CONTROL SYSTEM

FUNDAMENTALS

edited by
William S. Levine
 Library of Congress Cataloging-in-Publication Data

Levine, W. S.
Control system fundamentals / William S. Levine.
p. em.
Includes bibliographical references.
ISBN 0-8493-0053-3 (alk. paper)
I. Automatic control. 2. Control theory. I. Title.
TJ213.L419 1999
99-048036
629.8-{\c21
CIP

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The material in this book was taken from, The Control Handbook Edited by William S. Levine.

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International Standard Book Number 0-8493-0053-3
Library of Congress Card Number 99-048036
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 Preface

Control technology is remarkably varied; control system implementations range from float valves to microprocessors. Control
system fundamentals include regulating the amount of water in a toilet tank, controlling the flow and generation of electrical
power over huge geographic regions, regulating the behavior of gasoline engines, controlling the thickness of rolled products
as varied as paper and sheet steel, and hundreds of controllers hidden in consumer products of all kinds. The different
applications often require unique sensors and actuators, all of which call for an understanding of the fundamentals of control
systems. The fundamentals are just what the name implies: the basics of control engineering. Note that this book includes
major sections on digital control and modeling of dynamical systems. There are also chapters on specification of control system
nonlinearities, and digital implementation of control systems.
 Contributors

Anders Ahlen Richard C. Dorf Christopher P. Jobling

Department of Technology University of California Department of Electrical and Electronic
Uppsala University Davis, California Engineering
Uppsala, Sweden University of Wales
Hilding Elmqvist Swansea, Singleton Park, Wales
Karl J. Astrom Dynasim AB
Department of Automatic Control Research Park Ideon
Jason C. Jones
Lund Institute of Technology Lund, Sweden
Mrcbanical Engineering Department
Lund, Sweden
UniYersity of California
A. Feuer Bertdey, California
Derek P. Atherton Electrical Engineering Department
School of Engineering Technion-Israel Institute ofTechnoloc1
University of Sussex Haifa, Israel Edward W. Kamen
Brighton, England Sd100I of Electrical and Computer
illineering
Dean K. Frederick
Electrical, Computer, and Systems Georgia Institute of Technology
David M. Auslander
Mechanical Engineering Department Engineering Department Adanta, Georgia
University of California Rensselaer Polytechnic Institute
Berkeley,California Troy,NY B. P. Lathi
California State University
Robert H. Bishop James T. Gillis Saaamento, California
University of Texas The Aerospace Corporation
Austin, Texas Los Angeles, California A. J. Laub
Department of Electrical and Computer
Richard D. Braatz G.C. Goodwin Engineering
University of Illinois Department of Electrical and Computer University of California
Department of Chemical Engineering Engineering Santa Barbara, California
Urbana, Illinois University of Newcastle
Newcastle, NSW, Australia
William S. Levine
Fran~ois E. Cellier Department of Electrical Engineering
Department of Electrical and Stefan F. Graebe University of Maryland
Computer Engineering PROFACTOR GmbH
College Park, Maryland
University of Arizona Steyr, Austria
Thcson, Arizona
C.W. Gray Mohamed Mansour
The Aerospace Corporation Swiss Federal Institute of Technology
Charles M. Close (ETH)
Electrical, Computer and Systems El Segundo, California
Zurich, Switzerland
Engineering Department
RensseIaer polytechnic Institute Tore Hagglund
Troy, New York Department of Automatic Control R. H. Middleton
Lund Institute of Technology Department of Electrical and Computer
Lund, Sweden Engineering
John J. D' Azzo
Air Force Institute of Technology University of Newcastle
Wright-Patterson Air Force Base, Ohio Gene H. Hostetter Newcastle, NSW, Australia

Bradley W. Dickinson Constantine H. Houpis Norman S. Nise

Princeton U~ Air Force Institute of Technology California State Polytechnic Uoiftnily
Princeton, New Jersey Wright-Patterson Air Force Base, Ohio Pomona, California
Katsuhiko Ogata john R. Ridgely Raymond T. Stefani
University of Minnesota Mechanical Engineering Department Electrical Engineering Department
Minneapolis, Minnesota University of California California State University
Berkeley,California Long Beach, California
Gustaf Olsson
Department of Industrial Electrical
.. ' C Magnus Rimv all All en R . St u bb eru d
Engmeenng an dA utomation ....
Lund Institute of Technology ABB Umverslty of Callforma
Lund, Sweden Corporate Research and Development Irvine, California
Heidelberg, Germany
Martin Otter P. M. Van Dooren
Institute for Robotics and System Dynamics Charles E. Rohrs Department of Mathematical Engineering
German Aerospace Research Establishment Tellabs Universite Catholique
Oberpfaffenhoren (DLR) Mishawaka, Indiana Louvain, Belgium
Wesseling, Germany
Mohammed S. Santina William A. Wolovich
Z.j. Palmor ... The Aerospace Corporation Brown University
Faculty of Mechanical Engmeenng Los Angeles California Providence Rhode Island
Technion-Israel Institute of Technology , ,
Haifa, Israel
Jeff S. Shamma jiann-Shiou Yang
R. V. Patel Center for Control and Systems Research Department of Electrical and Computer
Department of Electrical and Computer Department of Aerospace Engineering and Engineering
Engineering Engineering Mechanics University of Minnesota
Concordia University University of Texas Duluth, Minnesota
Montreal, Quebec, Canada Austin, Texas
 Contents

SECTION I Mathematical Foundations

1 Mathematical Foundations B.P. Lathi .................... 3

1.1 Differential Equations .................... 3
1.2 Difference Equations ... ........................ 9

2 The Fourier, Laplace, and z-Transforms Edward vv. Kamen. ................................. 17

2.1 Introduction ...................... .................................. 17
2.2 Fundamentals of the Fourier, Laplace, and z-Transforms ................................. 17
2.3 Applications and Examples .............. . .. .. .. .. .. .. .. . .. .. .. . .. .. . 25

3 Matrices and Linear Algebra Bradley vv. Dickinson. .................................. 33

3.1 Introduction . ................... - ............ 33
3.2 Matrices .... ------ .. - .. ----. ... 33
3.3 Vector Spaces .. ........................ 37
3.4 Linear Equations ....................... 42
3.5 Eigenvalues and Eigenvectors ........................ 43
3.6 The Jordan Form and Similarity of Matrices ...................... 45
3.7 Singular Value Decomposition .... ....................... 46
3.8 Matrices and Multivariable Functions ........................ 47

4 Complex Variables C. vv. Gray ..................... 51

4.1 Complex Numbers . ..................... 51
4.2 Complex Functions ..................... 53
4.3 Complex Integrals ..................... 57
4.4 Conformal Mappings ....................... 60

SECTION II Models for Dynamical Systems

5 Standard Mathematical Models ...... ..................... 65

5.1 Input-Output Models William S. Levine .................. 65
5.2 State Space James T. Gillis ...... .. .. .. .. ... .. .. .. 72

6 Graphical Models ...................... .................... 85

6.1 Block Diagrams Dean K. Frederick and Charles M. Close ...................... 85
6.2 Signal-Flow Graphs Norman S. Nise .. .. . . . .. . .. .. .. .. . .. 93

7 Determining Models ............ . . . . . . . . . .. .. . .. . . .. .. .. .. . . 99

7.1 Modeling from Physical Principles Fram;ois E. Cellier, Hilding Elmqvist tmtl MmMo.r _ 99
7.2 System Identification When Noise Is Negligible William S. Levine .... ____________ .. 108

SECTION III Analysis and Design Methods for Continous- Time Systems

8 Analysis Methods ............................. - .- . - ... 115

8.1 Time Response of Linear Time-Invariant Systems Raymond T. Suifani .. 115
8.2 Controllability and Observability William A. W%vich ........ .. 121
9 Stability Tests ................................... 131
9.1 The Routh-Hurwitz Stability Criterion Robert H. Bishop and Richard C. Dorf 131
9.2 The Nyquist Stability Test Charles E. Rohrs .............. 135
9.3 Discrete-Time and Sampled-Data Stability Tests Mohamed Mansour. 146
9.4 Gain Margin and Phase Margin Raymond T. Stefani ......... 152

10 Design Methods ........................ _ ....... 157

10.1 Specification of Control Systems Jiann-Shiou Yang and WiI1imn S. Levine 158
10.2 Design Using Performance Indices Richard C. Dorf and Robert H. Bishop 169
10.3 Nyquist, Bode, and Nichols Plots John]. D'Azzo and Constmrtine H. Houpis 173
10.4 The Root Locus Plot William S. Levine ..... 192
10.5 PID Control Karl]. Astrom and Tore Hiigglund . 198
10.6 State Space - Pole Placement Katsuhiko Ogata . 209
10.7 Internal Model Control Richard D. Braatz ... . 215
10.8 Time-Delay Compensation - Smith Predictor and its Modifications z.]. Palmor 224
10.9 Modified Predictors Richard D. Braatz ........... 231
10.10Time- Delay Compensation for Unstable Plants Z.]. Palmor ....... 235

SECTION IV Digital Control

11 Discrete-Time Systems Mohammed S. Santina, Allen R. StubbmuI and Gene H. Hostetter 241
11.1 Discrete-Time Systems ....................................... 241

12 Sampled Data Systems A. Feuer and G. C. Goodwin . 255

12.1 Introduction and Mathematical Preliminaries ..... 255
12.2 'Sensitivity Functions' in Sampled Data Control Systems . 256
12.3 Sensitivity Consideration .............. 258
12.4 Examples ....................... 259
12.5 Linear Quadratic Design of Sampled- Data Controllers 262

13 Discrete-Time Equivalents to Continuous-Time Systems MoIummred S. Santina, Allen R. Stubberud and

Gene H. Hostetter ........ 267
13.1 Introduction ....................... 267
13.2 Digitizing Analog Controllers .............. 267
13.3 Discretization of Continuous- Time State Variable Models 275

14 Design Methods for Discrete-Time, Linear Time- Invariant Systems Mohammed S. Santina, Allen R. Stub-
berud and Gene H. Hostetter ........ 283
14.1 An Overview ............... 283
14.2 Classical Control System Design Methods 284
14.3 Eigenvalue Placement with State Feedback 289
14.4 Step-Invariant Discrete-Time Observer Design 292
14.5 Tracking System Design ....... 293
14.6 Designing Between-Sample Response ..... 296

15 Quantization Effects Mohammed S. Santina, Allen R. Stubberud and Gene H. Hostetter 303
15.1 Overview ......................... 303
15.2 Fixed-Point and Floating-Point Number Representations 303
15.3 Truncation and Roundoff ....... 305
15.4 Effects of Coefficient Quantization ............ 306
15.5 Quantization Effects in AID Conversion ......... 308
15.6 Stochastic Analysis of Quantization Errors in Digital Processing 309
15.7 Limit Cycle and Deadband Effects ............... 312
16 Sample-Rate Selection Mohammed S. Santina, Allen R. Stubberud and Gene H. Hostetter 315
16.1 Introduction .................... 315
16.2 The Sampling Theorem .............. 315
16.3 Control System Response and the Sampling Period 317
16.4 Control System Response to External Disturbances 319
16.5 Measurement Noise and Prefiltering ...... 321
16.6 Effect of Sampling Rate on Quantization Error ... 321

17 Real-Time Software for Implementation of Feedback Control David M. Auslander,

John R. Ridgely, and Jason C. Jones . 325
17.1 An Application Context 325
17.2 The Software Hierarchy 325
17.3 The Ground Rules ... 326
17.4 Portability ....... 326
17.5 Software Structure: Scan Mode 327
17.6 Control Software Design 327
17.7 Design Formalism .. 328
17.8 Scheduling ....... 330
17.9 Task Type Preferences 332
17.10 Intertask Communication 333
17.11Prototype Platform .... 334
17.12 Program Structure: The Anatomy of a Control Program 336
17.13Sample Problems and Utilities ....... 344

18 Programmable Controllers Gustaf Olsson 347

18.1 The Development of Programmable Controllers 347
18.2 Binary Sensors and Actuators 348
18.3 Elementary Switching Theory 349
18.4 Ladder Diagrams ..... 353
18.5 Programmable Controllers .. 355
18.6 PLC Programming ...... 357
18.7 PLCs as Part of Automation Systems 361

SECTION V Analysis and Design Methods for Nonlinear Systems

19 Analysis Methods Derek P. Atherton 367

19.1 The Describing Function Method 367
376
19.2 The Phase Plane Method

20 Design Methods ...... 381

20.1 Dealing with Actuator Saturation R. H. Middkton 381
Stefan F. Graebe and Anders Ahlin 385
20.2 Bumpless Transfer
20.3 Linearization and Gain-Scheduling Jeff S. Shamnul .... 392

SECTION VI Software for Control System Analysis and Design

21 Numerical and Computational Issues in Linear Control and System Theory A.]. Laub,
R. V. Patel, and P.M. Van Dooren 403
21.1 Introduction ..................... 403
21.2 Numerical Background ............... 405
21.3 Fundamental Problems in Numerical Linear Algebra 407
21.4 Applications to Systems and Control 410
21.5 Mathematical Software ................ 416
 21.6 Concluding Remarks .......................................... 417

22 Software for Modeling and Simulating Control Systems Martin Otter and Franfois E. Cellier 419
22.1 Introduction ........................ 419
22.2 Special Demands of Control Engineers for a Simulation Tool 420
22.3 Overview of Modeling and Simulation Software 422
22.4 Shortcomings of Current Simulation Software 431
22.5 Conclusions . . . . . . . . . . . . . . . .. 431

23 Computer-Aided Control Systems Design C. Magnus Rimvall and Christopher P.fabling 433
23.1 Introduction ......... 433
23.2 A Brief History of CACSD .. 433
23.3 The State of the Art in CACSD 435
23.4 CACSD Block Diagram Tools 440
23.5 Conclusions 445

Index. ........ 447