C a/ .s C b/ .b  a/ .z  eah / .z  ebh / b a

z  eah z  ebh
   bh

s z b a 1 1e 1  eah
 
.s C a/ .s C b/ b  a z  ebh z  eah b  a z  ebh z  eah
 
z 1 1 1 abh b 2
1  eah
C C 
1 ab z  1 ab a b z1
2 2 a  b z  eah
  
s .s C a/ .s C b/ b a a2 1  ebh
  
z  eah z  ebh a  b z  ebh
850 Tables

Characteristic Polynomial Coefficients of the Settling

Time Formulae

Consider any control system (or subsystem such as an observer) whose dynamic
behaviour is determined by a characteristic polynomial,

s n C dn1 s n1 C    C d1 s C d0 ; (1)

where the constant coefficients, di , i D 0; 1; : : : ; n  1, may be chosen freely.

This section presents tables for these coefficients that can be used in software for
setting up control systems prior to loop closure, thereby relieving the control system
designer of time-consuming derivations on paper. This is based on the settling time
formulae of Chap. 4. If the settling times according to the 5 % and 2 % criteria are
denoted, respectively, by Ts5 % and Ts2 % , then (1) may be written as

.s C ˛/n (2)

where

˛ D 1:5 .1 C n/ =Ts5% or ˛ D 1:6 .1:5 C n/ =Ts2% : (3)

Table 4 gives the coefficients corresponding to (2) and (3) for orders between and
including n D 1 and n D 8. The reader may easily generate further rows of the
table for higher orders with the aid of the binomial expansion.
If more robustness is needed, the control loop stiffness can be increased
[Chap. 10], by making one of the closed loop poles sufficiently large for it to be
dominated by the remaining poles so that (2) and (3) are replaced, respectively, by

.s C ˛/n1 s C rpp ˛ (4)

Table 4 Coefficients of r 1 2 3 4 5 6 7 8
closed loop differential
equation based on settling d0 ˛ ˛2 ˛3 ˛4 ˛5 ˛6 ˛7 ˛8
2 3 4 5 6
time formulae d1 – 2˛ 3˛ 4˛ 5˛ 6˛ 7˛ 8˛ 7
2 3 4 5
d2 – – 3˛ 6˛ 10˛ 15˛ 21˛ 28˛ 6
2 3 4
d3 – – – 4˛ 10˛ 20˛ 35˛ 56˛ 5
2 3
d4 – – – – 5˛ 15˛ 35˛ 70˛ 4
d5 – – – – – 6˛ 21˛ 2 56˛ 3
d6 – – – – – – 7˛ 28˛ 2
d7 – – – – – – – 8˛
Tables 851

where
1:5n 1:6 .0:5 C n/
˛D or ˛ D ; (5)
Ts5% Ts2%
and where rpp  rpp min . Here, rpp is the pole-to-pole dominance ratio [Chap. 1] and
rpp min is the minimum value such that the pole at s D rpp ˛ has a negligible effect
on the closed loop dynamics, which is virtually the same as that of a system (or
subsystem) with characteristic polynomial,

.s C ˛/n1 : (6)

Hence (5) is (3) with n replaced by n  1. Table 5 gives the coefficients of (4) for
orders between and including n D 2 and n D 9, so that the corresponding range of
dynamic responses is almost the same as that for Table 4, provided rpp  rpp min .

Table 5 Coefficients of closed loop differential equation based on robust pole placement
r 2 3 4 5
2 3 4
d0 rpp ˛ rpp ˛ rpp ˛ rpp ˛ 5

d1 1 C rpp ˛ 1 C 2rpp ˛ 2 1 C 3rpp ˛ 3 1 C 4rpp ˛ 4

d2 – 2 C rpp ˛ 3 1 C rpp ˛ 2 2 2 C 3rpp ˛ 3

d3 – – 3 C rpp ˛ 2 3 C 2rpp ˛ 2

d4 – – – 4 C rpp ˛
r 6 7 8 9
6 7 8
d0 rpp ˛ rpp ˛ rpp ˛ rpp ˛ 9

d1 1 C 5rpp ˛ 5 1 C 6rpp ˛ 6 1 C 7rpp ˛ 7 1 C 8rpp ˛ 8

d2 5 1 C 2rpp ˛ 4 3 2 C 5rpp ˛ 5 7 1 C 3rpp ˛ 6 4 2 C 7rpp ˛ 7

3

d3 10 1 C rpp ˛ 5 3 C 4rpp ˛ 4 7 3 C 5rpp ˛ 5 28 1 C 2rpp ˛ 6

d4 5 2 C rpp ˛ 2 5 4 C 3rpp ˛ 3 35 1 C rpp ˛ 4 14 4 C 5rpp ˛ 5

d5 5 C rpp ˛ 3 5 C 2rpp ˛ 2 7 5 C 3rpp ˛ 3 14 5 C 4rpp ˛ 4

d6 – 6 C rpp ˛ 7 3 C rpp ˛ 2 28 2 C rpp ˛ 3

d7 – – 7 C rpp ˛ 4 7 C 2rpp ˛ 2

d8 – – – 8 C rpp ˛
Appendices

A2 Appendix to Chap. 2

A2.1 Kinematics of Vehicle Attitude Control

A2.1.1 The Direction Cosine Matrix

The direction cosine matrix is fundamental to three degree of freedom rotational

kinematics since it entirely defines the attitude of a rigid body with respect to a
reference frame and is common to the two attitude  representations
  to be derived.

Figure A2.1 shows two sets of unit vectors, b ir ;b
jr ; b ib ;b
kr and b jb ; b
kb directed,
respectively, along the mutually orthogonal axes of the reference frame, (xr , yr , zr ),
and the body fixed frame, (xb , yb , zb ). Then the orientation of the frame, (xb , yb , zb ),
with respect to the frame (xr , yr , zr ) is equivalent to the orientation of b ib ;b
jb ; b
kb
 
with respect to b ir ;b
jr ; b
kr . Then îb may be expressed as a weighted sum of the unit
vectors of the reference frame, the weightings being the direction cosines of îr with
respect to the body-fixed frame, which will be denoted by cxx , cxy and cxz . Then

b
ib D cxxb
ir C cxyb
jr C cxzb
kr : (A2.1)

Fig. A2.1 Unit vectors in zr

reference frame and body zb
fixed frame
k̂ r
k̂ b
ĵ b

xr yb
î r ĵ r
î b yr
xb

© Springer-Verlag London 2015 853

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7
854 Appendices

Similarly,

b
jb D cyxb
ir C cyyb
jr C cyzb
kr (A2.2)

and

b
kb D czxb
ir C czyb
jr C czzb
kr : (A2.3)

where
8 9 2 3
2 3 ˆ b > b b
: b :b b :b
cxx cxy cxz ˆ i
< = n
b > o 6
ib i r ib j r ib k r
7
4 cyx cyy cyz 5 D b jb b
ir b kr  6
jr b 4 jb :b
b jb :b
ir b jb :b
jr b kr 7
5 (A2.4)
ˆ >
czx czy czz :̂ b >; b b b b b b
kb kb :ir kb :jr kb :kr

Here the sets of unit vectors are assembled to form 31 matrices. In this notation [1],
matrices whose elements are vectors are identified by means of the special brackets,
the standard brackets being reserved for matrices whose elements are scalars.
The usual rules of matrix addition, subtraction and multiplication are valid, but
with the dot or cross product operator placed between the matrices, such as in
(A2.4). If no operator is shown, scalar multiplication is implied. Thus (A2.1), (A2.2)
and (A2.3) may be written as the matrix–vector equation,
8 9 8 9
ˆ b
ib > 2 3 ˆbi >
ˆ
< = > cxx cxy cxz ˆ < r>=
jb D 4 cyx cyy cyz 5 b
b jr ; (A2.5)
ˆ > ˆ >
:̂ b >; czx czy czz :̂ b >
;
kb kr

which may be written compactly as

fIgb D CfIgr : (A2.6)

Similarly,
8 9 8 9
ˆ b
ir > 2 3ˆbi >
ˆ
< = > c c c
xx yx zx < b>
ˆ =
jr D 4 cxy cyy czy 5 b
b jb ; (A2.7)
ˆ > ˆ >
:̂ b >; cxz cyz czz :̂ b >
;
kr kb

which may be written as

flgr D CT flgb : (A2.8)

This, incidentally, proves that the matrix, C, is orthogonal, meaning C1 D CT .

C is the direction cosine matrix and since it completely defines the orientation of
Appendices 855

the body with respect to the reference frame it is sometimes called the attitude matrix
or the rotation matrix. It directly provides an attitude representation for which nine
KDEs may be written whose solutions obey six constraint equations because the
body orientation has only three degrees of freedom. With limited space, however,
only the fairly widely used quaternion based KDEs are derived, preceded by the
direction cosine based KDEs, that are needed as part of this derivation.
An important use of the direction cosine matrix is the determination of the
components of any vector, v, in the reference frame, given its components in the
body-fixed frame, and vice versa. This will also be needed for the translational three
degree of freedom dynamic and kinematic models. So

v D vxrb
ir C vyrb
jr C vzrb
kr D vxbb
ib C vybb
jb C vzbb
kb ; (A2.9)

which may be written as

 
vxb vyb vzb fIgb D vxr vyr vzr fIgr or vTb fIgb D vTr fIgr : (A2.10)

Then substituting for fIgr in (A2.10) using (A2.8) yields

vTb fIgb D vTr fIgr ) vTb fIgb D vTr CT flgb )

(A2.11)
vb D Cvr :

It follows that

v r D CT v b : (A2.12)

A2.1.2 The Direction Cosine Matrix Based Kinematic Differential

Equations

Let the rigid body be rotating with an instantaneous angular velocity vector of b̈,
relative to the reference frame (x0 , y0 , z0 ), as shown in Fig. A2.2. In (A2.8), fIgr
represents the set of mutually orthogonal unit vectors that are fixed with respect to
the (xr , yr , zr ) frame. Although the mutually orthogonal unit vectors represented by

Fig. A2.2 Representation of zr

rigid body in rotational zb
ŵ
motion
k̂ r
k̂ b
ĵb
xr yb
î r ĵr
î b yr
xb
856 Appendices

fIgb are fixed with respect to the (xb , yb , zb ) frame, they rotate at angular velocity,
b̈, w.r.t. the (xr , yr , zr ) frame. The right hand side of (A2.8), however, expresses
these unit vectors as linear weighted sums of the unit vectors in the (xr , yr , zr ) frame.
With respect to this frame fIgb is time varying due to the rotation of the body. The
direction cosine matrix, of course, is also time-varying. Differentiating both sides of
(A2.6) then yields

d P r:
flg D Cflg (A2.13)
dt b
Since the changes of the body fixed unit vectors in the (xr , yr , zr ) frame are only
due to their rotation at the angular velocity, b̈, their individual rates of change are
db b dbjb b db b
dt D b̈ ^ ib , dt D b̈ ^ jb and dt D b̈ ^ kb , which can be written collectively as
ib kb

d
flg D ¨ ^ flgb : (A2.14)
dt b

Equating the right hand sides of (A2.13) and (A2.14) then yields

P r D b̈ ^ flgb :
Cflg (A2.15)

Expanding the RHS then gives

8 9 8 9 8 9
ˆ b
i > ˆ !bj  !yb kb > 2 3 b
h iˆ
< b> = ˆ
< zb >
= 0 !z !y ˆ
< b>
ˆ i >
=
!xb
ib C !yb
jb C !zb
kb ^ b jb D !xb ib D 4  !z 0 !x 5 b
kb  !zb jb :
ˆ > ˆ > ˆ >
:̂ b >; :̂ b >
; !y !x 0 :̂ b >;
kb !y ib  !xb
jb kb
(A2.16)
2 3
0 !z !y
Let 3 D 4  !z 0 !x 5. Then (A2.15) can be written as
!y !x 0

P r D 3 flgb
Cflg (A2.17)

and in view of (A2.6), this yields the direction cosine based KDE, as follows.

P r D 3 Cflgr ) C
Cflg P D 3 C (A2.18)

which, in expanded form, is

2 3 2 3 2 3
cPxx cPxy cPxz 0 !z !y cxx cxy cxz
4 cPyx cPyy cPyz 5 D 4  !z 0 !x 5 4 cyx cyy cyz 5 : (A2.19)
cPzx cPzy cPzz !y !x 0 czx czy czz
Appendices 857

A2.1.3 Introduction to the Quaternion

First, the quaternion due to the mathematician, Hamilton, may be regarded as a

generalisation of the complex number that has three, rather than just one imaginary
part. Thus

q D q0 C q1 i C q2 j C q3 k; (A2.20)

where the three basis elements, i, j and k, satisfy an equation that was considered
so important by Hamilton that he carved it on a canal bridge in Ireland for safe
keeping! It is as follows.

i 2 D j 2 D k 2 D ij k D 1: (A2.21)

It is important to note that the multiplication is non-commutative. This can be

demonstrated as follows. From (A2.21),

ij k 2 D k ) ij D k ) ij D k (A2.22)

i 2 j k D i ) j k D i ) j k D i (A2.23)

From (A2.22)

ij 2 D kj ) kj D i (A2.24)

Comparing (A2.23) and (A2.24) shows that j k D kj . Similar manipulations lead
to the following complete set of relationships.

ij D j i D kI j k D kj D i I ki D ki D j: (A2.25)

Remarkably, these products are similar to the cross products of mutually orthogonal
unit vectors but the three self products on the LHS of (A2.21) are different from the
zero self cross products of the unit vectors.

A2.1.4 A Complex Number Based Single Degree of Freedom Analogy

To understand the nature of the singularity free quaternion based attitude represen-
tation, an equivalent attitude representation for single degree of freedom rotations
will be described, using a complex number based representation, obtained by setting
q2 D q3 D 0. This yields the complex number

q D q0 C q1i : (A2.26)
858 Appendices

Fig. A2.3 Complex number Im

representation for a single i
degree of freedom rotation p
q1i

q 2
−1 0 q0 +1 Re

−i

This complex number will be used to define the attitude of a rigid body rotating
about a single axis with angular velocity, !. The relationship between the attitude
angle, , and the real and imaginary parts, q0 and q1 , is defined in the Argand
diagram of Fig. A2.3. Constraining the point, p, to lie on a circle of fixed radius
reduces the number of degrees of freedom of the pair, (q0 , q1 ), from 2 to 1. Choosing
the unit circle simplifies the attitude representation. The argument of the complex
number is /2 rather than  to comply with the quaternion representation for three
rotational degrees of freedom presented below.
The KDE in terms of  is simply

P D ! (A2.27)

The corresponding KDEs in terms of the new attitude coordinates, q0 and q1 , are
obtained as follows. From Fig. A2.3,
 
1
q0 D cos  (A2.28)
2
 
1
q1 D sin  (A2.29)
2

Differentiating (A2.28) and (A2.29) then yields

  
1 1
qP0 D  sin   P (A2.30)
2 2
  
1 1
qP1 D cos   P (A2.31)
2 2

P cos 1  and sin 1  in (A2.30) and (A2.31) using, respectively,

Substituting for , 2 2
(A2.27), (A2.28) and (A2.29) yields

1
qP0 D  !q1 (A2.32)
2
Appendices 859

1
qP1 D !q0 (A2.33)
2
Although there are two KDEs, they only represent one degree of freedom of motion
since the solution is automatically constrained to the unit circle, with appropriate
initial conditions. This may be shown by dividing (A2.33) by (A2.32) and solving
the resulting differential equation by the method of separation of variables. Thus
Z Z
qP1 dq1 q0 1 1
D D  ) q1 dq1 D  q0 dq0 ) q12 D  q02 C A; (A2.34)
qP0 dq0 q1 2 2
where A is an arbitrary constant. This can be determined by taking the initial
conditions at  D 0 for which .q0 ; q1 / D .1; 0/. Substituting in (A2.34) then yields
A D 1=2. The solution is therefore

q12 C q02 D 1; (A2.35)

which is the equation of the unit circle.

In the matrix–vector form, (A2.32) and (A2.33) may be written as
" # " # " #
qP 0 1 0 ! q0
D : (A2.36)
qP 1 2 ! 0 q1

There is no advantage of (A2.36) over (A2.27) for a single rotational degree of

freedom. This is only intended to provide insight into the quaternion-based attitude
representation for three rotational degrees of freedom, which yields a KDE of
similar form to (A2.36) with no singularities, but with an angular velocity matrix
of dimension, 4  4.
Mathematically, a circle may be regarded as a sphere of two dimensions
whose surface has just one dimension. So the complex number based attitude
representation for a single rotational degree of freedom represents the attitude by
a point on the one dimensional surface of a two dimensional sphere of unit radius
defined by (A2.35). By analogy, the quaternion-based attitude representation for
three rotational degrees of freedom represents the attitude by a point on the three
dimensional surface of a four dimensional sphere of unit radius defined by

q02 C q12 C q22 C q32 D 1: (A2.37)

The derivation of the KDEs requires the preliminaries presented below.

A2.1.5 Euler’s Rotation Theorem

Euler’s rotation theorem states that a rigid body may be moved to an arbitrary
orientation by a simple rotation about an axis, referred to as the Euler axis, fixed
in the body and in the reference frame. The angle of rotation about the Euler axis
860 Appendices

Fig. A2.4 Principal axis Euler Axis yb

rotation illustrating Euler’s
ê ĵ b yr
rotation theorem zr
ey b
b
zb ez ĵ r
k̂ b

ex
î r b î b
xr xb

is referred to as the principal angle (or the Euler angle), ˇ, and the direction of the
Euler axis is that of the principal unit vector, ê, as shown in Fig. A2.4.

A2.1.6 Rotation of a Vector About a Fixed Axis

Consider an arbitrary vector fixed in the body, which is about to be rotated about
the Euler axis, as described in the previous section. Let this vector be brr before the
rotation and b rb after the rotation (viewed in the frame of reference of the initial
orientation) as illustrated in Fig. A2.5.
An equation will now be derived that expresses b rb in terms brr , the principal
unit vector, ê, and the rotation angle, ˇ. brr will be expressed as a weighted sum
of the three mutually orthogonal unit vectors, ê, îr and ĵr , fixed in the body in its
initial orientation. These vectors rotate with the body through the angle, ˇ, about
ê and when viewed in the frame of reference of the initial orientation become ê
(unaltered), îb and ĵb . From Fig. A2.5,

b e C r sin . /b
rr D r cos . /b ir (A2.38)

b e C r sin . /b
rb D r cos . /b ib (A2.39)

ib D cos .ˇ/b
b ir C sin .ˇ/b
jr (A2.40)

Fig. A2.5 Rotation of an ê

arbitrary body-fixed vector
during an Euler axis rotation ĵ b b
ĵ r

î b b
î r r̂b
g r̂r
g
Euler Axis
Appendices 861

e ^b
The vector,b rr , has the same direction as the unit vector, ĵr , and therefore

be ^b
rr 1

b
jr D ˇ ˇD be ^b
rr : (A2.41)
ˇ ˇ r sin . /
ˇbe^r ˇ
r

Also,b
ir D b
jr ^b
e. Then substituting for ĵr using (A2.41) yields

be ^b
rr 1

b
ir D ˇ ˇD b
e ^b
rr ^b
e: (A2.42)
ˇ ˇ r sin . /
ˇbe^ r ˇ
r

Applying the vector triple product identity, b v3 D b

v2 ^b
v1 ^b v1 b
v3 :b v2  b
v3 :b
v2 v1 ,
then yields

1

 1

b
ir D b
e:b rr  b
e b rr b
e:b e D brr  b rr b
e:b e (A2.43)
r sin . / r sin . /

The required relationship is then obtained by first substituting for îb in (A2.39) using
(A2.40), then substituting for ĵr using (A2.41) and finally substituting for îr using
(A2.43). Hence
n o
b e C r sin . / cos .ˇ/b
rb D r cos . /b ir C sin .ˇ/b jr

1

D r cos . /b
e C r sin . / cos .ˇ/ brr  b rr b
e:b e
r sin . /

1
(A2.44)
C sin .ˇ/ be ^b rr
r sin . /
˚


e C cos .ˇ/ b
D r cos . /b rr  b rr b
e:b e C sin .ˇ/ b e ^b rr

˚


D b rr b
e:b e C cos .ˇ/ b rr  b rr b
e:b e C sin .ˇ/ b e ^b rr ;

ej D 1,b
Noting that since jb rr D r cos . /. Then (A2.44) simplifies to
e:b

b
rb D Œ1  cos .ˇ/ b rr b
e:b rr C sin .ˇ/ b
e C cos .ˇ/b e ^b
rr : (A2.45)

A2.1.7 The Quaternion-Based Kinematic Differential Equations

The first step

 in the derivation is to observe that the unit vector pairs,
(îr , îb ), (ĵr , ĵb )
and b kr ; b
kb in Fig. A2.4 are particular cases of the vector pair, b
rr ;b
rb , of Fig. A2.5
and therefore (A2.45) applies to each of these as follows.
862 Appendices

   
b
ib D 1  cˇ b e:bir be C cˇb e ^b
ir C sˇ b ir

   
bj b D 1  cˇ b e:b
jr b e C cˇb
jr C sˇ be ^bjr (A2.46)

   
b
kb D 1  cˇ b e:bkr b e C cˇb
kr C sˇ b e ^bkr

where cˇ D cos .ˇ/ and sˇ D sin .ˇ/. The direction cosines, ex , ey and ez ,
introduced in Sect. A2.1.5 are the components of ê along, respectively, the axes,
xr , yr and zr (and also along the axes, xb , yb and zb ). Then

e D exb
b ib C eyb
jb C ezb
kb (A2.47)

Substituting for ê in (A2.46) using (A2.47) and noting that be:b e:b
ir D ex , b jr D ey ,
e:b
b e ^b
kr D ez ,b ir D ezb
jr  eyb e ^b
kr ,b jr D exb
kr  ezb e ^b
ir and b kr D eyb
ir  exbjr , yields

   
b
ib D 1  cˇ ex exb
ir C eyb
jr C ezb
kr C cˇb
ir C sˇ ezb
jr  eyb
kr

   
jb D 1  cˇ ey exb
b ir C eyb
jr C ezb
kr C cˇb
jr C sˇ exbkr  ezb
ir (A2.48)

   
kb D 1  cˇ ez exb
b ir C eyb
jr C ezb
kr C cˇb
kr C sˇ eybir  exb
jr

Grouping the coefficients of îr , ĵr and b

kr




b
ib D 1  cˇ ex2 C cˇ bir C 1  cˇ ex ey C sˇ ez bjr C 1  cˇ ex ez  sˇ ey bkr

 h
i

b
jb D 1  cˇ ey ex  sˇ ez b ir C 1  cˇ ey2 C cˇ bjr C 1  cˇ ey ez C sˇ ex bkr




b
kb D 1  cˇ ez ex  sˇ ez bir C 1  cˇ ez ey  sˇ ex bjr C 1  cˇ ez2 C cˇ bkr
(A2.49)

In matrix form, this may be written

2 3 2



3 2 3
b
ib 1  cˇ ex2 C cˇ 1  cˇ ex ey C sˇ ez 1  cˇ ex ez  sˇ ey b
ir
6 7 6


7 6 7
6b 7 6 1  cˇ ey2 C cˇ 1  cˇ ey ez C sˇ ex 7 6b 7
4 jb 5 D 4 1  cˇ ey ex  sˇ ez 5 4 jr 5 :



2
bkb 1  cˇ ez ex  sˇ ez 1  cˇ ez ey  sˇ ex 1  cˇ ez C cˇ bkr
(A2.50)

It then follows by comparison with (A2.5) that the matrix on the RHS of (A2.50) is
the direction cosine matrix, C. It is defined in terms of the four attitude parameters
of Fig. A2.4. As stated at the end of Sect. A2.1.5, the quaternion parameters are
obtained from a nonlinear transformation of these attitude parameters and this is
defined as follows.
Appendices 863

q0 D cos .ˇ=2/
q1 D ex sin .ˇ=2/
(A2.51)
q2 D ey sin .ˇ=2/
q3 D ez sin .ˇ=2/

Next, C will be expressed in terms of these parameters. First note that

sin .ˇ/ D 2 sin .ˇ=2/ cos .ˇ=2/ (A2.52)

and

cos .ˇ/ D cos2 .ˇ=2/  sin2 .ˇ=2/ D 2cos2 .ˇ=2/  1: (A2.53)

Then from (A2.51)

2 2 2
cos .ˇ/ D 2q02  1 and sin .ˇ/ D q1 q0 D q2 q0 D q3 q0 (A2.54)
ex ey ez

Then squaring and adding equations (A2.51) yields another important relationship.
 
q02 C q12 C q22 C q32 D cos2 .ˇ=2/ C ex2 C ey2 C ex2 sin2 .ˇ=2/ (A2.55)

Since ex2 C ey2 C ez2 D 1 and cos2 .ˇ=2/ C sin2 .ˇ=2/ D 1, then

q02 C q12 C q22 C q32 D 1: (A2.56)

This the constraint equation (A2.37) already introduced in Sect. A2.1.4 that leaves
three degrees of freedom for the attitude representation. From (A2.51),
 
q12 C q22 C q32 D ex2 C ey2 C ex2 sin2 .ˇ=2/ D sin2 .ˇ=2/ (A2.57)

and
q1 q2 q3
ex D ; ey D and ez D : (A2.58)
sin .ˇ=2/ sin .ˇ=2/ sin .ˇ=2/

Hence
q1 q2 q3
ex D q ; ey D q and ez D q :
q12 C q22 C q32 q12 C q22 C q32 q12 C q22 C q32
(A2.59)
864 Appendices

The direction cosine matrix, C, will now be obtained in terms of the quaternion
parameters by substituting for cos(ˇ) in the elements of (A2.50) using (A2.51),
for sin(ˇ) using choices of (A2.54) that cancel ex , ey , ez and using (A2.56) and
(A2.59) where appropriate. After substitution using (A2.59), all the elements of
1cˇ
C in (A2.50) will contain the factor, q 2 Cq 2 Cq 2 which, through (A2.54), becomes
1 2 3
2.1q02 /
q12 Cq22 Cq32
but a considerable simplification comes from (A2.56), since this gives
2.1q02 /
1  q02 D q12 C q22 C q32 and hence q12 Cq22 Cq32
D 2. Hence

2 3
2q12 C 2q02  1 2q1 q2 C 2q3 q0 2q1 q3  2q2 q0
6 7
CD6
4 2q2 q1  2q3 q0 2q22 C 2q02  1 2q2 q3 C 2q1 q0 7
5: (A2.60)
2q3 q1 C 2q2 q0 2q3 q2  2q1 q0 2q32 C 2q02 1

The three diagonal component equations will now be used together with (A2.56) to
obtain equations for q0 , q1 , q2 and q3 , in terms of cij , i D x; y; z, j D x; y; z,
in preparation for the differentiations that will lead to the required kinematic
differential equations. Adding the leading diagonal terms and then using (A2.56)
yields

cxx C cyy C czz D 2 q12 C q22 C q32 C 6q02  3 D 2 1  q02 C 6q02  3 D 4q02  1 )
1

q02 D cxx C cyy C czz C 1 : (A2.61)

4
The first diagonal component equation yields

q12 D 2q02 C cxx C 1 : (A2.62)

2

Substituting for q20 using (A2.61) then yields:

   
1 1
1 1
1
q12 D  cxx C cyy C czz C 1 C cxx C 1 D cxx  cyy  czz C )
2 2 2 2 2
1

q12 D cxx  cyy  czz C 1 : (A2.63)

4
Similarly, the second diagonal component equation yields
   
1 1
1 1
1
q22 D  cxx C cyy C czz C 1 C cyy C 1 D cxx C cyy  czz C )
2 2 2 2 2
1

q22 D cxx C cyy  czz C 1 ; (A2.64)

4
Appendices 865

and the third diagonal component equation yields

   
1 1
1 1
1
q32 D  cxx C cyy C czz C 1 C czz C 1 D cxx  cyy C czz C )
2 2 2 2 2
1

q32 D cxx  cyy C czz C 1 : (A2.65)

4
Differentiating (A2.61), (A2.63), (A2.64) through (A2.65) will yield terms in ċii ,
i D x; y; z, but these may be expressed in terms of cii , ! x , ! y and ! z using (A2.19).
Thus
1
1

2q0 qP0 D cPxx C cPyy C cPzz D !z cyx  !y czx C !z cxy C !x czy
4
 4
C !y cxz  !x cyz )
1


2q0 qP0 D !x czy  cyz C !y .cxz  czx / C !z cyx  cxy ; (A2.66)
4
1
1

2q1 qP1 D cPxx  cPyy  cPzz D !z cyx  !y czx  !z cxy C !x czy
4
 4
 !y cxz  !x cyz )
1


2q1 qP1 D!x cyz  czy  !y .cxz C czx / C !z cyx C cxy ; (A2.67)
4
1
1

2q2 qP 2 D cPxx C cPyy  cPzz D  !z cyx  !y czx C !z cxy C !x czy

4
 4
 !y cxz  !x cyz )
1


2q2 qP 2 D !x cyz C czy C !y .czx  cxz /  !z cyx C cxy ; (A2.68)
4
1
1

2q3 qP3 D cPxx  cPyy C cPzz D  !z cyx  !y czx  !z cxy C !x czy
4
 4
C !y cxz  !x cyz )
1


2q3 qP3 D !x cyz C czy C !y .czx C cxz / C !z cxy  cyx : (A2.69)
4

Finally substituting for cij , i D x; y; z, j D x; y; z, using (A2.19) yields

8 9
ˆ
ˆ !x Œ.2q3 q2  2q1 q0 /  .2q2 q3 C 2q1 q0 / > >
1< =
2q0 qP0 D C !y Œ.2q1 q3  2q2 q0 /  .2q3 q1 C 2q2 q0 /
4ˆ >
>
:̂ ;
C !z Œ.2q2 q1  2q3 q0 /  .2q1 q2 C 2q3 q0 /
1 
D !x .4q1 q0 / C !y .4q2 q0 / C !z .4q3 q0 / )
4
1

qP0 D  !x q1 C !y q2 C !z q3 : (A2.70)
2
866 Appendices

8 9
ˆ
ˆ !x Œ.2q3 q2 C 2q1 q0 /  .2q2 q3  2q1 q0 / > >
1< =
2q1 qP1 D  !y Œ.2q1 q3  2q2 q0 / C .2q3 q1 C 2q2 q0 /
4ˆ >
:̂ C ! Œ.2q q  2q q / C .2q q C 2q q / > ;
z 2 1 3 0 1 2 3 0
1 
D !x .4q1 q0 /  !y .4q3 q1 / C !z .4q2 q1 / )
4
1

qP1 D !x q0  !y q3 C !z q2 (A2.71)
2
8 9
ˆ
ˆ !x Œ.2q3 q2 C 2q1 q0 / C .2q2 q3  2q1 q0 / > >
1< =
2q2 qP2 D C !y Œ.2q1 q3 C 2q2 q0 /  .2q3 q1  2q2 q0 /
4ˆ >
:̂  ! Œ.2q q  2q q / C .2q q C 2q q / > ;
z 2 1 3 0 1 2 3 0
1 
D !x .4q2 q3 / C !y .4q2 q0 /  !z .4q2 q1 / )
4
1

qP2 D !x q3 C !y q0  !z q1 (A2.72)
2
8 9
ˆ
ˆ !x Œ.2q3 q2 C 2q1 q0 / C .2q2 q3  2q1 q0 / > >
1< =
2q3 qP 3 D C !y Œ.2q1 q3 C 2q2 q0 / C .2q3 q1  2q2 q0 /
4ˆ >
>
:̂ ;
C !z Œ.2q1 q2 C 2q3 q0 /  .2q2 q1  2q3 q0 /
1 
D !x .4q3 q2 / C !y .4q3 q1 / C !z .4q3 q0 / )
4
1

qP 3 D !x q2 C !y q1 C !z q0 : (A2.73)
2
Equations (A2.70) through (A2.73) are the required kinematic differential equa-
tions, which may be written as a single equation in the matrix form, as follows.
2 3 2 3 2 3
qP 0 0 !x !y !z q0
6 qP 1 7 1 6 !x 0 !z !y 7 6 q1 7
6 7D 6 7 6 7: (A2.74)
4 qP 2 5 2 4 !y !z 0 !x 5 4 q2 5
qP 3 !z !y !x 0 q3

Such kinematic differential equations would be applied by numerical integration on

the control computer, as the variables, qi (t), i D 0; 1; 2; 4, are not measureable. It
would, however, be considered part of the controlled plant in a control system. An
example using this is given in Chap. 7.
Appendices 867

A2.2 Plant Model Determination from Frequency Response

A2.2.1 Relatively Close Real Poles and Zeros

If, as is often the case, two adjacent corner frequencies are separated by less than an
order of magnitude, then for reasons given at the end of Sect. 2.3.3.5 in Chap. 2, the
graph of the piecewise linear function, L bdB1 .!/, has to be found by an alternative
method to the straightforward tangent fitting method of Sect. 2.2.3.6. in Chap. 2.
Two different methods are developed below, one applying if both corner frequencies
are associated with poles or zeros and the other if one corner frequency is associated
with a pole and the other with a zero. Features of the graph of MdB (!) may be
detected that enable an appropriate choice of method to be made.
First consider the combination of two terms isolated from (2.201) in Chap. 2, one
contributed by a pole and the other by a zero, as follows.
   
!2 !2
MdB1 .!/ D 10log10 1 C 2  10log10 1 C 2 (A2.75)
1 !1

Consider the graph of MdB1 (!) and the graph of the piecewise linear approximating
function, LdB1 (!). In the direction of increasing !, the first segment of LdB1 (!) has
zero slope. If !1 < 1 , then the first change of slope of LdB1 (!) is due to the pole
and will be 20 ŒdB=decade , occurring at ! D !1 and the second change of slope
is due to the zero and will be C20 ŒdB=decade , occurring at ! D 1 . The result is
that the net change of slope of LdB1 (!) is zero. The third linear segment has the same
slope as the first but is translated downwards by 20 Œlog10 .1 /  log10 .!1 / ŒdB .
Conversely, if 1 < !1 , the net change of slope of LdB1 (!) is again zero but the third
linear segment is translated upwards by 20 Œlog10 .!1 /  log10 .1 / ŒdB relative to
the third segment. This feature may be readily recognised in a graph of MdB (!), an
example being visible in Fig. 2.26 of Chap. 2 for 1 < ! < 105 Œrad=s . Figure A2.6a
shows families of graphs obtained for different values of  1 /! 1 , equally separated
by imposing the constraint, 1 !1 D 1. For each value of  1 /! 1 , both MdB1 (!) and
LdB1 (!) are reflected in their point of intersection, which lies on the vertical dotted
line in Fig. A2.6. For any value of  1 /! 1 satisfying 0 < 1 =!1 < 1, MdB1 (!) is not
tangential to LdB1 (!) but intersects it at a non-zero angle. As the separation between
 1 and ! 1 approaches two orders of magnitude, this angle is so small that MdB1 (!)
appears to be tangential to LdB1 (!) which can be seen in Fig. A2.6a.
This enables the simple tangent fitting method of Sect. 2.3.3.6 of Chap. 2 to be
used to determine every segment of LdB1 (!) but for closer  1 and ! 1 , the middle
segment has to be determined differently. In Fig. A2.6b, c the non-zero intersection
angle between MdB1 (!) and LdB1 (!) is clearly visible.
To determine the corner frequencies of a pole and a zero that can be arbitrarily
close to one another, using the graph of MdB1 (!), first, an attempt is made to fit
bdB1 .!/ to MdB (!) as in Sect. 2.3.3.6 of Chap. 2. Recalling that every segment of
L
bdB1 .!/ has a slope that is an integer multiple of 20 ŒdB=decade , if the ‘close’
L
868 Appendices

pole-zero pair is well separated from the remaining poles and zeros, the segment of
MdB (!) associated with them will be sandwiched between two parallel segments of
LdB (!). It will be impossible to find a segment to bridge between the parallel ones
that is nearly tangential to MdB (!). The correct bridging tangent, however, is that
with the closest admissible slope to that of MdB (!) at the midpoint between the two
parallel segments. This bridging segment is drawn to pass through the midpoint.
Then the required corner frequencies are at the intersections between the bridging
segment and the parallel segments, as illustrated in Fig. A2.6b, c. Starting with the
graph of MdB1 (!), the piecewise linear function, L bdB1 .!/, is first drawn. Then the
required values of  1 and ! 1 are the corner frequencies of L bdB1 .!/. It must be
stressed, however, that the first segment of LdB1 (!) may not have zero slope due to
the presence of the other poles and zeros. In general, the segment of MdB (!) could
be as MdB1 (!) in Fig. A2.6 (b) or (c) or with both graphs decreased in slope at every
point by an integer multiple of 20 ŒdB=decade , as illustrated in Fig. A2.7 for a
plant with the transfer function,

Y .s/ 10 .1 C s=2/
D (A2.76)
U.s/ s .1 C s/

Figure A2.7a shows the basic plot, MdB (!), sandwiched between the asymptotes, A1
and A3 , which have a slope of 20 ŒdB=decade . Then the slope of the intermediate
asymptote, A2 , is chosen as the smallest that exceeds that of MdB (!) in magnitude

a b
50 n1 w1 7
6
128
40 5 L̂dB1 (w)
64 [dB] 4
30 32 3
16 2 MdB1 (w)
20 1
8 0
10 4 -1 −2
2 10 10−1 w1 100 n1 101 102
MdB1(ω)
0
[dB] 12 c
-10 1 4 [dB] 1
18 0
-20 -1
1 16 L̂dB1 (w)
-2
-30 1 32 -3
1 64 -4
-40 MdB1 (w)
1 128 -5
-6
-50 -7
10−2 10−1 100 101 102 10 3
10−2 10−1 n1 100 w1 101 102

Fig. A2.6 Contributions of pole-zero combinations to Bode magnitude plot. (a) Variation with
corner frequency ratio. (b) v1 D 2! 1 . (c) ! 1 D 2v1
Appendices 869

a b
60 21
A′2
50
[dB] 40 A2 [dB] 20 A′1
LdB (ω ) 19
30 A3 ′ (ω )
M dB
18 P′
20 P
17
10 M dB (ω ) ′ (ω )
LdB
A1 16
0
-10 15
A′3
-20 14
-30 −2 13
10 10−1 100 101 102 0.1 1 2 10
ω1 ν 1 ω[rad/s] ω1 ν 1 ω [rad/s]

Fig. A2.7 Determination of relatively close pole and zero corner frequencies: (a) Basic plots with
skewing. (b) Unskewed plots

at the midway point, P, between the asymptotes, A1 and A3 . Then the asymptote
is placed to pass through this point. It will be apparent, however, that this will
be difficult to accomplish accurately. To overcome this practical problem, it is
recommended to process the frequency response data to yield the Bode magnitude
plot of sq G(s), where q is an integer and the slope of the asymptotes, A1 and A3 ,
is 20q ŒdB=decade . With an appropriate choice of q, this unskews the plots and
0 0 0 0
asymptotes together to yield, M dB (!), LdB (!) and asymptotes, A1 and A3 , with zero
slope without altering the corner frequencies, as shown in Fig. A2.7b.
Next the determination of the corner frequencies of two real poles (or two real
zeros) that can be arbitrarily close will be considered, assuming that the remaining
poles and zeros are sufficiently far removed to have, at most, a skewing effect
without altering the error,

bdB .!/ ;
EdB .!/ D MdB .!/  L (A2.77)

at the corner frequencies.

A segment of MdB (!) with two adjacent corner frequencies that are too close
to be determined by the simple tangent fitting method may be recognised by first
attempting this method. Then the error of (A2.77) should be observed. If all the
poles and zeros are real and distinct, then according to Sect. 2.3.3.5 of Chap. 2, the
magnitude of the error should not exceed the limits of ˙3 ŒdB if the simple tangent
fitting method is successful. If not, then error peaks will be found of at least ˙6 ŒdB ,
bdB .!/ differing in
the locations of which will be at the intersections of segments of L
slope by ˙12 ŒdB=octave rather than ˙6 ŒdB=octave . Each of these error peaks
is straddled by a pair of corner frequencies associated with two poles (or two zeros)
that are not sufficiently separated. These larger errors occur because no segment of
bdB .!/ is formed between the relatively close corner frequencies. Instead a vertex
L
of LbdB .!/ occurs at a frequency equal to their geometric mean, i.e., the midway
point between the corner frequencies on the logarithmic scale. Let the frequency
870 Appendices

at which the ith ‘large’ error peak occurs be denoted qpi and the straddling corner
frequencies be qi and qi C1 with qi C1 > qi (q D ! for zeros and q D  for poles).
Then
r
p qpi qi C1 qi C1 qpi
qpi D qi C1 qi ) D D ri D ) qi D and qi C1 D qpi ri )
qi qpi qi ri

log10 .qi C1 / D log10 qpi C log10 .ri / (A2.78)

log10 .qi / D log10 qpi  log10 .ri / (A2.79)

Once qpi is read from the plot, all that is needed is to determine ri . Then the corner
frequencies will be known from (A2.78) and (A2.79). The quantity, log10 (ri ), is
a fixed difference on the logarithmic frequency scale of the Bode magnitude plot
that can be used to directly read off the corner frequencies, qi and qi C1 , now qpi is
known. The frequency ratio, ri , can be found from the value of the error peak, as the
following analysis will show.
Consider first the isolated contribution of a single pole or zero defined by (2.211)
of Chap. 2 with the concatenated asymptote function (2.214) of Chap. 2 and depicted
in Fig. 2.24 of Chap. 2. The corresponding error function is then

EdBi .!/ D MdBi .!/  Ai .!/ : (A2.80)

Before proceeding further, it will be proven that EdBi (!) is a symmetrical function
reflected in the vertical line, ! D qi , when ! is on a logarithmic scale. Using, in
Chap. 2, (2.211), (2.214), (2.212) and (2.213) yields


10Qlog10 1 C ! 2 =qi2
 0; 0 < ! < qi

EdBi .!/ D
10Qlog10 1 C ! 2 =qi2  10Qlog10 ! 2 =qi2 ; !  qi


10Qlog10 1 C ! 2 =qi2 ; 0 < ! < qi

D
: (A2.81)
10Qlog10 1 C qi2 =! 2 ; !  qi

Let ! D qi for 0 < ! < qi and ! D qi = for !  qi , where 0 <  < 1. Then
(A2.81) yields

EdBi .qi / D 10Qlog10 1 C 2 ; 0 < ! < qi (A2.82)

and

EdBi .qi =/ D 10Qlog10 1 C 2 ; !  qi (A2.83)

Since (A2.82) and (A2.83) yield the same value, the symmetry of EdBi (!) referred
to above is true.
Appendices 871

a b
0 3.5
z ⎛ω ⎞
-0.5 EdBi ⎜ ⎟ 3
p ⎛ ω ⎞ ⎝νi ⎠
EdBi ⎜ ⎟ -1 2.5
⎝ ωi ⎠ [dB]
-1.5 2
[dB]
-2 1.5
-2.5 1
-3 0.5
-3.5 −1 0
10 100 ω ωi 101 10−1 100 ω νi 101

Fig. A2.8 Error functions of asymptotic approximations (a) for contribution from real pole (b) for
contribution from real zero

[dB] 0 p
EdB ( ri )
-2 ω ⎛ ωpi ⎞
p ⎛ pi ⎞
p
-4 EdB ⎜ r⎟ EdB ⎜ω r⎟
′1
⎝ ωi ⎠ v i ⎝ i +1 ⎠
Ai+ v i+1
-6 −20log10 ( ri )
-8 ′ (r)
LdBi Ei = 2 EdB
p
( ri ) − 20log10 ( ri )
-10
-12 Ai′ ′ 2
Ai+ ωi +1 ωpi
-14 ri = =
ωpi ωi
-16 ′ (r)
M dBi
-18
ω
-20 −1 r=
10
ωi 100 ωi +1 1
10 ωpi
r
ωpi ωpi

Fig. A2.9 Anti-skewed Bode magnitude plot for two relatively close poles

Figure A2.8 shows the graphs of these error functions expressed as functions of
the frequency ratio, !/! i , for poles and !/ i for zeros. They are identical for every
p z
corner frequency, with EdB .r/ D EdB .r/. Expressed as functions of !, rather than
r D !=!i or !=i , they are translated along the ! axis without changing shape to
be centred on ! i or  i .
Now consider the common situation of two ‘close’ poles. At the outset, the Bode
magnitude plot, EdB (!), will be replaced by
0
EdBi .!/ D Ki s q EdBi .!/ ; (A2.84)

shown graphically in Fig. A2.9, where the corner frequencies are ! i and !i C1 .
Here the integer, q, is chosen to remove any skewing due to the other poles and
0
zeros by making EdBi (!) reflected in the vertical straight line, r D 1 ) ! D !pi ,
where ! pi is the frequency of the peak error, Ei , of the initial attempt at asymptote
0
fitting that uses only the asymptotes, Ai and A0i C2 . The constant, Ki , is included so
872 Appendices

100
80
60
40
30
ωi +1 ωpi 20
ri = =
ωpi ωi 10
8
6
4
3
2
1
0 -5 -10 -15 -20 -25 -30 -35 -40
Ei [ dB]

Fig. A2.10 Peak error curve for corner frequency determination

0
that the intersection between the asymptotes, Ai and A0i C2 , at r D 1, lies on the
0[dB] line, as shown. Let L00dBi (r) be the piecewise linear approximation function
that would be obtained if the segment contained in the asymptote, A0i C1 , joining the
vertices, vi and vi C1 , was included. Then the error would be
   
00 0 !pi !pi
L00dBi .r/
p p
EdBi .r/ D MdBi .r/  D EdBi r C EdBi r )
!i !i C1
   
00 p !pi p !pi p
EdBi .1/ D EdBi C EdBi D 2EdBi .ri / : (A2.85)
!i !i C1

Observing Fig. A2.9, without including the asymptote, A0i C1 , the peak error is
00
Ei D EdBi .1/  20log10 .ri / : (A2.86)

Then in view of (A2.85),

p
Ei D 2EdBi .ri /  20log10 .ri / : (A2.87)

Figure A2.10 shows this relationship graphically.

To summarise, a piecewise linear approximation, LdB (!), to the Bode magnitude
plot, MdB (!) is made. Then any adjacent pair of asymptotes with a change of
slope of 40[dB/decade] is identified. The peak error, Ei [dB], is then evaluated at
the frequency, ! pi , of the intersection between the asymptotes.
The corresponding frequency ratio, ri , is then determined from the graph of
Fig. A2.10. The required corner frequencies are then

!i D !pi =ri and !i C1 D !pi ri : (A2.88)

Appendices 873

It is advisable to de-skew the graphs of MdB (!) and LdB (!) at each of the points
identified to enable Ei [dB] to be determined more accurately.
It should be noted that the smallest peak error of 6 ŒdB gives ri D 1, meaning
that the two poles are coincident.
For a pair of zeros, the method is the same as for the poles except for Figs. A2.9
and A2.10 that will both be inverted.

A2.2.2 The Resonance Peak Function

The resonance peak function has been introduced by the author to enable the
parameters of a plant having complex conjugate pairs of poles and with arbitrarily
close corner frequencies to be determined using the asymptotic approximation to
the Bode magnitude plot.
The value of a resonance or anti-resonance peak in MdB (!) of (2.201) of Chap. 2
due to an individual contribution,
" 2 # " 2 #
!2 2i ! 2 !2 2i ! 2
MdBi .!/ D  10log10 1 2 C4 2 or 10log10 1 2 C4 2 ;
!ni !ni ni ni
(A2.89)

will differ significantly from that of MdBi (!) taken in isolation, if the corner
frequency, ! ni or  ni , is sufficiently close to the other corner frequencies. This
phenomenon will be called resonance peak interaction, with the understanding that
it includes interaction with anti-resonance dips due to complex conjugate zeros.
Then if the method of Sect. 2.3.3.8 of Chap. 2 were to be applied directly, the
estimates of the parameters, ! ni and
i , or  ni and i , would be incorrect. To
overcome this problem, a method is developed in Sect. A2.2.3 that enables the
resonance peak magnitudes of MdBi (!) taken in isolation to be estimated. This
makes use of a family of resonance peak functions.
Each complex conjugate pole factor,

Kdci
Gi .j!/ D ; (A2.90)
2
i j! .j!/2
1C C 2
!ni !ni

of the plant frequency transfer function, G(j!), has an associated resonance peak
function defined as

PdBi .!;
i /  MdBi .!;
i /  Ai .!/ ; (A2.91)
874 Appendices

where
r 2
!2
i2 ! 2
MdBi .!;
i / D 20log10 jGi .j!/j D 20log10 Kdci 20log10 1 2
!ni
C4 !ni2

(A2.92)

is the Bode magnitude plot of (A2.90) and Ai (!) is the corresponding concatenated
asymptote function already introduced in Sect. 2.3.3.5 of Chap. 2, which can be
expressed mathematically as

20 log 10 .Kdci / for !  !n

Ai .!/  : (A2.93)
20 log 10 .Kdci /  20 log 10 ! 2 =!ni
2
for ! > !ni

It will now be proven that PdBi (!,

i ) is symmetrical about the vertical line, ! D !ni ,
when ! is plotted on a logarithmic scale. Substituting for MdBi (!,
i ) and Ai (!) on
the RHS of (A2.91) using (A2.92) and (A2.93) yields the following.
For !  !n ;
s 
! 2 2 4
i2 ! 2
PdBi .!;
i / D 20log10 1 2 C 2
)
!ni !ni
1
Pi .!;
i / D r  : (A2.94)
! 2 2 4
i2 ! 2
1 2
!ni
C !ni2

and for ! > !n ;

s 2  
!2 4
2 ! 2 !2
PdBi .!;
i / D 20log10 1 2 C i 2 C 20log10 2
)
!ni !ni !ni
!2
2
!ni 1
P .!;
i / D r 2 D r 2 : (A2.95)
! 2 4
i2 ! 2 2
!ni 4
i2 !ni
2
1 2
!ni
C !ni2 1 !2
C !2

Then for 0 <  < 1, setting ! D !ni in (A2.94) and ! D !ni = in (A2.95)
produces the same value of P(!,
i ). Hence if ! is plotted on a logarithmic scale,
PdBi (!,
i ) is reflected in the vertical line, ! D !ni . Figure A2.11 shows the
resonance peak function for
i D 0:4 formed graphically. There appears to be a
single maximum at ! D !ni but there are actually two close together. From Sect.
2.3.3.8 of Chap. 2, there is a maximum at the resonance frequency,
q
!ri D !ni 1  2
i2 : (A2.96)

Since PdBi (!,

i ) is reflected in the vertical line, ! D !ni , there must be another
maximum with the same magnitude at an angular frequency of
Appendices 875

Fig. A2.11 Formation of the 5

resonance peak function for [dB] M dBi (ω , ζ i )

i D 0:4 0

-5

-10
Ai (ω )
-15

-20
5 PdBi (ω , ζ i )
[dB]
0
0.33 0.5 ωri ωni 1 ωr′i ωni 2 3
ω ωni

d i = 0.010
34
32 0.013
30 0.016
0.020
⎛ ω ⎞ 28 ⎛ ω ⎞
PdBi ⎜ υ , di ⎟ 26 0.025 PdBi ⎜ ,0 ⎟
⎝ ni ⎠ 0.032 ⎝ υ ni ⎠
24
[dB] 22 0.040
20 0.050
18 0.063
16 0.080
0.100
14
12 0.127
10 0.160
8 0.203
6 0.260
4 0.335
0.443
2
0
0.1 0.2 0.3 0.4 0.6 0.8 1 ω υ 2 3 4 5 6 7 8 10
ni

Fig. A2.12 Family of resonance peak function magnitudes

q
!ri0 D !ni = 1  2
i2 : (A2.97)

This will be called the mirrored resonance frequency. This is relevant to the
parameter estimation method presented in Sect. 2.3.3.9 of Chap. 2 and Sect. A2.2.3.
By inspection of (A2.96) and (A2.97), as
i ! 0, !ri0 ! !ri but there are two
equal peaks that become more separated as
i increases, as shown in Fig. A2.12.
The contribution to the Bode magnitude plot from all (A2.89) is as follows.
876 Appendices

8
[dB]
6 PdBk (ω , d k )
PdBj (ω , d j )
4
PdBk (υ rj , d k ) PdBj (υ r′k , d j )
2

0.1 0.2 0.3 0.4 0.6 0.8 1 2 3 4 5 6 7 8 10

υ rj υ rj′ υ rk υ rk′
υ nj υ nk ω [ rad/s]

Fig. A2.13 Resonance peak interaction illustrated using resonance peak functions

X
m X
m X
m
MdBi .!; di / D Ai .!/ C PdBi .!; di /: (A2.98)
i D1 i D1 i D1

Xm
The term, Ai .!/, is a piecewise linear function whose vertices are at
i D1
the corner frequencies, which are the undamped natural frequencies, but with-
out
Xmany resonance or anti-resonance peaks. These are all included in the term,
PdBi .!; di /, which may therefore be referred to as the total resonance
i D1
function. For any pair, PdBj (!, dj ) and PdBk (!, dk ), the resonance peak interaction
may be quantified by the value of each function at a peak frequency of the other
0
function. If nk > nj then these values are PdBj (¤rk , dj ) and PdBk (¤rj , dk ), as
illustrated in Fig. A2.13.
Note that the peak frequency selected for the resonance peak function with the
lower undamped natural frequency is its resonance frequency while that selected
for the resonance peak function with the higher undamped natural frequency is
its mirrored resonance frequency. This ‘symmetrical’ selection is relevant to the
method presented in Sects. A2.2.3 and A2.2.4.
It is evident that the resonance peak interaction is negligible if ¤nj and ¤nk
are separated by more than an order of magnitude since, from Fig. A2.12, every
resonance peak function falls to negligible proportions if ! < ni =10 or ! > 10ni .

A2.2.3 Relatively Close Complex Conjugate Pole Pairs

This section addresses the determination of the coefficients of the second degree
factors in (2.188) in Chap. 2 for a plant having two pairs of complex conjugate poles
that may not be well separated in that the corner frequencies differ from one another
by less than an order of magnitude. Study of this case should enable the reader to
Appendices 877

extend the method to cases involving more than two pairs of complex conjugate
poles.
Consider the factor contributed to the measured Bode magnitude plot by two
neighbouring pairs of complex conjugate poles, i.e.,

Gm1 .j!/ D G1 .j!/ G2 .j!/ ; (A2.99)

where
1 1
G1 .j!/ D 2
; G2 .j!/ D (A2.100)
2
1 j! .j!/ 2
2 j! .j!/2
1C C 2
1C C 2
!n1 !n1 !n2 !n2

and !n2 > !n1 . The plot will be presented with the skewing removed, as in
0
Sect. A2.2.1, by basing it on Gm1 .s/ D s q Gm .s/ with q D 2 giving
0
Gm1 .j!/ D G10 .j!/ G20 .j!/ (A2.101)

where

.j!/2
2
!n1
G10 .j!/ D and G20 .j!/ D 1
(A2.102)
2
1 j! .j!/2 2
2 j! .j!/2
1C C 1C C
!n1 2 !n2 2
!n1 !n2
ˇ 0 ˇ
Figure A2.14a shows the Bode magnitude plot, MdBm1 0
.!/ D 20log10 ˇGm1 .j!/ˇ,
0
togetherˇ with theˇ Bode magnitude plots of the ˇ factors, i.e., MdB1 .!/ D
ˇ 0isolated
ˇ 0 ˇ 0 ˇ ˇ
20log10 G1 .j!/ and MdB2 .!/ D 20log10 G2 .j!/ . Figure A2.14b shows the
0 0
corresponding resonance peak functions, PdB1 (!,
1 ) and PdB2 (!,
2 ). For this
demonstration, !n1 D 1 Œrad=s , !n2 D 2 Œrad=s ,
1 D 0:3 and
2 D 0:2. In view of
definition (A2.91),
0
MdBm1 0 .!/ C M 0 .!/ D P 0 .!;
/ C P 0 .!;
/ C A0 .!/ C A0 .!/ :
.!/ D MdB1 dB2 dB1 1 dB2 2 1 2
(A2.103)
0
0
Thus M dBm1 (!) is obtained by adding the net resonance function, PdB1 .!;
1 / C
0 0 0
PdB2 .!;
2 /, to the piecewise linear approximation, A1 .!/ C A2 .!/.
^ ^
It is clear from Fig. A2.14 that the measured peak magnitudes, Pm1 and Pm2 , of
0 0
^ ^
M dBm1 (!) are greater than the corresponding peaks, P1 and P2 , of M dB1 (!) and
0 0
M dB2 (!) for the factors of Gp1 (j!) given by (A2.102). This is due to the overlapping
tails of the resonance peak functions shown in Fig. A2.14b and discussed at the
end of Sect. A2.2.2. Hence the following relationships come from (A2.103) and
Fig. A2.14.
878 Appendices

a
15
[dB] 10 (0) b
a (2)
5 (1)
c d
0
-5 A2′ (ω ) A1′ (ω )
A1′ (ω ) P2∧
-10 A2′ (ω )
∧
-15 P1∧ Pm2
-20 ∧ Key
Pm1
-25 (0) ′ (ω )
M dBm1
-30 (1) ′ (ω )
M dB1
-35 (2) ′ (ω )
M dB2
-40
0.1 0.2 0.3 0.4 0.6 0.8 1 2 3 4 5 6 7 8 10
ωr1 ωr1′ ωr2 ωr′2 ω [ rad/s]
ωn1 ωn2
b
10 ′ (ω , ζ 2 )
PdB2
′ (ω , ζ 1 )
PdB1
[dB] 5 P2∧ ΔP2∧
P1∧ ΔP1∧
0
0.1 0.2 0.3 0.4 0.6 0.8 1 2 3 4 5 6 7 8 10
ωr1 ωr1′ ωr2 ′
ωr2 ω [ rad/s]
ωn1 ωn2

Fig. A2.14 Resonance peak interaction between two complex conjugate pole pairs. (a) Bode
magnitude plots. (b) Resonance peak functions

Pm1 D P1^ C P1^ 0

from tail of PdB2 .!;
2 / (A2.104)

and
^

Pm2 D P2^ C P2^ 0

from tail of PdB1 .!;
1 / : (A2.105)

The process of extracting the plant parameters from the Bode magnitude plot,
0
M dBm1 (!), is as follows.
(i) The C40 ŒdB=decade and 40 ŒdB=decade asymptotes are drawn, which
0 0
coincide with the sloping segments of A1 (!) and A2 (!).
^ ^
(ii) The peaks, Pm1 and Pm2 , are measured.
0
(iii) The resonance and reflected resonance frequencies, ! r1 and ! r2 , are measured.
(iv) To find estimates of P1^ and P2^ , two resonance peak functions are selected
from Fig. A2.12 that satisfy (A2.104) and (A2.105), as shown in Fig. A2.14b.
(v) The peak values of P1^ and P2^ determined in step (iv) are used to determine
the damping ratios,
1 and
2 , using the graph of Fig. 2.28 of Chap. 2.
Appendices 879

(vi) The values of ! n1 and !qn2 are determined using,q respectively, (A2.96) and
0
(A2.97), i.e., !n1 D !r1 = 1  2
1 and !n2 D !r2 1  2
22 .
2

ˇ ˇ ˇ ˇ
In the example, the peak values, ˇP1^ ˇ D 5 ŒdB and ˇP2^ ˇ D 8 ŒdB , yield
the correct damping ratio values of
1 D 0:3 and
2 D 0:2 for step (v). For the
0
measured values, !r1 D 0:93 Œrad=s and !r2 D 2:1 Œrad=s , step (vi) yields
!n1 D 1:03 Œrad=s and !n2 D 2:01 Œrad=s , which is of acceptable accuracy
for a graphical method.

A2.2.4 Relatively Close Complex Conjugate Pole and Zero Pairs

The next consideration is the contribution of a pair of complex conjugate zeros

together with a pair of complex conjugate poles, given by the factor,

Gm1 .j!/ D G1 .j!/ G2 .j!/ (A2.106)

where

1 21 j! .j!/2
G1 .j!/ D and G2 .j!/ D 1 C C 2
2
1 j! .j!/2 n1 n1
1C C 2
!n1 !n1
(A2.107)

This situation is often found in mechanical structures requiring active vibration

control. The second order subsystems modelling the vibration modes of such
structures often have complex conjugate zeros as well as complex conjugate poles.
This depends upon the placement of the actuators relative to the sensors measuring
the displacement on the structure. If the sensors and actuators are collocated, then
these zeros will be present. It is also common for the separation between the
resonance frequency, ! ri , and the anti-resonance frequency,  ri , to be less than an
order of magnitude, with ri < !ri . In this case, there is significant subtractive
interaction between the resonance and anti-resonance components of the Bode
magnitude plot resulting in the measured peak and dip magnitudes being less than
they would be without the interaction. Direct use of these measurements with the
method of Sect. 2.3.3.9 of Chap. 2 would therefore yield inaccurate plant parameter
estimates.
0
As for the ‘all poles’ case of Sect. A2.2.3, a plot, Gm1 .s/ D s q Gm .s/, will be
taken with the skewing removed by appropriate choice of q so that the asymptote
between the two corner frequencies is horizontal, giving
0
Gm1 .j!/ D G10 .j!/ G20 .j!/: (A2.108)
880 Appendices

a 40

Key
30 ′ (ω )
P2∧ (0) M dBm1
[dB] ∧
Pm2 (1) ′ (ω )
M dB1
20 (2) M dB2 (ω )
′

10 A2′ (ω )
(1)
A2′ (ω )
b
(0)
0 a c d

A1′ (ω )
(2)

-10
A1′ (ω ) ∧
Pm1

-20 P1∧

-30
0.1 0.2 0.3 0.4 0.6 0.8 1 2 3 4 5 6 7 8 10
ν r1 ν r1′ ωr1 ωr1′ ω [ rad/s]
ν n1 ωn1
b
10
′ (ω, ζ 1 )
PdB1
[dB] P1∧
ΔP2∧
0
P2∧ ΔP1∧
′ (ω ,η1 )
PdB2
-6
0.1 0.2 0.3 0.4 0.6 0.8 1 2 3 4 5 6 7 8 10
ν r1 ν r1′ ωr1 ωr1′ ω [ rad/s]
ν n1 ωn1

Fig. A2.15 Resonance peak interaction between a complex conjugate pole pair and a complex
conjugate zero pair: (a) Bode magnitude plots. (b) Resonance peak functions

Here,

21 j! .j!/2
1C C 2
1 n1 n1
G10 .j!/ D and G20 .j!/ D
2
1 j! .j!/2 .j!/2
1C C 2 2
!n1 !n1 n1
(A2.109)

Figure A2.15 shows the Bode magnitude plot and resonance peak functions for
!n1 D 2 Œrad=s , n1 D 1 Œrad=s ,
1 D 0:2 and 1 D 0:3. As for the ‘all poles’
case, in view of definition (A2.91),

0 0 0 0 0
MdBm1 .!/ DMdB1 .!/ CMdB2 .!/ DPdB1 .!;
1 / CPdB2 .!;
2 / CA01 .!/ CA02 .!/ :
(A2.110)
Appendices 881

^ ^
It is clear from Fig. A2.15 that the measured peak magnitudes, Pm1 and Pm2 , of
0
M dBm1 (!) are, respectively, less than the corresponding peaks, P1 and P2^ , of
^
0 0 0
M dB1 (!) and M dB2 (!) for the isolated factors of Gm1 (j!) given by (A2.109).
This is due to the overlapping tails of the resonance peak functions shown in
Fig. A2.15b. Hence, with reference to (A2.110) and Fig. A2.15,
^

Pm1 D P1^ C P1^ 0

from tail of PdB2 .!; 1 / (A2.111)

and
^

Pm2 D P2^ C P2^ 0

from tail of PdB1 .!;
1 / : (A2.112)

noting that Pi^ is opposite in sign to Pi^ , i D 1; 2.

The process of extracting the plant parameters from the Bode magnitude plot,
0
M dBm1 (!), is similar to that of the ‘poles only’ case and is as follows.
(i) The two 40 ŒdB=decade asymptotes are drawn, which coincide with the
0 0
sloping segments of A1 (!) and A2 (!).
^ ^
(ii) The peaks, Pm1 and Pm2 , are measured.
0
(iii) The resonance and reflected resonance frequencies,  r1 and ! r1 , are measured.
^ ^
(iv) To find estimates of P1 and P2 , two resonance peak functions are selected
from Fig. A2.12 that satisfy (A2.111) and (A2.112), as shown in Fig. A2.15b,
0
noting that PdB2 (!, 1 ) is negative and Fig. A2.12 shows only the magnitudes
of the resonance peak functions.
(v) The peak values of P1^ and P2^ determined in step (iv) are used to determine
the damping ratios,
1 and
2 , using the graph of Fig. 2.28 of Chap. 2.
(vi) The values of  n1 and q ! n1 are determined using,q respectively, (A2.96) and
0
(A2.97), i.e., n1 D r1 = 1  221 and !n1 D !r1 1  2
12 .
ˇ ˇ ˇ ˇ
In the example, the peak values of ˇP1^ ˇ D 8 ŒdB and ˇP2^ ˇ D 5 ŒdB
then yield the correct damping ratio values of
1 D 0:2 and 1 D 0:3 after step
0
(v). The measured values of r1 D 0:9 Œrad=s and !r1 D 2:1 Œrad=s yield
n1 D 0:99 Œrad=s and !n1 D 2:01 Œrad=s , which is of acceptable accuracy for a
graphical method.

A2.3 A Case Study of Plant Modelling Undertaken in Industry:

Modelling for a Throttle Valve Servomechanism

A2.3.1 Introduction

This section presents modelling undertaken by Delphi Diesel Systems, UK, on a

servomechanism using some of the theory and techniques of Chap. 2 and describes
useful hardware features. A complete account of the work is contained in the thesis
882 Appendices

by J L Pedersen [3], which also presents simulation and experimental studies of the
application of many of the control techniques and design procedures in this book.
While space limitations prevent inclusion of every detail, sufficient information is
given to be a practical aid for the development of servomechanisms.
The approach taken is to develop a linear model for linear control system design
and a more accurate nonlinear model for simulation supporting the control system
development prior to implementation.

A2.3.2 Overview of the Throttle System

The throttle system consists of a spring loaded throttle plate mechanically connected
to a brushed DC motor through a gear system. A pre-stressed coil spring is included
as a safety measure preventing the engine stalling in case of an electrical fault in
which the motor is not energised by making the plate go to its open position. The
plate position is measured by a potentiometer with an output range of 0.5–4.5 [V]
corresponding to the mechanical limits of 0ı (fully open) to 90ı (fully closed). The
voltage range does not include 0 [V] to facilitate detection of failure of the electrical
supply.
A pictorial view of the throttle valve components is shown in Fig. A2.16. The
throttle valve is of the butterfly type so that air flow will not create a load torque.
The only load torque is from the retention spring proportional to the closing angle.
The throttle valve system model is divided into electrical and mechanical
subsystems consisting, respectively, of the equations of the armature circuit of the
DC motor and the equations modelling the mechanical load, including the moment
of inertia, the gear system, the spring and friction. Figure A2.17 shows a schematic
diagram of the throttle valve system whose parameters are defined in Table A2.1.
It should be noted that the gear train has four stages comprising the DC-motor
gearwheel, two intermediate gearwheels and the throttle plate gearwheel. These are
replaced by a simple equivalent train of two gearwheels in Fig. A2.17.
The modelling principles of all the components shown are covered in Chap. 2.

DC motor

Position
sensor
Gear train
Throttle
Retention
plate
spring inside

Fig. A2.16 A disassembled throttle valve

Appendices 883

Ra La G
γ e = Km ia
ωr θr
eb = K m ωr

Gear train
va ia Jr
K f1
DC motor

Throttle position
Retension +5V
θpl

feedback
spring
J pl
Ks K f2
0V
Valve plate
Hard stop

Fig. A2.17 Throttle valve schematic diagram

Table A2.1 Parameters and variables of throttle valve model

Quantity Description Units
va DC motor armature voltage (control variable) V
ia DC motor armature current A
Ra DC motor armature resistance Ohm
La DC motor armature inductance H
Km DC motor torque and back e.m.f. constant Nm/A & V/(rad/sec)
eb DC motor back e.m.f. V
e Electromagnetic torque from the DC motor Nm
a DC motor shaft angle rad
!r DC motor speed rad/sec
 pl Throttle valve plate angle rad
Jpl Valve plate moment of inertia Kg m2
Jm DC motor rotor (armature) moment of inertia Kg m2
Ks Retention spring constant Nm/rad
Kf1 Lumped viscous friction coefficient for the DC motor Nm sec/rad
bearings and half of the gear train
Kf2 Lumped viscous friction coefficient for the throttle Nm sec/rad
plate bearings and half of the gear train
G Gear ratio (motor shaft angle/output shaft angle) –

A2.3.3 The Linear Plant Model

A2.3.3.1 The Electrical Subsystem

The model for the electrical part of the DC motor consists of the following
differential equation for the circuit of Fig. A2.17.

dia 1
D .va  Ra ia  Km !r / : (A2.113)
dt La
884 Appendices

Since, however, the mechanical subsystem of the following section is referred to the
throttle plate side of the gear train, for the electrical subsystem to be compatible, its
mechanical interface must also be referred to the throttle side using

!r D G Ppl (A2.114)

Then (A2.113) becomes

dia 1  
D va  Ra ia  Km G Ppl : (A2.115)
dt La

A2.3.3.2 The Linear Mechanical Subsystem

The model presented here complements the electrical model of Sect. 2.3.3.1 of
Chap. 2 to form a linear plant model for control system design. It corresponds to
the part of the system comprising the motor armature, the gear train, the throttle
plate and the retention spring shown in Fig. A2.17. It excludes the hard stop as this
is a nonlinear element. The mechanical system and its model developed in Sect.
2.2.3.1 of Chap. 2 models the throttle valve system with J1 D Jr , 1 D e , !1 D !r ,
1 D r , J2 D Jpl and 2 D pl . Then referring the parameters to the throttle plate
side of the gear train, the differential equation modelling the subsystem is

JL Rpl C Kf Ppl C Ks pl D Ge (A2.116)

where

JL D Jpl C G 2 Jr and Kf D Kf2 C G 2 Kf1 : (A2.117)

Finally, by introducing the plate angular velocity, !pl D Ppl , as an intermediate state
variable, (A2.116) can be replaced by the following state differential equations.

Ppl D !pl ; !P pl D Kf !pl  Ks pl C Ge : (A2.118)

JL

A2.3.3.3 Combining the Electrical and Mechanical Subsystems

Equation (A2.115) becomes another state differential equation when Ppl is replaced
by ! pl . This variable forms a connection between the electrical and mechanical
subsystems. In addition, however,  e has to be expressed in terms of ia using e D
Km ia . Then the complete set of plant state differential equations becomes
Appendices 885

Va ( s ) + 1 1 Ia ( s ) Γe ( s ) + 1 1 Ω pl ( s ) 1 Θpl ( s )
Km G
− La s − JL s s
+ +
Ra K fv
+ +
Ks
Eb ( s ) Ωm ( s )
Km G

Fig. A2.18 Transfer function block diagram of linear throttle valve model

dia 1

D va  Ra ia  Km G!pl
dt La
Ppl D !pl (A2.119)
1

!P pl D Kfv !pl  Ks pl C GKm ia :

JL

The corresponding Laplace transform block diagram is shown in Fig. A2.18 from
which the transfer function model is derived as follows.

‚pl .s/ b0
D 3 2
; (A2.120)
Va .s/ s C a2 s C a1 s C a0
 2 
Km
where a0 D RLaa K s Ks 1
JL , a1 D JL C La JL G2
C Ra Kf , a2 D R Kfv Km
La C JL and b0 D La JL G 2 .
a

This model may be reduced to second order by noting that the transfer function
relationship of the loop on the left of Fig. A2.18 is

1=Ra
Ia .s/ D ŒVa .s/  Eb .s/ : (A2.121)
1 C s La =Ra

The armature time constant, La /Ra , is typically of the order of milliseconds or less
and if this is very much smaller than the mechanical time constant, JL /Kfv , which
is typically hundreds of milliseconds, and also much smaller than the reciprocals of
the magnitudes of the closed loop poles of the linear control system to be formed,
then (A2.121) can be replaced by

1
Ia .s/ D ŒVa .s/  Eb .s/ ; (A2.122)
Ra

resulting in the transfer function model,

‚pl .s/ b0
D 2 ; (A2.123)
Va .s/ s C a1 s C a0
 2

Ra Ks 1 Km Km
where a0 D JL
, a1 D JL G2
C Ra Kfv and b0 D JL G 2
.
886 Appendices

A2.3.4 The Nonlinear Plant Model

The throttle valve has significant static and Coulomb friction, which are nonlinear
and defined in Sect. 2.2.2.5 of Chap. 2. These will therefore be combined with the
linear viscous friction already present in the model of Sect. 2.3.3. This will create
a more realistic model for predicting the performances of linear controllers based
on the linear plant model. The friction velocity to torque transfer characteristic is
similar to that of Sect. 2.2.2.5 of Chap. 2 but has a continuous, high slope, transition
region instead of the discontinuity shown in Fig. 2.4b of Chap. 2. Figure A2.19
shows a block diagram of this model.
Another system nonlinearity consists of the two hard stops of the throttle valve
plate that limit its movement, modelled according to Sect. 2.2.3.2 of Chap. 2 but with
Kvh D 0 since the bearing friction is sufficient to prevent bouncing. The retention
spring bias torque, which keeps the throttle open at
a hard stop during an electrical
failure, is modelled by a spring torque, Ks pl C b , where  b is the bias angle.
The nonlinear model of Fig. A2.20 is formed by first replacing the viscous
friction block (coefficient, Kfv ) in Fig. A2.18 by the nonlinear friction transfer
characteristic between ! pl and  f , of Fig. A2.19.
Then the hard stop simulation is added together with the spring bias. Finally a
time delay,  d , is included in the model to represent the power electronics pulse
width modulation sampling delay.
The parameters, A and B, of the static friction model in Fig. A2.19 are given by
1 !1  2 !2
BD and A D 1 .!1 C B/ or 2 .!2 C B/ (A2.124)
1  2

where (! 1 ,  1 ) and (! 2 ,  2 ) are the coordinates of two points on the static friction
graph,  fs (! pl ), which is also reflected in the origin, as shown in Fig. A2.20.
Figure A2.20 is in the time domain as the Laplace domain, as used for Fig. A2.18,
is strictly only appropriate for linear systems. The reader is reminded, however,

1 1 continuous transition coefficient, f T ( t )

ωpl
ω1 0
viscous friction torque, γ fv
K fv
ωpl Coulomb friction torque, γ fc + γf
( )
sgn ωpl K fc
+ +
×

A Static friction torque, γ fs Γ1

( )
ωpl + B sgn ωpl Limiter for −Γ1
continuous transition

Fig. A2.19 Nonlinear friction model block diagram

Appendices 887

va ( t ) 1 γ e (t ) + 1 ωpl ( t ) θ pl ( t )
τd +
− La ∫ dt Km G
− L
J ∫ dt ∫ dt
+ ia ( t )
Ra γf
+ Nonlinear
Friction γ fv
γl
γ fc
γf γ2 γ fs
+ + ωl ω2 ωpl

Hard Stops Slope

γh Ksh
+ + 0 π θ pl
2
+ θb
eb ( t ) ωm ( t ) Ks
+
Km G

Fig. A2.20 State variable block diagram of nonlinear throttle valve model

that the notation of the Laplace domain is in common use in block diagram based
®
simulation software including nonlinear elements such as Simulink .

A2.3.5 Model Parameterisation: Overview

The approach taken is referred to as grey box parameter estimation. This is a cross
between the white box and black box modelling referred to in Chap. 2, Sect. 2.1.4.
Grey box estimation is usually applied where white box estimation is preferred but
is only applied to a subset of the physical components for which it is practicable. A
set of subsystems is then identified that contains all the remaining components and
the black box approach is applied to these subsystems.
In pursuance of the white box approach, the throttle valve was disassembled to
measure as many parameters as possible. These included the gear train ratio, G,
and the DC motor torque/back e.m.f. constant, Km . Other parameters, including
the moments of inertia and the static friction, could not be measured directly due
to lack of appropriate equipment or insufficient precision with the best available
equipment. These parameters were determined indirectly using measurements of
the plant inputs and outputs with the aid of the parameter estimation tool of the
® ®
Simulink design optimization toolbox from Mathworks . This ‘played back’ a
data logged set of measurements taken previously from the assembled throttle valve
while driving the current plant model with the control variable, i.e., va (t), taken from
888 Appendices

Table A2.2 Gearwheel Gearwheel Measurement [mm]

diameter measurements On DC motor shaft Dm D 11:5
Intermediate 1 D1 D 41:5
Intermediate 2 D2 D 16
Driving throttle plate Dm D 51

these measurements. The parameter estimation tool adjusted the model parameters
until the model outputs followed those of the real plant within certain tolerances.
This was repeated for different input voltage waveforms to enrich the information
presented to the parameter estimator and the estimates averaged to improve the
accuracy. It is important to note that initial parameter estimates are required
for the parameter estimation tool. High accuracy is unnecessary but they should
have the correct orders of magnitude for fast convergence towards more accurate
values.

A2.3.6 Parameter Measurements

A2.3.6.1 Gear Train Ratio

The gearwheel diameters were measured as shown in Table A2.2.
The gear train ratio is then

Dpl D1
GD  D 11:5: (A2.125)
D2 Dm

A2.3.6.2 DC Motor Back e.m.f./Torque Constant

With the available equipment, the following approach was adopted. The DC motor
was disconnected from the gear train and a constant armature voltage, va D vaconst ,
applied while the steady state value, ! mass of the speed, ! m was measured with the
aid of a light reflection speed meter and a reflection pad attached to the motor shaft.
The relevant equation of the DC motor model is

dia
La C Ra ia C Km !a D va ) Ra iass C Km !ass D vaconst ; (A2.126)
dt
where iass is the steady state armature current. With no mechanical load, it is
reasonable to assume that the voltage drop, Ra iass , is negligible compared with the
back e.m.f., Km ! ass , in which case (A2.126) may be approximated by

Km !ass D vaconst ) Km D vaconst =!ass : (A2.127)

Appendices 889

Table A2.3 Measured Frequency [kHz] Inductance [mH]

armature inductance 1 0.76
5 0.60
10 0.52
50 0.36
100 0.31

The test was carried out with vaconst D 2 and 3 [V] and the corresponding speeds
were !ass D 66:46 and 114.61 [rad/sec]. Averaging the two estimates of Km using
(A2.127) yields Km D 0:028 [V/(rad/sec)].

A2.3.6.3 Armature Resistance and Inductance

Measurements of Ra and La were made using a digital LCR meter based on a Wheat-
stone bridge, giving Ra D 2:795 Π. The inductance was less straightforward due
to its frequency dependence caused by the armature ferromagnetic circuit material
as shown by the measurements of Table A2.3, which were taken with the sinusoidal
meter voltage set to 1 [V] peak-to-peak. The PWM switch frequency used in the
experiments for the parameterisation was 2 kHz and therefore an interpolation was
carried out yielding La D 0:72 ŒmH . This, however, could not be taken as very
accurate in view of the PWM being a variable mark-space ratio square wave while
the results of Table A2.3 were taken with sinusoidal excitation.

A2.3.6.4 Armature Moment of Inertia and Viscous Friction Coefficient

The available speed measurement equipment was unable to provide graphs of ! a (t)
and therefore a method using data logged graphs of ia (t) was employed. A simplified
block diagram model of the DC motor is shown in Fig. A2.21 in which the armature
inductance has been ignored on the basis that the electrical time constant, La /Ra , is
much smaller than the mechanical time constant, Jm /Kfm . Here, Kfm is the viscous
friction of the DC motor alone without any mechanical load. The parameters, Km
and Ra , are assumed to be already found using the methods of Sects. A2.3.6.2 and
A2.3.6.3. From Fig. A2.21,
 
1 1
.Jm s C Kfm /
Ia .s/ R Kfm Ra C Km2
D  2 a D : (A2.128)
Va .s/ Km 1 Jm
1C  1Cs
Ra Jm s C Kfm Kfm C Km2 =Ra

Fig. A2.21 Simplified DC Va ( s ) + 1 Ia ( s ) γ e (s) 1 Ωm ( s )

motor model Km
− Ra J m s + K fm
Eb ( s )
Km
890 Appendices

Hence, in the steady state, with a constant armature voltage, vass ,

 
Kfm 1 Km2 iass
iass D vass ) Kfm D : (A2.129)
Ra Kfm C Km2 =Ra vass  Ra iass

The step response is needed to obtain an estimate of Jm as follows. The step response
of the subsystem with transfer function,

X.s/ 1
D ; (A2.130)
Va .s/ Jm
1Cs
Kfm C Km2 =Ra

given va .t/ D vass h.t/ ) Va .s/ D vass =s, is

x.t/ D vass 1  et =T ; (A2.131)

where

T D Jm = Kfm C Km2 =Ra : (A2.132)

In view of (A2.128), the corresponding armature current step response is

 
1 d
ia .t/ D K fm x.t/ C Jm Œx.t/ : (A2.133)
Kfm Ra C Km2 dt

Substituting for x(t) in (A2.133) using (A2.131) then yields

 
vass t =T

Jm t =T
ia .t/ D Kfm 1  e C e (A2.134)
Kfm Ra C Km2 T

Hence
 
vass 1

Jm 1
ia .T / D K fm 1  e C e : (A2.135)
Kfm Ra C Km2 T

Finally, substituting for T in (A2.135) using (A2.132) yields

Kfm Ra C Km2 e 1 vass

ia .T / D  : (A2.136)
Kfm Ra C Km2 Ra

The data logged ia (t) is then used to determine T. Finally, from (A2.132),

Jm D Kfm C Km2 =Ra T: (A2.137)

Appendices 891

0.5
[A]
0.4 ia ( t )
ia (T )

0.3

0.2
iass

0.1
T = 0.0184[s]

0
0 T 0.05 0.1 0.15 0.2 0.25 t [s] 0.3

Fig. A2.22 Data logged armature current step response

The DC motor was disconnected from the gear train and an armature voltage step
of vass D 2 ŒV applied and ia (t) measured and data logged as shown in Fig. A2.22.
The ripple is due to the pulse width modulated armature voltage with mean value,
vass D 2 ŒV . For the following calculations, the steady state armature current, iass ,
is the mean value of the waveform of ia (t) taken over the interval, 0:1 Œs < t <
0:3 Œs .
First, iass , and vass , are used to find the viscous friction coefficient from (A2.129),
yielding Kfm D 5:61  105 ŒNm= .rad=s/ . Then ia (T) was found from (A2.136)
and marked as a horizontal straight line in Fig. A2.22. The intersection between this
line and the graph of ia (t) then indicated the value of T D 0:0184 Œs . Then the
armature
moment  of inertia was calculated using (A2.137), giving Jm D 3:65 
106 Kg m2 .
In view of the relatively large ripple amplitude of ia (t), an accuracy check was
made, the result of which is shown in Fig. A2.23. This entailed using the calculated
values of Fm and Jm to generate a simulated armature current, ias (t), using the
system of Fig. A2.21, which also obeys (A2.134). The closeness of the intersections
between the horizontal straight line, ia (T), the graph of ias (t) and the data logged
graph of ia (t) would then be an accuracy indication. Figure A2.23 indicates high
accuracy so that the values of Kfm and Jm arrived at were good initial estimates for
the parameter estimation tool.

A2.3.6.5 Throttle Valve System Moment of Inertia

Tests on the completely assembled throttle valve for determination of the total
moment of inertia would be impracticable due to the hard stops which could
not be temporarily removed. Instead, approximate calculations of the moment of
inertia contributions of the plate, shaft and gear wheels were carried out using their
estimated masses and radii of gyration.
892 Appendices

0.7
[A]
0.6
ias ( t )
0.5

ia ( t )
0.4
ia ( T )

0.3

0.2
iass

0.1
T = 0.0184[s]

0
0 T 0.05 0.1 0.15 0.2 0.25 t [s] 0.3

Fig. A2.23 DC motor friction and moment of inertia estimation accuracy assessment

A2.3.6.6 The Retention Spring Constant and Bias Angle

An estimate of the retention spring constant, Ks , was obtained using a hanging scale
calibrated in [kg] and the throttle position sensor, as shown in Fig. A2.24. The DC
motor was removed from the gear train to avoid errors due to static friction and
cogging torque. A metal clamp was fixed to the throttle plate and a cord tied to
its end for attachment to the hanging scale. This was used to measure the force,
fo , acting at a radius, r D 0:144 Œm , from the plate rotation axis needed to just
move the throttle plate away from the end stop, at the plate angle defined as o D
0 Œrad . The hanging scale indicated directly the weight of the equivalent mass,
mo D 0:21 ŒKg .
Hence, given the acceleration, g D 9:85 [m/s/s], due to gravity, the offset torque
is

0 D fo r D mo gr D 0:21  9:85  0:144 D 0:297 ŒNm : (A2.138)

The retention spring constant was obtained using the above measurement and a
second measurement at a plate position of 1 D 27ı D 0:471 Œrad , assuming
Hookes Law. This yielded a torque of

1 D f1 r D m1 gr D 0:25  9:85  0:144 D 0:3546 ŒNm (A2.139)

where f1 is the required force m1 is the corresponding hanging scale reading.

Appendices 893

Fig. A2.24 Retension spring

torque measurement Valve plate Gear train
Retension +5V

Throttle position
spring
θ pl

feedback
Ks
0V
r Screw

Hard stop

Cord Metal clamp

Hence Hanging scale

1  0
Ks D D 0:122 ŒNm=rad : (A2.140)
1  0

The spring torque is then given by

s D Ks pl C b : (A2.141)

where  b is the bias angle. At pl D 0 D 0, s D 0 . Hence

b D 0 =Ks D 2:9 Œrad : (A2.142)

A2.3.6.7 Hard Stops

With reference to Fig. A2.20, Ksh was set to 50. The maximum plate angle was
measured to be  90ı . The minimum was set to 0:1ı for linear operation around
0ı .

A2.3.6.8 Throttle Valve Friction Parameters

Estimation of the viscous, static and Coulomb friction parameters experimentally
is impracticable due to the hard stops. The parameter estimation tool was therefore
relied upon with initial parameter values chosen within realistic bounds.
894 Appendices

A2.3.7 Parameter Estimation Tool

A2.3.7.1 Introduction
®
The Simulink Design Optimization toolbox from Mathworks was used to estimate
the model parameters offline using data logged input and output variables from
previously conducted tests, commencing with the parameters determined in Sect.
2.3.6 as initial estimates. The tool operates on an iterative basis in which the data
logged input and output variables are repeatedly played back, the input variables
being applied to a plant model running in Simulink. After each simulation run, the
tool adjusts the model parameters to minimise the errors between the data logged
real plant outputs and the model outputs. The iterations are stopped once these errors
are reduced below specified thresholds.
To maximise the accuracy, the estimation was carried out in two stages. In
stage 1, only the DC motor parameters were estimated. In stage 2, the remaining
parameters were estimated with the DC motor parameters fixed at those estimated
in stage 1.

A2.3.7.2 Stage 1: DC Motor Model Parameters

The parameters, Km , La and Ra , were estimated using three logs of ia (t) and  pl (t) for
different armature voltage functions, va (t), as shown in Fig. A2.25. The estimation
tool required ! m (t), found by filtering and differentiating  pl (t) and multiplying by
the gear ratio, G. This, together with va (t), were the inputs to the DC motor model
while ia (t) was the output reference. Figure A2.26 shows a schematic diagram of the
parameter estimation process in which the hat placed over a quantity indicates it is
an estimate. Note that b q denotes an estimate of a quantity, q.

A2.3.7.3 Stage 2: Throttle Valve Model Parameters

Estimating the throttle valve parameters entailed 17 different data logged sets
following similar lines to those of Fig. A2.25, but with va (t) as the input together
with ia (t) and  pl (t) as the two outputs, forming two errors as shown in Fig. A2.27.
With reference to the friction transfer characteristic shown in Fig. A2.20, the
point, (! 1 ,  1 ) is the break-away point for which ! 1 is chosen and  1 is estimated.
The point, (! 2 ,  2 ), is an arbitrary point on the static friction transfer characteristic
for which  2 is chosen and ! 2 is estimated.

A2.3.8 Model Validation in the Frequency Domain

The parameter estimation tool of A2.3.7 can be regarded as validating the model
it produces since it carries out direct comparisons between the responses of the
model and the real plant with common inputs. It is common practice, however, to
carry out validation by comparing the frequency responses of the real plant and the
model. This has been done for the throttle valve, not only as a additional model
Appendices 895

a b c
5
4
va ( t ) 3
[A] 2
1
0
2

ia ( t ) 1
[A]

0
1.5
θ pl ( t )
1
[rad]
0.5
0
0 5 t [s] 10 0 5 t [s] 10 0 5 t [s] 10

Fig. A2.25 Data logged variables for the DC motor model parameter estimation (a) Step va (t) (b)
triangular va (t) (c) ramp va (t)

DC motor model
Logged Data va ( t ) Time delay + 1 iˆa ( t )
Playback τˆd ˆ
− La ∫ dt

Logged Data ωm ( t ) + +
K̂ m R̂a
Playback

K̂ m T̂d L̂a R̂a

Logged Data ia ( t ) error
Parameter estimation algorithm
Playback + −

Parameter estimation tool

Fig. A2.26 Stage 1: Estimation of the DC motor parameters

validation but also to determine the bandwidth, which is needed to determine a

suitable sampling period for control using digital processors (Chap. 6). To achieve
this, the input and output signals are sampled and processed using fast Fourier
transforms [3]. This information is then used in the System Identification Toolbox
®
from Mathworks to create frequency response plots.
The quality of the result obtained from the System Identification Toolbox
depends on factors including the form of the input signal, the sampling period
of the data acquisition and the signal-to-noise ratio. The experiment on the real
plant to capture the input and output signals can be intrusive or nonintrusive.
896 Appendices

Plant Model
1 γˆe ( t ) + 1 ωˆ pl ( t ) θˆpl ( t )
τd +
− La ∫
dt Km G
− JL ∫ dt ∫ dt

+
Ra iˆa ( t )
+ ωˆ ( t )
êb ( t ) Km m G

Parameter Estimation Tool

Friction Model
va ( t ) Logged Data + γˆf Parameters
Playback + for estimation:
Kˆ fv , Kˆ fc , ωˆ 2 , γˆ1
Parameter
Logged Data ia ( t ) − error1 estimation + γh Hard Stop
Playback + algorithm
+ Model
Parameter for
θb
Logged Data θ pl ( t )
K̂s estimation: Ksh
error2
+ + +
Playback −

Fig. A2.27 Stage 2: Estimation of the throttle valve parameters

In the intrusive method the input signal, from the controller, is replaced by a
step, impulse or sinusoidal signal. The nonintrusive method is principally intended
for a controlled plant in normal operation. A signal is added to the controller
output before entering the input of the real plant. The signal level should be low
compared to the controller output to minimise the impact on the operating control
loop. Common types of signals are sinusoids at different frequencies spanning the
intended bandwidth of the control system to be ultimately designed, and the pseudo
random binary sequence (PRBS) as described in Sect. 2.3.3.1 of Chap. 2, with a
Fourier spectrum spanning this bandwidth. Changing the types of signals used for
the system identification can result in slightly different frequency response plots. It
is therefore advisable to carry out the procedure on a known plant model of similar
form to the one expected from the identification process using the different input
signal types and select the one that produces the closest approach to the known plant
model. The PRBS is usually a good choice in view of its broad Fourier spectrum.
The non-intrusive method is also useful for laboratory based tests as it enables a
controller to hold the plant at a desirable setpoint while the test is being conducted.
This is the case for the throttle valve, for which a PRBS was used.
The factors that are important when using the PRBS are the signal amplitude, the
PRBS sequence length, the plant sampling frequency and, in the case of the throttle
valve, the power electronics switching frequency. Table A2.4 shows the parameters.
For the throttle valve test, it was found unnecessary to maintain a given plate
angle through loop closure. Instead a DC armature voltage was applied and the
level adjusted to maintain pl Š 45ı , which is about midway between the end stops
to allow the maximum amplitude of movement for nominally linear operation. Then
the PRPS signal was superimposed.
Appendices 897

Table A2.4 Parameters for PRBS based frequency response for throttle valve
Chosen parameters Dependent parameters
Data sampling frequency: fs D 500 ŒHz PRBS update period: T D 1=fs D 2 Œms
PRBS sequence length: Ns D 210  1 D 1023 Minimum injected signal frequency W
fmin D N1s T D 0:49 ŒHz
PRBS amplitude: ˙1:5 ŒV Minimum injected signal frequency W
fmax D 2T
1
D 250 ŒHz
Experiment time: 40 [s] (20 PRBS cycles) PRBS cycle length: Ns T D 2:045 Œs

From the experimental input and output data a transfer function,

‚exp .s/
D Gexp .s/; (A2.143)
Va .s/

was generated using the System Identification Toolbox from Mathworks. The same
procedure was used to generate a transfer function,

‚ mod .s/
DG mod .s/ (A2.144)
Va .s/

from the nonlinear throttle valve model. The Bode plots of these transfer functions
are shown in Fig. A2.28. The expected bandwidth of a throttle valve control system

0
Gexp ( jω )
Magnitude [dB]

-20 dB

Gmod ( jω ) dB
-40

-60

-80
0
φexp (ω )
φmod (ω )
Phase [deg]

-100

-200

-300

10−2 10−1 100 101 102 103

ω [rad/s]

Fig. A2.28 Bode plots of the throttle valve and its non-linear model
898 Appendices

is about 60 [rad/s] and the maximum error between the Bode magnitude plots of
about 4 dB is too not large for the model to be useful for simulation based control
system development.
Although, in theory, the transfer function applies only to linear systems, fre-
quency response based identification is common in industry even for plants known
to be nonlinear. Arguably, the transfer function obtained is similar to the one that
would be derived analytically by the method of linearisation about the operating
point (Chap. 7) if the plant contained continuous nonlinearities and a nonlinear
model was available. The dominant stick slip friction in the throttle valve, however,
is discontinuous. Unfortunately, there is no other known way to obtain a better
transfer function model for control system design. The rapid increase of the phase
angle for ! > 500 Œrad=s in contrast to the asymptotic increase to a limit of
270ı predicted by the linear model is typical. The transfer function model cannot
be heavily relied upon for plants containing discontinuous nonlinearities but can
be useful for the initial controller design with the expectation of having to make
adjustments following the first experimental trials.

A2.3.9 Summary of Throttle Valve Model Parameter Values

Table A2.5 shows the values of the throttle valve model parameters obtained, most
of which were refined using the parameter estimation tool. The few direct mea-
surements deemed sufficiently accurate are indicated with an asterisk. In addition,
parameters indicated with a double asterisk are chosen rather than measured.

Table A2.5 Estimated and measured throttle valve model parameters

Quantity Description Value
Ra * DC motor armature resistance 2.795 []
La DC motor armature inductance 8:372  104 ŒH
Km DC motor torque and back e.m.f. constant 0.0257 [Nm/A or Vs/rad]

JL Total moment of inertia referred to plate 8:521  104 kgm2
Ks Retention spring constant 0.0851 [Nm/rad]
Kfv Viscous friction coefficient referred to plate 0.0022 [Nms/rad]
Kfc Coulomb friction constant 0.0386 [Nm]
!1 * * Static friction velocity coordinate 1 0.01 [rad/s]
1 Static friction torque coordinate 1 0.0539 [Nm]
!2 Static friction velocity coordinate 2 0.047 [rad/s]
2 * * Static friction torque coordinate 2 0.001 [Nm]
G* Gear ratio 11.5
b Retention spring bias angle 4.427 [rad]
 pl max * Maximum plate angle /2 [rad]
 pl min * Minimum plate angle 0:1ı D 0:01745 Œrad
Khs * * Proportional gain of hard stop controller 50
d Pure time delay 0.0016 [s]
Appendices 899

References

1. Junkins JL, Turner JD (1986) Optimal spacecraft attitude maneuvers. Elsevier, Amsterdam
2. James JF (2011) A students guide to Fourier transforms with applications in physics and
engineering, 3rd edn. ISBN 978 0 521 17683 5, Cambridge University Press, New York
3. Pedersen JL (2013) Model based and robust control techniques for internal combustion engine
throttle valves. PhD thesis, University of East London, London, UK
900 Appendices

A4 Appendix to Chap. 4

A4.1 Application of Mason’s Formula Using Block Diagrams

A4.1.1 Background

Mason’s Formula, sometimes referred to as Mason’s Rule, is a useful means

of determining transfer functions and the characteristic equations of linear, time
invariant (LTI) plant models and closed loop control systems algebraically using
their block diagrams. In many cases, particularly related to SISO plants, the
method is more straightforward than others such as block diagram reduction or
using Laplace or z transforms, respectively, on differential or difference equations.
Consider, for example, the continuous SISO state space model,

xP D Ax C bu
; (A4.1)
y D cT x

and its corresponding discrete time state space model,

)
x .k C 1/ D ˆ.h/x.k/ C §.h/x.k/
(A4.2)
y.k/ D cT x.k/

It is easy to write down the corresponding general transfer functions,

y.s/ adj ŒsI  A

D cT ŒsI  A 1 b D cT b (A4.3)
u.s/ det ŒsI  A
or

y.z/ adj ŒzI  ˆ

D cT ŒzI  ˆ 1 ‰ D cT ‰ (A4.4)
u.z/ det ŒzI  ˆ

but in individual cases, the determinant expansions and adjoint matrix evaluations
can be quite tedious. In many cases, Mason’s formula offers a simpler route to the
required solution, provided a transfer function block diagram or a state variable
block diagram is available.
Mason’s formula may be regarded as a generalisation of the well-known formula
for the transfer function,

Y .s/ G.s/
D ; (A4.5)
Z.s/ 1 C G.s/H.s/

of the simple closed-loop system shown in Fig. A4.1.

Appendices 901

Fig. A4.1 Simple single loop Z (s) + Y (s)

system G (s)
−
H (s)

Fig. A4.2 General block z1 y1

diagram representation of z2 y2
time invariant, linear
dynamical system  LTI 
zi yj
System
 
zr zm

In many other applications, the control loop structure is more complex than this.
Figure A4.2 represents a general LTI system that may be a plant to be controlled or
a complete closed-loop system.
Masons formula enables the transfer function between any two points, such
as Yj (s)/Zi (s) for a continuous model and Yj (z)/Zi (z) for a discrete model, or the
characteristic polynomial, to be readily determined.

A4.1.2 The Rules

Since the method is applicable to continuous time and discrete time models, then the
functional notation, (s) or (z) will be omitted in the presentation of Mason’s formula
and the rules for determining the transfer functions in particular cases. It should be
noted that for historic reasons, the method is traditionally applied to the signal flow
graph, which is equivalent to the block diagram. The method is applied here to the
much more commonly used block diagram models, an example of which is shown
in Fig. A4.3.
Here, Gi ; i D 1; : : : ; 6, are the transfer functions of dynamic elements or the
constant gains of non-dynamic elements. This figure will be useful in understanding
the following terms that are relevant to application of the formula.
(a) Forward path. A forward path between an input and output is a path through
the elements and connections of the block diagram commencing at the input
and ending at the output. It must follow the direction indicated by the arrows on
the diagram and may pass through any point only once. The block diagram of
Fig. A4.3 has two forward paths marked p1 and p2 .
(b) Forward path gain. This is the overall gain between the input and output of a
forward path and is equal to the product of the individual gains of the elements
in the path. The gain of the ith forward path is denoted pi . The gains of the
two forward paths between the input, Z, and the output, Y, in Fig. A4.3 are
902 Appendices

p1 D G1 G4 G5 and p2 D G3 G4 G5 . Note that the gain from the ‘C’ input of a

summing junction to its output is equal to C1.
(c) Loop. A loop is a closed path within the block diagram. It must follow the
direction of the arrows and pass through any point only once. Six loops may be
identified in Fig. A4.3 and these are marked, li ; i D 1; 2; : : : ; 6.
(d) Loop Gain. This is the product of the individual gains of the elements in the
loop, commencing at any point in the loop and ending at the same point. The
gain of the ith loop is denoted li . The gains of the six loops in Fig. A4.3 are
l1 D G1 G2 , l2 D G4 G5 , l3 D G1 G4 G6 , l4 D G1 G4 G5 , l5 D G3 G4 G6 and
l6 D G3 G4 G5 . Note that the gain from the ‘’ input of a summing junction
to its output is equal to 1. This applies to the loops, li ; i D 3; 4; 5; 6.
(e) Touching Loops. Two or more loops touch one another if they share at least one
signal and therefore all pass through at least one point. In Fig. A4.3, loops l1 , l3 ,
and l4 are touching loops. Similarly, loops l2 , l3 , l4 , l5 and l6 are touching loops.
(f) Non-touching Loops. Two or more loops are non-touching if they share no
signals and therefore have no points in common. In Fig. A4.3, loops l1 and l2
are non-touching loops. Also loops l1 and l5 are non-touching loops. Similarly,
l1 and l6 are non-touching loops.
(g) Loops Touching Forward Paths. A loop touches a forward path if it shares at
least one signal with it and therefore passes through at least one point on it.
In Fig. A4.3, all the loops, li ; i D 1; 2; : : : ; 6, touch the forward path, p1 .
Similarly, loops l2 , l3 , l4 , l5 and l6 touch the forward path, p2 .
(h) Loops Non-touching Forward Paths. A loop is non-touching with respect to a
forward path if it shares no signals with it and therefore passes through no points
on it. In Fig. A4.3, loop, l1 , is non-touching with respect to the forward path,
p2 .

G3
p2

+ + + + p1
G1 G4 G5
Z − + + Y
l1
l2
G2
l3 l5
+
G6 l4
+
l6

Fig. A4.3 Example of the block diagram of an LTI system with a multiple loop structure
Appendices 903

Given the above information, the transfer function between any two points in the
block diagram of an LTI system is given by Mason’s Formula, as follows.
X
pk  k
k
GD ; (A4.6)

where  is the determinant of the system and k is the cofactor corresponding to
the kth forward path, pk . Here,
X X X
D1 li C li lj  li lj lm C    (A4.7)
i i ¤j i ¤j ¤m
„ƒ‚… „ ƒ‚ … „ ƒ‚ …
sum of sum of sum of
all the products products
loop of gains of gains
gains of pairs of of non-
non- touching
touching loops taken
loops three at a
time

and k is obtained by commencing with  and then setting to zero the gains of all
the loops that touch the forward path, pk .
The proof of Mason’s formula may be found in the original paper [1]. Some
remarks follow, however, which should aid in gaining an intuitive understanding.
The determinant, , of Mason’s formula (A4.6) is essentially the same as the
determinants, det ŒsI  A and det ŒzI  F , of the general transfer functions
(A4.3) and (A4.4) obtained from the state space models, butX is more easily obtained
from (A4.6) in particular cases. Similarly, the cofactor term, pk k , is essentially
k
the same as the numerator terms, cT adj ŒsI  A b and cT adj ŒzI  ˆ ‰, of the
general transfer functions, (A4.3) and (A4.4) but again is more easily obtained.
Importantly, Mason’s formula also provides a straightforward means of deter-
mining the characteristic equation of a LTI system. This is simply given by

D0 (A4.8)

i.e., .s/ D 0 for a continuous time block diagram model incorporating elements
whose Laplace transfer functions are given and .z/ D 0 for a discrete time block
diagram model incorporating elements whose z-transfer functions are given.
To demonstrate the application of the formula, the transfer function, Y/Z, of the
system shown in Fig. A4.3 is
904 Appendices

X
pk k
Y k p 1 1 C p2 2
D D
Z  1  .l1 C l2 C l3 C l4 C l5 C l6 / C .l1 l2 C l1 l5 C l1 l6 /
p1 :1 C p2 .1  l1 /
D
1  .l1 C l2 C l3 C l4 C l5 C l6 / C .l1 l2 C l1 l5 C l1 l6 /
G4 G5 ŒG1 C G3 .1  G1 G2 /
D :
1  G1 G2  G4 fG5 Œ1  G3  G1 .1  G2 .1  G3 //  G6 ŒG3 C G1 .1 C G2 G3 / g
(A4.9)

No distinction is made here between transfer functions of continuous or discrete

time models and therefore the complex variables, s or z, of, respectively, the Laplace
or z transforms do not appear.
Initially, the reader may wish to write down the individual expressions for the
forward path gains, loop gains, cofactors and the determinant, but with practice,
should be able to write down expressions for the transfer function or characteristic
polynomial directly, as in the following examples.
Example A4.1 DC motor position control servomechanism with linear state feed-
back control
It is required to derive the transfer functions, ‚‚.s/
r .s/
, ‚U.s/
r .s/
, E.s/
L .s/
and the closed
loop characteristic equation of the control system shown in Fig. A4.4.
Since the determinant, (s), is common to any transfer function of a given LTI
system and is used to determine the characteristic polynomial, it will be found first.
    
1 cˆ 1
.s/ D 1  Kd Ki k3 
cˆ C Kd Kv k2 C Kd Kp k1
sLa C Ra Js C B s
    
1 cˆ 1
D1C Kd Ki k3 C cˆ C Kd Kv k2 C Kd Kp k1
sLa C Ra Js C B s
(A4.10)

LSF Control Law External load torque Γ L ( s )

Θr ( s ) E (s) U (s) I (s) Ω(s) Θ(s)
+ + + 1 1 1
Kp k1 kd CΦ
− − − sLa + Ra Js + B s
+
CΦ
+

k2 k3 Ki Transducers Kv Kp
X3 (s)
X2 (s)
X1 ( s )

Fig. A4.4 A d.c. position control servo with linear state feedback control
Appendices 905

The required transfer functions are then


 
1 Cˆ 1
Kd Kp k 1
‚.s/ sLa C Ra Js C B s
D      ;
‚r .s/ 1 Cˆ 1
1C Kd Ki k 3 C C ˆ C Kd Kv k 2 C Kd Kp k 1
sLa C Ra Js C B s

i.e.,

Kd Kp k1 C ˆ
‚.s/ La J
D 1
; (A4.11)
‚r .s/ .sLa C Ra / .Js C B/ s
La J
1


C Kd Ki k3 Js 2 C Bs C Cˆ .Cˆ C Kd Kv k2 / s C Kd Kp k1
La J
    2 2 
1 C ˆ
Kp k1 1 C
U.s/ sLa C Ra Js C B
D     
‚r .s/ 1 Cˆ 1
1C Kd Ki k3 C Cˆ C Kd Kv K2 C Kd Kp K1
sLa C Ra Js C B s
Kp k1 
.sLa C Ra / .Js C B/ C C 2 ˆ2 s
La J
D
1
.sLa C Ra / .Js C B/ s
La J
1


C Kd Ki k3 Js 2 C Bs C Cˆ .Cˆ C Kd Kv k2 / s C Kd Kp k1 (A4.12)
La J

and
 
1 1
Kp .1/
E.s/ Js C B s
D     
L .s/ 1 Cˆ 1
1C Kd Ki k3 C Cˆ C Kd Kv k2 C Kd Kp k1
sLa C Ra Js C B s
Kp
 .sLa C Ra /
La J
D :
1
.sLa C Ra / .Js C B/ s
La J
1


C Kd Ki k3 Js 2 C Bs C Cˆ .Cˆ C Kd Kv k2 / s C Kd Kp k1
La J (A4.13)

The characteristic equation is given by .s/ D 0, and it is evident from

the derivation of the above transfer functions that this equation is converted to a
polynomial equation in the standard form in which the characteristic polynomial
is a monic polynomial, meaning that the coefficient of the highest power of
906 Appendices

s equal to unity, by multiplying both sides of the equation, .s/ D 0, by

1
La J
s .sLa C Ra / .Js C B/. Thus, L1a J s .sLa C Ra / .Js C B/ .s/ D 0, yielding

1
.sLa C Ra / .Js C B/ s
La J
1


C Kd Ki k3 Js 2 C Bs C C ˆ .C ˆ C Kd Kv k2 / s C Kd Kp k1 D 0
La J

and separating the terms of like degree yields

 
3 B Ra C Kd Ki k3 2
s C C s
J La
 
Ra B C Kd Ki k3 B C C ˆ .C ˆ C Kd Kv k2 / C ˆKd Kp k1
C sC D0
La J La J
(A4.14)

The forgoing example serves to illustrate the fact that, in general, the denominator
polynomial of every transfer function of a given linear system is the same. This is a
consequence of the basic modes of a linear system being reflected in all the transfer
functions, the eigenvalues of these modes (i.e., the poles of the transfer functions)
being the roots of the common characteristic equation, .s/ D 0. The differences
between the transfer functions of a given linear system are only in the numerator
polynomials, and hence the zeros.
Example A4.2 Discrete three phase signal generator
Figure A4.5a shows the block diagram of a software-implemented discrete time
three phase signal generator for AC electric drive applications.

a b
cos (ω h )
Xa ( z) Xa ( z)
+ 1 1 + 1 1
+ z X1 ( z ) 2 + z X1 ( z ) 2

sin (ω h ) sin (ω h ) + ωh ωh +
X2 ( z) 1 − + Xb ( z) X2 ( z) 1 − + Xb ( z)
z + z +
cos (ω h ) 1 − ω 2 h2
3 − 3 −
2 + X ( z) 2 + Xc ( z)
c

Fig. A4.5 Discrete time three phase signal generators. (a) Exact version (b) Approximate version
Appendices 907

This is an unforced linear dynamical system which, with non-zero initial

conditions (i.e., initial states) generates two state variables, x1 and x2 , which coincide
precisely with two sinusoids of equal amplitude and mutually in quadrature and of
frequency, ! [rad/s], at sampling times separated by a constant period of h [s]. These
state variables form ‘basis phasors’ from which the three-phase sinusoids, xa (t),
xb (t) and xc (t), are generated, these precisely coinciding with the ideal continuous
three phase sinusoids at the sampling times. This scheme, however, requires on-
line evaluation of sine and cosine functions if ! is to be variable. The scheme of
Fig. A4.5b avoids this but at the expense of the actual frequency of oscillation, ! a ,
being slightly different from the nominal frequency, ! and the phase angle between
x1 (t) and x2 (t) differing slightly from 90ı .
First, it is required to confirm, by means of the characteristic equation, that the
signal generator of Fig. A4.5a oscillates at constant amplitude with a frequency of
! [rad/s]. Then it is similarly required to show that the signal generator of Fig. A4.5b
oscillates at constant amplitude with a different frequency of ! a and finally to derive
an equation for ! a in terms of ! and h.
Both generators have three loops, two of which are non-touching. The character-
istic equation for Fig. A4.5a is therefore given by
 
2 1 1
.z/ D 1  cos .!h/  2 sin2 .!h/ C 2 cos2 .!h/ D 0 )
z z z
(A4.15)
2 1
1  cos .!h/  2 D 0 ) z2  2z cos .!h/ C 1 D 0
z z

from which the roots are

z1;2 D cos .!h/ ˙ j sin .!h/ (A4.16)

This satisfies the necessary condition for unforced oscillations at a constant

amplitude, i.e., complex conjugate poles lying precisely on the unit circle in the
z-plane (corresponding to the j! axis in the s-plane). Oscillations at a frequency of
! [rad/s] with constant amplitude are produced by a continuous unforced dynamical
system having poles of the Laplace transfer function located at s1;2 D ˙j ! in the
s-plane. Applying the transformation to yield the poles of the equivalent discrete
unforced linear system in the z-plane yields:

z1;2 D es1;2 h D e˙j!h D cos .!h/ ˙ j sin .!h/ (A4.17)

This agrees with the roots of the characteristic equation above and therefore the
system oscillates as required.
Applying Mason’s formula to obtain the characteristic equation of the system of
Fig. A4.5b yields
908 Appendices

 
1 1  ! 2 h2 ! 2 h2 1  ! 2 h2
.z/ D 1  C  2 C D0)
z z z z2
(A4.18)
2  ! 2 h2 1

1 C 2 D 0 ) z2  2  ! 2 h2 z C 1 D 0
z z

from which the roots are

r
! 2 h2 ! 2 h2
z1;2 D1 ˙ j!h 1  (A4.19)
2 4
It may easily be confirmed that these roots have unity magnitude, as required. If the
frequency of oscillation is ! a [rad/s], then the roots of the characteristic equation
must also be given by

z1;2 D e˙j!a h D cos .!a h/ ˙ j sin .!a h/ : (A4.20)

Comparing (A4.19) and (A4.20) then gives

1 1

!a D cos 1  ! 2 h2 (A4.21)
h
or alternatively
r !
1 1 ! 2 h2
!a D sin !h 1  : (A4.22)
h 4

The RHS of (A4.21) and (A4.22) may be shown to be equal. For precise frequency
control, the required frequency can be set to ! a and ! calculated by making it the
subject of (A4.21). Thus

1p
!D 1  cos .!a h/: (A4.23)
h

A4.2 Traditional Controller Zero Cancellation by Pole

Assignment

A4.2.1 Background

In industry, a controller is often purchased rather than developed in-house. Invari-

ably this will be a PID controller whose structure is fixed and only the three gains,
KP , KI and KD , can be adjusted, one of the two variants, i.e., the PI or the PD
controller, being obtained simply by setting, respectively, KD D 0 or KI D 0.
As already highlighted in Chap. 1, these traditional controllers introduce one or two
Appendices 909

zeros in the closed loop transfer function that can cause a single overshoot, possibly
followed by a single undershoot in the step response, even if the closed loop poles
are real and therefore the system contains no oscillatory modes. In applications
requiring zero overshoot, the zero-less versions of these controllers, i.e., the IPD,
IP or DP controllers would be preferable but if a PID controller has to be used, it
may be feasible to eliminate the overshooting by placing a subset of the closed loop
poles to cancel the zeros or, if sensitivity is an issue, similarly place the poles of an
external pre-compensator (Chap. 5).
Pole-zero cancellation is often regarded inadvisable since plant parameteric
uncertainty could cause a considerable departure from the specified step response,
or even instability if the zeros are positioned relatively close to the imaginary axis
of the s-plane. Pole-zero cancellation is certainly invalid if the zeros are in the right
half of the s-plane since the poles cancelling them would create unstable modes
despite the dynamic response of the controlled output, y(t), to the reference input,
yr (t), being as specified. This would be an example of a closed loop system that is
unobservable in the sense that it would fail the observability test applied to plant
models in Chap. 3, with the reference input replacing the control input. The result is
that the unstable internal mode could not be detected upon the initial loop closure
by observing the reference input and the output, but would manifest itself due to
the control saturation limits in practical applications after a finite time. It must be
realised that plant modelling errors will cause the actual closed loop pole locations
to be different from the nominal ones. Hence if the zeros are in the left half of the s-
plane but so close to the imaginary axis that the plant parameteric errors might move
the actual compensating poles into the right half plane, then the method is invalid.
On the other hand, if the zeros are situated sufficiently far into the left half plane
for the actual poles intended to cancel the zeros to remain in the left half plane for
worst case combinations of plant parametric errors, then the method may be applied
safely. It must be understood, however, that the effects of the zeros may only be
reduced rather than eliminated because the closed loop poles can never precisely
coincide with the zeros.
The problem of possible instability could be circumvented by using an external
pre-compensator with fixed and known poles instead of employing a subset of the
closed loop poles for the zero cancellation. In any case, the control system designer
is advised to analyse the system to assess the effect of plant modelling errors before
proposing pole-zero cancellation, preferably including a simulation in which the
plant parameters are varied within given tolerances while the controller gains are
based on the nominal plant parameters.

A4.2.2 PI Control Loop

First consider the classical PI controller applied to the general SISO LTI plant of
first order as shown in Fig. A4.6. The external disturbance will not be considered
initially as it is unnecessary for the development of methods to cancel zeros.
910 Appendices

Fig. A4.6 PI controller D(s)

applied to a first order plant Yr ( s ) + K U (s) − b0 Y (s)
KP + I
− s + s + a0

With D.s/ D 0, the system input–output behaviour is determined by the closed

loop transfer function,
 
K P s C K I b0 KI
: b K
0 P s C
Y .s/ s s C a0 KP
D D 2 : (A4.24)
Yr .s/ K P s C K I b0 s C .a0 C b0 KP / s C b0 KI
1C :
s s C a0

To avoid a single overshoot due to the zero at s D KI =KP , the possibility of
placing one of the closed loop poles to cancel the zero will be considered. To achieve
this, the gains, KP and KI , have to be chosen such that .s C KI =KP / is a factor of
the closed loop characteristic polynomial. Then
 
KI
b0 K p s C
Y .s/ Kp b0 K p
D   D : (A4.25)
Yr .s/ KI 1 1
sC sC sC
Kp Tc Tc

where Tc is the time constant of the resulting first order closed loop transfer function
that may be chosen to achieve the specified settling time, Ts (5 % criterion), by
setting Tc D Ts =3. Expanding the characteristic polynomial of (A4.25) and equating
it to that of (A4.24) yields
 
KI 1 KI 1
s2 C C sC D s 2 C .a0 C b0 KP / s C b0 KI ) KP D
KP Tc K P Tc b0 Tc
(A4.26)

and
a0
KI D (A4.27)
b0 Tc

Substituting for KP in (A4.25) yields

Y .s/ 1=Tc
D ; (A4.28)
Yr .s/ s C 1=Tc

confirming that the closed loop system has a unity DC gain due to the integral term.
Importantly, however, although the closed loop transfer function is of first order,
the closed loop system is still of second order. The zero in the closed loop transfer
Appendices 911

function is cancelled by the second pole at the same location of s2 D KI =Kp and
substituting for the controller gains using (A4.26) and (A4.27) yields

s2 D a0 : (A4.29)

This closed loop pole is equal to the plant pole and is therefore fixed. The fact
that this pole still plays a part in the closed loop dynamics of the system may be
illustrated by re-introducing the disturbance input, D(s). Applying the Principle of
Superposition to Fig. A4.6 yields the following transfer function relationship.
 
KI
b0 K p s C Yr .s/  b0 sD.s/
KP
Y .s/ D : (A4.30)
s 2 C .a0 C b0 KP / s C b0 KI

Using (A4.25), (A4.26) and (A4.27), (A4.30) becomes

 
KI 1
b 0 Kp s C yr .s/  b0 sD.s/
Kp Tc b0 s
Y.s/ D    D Y .s/    D.s/:
KI 1 1 r 1
sC sC sC .s C a0 / s C
Kp Tc Tc Tc
(A4.31)

The disturbance therefore excites the mode corresponding to the pole at s2 D a0 .
The zero cancellation method is therefore restricted to use with a stable plant, i.e.,
one with its pole located in the left half of the s-plane. It would also be necessary
for the pole to be sufficiently far from the imaginary axis of the s-plane for the
associated exponential mode, ea0 t , to decay to negligible proportions on a time
scale of the same order as Tc , or less. This implies that the pole-zero cancellation is
conditional upon stability of the uncontrolled plant.
The factor, s, in the numerator of the transfer function between D(s) and Y(s) in
(A4.31) appears whenever the controller contains an integral term and indicates the
zero DC gain that ensures constant disturbances are rejected in the steady state.

A4.2.3 PID Control Loop

Consider a PID controller applied to a second order LTI plant as shown in Fig. A4.7.

d (s)
yr ( s ) + e ( s ) K s2 + K s + K u ( s ) − b0 y (s)
d p I
− s + s + a1s + a0
2

Fig. A4.7 PID control of a second order plant without zeros

912 Appendices

The closed loop transfer function relationship is as follows.

KD s 2 C KP s C KI b0 Yr .s/  b0 sD.s/
Y .s/ D 3
s C .a1 C KD b0 / s 2 C .a0 C KP b0 / s C KI b0
  (A4.32)
KP KI
s2 C sC Kd b0 Yr .s/  b0 sD.s/
KD KD
D 3 :
s C .a1 C KD b0 / s 2 C .a0 C KP b0 / s C KI b0

Placing two of the closed loop poles to cancel the zeros in

the transfer function
between yr (s) and y(s) is achieved by making s 2 C Kp =Kd s C KI =Kd a factor of
the closed loop characteristic polynomial, yielding
  
KP KI 1
s 3 C .a1 C Kd b0 / s 2 C .a0 C KP b0 / s C KI b0 D s 2 C sC sC
    KD KD Tc
K P 1 K P K I K I
D s3 C C s2 C C sC ;
KD Tc K D Tc Kd K D Tc (A4.33)

where, as in the previous case, the closed loop transfer function is (A4.28) and Tc
is the time constant of the ‘free’ closed loop pole that may be chosen to yield the
required settling time. Solving (A4.33) for the three controller gains yields

KI 1
K I b0 D ) KD D ; (A4.34)
K D Tc b0 Tc
Kp KI b0 Tc K P a0
a0 C KP b0 D C D C b0 Tc K I ) K I D (A4.35)
K D Tc KD Tc b0 Tc
and
Kp 1 1 1 a1
a1 C KD b0 D C ) a1 C b0 D b0 Tc K P C ) KP D
Kd Tc b0 Tc Tc b0 Tc
(A4.36)
 
K
s 2 C KDp s C KKDI KD b0 Yr .s/  b0 sD.s/
Then (A4.32) becomes Y .s/ D   
K
s 2 C KDp C KKDI s C T1c
and substituting for the controller gains using (A4.34), (A4.35) and (A4.36)
yields
1
Tc b0 s
Y .s/ D 1
Yr .s/    D.s/: (A4.37)
sC Tc .s 2 C a1 s C a0 / s C 1
Tc

As previously, the transfer function between Yr (s) and Y(s) is of first order with the
time constant, Tc , and the transfer function between D(s) and Y(s) includes the plant
poles. Again, since the denominator of the second transfer function in (A4.37) is that
Appendices 913

of the plant transfer function, the technique of cancelling the controller zeros with
closed loop poles to circumvent their effects is conditional upon the uncontrolled
plant being stable.
If one or more of the plant poles lie in the right half of the s-plane, indicating
instability of the uncontrolled plant, then it is still possible to place some of the
closed loop poles in stable locations such that the differentiating effect of the
controller zeros is reduced. The pole-to-zero dominance ratio (Chap. 1) may then
be used to arrive at suitable closed loop pole locations. This is addressed in Chap. 4
together with the option of using an external pre-compensator which might be
necessary to keep the sensitivity within acceptable limits.

A4.2.4 Stability Analysis for the PID Control Loop with

Plant Modelling Errors

In a practical situation, the controller gains of (A4.34), (A4.35) and (A4.36) are
based upon the estimated plant parameters, bQ0 , ã0 and ã1 , rather than the actual ones,
b0 , a0 and a1 . Routh’s stability criterion will now be used to determine limits of the
modelling errors, b0  bQ0 , a0  aQ 0 and b0  bQ0 , beyond which instability will occur
when attempting pole zero cancellation using closed loop poles as in Sect. A4.2.3.
The characteristic polynomial of (A4.33) then becomes

s 3 C c2 s 2 C c1 s C c0 D s 3 C .a1 C Kd b0 / s 2 C .a0 C KP b0 / s C KI b0
   
b0 b0 aQ 1 b0 aQ 0 (A4.38)
D s 3 C a1 C s 2 C a0 C sC
bQ0 Tc bQ0 Tc bQ0 Tc

The Routh array is therefore as follows.

Here,
  
b0 b0 aQ 1 b0 aQ 0
d1 D c2 c1  c0 D a1 C a0 C  (A4.39)
bQ0 Tc bQ0 Tc bQ0 Tc

and
   
b0 b0 aQ 1 b0 aQ 0 b0 aQ 0
e1 D d1 c0 D a1 C a0 C  (A4.40)
bQ0 Tc bQ0 Tc bQ0 Tc bQ0 Tc
914 Appendices

It will be assumed that ai > 0, aQ i > 0, i D 0; 1, b0 > 0 and bQ0 > 0. Then since

b0
c2 D a1 C ; (A4.41)
Qb0 Tc

it follows that c2 > 0. With Tc > 0, inspection of (A4.39) and (A4.40) reveals that
d1 and e1 are of the same sign. It follows that there is only one sign change in the
sequence of elements of the first column of the array. Hence one closed loop pole
lies in the right half plane if d1 < 0. The condition for stability is therefore d1 > 0,
i.e.,
  
b0 b0 aQ 1 b0 aQ 0
a1 C a0 C  >0)
Qb0 Tc Qb0 Tc bQ0 Tc
   
b0 aQ 1 b0 2 b0
a1 a0 C C aQ 1 C .a  aQ 0 / > 0 ) (A4.42)
Qb0 Tc Qb0 Tc Qb0 Tc 0
!
a0 bQ0 Tc b0
aQ 0 < a0 C a1 C aQ 1 C aQ :
b0 Qb0 Tc 1

Let the known upper and lower limits of a0 be a0 max and a0 min . Then

a0 min < a0 < a0 max : (A4.43)

Then setting aQ 0 D a0 min will ensure (A4.42) is satisfied, since the second and third
terms on the RHS of (A4.42) are positive, thereby ensuring closed loop stability. In
many cases, these terms are sufficiently
 positive to ensure closed loop stability with
any value of aQ 0 2 a0 min a0 max , so that setting

.a0 min C a0 max /

aQ 0 D (A4.44)
2
is valid. Even with the plant poles approaching the imaginary axis of the s-plane
from the left hand side, given by b0 ! 0 and bQ0 ! 0 , (A4.42) would become

aQ 0 < a0 C a1 .a0 rTc C aQ 1 / (A4.45)

where r is indeterminate but satisfies r 2 .0; 1/, so even for the worst case of
r D 0, the condition for stability would be

aQ 0 < a0 C a1 aQ 1 (A4.46)

which is satisfied if aQ 0 D a0 min .

In conclusion, zero cancellation with closed loop poles should not cause instabil-
ity due to plant parametric uncertainty in many cases. The fears of instability stem
from the era in which linear control systems invariably had the structure of Fig. 4.13
in Chap. 4. Then the approach to eliminate the effects of plant zeros was to design a
series pre-compensator with poles to cancel them. The subsequent loop closure often
Appendices 915

resulted in instability, as often predicted by the root locus, with respect to the pro-
portional gain, K, entering the right half of the s-plane due to plant modelling errors.

A4.3 Partial Pole Assignment for Traditional Controllers

If a traditional controller has to be used in a given application but the closed loop
system order exceeds three, then complete pole assignment cannot be done. A
satisfactory control system design might result, however, by placing as many of
the closed loop poles as there are independently adjustable controller parameters.
This process is referred to as partial pole assignment. The condition for this to be
successful is that the remaining poles have no significant influence on the closed
loop dynamics through being dominated by the placed poles, requiring the pole to
pole dominance ratios (Chap. 1) to be sufficiently large. Achieving this could entail
a compromise when attempting to satisfy a stringent performance specification in
terms of settling time and minimal overshoot. If only closed loop stability is the main
requirement, however, the classical compensator design methods may be sufficient.
Let the closed loop characteristic equation be

s n C Cn1 .k/ s n1 C    C C1 .k/ s C C0 .k/ D 0; (A4.47)

where the constant coefficients, Ci (k), i D 1; 2; ::; n, can be adjusted only by means
of the three traditional controller gains, since k D .KP ; KI ; KD /. Then three of the
closed loop poles, s1; 2; 3 D p1 ; p2 ; p3 , can be placed as desired. The characteristic
polynomial is then expressed as a product of two polynomials, one third degree
and determined by the poles, p1 , p2 and p3 , i.e., .s  p1 / .s  p2 / .s  p3 / D s 3 C
D2 s 2 C D1 s C D0 , and the other that cannot be chosen, yielding

n3

s 3 C D2 s 2 C D1 s C D0 s C qn4 s n4 C    C q1 s C q0 D 0: (A4.48)

where n is the order of the closed loop system. The n  3 roots of

s n3 C qn4 s n4 C    C q1 s C q0 D 0 (A4.49)

are the closed loop poles, pi , i D 4; 5; : : : ; n, that are dependent on the controller
structure and the choice of p1 , p2 and p3 . These will be termed the dependent poles
and must, of course, lie in the left half of the s-plane and be dominated by the
placed poles, p1 , p2 and p3 , for the desired closed loop dynamics to be attained. This
constraint, however, may compromise the choice of the placed poles and hence the
attainable closed loop dynamics. In general, increasing the speed of response of the
closed loop system to changes in the reference input increases the magnitude of the
placed poles, resulting in reduction in the magnitudes of the dependent poles which,
beyond a certain point, will cease to be dominated. Hence the attainable speed of
response is limited.
916 Appendices

Multiplying the two factor polynomials of (A4.48) to obtain the characteristic

equation in the standard form yields

s n C .D2 C qn4 / s n1 C .D1 C D2 qn4 C qn5 / s n2

C .D0 C D1 qn4 C D2 qn5 C qn6 / s n3
C .D0 qn4 C D1 qn5 C D2 qn6 C qn7 / s n4 C    (A4.50)
C .D0 q4 C D1 q3 C D2 q2 C q1 / s 4 C .D0 q3 C D1 q2 C D2 q1 C q0 / s 3
C .D0 q2 C D1 q1 C D2 q0 / s 2 C .D0 q1 C D1 q0 / s C D0 q0 D 0:

Equating the characteristic polynomial of (A4.50) to that of (A4.47) yields the fol-
lowing set of simultaneous equations for determination of the controller gains, KP ,
KI and KD , together with the factor polynomial coefficients, qi , i D 0; 1; : : : ; n  4.
9
C0 .KP ; KI ; KD / D D0 q0 ; C1 .KP ; KI ; KD / D D0 q1 C D1 q0 ; >
>
>
>
>
>
C2 .KP ; KI ; KD / D D0 q2 C D1 q1 C D2 q0 ; >
>
>
>
>
>
C3 .KP ; KI ; KD / D D0 q3 C D1 q2 C D2 q1 C q0 ; >
>
>
>
C4 .KP ; KI ; KD / D D0 q4 C D1 q3 C D2 q2 C q1 ; >
=
:: >
: >
>
>
>
>
>
Cn4 .KP ; KI ; KD / D D0 qn4 C D1 qn5 C D2 qn6 C qn7 >
>
>
>
>
>
Cn3 .KP ; KI ; KD / D D0 C D1 qn4 C D2 qn5 C qn6 >
>
>
>
;
Cn2 .KP ; KI ; KD / D D1 C D2 qn4 C qn5 ; Cn1 .KP ; KI ; KD / D D2 C qn4
(A4.51)

This is a completely determined set of simultaneous equations since the number

of unknowns is n, consisting of three controller gains and n  3 factor polynomial
coefficients, and the number of equations is also n. Furthermore, the equations are
linear with respect to the unknowns since the coefficients, Ci , i D 0; 1; : : : ; n1, are
each linear with respect to KP , KI and KD . To be soluble, of course, these equations
must be linearly independent, which is expected. Lack of solubility would imply
lack of controllability of the plant, which is rarely encountered in practice.
Example A4.3 IPD controller applied to a third order plant without finite zeros
The system of Fig. A4.8 is of fourth order but only three of its closed loop poles
may be placed freely.
The closed loop characteristic equation is
  
b0 KI
1  3 2
KD s C KP C D0)
s C a2 s C a1 s C a0 s (A4.52)
4 3 2
s C a2 s C .a1 C b0 KD / s C .a0 C b0 KP / s C b0 KI D 0
Appendices 917

Yr ( s ) + KI + + U (s) b0 Y (s)
− s − − s + a2 s + a1s + a0
3 2

KP KDs

Fig. A4.8 IPD controller applied to third order plant without finite zeros

Since the chosen factor polynomial is s 3 C D2 s 2 C D1 s C D0 , then the remaining

factor polynomial must be s C q0 , so the closed loop characteristic equation is also
3

s C D2 s 2 C D1 s C D0 .s C q0 / D 0 )
(A4.53)
s 4 C .D2 C q0 / s 3 C .D2 q0 C D1 / s 2 C .D1 q0 C D0 / s C D0 q0 D 0

Equating the characteristic polynomials of (A4.52) and (A4.53) then yields the
following set of four simultaneous equations to solve for Kp , KI Kd and q0 .

a2 D D2 C q0 (A4.54)

a1 C b0 KD D D2 q0 C D1 (A4.55)

a0 C b0 KP D D1 q0 C D0 (A4.56)

b0 KI D D0 q0 (A4.57)

As expected, these equations are linear with respect to the unknowns. They may
also be solved by back substitution. Thus

q0 D a2  D2 ; Kd D .D2 q0 C D1  a1 / =b0 ;
(A4.58)
Kp D .D1 q0 C D0  a0 / =b0 ; KI D D0 q0 =b0

Suppose that the desired closed loop poles are to be coincident at s1; 2; 3 D sc D pc
to avoid any oscillations in the step response. Then

s 3 C D2 s 2 C D1 s C D0 D .s C pc /3 D s 3 C 3pc s 2 C 3pc2 s C pc3 ) (A4.59)

˚ 
D2 D 3pc ; D1 D 3pc2 ; D0 D pc3 (A4.60)
918 Appendices

Since the dependent pole is at sd D q0 , then the first of equations (A4.58) becomes
sd D D2  a2 . Then substituting for D2 using (A4.60) yields

sd D  .3sc C a2 / : (A4.61)

Since sc < 0 and to maintain closed loop stability sd < 0, attempting to speed up
the system response by increasing jsc j reduces jsd j. If this falls below a certain limit,
the triple pole at s1; 2; 3 D sc cannot dominate the dependent pole. According to
Sect. 1.4.3, this requires jsd j  rppmin jsc j, where rppmin is the minimum pole-to-pole
dominance ratio. Referring to Fig. 1.28 of Chap. 1, for n D 4 and nd D 3, rppmin D
5:4. Noting that sd < 0 and sc < 0, this inequality may be written as sd  rppmin sc .
Substituting for sd using (A4.61) then yields  .3sc C a2 /  rppmin sc )

 3 C rppmin sc  a2 : (A4.62)

Since sc < 0, it follows that a2 must be positive. It also follows that

a2
jsc j  : (A4.63)
3 C rppmin

This means that the speed of response of the closed loop system is severely limited
for relatively small values of a2 .
A simulation will now be carried out of the application to a heating process with
transfer function,

Y .s/ b0 Kt Kh
D 3 2
D
U.s/ s C a2 s C a1 s C a0 .1 C sT1 / .1 C sT2 / .1 C sT3 /
Kt Kh = .T1 T2 T3 /
D     ;
1 1 1 1 1 1 1
s3 C C C 2
s C C C sC
T1 T2 T3 T1 T2 T2 T3 T3 T1 T1 T2 T3
(A4.64)

where the three dominant time constants and the DC gain are, respectively, T1 D
20 s, T2 D 10 s, T3 D 5 s and Kh D 100 ı C=V is the heating element
temperature constant. Also y D Kt ‚, where ‚ is the controlled temperature and
Kt D 0:01 V=ı C is the temperature transducer coefficient. In this case,

1 1 1
a2 D C C D 0:35; (A4.65)
T1 T2 T3

and with reference to Fig. 1.28 of Chap. 1, for n D 4 and nd D 3, rpp min D 5:4,
(A4.63) becomes

jsc j  0:0417: (A4.66)

Appendices 919

Fig. A4.9 Step responses of 1000

IPD control system designed
by partial pole assignment Θideal ( t )
°C
sc rpp
500 0.0200 14.5
0.0417 5.4 = rpp min

Θ (t ) 0.1000 0.5
0
0 200 t[s] 400

Figure A4.9 shows the ideal and attained step responses for three locations of the
triple closed loop pole.
It is evident that the achieved response, ‚(t), is acceptably close to the ideal
one for jsc j  0:0417 which corresponds to rpp min and approximately halving
jsc j achieves even closer following of ‚ideal (t) but at the expense of considerably
slowing the system response. Attempting to speed up the response by approximately
doubling jsc j does achieve a faster response but one that does not follow ‚ideal (t) due
to the influence of the dependent pole that has moved closer to the imaginary axis
of the s-plane than the chosen triple pole location, indicated by the fractional value
of rpp .

Reference

1. Mason SJ (1956) Feedback theory: further properties of signal flow graphs. In: Proceedings of
IRE, Vol. 44, No. 7, pp 920–926
920 Appendices

A5 Appendix to Chap. 5

A5.1 Computer Aided Pole Assignment

A5.1.1 Introduction

The numerical methods described here facilitate the design of certain classes of
linear control system or subsystem which contain a sufficient number of inde-
pendently adjustable parameters for any desired set of poles to be realised within
the limitations imposed by the hardware. The algebraic approaches of Chaps. 4
and 5 leading to design formulae provide a useful insight, especially for those
studying state space methods for the first time, and enable effective controllers
to be designed with little effort for many commonly occurring relatively simple
plants or if convenient state representations, such as the controller or observer
canonical forms, are used. The work can, however, be onerous for systems having
a more complex structure or an arbitrary state representation. For those already
having a good understanding of linear control systems, especially those working
in industry, this chapter provides alternative numerical methods for controller
parameter determination that minimises the time taken to complete a control system
design. The classes of system to which these numerical methods may be applied are
defined in the subsections to follow.

A5.1.2 Ackermann’s Gain Formulae

A5.1.2.1 Applicability
Ackermann’s formulae are for calculating the gains of a linear state feedback control
law and the gains of a state observer if its plant model is sufficiently good for the
separation theorem (Chap. 4) to apply.

A5.1.2.2 Gain Formula for the Linear State Feedback Control Law
Ackermann’s control law gain formula enables the gain, kT , of the SISO linear state
feedback control system defined by

xP D Ax C bu; u D ryr  kT x; y D cT x (A5.1)

(Chapter 5) to be calculated that places the closed loop poles in desired locations,
regardless of the state representation (Chap. 3). The formula is

kT D 0    0 1 M1
c Dc .A/ (A5.2)
Appendices 921

where

Mc D b Ab    An1 b (A5.3)

is the controllability matrix (Chap. 3) and

Dc .A/ D An C dc n1 An1 C    C dc 1 A C dc 0 I; (A5.4)

where the coefficients, dc i , i D 0; 1; ::; n  1, are the same as those of the desired
characteristic equation,

s n C dc n1 s n1 C : : : dc 1 s C dc 0 D 0; (A5.5)

needed for the pole placement. The formula will now be proven for n D 2 and
n D 3. Then the general formula (A5.2) will be inferred by inductive reasoning.
First, applying the Cayley-Hamilton theorem to (A5.5) yields

Dc .Acl / D Ancl C dc n1 Acl

n1
C    C dc 1 Acl C dc 0 I D 0: (A5.6)

The proof is commenced by expanding (A5.6) using the equation for the closed loop
system matrix

Acl D A  bkT (A5.7)

(Chapter 5), separating out Dc (A) of (A5.4) and then simplifying the remaining
terms by recognising Acl as a post-multiplying factor. Writing (A5.6) for n D 2 and
substituting for Acl yields
2 
Dc .Acl / D A2cl C dc 1 Acl C dc 0 I D A  bkT C dc 1 A  bkT C dc0 I D 0:
(A5.8)

Then expanding the quadratic term and simplifying using (A5.7) gives
2
2
A  bkT D A2  AbkT  bkT A C bkT D A2  AbkT  bkT Acl : (A5.9)

The term, A2 , is retained as it is the leading term of (A5.4). Using this in (A5.8)
and then grouping terms to separate Dc .A/ D A2 C dc 1 A C dc 0 I and arranging the
remaining terms with the controllability matrix as a pre-multiplying factor, yields
922 Appendices

 
Dc .Acl / D A2  AbkT  bkT Acl C dc 1 A  bkT C dc 0 I

D A2 C dc 1 A C dc 0 I  AbkT  bkT Acl  dc 1 bkT
 
D Dc .A/  b dc 1 kT C gT Acl  Ab kT D 0 )
 
T T
 T  dc 1 kT C kT Acl
Dc .A/ D b dc 1 k C k Acl C Ab k D b Ab )
gT
 
dc 1 kT C kT Acl 1
D b Ab Dc .A/
kT (A5.10)

Pre-multiplying by 0 1 then extracts the required gain vector. Thus
 
 dc 1 kT C kT Acl  1
01 T D kT ) kT D 1 0 b Ab Dc .A/ (A5.11)
k

which is (A5.2) for n D 2.

For n D 3, (A5.6) is

Dc .Acl / D A3cl C dc 2 A2cl C dc 1 Acl C dc 0 I

3 2  (A5.12)
D A  bkT C dc 2 A  bkT C dc 1 A  bkT C dc 0 I

Expanding the cubic term using (A5.9) and simplifying using (A5.7), yields
3 2   
A  bkT D A  bkT A  bkT D A2  AbkT  bkT Acl A  bkT
2
D A3  AbkT A  bkT Acl A  A2 bkT C A bkT C bkT Acl bkT

i.e.,
3  
A  bkT D A3  A2 bkT  AbkT A  bkT  bkT Acl A  bkT
(A5.13)
D A3  A2 bkT  AbkT Acl  bkT A2cl :

The term, A3 , is retained as it is the leading term of Dc (A). Substituting for the
cubic and quadratic terms in (A5.12) using, respectively, (A5.13) and (A5.9), then
separating Dc .A/ D A3 C dc 2 A2 C dc 1 A C dc 0 I and simplifying the remaining
terms using (A5.7), with the controllability matrix as a pre-multiplying factor yields
Appendices 923

Dc .Acl / D A3  A2 bkT  AbkT Acl  bkT A2cl

 
Cdc 2 A2  AbkT  bkT Acl C dc 1 A  bkT C dc 0 I

D A3 C d c 2 A2 C d c 1 A C d c 0 I
 
b kT A2cl Cdc 2 kT Acl Cdc 1 kT  Ab kT Acl Cdc 2 kT  A2 bkT D 0 )
2 3
kT A2cl C dc 2 kT Acl C dc 1 kT
6 7
Dc .A/ D b Ab A2 b 6 4 kT Acl C dc 2 kT 7)
5
kT
2 3
kT A2cl C dc 2 kT Acl C dc 1 kT
6 7 
6 kT Acl C dc 2 kT 7 D b Ab A2 b 1 Dc .A/ :
4 5
kT (A5.14)

Pre-multiplying by 0 0 1 then extracts the required gain vector. Thus
2 3
kT A2cl C dc 2 kT Acl C dc 1 kT
6 7  
001 6 kT Acl C dc 2 kT 7 D kT D 0 0 1 b Ab A2 b 1 Dc .A/;
4 5
kT
(A5.15)

which is (A5.2) for n D 3.

It is evident that attempting the proof for an arbitrary system order would yield
very unwieldy expressions, but it will be considered reasonable to assume that
(A5.2) holds for n  3 by comparison with (A5.15) and (A5.11).
In principle, Ackermann’s formula could be used to derive algebraic expressions
for the gains of a linear state feedback control law, as in Chap. 5, but the term, M1
c
would render this task impracticable for systems of greater than second order, unless
software is available capable of algebraic matrix inversion. In absence of this, the
recommended approach is to implement (A5.2) as a computer-based algorithm with
the plant parameters entered numerically.

A5.1.2.3 Gain Formula for the Linear State Observer

Ackermann’s observer gain formula enables the gain, l, of the SISO linear state
observer defined by

xP D Aob
b x C bo u C l y  cTob
x (A5.16)

(Chapter 4) to be calculated that places the observer poles in desired locations,

regardless of the state representation (Chap. 3).
924 Appendices

In order for the observer block diagram to be equivalent to (A5.16) the model
correction loop inputs must be applied directly to the inputs of the pure integrators
of the model. In contrast, the algebraic method of Chap. 8 permitted the correction
inputs to be applied to any selected set of first order subsystems of the plant model
but an observer cannot be structured in this more general way if Ackermann’s
observer gain formula is to be applied, which is

T
l D Do .Ao / M1
o 0  0 1 (A5.17)

where
2 3
co
6 c o Ao 7
6 7
Mo D 6 :: 7 (A5.18)
4 : 5
co Aon1

is the observability matrix (Chap. 3) and

Do .Ao / D Ano C do n1 Aon1 C    C do 1 Ao C do 0 I; (A5.19)

where the coefficients, do i , i D 0; 1; : : : ; n  1 are the same as those of the desired

observer correction loop characteristic equation (Chap. 8),

s n C do n1 s n1 C : : : do 1 s C do 0 D 0: (A5.20)

The proof follows similar lines to that presented in Sect. A5.1.2.2 for the linear state
feedback gain formula but is not given here.
Example A5.1 Linear state feedback control system for flexible drive using an
observer
This example has the same plant and LSF control law as Example 5.3 but includes
an observer for state estimation. Figure A5.1 shows the state variable block diagram.
Here the plant parameters are related to the time constants of the per unit model by

q1 D 1=T1 ; qs D 1=Tsp; q2 D 1=T2 (A5.21)

First, the plant state equation is

2 3 2 32 3 2 3
xP 1 0 1 0 0 x1 0
6 xP 2 7 6 0 0 q2 07 6 x2 7 6 0 7
6 7D6 7 6 7 C 6 7u: (A5.22)
4 xP 3 5 4 0 qs 0 qs 5 4 x3 5 4 0 5
xP 4 0 0 q1 0 x4 q1
„ ƒ‚ … „ƒ‚…
A b
Appendices 925

Fig. A5.1 Linear state feedback control system for flexible drive using an observer

The plant matrices, A and b, are then used to form the controllability matrix
(A5.3). The desired characteristic polynomial to yield a non-overshooting step
response with a settling time of Ts (5 % criterion) yields

s 4 C dc3 s 3 C dc2 s 2 C dc1 s C dc0 D .s C p/4 D s 4 C 4ps 3 C 6p 2 s 2 C 4p 3 s C p 4

(A5.23)

where p D 1:5 .1 C n/ =TsjnD4 D 7:5=Ts. Hence

dc0 D p 4 ; dc1 D 4p 3 ; dc2 D 6p 2 and dc3 D 4p : (A5.24)

Now the linear state feedback gain matrix, kT , can be calculated using (A5.2), (A5.3)
and (A5.4) with n D 4 and numerical inputs from, (A5.21), (A5.22) and (A5.24).
Ackermann’s linear state feedback formula does not, of course, cater for the
reference input scaling coefficient and this has to be determined separately. The
steady state conditions with a constant reference input, Yr , are b x1ss D x1ss D Yr ,
x2ss D x2ss D b
b x3ss D x3ss D b x4ss D x4ss D 0 and uss D 0 since the input to the first
integrator of the plant is xP 4ss =q1 D 0. Applying these conditions at the reference
input summing junction of Fig. A5.1 with d.s/ D 0 then yields

rYr  k1 Yr D 0 ) r D k1 (A5.25)

The observer includes estimation of the external disturbance, d, referred to the

control input, which is equivalent to external load torque estimation. Although the
estimate, db, is not used in the standard linear state feedback control law (in contrast
926 Appendices

to the forced dynamic control of Chap. 7), it is included to avoid steady state errors
in the state estimate with constant disturbances.
To reinforce the foregoing point made about the observer structure, the coeffi-
cients, q1 , qs and q2 , have been separated from the integrators of the plant model in
the observer of Fig. A5.1, to allow the model correction inputs to be applied directly
to the integrator inputs. If the correction inputs were applied to the combined
integrators and coefficients, as in the plant above, then Ackermann’s formula would
give incorrect gain values.
The observer state equation is
2 3 2 32 3
xP 1
b 0 1 0 0 0 b
x1
6 7 6 76 7
6bxP2 7 60 0 0 7 6b x 7
6 7 6 q2 0
76 27
6P 7 6 76 7
6b 7 0 7 6b
6 x3 7 D 6 0 1 0 qs x3 7
6P 7 6 6
76 7
7 6
6bx 7
4 4 5 40 0 q1 0 x4 7
q1 5 4 b 5
P
db 0 0 0 0 0 b
d
„ ƒ‚ …
Ao (A5.26)
2 3 2 30 2 31
0 l1 b
x1
6 7 6 7B 6 7C
607 6 l2 7 B 6bx2 7C
6 7 6 7B 6 7C
6 7 6 7B 6 7C
C 6 0 7 u C 6 l3 7 By  1 0 0 0 0 6bx3 7C :
6 7 6 7B „ ƒ‚ …6 7C
6q 7 6l 7B 6b 7C
4 15 4 45@ cTo 4 x4 5A
0 l5 b
d

The plant/disturbance model matrices, Ao and cTo , are then used to form the
observability matrix (A5.18). The desired observer characteristic polynomial to
yield a correction loop settling time of Tso (5 % criterion) yields

s 5 C do4 s 4 C do3 s 3 C do2 s 2 C do1 s C do0 D s 5 C 5qs 4 C 10q 2 s 3 C 10q 3 s 2 C 5q 4 s C q 5 :

(A5.27)

(the RHS being .s C q/5 ) where q D 1:5 .1 C n/ =Tso jnD5 D 9=Ts . Hence

do0 D q 5 ; do1 D 5q 4 ; do2 D 10q 3 ; do3 D 10q 2 and do4 D 5q: (A5.28)

Now the observer gain matrix, I, can be calculated using (A5.17), (A5.18) and
(A5.19) with n D 5 and numerical inputs from (A5.21), (A5.26) and (A5.28).
Figure A5.2 shows simulations with T1 D T2 D 0:1 s, Tsp D 0:008 s, Ts D 0:2 s
and Tso D 0:02 s.
Figure A5.2a shows the response of the state variables to a step reference angle
input of yr .t/ D h.t/ Œrad and Fig. A5.2b shows the convergence of the observer
state estimation errors, b
xi e .t/ D b
xi .t/  xi .t/, i D 1; 2; 3; 4; 5, to zero following an
initial state estimate mismatch. These demonstrate correct operation of the system.
Appendices 927

a b
1.2 2.0
4 xˆe5 ( t ) × 10−6

[p.u.]
1.0
[p.u.]

1.5
0.8 x1 ( t ) = y ( t ) 3xˆe4 ( t ) × 10−5
1.0 3xˆe3 ( t ) × 10−5
0.6
0.4 0.5 xˆe2 ( t ) × 10−3
0.2 0.1x2 (t ) 0.1x4 ( t ) 0
0 -0.5
-0.2 0.005u (t ) 0.05x3 ( t ) -1.0 x̂e1 ( t )
-0.4
-1.5
0 0.1 Ts = 0.2 0.3 t[ s ] 0.4 0 0.01 Tso = 0.02 0.03 t[ s ] 0.04

Fig. A5.2 Simulation of flexible drive control system designed with Ackermann’s formulae. (a)
step response with observer settled (b) observer error convergence, xe1 .0/ D 1

A5.2 Linear Characteristic Polynomial Interpolation

A5.2.1 Introduction

In many linear systems that can be designed by pole assignment (Chap. 4), the
characteristic polynomial

s n C an1 .k/ s n1 C    C a1 .k/ s C a0 .k/ (A5.29)

has coefficients that are linear functions of the adjustable parameters, k1 , k2 , : : :

T
and kn , such as controller gains or observer gains, where k D k1 k2 : : : kn is a
vector formed from these parameters. It is this class of linear system to which the
author’s linear characteristic polynomial interpolation (LCPI) method is applicable.

A5.2.2 Development of the LCPI Algorithm

The general linear relationship between the gains and the coefficients of the
characteristic polynomial can be written

a D Mk C a0 (A5.30)
T
where a D a0 a1 : : : an1 is the vector of coefficients of the characteristic
Xn1
n i
polynomial, s C ai s , M 2 <nn , is a constant matrix and a0 is a constant
i D0
vector.
The practical aid needed for the application of the method based on (A5.30) is
® ®
the MATLAB -SIMULINK linearisation routine that is normally used to produce a
linear state space model of a nonlinear dynamical system about a specified operating
®
point, given its SIMULINK block diagram. Instead, this is used with the block
928 Appendices

diagram of the linear system or subsystem under development. The resulting linear
state space model is then converted to a transfer function. The coefficients of the
denominator polynomial are then assembled to form the vector, a. The use of this
routine is illustrated in Fig. A5.3.
As seen in the examples of Chaps. 4 and 5, it is relatively straightforward to
determine the desired vector of polynomial coefficients, ad , to achieve a specified
settling time with no overshooting, using the author’s settling time formulae. For
the 5 % criterion, the characteristic polynomial is
Xn1
Œs C 1:5 .1 C n/ =Ts n D s n C ad i s i (A5.31)
i D0

but even these could be determined by a method similar to that illustrated in

Fig. A5.3 using a SIMULINK® block diagram consisting of n cascaded identical
first order elements as shown in Fig. A5.4.
Any other method, however, may be applied to determine ad .
With reference to Fig. A5.3, the method consists of applying a number of differ-
ent parameter vectors, k, called test parameter vectors and noting the corresponding
coefficient vectors, a. Then this information is used to determine the desired value
of k, denoted kd , that yields a D ad by multivariable linear interpolation. As will be
seen, the minimum number of parameter vectors is n C 1. Linear regression using
more data than this is unnecessary because no random errors are involved.
Referring to (A5.30), once M and a0 have been determined, then the required
parameter vector is obtained by setting a D ad and then making k, which is then kd ,
the subject of the equation. Thus,

kd D M1 Œad  a0 : (A5.32)

First, a0 is the value of a with k D 0. Applying this to Fig. A5.3 yields a D a0 .

⎡ k1 ⎤ State Space ⎡ a0 ⎤
⎢k ⎥ SIMULINK® Transfer Function ⎢ a ⎥
Model bm s m + … + b1s + b0
k = ⎢ 2⎥ Block
x = Ax + bu
⎢ 1 ⎥=a
⎢⎥ ⎢  ⎥
⎢ ⎥
Diagram s n + an −1s n −1 + … + a1s + a0 ⎢ ⎥
y = cT x
⎣ kn ⎦ ⎣ an −1 ⎦

Fig. A5.3 Implementation tool for LCPI method

SIMULINK® Block Diagram ⎡ ad0 ⎤

1 1 State ⎢ a ⎥
Space
Transfer ⎢ d1 ⎥ = a
Ts Ts ⎢  ⎥ d
1+ s 1+ s Function
1.5 (1 + n ) 1.5 (1 + n ) Model ⎢ ⎥
⎣⎢ ad n−1 ⎦⎥

Fig. A5.4 A computer-aided method of desired characteristic polynomial determination

Appendices 929

To determine M, let n C 1 test parameter vectors, kt1 , kt2 , : : : , kt nC1 , be chosen

(how being determined shortly), then applied, one at a time, to Fig. A5.3 and
the corresponding coefficient vectors, a1 , a2 , : : : , anC1 , noted. To utilise this data,
(A5.30) may be written down for each pair, (kt i , ai ). Thus,

ai D Mkt i C a0 ; i D 1; 2; : : : ; n C 1: (A5.33)

Now a0 may be eliminated between n consecutive equation pairs taken from (A5.33)
by subtracting one from the other, as follows.

ai C1  ai D M Œkt i C1  kt i ; i D 1; 2; : : : ; n: (A5.34)

This may be written as

ai D Mkt i ; i D 1; 2; : : : ; n: (A5.35)

Now (A5.35) may be written as a single matrix equation by assembling the

coefficient difference vectors, ai , and the corresponding parameter difference
vectors, kt i , as the columns of coefficient difference and parameter difference
matrices, A and Kt , as follows.

(A5.36)

Since the test vectors, kt i , have n elements, the matrix, Kt , is square and
therefore the matrix, M, may be determined as

M D AŒKt 1 (A5.37)

provided Kt is non-singular. An arbitrary set of test parameter vectors could be

chosen within the restriction of non-singularity of Kt but to guarantee numerical
accuracy it is essential for Kt to be well conditioned, i.e., to have a relatively small
condition number, close to unity in the range Œ1; 1 , defined as jmax j/jmin j, where
max and min are, respectively, the eigenvalues of Kt having the maximum and
minimum magnitudes. An ideal choice is
2 3
 0  0
6 :: 7
6 7
60  :7
Kt D 6
6:
7
7 (A5.38)
6 :: ::
: 07
4 5
0  0 
930 Appendices

where  is a real, non-zero, constant. This gives the smallest possible condition
number (i.e., unity) as all the n eigenvalues are equal to  and also avoids the matrix
inverse in (A5.37) by replacing it with a scalar division by . Thus

1
MD A (A5.39)

Let the columns of (A5.38) be written
2 3 2 3 2 3
 0 0
6 7 6 7 6 7
607 67 607
6 7 6 7 6 7
œ1 D 6 : 7 ; œ2 D 6 : 7 ; : : : ; n D 6 : 7 (A5.40)
6:7 6:7 6:7
4:5 4:5 4:5
0 0 

Then in view of (A5.34), (A5.35), (A5.36) and (A5.38),

kt i D kt i C1  kt i D œi ; i D 1; 2; : : : ; n (A5.41)

At the beginning, only one test parameter vector has to be chosen. Let this be kt 1 .
Then the remaining n test parameter vectors can be found from (A5.41). Thus

kt i C1 D kt i C œi ; i D 1; 2; : : : ; n (A5.42)

It remains to consider the choice of . It is not actually critical and the calculations
are even simpler by choosing  D 1 because (A5.39) becomes just

M D A: (A5.43)

To summarise, the steps of the numerical pole placement procedure are as follows.
®
Step 1. Create a SIMULINK block diagram of any system having the desired closed
loop characteristic equation such as in Fig. A5.4.
®
Step 2. Run the appropriate MATLAB routines to determine the vector of desired
characteristic polynomial coefficients, ad , of the system created in Step 1.
Step 3. Choose the initial test parameter vector. This can be simply kt1 D 0.
Step 4. Form the columns, œi ; i D 1; 2; : : : ; n, of Kt D I with  D 1 and
use these to calculate the remaining n test parameter vectors as kt i C1 D kt i C
œi ; i D 1; 2; : : : ; n.
Step 5. Apply the n C 1 test gain vectors generated by Step 2 and Step 3 to the
®
SIMULINK block diagram of the closed loop system being designed, and use
®
the appropriate MATLAB routine to determine the corresponding characteristic
polynomial coefficient vectors, ai ; i D 1; 2; : : : ; n C 1.
Note that by setting kt1 D 0 [Step 3] in (A5.33), the constant vector is a0 D a1 .
Appendices 931

Step 6. Calculate the coefficient difference vectors, ai D ai C1  ai , i D

1; 2; : : : ; n, from the polynomial coefficient vectors of Step 5 and then form the
matrix, .
Step 7. Calculate the vector of desired gains using kd D ŒA 1 Œad  a0 .
So the pole assignment algorithm accepts the vector of coefficients,
T
ad D ad0 ad1 : : : ad; n1 (A5.44)

of the desired closed loop characteristic polynomial (A5.31) and returns the set of
system or subsystem parameters,
T
k D k1 k2 : : : kn (A5.45)

that yield (A5.44). Each of the elements of k is a particular system/subsystem

parameter allocated by the algorithm user. When forming a control system block
diagram for application of the numerical pole assignment procedure, the notation of
the parameters affecting the closed loop poles will be different from above. Hence
correspondences between these parameters and the parameters of the numerical pole
assignment procedure have to be established. This will be seen in the subsequent
examples.

A5.2.3 Examples Illustrating Applicability and Non-applicability

A5.2.3.1 PID Control Loops

First, Fig. A5.5 shows two versions of the same control system. In Fig. A5.5a, the
PID controller is parameterised in terms of the proportional, integral and derivative
gains, Kp , KI and Kd , while in Fig. A5.5b it is parameterised in terms of the
proportional gain, K, the integral action time, TI , and the derivative action time,
Td .

If G.s/ D b0 = s 2 C a1 s C a0 , the characteristic polynomial of version 1 is

s 3 C .a1 C b0 Kd / s 2 C a0 C b0 Kp s C b0 KI (A5.46)

a b

Fig. A5.5 Two versions of a PID control system. (a) Version 1 with separate gains (b) Version 2
with gain and action times
932 Appendices

Fig. A5.6 Observer-based robust control of a third order plant without finite zeros

The characteristic polynomial of version 2 is

s 3 C .a1 C b0 K Td / s 2 C .a0 C b0 K/ s C b0 K=TI (A5.47)

The three coefficients of (A5.46) are all linear with respect to Kp , KI and Kd , and
therefore the numerical method of subsection 5.2.2 can be applied to version 1. In
(A5.47), however, the coefficient of s2 is nonlinear with respect to K and Td due to
the term, KTd , and the constant term is nonlinear with respect to K and TI due to the
term, K/TI . Version 2 therefore does not qualify but in this case, version 1 can be
used for the gain determination and version 2 used for the implementation with its
parameters set to K D Kp , TI D Kp =KI and Td D Kd =Kp .

A5.2.3.2 Observer-Based Robust Control and an Equivalent

Polynomial Control
Figure A5.6 shows the block diagram of an observer-based robust controller
(Appendix A10) applied to a third order linear plant without finite zeros.
This control system can be easily designed on the assumption that if the observer
gains are sufficiently large through a suitable choice of the observer poles (with the
observer disconnected), the error, e(s), is driven to small proportions. If the triple
integrator forward path gain, b, is very different from that of the plant, i.e., b0 , this
pseudo separation theorem may not hold resulting in closed loop instability. Under
these circumstances, the only suitable approach is to design the whole system by
pole placement using an available plant model. Equating the determinant of Mason’s
formula (Appendix A4) to zero yields the closed loop characteristic equation of the
system as
Appendices 933

8
ˆ
ˆ
< bk bk2 bk1 l1 l2 l3 bl4

3
1   2  3   2  3  4
ˆ s s s s s s s
:̂
0 19
l4
C
bl4 k3
C
bl4 k2
C
bl4 k1 >
>
b0 B s s2 s3 s4 C=
 3 B C
s C a2 s 2 C a1 s C a0 @ l3 k 3 l3 k 2 l3 k 1 l2 k 2 l2 k 1 l1 k1 A>
>
;
C C 2 C 3 C C 2 C
s s s s s s
     
l1 bk3 bk2 l2 bk3
C    2 C  2  D0)
s s s s s
3

s C a2 s 2 C a1 s C a0 s 4 C .bk3 C l1 / s 3 C .bk2 C l2 / s 2 C .bk1 C l3 / s C bl4

C b0 .l4 C l3 k3 C l2 k2 C l1 k1 / s 3 C .bl4 k3 C l3 k2 C l2 k1 / s 2 C .bl4 k2 C l3 k1 / s C bl4 k1
C bl1 k3 s 2 C .bl1 k2 C bl2 k3 / s D 0 )
s 7 C .a2 C bk3 C l1 / s 6 C .a1 C a2 .bk3 C l1 / C .bk2 C l2 // s 5
C .a0 C a1 .bk3 C l1 / C a2 .bk2 C l2 / C .bk1 C l3 // s 4
C .a0 .bk3 C l1 / C a1 .bk2 C l2 / C a2 .bk1 C l3 / C bl4 C b0 .l4 C l3 k3 C l2 k2 C l1 k1 // s 3
C .a0 .bk2 C l2 / C a1 .bk1 C l3 / C a2 bl4 C b0 .bl4 k3 C l3 k2 C l2 k1 / C bl1 k3 / s 2
C .a0 .bk1 C l3 / C a1 bl4 C b0 .bl4 k2 C l3 k1 / C b .l1 k2 C l2 k3 // s
C .a0 bl4 C b0 bl4 k1 / D 0: (A5.48)

In this case, the coefficients of s3 , s2 , s all contain product nonlinearities with

respect to the observer and model state controller gains. The numerical method
to be described therefore cannot be applied to the system of Fig. A5.6 as it
stands. If (A5.48) were to be equated to the desired characteristic equation then
the solution of the seven nonlinear simultaneous equations for the seven gains
would be impossible analytically and onerous numerically. Instead, an alternative
but equivalent controller to the observer-based robust controller with the required
linear dependence of the closed loop characteristic polynomial coefficients on the
controller parameters can be created. This is a polynomial controller (Chap. 5)
designed by robust pole assignment (Chap. 10) and including derivative feedforward
pre-compensation (Chap. 11). First, the transfer function relationship between Y(s),
Yr (s) and U(s) is derived for the combined observer and model state controller, after
disconnecting the plant. Thus, from Fig. A5.6,
0 1
l1 k1 l2 k2 l2 k1 l3 k3 l3 k2 l3 k1
  
l1 l2 l3 bl4 B s C s C s2 C s C s2 C s3 C
U.s/ D k1 1   2  3  4 Yr .s/  B
@
C Y .s/
A
s s s s bl4 k3 bl4 k2 bl4 k1 l4
C 2 C 3
C 4
C
   s  s  s  s  
l1 l2 l3 bl4 bk3 bk2 bk1 l1 bk3 bk2 l2 bk3
1   2  3  4   2  3 C    2 C  2 
s s s s s s s s s s s s
934 Appendices

Fig. A5.7 Block diagram of equivalent robust control system

Hence
2 3
.l1 k1 C l2 k2 C l3 k3 C l4 / s 3

6 7
6 C .l2 k1 C l3 k2 C bl4 k3 / s 2 7
k1 s 4 C l1 s 3 C l2 s 2 C l3 s C bl4 Yr .s/  6 7 Y.s/
4 C .l2 k1 C l3 k2 C bl4 k3 / s 5 2

C .l3 k1 C bl4 k2 / s C bl4 k1

U.s/ D :
s 4 C .l1 C bk3 / s 3 C .l2 C bk2 C l1 bk3 / s 2 C .l3 C bk1 C bl1 k2 C bl2 k3 / s C bl4
(A5.49)

It is evident that (5.49) could be replaced by an equivalent controller with minimal

parameterisation, as follows.

r s 4 C r3 s 3 C r2 s 2 C r1 s C r0 Yr .s/  s 3 C h2 s 2 C h1 s C h0 Y .s/
U.s/ D :
s 4 C f3 s 3 C f2 s 2 C f1 s C f0
(A5.50)

Figure A5.7 shows the corresponding block diagram.

Hence,

r s 4 C r3 s 3 C r2 s 2 C r1 s C r0 b0

Y .s/ s 4 C f3 s 3 C f2 s 2 C f1 s C f0 s 3 C a2 s 2 C a1 s C a0
D )
Yr .s/ s 3 C h2 s 2 C h1 s C h0 b0
1C 4  3
s C f3 s C f2 s C f1 s C f0 s C a2 s C a1 s C a0
3 2 2

Y .s/ b 0 r s 4 C r3 s 3 C r2 s 2 C r1 s C r0
D 4
Yr .s/ .s C f3 s 3 C f2 s 2 C f1 s C f0 / .s 3 C a2 s 2 C a1 s C a0 / C b0 .s 3 C h2 s 2 C h1 s C h0 /

b 0 r s 4 C r3 s 3 C r2 s 2 C r1 s C r0
D :
s 7 C .a2 C f3 / s 6 C .a1 C a2 f3 C f2 / s 5
C .a0 C a1 f3 C a2 f2 C f1 / s 4 C .a0 f3 C a1 f2 C a2 f1 C f0 C b0 / s 3
C .a0 f2 C a1 f1 C a2 f0 C b0 h2 / s 2 C .a1 f0 C a0 f1 C b0 h1 / s C .a0 f0 C b0 h0 /
(A5.51)

where the parameters, fi , i D 0; 1; 2; 3 and hi , i D 0; 1; 2, can be adjusted to place

the seven closed loop poles (four relatively large ones for the observer, that can be
coincident, and three dominant ones for the desired closed loop dynamics). Thus,
if Ts and Tso are, respectively, the specified control system settling time and the
observer settling time (5 % criterion), the desired characteristic polynomial, whose
coefficients are required for the numerical procedure, is
Appendices 935

D.s/ D .s C p/3 .s C q/4 D s 3 C 3ps 2 C 3p 2 s C p 3 s 4 C 4qs 3 C 6q 2 s 2 C 4q 3 s C q 4

Hence

D.s/ D s 7 C .3p C 4q/ s 6 C 3p 2 C 12pq C 6q 2 s 5

C p 3 C 12p 2 q C 18pq 2 C 4q 3 s 4 C 4p 3 q C 18p 2 q 2 C 12pq 3 C q 4 s 3

C 6p 3 q 2 C 12p 2 q 3 C 3pq 4 s 2 C 4p 3 q 3 C 3p 2 q 4 s C p 3 q 4 :
(A5.52)

where p D 1:5 .1 C n/ =Ts jnD3 D 6=Ts and q D 1:5 .1 C n/ =Tso jnD4 D 7:5=Tso.
The reference input polynomial coefficients, ri , i D 0; 1; 2, can be chosen so that the
four zeros of the numerator polynomial cancel the aforementioned poles associated
with the observer, to ensure a closed loop dynamics of third order character, as
would occur with the original observer based robust controller. This simply means
setting

s 4 C r3 s 3 C r2 s 2 C r1 s C r0 D s 4 C 4qs 3 C 6q 2 s 2 C 4q 3 s C q 4 )
(A5.53)
r0 D q 4 ; r1 D 4q 3 ; r2 D 6q 2 and r3 D 4q

Most importantly, the coefficients of the closed loop characteristic polynomial of

(A5.51) are linear with respect to the adjustable controller parameters and therefore
the equivalent robust controller parameters, di , i D 0; 1; 2; 3 and fi , i D 0; 1; 2,
can be determined using the numerical method to be described. Once this has been
done, the reference input scaling coefficient, r, is set to achieve a unity closed loop
DC gain. Thus, by setting s D 0 in (A5.51),

b0 rr0 a0 f0 C b0 h0
D1)r D (A5.54)
a0 f0 C b0 h0 b0 r 0

Figure A5.8 shows a block diagram for implementation that avoids the differentia-
tions of the output and reference input indicated by (5.50) and Fig. A5.7, with the
aid of the observer canonical form (Chaps. 1 and 4).
Application of Mason’s formula to Fig. A5.8 with the plant removed confirms
that the correct controller transfer function relationship of (A5.50) is realised.
® ®
The numerical method requires the user to start with a MATLAB -SIMULINK
diagram of the control system or subsystem concerned and it is important to
check that the relationship between the set of adjustable parameters and the set of
coefficients of the characteristic polynomial is linear. This can be done by inspecting
the block diagram as if the determinant of Mason’s formula was to be formed. Every
loop in the diagram must contain just one adjustable parameter as a multiplying gain,
as in Fig. A5.8. Every set of non-touching loops must contain just one adjustable
parameter, otherwise products of these parameters will occur in the characteristic
polynomial coefficients, which is inadmissible.
936 Appendices

Fig. A5.8 Block diagram of equivalent robust polynomial control system for implementation

For the system of Fig. A5.8, the desired characteristic polynomial vector is
obtained from (A5.52) as
2 3 2 3
ad0 p3q4
6 7 6 7
6 ad1 7 6 4p 3 q 3 C 3p 2 q 4 7
6 7 6 7
6 7 6 7
6 ad2 7 6 6p 3 q 2 C 12p 2 q 3 C 3pq 4 7
6 7 6 7
6 7 6 7
ad D 6 ad3 7 D 6 4p 3 q C 18p 2 q 2 C 12pq 3 C q 4 7 (A5.55)
6 7 6 7
6 7 6 7
6 ad4 7 6 p 3 C 12p 2 q C 18pq 2 C 4q 3 7
6 7 6 7
6a 7 6 3p 2 C 12pq C 6q 2 7
4 d5 5 4 5
ad6 3p C 4q

and the controller parameter vector, whose element order is not critical but must be
maintained, is
T T
k D k1 k2 k3 k4 k5 k6 k7 D h0 h1 h2 f0 f1 f2 f3 : (A5.56)

The dimensions of the vectors and matrices of the numerical pole assignment
procedure is always equal to the system order.

A5.3 Routh Stability Criterion

A5.3.1 Applicability

Given the characteristic polynomial of a continuous LTI system, E J Routh’s

stability criterion is a set of mathematical operations on the polynomial coefficients
for determination of the number of unstable poles, i.e., poles in the right half of the
s-plane.
Appendices 937

In continuous model based LTI control system design, the closed loop character-
istic polynomial is set to yield not only a stable system but one having a specified
transient performance. In practice, however, the plant model cannot be perfect. It
is therefore necessary to investigate the effects of the worst case extremes of plant
mismatching with respect to the plant model. For this, the closed loop system may
be modelled with the controller parameters calculated using the nominal plant model
while the closed loop transfer function is determined using the real plant modelled
with the worst case errors for the particular application. Then simulations would
enable the effects of the worst case plant modelling errors to be predicted.
From an analytical viewpoint, the coefficients of the closed loop characteristic
polynomial will be known enabling the closed loop dynamic characteristics to be
deduced by determining the closed loop poles, which are the roots of the closed
loop characteristic equation. Nowadays these can be determined numerically by
root finding algorithms. Before the advent of digital computers, however, this task
was tedious and time consuming for systems of third and higher order but Routh’s
stability criterion, which enables the question to be answered of whether or not an
LTI system is stable, was available from the late nineteenth century. It is presented
in this appendix as, as it can be useful today for relatively simple LTI systems of
greater than second order, if only stability analysis is required.

A5.3.2 The Criterion

Consider any continuous LTI system with a characteristic polynomial,

P .s/ D an s n C an1 s n1 C    C a1 s C a0 ; an ¤ 0; a0 ¤ 0: (A5.57)

Then the Routh array is formed as follows.

Row Array
sn an an2 an4  0
s n1 an1 an3 an5  0
s n2 b1 b2 b3  0
s n3 c1 c2 c3  0
:: :: :: :: ::
: : : : :
s1 0
s0 0

The terms, sn , s n1 , : : : .., shown in the column labelled ‘row’ are a traditional way
of labelling the n C 1 rows. They are labelled in this way as the elements of these
rows are actually the coefficients of a set of polynomials of successively reducing
degree, i.e.,
938 Appendices

9
an s n C an2 s n2 C an3 s n3 C    >
>
>
>
>
an1 s n1
C an2 s n3
C an3 s n5
C >
>
>
>
>
n2 n4 >
>
b1 s C b2 s C >
>
=
n2 n4
c1 s C c2 s C : (A5.58)
>
>
:: >
>
: >
>
>
>
>
>
p1 s 1 >
>
>
>
0 ;
q1 s

These polynomials originate from Sturm’s theorem upon which Routh’s criterion is
based.
The first two rows are formed from the characteristic polynomial coefficients,
as shown, and these ‘seed’ the process of forming the remaining coefficients of the
Routh array. Also, a final column of zeros is formed alongside the columns formed
from the polynomial coefficients. The third row is formed from the first and second
rows by means of the following set of determinants.
ˇ ˇ
1 ˇˇ an an2 ˇˇ an2 an1  an an3
b1 D  ˇ an1 ˇ D ; (A5.59)
an1 an3 an1
ˇ ˇ
1 ˇˇ an an4 ˇˇ an4 an1  an an5
b2 D  D ; (A5.60)
an1 ˇ an1 an5 ˇ an1
ˇ ˇ
1 ˇˇ an an6 ˇˇ an6 an1  an an8
b3 D  ˇ ˇ D : (A5.61)
an1 an1 an8 an1

and so forth. The fourth row is similarly formed from the second and third rows.
Thus
ˇ ˇ
1 ˇˇ an1 an3 ˇˇ an3 b1  an1 b2
c1 D  ˇ D ; (A5.62)
b1 b1 b2 ˇ b1
ˇ ˇ
1 ˇa an5 ˇˇ an5 b1  an1 b3
c2 D  ˇˇ n1 D ; (A5.63)
b1 b1 b3 ˇ b1
ˇ ˇ
1 ˇˇ an1 an7 ˇˇ an7 b1  an1 b4
c3 D  ˇ ˇ D : (A5.64)
b1 b1 b4 b1

and so forth. This is repeated until the last two rows are reached, which have single
elements. Once the array is completed, then the signs of the sequence of first column
coefficients, an , an1 , b1 , c1 , : : : , p1 , q1 , are examined. If all the signs are the same,
then all n roots of P .s/ D 0 lie in the left half of the s-plane and therefore the
system is stable. Any sign changes in this sequence of coefficients indicates at least
Appendices 939

one unstable root, i.e., a root in the right half of the s-plane, meaning instability.
In fact, the total number of sign changes in the sequence is equal to the number of
unstable roots.
There are, however, two occurrences for which the procedure has to be modified.
1. The first element of a row is zero and at least one other element in that row is
non-zero. In this case, the modification is to first replace the first zero element by
an infinitesimal element, ", whose sign is the same as that of the element above.
Then the procedure is continued as described above. When completed, the sign
changes are counted in the limit as " ! 0.
2. All elements of a row are zero. This will always be a row whose elements are the
coefficients of a polynomial of odd degree in (A5.58). Then the row above the
row of zeros are those of a polynomial, Q(s), of even degree, which is referred
to as the auxiliary polynomial. In this case, the row of zeros is replaced by
the coefficients of the polynomial, dQ.s/
ds , and the procedure described above
continued.
It should be noted that the roots of Q.s/ D 0 always occur in equal and opposite
real or imaginary pairs. Also Q(s) is a factor of P(s), so it is possible to apply the
Routh criterion to the remainder polynomial, R.s/ D P .s/=Q.s/, to complete the
analysis, if R(s) of third or higher degree.
940 Appendices

A8 Appendix to Chap. 8

A8.1 An Approach for State Estimation for Nonlinear Plants

A8.1.1 Introduction

The success of the Luenberger observer (Chap. 8) is based on the guaranteed

convergence of the estimated state to the plant state for an arbitrary initial state
mismatch. It will be recalled that through the separation principle it is possible to
form an error state differential equation with adjustable parameters that can be set to
guarantee the convergence. This, however, is only valid for linear plants. Nonlinear
plants present a greater challenge when attempting the same basic approach.
The most general plant state space equations to be considered are as follows.

xP D f x; u C np (A8.1)

and

y D h .x/ C nm ; (A8.2)

where x 2 <n is the state vector to be estimated, u 2 <m is the state vector,
y 2 <m is the measurement vector, f() and h() are continuous and differentiable
functions of their arguments, np 2 <m is the plant noise vector and nm 2 <m is the
measurement noise vector. If a conventional observer structure is attempted, then,
assuming a perfectly known plant model, the observer equation corresponding to
(A8.1) and (A8.2) would be



xP D f b
b x; u C L h .x/  h b
x C nm : (A8.3)

where bx is the state estimate and L is the model correction loop gain matrix. The
differential equation for the state estimation error, © D b
xx, would then be obtained
by subtracting (A8.1) from (A8.3) to yield




x; u  f x; u C np C L h .x/  h b
©P D f b x C nm : (A8.4)

It is not possible to express the RHS in terms of © to yield a differential equation of

the form, eP D q .e/, due to the nonlinear functions. Hence the separation principle
does not apply. The observer may well work for some L and over certain regions
of the plant and model state spaces, but it is difficult to mathematically guarantee
© ! 0 as t ! 1 in absence of the noise signals.
The following three subsections present different solutions to the nonlinear state
estimation problem with different limitations that may be taken into account when
considering a specific application. The observer of Sect. A8.1.2 is applicable to
any plant modelled by (A8.1) and (A8.2), but the plant and model states are
Appendices 941

restricted to a region in the neighbourhood of a selected operating point to guarantee

convergence of the estimated state towards the plant state. The state estimator
of Sect. A8.1.3 is free of this restriction but is subject to measurement noise
amplification that increases with frequency. The observer of Sect. A8.1.4 combines
the techniques of Sects. A8.1.2 and A8.1.3 to achieve dynamic lag free filtering
without the operating point restriction.

A8.1.2 Observer Based on Linearised Plant Model

The traditional approach to estimating the state of a plant with continuous nonlin-
earities is to first linearise the plant model about a selected operating point, .x; y; u/,
using the method of Chap. 7, Sect. 7.2, yielding

xPQ D AQx C BuQ

(A8.5)
yQ D CQx:

where xQ D x  x, yQ D y  y, uQ D u  u. The matrices, Ā, B and C are, respectively,

the Jacobians, @P x @Px
,
@x @u
and @y
@x
, evaluated at the operating point. The observer is
then linear, being defined by the equation,
 
xP D Ab
b x C BuQ C L yQ  Cb
x ; (A8.6)

and can be designed using the methods of the previous sections. It is important to
remember, however, that the state estimate, b x, is only an estimate of xQ D x  x:
So this method is only suitable for control systems in which the reference input
is constant or piecewise constant with gain scheduling and corresponding model
updating for the different operating points. This method could also be implemented
using the discrete version of the linearised plant model, as in Chap. 8, Sect. 8.3.
For applications requiring larger state excursions, it might be possible to employ
observer (A8.3) instead of (A8.6), but with the same gain matrix, L, as in (A8.6).
The extent of departure of the plant and model states from the operating point that
would be tolerable, however, would have to be explored by simulation.

A8.1.3 Output Derivative Based State Estimator

A8.1.3.1 Introduction

The state estimator developed here circumvents the restrictions of an operating point
by generating a state estimate that is independent of the plant model. Estimates of all
the plant output derivatives are provided up to the maximum orders for which they
are state variables. The method is therefore restricted to plants of full relative degree
(Chap. 3, Sect. 3.2.10). As previously stated, however, extreme care must be taken
942 Appendices

to ensure that the measurement noise levels are not so high that their amplification
at high frequencies due to the differentiation is unacceptable. The method presented
here embodies low pass filtering to alleviate this problem but caution has to be taken
to avoid destabilising the control loops by setting the filter cut-off frequencies too
low. If the noise levels are still too high after the filtering, then dynamic lag free
filtering with lower cut-off frequencies may be introduced by means of the observer
of Sect. A8.1.4 that uses the outputs of the state estimator of this subsection as if
they were raw measurements.
To clarify the notation used in this subsection, the plant model of (A8.1) and
(A8.2) will be rewritten as follows.

xP D f x; u C np (A8.7)

z D h .x/ ; y D z C nm : (A8.8)

A8.1.3.2 The Filtered Multiple Derivative State Estimator

With reference to (A8.8), zi , i D 1; 2; : : : ; m, are the hypothetical plant outputs
that would occur without the measurement noise. The state estimator of this
subsection produces estimates of the state variables, dq zi /dtq , i D 1; 2; : : : ; m,
q D 1; 2; : : : ; ri  1, where ri is the relative degree with respect to zi . These,
together with zi , constitute the plant state, xd , the state representation of which will
be called the output derivative state representation. The estimates are formed using
the available outputs, yi D zi C nmi , i D 1; 2; : : : ; m, by combined differentiators
and low pass filters to prevent high frequency components of the measurement noise
being amplified to unacceptable levels. The resulting filtered state estimate will be
denoted, xdf . The transfer functions between the outputs and the derivatives are

b.q/ .s/  q
Y i s
D ; q D 1; 2; : : : ; ri  1; (A8.9)
Yi .s/ 1 C sTf

.q/ .q/
where Tf is the filtering time constant. Then, as Tf ! 0, b yi .t/ ! yi .t/, indicat-
ing ideal differentiation but in practice, Tf > 2h, where h is the sampling/iteration
period of the digital processor (Chap. 6). The block diagram of the approximate
differentiator for each output, which may easily be supported by an implementation
®
medium such as dSPACE , is shown in Fig. A8.1.
It is important to realise that the low pass filters introduce a dynamic lag
between xd (t) and xdf (t). Also, when the control system is turned on, any non-zero
quantity, x, at a differentiator input will be treated as a step input and therefore
cause a large transient spike of magnitude, x/Tf , that could be harmful. In the
implementation, therefore, the recommendation is to block out the differentiator
outputs (i.e., multiply them by zero) for a period of 5Tf at system start-up to ensure
that these transient spikes are not allowed to propagate through the system.
Appendices 943

Yi ( s ) ⎫
s ⎪
Yˆi( ) ( s )
1
1 + sTf ⎪⎪
s
Yˆi( ) ( s )
2 ⎬ Xdf ( s )
1 + sTf ⎪
s ⎪
Yˆ ( i ) ( s ) ⎪⎭
r −1
i = 1, 2,…, m 1 + sTf

Fig. A8.1 Multiple filtered approximate differentiator

In the frequency domain, for the hypothetical case of ideal continuous differen-
tiators, the noise amplification factor would be
ˇ .r/ ˇ
ˇ Y .j!/ ˇ
Gnr .!/ D ˇˇ ˇ D !r ; (A8.10)
Y .j!/ ˇ

indicating noise amplification that would reach extreme values as the angular
frequency, !, increases. With the filtering, the noise amplification factor is
ˇ ˇ
ˇY ˇ
ˇ b .j!/ ˇ
.r/
!r
Gnfr .!/ D ˇ ˇD
r=2 ; (A8.11)
ˇ Y .j!/ ˇ 1 C ! 2 Tf2

showing that making the order of the filtering equal to the order of the derivative
limits the noise amplification factor to a finite value as ! ! 1. There is a trade-off,
however, in that as Tf is reduced, without the measurement noise the derivatives
become more accurate, but the maximum noise level amplification factor is

1
lim Gnfr .!/ D (A8.12)
!!1 Tfr

and therefore becomes large as Tf is reduced, increasing exponentially with r for a

given Tf . The method therefore requires low measurement noise levels.

A8.1.3.3 Transformation to the State Representation of the Plant Model

A plant model formulated with the required state representation may be used
to determine a transformation from the output derivative state representation of
Sect. A8.1.3.2. This will be formulated ignoring the dynamic lag due to the filtering
in Sect. A8.1.3.2 and is the inverse of the transformation to the output derivative
state representation formed as a by-product of the process of determining the relative
degree of a plant with respect to each output (Sect. 3.2.10 OF Chap. 3). Taking this
plant model to be that of (A8.7) and (A8.8), with np D 0 and nm D 0, it will be
recalled that the qth derivative of the ith output is the qth order Lie derivative of hi (x)
.q/ q
along f(x, u), i.e., yi D Lf hi .x/, and that the relative degree is the order, ri , of the
944 Appendices

q
lowest derivative that directly depends upon u. For notational simplification, Lf hi (x)
will be written as hiq (x). Then the set of derivative state variables is

.q/
xdi q D yi D hi q .x/ ; i D 1; 2; : : : ; m; q D 0; 1; : : : ; ri  1 : (A8.13)
Xm
Since this set of state variables is complete, ri D n. Let these variables be
i D1
assembled to form a derivative state vector, xd . Then (A8.13) can be written

xd D hd .x/ (A8.14)

This is a set of n equations that can be solved for x, yielding

x D h1
d .xd / : (A8.15)

In the real system, the plant and measurement noise signals are present and therefore
xd in (A8.15) has to be replaced by xdf from the filtered multiple derivative state
estimator of Sect. 8.1.3.2, the resulting estimate of x being denoted, xf . Thus

xf D h1
d .xdf / : (A8.16)

It should be noted that since the state estimator of Sect. A8.1.3.2 introduces a
dynamic lag between xd (t) and xdf (t), there must be a corresponding dynamic lag
between x(t) and xf (t). Provided the noise levels are sufficiently low, however, the
filtering time constant, Tf , can be reduced to make the dynamic lag negligible.

A8.1.4 The Output Derivative Based Filtering Observer

A8.1.4.1 Introduction
This observer embodies the output derivative based state estimator of Sect. 8.1.3
and is therefore restricted to plants of full relative degree. The output, xf , of this
estimator is treated as a measurement vector, which potentially contains high noise
levels with significant measurement noise levels. These state measurements are fil-
tered without dynamic lag by means of an observer with an unconventional structure
that yields convergence of the estimated state to the real state with prescribed first
order dynamics, commencing with an arbitrarily large state estimation error, despite
the plant being nonlinear.

A8.1.4.2 Formulation of Observer

The general plant state space Eqs. (A8.1) and (A8.2) are repeated for convenience.
Thus

xP D f x; u C np (A8.17)
Appendices 945

and

y D h .x/ C nm : (A8.18)

The real time plant model on which the observer is based is

xP D f b
b x; u (A8.19)

and

b
yDh b
x (A8.20)

The filtering observer is first formulated as

xP D f b
b x; u C v (A8.21)

where vi is the correction input of the real time model integrator whose output is b
xi .
The state estimation error is then

© Db
xx (A8.22)

xP and ẋ using (A8.21) and (A8.17) gives

Differentiating (A8.22) and substituting for b

xP  xP D f b
©P D b x; u  f x; u C np C v: (A8.23)

It will now be supposed that a control law for v exists yielding first order error
dynamics for each error component. Thus

©P D ƒ©; (A8.24)

where
 
3 3 3
ƒ D diag ; ;:::; : (A8.25)
Tso1 Tso2 Tson

The individual settling times, Tsoi , i D 1; 2; : : : ; n, may be chosen as desired.

Equating the RHS of (A8.23) and (A8.24), then solving for v yields

v D f x; u C np  f b x; u  ĩ (A8.26)

Substituting for v in (A8.23) using control law (A8.26) then yields

xP D f x; u C np  ĩ
b (A8.27)

The final step is to replace x in (A8.27) by the estimated state, xf , from the output
derivative based state estimator of Sect. A8.1.3, replace the state estimation error, ©,
946 Appendices

by bx  xf and replace the unknown plant noise signal, np , by its mean value, which
is assumed to be zero. The filtering observer equation is then

xP D f .xf ; u/  ƒ b
b x  xf : (A8.28)

The second term in (A8.28) is similar to that of a conventional observer and the
noise content, nf , of xf will be low pass filtered in the usual way. Although the
nonlinear term also contains a noise component, nn , originating from xf and u, this
will be low pass filtered due to the RHS being integrated to obtain bx. This may be
seen readily by expressing (A8.28) as
Z



xP D f .x; u/ C nn  ƒ b
b x  x  nf ) b
xD f .x; u/ C nn  ƒ b
x  x  nf dt:
(A8.29)

In this observer, all the nonlinear terms have been excluded from the model
correction loop, leaving only the set of n plant model integrators, each with separate
correction loops. The settling times of these correction loops may not be very critical
in cases where the state estimation noise due to nn exceeds that due to nf as ƒ will
not affect the filtering of nn , otherwise it would be advantageous to reduce ƒ to
values for which the noise component in b x due to nn dominates over that due to nf .
The general structure of the observer is shown in Fig. A8.2. Since the correction
loop is only closed around the set of n integrators of the plant model, which
constitute a linear subsystem of the plant model, stable correction loop behaviour is
guaranteed for arbitrarily large initial state estimation errors.

Output Derivative Based

Nonlinear Plant Filtering Observer
(Full Relative
u y Output Derivative
Degree)
Based State
(
x = f x, u + n p ) Estimator
y = h ( x ) + nm

Nonlinear Plant xf = x + nf
Model RHS
ˆx = f ( x , u ) −
f f ef
Λ
+
+ −
xˆ f = x + n n x̂
I ( ) dt
∫
n

Fig. A8.2 Structure of output derivative based filtering observer

Appendices 947

Example A8.1 State estimation for large angle three axis spacecraft attitude control
A three axis stabilised unmanned spacecraft has an attitude measurement system
consisting of a three axis star sensor with an on-board star map providing star
coordinates from which the spacecraft attitude coordinates are calculated using
the quaternion based attitude representation. Rigid body dynamics is assumed.
The three mutually orthogonal control axes are aligned with the principal axes of
inertia. Also the gyroscopic inter-axis coupling is assumed to be due entirely to
the angular momentum vector of the reaction wheel set providing the control torque
components (Sect. 2.2.4 of Chap. 2). The spacecraft dynamics differential equations
are as follows.
2 3 2 3 2 3 2 3 2 3
Jxx 0 0 !P x 0 !z !y lx ux
4 0 Jyy 0 5 4 !P y 5 C 4 !z 0 !x 5 4 ly 5 D Kw 4 uy 5 (A8.30)
0 0 Jzz !P z  !y !x 0 lz uz
2P 3 2 3
lx ux
4 lPy 5 D Kw 4 uy 5 (A8.31)
lPz uz

where Jxx , Jyy and Jzz are the principal axis moments of inertia, lx , ly and lz are the
components of the angular momentum vector of the reaction wheel set along the
principal axes, x, y and z, Kw is the reaction wheel torque constant, ux , uy and uz ,
are reaction wheel input voltages and ! x , ! y and ! z are the body angular velocities.
The kinematic differential equation is
2 3 2 3 2 3
qP 0 0 !x !y !z q0
6 qP 1 7 1 6 !x 0 !z !y 7 6 q1 7
6 7D 6 7 6 7 (A8.32)
4 qP 2 5 2 4 !y !z 0 !x 5 4 q2 5
qP 3 !z !y !x 0 q3

where qi , i D 0; 1; 2; 3, are the attitude quaternions. It should be noted that the three
attitude coordinates comprise q1 , q2 and q3 , the solution to (A8.32) obey

q02 C q12 C q22 C q32 D Q2 (A8.33)

where Q is a constant, which is made equal to unity by setting

 1
Œq0 .0/; q1 .0/; q2 .0/; q3 .0/ D Œ1; 0; 0; 0 ) q0 D 1  q12 C q22 C q32 2 :
(A8.34)

This constraint is due to the spacecraft body only having three rotational degrees
of freedom. Despite q0 being redundant as an attitude coordinate, it is retained as a
measurement from the plant as this will avoid its calculation using (A8.34).
It will be assumed that the reaction wheel speeds are measured and since their
rotor moments of inertia will be known, the angular momenta, lx , ly and lz , can be
treated as known measurements. Equation (A8.31) will therefore not be included in
948 Appendices

the real time model of the observer. The attitude quaternions, qi , i D 0; 1; 2; 3, are
the measurements derived from the star sensor data. For the purpose of deriving the
observer equations, the measurement noise and plant noise signals are set to zero
and then, using standard notation for control systems, the plant state space model is
as follows.

xP 0 D 0:5 .x4 x1 C x5 x2 C x6 x3 / ; (A8.35)

xP 1 D 0:5 .x4 x0 C x6 x2  x5 x3 / ; (A8.36)

xP 2 D 0:5 .x5 x0  x6 x1 C x4 x3 / ; (A8.37)

xP 3 D 0:5 .x6 x0 C x5 x1  x4 x2 / ; (A8.38)

xP 4 D a1 .l2 x6  l3 x5 / C b1 u1 ; (A8.39)

xP 5 D a2 .l3 x4  l1 x6 / C b2 u2 ; (A8.40)

xP 6 D a3 .l1 x5  l2 x4 / C b3 u3 ; (A8.41)

lP1 D Kw u1 ; (A8.42)

lP2 D Kw u2 ; (A8.43)

lP3 D Kw u3 ; (A8.44)

y0 D x0 (A8.45)

y1 D x1 ; (A8.46)

y2 D x2 (A8.47)

and

y3 D x3 ; (A8.48)

where xi D qi , i D 0; 1; 2; 3, x4 D !x , x5 D !y , x6 D !z , l1 D lx , l2 D ly , l3 D lz ,
a1 D 1=Jxx , a2 D 1=Jyy , a3 D 1=Jzz , b1 D Kw =Jxx , b2 D Kw =Jyy , b3 D Kw =Jzz .
Next, to derive the output derivative state transformation, it is evident by
inspection of (A8.35) through (A8.48) that the relative degrees of the plant with
Appendices 949

respect to y1 , y2 and y3 are r1 D r2 D r3 D 2, since differentiating (A8.46),

(A8.47) and (A8.48) twice and substituting for the state derivatives using (A8.36),
(A8.37) and (A8.38) after the first differentiation and using (A8.35) through (A8.41)
after the second differentiation reveals direct dependence of the second output
derivatives on the control inputs, u1 , u2 and u3 . In this case, the output derivative
state transformation equations consist of (A8.46), (A8.47) and (A8.48) together with

yP1 D 0:5 .x4 x0 C x6 x2  x5 x3 / ; (A8.49)

yP2 D 0:5 .x5 x0  x6 x1 C x4 x3 / ; (A8.50)

and

yP3 D 0:5 .x6 x0 C x5 x1  x4 x2 / : (A8.51)

Adhering to the notation introduced in Sect. A8.1.3.3, the state variables in the
original state representation yielded by the inverse state transformation are denoted
by xfi , i D 1; 2; : : : ; 6. On the basis that the dynamic lags due to the low pass
filters of Sect. A8.1.3.2 are negligible for sufficiently small Tf , xi , i D 1; 2; : : : ; 6,
in (A8.46) through (A8.51) are replaced by xfi , i D 1; 2; : : : ; 6 and ẏi , i D 1; 2; 3,
are replaced by the filtered derivative estimates, b yP i , i D 1; 2; 3. The inverse state
transformation required for the observer is then

xf1 D y1 ; (A8.52)

xf2 D y2 ; (A8.53)

and

xf3 D y3 (A8.54)

with the following solution of (A8.49), (A8.50) and (A8.51) for xd4 , xd5 and xd6 , also
using (A8.52), (A8.53) and (A8.54).
2 3 2 3 2 3
b
yP y0 y3 y2 xf4
6 P17 4 5 4
24y b2 5 D y3 y0 y1 xf5 5 )
Py
b3 y2 y1 y0 xf6
2 2
3 2P 3
y0 C y12 .y 1 y2 C y3 y
0 / .y3 y1  y2 y0 / b
y
4 .y1 y2  y3 y0 / 6 P17
2 3 y02 C y22 .y 3 y2 C y1 y
0 / 5 4 by2 5
xf4 .y3 y1 C y2 y0 / .y3 y2  y1 y0 / y02 C y32 yP 3
b
4 xf5 5 D 2 2
)
2
y0 y0 C y1 C y3 .y3 y0  y2 y1 / C y2 .y3 y1 C y2 y0 /
xf6
h
P i
xf4 D 2 y02 C y12 y b1 C .y1 y2 C y3 y0 / y P C .y3 y1  y2 y0 / y
b bP =y0
2 3
(A8.55)
950 Appendices

h
i
P C y2 C y2 b
b
xf5 D 2 .y1 y2  y3 y0 / y P P =y0
b
1 0 2 y 2 C .y3 y2 C y1 y0 / y 3 (A8.56)
h
i
P C .y3 y2  y1 y0 / b
b
xf6 D 2 .y3 y1 C y2 y0 / y P =y0
yP 2 C y02 C y32 y
b (A8.57)
1 3

The equations of the filtering observer providing filtered versions of these state
estimates are as follows, replacing y0 by xf0 for notational uniformity.

xP 0 D 0:5 .xf4 xf1 C xf5 xf2 C xf6 xf3 / C 0 .xf0  b

b x0 /

xP 1 D 0:5 .xf4 xf0 C xf6 xf2  xf5 xf3 / C 1 .xf1  b

b x1 /

xP 2 D 0:5 .xf5 xf0  xf6 xf1 C xf4 xf3 / C 2 .xf2  b

b x2 /

xP 3 D 0:5 .xf6 x0 C xf5 xf1  xf4 xf2 / C 3 .xf3  b

b x3 /

xP 4 D a1 .l2 xf6  l3 xf5 / C b1 u1 C 4 .xf4  b

b x4 /

xP 5 D a2 .l3 xf4  l1 xf6 / C b2 u2 C 5 .xf5  b

b x5 /

xP 6 D a3 .l1 xf5  l2 xf4 / C b3 u3 C 6 .xf6  b

b x6 / (A8.58)

where i D 3=Tsoi , i D 0; 2; : : : ; 6, Tsoi being the individually chosen integrator

correction loop settling times.
The output derivative state estimator block diagram is shown in Fig. A8.3.
To provide the plant with realistic inputs, three rudimentary DP attitude con-
Z to each axis, noting that qi , i D 1; 2; 3, are roughly half
trollers will be applied
the attitude angles, !i .t/dt, !1 D !x , !2 D !y , !3 D !z , about each axis for
moderately small angles (less than 20ı ), using the output derivative state variables,
as shown in Fig. A8.4.

Fig. A8.3 Output derivative Yi ( s )

state estimator s i = 1, 2,3
Yˆi( ) ( s )
1
1 + sTf

Approximate Single
Axis Model
Yri ( s ) + + Ui ( s ) bi 1 1 Yi ( s )
K pi
− − 2 s s
i = 1, 2,3
K di
Yi( ) ( s )
1

Fig. A8.4 Rudimentary attitude controllers for the observer demonstration

Appendices 951

Table A8.1 Variances, n2fi nfi of xf and n2ei nei of b

x and selected Tsoi for correction loops
i 0 1 2 3 4 5 6
n2fi nfi6  1012 5:9  1012 5:9  1012 5:8  1012 1:55  107 1:53  107 1:57  107
[rad2 ] [(rad/s)2 ]
nei nei 1:8  1014
2
2:4  1012
2:4  1012
2:3  1012
2:2  1013 2:2  1013 2:3  1013
[rad2 ] [(rad/s)2 ]
Tsoi [s] 5 5 5 5 20 20 20

For a critically damped step response with a settling time of Ts seconds (5 %

criterion), the controller gains are

Kdi D 18= .bi Ts / and Kpi D 81= 2bi Ts2 ; i D 1; 2; 3: (A8.59)

For a proper control system design, a more sophisticated control law based on
the feedback linearising control technique (Chap. 7) would be used to eliminate
inter-axis coupling and achieve a precisely specified dynamic response, but this is
unnecessary in this example, the purpose of which is to design and demonstrate the
observer, which operates independently of the control input. 
2
the 2 simulation, the plant2 parameters are Jxx D 300 Kg m , Jyy D
For
200 Kg m , Jzz D 150 Kg m and Kw D 0:1 ŒNm=V . The star sensor noise
 
level is taken as 1 arcsec2  ..1=3; 600/ =180/2 D 2:35  1011 rad2 , i.e.,

n2s ns D 2:35  1011 =4 D 5:88  1012 rad2 , in quaternion units. The reaction

wheel (plant) noise is n2pi npi D 104 V2 . The nominal settling time of the three
attitude control loops is set to Ts D 80 Œs . First a simulation of the system
is carried out to determine the noise levels, n2ni nni and n2fi nfi , i D 0; 2; : : : ; 6
to determine suitable values of the correction loop settling times, Tsoi . For this,
the reference inputs and initial attitude Z coordinates are set to zero and the noise
t
1
2
variances calculated as xx  lim x 2 ./ d.
t !1 t 0
The results, which are shown in Table A8.1, enable the state estimation noise
variances of the output derivative based state estimator to be compared with those
of the output derivative based filtering observer.
For the output derivative based state estimator, n2fi nfi , i D 0; 1; 2; 3, are
simply the variances of the stochastic errors in the direct quaternion based attitude
measurements, y0 , y1 , y2 and y3 while n2fi nfi , i D 4; 5; 6, are the variances of the
stochastic errors in the body rate estimates, xf4 , xf5 and xf6 .
Regarding the output derivative based filtering observer, it is found that the
variance of the attitude estimation, i.e., n2ei nei , i D 0; 1; 2; 3, is almost independent
of the correction loop settling times, Tsoi , i D 0; 1; 2; 3, indicating, with reference
to Fig. A8.2, that the state estimation error is dominated by the noise signals, nni ,
i D 0; 1; 2; 3, that are filtered directly by the integrators of the observer. So the
correction loop settling times are set to values considerably less than the attitude
control loop settling times, a value of 5[s] being practicable for this application.
952 Appendices

0.02 0.02 0.04

0.01 0.03
0.01
0 0.02
0 xf 4 (t ) [ rad s] xf 5 (t ) [ rad s] 0.01 xf 6 (t ) [ rad s]
-0.01
0
-0.01 -0.02 -0.01
-0.02 -0.03 -0.02
0 20 40 60 80 100 0 20 40 60 80 100 0 20 40 60 80 100
t [s] t [s] t [s]

Fig. A8.5 Outputs from output derivative based state estimator

a
1 0.5
x1 (t )
0.95 0.4
xˆ0 (t )
0.3
0.9
0.2 xˆ1 (t )
0.85 0.1
x0 (t )
0.8 0
0 20 40 60 80 100 0 20 40 60 80 100
t [s] t [s]
0 0.3
0.25 x3 (t )
-0.1
0.2
xˆ2 (t ) xˆ3 (t )
-0.2 0.15
0.1
-0.3 x2 (t ) 0.05
-0.4 0
0 20 40 60 80 100 0 20 40 60 80 100
t [s] t [s]
b
0.02 0.02 0.03
0.01 x4 (t ) 0.01 0.02
0
xˆ5 (t ) 0.01 x6 (t )
0
-0.01 0
x5 (t )
-0.01 -0.02 -0.01
xˆ4 (t ) xˆ (t )
-0.02 -0.03 -0.02 6
0 20 40 60 80 100 0 20 40 60 80 100 0 20 40 60 80 100
t [s] t [s] t [s]

Fig. A8.6 Initial state estimate convergence. (a) Quaternion attitude coordinates, (b) Body angular
velocities
Appendices 953

On the other hand, n2ei nei , i D 4; 5; 6, are found to be highly dependent on Tsoi ,
i D 4; 5; 6, indicating a strong influence of the noise signals, nfi , i D 4; 5; 6, for the
body rate estimates, compared with the influence of nni . Under these circumstances,
the correction loop settling times are set to the highest practicable values to minimise
n2ei nei . This is a matter of engineering judgement and a value of Tsoi D Ts =4 D
20 Œs is chosen.
The following simulation emulates the initial attitude acquisition of the
spacecraft by setting Œx0 .0/; x1 .0/; x2 .0/; x3 .0/ D Œ0:71; 0:4; 0:3; 0:2 and
Œx4 .0/; x5 .0/; x6 .0/ D Œ0:01; 0:02; 0:03 Œrad=s . Figure A8.5 shows the body
rate estimates, xfi (t), i D 4; 5; 6.
The noise contaminating these estimates due principally to the measurement
noise amplification of the filtered differentiators in the output derivative based state
estimator is clearly visible in Fig. A8.5.
To assess the performance of the filtering observer with large initial state
estimation errors, Fig. A8.6 shows b x.t/ and x(t) for Œb x0 .0/; b
x1 .0/; b
x2 .0/; b
x3 .0/ D
Œ1; 0; 0; 0 .
Convergence of the state estimates to towards the correct values in times
commensurate with the set correction loop settling times is evident. Also, the
effective filtering of the observer is apparent through the noise contaminating all
the state estimates not being visible in Fig. A8.6, which is in keeping with the very
low values of the variances, n2ei nei , i D 0; 1; : : : ; 6, recorded in Table A8.1.
954 Appendices

A9 Appendix to Chap. 9

A9.1 Limit Cycling Control for Second Order Plants

A9.1.1 Overview

As for the first order systems, features have to be introduced into a practicable
controller that ensure satisfactory behaviour in the region of the demanded state,
where any control system will spend the greatest portion of its lifetime. The
hysteresis switching element is included in a switched control system to avoid a
switching frequency too high for the actuators. In some applications, however, it
would be desirable to design the controller so that the amplitude of the control error,
y.t/  yr .t/, during the limit cycle oscillates between precisely prescribed extreme
limits to minimise the switching frequency while satisfying a control accuracy
specification. A relevant application, to be studied shortly, is spacecraft attitude
control using on-off thrusters in which the wear rate of the valves admitting fuel
into the plenum chamber [1] must be minimised. In Chap. 9, Example 9.2, this
is achieved by simply setting the hysteresis limits, S C and S  , of the switching
element to the extreme permitted limits of the control error. This, however, requires
the switching function to be expressed with the control error, y  yr , as an additive
term. Let the first component of the state error, xe , be x1e D y  yr . Then the
switching function is manipulated to be in the form

S .xe / D x1e C f .x2e ; x3e ; : : : ; xne / : (A9.1)

The following section demonstrates the need for this.

A9.1.2 The Influence of the Switching Function on the Limit Cycle

The basic switching element of Chap. 9, Fig. 9.15a together with the switching
function, S(xe ), realises the switching boundary, S .xe / D 0, but the introduction
of the hysteresis switching element of Fig. 9.15b of Chap. 9 replaces this single
switching boundary with two switching boundaries defined by

Sp .xe / D S .xe /  S C D 0 (A9.2)

and

Sn .xe / D S .xe /  S  D 0: (A9.3)

The corresponding switching function evaluations are

S D S .xe /  S C (A9.4)
Appendices 955

and

S D S .xe /  S  : (A9.5)

The hysteresis switching element then ensures the following:

If S > S C ; then A.9:2/is active: (A9.6)

If S < S  ; then A.9:3/is active: (A9.7)

If S   S  S C ; then the current boundary is kept active: (A9.8)

Consider a different switching function, S0 (xe ), yielding the same switching bound-
ary, meaning S .xe / D 0  S 0 .xe / D 0 without the hysteresis element. After
introduction of the hysteresis element, however, for given values of S C and S  ,
replacing S(xe) by S0 (xe ) in (A9.4) and (A9.5) yields a different pair of switching
boundaries. It follows that for given values of S C and S  , the limit cycling
behaviour caused by the hysteresis element depends upon the switching function.
Now suppose that the switching boundary equation is manipulated into the form

fi .x1 ; : : : ; xi 1 ; xi C1 ; xn /  xi D 0: (A9.9)

Then the switching boundaries of (A9.4) and (A9.5) become

fi .x1 ; : : : ; xi 1 ; xi C1 ; xn /  xi  Sb D 0; Sb D S C ; S  : (A9.10)

Regarding this in a geometrical sense, it is evident that the two boundaries defined
by (A9.10) are obtained by translational displacement of the boundary defined by
(A9.9) ‘distances’ of S C and S  along the xi axis. Clearly, there are n different pairs
of boundaries for i D 1; 2; : : : ; n.

A9.1.3 Application to the Attitude Control of a Rigid Body Spacecraft

To illustrate the approach introduced above with the different resulting limit cycles,
the single axis attitude control of the space satellite will be studied using on-off
thrusters instead of the reaction wheel. Also a constant or slowly varying external
disturbance torque will be taken into account. The plant model is

xP 1 D x2 (A9.11)

xP 2 D u  d; u D ˙umax or u D 0 (A9.12)

y D x1 (A9.13)
956 Appendices

where x1 is the attitude angle, x2 is the angular velocity and u is the control
acceleration, defined as the control torque from the thrusters divided by the moment
of inertia. The corresponding plant model expressed in terms of the error state
variables for a constant reference input, yr , i.e., x1e D x1  yr and x2e D x2 , is

xP 1e D x2e (A9.14)

xP 2e D u  d; u D ˙umax or u D 0: (A9.15)

The state variables are defined as before but u is the control angular acceleration in
which umax D t =J , where  t is the magnitude of the control torque produced by
either thruster and, as before, J is the moment of inertia of the spacecraft about the
control axis. Also, d D d =J is the disturbance angular acceleration produced by
the disturbance torque,  d .
First the time optimal feedback control law for the plant of (A9.14) and (A9.15)
will be derived and hence only the two active control levels, ˙umax ; are used.
The state trajectory differential equation formed by dividing (A9.14) by (A9.15)
is
dx1e x2e
D (A9.16)
dx2e ud

and its general solution for u D const: and d D const: is the state trajectory
equation,

1 2 2

x1e D x1e .0/ C x2e  x2e .0/ (A9.17)
2 .u  d /

Following similar reasoning to that of the time optimal control using the reaction
wheel, (A9.16) and (A9.17) are also valid for the back tracing from the origin of
the state plane and therefore the trajectory approaching the origin of the error state
plane under u D umax is defined by (A9.17) with x1e .0/ D x2e .0/ D 0, for x2e > 0
and the trajectory approaching the origin of the error state plane under u D Cumax
is defined by (A9.17) with x1e .0/ D x2e .0/ D 0 for x2e < 0. The time optimal
switching boundary is the following concatenation of the two equations of these
trajectories.
8 1 9
ˆ
< x1e D 2
x2e for x2e > 0 >
=
2 .umax  d / 1
) x1e D  x2
for x2e  0 >
1 2 Œumax sgn .x2e / C d 2e
:̂ x1e D x2 ;
2 .umax  d / 2e
(A9.18)
Appendices 957

The corresponding switching function with x1e D x1  x1r is then

1
Sto .xe / D x1e  jx2e j x2e (A9.19)
2 Œumax C d sgn .x2e /

and the control law is

u D umax sgn ŒSto .xe / : (A9.20)

It should be noted that for d ¤ 0, the two parabolic segments of the time optimal
switching boundary, Sto .xe / D 0, have different acceleration parameters, i.e., umax ˙
d , in contrast with the time optimal switching boundary of Fig. 9.27a of Chap. 9.
Hence this boundary is not reflected in the origin of the error state plane unless
d D 0.
Switching function (A9.19) is an example of that used in (A9.9) for n D 2 and
i D 1. The alternative equation of the same boundary for i D 2 is obtained by
making x2e the subject of the trajectory equations of the LHS of (A9.18), as follows.
 p 
x2e D p2 .umax C d / jx1e j for x1e  0
)
x2e D  2 .umax  d / jx1e j for x1e > 0
p
x2e D  2 Œumax jx1e j C x1e d sgn .x1e / (A9.21)

This yields the following switching boundary equation and switching function.
p
Sto0 .xe / D x2e  2 Œumax jx1e j C x1e d sgn .x1e / (A9.22)


u D umax sgn Sto0 .xe / (A9.23)

The two ‘p’ and ‘n’ boundaries produced by the hysteresis switching element with
symmetrical hysteresis limits of S C and S  D S C , in conjunction with (A9.19),
(to be referred to as formulation 1) are defined by
 
Sp .xe / D Sto .xe /  S C D 0
Sn .xe / D Sto .xe / C S C D 0
8 1 9
ˆ
< Sp .xe / D x1e  S C C jx2e j x2e D 0 >
=
) 2 Œumax C d sgn .x2e / (A9.24)
jx2e j x2e D 0 >
1
:̂ Sn .xe / D x1e C S C C ;
2 Œumax C d sgn .x2e /

while the equivalent boundaries produced in conjunction with (A9.22) (to be

referred to as formulation 2) are
958 Appendices

( )
Sp0 .xe / D Sto0 .xe /  S C D 0
Sn0 .xe / D Sto0 .xe / C S C D 0
( p )
Sp0 .xe / D x2e  S C  2 Œumax jx1e j C x1e d sgn .x1e / D 0
) p (A9.25)
Sn0 .xe / D x2e C S C  2 Œumax jx1e j C x1e d sgn .x1e / D 0

The two boundaries of (A9.24) can be obtained graphically by commencing with

the curve of Sto .xe / D 0 (or Sto0 .xe / D 0, which is the same) and then translating
it parallel to the x1e axis by ˙S C . Similarly, the two boundaries of (A9.25) are
obtained by translating the same curve parallel to the x2e axis by ˙S C . The results
are different, as may be seen by comparing Fig. A9.1a, b. The corresponding
closed loop phase portraits according to (A9.6), (A9.7) and (A9.8) are shown in
Fig. A9.1c, d. With switching function formulation 1, it is evident that commencing
with an arbitrary initial state error, following the first switch, the state trajectory
follows the active switching boundary until reaching point ‘b’ or point ‘d’, where it
leaves this boundary and crosses the other boundary at point ‘c’ or point ‘a’, which
becomes active and a control switch occurs causing the state trajectory to follow
this boundary, after which the events described above are repeated. Thus the system
enters the limit cycle, ‘a-b-c-d’, of Fig. A9.1e after the first switch. This occurs
due to the parabolic segment of the active ‘p’ or ‘n’ switching boundary met by
the state trajectory being members of the set of trajectories of the phase portrait.
Most importantly, the control error, y.t/  yr .t/ D x1e .t/, oscillates precisely
between peak values of ˙Smax during the limit cycle. With the switching function
formulation 2, the angular velocity, x2e (t), oscillates precisely between peak values
of ˙Smax during the limit cycle but the control error, x1e (t), oscillates between
values dependent upon the external disturbance, d, that are unequal in magnitude,
as illustrated in Fig. A9.1f, unless d D 0. Furthermore, study of Fig. A9.1d reveals
that the state trajectory commencing with an arbitrary initial state has oscillatory
convergence towards the limit cycle with asymmetrical positive and negative peak
magnitudes of x1e (t). Hence switching function formulation 1 is preferable. This
illustrates that for satisfactory limit cycle control using a hysteresis switching
element, the switching function formulation has to be in the form of (A9.1) with
x1e equal to the control error, y  yr .
While the foregoing study of the switched control of a double integrator plant
has been useful to introduce limit cycle control, for the spacecraft application,
unnecessary fuel would be used during limit cycling and further refinements are
needed to arrive at a practicable attitude control system. To achieve this, the
phase portraits for the plant model of (A9.14) and (A9.15), representing a rigid
body spacecraft controlled by on-off thrusters, are used to aid the derivation of a
practicable feedback control law that adapts automatically to different disturbance
torque levels. Simulations are presented to confirm the correctness of the control
law.
The attitude control system presented here is similar to that of ESA’s x-ray
astronomy satellite, Exosat, but to overcome digital processor computation speed
Appendices 959

a b
x2e x2e
S′n ( x e ) = 0
S ( x e ) = 0 ≡ S′( x e ) = 0
⎧ S ′ ( xe ) = 0 ⎫
⎨ ⎬
Sn ( x e ) = 0 ⎩≡ S ( xe ) = 0⎭
'p' boundary
Sp ( x e ) = 0 'n' boundary
S+ 'n' boundary
'p' boundary 0 x1e S+ 0 x1e

S+ S+ S′p ( x e ) = 0

c d
x2e x2e

a a
d b
0 x1e d0b x1e
c c

e f
x2e x2e

a
a
d b
0 x1e d 0 b x1e
c
limit cycle c limit cycle

Fig. A9.1 Switching boundaries produced by same hysteresis switching element for d > 0.
(a) Switching boundaries switching function formulation 1. (b) Switching boundaries switching
function formulation 2. (c) Closed loop phase portraits with switching function formulation 1. (d)
Closed loop phase portraits with switching function formulation 2. (e) Limit cycle with switching
function formulation 1. (f) Limit cycle with switching function formulation 2

limitations, this calculated signed switching times for dedicated thruster firing
electronics, at an iteration period of 0.25 [s], enabling firing times of the order of
milliseconds [2].
For the system developed here, the performance specification is as follows.
960 Appendices

a b c
0.06
0.04
0.02
x2e
[rad/s] 0
-0.02
-0.04
-0.06
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
x1 [rad] x1 [rad] x1 [rad]

Fig. A9.2 Phase portraits for synthesis of thruster attitude control of rigid body spacecraft. (a) ‘p’
trajectories for u D umax . (b) ‘z’ trajectories for u D 0. (c) ‘n’ trajectories for u D umax

1. With an arbitrary initial state, the system enters the limit cycle by turning one
thruster on, then momentarily both thrusters off followed by the other thruster
on. This limit cycle acquisition is nearly time optimal.
2. The nominal limit cycle excursions are x1e D ˙A, where the limit cycle
excursion, A, is given in a control system performance specification.
3. Limit cycle control is arranged to cater for a minimum thruster on-time, Ton min
below which the fuel usage would be inefficient.
4. The system is able to tolerate plant model mismatches without excessive repeated
thruster switchings.
The moment of inertia about the control axis is taken as J D 800 kg m2 and the
thruster torque magnitude is t D 0:1 Nm, giving umax D t =J D 5  103 rad=s=s.
The minimum thruster on time is taken as Ton- min D 3 ms. Three constant external
disturbance torque levels are taken, i.e., d D 0:02 Nm due to an imperfectly
aligned trajectory control thruster, then d D 104 Nm and d D 106 Nm, both
due to misalignment of the solar radiation force vector with respect to the spacecraft
centre of mass. The specified limit cycle excursion is taken as A D 5  106 rad.
The parabolic phase portraits for the three control levels are shown in Fig. A9.2
with the higher of the disturbance torque levels.
Higher constant angular acceleration magnitudes yield steeper parabolic trajecto-
ries. This relationship is visible in Fig. A9.2a, where the disturbance torque opposes
the thruster torque, in Fig. A9.2c where it aids the thruster torque and in Fig. A9.2b
where it acts alone. For the lower level of disturbance torque, the difference in the
acceleration magnitudes for u D ˙umax would be hardly visible and the parabolas
of Fig. A9.2b would be so shallow that they would appear as horizontal straight
lines. In the limit, as d ! 0, they are actually horizontal straight lines, as confirmed
by setting u D d D 0 in (A9.15) giving x2e D const. If the sign of d is reversed but
its magnitude kept the same, then the phase portraits would be the mirror images
of those in Fig. A9.2, obtained by rotating all three graphs, maintained in a vertical
plane, about the x2e axis of Fig. A9.2b (shown dotted).
Appendices 961

a x2e b x2e
a x2s +
a x2s
u=0
δ x2e lc u=0 −
x2s b
u = −umax
d b f c
δ x2e min −
−A x1s 0 A x1e −A x1s+ 0 x1s A δ x x1e
− 2e min
u = umax − x2s
u = umax d
− x2s e − x+ u = 0
c 2s

Fig. A9.3 Possible limit cycles for a positive constant disturbance torque. (a) Single sided limit
cycle. (b) Double-sided limit cycle

The minimum thruster on time constraint sets a lower limit on the magnitude
of the change in x2e , i.e., jıx2e j, that can be produced by a thruster operation. The
solution to (A9.12) with u D ˙umax , d D const:, and a thruster on-time of Ton is

ıx2e D .u  d / Ton ) jıx2e j D ju  d j Ton : (A9.26)

For a given value of jıx2e j, the smallest value of Ton is required when the disturbance
aids the thrusters. This will occur during the double-sided limit cycle to be
introduced. Let jıx2e min j be the minimum value of jıx2e j for which Ton D Ton- min .
Then (A9.26) becomes

jıx2e min j D .umax C jd j/ Ton- min : (A9.27)

The starting point in deriving the three-state switched control law from the phase
portraits is to identify the limit cycle trajectory that satisfies the performance
specification. Let the maximum and minimum specified values of x1e be ˙A.
Examination of the phase portraits of Fig. A9.2a, b reveals the possibility of a limit
cycle comprising two state trajectory segments, one for u D umax and the other for
u D 0, as shown in Fig. A9.3a. Since only one thruster is being operated on one side
of the limit cycle, it is referred to as a single sided limit cycle.
The positive torque thruster is turned on to produce trajectory segment ‘cda’,
giving a positive and constant angular acceleration. It is turned off over trajectory
segment ‘abc’ during which the disturbance torque alone produces a constant
angular deceleration of magnitude, jdj. The smaller d, the smaller the value of
jıx2e lc j in Fig. A9.3a. Below a critical magnitude, jdjmin , jıx2e lc j would fall below
jıx2e min j of (A9.27). To avoid this while keeping the peak values of x1e equal to
˙A, the other thruster can be brought into play. Study of the phase portraits of
Fig. A9.2 reveals the possibility of creating the limit cycle of Fig. A9.3b. Since
both thrusters operate alternately on the left and right sides of the limit cycle, it is
referred to as a double-sided limit cycle. To minimise fuel consumption within the
‘Ton - min ’ constraint, the thruster aiding the disturbance torque, which always has a
smaller on time than the thruster opposing the disturbance torque, is made to operate
962 Appendices

for precisely Ton - min seconds, giving an angular velocity magnitude increment of
jıx2e min j rad/s, as shown in Fig. A9.3b.
For negative constant disturbance torques, the same considerations apply as
discussed above but the limit cycles are mirror images of those shown in Fig. A9.3
reflected in the x2e axis, except for the direction of motion, indicated by the arrows,
that remains clockwise.
As part of the control algorithm it is necessary to evaluate jıx2e lc j in terms of
umax , d and A and compare it with jıx2e min j in order to set the control law for
single or double-sided limit cycling. In fact, comparing (ıx2e lc )2 with (ıx2e min )2 is
more convenient. An expression for (ıx2e lc )2 may be derived from the general state
trajectory equation, which is the general solution of the state trajectory differential
equation, obtained through dividing (A9.14) by (A9.15). Hence

dx1e x2e
D ; u D ˙umax or u D 0: (A9.28)
dx2e ud

For u D const: and d D const:, the general solution is

1 2 2

x1e D x1e .0/ C x2e  x2e .0/ : (A9.29)
2 .u  d /

This is then applied to the two segments of the single-sided limit cycle of Fig. A9.3a.
An observer would provide an estimate, d b, of d for use in the control algorithm.
Hence d b replaces d in the following working. For segment, bc,

1 2 2
 1 2
x1e D x1e .0/  x2e  x2e .0/ ) x1s D A  x2s (A9.30)
b
2d 2db
and for segment, da,
1 2  1
x1e D x1e .0/ C   x2e 2
 x2e .0/ ) x1s D A C   x2s
2
:
b
2 umax  d b
2 umax  d
(A9.31)

Eliminating x1s between (A9.30) and (A9.31) yields an equation for x2s . Since

jıx2e lc j D 2x2s ) .ıx2e lc /2 D 4x2s

2
; (A9.32)

this also yields the required equation for (ıx2e lc )2 . Thus

!
1 2 1 b
umax  d
x1s D A  x2s D A C  2 2 b
 x2s ) x2s D 4d A:
2db 2 umax  db umax
(A9.33)
Appendices 963

Then using (A9.32),

!
b
umax  d
2 b
.ıx2e lc / D 16d A: (A9.34)
umax
ˇ ˇ
b is changed in sign without changing ˇˇdbˇˇ then the result would be the same. It
If d
b is
follows that the version of (A9.34) catering for both signs of d
0 ˇ ˇ1
ˇ ˇ umax  ˇˇd
bˇˇ
2 ˇ bˇ @ AA
.ıx2e lc / D 16 ˇd ˇ (A9.35)
umax

The condition for the controller to be set for single-sided limit cycling is

.ıx2e lc /2 > .ıx2e min /

2
(A9.36)

This can be expressed in terms of umax , db, A and Ton - min using (A9.35) and (A9.27)
with d D db, as follows.
0 ˇ ˇ1
ˇ ˇ umax  ˇˇdbˇˇ  ˇ ˇ2
ˇ ˇ A A > umax C ˇˇdbˇˇ Ton
16 ˇdbˇ @ 2
- min )
umax
ˇ ˇ ˇ ˇ
ˇ ˇ ˇ bˇ
16A ˇdbˇ umax  ˇd ˇ
2
 ˇ ˇ2 > Ton- min (A9.37)
ˇ bˇ
umax umax C ˇd ˇ

Next the phase portraits of Fig. A9.2 may be studied again to create a set
of switching boundaries that satisfy the control system specification, shown in
Fig. A9.4.
These are easily implemented as each is similar, one being obtained from the
other by translation parallel to the x1e axis. Since the double-sided limit cycle has
four control switches per cycle, four switching boundaries will be formed. As will
be seen, only two of these boundaries are used during the single-sided limit cycle,
this having only two switches per cycle. These boundaries are similar to those of
Fig. A9.1, the upper and lower parabolic segments having acceleration parameters
of respectively,  .umax C d / and umax  d . As previously, the illustrations are for
d > 0. For d < 0, the diagrams would be similar but mirror images of those shown,
except for the direction of motion indicated by the arrows, which remain clockwise
on the limit cycles.
The switching functions realising the switching boundaries in Fig. A9.4 are
generated from (A9.19) by means of an additional positioning term, Sb , as follows

S D Sto  Sb : (A9.38)
964 Appendices

a b
x2e x2e
S′p S′n Sn S′p Sn ,S′n
Sp u = −umax Sp
u=0 + δ x2emin b x2s u = −umax
b x2s u=0
x1s+ − g
x2s
x1s− −
a c f d a c λ Son d
+ + 0 − − + x1s + 0 e − −
Son Soff Soff Son x1e Son Soff Soff , Son x1e
e
−
δ x1ds u = umax u=0
u = umax
u=0
+
δ x1ds δ x1ss

Fig. A9.4 Switching boundaries and limit cycle acquisition trajectories illustrated for db > 0. (a)
Double-sided limit cycle. (b) Single-sided limit cycle

u
δ x1− umax

− −
Son = −A Soff
+ +
0 Soff Son =A S

−umax δ x1+

Fig. A9.5 Hysteresis switching element transfer characteristic for controlled limit cycle

Here,

1
Sto D x1e  h i jx2e j x2e (A9.39)
b sgn .x2e /
2 umax C d

C 
where Sb D Son for boundary, Sp , and Sb D Son for boundary Sn . Boundaries,
0 0
Sp and Sn , are realised by applying hysteresis switching elements to the switching
boundaries, Sp and Sn , yielding the combined transfer characteristic of Fig. A9.5.
For a single sided limit cycle with db > 0, as shown in Fig. A9.4b boundary S0 is
n
 
made to coincide with boundary Sn by setting Soff D Son , this boundary only being
used during the limit cycle acquisition from an arbitrary initial state. Similarly, for a
b < 0, boundary S0 is made to coincide with boundary
single sided limit cycle with d p
C C
Sp by setting Soff D Son .
The corresponding hysteresis band settings are given by Table A9.1.
Appendices 965

Table A9.1 Hysteresis band settings

Single-sided
ˇ ˇ operation ˇ ˇ Double-sided
ˇ ˇ ˇ ˇ operation
b ˇ bˇ b < ˇˇdbˇˇ ˇ bˇ ˇ bˇ
d > ˇd ˇ d ˇd ˇ  ˇd ˇ
ˇ ˇ min min ˇ ˇ min
ˇ ˇ ˇ C ˇ
Right hand band, ˇıx1C ˇ D jıx1 ss j 0 ˇıx1 ds ˇ
ˇ  ˇ
Left hand band, jıx1 j D 0 jıx1 ss j ˇıx ˇ
1 ds

The peak of the ideal single sided limit cycle for u D 0 is precisely at
x1e D Soff 
D Son
D A for d b > 0 (point ‘d’ in Fig. A9.4b) and at x1e D S C
off
D Son C
D A for db < 0.
Plant parametric errors, such as the difference between the true spacecraft
moment of inertia and its estimate used in the control algorithm, and stochastic
variations of the thruster valve opening times about the nominal one, however, could
cause the state trajectory to just cross, rather than precisely reach the boundary that
should be inactive during the limit cycle, causing the thruster aiding the disturbance
torque to turn on and waste fuel. To overcome this issue, the hysteresis band,
jıx1 ss j, is calculated so that the peak of x1e (t) during the ideal limit cycle occurs
at Son 
D A for db > 0 and at Son C
D A for d b < 0, where  D const:,
0 <  < 1, is a safety factor. Usually  D 0:9 is sufficient to prevent sporadic
double-sided thruster operation.
It remains to determine expressions for the hysteresis bands in terms of umax , d b
and A. For single-sided operation, jıx1ss j is determined as follows. Applying (A9.17)
to segment ‘ab’ of the state trajectory in Fig. A9.4b with u D umax yields

C 1 1
x1s D Son C   x2s
2
D A C   x2s
2
: (A9.40)
b
2 umax  d b
2 umax  d

0
Applying (A9.17) to segment ‘bc’ of boundary Sp with u D umax (as if the negative
torque thruster operates) yields

C 1 2

Soff D A C jıx1 ss j D x1s C   x2s : (A9.41)

2 umax  db

Eliminating x22s between (A9.40) and (A9.41) gives

   
2
x2s b .x1s C A/ D 2 umax C db Œjıx1 ss j  .x1s C A/ ) (A9.42)
D 2 umax  d

2umax .x1s C A/
jıx1 ss j D : (A9.43)
umax C db
966 Appendices

To obtain another equation for elimination of x1s , (A9.17) is applied to segment ‘be’
of the limit cycle with u D 0 and d D db, yielding

 1 2

Son D A D x1s  x2s : (A9.44)

2db

Eliminating x22s between (A9.40) and (A9.44) gives

 
2
x2s D 2db.A  x1s / D 2 umax  d
b .x1s C A/ (A9.45)

from which
h i
b  umax A
. C 1/ d
x1s D : (A9.46)
umax

Substituting for x1s in (A9.43) using (A9.46) then yields

bA
2 . C 1/ d
jıx1 ss j D : (A9.47)
umax C db
ˇ ˇ
ˇ ˇ
For db < 0, the result would be identical for the same value of ˇdbˇ and therefore to
ˇ ˇ
ˇ bˇ
cater for both signs of disturbance, db is replaced by ˇd ˇ in (A9.47). Thus
ˇ ˇ
ˇ bˇ
2 . C 1/ ˇd ˇA
jıx1 ss j D ˇ ˇ : (A9.48)
ˇ bˇ
umax C ˇd ˇ

0 0
Also, boundaries Sp and Sp become coincident and boundaries Sn and Sn are
separated by jıx1 ss j along the x1e axis.
A similar
ˇ C ˇapproach ˇ will ˇ now be taken to derive expressions for the hysteresis
bands, ˇıx1ds ˇ and ˇı  ˇ, of the double sided limit cycle. Repeated working is
x1ds
avoided by comparing segments ‘ab’ and ‘bc’ in Fig. A9.4a with segments ‘ab’
and ‘bc’ in Fig. A9.4b that led to (A9.43). First, by analogy with (A9.43),
C

ˇ C ˇ 2u x CA
ˇıx ˇ D max 1s : (A9.49)
umax C db
1 ds

C
2
Second, an expression for x2s will be needed and this may be written down by
analogy with (A9.42). Thus
C
2  

x2s D 2 umax  db x1s

C
CA : (A9.50)
Appendices 967


Next, x2s is fixed by the minimum thruster on time, Ton - min , via (A9.27) with d D db,

since jıx2e min j D 2x2s . Thus

1 ˇ ˇ
 ˇ bˇ
x2s D umax C ˇd ˇ Ton- min : (A9.51)
2

Then applying (A9.17) to trajectory segment ‘de’ with u D umax and segment ‘ef’
0
of the Sn boundary with u D umax yields

  1 
2 1 
2
x1s D Son C   x2s D A   x2s (A9.52)
b
2 umax  d 2 umax C db

and
1 h
i ˇ  ˇ 
2

Soff 
D x1s C   2
  x2s ) A  ˇıx1ds ˇ D x   1  x2s :
1s
b
2 umax  d 2 umax  db
(A9.53)

Substituting for x1s in (A9.53) using (A9.52) then yields
ˇ  ˇ 
2 
2
A  ˇıx1ds ˇD A 1
b x2s  1
b x2s )
ˇ  2.ˇumax Cdu/ 
22.umax d / (A9.54)
ˇıx ˇ D max x :
1ds 2 b2
umax d 2s

Applying (A9.17) to trajectory ‘bg’ in Fig. A9.4a with u D 0 gives

 C 1 h 
2 C
2 i
x1s D x1s  x2s  x2s : (A9.55)
2db


C
2
Substituting for x1s and x2s in (A9.55) using (A9.52) and (A9.50), yields

1 
2 C 1 h 
2  
b xC C A )

i
A   x2s D x1s  x2s  2 umax  d
2db
1s
b
2 umax C d
2 3
   
1 1 
2 umax umax
AC 4    5 x2s D 1 C C
 1 x1s C 1 A)
2db 2 u C d b
max
b
d b
d
 
umax umax 
2 umax C
2 AC   x2s D x )
b
d 2db umax C d
b b 1s
d
!
C 2db 1 
2
x1s D 1 AC   x2s :
umax 2 umax C db (A9.56)
968 Appendices

C
Substituting for x1s in (A9.49) using (A9.56) then yields
2 3
ˇ C ˇ b
2umax 4 2d A 1

ˇıx ˇ D C   25
 x2s : (A9.57)
1 ds
b
umax C d u max b
2 umax C d

ˇ ˇ
b is changed without altering ˇˇdbˇˇ, then x  calculated by (A9.51)
If the sign of d 2s
C
and used in (A9.54) and (A9.57) becomes x2s . Since this is the smaller of the two
switch point velocities, it will be denoted by x2s min in the general algorithm catering
for both signs of db. The hysteresis bands calculated by (A9.54) and (A9.57) are
0 0
also exchanged between the boundary pair, Sp , Sp , and the boundary pair, Sn , Sn
ˇ ˇ
b is changed without altering ˇˇdbˇˇ. Hence to cater for both signs of
if the sign of d
ˇ ˇ
ˇ bˇ
disturbance, db is replaced by ˇd ˇ in (A9.57) and, with reference to (A9.51), (A9.54)
and (A9.57), the hysteresis bands are set as follows.
 ˇ ˇ 9
ˇ bˇ >
x2s D 1
umax C ˇd ˇ Ton- min ; >
>
min 2  >
>
2jdbjA >
>
hds1 D umax
x2 ; hds2 D 2umax
C 1
x2 =
u2max db2 2s min umax Cjdbj
2.umax Cjdbj/ 2s
umax min
8 ˇ ˇ
ˇ ˇ >
ˇ C ˇ ˇ  ˇ
< .hds2 ; hds1 / for ˇdbmin ˇ > db > 0 >
>
>
ˇıx ˇ ; ˇıx ˇ D ˇ ˇ >
>
1 ds 1 ds
: .hds1 ; hds2 / for  ˇˇdbmin ˇˇ < db < 0 >
;
(A9.58)

Figure A9.6 shows a block diagram of the control system with some implementation
details. Separate hysteresis elements generate the thruster drive logic signals, LC
and L . With the offset, A, they realise the transfer characteristic of Fig. A9.5. A
star sensor alone provides a continuous attitude measurement, y, on the basis that
enough stars of sufficient brightness appear in the star sensor field of view to obtain
attitude measurements for all the required spacecraft attitudes. Otherwise a rate
integrating gyro pack is needed for continuous attitude measurement, together with
drift correction using the star sensor attitude measurement whenever it is available.
An observer, however, will still be needed for disturbance estimation.
Figure A9.7 shows simulations of the step responses of the control system and
the limit cycling behaviour. The observer is not included in this simulation, as it is
intended just to demonstrate the limit cycle and the initial state trajectory leading
to it.
The magnitude of the step reference input of Fig. A9.7a has been chosen
sufficiently large to demonstrate the near time optimal limit cycle acquisition using
both thrusters but sufficiently small for the single-sided limit cycle under the higher
level disturbance torque to be visible. Both can be seen in the state trajectory of
Fig. A9.7a (i), which indicates similar behaviour to that predicted in Fig. A9.4a.
The limit cycle acquisition is near time optimal rather than time optimal due to
the relatively short interval in which both thrusters are turned off (u D 0) between
Appendices 969

A
L+ Note: d = Γ d J ; umax = Γ max J
+ 1
0 L+ Γ max Γd
+
x1r − x1e S to δ x1+ + + + − 1 x2 x1 Star
y
+ −+ − L− − − Γt J
dt ∫ dt
Sensor∫
− 1
0 L− Γ max δ x1+ Hysteresis
+ d̂
A δ x1− −
Band
umax δ x1 Calculation
f ( xˆ2e ) u Observer
1 d̂
f ( xˆ2e ) = xˆ2e xˆ2e
2 umax + dˆ sgn ( xˆ2e ) ⎤
⎡ xˆ2e = xˆ2
⎣ ⎦
x̂1

Fig. A9.6 Block diagram of thruster based spacecraft attitude control system

u D umax and u D umax , indicated by the short segment of smaller slope at the
peak of the state trajectory. In Fig. A9.7a (ii), the acquisition transient followed
by the required oscillations of x1e (t) between the prescribed limits during the limit
cycling are also visible.
As expected, x2e (t) is piecewise linear in Fig. A9.7a (iii). Figure A9.7a (iv)
indicates the positive torque thruster accelerating the spacecraft shortly followed
by the negative torque thruster decelerating it, and only the positive torque thruster
pulsing during the limit cycle to counteract the disturbance torque with an equal and
opposite average value.
Figure A9.7b, c focuses on the limit cycling action at the two lower level
disturbance torque levels, with a relatively small attitude reference input of 1.04A
to check the limit cycle acquisition is correct. In Fig. A9.7b, the disturbance torque
is sufficient for single-sided limit cycling. The nearly vertical segments of the state
trajectory in Fig. A9.7b (i) are, in fact, relatively steep parabolas during the thruster
on periods. The much shallower parabola of the limit cycle during the thruster off
period is clearly visible. The reader’s attention is drawn to the long limit cycle
period of about 10 s, evident in Fig. A9.7b (ii), (iii) and (iv), that is typical of this
application. In both Fig. A9.7a (iii), b (iii), the angular velocity is reversed during
the relatively short thruster on period and reversed again due to the action of the
disturbance torque over the relatively long thruster off period. Hence the saw-tooth
appearance of x2e (t) during the limit cycle. The thruster on period is only about 4 ms
during the limit cycle and therefore u(t) appears as a train of impulses on the time
scale of Fig. A9.7b (iv).
In Fig. A9.7c, the disturbance torque level is so small that the system behaves
almost as if the disturbance torque is zero, i.e., piecewise linear attitude angle
error in Fig. A9.7c (ii) and piecewise constant angular velocity in Fig. A9.7c (iii).
The alternate positive and negative thruster operations during the double-sided limit
cycle are clearly visible in Fig. A9.7c (iv) and these appear as a train of impulses of
alternating sign as the thruster on periods are only the minimum value of 3 ms.
970 Appendices

a b c
−4 −6
(i) ×10 (i) ×10 (i) ×10−6
2.5 15 12
2 10
x2e [rad/s]

x2e [rad/s]

x2e [rad/s]
10 8
1.5
6
1 5
4
0.5 2
0
0 0
-0.5 -5 -2
-10 -8 -6 -4 -2 0 2 -6 -4 -2 0 2 4 6 -6 -4 -2 0 2 4 6
x1e [rad] ×10−5 −6 x1e [rad] ×10−6 x1e [rad] ×10−4
(ii) ×10−5 (ii) ×10 (ii) 6 ×10
−6
2 6
0 4 4
x1e [rad]

-2
x1e [rad]

x1e [rad]
2 2
-4
0 0
-6
-8 -2 -2
-10 -4 -4
-12 -6 -6
0 1 2 3 4 5 0 10 20 30 40 50 0 10 20 30 40 50

(iii) ×10−4 t[s] (iii) t[s] (iii) t[s]

×10−6 ×10−6
2.5 15 12
2 10
x2e [rad/s]
x2e [rad/s]

x2e [rad/s]

10 8
1.5
6
1 5
4
0.5 2
0
0 0
-0.5 -5 -2
0 1 2 3 4 5 0 10 20 30 40 50 0 10 20 30 40 50

(iv) ×10−4 t[s] (iv) ×10−4 t[s] (iv) ×10−4 t[s]

5 5 5
u [rad/s/s]

u [rad/s/s]

u [rad/s/s]

0 0 0

-5 -5 -5
0 1 2 3 4 5 0 10 20 30 40 50 0 10 20 30 40 50
t[s] t[s] t[s]

Fig. A9.7 Step responses and limit cycles of thruster-based spacecraft attitude control.
(a) x1r D 20A; d D 0:02 Nm (b) x1r D 1:04A; d D 104 Nm (c) x1r D 1:04A;
d D 106 Nm

References

1. Turner, MJL (2009) Rocket and spacecraft propulsion: principles, practice and new develop-
ments. Springer-Praxis, Praxis Publishing, Chichester, ISBN 978-3-540-69203-4
2. Dodds SJ (1981) Adaptive, high precision, satellite attitude control for microprocessor imple-
mentation. Automatica 17(1)
Appendices 971

A10 Appendix to Chap. 10

A10.1 Observer Based Robust Control

A10.1.1 Background

Observer-based robust control (OBRC) can be regarded as a distant relative of

sliding mode control through its reliance upon relatively high gains, in common with
the pseudo sliding mode controller with the boundary layer described in Chap. 10,
Sect. 10.4.1. It resulted from the author’s work on spacecraft attitude control
and the control of electric drives. In these applications, suddenly applied external
disturbances often occur that can cause unacceptable transient control errors. The
author’s approach to the problem was to design an observer for estimation of
the external disturbance referred to the control input, as well as for estimation of
the plant state. The disturbance estimate was then used to form a control component
to counteract the actual disturbance to minimise its effect.
A very welcome ‘side effect’ was a substantial increase in robustness with respect
to plant parametric uncertainties. This will now be demonstrated by means of a
simulation of a simple single axis, rigid body, spacecraft attitude control system.
The plant state space model is as follows.
9
xP 1 D x2 >
>
=
xP 2 D b .u  d /
(A10.1)
dP D 0 >
>
;
y D x1

where x1 is the attitude angle, x2 is the angular velocity, d is the external disturbance
typically caused by the torque from an orbit change thruster misaligned with respect
to the spacecraft centre of mass and b D Kw =J , where Kw is the reaction wheel
torque constant and J is the spacecraft moment of inertia. In this model, d is regarded
as a state variable as in Chap. 8, Sect. 8.2.4, and although it is assumed constant in
the model, the observer,
9
xP 1 D b
b x2 C l1 e >
>
>
xP 2 D bQ .u  d / C l2 e >
b >
=
bP ; (A10.2)
d D l3 e >
>
>
bD b
y x1 >
>
;
e Dyb y

will cause db.t/ to follow d(t) with a dynamic lag that can be reduced to acceptable
proportions by increasing the eigenvalues of the observer, which can be achieved
conveniently by reducing the correction loop settling time, Tso , if one of the settling
time formulae is used. Here l1 , l2 and l3 are the correction loop gains and bQ D Kw =JQ
972 Appendices

is an estimate of b, where JQ is estimate of J. The error in the assumed value of Kw

is considered to be negligible. The basic linear state feedback control law is

u D ryr  k1b
x1  k2b
x2 ; (A10.3)
where r is the reference input scaling coefficient and ki , i D 1; 2, are the linear
state feedback gains. The modified control law that uses the disturbance estimate to
counteract the real disturbance is

u D ryr  k1b x2 C db:

x1  k2b (A10.4)

Figure A10.1 shows the block diagram of the control system with a switch, S, that
enables either control law (A10.3) or control law (A10.4) to be selected.
The following simulations show step responses with both control laws. For each
control law, two step responses are shown, one being the ideal one with a perfectly
matched model, i.e., J D JQ , and the other with an extreme underestimation of the
moment of inertia, i.e., J D 5JQ .
The observer correction loop and the linear state feedback control law will
both be designed by pole assignment using the 5 % settling time formula, having
respective settling times of Tso and Ts . For the observer correction loop, equating
the actual and desired characteristic polynomials yields
  
3 l1 l2 l3 Q  l3 bQ D .s C q/3
s 1   C D s 3 C l1 s 2 C l2 bs
s Q 2
bs Q 3
bs
D s 3 C 3qs 2 C 3q 2 s C q 3 )
3 2 1
l1 D 3q; l2 D q and; l3 D  q 3 ; (A10.5)
bQ bQ
where q D 6=Tso.

D(s) Plant
− b X 2 s)
( 1 X1 ( s )
+ s s
Control Law
Y (s)
Yr ( s ) + + U ′( s) + U (s)
r Observer +
− − + l3
k1 k2 S −
s
l2 l1 Ŷ ( s )
D̂ ( s )
− + +
b 1
+ + s + s
X̂ 2 ( s )

X̂ 1 ( s )

Fig. A10.1 Single axis, rigid body spacecraft attitude control system with an observer
Appendices 973

a b
1.2 y (t )[rad] 1
yr (t )[rad] yr (t )
1 yid (t ) 0.8 [rad]
0.8 [rad]
0.6 y (t ), yid (t )[rad]
0.6
0.4 0.4
y (t ) − yid (t )[rad]
0.2 0.2 10 [ y (t ) − yid (t ) ][rad]
0 0
-0.2
-0.2
6 u (t )[V]
1.5
5 dˆ (t )[V]
1 u (t )[V] 4
3
0.5 2
1 u ′(t )[V]
0
0
-0.5 -1 u (t )[V]
0 50 100 150 t [ s ] 200 0 50 100 150 t [ s ] 200

Fig. A10.2 Step responses of rigid body spacecraft attitude control system with J D 5JQ.
(a) Basic LSF control law. (b) LSF control law augmented by db.t /

For the linear state feedback control loop, equating the actual and desired closed
loop transfer functions yields

r bQ
Y .s/ 2 r bQ p2 p2
D h s iD D D )
Yr .s/ k2 bQ k1 bQ Q C k1 bQ
s 2 C k2 bs .s C p/2 s 2 C 2p C p 2
1  s  s2

1 2 1 2
rD p ; k1 D p 2 and k2 D p;
Qb bQ bQ
(A10.6)

where p D 4:5=Ts . 
The nominal plant parameters are JQ D 100 Kg m2 , Kw D 0:5 ŒNm=V .
The specified settling time of the LSF control loop is Ts D 50 Œs . Although the
recommended ratio between the eigenvalue magnitude of the observer correction
loop and that of the LSF control loop is often quoted as 5, which is also Ts /Tso , a
much larger ratio is found necessary to quickly counteract step external disturbances
to minimise the resulting error transients. In this example, Ts =Tso D 100.
Figure A10.2 shows the results.
974 Appendices

As would be expected, the basic linear state feedback control system suffers
from a sluggish, overshooting response, as evident in Fig. A10.2a. In contrast,
once the switch, S, is closed, the control system becomes remarkably robust,
the response, y(t), being hardly distinguishable from the ideal response, yid (t). In
Fig. A10.2b, db.t/ is seen to be about four times greater than the control component,
0
u (t), provided by the LSF control law and gives rise to the extra torque needed
to compensate for the increased moment of inertia to produce the specified step
response. This result provided the incentive to carry out the development of the
generic observer based robust controller [1, 2], which is explained in the following
sections.

A10.1.2 The Model Mismatch Equivalent Input Premise

The most general plant considered obeys the state differential and output equations,

xP D F .x; u/
; (A10.7)
y D H .x/

where x 2 <n is the state vector, u 2 <r is the control vector and y 2 <m is
the measured and controlled vector. F() and H() are continuous functions of their
arguments and H .0/ D 0. Let a plant model,

xP m D Fm .xm ; um /
; (A10.8)
ym D Hm .xm /

be formed, where xm 2 <N , um 2 <r and ym 2 <r , Fm () and Hm () are continuous
functions of their arguments and Hm .0/ D 0. External physical disturbances are not
introduced at this stage as robustness with respect to mismatches between (A10.7)
and (A10.8) are the main concern. Since any external disturbance set is equivalent
to an external disturbance referred to the control input, direct counteraction by its
estimate is possible, as already exemplified in Sect. A10.1.1. In fact, the system
developed below achieves this automatically.
Of considerable interest is the possibility of accommodating model order uncer-
tainty, i.e., N ¤ n, as this is not achieved by sliding mode control to date. This will
be found possible but with certain restrictions.
Suppose that the real plant (A10.7) and its model (A10.8) are fed by the same
arbitrary control vector, um .t/ D u.t/, with zero initial states, xm .0/ D 0 and
x.0/ D 0. Then ym .0/ D y.0/ D 0 but it is clear that ym .t/ ¤ y.t/ for t > 0.
Now suppose the existence of a plant model mismatch equivalent input, ue (t), such
that if um .t/ D u.t/  ue .t/, then ym .t/ D y.t/ 8t > 0. Then ue (t) converts the
mismatched plant model into an exact representation of the real plant when both are
viewed as black boxes, i.e., viewed only via their inputs and outputs, without regard
to their internal states, as shown in Fig. A10.3.
Appendices 975

Exact Plant Representation

Real Plant ue
x = F ( x, u )
Mismatched Plant Model
u y u − um y
x m = Fm ( x m , u m )
y = H (x) + y = H m ( xm )

Fig. A10.3 Real plant and its exact representation using a mismatched plant model and ue

The existence of ue may be determined in individual cases. For example, let

the real plant be a tumbling but controllable rigid body spacecraft obeying Euler’s
equations of rigid body dynamics, which are of the form,
9
xP 1 D a1 x2 x3 C b1 u1 y1 D x1 =
xP 2 D a2 x3 x1 C b2 u2 y2 D x2 (A10.9)
;
xP 3 D a3 x1 x2 C b2 u2 y3 D x3

where x1 , x2 and x3 are the body angular velocity components about the principal
axes of inertia and ai , bi , i D 1; 2; 3, are constants. Let the mismatched (and
simplified) representation be three separate integrators together with ue , as follows.
9
xP m1 D um1  ue1 ym1 D xm1 =
xP m2 D um2  ue2 ym2 D xm2 (A10.10)
;
xP m3 D um3  ue3 ym3 D xm3

If umi D ui gives ymi D yi , i D 1; 2; 3, then xmi D xi , i D 1; 2; 3 and

9
a1 x2 x3 C b1 u1 D u1  ue1 ) ue1 D .1  b1 / u1  a1 x2 x3 =
a2 x3 x1 C b2 u2 D u2  ue2 ) ue2 D .1  b2 / u2  a2 x3 x1 : (A10.11)
;
a3 x1 x2 C b2 u2 D u3  ue3 ) ue3 D .1  b3 / u3  a3 x1 x2

A10.1.3 Converting the Problem of Controlling an Uncertain Plant

to That of Controlling a Known Plant Model

Starting with Fig. A10.3, suppose that the plant input is formed as u D u0 C ue , as
shown in Fig. A10.4.
Then since the externally added ue cancels the internally subtracted ue in the
plant model, the overall control input, u0 , must equal the model control input, um ,
as shown. Hence, if ue is known, the problem of controlling the uncertain real plant
has been converted to the relatively simple problem of controlling the known plant
model, since the model state is accessible.
976 Appendices

A10.1.4 Development of the General Controller Structure

Since ue acts similarly to an external disturbance referred to the control input, it

may be estimated by means of an observer and counteracted, as d b is estimated
and counteracted in Fig. A10.1. Although general plant model state differential
equations are indicated in Fig. A10.4 only linear time invariant plant models will
be considered henceforth in the interests of simplicity, no disadvantage being
envisaged. A generic control system with this structure is shown in Fig. A10.5.
Comparison with Fig. A10.4 shows that ue has been replaced by its estimate, ûe ,
from the observer. Increasing the observer eigenvalues sufficiently yields e ! 0 )
b
ue ! ue )y ! ym . So once the model state control law is designed to give the
specified closed loop dynamic response of ym (t) to yr (t), if the observer drives e(t)
to negligible proportions, then y(t) will also exhibit this dynamics.
The system of Fig. A10.5 could be modified by adopting an unconventional
observer structure in which all the model correction takes place using one loop
including ûe , as shown in Fig. A10.6.
The conventional correction loop of any observer, which comprises individual
loops acting on the correction inputs of the integrators of the model, can be replaced
by a single loop as shown in Fig. A10.6. For example, the three loops of the observer
in Fig. A10.1 can be replaced by a single loop as shown in Fig. A10.7.

Fig. A10.4 The key to ue

observer based robust control Real Plant
+ u x = F ( x, u )
y
+ y = H (x)
u′ = u m
Exact Plant Representation
ue ue
+ u − u m Mismatched Plant Model y
x m = Fm ( x m , u m )
+ + y = H m ( xm )

Real Plant
x = F ( x, u ) y
Model State
yr Control Law um + y = H (x)
u
+
u m = R m y r − K m xm Observer
û e e +
uˆ e = L e e
−
û e Plant Model
− x m = A m x m + B m u m + L m e
+ um y m = H ( xm ) ym
xm

Fig. A10.5 Structure of OBRC system with conventional observer

Appendices 977

Real Plant
x = F ( x, u ) y
Model State
yr Control Law um + u y = H (x)
+
um = R m y r − K m xm Observer
û e Correction Loop e +
Controller −
û e Plant Model
− x m = A m x m + B m u m
+ um y m = H ( xm ) ym
xm

Fig. A10.6 Structure of OBRC system with modified observer

Control Law D(s) Plant

Yr ( s ) + U ′( s) + U (s) − b X2 (s) 1 1 ( )
+ X s
r
− − + + s s
S
k1 k2 Y (s)
Observer
Correction Loop
D̂1 ( s ) Controller +
l1 l −
− s − l2 + 3
b s Ŷ ( s )
−
b 1
X̂ 2 ( s ) + s s

X̂ 1 ( s )

Fig. A10.7 Single axis, rigid body spacecraft attitude control system with modified observer

The performance of this observer in estimating x1 and x2 will be identical to

that of Fig. A10.1 but the disturbance estimate, db1 .t/ will have slightly different
dynamics than db.t/. Comparing the two observers yields

l3 l1
 l2  s  
b s bQ b l2 l1 2 b
D1 .s/ D D.s/ D 1  s  s D.s/
l3 l3 Q3
bl
s
 
1 1 b
D 1 C Tso s C Tso2 s 2 D.s/ (A10.12)
2 12

Analysis of Fig. A10.1 shows that

b D 1
D.s/ 1 1 2 2 1
D.s/: (A10.13)
1C C C 3 3
2 Tso s 12 Tso s 216 Tso s
978 Appendices

Model State Real Plant

um +
x = F ( x, u )
yr u
Control Law y
u m = R m y r − K m xm + y = H (x)
û e
Correction Loop e +
Controller −

Plant Model
x m = A m x m + B m u m
y m = H ( xm ) ym
xm

Fig. A10.8 Basic OBRC system

Hence

1 C 12 Tso s C 1 2 2
12 Tso s
b1 .s/ D
D D.s/ (A10.14)
1 C 12 Tso s C 1 2 2 1 3 3
12 Tso s C 216 Tso s

Indicating that less dynamic lag of the disturbance estimate will occur with the
modified observer than with the conventional one.
Returning to the system of Fig. A10.6, the connections and summing junctions
between the blocks may be simplified to yield the system of Fig. A10.8, which is
equivalent, although the observer correction loop has apparently vanished.

A10.1.5 Limitations

The question is now addressed of the restrictions on the plant model for a given
plant. In every case, it should be possible to design the correction loop controller
based only on the known plant model so that the error, e(t), is kept to negligible
proportions. It is clear that the model can be of the same order as the real plant
and of the same form. Then the model parameters may differ considerably from
those of the real plant, the differences being accommodated by ûe . It has also been
demonstrated by example that the real plant can be nonlinear and the model linear.
Each case, however, would have to be examined individually for feasibility.
Suppose that the model order is less than that of the plant. Then y(t) closely
follows ym (t) so that the plant appears to be of the same order as the model. In
reality, of course, it is of higher order, meaning that there must be uncontrolled
states of a zero dynamic subsystem. This would have to be analysed for stability or
investigated by simulation.
An interesting case is the model order being greater than that of the plant. There
appears to be no restriction here, implying that the same controller might be used
with a range of plants with different orders less or equal to the model order. A
simulation will be presented that demonstrates this.
Appendices 979

It is important to realise that the error, e(t), cannot be driven to precisely zero
and this could cause instability in some cases. To combat this problem, it has been
found necessary to include an adjustable forward path gain parameter in the plant
model as described in the following section. Theoretical analysis may be intractable
for nonlinear or higher order systems but in any case investigation by simulation can
be carried out.

A10.1.6 The Multiple Integrator Plant Model and Correction

Loop Controller

Given that OBRC is intended to accommodate large mismatches between the plant
and its model, the simplest plant model that can be used is a chain of integrators
at least equal in number to the plant order for a SISO plant. For a multivariable
plant, with m control inputs and m measured/controlled outputs, the simplest plant
model consists of m separate chains of integrators. This will automatically eliminate
control channel interaction in the closed loop system. If the relative degree with
respect to the ith output is ri , then there should be at least ri integrators in the
associated integrator chain. If the plant is not of full relative degree, then there
will be an uncontrolled zero dynamic subsystem that will have to be analysed or
investigated by simulation to check for stability.
The observer design for a multiple integrator model is particularly straightfor-
ward in theory but a certain issue will be highlighted by considering the observer
based on a triple integrator chain shown in Fig. A10.9.
Note that it is unnecessary to include an integrator for producing the estimate,
ûe , of the model mismatch equivalent input when forming the observer structure of
Fig. A10.9a as the output of the equivalent correction loop controller in Fig. A10.9b
automatically produces this estimate, as shown. Also the forward path gain, b, will
have no effect on the hypothetical ideal controller, which would have Tso D 0, but
for a realisable controller Tso > 0, and it has been found necessary to include b for
adjustment to a value that minimises observer transient errors or even instability.

a b
Y (s) Correction Loop Y (s)
E (s) + Û e ( s ) Controller +
⎛ l l ⎞
− − ⎜ l3 + 2 s + 1 s 2 ⎟ E ( s ) −
l3 l2 l1 ⎝ b b ⎠
U (s) + + b + + 1 + + 1 U (s) + − b 1 1
s s s s s s
X m3 X m2 X m1 X m3 X m2 X m1

Fig. A10.9 Triple integrator based observer. (a) Conventional observer structure. (b) Basic
structure for OBRC
980 Appendices

Fig. A10.10 Observer for Y (s)

OBRC system using a Û e ( s ) Polynomial CL Controller +
polynomial correction loop
controller H (s) F (s) E (s) −
U (s)
+ − b 1 1
s s s
X mN X m2 X m1

The issue referred to above is the implementation of the derivative and double
derivative terms of the correction loop controller. It would be necessary to employ
discrete approximations and preferably include low pass measurement noise filter-
ing by replacing s and s2 by, respectively, s= .1 C sTf / and s 2 =.1 C sTf /2 , where
Tf is the filtering time constant. Since relatively high observer gains would be
needed to achieve an observer settling time, Tso , sufficiently short to drive e(t) to
negligible proportions, then it would be necessary to set Tf  Tso with the risk
of rendering the filtering ineffective and placing high computational demands on
the digital processor through requiring a sampling period satisfying h  Tf . It
is here that the polynomial controller of Chap. 5 could be brought to the rescue,
as it achieves complete pole placement without differentiators. A generic observer
using this correction loop controller is shown in Fig. A10.10. Referring to Chap. 5,
Sect. 5.3.3, in this case, the degrees, nf and nh , of the controller polynomials satisfy

nf  nh D N  1: (A10.15)

The minimum order controller will be chosen for which nf D nh D N  1. So for a

triple integrator plant model, F .s/ D f2 s 2 C f1 s C f0 and H.s/ D h2 s 2 C h1 s C h0 ,
the coefficients of which may be calculated using

(A10.16)

where the desired characteristic polynomial is

s 5 C d4 s 4 C d3 s 3 C d2 s 2 C d1 s C d0 D .s C q/5 D s 5 C 5qs 4 C 10q 2 s 3

C 10q 3 s 2 C 5q 4 s C q 5 )
d0 D q 5 ; d1 D 5q 4 ; d2 D 10q 3 ; d3 D 10q 2 ; and d4 D 5q: (A10.17)
Appendices 981

Fig. A10.11 Implementation Polynomial CL Controller Y (s)

block diagram of OBRC
observer for triple integrator E (s)
plant model and polynomial h2 h1
correction loop controller Û e ( s ) − 1 − 1 − h +
0
+ s − + s − −
f1 f0

U (s) + − b 1 1
s s s
X m3 X m2 X m1

Model State Plant Y (s)

Controller Gi ( s ) , i = 1, 2,3
Yr ( s ) + + Um (s) U (s)
k1
− − + + Observer
+ + Polynomial CL E (s) +
k2 k3 Û e ( s ) Controller −

− b 1 1 Ŷ ( s )
+ U (s) s s s
m
X m3
X m2
X m1

Fig. A10.12 OBRC system for control of plants of up to third order

If the correction loop settling time is Tso for the 5 % criterion, then q D 9=Tso .
Extension to other values of N may be undertaken by analogy with the example
above.
For implementation, as shown in Fig. A10.11 (Sect. 5.3 of Chap. 5), the
correction loop controller only contains integrators, summing junctions and gains.

A10.1.7 A Demonstration of Model Order Uncertainty Accommodation

Control of a first, second and third order plant using the same controller will now
be simulated using the observer of Fig. A10.11 to obtain nominally the same third
order response to a given reference input with a specified settling time of Ts seconds
(5 % criterion). The complete control system is shown in Fig. A10.12.
982 Appendices

a b c
1 1 1
yr (t ) yr (t ) yr (t )
0.8 0.8 0.8
0.6 0.6 0.6
y (t ), yid (t ) y (t ), yid (t ) y (t ), yid (t )
0.4 0.4 0.4
0.2 0.2 0.2
0 0 0
0.04 0.15 2
0.03 0.1 1.5
u (t ) 1 u (t )
0.02 u (t ) 0.05 0.5
0.01 0 0
0 -0.05 -0.5
0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2
t [s] t [s] t [s]

Fig. A10.13 Control of 1st, 2nd and 3rd order plants with the same robust controller.
(a) Plant G1 (s). (b) Plant G2 (s). (c) Plant G3 (s)

The model state controller gains are given by

s 3 C k3 bs 2 C k2 bs C k1 b D .s C p/3 D s 3 C 3ps 2 C 3p 2 s C p 3 )
k1 D p 3 =b; k2 D 3p 2 =b and k3 D 3p=b; (A10.18)

where p D 6=Ts. The three plant transfer functions are

b0 b0 b0
G1 .s/ D ; G2 .s/ D 2 ; and G3 .s/ D 3 ;
s C a0 s C a1 s C a0 s C a2 s 2 C a1 s C a0
(A10.19)

where, arbitrarily, b0 D 0:6, a0 D 1:6, a1 D 0:2 and a2 D 1:5. The controller

parameters are Ts D 1 Œs , Tso D 0:01 Œs and b D 10. Figure A10.13 shows the
results.
It was found that step reference inputs excited short term initial observer
transients which, while being harmless regarding the output responses, were visible
in u(t) and an order of magnitude larger than the remainder of u(t), rendering obser-
vations difficult. These transients were avoided by smoothing the reference input
using a filter with transfer function, Œ100= .s C 100/ 3 . Referring to Fig. A10.13, it
is remarkable that there is no visible difference between the response, y(t), for each
plant and the ideal system response, yid (t). The controller produces the three very
different control inputs, u(t), automatically with no readjustments.
Appendices 983

A10.1.8 A Multivariable Control Example

Finally, the capability of OBRC in controlling a nonlinear multivariable plant will

be demonstrated. This is the large angle, three axis attitude control manoeuvre of
the rigid body spacecraft of Chap. 10, Example 10.6, which demonstrated pseudo
sliding mode control. The plant parameters and the specified settling time are the
same as in this example. The OBRC system comprises three identical controllers,
one for each plant input/output pair, which assures elimination of inter-axis cross
coupling, i.e., control channel interaction.
In this case, the relative degree with respect to each output is r1 D r2 D r3 D 2,
so the observer model is a double integrator for each spacecraft control axis. The
block diagram of one loop of the three axis control system is shown in Fig. A10.14.

The other two loops are identical.

For an observer settling time of Tso seconds (5 % criterion), the polynomial
correction loop parameters are

f0 D 3q; h0 D q 3 =b; and h1 D 3q 2 =b (A10.20)

where q D 3=Tso. Similarly, for a specified attitude control settling time of Ts

seconds (5 % criterion), the model state control loop gains are

k1 D p 2 =b and k2 D 2p=b: (A10.21)

U1 ( s ) Y1 ( s )
U2 (s) Spacecraft Y2 ( s )
U3 ( s ) (Plant) Y3 ( s )

Observer
Model State
Controller Polynomial CL Controller
Yr3 ( s ) + + U m3 ( s ) E3 ( s )
k1 h1
− − + +
− 1 − h +
0
k2 Û e3 ( s ) + s − −
f0

− U m3 ( s ) b 1
+ s s
X m2 ( s )
X m1 ( s )

Fig. A10.14 Third (z) axis loop of observer-based robust attitude control of spacecraft
984 Appendices

8
0.4 6
yr1 (t ) y1 (t ), y1id (t ) u1 (t )[V]
4
yr3 (t ) 2
0
0.2 -2
y3 (t ), y3id (t )
0.5
0
0 -0.5 u2 (t )[V]
-1
-1.5
-0.2 5
y2 (t ), y2id (t )
0
-5 u3 (t )[V]
yr2 (t )
-0.4 -10
0 50 100 150 200 0 50 100 150 200
t[s] t[s]

Fig. A10.15 Large angle slew manoeuvre of spacecraft under observer based robust control

Here, p D 4:5=Ts. Figure A10.15 shows a spacecraft attitude control simulation

corresponding to that of Chap. 10, Example 10.6, in which staggered roll, pitch and
yaw attitude demands are applied to demonstrate the elimination of inter-axis cross
coupling and a disturbance torque is applied at t D 100 Œs , a typical side effect of
trajectory change thruster firings. The controller parameters are set to Ts D 50 Œs ,
Tso D 1 Œs and b D 105 . Also, as in the demonstration of Fig. A10.13, the step
reference inputs are smoothed by a low pass filter, in this case with transfer function,
Œs= .s C 2/ 2 , to avoid observer transients that, while being harmless regarding the
attitude response, would mask the variations in the control inputs. This also applied
to the disturbance torque inputs, which is not unrealistic considering the force build-
up time of real trajectory change thrusters.
The outputs are shown dimensionless because they are measurements of attitude
quaternions that themselves are dimensionless.
As for the pseudo sliding mode control (Example 10.6 of Chap. 10), the
responses, yi (t), i D 1; 2; 3, are indistinguishable from the ideal responses, yi id (t),
i D 1; 2; 3 and the control system is very effective at counteracting the interaction
due to the inherent cross-coupling of the spacecraft dynamics and kinematics.

References

1. Dodds SJ (2008) Observer based robust control. In: Proceedings of the AC&T 2008. University
of East London, London, pp 151–159. ISBN 0-9550008-3-1
2. Dodds SJ et al (2010) Observer based robust control of an electric drive with a flexible coupling,
Speedam 2010, Pisa, Italy
Appendices 985

A11 Appendix to Chap. 11

A11.1 Path Planning and Reference Input Trajectory

Generation
A11.1.1 Basic Requirements

Software differentiation is not recommended for two reasons. First, an arbitrary

continuous reference input designed to pass through the time tagged points may
not be differentiable up to the required order. A suitable one is inevitably found in
the form of a differentiable mathematical function and this enables the required
derivatives to be determined analytically. Second, determining the derivatives
analytically and computing them from the derivative functions is more accurate
than software differentiation. The spline method, which is ideal for producing the
required reference inputs and derivatives, is introduced in the following section.

A11.1.2 Introduction to Splines

The spline is a smooth curve passing through a number of specified points in which
the segments between neighbouring points are defined by individual equations.
The values yielded by the equations of two adjacent segments must, of course,
be identical at the point they share. To ensure smoothness, the first derivatives of
two adjacent segments must also be identical at the point they share. The simplest
segment equation satisfying these requirements is a cubic equation whose four
coefficients are calculated to yield the values and first derivatives specified at the end
points. The spline formed in this way is referred to as a cubic spline. Considering
the history, the original splines were not sets of segment equations but physical
strips of wood or metal used in the boat and aircraft building industries that could
be elastically stressed to pass through a number of fixed points on a structure to
mark a smooth curve. Similar devices, called flexi-curve rulers, are in use today by
draftsmen for marking smooth curves passing through given points.
Various functions can be used to form the segment equations of a spline [1].
The most convenient for the reference input generator application, however, is the
polynomial function. The notation adopted is defined in Fig. A11.1.
Each spline segment has its own local time, , starting at  D 0 and ending at
 D i for the ith segment, to simplify the determination of the polynomial
coefficients. The dotted curves are the continuation of the graph of the ith segment
outside the range,  2 Œ0; i /, that contributes to yr (t). The number of polynomial
coefficients is equal to the number of segment parameters specified. Since these
are equally divided between the end points of the segment, then the number of
polynomial coefficients has to be even, implying that the degree of the polynomial
has to be odd. So the cubic spline, with four coefficients per segment, enables
the two end point positions and two end point first derivatives to be specified.
986 Appendices

yr ( t ) yr( k ) (0) = yi(−k1,r

)

k = 0,1,2,…,( N − 1) 2

yr( k ) (τ i ) = yi(rk )

∑
N
yr (τ ) = Aijτ j
j =0

0 t = ti −1 t = ti t
τ =0 τ = τi

Fig. A11.1 Notation for polynomial spline function in reference input generator

The quintic spline enables, in addition, the specified second derivatives, one at
each end point, to be realised. This ensures no discontinuities in y(2) r when passing
from one segment to the next, which is advantageous in many applications as
this would ensure bump-less transitions from one segment to the next through
continuous forces and torques. In general, a polynomial spline of Nth order, N odd,
enables y(0) and y( i ) to be realised together with the derivatives, y(k) (0) and y(k) ( i ),
k D 1; 2; : : : ; .N  1/ =2.
The coefficients of each segment are obtained as the solution of N C 1 linear
simultaneous equations obtained by repeated differentiation of the segment equation
and substitution of the end point times,  D 0 and  D i . Algorithms are developed
in the following two sections for calculation of the cubic and quintic spline segment
polynomial coefficients. These should be sufficient for most applications. If needed,
however, the coefficient algorithms for polynomial splines of degree 6 or higher may
be derived using the same method.

A11.1.3 The Cubic Spline Coefficients

The cubic equation of the ith segment is

.0/
yi r ./ D Ai 0 C Ai1  C Ai 2  2 C Ai 3  3 (A11.1)

The first three derivatives are then

.1/
yi r ./ D Ai1 C 2Ai 2  C 3Ai 3  2 ; (A11.2)

.2/
yi r ./ D 2Ai 2 C 6Ai 3  (A11.3)

.3/
yi r ./ D 6Ai 3 (A11.4)
Appendices 987

The choice of the local time scale for the segment enables two of the coefficients to
be obtained simply. Setting  D 0 in (A11.1) and (A11.2) yields

.0/
Ai 0 D yi r .0/ (A11.5)

and
.1/
Ai1 D yi r .0/: (A11.6)

Two simultaneous equations for the remaining coefficients are then obtained by
substituting for Ai0 and (Ai1 in (A11.1) and (A11.2) using (A11.5) and (A11.6) and
.0/ .0/ .1/
yi r .i / D yi r .0/ C yr .0/i C Ai 2 i2 C Ai 3 i3
setting  D i , yielding .1/ .1/ )
yi r .i / D yi r .0/ C 2Ai 2 i C 3Ai 3 i2

   " #
.0/ .0/ .1/
i2 i3 Ai 2 yi r .i /  yi r .0/  yi r .0/i
D .1/ .1/ :
2i 3i2 Ai 3 yi r .i /  yi r .0/

 1  1  
i2 i3 1 i i2 1 3i i2
Since D D i3
, then
2i 3i2 i 2 3i  2 i

   " .1/
#
Ai 2 1 3i i2 yi r .i /  yi r .0/  yi r .0/i
D 3 .1/ .1/ : (A11.7)
Ai 3 i  2 i yi r .i /  yi r .0/

This ensures yr (t) and ẏr (t) are continuous through the whole spline function but
there are discontinuities in ÿr (t) and y«r .t/ between one segment and the next.

A11.1.4 The Quintic Spline Coefficients

The equation of the ith quintic spline segment is

.0/
yi r ./ D Ai 0 C Ai1  C Ai 2  2 C Ai 3  3 C Ai 4  4 C Ai 5  5 (A11.8)

The first five derivatives, which are available for dynamic lag pre-compensation, are

.1/
yi r ./ D Ai1 C 2Ai 2  C 3Ai 3  2 C 4Ai 4  3 C 5Ai 5  4 (A11.9)

.2/
yi r ./ D 2Ai 2 C 6Ai 3  C 12Ai 4  2 C 20Ai 5  3 (A11.10)

.3/
yi r ./ D 6Ai 3 C 24Ai 4  C 60Ai 5  2 (A11.11)
988 Appendices

.4/
yi r ./ D 24Ai 4 C 120Ai 5 (A11.12)

.5/
yi r ./ D 120Ai 5 : (A11.13)

In this case, the specified segment parameters are y(0) (1) (2) (0)
ir (0), yir (0), yir (0), yir ( i ),
y(1) (2)
ir ( i ) and yir ( i ). Then three of the spline coefficients are obtained easily from
(A11.8), (A11.9) and (A11.10) by setting  D 0. Thus

.0/
Ai 0 D yi r .0/; (A11.14)

.1/
Ai1 D yi r .0/; (A11.15)

and
.2/
Ai 2 D yi r .0/=2: (A11.16)

Three simultaneous equations for the remaining coefficients are then obtained by
substituting for Ai0 , Ai1 and Ai2 in (A11.8), (A11.9) and (A11.10) using (A11.14),
(A11.15) and (A11.16) and setting  D i , yielding
8 h i 9
ˆ
ˆ y
.0/
. / D y
.0/
.0/ C y
.1/
.0/ C y
.2/
.0/=2  2
C A  3
C A  4
C A  5>
i5 i >
ˆ
ˆ ir i ir ir i ir i i3 i i4 i >
>
< h i =
.1/ .1/ .2/ 2 3 4
yi r .i / D yi r .0/ C 2 yi r .0/=2 i C 3Ai 3 i C 4Ai 4 i C 5Ai 5 i )
ˆ
ˆ h i >
>
ˆ .2/ >
>
:̂ y .i / D 2 y .2/ .0/=2 C 6Ai 3 i C 12Ai 4  2 C 20Ai 5  3 ;
ir ir i i

2 32 3 2 .0/ h i 3
.0/ .1/ .2/
i3 i4 i5 Ai3 yir .i /  yir .0/  yir .0/i  yir .0/=2 i2
4 3i2 4i3 5i4 5 4 Ai4 5 D 6
4 .1/ .1/ .2/
yir .i /  yir .0/  yir .0/i
7
5)
6i 12i2 20i3 Ai5 .2/ .2/
y . /  y .0/
ir i ir

2 3 2 31 2 .0/ h i 3
.0/ .1/ .2/
Ai3 i2 i3 i4 yir .i /  yir .0/  yir .0/i  yir .0/=2 i2
4 Ai4 5 D 1 4 3i 4 2 5 3 5 6 4 .1/ .1/ .2/
yir .i /  yir .0/  yir .0/i
7
5:
i i
i 2
Ai5 6 12i 20i .2/ .2/
y . /  y .0/
ir i ir
(A11.17)

Forming the matrix inverse algebraically produces rather unwieldy expressions and
therefore numerical computation for each spline segment is recommended.

A11.1.5 Setting of the Derivatives at the Segment End Points

If one is free to choose any smooth curve passing through a finite set of points, then
there are an infinite number of such curves to choose from. Similarly, there exists an
Appendices 989

a
yr ( t )

0 t1 t2 t3 t4 t

b
yr ( t )

slope = yr( ) ( t0 ) , yr( ) ( t1 ) , yr( ) ( t2 ) , yr( ) ( t3 ) , yr( ) ( t4 )

1 1 1 1 1

t0 = 0 τ1 t1 τ2 t2 t3 t4 t
τ3 τ4

Fig. A11.2 Illustration of different splines with continuous first derivative. (a) Five different
splines passing through the same points. (b) Splines with point derivatives calculated using
neighbouring points

infinite set of polynomial splines that pass through a finite set of points, examples
of which are shown in Fig. A11.2a.
Each of these has different derivatives at the end points. This is true even with
the restriction that the derivatives that can be specified are common for shared
points of adjacent spline segments. The possibility of this infinite set is illustrated
in Fig. A11.2a for splines with four segments fitted to five points. The question then
arises of which is the best choice. The shortest path connecting the adjacent points
comprises contiguous straight line segments but would be unsuitable due to the first
derivative being discontinuous. So suitable spline fits with, at least, continuous first
derivatives, would be those that do not stray unnecessarily far from the shortest path.
To eliminate unnecessary oscillations of the spline fit between the points, a method
should be chosen such that in the special case of all the points lying on a straight
line, then the spline becomes that straight line. Such a spline can be found simply by
calculating the desired first derivatives at the interior points, Pi , i D 1; 2; Np  2,
i.e., all the points excluding the end points, P0 and PNp 1 , as the slope of the straight
line connecting the two neighbouring points, as follows.

yr.1/ .ti / D Œyr .ti C1 /  yr .ti 1 / = .i C i C1 / ; i D 1; 2; Np  2: (A11.18)

Neither the neighbouring point to the left of the first point nor the neighbouring
point to the right of the last point exist, and therefore the derivatives at these points
may be calculated as the slopes of the lines joining these points to their existing
neighbouring points, as follows.
990 Appendices

and
.1/
yr .t0 / D Œyr .t1 /  yr .t0 / =1
.1/


 (A11.19)
yr tNp 1 D yr tNp 1  yr tNp 2 =Np 1 :

Figure A11.2b shows an example. Once the specified first derivatives have been
calculated using (A11.18) and (A11.19), then the same method can be applied
to calculate the specified second derivatives and higher derivatives up to order,
.N  1/ =2. The complete set of specified derivatives for a polynomial spline of
order N is then
8 .k1/  9
ˆ .k/
< yr .ti / D yr .ti C1 /  yr.k1/ .ti 1 / = .i C i C1 / ; >
=
.k/  i D 1; 2; Np  2
yr .t0 / D yr.k1/ .t1 /  yr.k1/ .t0 / =1 ; ; :
:̂ y .1/ t
.k1/
.k1/

 >
; k D 1; 2; : : : ; N 21
r Np 1 D yr tNp 1  yr tNp 2 =Np 1
(A11.20)

It should be noted that the segment periods, i ; i D 1; 2; : : : ; Np , do not have to

be equal but if they are then the segment coefficient computations would be greatly
reduced since the matrix inversion, such as that in (A11.17), would only have to
carried out once, rather than for every segment.
It is also important to note that the method of (A11.20) is not mandatory. It may
be preferable to specify different point derivatives to better suit specific applications.

A11.1.6 Maximum Relative Degree of Controlled Plant

It has been established in the previous section that for a spline-based reference input,
yr (t), comprising contiguous polynomials of degree, N, all the derivatives of yr (t)
with orders up to a maximum of .N  1/ =2 can be specified at both end points
of each segment. Hence for all the interior points, i.e., all the points marking the
beginnings and ends of segments, not including the end points of the spline, the
derivatives at the end of each segment can be made equal to the derivative at the
beginning of the following segment, thereby ensuring continuous derivatives of
yr (t) up to order, .N  1/ =2 over the complete spline. The next highest derivative
of order, .N  1/ =2 C 1, will be discontinuous with finite jumps at the interior
points. Higher output derivatives will contain infinite impulses. If the plant has
relative degree, R, with respect to the output in question (Chap. 3), then the output
derivative of order, R, depends directly on the control input, u(t). If the output, y(t),
of the plant is forced by the control input to precisely follow the spline by means
of a dynamic lag pre-compensator and R D .N  1/ =2 C 1, then u(t) will exhibit
finite jumps, which is acceptable provided control saturation doesn’t occur. Thus,
the maximum relative degree of plant controlled with zero dynamic lag using a
spline of polynomial order, N, is

Rmax D .N  1/ =2 C 1 D .N C 1/ 2: (A11.21)
Appendices 991

yir (τ )


Segment i yir (τ )

vi 3 xi 2 (τ ) xi1 (τ ) xi 0 (τ ) = yir (τ )

vi 2
∫ dτ + + ∫ dτ ∫ dτ

Fig. A11.3 Controlled integrator chain producing cubic spline reference input and derivatives

A11.1.7 Reference Input Generator Implementation

A11.1.7.1 The Cubic Spline Generator

The complete cubic spline function may be generated using a chain of three pure
integrators, as shown in Fig. A11.3, driven by two piecewise constant control inputs,

vj .t/ D vij D const:; j D 2; 3; t 2 Œti 1 ; ti / ; i D 1; 2; : : : ; Np  1: (A11.22)

With reference to Sect. A11.1.6, the coefficients of the spline segments are chosen
to make ẏr (t) continuous through the whole spline function. Hence no control input,
vi1 , is provided at the input of the third integrator as changing this input from one
segment to the next would cause discontinuities in ẏr (t). Also, since the control
system is expected to follow yr (t) without dynamic lag, the integrator chain is driven
with zero initial conditions at the beginning of segment 1, requiring yr .0/ D 0. It
is therefore assumed that the plant is started with zero initial state. For subsequent
spline segments, in the local time,  D t  ti 1 , the initial conditions with respect
to the local time, , i.e., xij (0), j D 0; 1; 2, are those occurring at the end of the
previous segment. In the following, note that xi 0 ./ D yi r ./.
Equations enabling the piecewise constant integrator control levels, vi2 and vi3 ,
i D 1; 2; : : : ; Np  1, to be calculated will now be derived in terms of the cubic
spline coefficients and the spline segment duration,  s , which is assumed to be the
same for every segment. The state transition equation (Chap. 3) connecting the
integrator chain states at the beginning and end of the spline segments, excluding
segment 1, is
2 3 2 32 3 2 3
xi 0 .s / 1 s 12 s2 xi 1;0 .s / 1 2 1 3
2 s 6 s
" #
6 7 6 76 7 6 7 vi 2
6 xi1 .s / 7 D 6 0 1 s 7 6 xi 1;1 .s / 7 C 6 s  7 1 2 (A11.23)
4 5 4 54 5 4 2 s 5
vi 3
xi 2 .s / 0 0 1 xi 1;2 .s / 0 s

for i D 2; 3; : : : ; Np  1. For segment 1, the state transition equation is

2 3 2 32 3 21 3
x10 .s / 1 s 12 s2 x10 .0/ 2 13 "
2 s 6 s #
6 7 6 76 7 6 7 v12
6 x11 .s / 7 D 6 0 1 s 7 6 x11 .0/ 7 C 6 s 1 27
 ; (A11.24)
4 5 4 54 5 4 2 s 5
v13
x12 .s / 0 0 1 x12 .0/ 0 s
992 Appendices

of which the first component equation is

1 1
x10 .s / D x10 .0/ C x11 .0/s C Œx12 .0/ C v12 s2 C v13 s3 (A11.25)
2 6
This must also be the equation of the cubic spline segment 1, i.e.,

x10 .s / D A10 C A11 s C A12 s2 C A13 s3 : (A11.26)

Equating the RHS of (A11.25) and (A11.26) then yields

x10 .0/ D A10 and x11 .0/ D A11 ; (A11.27)

together with

v12 D 2A12 with x12 .0/ D 0 and v13 D 6A13 : (A11.28)

As stated above, the initial conditions of (A11.27) would normally be zero, the
reference input starting from zero with zero initial plant state.
For the segment 2 calculations, the equations for the integrator state, x12 ( s ), is
needed and this is given by the third component equation of (A11.24), which is

x12 .s / D x12 .0/ C v13 s : (A11.29)

The first component equation of (A11.23) for segment 2 is

1 1
x20 .s / D x10 .s / C x11 .s / s C Œx12 .s / C v22 s2 C v23 s3 ; (A11.30)
2 6
This must also be the equation of the segment 2 cubic spline polynomial,

x20 .s / D A20 C A21 s C A22 s2 C A23 s3 : (A11.31)

Equating the RHS of (A11.30) and (A11.31) then yields

x10 .s / D A20 and x11 .s / D A21 (A11.32)

together with

v22 D 2A22  x12 .s / and v23 D 6A23 : (A11.33)

The coefficients, A20 and A21 , will have been chosen so that (A11.32) is satisfied. So
only (A11.33) is needed.
For segment 3, the equation for the integrator state, x22 ( s ), is needed and is given
by the third component equation of (A11.23) with i D 2, which is
Appendices 993

x22 .s / D x12 .s / C v23 s : (A11.34)

The equations for calculating the integrator controls for the remaining spline
segments are similar to those of segment 2 above. At the beginning of segment
i, the integrator state, xi 1;2 .s /, will have been calculated. The complete algorithm
for calculating the sequence of integrator controls is as follows, starting with the set
of cubic spline coefficients and zero initial conditions. For segment 1,

v12 D 2A12 and v13 D 6A13 (A11.35)

In preparation for segment 2,

x12 .s / D v13 s : (A11.36)

For segment i,

vi 2 D 2Ai 2  xi 1;2 .s / vi 3 D 6Ai 3 and; i D 2; 3; : : : ; Np  1 (A11.37)

In preparation for segment i C 1, from (A11.23),

xi 2 .s / D xi 1;2 .s / C vi 3 s ; i D 2; 3; : : : ; Np  2 (A11.38)

A11.1.7.2 The Quintic Spline Generator

The complete cubic spline function may be generated using a chain of five pure
integrators driven by three piecewise constant control inputs,

vj .t/ D vij D const:; j D 3; 4; 5; t 2 Œti 1 ; ti / ; i D 1; 2; : : : ; Np  1;

(A11.39)

as shown in Fig. A11.4.

yir (τ )

Segment i
yir (τ )


yir (τ )

vi 5 xi 4 (τ ) xi 3 (τ ) xi 2 (τ ) xi1 (τ ) xi 0 (τ )

vi 4
∫ dτ
+ + ∫ dτ
+ + ∫ dτ ∫ dτ ∫ dτ = yir (τ )

vi 3

Fig. A11.4 Controlled integrator chain producing quintic spline reference input and derivatives
994 Appendices

Since the coefficients of the spline segments are chosen to make ẏr (t) and ÿr (t)
continuous through the whole spline function, no control inputs, vi1 and vi2 , are
provided at the inputs of the fourth and fifth integrators as changing these inputs
from one segment to the next would cause discontinuities in ẏr (t) and ÿr (t). As for the
cubic spline generator, since the control system is expected to follow yr (t) without
dynamic lag from t D 0, the integrator chain is driven with zero initial conditions at
the beginning of segment 1, requiring yr .0/ D 0, assuming that the plant is started
with zero initial state. For subsequent spline segments, the initial conditions with
respect to the local time,  D t  ti 1 , are the integrator outputs occurring at the end
of the previous segment. Again, yi 0 ./ D yi r ./.
Equations enabling the piecewise constant integrator control levels, vi3 , vi4 and
vi5 , i D 1; 2; : : : ; Np 1, to be calculated will now be derived in terms of the quintic
spline coefficients and the spline segment duration,  s , which, is assumed to be
the same for every segment. The state transition equation connecting the integrator
chain states at the beginning and end of the spline segments, excluding segment 1, is
2 3 2 1 432 3 21 3
xi 0 .s / 1 s 12 s2 16 s3
24 s
xi 1;0 .s / 3 1 4 1 5
6 s 24 s 120 s
6 7 6 2 3
6 xi1 .s / 7 6 0 1 1 2 1 3 7 6 7 6 1 2 1 3 1 4 7
s 2 s 6 s 7 6 xi 1;1 .s / 7 6 7
2 s 6 s 24 s 7 vi 3
6 7 6 76 7 6
6 7 6 76 7 6 76 7
6 xi 2 .s / 7 D 6 0 0 1 s 12 s2 7 6 xi 1;2 .s / 7 C 6 s 12 s2 16 s3 7 6 v 7:
6 7 6 76 7 6 7 4 i4 5
6 x . / 7 6 0 0 s 7 6 7 6 7
0 s 12 s2 5 vi 5
4 i3 s 5 4 0 1 5 4 xi 1;3 .s / 5 4
xi 4 .s / 0 0 0 0 1 xi 1;4 .s / 0 0 s
(A11.40)

for i D 2; 3; : : : ; Np  1. For segment 1, the state transition equation is

2 3 2 1 432 3 21 3
x10 .s / 1 s 21 s2 16 s324 s x10 .0/ 3 1 4 1 5
6 s 24 s 120 s
6 7 6 76 7 6 2 3
6 x11 .s / 7 6 0 1 1 2 1 3 1 4 7
s 21 s2 16 s3 7 6 x11 .0/ 7 6    7 v13
6 7 6 76 7 6 2 s 6 s 24 s 7
6 7 6 76 7 6 76 7
6 x12 .s / 7 D 6 0 0 1 s 12 s2 7 6 x12 .0/ 7 C6 s 12 s2 16 s3 7 6 v 7;
6 7 6 76 7 6 7 4 14 5
6 x . / 7 6 0 0 s 7 6 7 6 0 s 12 s2 7
4 13 s 5 4 0 1 5 4 x13 .0/ 5 4 5 v15
x14 .s / 0 0 0 0 1 x14 .0/ 0 0 s
(A11.41)

of which the first component equation is

1
x10 .s / D x10 .0/ C x11 .0/s C x12 .0/s2
2
1 1 1
C Œx13 .0/ C v13 s3 C Œx14 .0/ C v14 s4 C v15 s5 : (A11.42)
6 24 120
This must also be the equation of the quintic spline segment 1, i.e.,
Appendices 995

x10 .s / D A10 C A11 s C A12 s2 C A13 s3 C A14 s4 C A15 s5 : (A11.43)

Equating the RHS of (A11.42) and (A11.43) then yields

x10 .0/ D A10 ; x11 .0/ D A11 and x12 .0/ D 2A12 (A11.44)

and

v13 D 6A13 with x13 .0/ D 0; v14 D 24A14 with x14 .0/ D 0 and v15 D 120A15 :
(A11.45)

As stated towards the beginning of this section, the initial conditions of (A11.44)
would usually be zero, yr (t), starting from zero with zero initial plant state.
In preparation for the segment 2 calculations, the equations for the integrator
states, x13 ( s ) and x14 ( s ), are the fourth and fifth component equations of (A11.41)
with x13 .0/ D 0 and x14 .0/ D 0. Thus

1
x13 .s / D v14 s C v15 s2 (A11.46)
2
and

x14 .s / D v15 s : (A11.47)

The first component equation of (A11.40) for segment 2 is

1
x20 .s / D x10 .s / C x11 .s / s C x12 .s / s2
2
1 1 1
C Œx13 .s / C v23 s3 C Œx14 .s / C v24 s4 C v25 s5 :
6 24 120
(A11.48)

This must also be the equation of the segment 2 quintic spline polynomial,

x20 .s / D A20 C A21 s C A22 s2 C A23 s3 C A24 s4 C A25 s5 (A11.49)

Equating the RHS of (A11.48) and (A11.49) then yields

x10 .s / D A20 ; x11 .s / D A21 and x12 .s / D 2A22 (A11.50)

with

v23 D 6A23  x13 .s / ; v24 D 24A24  x14 .s / and v25 D 120A25: (A11.51)
996 Appendices

The coefficients A20 , A21 and A22 will have been chosen so that (A11.50) is satisfied.
So only (A11.51) is needed.
For segment 3, the equations for the states, x23 ( s ) and x24 ( s ) are needed. These
are the fourth and fifth component equations of (A11.40) with i D 2, which are

1
x23 .s / D x13 .s / C x14 .s / s C v24 s C v25 s2
2
x24 .s / D x14 .s / C v25 s : (A11.52)

The equations for calculating the integrator controls for the remaining spline
segments are similar to those of segment 2 above. At the beginning of segment i, the
integrator states, xi 1;3 .s / and xi 1;4 .s / ; will have been calculated. The complete
algorithm for calculating the sequence of integrator controls is as follows, starting
with the set of cubic spline coefficients and zero initial conditions.
For segment 1,

v13 D 6A13 ; v14 D 24A14 and v15 D 120A15 : (A11.53)

In preparation for segment 2,

1
x13 .s / D v14 s C v15 s2 and x14 .s / D v15 s (A11.54)
2
For segment i,

vi 3 D 6Ai 3  xi 1;3 .s / ; vi 4 D 24Ai 4  xi 1;4 .s / ;

vi 5 D 120Ai 5 ; i D 2; 3; : : : ; Np  1: (A11.55)

In preparation for segment i C 1, from (A11.40),

1
xi 3 .s / D xi 1;3 .s / C xi 1;4 .s / s C vi 4 s C vi 5 s2
2
and xi 4 .s / D xi 1;4 .s / C vi 5 s ; i D 2; 3; : : : ; Np  2: (A11.56)

A11.1.8 Checking the Actuator Capability for Reference

Trajectory Tracking

Having planned a trajectory, it is important to check that a system designed with a

dynamic lag pre-compensator will operate without control saturation, as this would
cause the real trajectory to depart from the planned one. This could be done by
means of a simulation of the complete system but if the plant is of full relative degree
Appendices 997

(Chap. 3), there is an analytical method that can be applied prior to the controller
design. Consider the plant state space model of the general form,

xP D f .x; u/ (A11.57)

y D h .x/ (A11.58)

where the state, control and measurement vectors are, respectively, x 2 <n , u 2 <r
and y 2 <m . The method is based on determining the control, u(t), that would
be required to cause y(t) to follow a planned trajectory depending solely on the
plant model of (A11.57) and (A11.58). Let the component equations of (A11.58)
be repeatedly differentiated and substitutions for the state variable derivatives made
using (A11.57) until algebraic dependences on the control vector, u, are detected.
It will be recalled that this is the procedure for determining the relative degree with
respect to each controlled measurement variable (Chap. 3) or the formulation of
forced dynamic or feedback linearising control laws (Chap. 7). Then if Ri is the
relative degree with respect to yi ,

.k/
yi D hi k .x/ ; k D 0; 1; : : : ; Ri  1; i D 1; 2; : : : ; m (A11.59)

.Ri /
and yi D hiRi .x; u/ ; i D 1; 2; : : : ; m: (A11.60)

Let u be made the subject of (A11.60), yielding

 
.R / .R / .Rm /
u D fx x; y1 1 ; y2 2 ; : : : ; ym : (A11.61)

The number of output derivative Xequations in (A11.59) (including the measurement

m
equations given by k D 0) is Ri .
Xm
i D1
If the plant is of full rank, then Ri D n, and therefore x can be made the
i D1
subject of (A11.59) and substituted in (A11.61) to yield

u D fy .y1 ; y2 ; : : : ; ym / (A11.62)

where
h iT
.0/ .1/ .R /
yi D yi ; yi ; : : : ; yi i ; i D 1; 2; : : : ; m (A11.63)

Then the reference trajectory generator can be simulated in real time to yield yi (t),
i D 1; 2; : : : ; m and (A11.62) used to calculate the corresponding u(t)which can
be monitored to check that the control saturation constraints are not exceeded.
998 Appendices

Example 11.1 Comparison of elevator controls with cubic and quintic spline
reference inputs
An elevator has the following state space model.

xP 1 D x2 (A11.64)

xP 2 D bu  ax2  g (A11.65)

y D x1 (A11.66)

where x1 is the position, x2 is the velocity, y is the position measurement scaled in

the control computer to be numerically in meters, b is the traction system control
acceleration constant, u is the control input to the traction system, a is the viscous
friction coefficient and g is the acceleration due to gravity. The elevator is to be
controlled with the aid of a dynamic lag pre-compensator. The position trajectory
when moving from one floor to the next is required to pass through the four encircled
points in Fig. A11.5. In this application, rather than set the first derivatives at the
points according to (A11.20), they are set to zero at points P0 and P3 to avoid infinite
acceleration and deceleration demands at t D 0 s and t D 6 s.
At points P1 and P2 they are set equal to the slope of the line joining these
two points so that the reference position trajectory follows this line. There is no
control over the acceleration using the cubic spline, but with the quintic spline the
acceleration can be specified at the points and is set to zero at points P0 and P3 to
avoid jerks at t D 0 s and t D 6 s and has also to be set to zero at points P1 and P2 ,
again to avoid jerks as the acceleration along the linear motion of segment 2 is zero.
There is a critical value of y1 below which yr (t) first goes negative in segment 1
reaching a minimum for t 2 .0; s / and similarly, yr (t) overshoots Yr in segment 3
reaching a maximum for t 2 .2s ; 3s /. This critical value of y1 is calculated below.
The cubic spline coefficients will now be determined. The first two coefficients
are given by (A11.5) and (A11.6), which are

.0/ .1/
Ai 0 D yi r .0/ Ai1 D yi r .0/; i D 1; 2; 3: (A11.67)

yr ( t )
Yr P3
Yr − y1
P2 Yr = 3[m]

P1 τ s = 2[s]
y1
P0
t0 = 0 t1 = τ s t2 = 2τ s t3 = 3τ s t [s]
yr( ) ( t0 ) = 0, yr( ) ( t1 ) = yr( ) ( t2 ) = (Yr − 2 y1 ) τ s [m/s], yr(1) ( t3 ) = 0
1 1 1

⎡ yr( 2) (t0 ) = 0, Quintic

yr( ) (t1 ) = 0, yr( ) (t2 ) = 0, yr( ) (t3 ) = 0⎤
2 2 2
⎣ ⎦ spline only

Fig. A11.5 Trajectory points for elevator motion

Appendices 999

Since 1 D 2 D 3 D s , the remaining two coefficients are given by (A11.7) as

    " .0/ .0/ .1/
#
Ai 2 1 3s s2 yi r .s /  yi r .0/  yi r .0/s
D 3 .1/ .1/
Ai 3 s 2 s yi r .s /  yi r .0/
2 h .0/ .0/
i h
.1/ .1/
i 3
1 3 y i r . s /  y i r .0/  s  2y i r .0/ C y i r . s / s2
D 34 h i h i 5 ; i D 1; 2; 3:
s .0/ .0/ .1/
2 yi r .0/  yi r .s / C yi r .0/ C yi r .s / s
.1/

(A11.68)

The critical value of y1 that ensures monotonic behaviour of yr (t) in segments 1 and
3 will now be determined. In segment 1,

.0/
y1r ./ D A10 C A11  C A12  2 C A13  3 : (A11.69)

The stationary points of y(0)

1r () satisfy

A11 C 2A12  C 3A13  2 D 0: (A11.70)

The information given in Fig. A11.5 together with (A11.67) and (A11.68) yields

.1/
A11 D y1r .0/ D 0; (A11.71)
n h i h i o
.0/ .0/ .1/ .1/
A12 D 3 y1r .s /  y1r .0/ s  2y1r .0/ C y1r .s / s2 =s3
˚ 
D 3 Œy1  0 s  Œ0 C .Yr  2y1 / =s s2 =s3 D .5y1  Yr / =s2 (A11.72)

and

A13 D f2 Œ0  y1 C Œ0 C .Yr  y1 / =s s g =s3 D .Yr  3y1 / =s3 : (A11.73)

In view of (A11.71), the two roots of (A11.70) are 1 D 0 and 2 D  23 A12 =A13 . So
(A11.72) and (A11.73) yield

2 Yr  5y1
2 D s : (A11.74)
3 Yr  3y1

Analysis shows that if y1 2 0; 15 Yr , then 2 2 0; 23 s , indicating non-monotonic

yr (t) in segment 1 and also segment 3 since, with reference to Fig. A11.5, yr (t) in
segment 3 with the origin shifted

to point, P3 , is a reflection in the origin of yr (t) in
segment 1. If y1 2 15 Yr ; 13 Yr , then 2 2 Œ0; 1/, indicating monotonic behaviour
of yr (t) in segments 1 and 3, as desired. The critical value of y1 is therefore
1000 Appendices

y1crit D Yr =5: (A11.75)

This is also the value yielding the longest distance with zero acceleration and will
be selected for the simulation.
The remaining range not covered by the analysis above is y1 > 13 Yr , but this is
considered too large to be useful.
Next the quantic spline coefficients will be determined. With 1 D 2 D 3 D s ,
the matrix inverse in (A11.17) becomes
2 2 3 4 31
  
1 4 s s2 s3 5
MD 3s 4s 5s ; (A11.76)
s
6 s s2

Then for the three segments, (A11.14), (A11.15), (A11.16) and (A11.17) yield the
following for segment i.

.0/ .1/ .2/

Ai 0 D yi r .0/; Ai1 D yi r .0/; Ai 2 D yi r .0/=2
2 3 2 .0/ .0/ .1/ .2/
3
Ai 3 yi r .s /  yi r .0/  yi r .0/s  12 yi r .0/s2
4 Ai 4 5 D M 6 4
.1/ .1/ .2/
yi r .s /  yi r .0/  yi r .0/s
7
5 ; i D 1; 2; 3:
.2/ .2/
Ai 5 yi r .s /  yi r .0/
(A11.77)

These coefficients will be calculated in the computer used to produce the simulation.
The analytical determination of the expression of the critical value of y1 below
which non-monotonic behaviour of yr (t) in segments 1 and 3 occurs would be
inordinately lengthy and therefore this will be found with the aid of the simulation.
For the determination of control required to force the plant output to follow
the spline-generated reference input without dynamic lag, differentiating (A11.66)
twice and replacing ẋ1 and ẋ2 by the RHS of (A11.64) and (A11.65) yields

yP D xP 1 D x2 (A11.78)

and

yR D xP 2 D bu  ax2  g (A11.79)

Making u the subject of (A11.79) then yields

1
uD .yR C ax2 C g/ (A11.80)
b
The required equation for u in terms of the output derivatives is then obtained by
substituting for x2 on the RHS of (A11.80) using (A11.78).
Appendices 1001

a b
3 3
2.5 2.5

yrq ( t ) [m]
yrc ( t ) [m]

2 2
1.5 1.5
1 1
0.5 0.5
0 0
1 1

y rq ( t ) [ m s]
y rc ( t ) [ m s]

0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
1 1
yrq ( t ) [m]
yrc ( t ) [m]

0.5 0.5
0 0




-0.5 -0.5
-1 -1
7.5 7.5
7 7
uq ( t ) [V]
uc ( t ) [V]

6.5 6.5
6 6
5.5 5.5
5 5
4.5 4.5
0 2 4 t [s] 6 0 2 4 t [s] 6

Fig. A11.6 Spline-generated elevator reference inputs and control inputs for zero dynamic lag.
(a) Using cubic spline. (b) Using quintic spline

Thus
1
uD .yR C ayP C g/ : (A11.81)
b
Figure A11.6 shows the results of some simulations.
The cubic spline reference input, yrc (t), and the quintic spline reference input,
yrq (t), are generated together with their first and second derivatives, thereby enabling
the required
control
 to be calculated
 using (A11.81). The plant parameters are
b D 2 m=s2 =V and a D 4 s1 . The control saturation limit is 10 [V]. First,
the control variables, uc (t), and uq (t), both stay below the control saturation limit
indicating that a control system with zero dynamic lag would be feasible using either
1002 Appendices

the cubic or quintic spline generated reference inputs. As predicted in the theory, the
demanded acceleration, ÿrc , has discontinuities at the end of the acceleration phase
of segment 1 and at the beginning of the deceleration phase of segment 2. With
reference to the graph of ÿrc (t) the elevator passengers would experience a steady
increase in the acceleration followed by an abrupt change to zero acceleration in
segment 2. At the beginning of segment 3, they would experience a sudden jump
to maximum deceleration. These jerks are alleviated in the quintic spline based
reference input as is evident in Fig. A11.6b.
Regarding the subsequent control system design, it would be advantageous to
base it on a robust control technique as the payload mass will vary by significant
proportions depending on the number of passengers and their luggage.

Reference

1. Schumaker L (2007) Spline functions: basic theory. Cambridge University Press, Cambridge.
ISBN 978-0-521-70512-7
Index

A Bode phase angle plot, 143–150, 313, 350,

Ackermann’s Gain Formulae 354, 897
applicability, 929 Boundary layer, 642, 664, 679–687, 729,
linear state feedback control law, 929 742–746, 749, 766
linear state observer, 923
AC motor models, 115
Aircraft C
control of, 380, 526 Canonical forms, 201, 237
model (unstable), 380 controller canonical form, 57, 208,
state space model, 526 237, 247
Anti-windup, 32–33 observer canonical form, 210, 238, 249
Asymptotes modal form, 203–208, 220–237
Bode plot, 131 Cart and pole mechanism, 91
Attitude control Cascade control, 301, 319, 388, 659
flexible spacecraft, 67 Cayley–Hamilton theorem, 177, 921
rigid body spacecraft, 11, 25, 32 Closed loop
Auxiliary output to circumvent zero dynamics, dynamics, 298
515, 521, 529, 533, 739 feedback control system, 360–364
poles, 12
transfer function, 300, 360, 457,
B 732, 745
Back tracing, 649, 670, 688, 734, 956 Computer aided pole assignment
Bandwidth Ackermann’s Gain Formulae
of closed loop system, 127, 337 linear state feedback control law,
of disturbance, 579, 583 920–923
of noise signal, 604 linear state observer, 923–927
of plant model, 895 linear characteristic polynomial
Bang-bang control. See Switched control interpolation
Biasing in identification, 156 applicability and non-applicability,
Bilinear transformation, 285, 421 931–936
Bode magnitude plot, 131–150, 313, 338, 354, LCPI Algorithm, 927–931
867–881, 897 Condition number, 152

© Springer-Verlag London 2015 1003

S.J. Dodds, Feedback Control, Advanced Textbooks in Control
and Signal Processing, DOI 10.1007/978-1-4471-6675-7
1004 Index

Control control algorithms, 447

actions/terms, 6, 27 equivalent continuous system, 455
dither, 804 implementation block diagram, 475
saturation, 30, 33, 37, 40, 201, 304, 318 integral polynomial control, 472
Control moment gyro (CMG) (for spacecraft polynomial controller, 465
attitude control), 98 RST controller, 465
Control system, 3, 32 simulation block diagrams, 443
design steps, 70 small iteration intervals, 439
Controllability, 169 switched actuators with pulse
continuous LTI plants, 179 modulation, 635
discrete LTI plants, 287 time delays in plants, 476
Controller zero cancellation unlimited iteration intervals, 452
method, 908–909 Discrete control pole placement
PI Control Loop, 909–911 criterion for applicability of continuous
PID Control Loop, 911–913 system theory, 435
PID Control Loop with Plant Modelling dead beat response, 453, 470, 472
Errors, 913–915 discretisation zeros, 433
Corner frequency, 132 first order plants, 457
Crane flow charts, 447
boom crane modelling and control, 486 integral polynomial control, 472
gantry crane control, 696, 786 IPD controller block diagram, algorithm
gantry crane model, 786 and flow chart, 450
Cubic spline, 411, 413, 985, 998, 1001 linear state feedback control, 461
LTI systems (not plant models), 431
modes (exponential), 427
D modes (oscillatory), 428
Damping coefficient, 9 modes (polynomial exponential), 430
Damping ratio, 12, 307 negligible processing time, 456
DC gain, 7 plant zeros, 433
closed loop, 301, 308 poles: influence on dynamics, 420, 425
discrete LTI system, 419 real time operation, 416
plant with integrators, 132–133 stability analysis, 417
plant without integrators, 131–132, 301 third and higher order plants, 464
Dead beat response, 453 using settling time formulae, 452
Dead space, 633 polynomial control, 465
Degrees of freedom, 81 unit circle stability boundary, 418
of jointed arm robot, 793, 796 zeros, effects of, 432
translational and rotational, 82 Discrete LTI plant models, 255
Derivative change of period for z-transfer
control action, 6, 8, 18 function, 282
Deterministic system, 596 modal basis functions, 259
Diagonalisation transformation, 221 state space model, 255
Diesel driveline Tustin’s transformation, variation of, 283
control, 389 z-transfer function, 274
model, 389 Discrete control, 415
Diesel engine Disturbance
control, 816 estimation, 575
model, 816 referred to control input, 5, 306
Discontinuous control. See Switched control steady state error, 574
Discrete (digital) control, 415 Dither, 804
basic elements, 439 Dominance
bilinear transformation, 421 pole-to-pole, 49
computational delay allowance, 464 pole-to-zero, 54
Index 1005

DP control, 24 F
Drag forces and torques, 85 Feedback linearisation, 492
Dynamic lag, 805 Feedback linearising and forced dynamic
Dynamic lag pre-compensation, 805 control, 491, 495
incorporation in polynomial auxiliary output, 515
controller, 807 discrete, 543
reference input generator with derivatives, multivariable plants, 502
806 SISO plants, 486, 522
Dynamical zero dynamics, 509
subsystem, 81 Filtering
system, 73 Kalman, 603, 611, 613
Dynamics Kalman–Bucy, 622
of mechanical system/vehicle, 73, 81, 84, measurement noise, 25, 942, 944
97, 103 plant identification, 159
of dynamical/control system, 73, 325, 417 time constant, 27
First order systems (linear), 300
settling time formula, 302
E step responses, 304
Eigenvalues, 218 Fluid systems, 117
Eigenvectors, 218 Forced dynamic control, 491, 522
generalised, 232 auxiliary output, 533
geometric multiplicity, 231 multivariable LTI plants, 523
Electric drive control Fourier transform, 128, 603, 629
bang-bang control, 659 Frequency domain, 26, 127, 191, 295, 297,
flexible coupling (linear), 366, 404, 313, 326, 336–356
410, 516 Frequency domain performance specifications,
flexible coupling (nonlinear), 516 337
flexible drive (polynomial control with bandwidth, 337
dynamic lag pre-compensation), 812 robustness, 343
induction motor, 510 sensitivity, 339
series wound DC motor, 486 Frequency domain stability analysis, 347
sliding mode control, 717, 750, 763 delay margin, 352
two/three phase oscillator for AC gain margin, 350
drives, 267 LTI control system (general), 353
Electric drive model Nyquist criterion, 348
flexible coupling, 366, 404, 410 phase margin, 351
standard DC motor based, 713 relative stability, 350
Electric motor Friction
DC motor model, 108 forces and torques, 86
description of basic types, 104 stick slip, Coulomb, 86, 803
induction motor d-q model, 115
induction motor ˛-ˇ model, 116
series wound DC motor model, 198, 486 G
synchronous motor d-q model, 116, 188 Gain
Electromagnetic levitation (Maglev) anti-integral wind-up, 35–36
control of, 498, 732 matrix
model, 498 for Kalman filter, 615–621
Error for linear state feedback, 359, 525
steady state, 6–8, 19, 33, 88, 303, 309, 387, for observer, 564, 594
395, 574, 661, 804 observer/Kalman filter, 614
stochastic, 611 traditional controller, 5, 16
Euler’s rigid body equations, 506 Gear trains, 92, 164, 389, 799–804, 882–898
Euler’s rotation theorem, 859–860 Generalised eigenvectors, 232
1006 Index

Gimbal mechanism, 82, 100 model, 36, 120, 256, 261, 301, 362,
Greenhouse 365, 673
model, 306, 656 model with time delay, 589
temperature control of, 306, 656 Kinematic
subsystem, 81
differential equations, 102
H
Hamiltonian, 645
system, 645 L
Hard stops, 96, 886 Lagrangian mechanics, 90, 795
Harmonics, 603, 629, 753 Lagrange multipliers, 645, 828
Heat exchanger Laplace transform, 4
control, 478 final value theorem, 309
model, 478 tables of Laplace transforms, 847
LCPI Algorithm, 927–931
Lie derivative, 193, 492, 493
I Limit cycling
Identification of plants, 121 analysis, 954
from frequency response, 127 influence of switching function,
by recursive parameter estimation, 151 954–955
from step response, 122 in spacecraft attitude control, 955–970
Inertial force and torque, 90 Linearisation
Instability, 35, 42, 43, 308, 349, 354, 383, about an operating point, 482
420–425, 446, 477 feedback linearisation, 182, 492
Integral linear state space model, 484
anti-windup, 32–43 pulse modulator, 633
term/control action, 6, 19, 33, 40, 321–322, Linearity, 76
388, 392, 407, 472, 479, 486, 815 Linear state feedback control, 356
wind up, 38 aided by observer, 564
IP control, 22 control law, 357
IPD control, 19, 25, 450 integral terms, 387, 392
IPD/IDP control, 343–344 matrix vector formulation, 358
output derivative form, 767
Loudspeaker state space model, 195–196
J
Jacobean matrix, 485
Jointed arm robot, 705. See also Motion M
control Mason’s Formula
Jordan rules, 901–908
block, 230 simple closed-loop system, 900–901
canonical form, 230 Matrix
function of square matrix, 178
MIMO/multivariable
K control, 494, 502, 523, 533, 644, 773,
Kalman Bucy filter, 622 979, 983
for double integrator plant, 622 plant model, 75, 174, 183, 193, 217,
Kalman filter, 613 245, 288
derivation of gain algorithm, 617 system, 3, 74
state difference and error equations, 615 Modal decomposition, 46
steady state, 621 Modal forms
Kiln/heating process multivariable plants, 217–237
control, 36–37, 160, 301, 362, 365, 625 SISO plants, 181, 203–208, 242, 374–375,
control with time delay, 589 577
Index 1007

Modelling of plants, 73 measurement noise, 25–32, 152, 155,

black box modelling, 81 159, 164, 399, 401, 467, 562, 583,
physical modelling, 81 596–623, 712, 817, 825, 940–948,
white box modelling, 80 980
Modes definition of measurement noise, 597
exponential modes, 44, 427 plant noise, 597
of linear systems, 43 definition of plant noise, 597
oscillatory modes, 45, 263, 373, spectrum, 26–28
426, 696 variance, 583, 602, 603, 605–617
polynomial exponential modes, 45, 430 Non-dynamical system, 73
sliding modes, 707 Non-linearity, 76, 497, 886
vibration modes, 535, 879 Nutation of rigid body, 505
Momentum ellipsoid, 508
Motion control, 525–527, 793 O
backlash and its elimination, 803 Observability, 169
block diagram, 798 of continuous LTI plants, 183
dynamic lag pre-compensator, 823 of discrete LTI plants, 290
feedback linearising control law, 798 Observer
general mechanism model, 794–798 disturbance estimation, 575
inverse dynamic load representation, 535, filtering property, 596
800–802, 818 LTI continuous plants, 562
jointed arm robot, 793 LTI discrete plants, 587, 614
optimal control for frictional loss plant including pure time delay, 589
minimization, 826 LTI multivariable plants, 592
path planning, 794 model correction loop, 563–564, 567,
simplified model with geared actuator, 799 570–577, 588, 597–599, 602,
Multiple pole, 49, 56, 63, 204 614, 940
closed loop systems, 49, 56, 63, 299, multiple integrator observer, 712
329–339, 598, 812 separation principle, 565–566, 570,
plant models, 204, 268 590, 940
Multiplicity settling time definition, 569
algebraic multiplicity of eigenvalue, 231 transparency property, 565
geometric multiplicity of eigenvector, 231 Observer based on linearised plant model, 941
Multivariable control Observer-based robust control (OBRC), 971
dynamic interaction, elimination, 540 background, 971–974
forced dynamic control, 523 controlling uncertain plant vs. controlling
introduction, 494 known plant model, 975
general controller structure, 976–978
limitations, 978–979
N model mismatch equivalent input premise,
Natural frequency 974–975
damped, 11, 374, 428 model order uncertainty accommodation,
encastre, 67, 372, 375, 634 981–982
free, 162, 241, 375, 434, 634 multiple integrator plant model and
undamped, 12, 21, 64, 124, 307, 428, correction loop controller, 979–981
683, 876 multivariable control example, 983–984
Noise Observer design
band limited white noise, 604, 617 considering noise levels, 602
coloured noise, 604–605 constrained variance minimisation, 605
contamination in identification, 155 deterministic, 566
covariance, 604, 617–618, 621–622 unconstrained variance minimisation,
differentiation of, 26 609–612
filtering, 25, 613 stochastic state estimation error variation
lumped noise sources, 597 with gains, 598
1008 Index

On-off control (switched control), 625 reference input generator implementation

Open loop system, 312, 342, 348, 351, cubic spline generator, 991–993
354, 646 quintic spline generator, 993–996
Operating point, 4, 482–494, 511, 681, 941 requirements, 985
Optimal control setting the derivatives, 988–990
co-state/adjoint system differential splines (introduction), 985–986
equations, 828 PD control, 11–13
cost functional, 644, 827 Pendulum, motorised
of first order plants, 651–664 control with saturation, 676–679
fuel optimal control, 648 model, 496, 677
of general linear plant, 648 nonlinear control, 497
linear quadratic, 648 robust control, 768
near time optimal control, 550 Per unit parameters
Pontryagin maximum principle, 644 of flexible electric drive, 366, 404, 924
quadratic form cost functional, 647 Phase angle, 60, 127, 144–151
of second order plants, 552–554, PI control, 13–14
669–676, 680 PI Control Loop, 909–911
near/sub time optimal control, 680–686, PID control, 4, 14–19
726–730 PID Control Loop, 911–913
time optimal control, 38, 627–628, PID Control Loop with Plant Modelling Errors,
644–646 913–915
of triple integrator, 688–696 Plant, 3
two point boundary value Plant modelling, 73
problem, 646 direction cosine matrix, 853–856
Optimal control: frictional loss minimisation, dynamics (rigid body, rotational/attitude),
826–846 84, 97
comparisons with traditional control, 840 dynamics (rigid body, translational), 84,
implementation block diagram, 841 103
optimal trajectories, 829–830 Euler’s rotation theorem, 859–860
polynomial controller use, 841 from frequency response, 127–150
position response, 831 relatively close complex conjugate pole
reference input generator, 833 and zero pairs, 879–881
scaling laws, 838 relatively close complex conjugate pole
sliding mode control law, 831 pairs, 876–879
variation with acceleration time, 844 relatively close real poles and zeros,
Output derivative based filtering observer, 867–873
944–953 resonance peak function, 873–876
Output derivative based state estimator kinematics (rigid body, rotational/attitude),
filtered multiple derivative state estimator, 100, 102, 853–866
942–943 kinematics (rigid body, translational), 103
state representation, 943–944 quaternion, 101, 103, 558, 776
quaternion-based kinematic differential
equations, 861–866
P quaternion (introduction), 857–859
Padé time delay approximation, 378, 477 single degree of freedom rotations,
Partial pole assignment for traditional 857–859
controllers, 915–919 throttle valve servomechanism, 881–898
Path planning and reference input trajectory linear plant model, 883–885
generation, 985 model parameterisation, 887–888
actuator capability checking, 996–997 model validation in frequency domain,
cubic spline coefficients, 986–987 894–898
maximum relative degree, controlled plant, nonlinear plant model, 886–887
990–991 parameter estimation tool, 894
quintic spline coefficients, 987–988 parameter measurements, 888–893
Index 1009

Pole R
closed loop pole, 368 Rank
external pre-compensator pole, 368, 373 of controllability matrix, 289
open loop pole, 368 of observability matrix, 293
plant pole, 368 term for relative degree, 9
symbols for categories, 368 Reaction wheel (for spacecraft attitude
Pole assignment/placement, 297 control), 98
dynamic controller, 770 Recursive parameter estimation, 151
LTI plants with significant zeros, 368 Reference input generator, 695, 807, 833–838,
Mason’s formula (use of), 364 841, 991
multiple integrator plant model, 767 Relative degree
robust, 766 in continuous domain, 75, 192, 401, 524
state feedback, 361–367 in discrete domain, 544
Poles and zeros, dominance, 43–69 Relay control. See Switched control
Pole-zero cancellation, 369–377, 383–387 Resonance and anti-resonance, 135
Polynomial control, 398–406 Rigid body
continuous pole assignment design, 403 dynamics, 84–85, 97–100
determination of polynomial degrees, 401 nutation, 505–506
discrete pole assignment design, 465–476 Robustness, 296, 339, 343–347, 705, 707,
generic polynomial controller, 808–822 850, 971
implementation block diagram, 406, Roll, pitch and yaw attitude angles, 83
412, 469, 475, 809–811, 814, Root locus, 302–303, 353–354, 423, 745
841, 981 Routh’s stability criterion, 413, 421, 575,
polynomial integral controller, 407–413, 913–915, 936–939
472–476, 815
pre-compensators, 407, 806
Posicast control, 696 S
plant damping allowance, 701, 702 Sampling process, 274
Power electronics, 384, 658–659 Saturating control, 627
Power spectral density, 603 boundary layer, 664, 679
of sum of two random signals, 604 continuous control variable, 662
Pre-compensator, 342 near time optimal control
dynamic lag, 806, 833 of double integrator sub-plant using
external, 369–383, 389–392, 400, 412, boundary layer, 698
635, 806 of double integrator using forced
decoupling for multivariable control, 541 dynamic control, 552–554
implementation with feedback linearising of triple integrator using reference input
control, 822 generator, 695
implementation with polynomial posicast control of fourth order plant,
controllers, 412, 810–811, 814 696–704
Principal axes of inertia, 80, 233, 504, 947 response portrait of first order plant
Proportional control action, 6 closed loop, 655, 658, 663, 668
Proportional/P control, 22, 300, 305, 308 for constant control, 655
Pseudo-random binary sequence saturation boundary, 642, 663, 677–679
(PRBS), 129 saturation function, 552, 642–643,
725, 742
soft switching, 642
Q Saturation
Quadratic form, 647 control, 30, 33, 37, 40, 305, 318, 627,
Quaternion kinematics, 103, 555, 775, 643, 662
857–866 boundary, 642, 663, 677–679
Quintic spline generator, 993–996 function, 552, 642–643, 725, 742
1010 Index

Scaling law time varying disturbances and reference

for frictional energy cost function, 838 inputs, 723
Laplace to time domain, 327 triple integrator plant, 732
Scaling property of linear systems, 77 zero dynamics, 738
Second order systems (linear), 307 Sliding mode control chatter elimination
rate limiting switching boundary for zero boundary layer method, 742
overshoot, 725 control smoothing integrator method, 746
settling time formula for under-damped higher order sliding mode control
systems, 310–311 (HOSM), 756
step responses, 307 discrete SMC, 778, 785
Sensitivity, 296, 339–343, 369, 380–382, 386, output derivatives and estimation, 707, 711
478–480 phase portrait, 757
Separation of variables, method of, 507, pseudo sliding mode control, 742
668, 859 second order HOSM, 760
Settling time third order HOSM, 762
definition for step response, 299 Sliding motion, 658, 706–707, 716
first order LTI system, 302 conditions for, 719
general definition, 568 Smith predictor, 477–480
second order, under-damped LTI Software differentiation/discrete derivative
system, 311 estimation, 440–441
Settling time formulae for nth order LTI system Spacecraft (flexible)
with multiple pole attitude/slewing control, 67, 374, 535, 542,
derivation, 331–332 633–638, 739, 775
error correction, 333 continuous models, 241, 242, 256, 375,
2% formula, 333 434, 541, 634, 740
5% formula, 332 discrete models, 434
modified pole placement for specified pulse modulated thrusters, 633
overshoot and settling time, Spacecraft (rigid body)
335–336 attitude/slewing control, 11, 17, 21, 27–30,
Ship (surface) 32, 162, 270, 315–319, 374, 395,
control, 369, 580–583 467–472, 504, 555, 571, 583–586,
disturbance estimation and correction, 581 611, 680–686, 692–696, 775,
model, 369, 581 955–974, 983
Signum function, 638–639 continuous models, 11, 80, 97, 102–
Similarity transformation, 216 104, 186, 233, 235, 253–256,
Sliding mode, 706–707 315, 395, 504, 508, 542,
Sliding mode control, 705 555, 571, 583–585, 600, 611,
arbitrary order plant, 730 680, 693, 775, 947, 955–956,
closed loop dynamics in sliding mode, 723 971, 983
closed loop phase portrait, 715, 724 discrete models, 422, 467
control chatter, 718 disturbance estimation and correction, 583
equivalent control, 718 solar sailing, time optimal control, 692
equivalent control estimation, 748 spin control, 504
full relative degree, 730 state/disturbance estimation (observer),
less than full relative degree, 738 570, 584, 600
multivariable (introduction), 773 state estimation with noise variance
rate limiting switching boundary, 725 minimisation, 606, 609
reaching sliding condition, 720 Spline, 985
robustness, 707 cubic spline, 986–987
second order plants, 713 quintic spline, 987–988
sliding manifold, 775, 780 Spring force and torque, 89
state trajectory, 716–717 Stability/instability, 7, 9, 35, 39–43, 122, 296,
sub-time optimal control, 726, 730 308, 313, 322, 340, 347–354
Index 1011

State differential equation, 172–174, 188, Switched control of 2nd order plants
194–207, 221, 226–228, 233–235, phase plane, 667
266, 388, 489–496, 502, 510–511, phase portraits (see below state portraits)
556, 565, 570, 576–577, 645–651, phase variables, 667
666, 673, 688, 779, 884–885, 940 state plane, 667
solution for LTI model, 175 state portraits, 666, 669–674
State estimation, 561 state trajectories, 507–508, 627, 668
for nonlinear plants, 940–953 state trajectory differential equation, 667,
error transfer function relationship, 599 714, 727, 830, 956
error variation with observer gains, 598, time optimal control of double integrator
609, 610 plant, 669
State representation, 194 time optimal control of LTI plant with two
block diagrams, 201–203 real poles, 673
effect on robustness, 707 Switched control of third and higher order
modal forms, 203 plants, 687
multivariable controller canonical form, posicast control of fourth order plant, 696
245, 247–249 time optimal control of triple integrator
multivariable observer canonical form, 245, plant, 688
249–251 Switched state feedback control of plants of
SISO controller canonical form, 208, 237 arbitrary order, 638
SISO observer canonical form, 210, 237 back tracing, 649
transformations, 199, 211, 239, 251 limit cycling, 655–657, 686, 954–970
State space, 171 switching boundary, 638, 640
State space models, 170 switching element, 656
from transfer functions, 200 switching element (hysteresis), 656
State trajectory, 171 switching function, 639
State variable, 171 switching function sign convention, 641
block diagram, 187 three-level and two-level, 626
Steady state
analysis of linear state feedback control
systems, 387 T
error, 6–8, 19, 33, 88, 303, 309 Thermal systems, 119
Step response Third order LTI system, 328
first order LTI system, 303 Throttle valve (internal combustion engines)
second order LTI system, 12, 307, 310 cascade control, 320
systems with multiple real poles, 330 continuous model, 321, 881
Stochastic system, 596 discrete model, 286
Superposition property, 77 discrete model (identified), 472
Switched control, 625 control of, 444, 472
first order plants, 651 recursive parameter estimation, 164
hard switching, 642 discrete position control, 445, 473
hysteresis controller, 656, 659 Time constant
PM implementation, 629 filtering, 27
pulse modulation (PM), 628 plant, 13
response portrait, 654–655 Time optimal control, 551, 646
soft switching, 642 approximate using forced dynamic
time optimal, 38, 469–472, 551–554, control, 555
626–628, 644–648, 651–652, 654, of double integrator plant, 669–673
664–682, 688, 690, 702, 726, 730, of first order plants, 651–655
755, 765 of LTI plant, 648
time varying reference input, 658 near time optimal control
transfer characteristics of linearising pulse of double integrator sub-plant using
modulators, 633 boundary layer, 698
1012 Index

Time optimal control (cont.) Variance, 603, 951

of double integrator using forced Vector control
dynamic control, 552–554 Clarke transformation, 111
of triple integrator using reference input of electric drives, 112
generator, 695 Park transformation, 112
of second order plant with real poles, Vehicle modelling, 97
673–676
of triple integrator plant, 688–696
Tokomak fusion reactor, 383 Z
plasma current control, 383–387 Zero dynamics
Transfer function auxiliary output to circumvent zero
closed loop dynamics, 515–539, 738
for discrete control, 453, 455, 461, 465 in feedback linearising control, 509
with linear state feedback controller, in sliding mode control, 738
361 Zero order hold, 279–282
with polynomial controller, 400 Zeros
with traditional controllers, 22–25 complex conjugate, 64, 127, 372,
from continuous state space model, 190 742, 873
matrix, 190, 223, 245, 246, 278, 540, 823 derivative effect on step response, 21,
SISO LTI plant, 20 54, 528
z-transfer function model, 274 left half plane, 63
multivariable plant (matrix), 151 mirroring, 378
SISO plant, 284 at origin of s-plane, 383
Type (plant and system), 7 plant zero invariance, 53
pre-compensation, 369, 383, 390, 400,
U 634, 913
Underwater vehicle modelling and control, 85, right half plane, 63, 66, 143
97, 103, 547 Z-transfer function
definition, 274
V from discrete state space model, 277
Vacuum air bearing control, 39, 576 general plant model, 151
disturbance estimation and correction, 577 relationship with pulse transfer
effect of modelling errors, 579 function, 279
model, 576 time shifting property, 276