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49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 1
49329 Control of Mechatronic Systems
Lecture 2
Basic Properties and Pole Placement
Dr. Shoudong Huang
Robotics Institute
Faculty of Engineering & IT
UTS
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 2
Linear Continuous-Time
State Space Models
A continuous-time linear time-invariant state
space model takes the form
where x ∈ Rn is the state vector, u ∈ Rm is the
control signal, y ∈ Rp is the output, x0 ∈ Rn is the
state vector at time t = t0 and A, B, C, and D are
matrices of appropriate dimensions.
State space models use first order Ordinary Differential Equations (ODE)
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 3
Some basic properties
State space model properties:
 Stability
 Controllability
 Observability
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 4
Stability
is called asymptotically stable if for any initial state,
the state x(t) converges to zero as t increases indefinitely.
MATLAB demo
Assume u(t)=0 for all t, the system
or simply
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 5
Stability
The system
is called asymptotically stable if for any initial state, the state
x(t) converges to zero as t increases indefinitely.
Condition of stability: all the eigenvalues of A have
negative real parts.
Eigenvalues of A are the solutions of the equation
Example:
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 6
Matrices A and have the same eigenvalues.
Similarity Transformations
Similarity transformation does not change the stability of
the system:
where
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 7
Similarity Transformations
Especially, matrix A can be diagonalized by a similarity
transformation T as
where λ1, λ2, …, λn are the eigenvalues of A.
For the new state-space model, because Λ is diagonal, we have
where the subscript i denotes the ith component of the state
vector. This component converges to 0 (when t increases) if λi
has negative real part.
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 8
Example: Pendulum
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 9
Example: Pendulum
MATLAB demo
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 10
Controllability
An important question that lies at the heart of
control using state space models is:
Whether we can steer the state via the control input
to certain locations in the state space.
Technically, this property is called controllability.
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 11
Controllability
The issue of controllability concerns whether a
given initial state x0 can be steered to the origin in
finite time using the input u(t).
Formally, we have the following:
Definition: A state x0 is said to be controllable
if there exists a finite interval [0, T] and an input
{u(t), t ∈ [0, T]} such that x(T) = 0. If all states are
controllable, then the system is said to be
completely controllable.
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 12
A result from linear algebra
Cayley-Hamilton theorem: Every matrix satisfies
its own characteristic equation - i.e., if
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 13
Test for Controllability
Theorem: The state space model
is completely controllable if and only if the matrix
has full row rank.
Proof: Uses Cayley-Hamilton Theorem – see notes.
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 14
Example
Consider the state space model
The controllability matrix is given by
Clearly, its rank is 2; thus, the system is completely
controllable.
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 15
Example
Consider the state space model
The controllability matrix is given by:
Its rank = 1 < 2; thus, the system is not completely
controllable.
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 16
Observability
Observability is concerned with the issue of what
can be said about the state when one is given
measurements of the plant output.
A formal definition is as follows:
Definition: The system is said to be completely
observable if every state x(t0) = x0 can be
determined from the observation y(t) over a finite
time interval [t0 t1].
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 17
Test for Observability
Theorem: Consider the state model
The system is completely observable if and only if the matrix,
has full column rank n.
Proof: Uses Cayley-Hamilton Theorem – see notes.
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 18
Example
Consider the following state space model:
Then
Hence, its rank is 2, and the system is completely
observable.
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 19
Example
Consider
Here
Hence, its rank=1 < 2, and the system is not
completely observable.
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 20
Pole Placement (Pole Assignment)
We can design the closed-loop system to have good properties by
assigning its poles --- the eigenvalues of matrix A-BK.
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 21
Pole Placement
MATLAB
K=place(A,B,P)
Demo
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 22
Pole Placement
We can design the closed-loop system to have good properties by
assigning its poles --- the eigenvalues of matrix A-BK.
Necessary and sufficient condition for arbitrary pole placement
---- the system is completely controllable.
(see notes for proof)
49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 23
Summary
• Stability of the system can be studied from the eigenvalues of
the matrix A.
• State space models facilitate the study of certain system
properties that are paramount in the solution to the control
design problem. These properties relate to the following
questions:
 By proper choice of the input u, can we steer the system state to a desired state
(point value)? (controllability)
 If one knows the input, u(t), for t ≥ t0, can we infer the state at time t = t0 by
measuring the system output, y(t), for t ≥ t0? (observability)
• Pole placement is using feedback control law u=-Kx to place the
poles of the closed-loop system --- the eigenvalues of A-BK.

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49329_Lecture_2_basic_properties_pole_placement.pdf

  • 1. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 1 49329 Control of Mechatronic Systems Lecture 2 Basic Properties and Pole Placement Dr. Shoudong Huang Robotics Institute Faculty of Engineering & IT UTS
  • 2. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 2 Linear Continuous-Time State Space Models A continuous-time linear time-invariant state space model takes the form where x ∈ Rn is the state vector, u ∈ Rm is the control signal, y ∈ Rp is the output, x0 ∈ Rn is the state vector at time t = t0 and A, B, C, and D are matrices of appropriate dimensions. State space models use first order Ordinary Differential Equations (ODE)
  • 3. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 3 Some basic properties State space model properties:  Stability  Controllability  Observability
  • 4. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 4 Stability is called asymptotically stable if for any initial state, the state x(t) converges to zero as t increases indefinitely. MATLAB demo Assume u(t)=0 for all t, the system or simply
  • 5. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 5 Stability The system is called asymptotically stable if for any initial state, the state x(t) converges to zero as t increases indefinitely. Condition of stability: all the eigenvalues of A have negative real parts. Eigenvalues of A are the solutions of the equation Example:
  • 6. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 6 Matrices A and have the same eigenvalues. Similarity Transformations Similarity transformation does not change the stability of the system: where
  • 7. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 7 Similarity Transformations Especially, matrix A can be diagonalized by a similarity transformation T as where λ1, λ2, …, λn are the eigenvalues of A. For the new state-space model, because Λ is diagonal, we have where the subscript i denotes the ith component of the state vector. This component converges to 0 (when t increases) if λi has negative real part.
  • 8. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 8 Example: Pendulum
  • 9. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 9 Example: Pendulum MATLAB demo
  • 10. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 10 Controllability An important question that lies at the heart of control using state space models is: Whether we can steer the state via the control input to certain locations in the state space. Technically, this property is called controllability.
  • 11. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 11 Controllability The issue of controllability concerns whether a given initial state x0 can be steered to the origin in finite time using the input u(t). Formally, we have the following: Definition: A state x0 is said to be controllable if there exists a finite interval [0, T] and an input {u(t), t ∈ [0, T]} such that x(T) = 0. If all states are controllable, then the system is said to be completely controllable.
  • 12. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 12 A result from linear algebra Cayley-Hamilton theorem: Every matrix satisfies its own characteristic equation - i.e., if
  • 13. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 13 Test for Controllability Theorem: The state space model is completely controllable if and only if the matrix has full row rank. Proof: Uses Cayley-Hamilton Theorem – see notes.
  • 14. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 14 Example Consider the state space model The controllability matrix is given by Clearly, its rank is 2; thus, the system is completely controllable.
  • 15. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 15 Example Consider the state space model The controllability matrix is given by: Its rank = 1 < 2; thus, the system is not completely controllable.
  • 16. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 16 Observability Observability is concerned with the issue of what can be said about the state when one is given measurements of the plant output. A formal definition is as follows: Definition: The system is said to be completely observable if every state x(t0) = x0 can be determined from the observation y(t) over a finite time interval [t0 t1].
  • 17. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 17 Test for Observability Theorem: Consider the state model The system is completely observable if and only if the matrix, has full column rank n. Proof: Uses Cayley-Hamilton Theorem – see notes.
  • 18. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 18 Example Consider the following state space model: Then Hence, its rank is 2, and the system is completely observable.
  • 19. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 19 Example Consider Here Hence, its rank=1 < 2, and the system is not completely observable.
  • 20. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 20 Pole Placement (Pole Assignment) We can design the closed-loop system to have good properties by assigning its poles --- the eigenvalues of matrix A-BK.
  • 21. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 21 Pole Placement MATLAB K=place(A,B,P) Demo
  • 22. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 22 Pole Placement We can design the closed-loop system to have good properties by assigning its poles --- the eigenvalues of matrix A-BK. Necessary and sufficient condition for arbitrary pole placement ---- the system is completely controllable. (see notes for proof)
  • 23. 49329 Control of Mechatronic Systems –Shoudong Huang Basic Properties and Pole Placement 23 Summary • Stability of the system can be studied from the eigenvalues of the matrix A. • State space models facilitate the study of certain system properties that are paramount in the solution to the control design problem. These properties relate to the following questions:  By proper choice of the input u, can we steer the system state to a desired state (point value)? (controllability)  If one knows the input, u(t), for t ≥ t0, can we infer the state at time t = t0 by measuring the system output, y(t), for t ≥ t0? (observability) • Pole placement is using feedback control law u=-Kx to place the poles of the closed-loop system --- the eigenvalues of A-BK.