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Modern Control Theory

Modern Control Theory

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Publicado porZhenhua Gao

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Published by: Zhenhua Gao on Nov 10, 2010
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Motivated by the discussion in the previous section, we shall consider the following prob-
lem. We are given a minimum realisation:

˙x = Ax + Bu

y = Cx

(5.35)

with an input vector u of p inputs, an output vector y of q outputs and a state vector

x of n states. All state space matrices have proper dimensions and {A,B} is controllable.
Let the characteristic polynomial be given by:

a(s) = det(sI −A) = sn

+a1sn−1

+...+an

(5.36)

We wish to modify the given system by the use of state-variable feedback so as to ob-
tain a new system with specified eigenvalues or, equivalently, a specified characteristic
polynomial, say

α(s) = sn

+α1sn−1

+...+αn

(5.37)

Now state-variable feedback, or shortly state feedback, is obtained by the substitution

u = u∗−Lx

(5.38)

where u∗ is the new external input (vector) and L is a constant matrix of proper
dimensions (pxn). Fig. 5.12 represents this operation in block-scheme.

L

A

1

sI

B

C

-

-

-

-

-

-

?

6

6

u∗ +

+

+

˙x

x

u

y

Figure 5.12: Realisation modified by state feedback

Note that in this block-scheme all lines represent vectors. The integration block op-
erates upon all state variables simultaneously so that it contains an identity matrix I of
dimension n. It will be clear from this blockscheme that, in open loop, the integrator block
is only fed back by block A, while, in closed loop, block A is bypassed by the concatenation
of blocks B and L and, not forgetting, the minus sign. Of course this is also reflected in
the formulas by substituting 5.38 into 5.35 yielding:

˙x = (A−BL)x + Bu∗

y = Cx

(5.39)

98

CHAPTER 5. THE CONTINUOUS, OPTIMAL CONTROL PROBLEM

It is clear that the new characteristic polynomial is given by :

α(s) = det(sI −A+BL)

(5.40)

It appears that by proper choice of feedback matrix L we can accomplish any proposed
monic polynomial α(s). (Monic simply means that the coefficient of the highest power is
one.) Ergo, we can theoretically place the poles of the closed loop system wherever we
want. The proof is given now for the case that there is only a single input so p=1. It will
be clear that for more inputs it will then certainly be possible, as we have more freedom
in L. For the single input process we may transform the state space representation by a
proper similarity transformation x∗ = Tx into the controller canonical form (also called
phase-variable form):

˙x∗ = T ˙x = TAT−1

Tx + TBu = A∗x∗ + B∗u

y = CT−1

Tx

= C∗x∗

(5.41)

This canonical form shows the following structure:

A∗ = TAT−1

=

0 1 0 ··· 0
.
.
. 0 1 ··· ·
.
.
. .

.
. .

.
. .

.

. .

.
.
0 0 0 ··· 1
−an −an−1 · ··· −a1

(5.42)

while the input matrix B changes into:

B∗ = TB =

0
0
.
.
.
0
1

(5.43)

If we would feed back these canonical states by

u = −L∗x∗ +u∗

(5.44)

it is readily observed that the dynamics of the closed loop system is determined by the
new state matrix:

A∗−B∗L∗

0

1

0 ··· 0

.
.
.

0

1 ··· ·

.
.
.

.
.
.

.
.
. .

.

. .

.
.

0

0

0 ··· 1
−an−l∗n −an−1−l∗n−1 · ··· −a1−l1

(5.45)

when

L∗ = l∗n l∗n−1 l∗n−2 ··· l∗1

(5.46)

By proper choice of L∗ we can accomplish that

αi = ai +l∗i

(5.47)

5.3. STATE-VARIABLE FEEDBACK, POLE LOCATION

99

so that, indeed, the closed loop system obeys the prescribed dynamics. It is then only a
detail to conclude that the feedback rule for the original state variables is derived from
equation 5.44 as:

u = −L∗x∗ +u∗ = −L∗Tx+u∗ = −Lx+u∗ ⇒ L = L∗T

(5.48)

So theoretically we find ourselves in the comfortable position of being in full control of
the system poles. We are then tended to place the poles as far as possible from the origin
in the left half plane in order to create very broad-banded and thus very fast systems.
However, this would mean very big polynomial coefficients αi which in turn implies large
feedback coefficients li. This high feedback gains would finally cause a gigantic input signal

u, certainly saturating the actuator(s). Consequently, practical implementation puts its
constraints on the actual pole positions. This aspect (and later on the acquisition of state
measurements) needs further study. In the next section we will deal with the problem of
actuator saturation by explicitly defining a control criterion, where, apart from considering
the state variables x, we also weight the cost of the input signal u.

100

CHAPTER 5. THE CONTINUOUS, OPTIMAL CONTROL PROBLEM

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