Lecture 04 OCLS PDF

Lecture 4: Well-Posedness and Internal Stability
• Well-Posedness of Feedback Systems

c A. Shiriaev/L. Freidovich. January 29, 2010. Optimal Control for Linear Systems: Lecture 4 – p. 1/17
Lecture 4: Well-Posedness and Internal Stability
• Well-Posedness of Feedback Systems
• Internal Stability of Feedback Systems

One Degree of Freedom Feedback Control System
• K and P represent the controller and the plant,

• r and y are the reference and the output,
• up and yp the input and output of the plant,
• di and d the input and output disturbances,
• n is the measurement noise.

Example of a not realizable system
Suppose that
s−1
P (s) = − , K(s) = 1
s+2

Suppose that
s−1
P (s) = − , K(s) = 1
s+2
y = P (s)up + d,up = u + di

u = K(s) r − n − y

Suppose that
s−1
P (s) = − , K(s) = 1
s+2

y = P (s) u + di + d

u = K(s) r − n − y

Suppose that
s−1
P (s) = − , K(s) = 1
s+2

y = P (s) u + di + d

u = K(s) r − n − y

u = K(s) r − n − P (s) u + di + d

Suppose that
s−1
P (s) = − , K(s) = 1
s+2

y = P (s) u + di + d

u = K(s) r − n − y

u = r − n − P (s) u + di + d

Suppose that
s−1
P (s) = − , K(s) = 1
s+2

y = P (s) u + di + d

u = K(s) r − n − y
u + P (s)u = r − n − P (s)di − d

Suppose that
s−1
P (s) = − , K(s) = 1
s+2

y = P (s) u + di + d

u = K(s) r − n − y
−1
u = 1 + P (s) [r − n − P (s)di − d]

Suppose that
s−1
P (s) = − , K(s) = 1
s+2

y = P (s) u + di + d

u = K(s) r − n − y
−1
u = 1 + P (s) [r − n − P (s)di − d]
s−1
−1
s−1

u= 1− r−n+ di − d
s+2 s+2

Suppose that
s−1
P (s) = − , K(s) = 1
s+2

y = P (s) u + di + d

u = K(s) r − n − y
−1
u = 1 + P (s) [r − n − P (s)di − d]
−1
s + 2 − (s − 1) s−1

u= r−n+ di − d
s+2 s+2

Suppose that
s−1
P (s) = − , K(s) = 1
s+2

y = P (s) u + di + d

u = K(s) r − n − y
−1
u = 1 + P (s) [r − n − P (s)di − d]
−1
s + 2 − (s − 1) s−1

u= r−n+ di − d
s+2 s+2
s + 2 s−1
u= r−n−d + di
3 3

Concept of Well-Posedness:
A closed-loop system is said to be well-posed, if all transfer

functions (matrices) from all the external signals
r, n, di , d
to the input and output signals
y and u
are proper (the degree of the numerator is not bigger than the
degree of the denominator).
If this is not true, the system is not physically realizable.

Combining external signals

Combining external signals
K̂(s) = −K(s), w1 = d i , w2 = n + d − r


e1 = w1 + K̂(s)e2 , e2 = w2 + P (s)e1

e1 = w1 + K̂(s)e2 , e2 = w2 + P (s)e1
−1 h i
e1 = w1 +K̂ w2 + P e1 ⇒ e1 = I − K̂(s)P (s) w1 + K̂(s)w2

e1 = w1 + K̂(s)e2 , e2 = w2 + P (s)e1
−1 h i
e1 = I − K̂(s)P (s) w1 + K̂(s)w2
−1
e2 = I − P (s)K̂(s) w2 + P (s)w1

Criteria for Well-Posedness
The feedback system with proper K̂(s) and P (s)

−1 h i
e1 = I − K̂(s)P (s) w1 + K̂(s)w2
−1
e2 = I − P (s)K̂(s) P (s)w1 + w2
is well-posed if and only if


−1 h i
e1 = I − K̂(s)P (s) w1 + K̂(s)w2
−1
e2 = I − P (s)K̂(s) P (s)w1 + w2
is well-posed if and only if the matrix transfer function

h i−1
I − K̂(s)P (s)
exists and is proper.


−1 h i
e1 = I − K̂(s)P (s) w1 + K̂(s)w2
−1
e2 = I − P (s)K̂(s) P (s)w1 + w2
is well-posed if and only if the matrix

h i
I − K̂(s)P (s)

s=+∞
is invertible.


−1 h i
e1 = I − K̂(s)P (s) w1 + K̂(s)w2
−1
e2 = I − P (s)K̂(s) P (s)w1 + w2
is well-posed if and only if the matrix

h i
I − K̂(s)P (s)

s=+∞
is invertible.
It is sufficient to have either K̂(s) or P (s) strictly proper.

Lecture 4: Concepts of Well-Posedness and Internal
Stability
• Well-Posedness of Feedback System
• Internal Stability of Feedback System

Concept of Internal Stability of Feedback System:
The well-posed feedback system
e1 = w1 + K̂(s)e2 , e2 = w2 + P (s)e1
or the well-posed feedback system
−1 h i
e1 = I − K̂(s)P (s) w1 + K̂(s)w2
−1
e2 = I − P (s)K̂(s) P (s)w1 + w2
is said to be internally stable if all 4 transfer functions

from (w1 , w2 ) to (e1 , e2 )
have no poles in the closed right-half plane, i.e.
(I − K̂P )−1, (I − K̂P )−1 K, (I − P K̂)−1P, (I − P K̂)−1
belong to RH∞ .

Example
Suppose that
s−1 1
P (s) = − , K(s) =
s+1 s−1

Example
Suppose that
s−1 1
P (s) = − , K(s) =
s+1 s−1
Then
" #  −1 −1 " #
e1 I − K̂(s)P (s) I − K̂(s)P (s) K̂(s) w1
=  −1 −1 
e2 I − P (s)K̂(s) P (s) I − P (s)K̂(s) w2

Example
Suppose that
s−1 1
P (s) = − , K(s) =
s+1 s−1
Then
" #  −1 −1 " #
e1 I − K̂(s)P (s) I − K̂(s)P (s) K̂(s) w1
=  −1 −1 
e2 I − P (s)K̂(s) P (s) I − P (s)K̂(s) w2
s+1 −(s + 1)
 
" #
 s+2 (s − 1)(s + 2)  w1
=
 

 s−1 s+1  w2
s+2 s+2

Example
Suppose that
s−1 1
P (s) = − , K(s) =
s+1 s−1
Then
" #  −1 −1 " #
e1 I − K̂(s)P (s) I − K̂(s)P (s) K̂(s) w1
=  −1 −1 
e2 I − P (s)K̂(s) P (s) I − P (s)K̂(s) w2
s+1 −(s + 1)
 
" #
 s+2 (s − 1)(s + 2)  w1
=
 

 s−1 s+1  w2
s+2 s+2

Co-Prime Factorization
Two polynomials
p(s) = sk + p1 · sk−1 + · · · + pk−1 · s + pk
q(s) = sm + q1 · sm−1 + · · · + qm−1 · s + qm
are called co-prime if they have no common roots.

Two polynomials
p(s) = sk + p1 · sk−1 + · · · + pk−1 · s + pk
q(s) = sm + q1 · sm−1 + · · · + qm−1 · s + qm
are called co-prime if they have no common roots.
If p(s) and q(s) are co-prime, then there are two polynomials
x(s) and y(s) such that
x(s)p(s) + y(s)q(s) = 1
and the pair ( x(s) , y(s) ) can be found from the (reversed)
Euclid’s algorithm.

Two transfer functions p(s) ∈ RH∞ , q(s) ∈ RH∞ are
called co-prime if there are two new transfer functions
x(s) ∈ RH∞ and y(s) ∈ RH∞ such that
x(s)p(s) + y(s)q(s) = 1

Two transfer functions p(s) ∈ RH∞ , q(s) ∈ RH∞ are
called co-prime if there are two new transfer functions
x(s) ∈ RH∞ and y(s) ∈ RH∞ such that
x(s)p(s) + y(s)q(s) = 1
Meaning: if p(s) and q(s) have a common divisor h ∈ RH∞ :
p(s) = h(s)p1 (s) and q(s) = h(s)q1 (s)
such that
p1 (s) ∈ RH∞ and q1 (s) ∈ RH∞
then
h−1 (s) ∈ RH∞
i.e. h(s) has neither zeros no poles in the closed right-half
plane (such transfer functions are called minimum-phase).

Two matrix transfer functions M (s), N (s) ∈ RH∞ are called
right co-prime over RH∞ if
• they have the same number of columns
• there are matrices Xr (s) , Yr (s) ∈ RH∞ such that
" #
M (s)
Xr (s), Yr (s) = Xr (s)M (s)+Yr (s)N (s) = I
N (s)

Two matrix transfer functions M (s), N (s) ∈ RH∞ are called
right co-prime over RH∞ if
• they have the same number of columns
• there are matrices Xr (s) , Yr (s) ∈ RH∞ such that
" #
M (s)
Xr (s), Yr (s) = Xr (s)M (s)+Yr (s)N (s) = I
N (s)
Two matrix transfer functions M̃ (s), Ñ (s) ∈ RH∞ are called

left co-prime over RH∞ if
• they have the same number of rows
• there are matrices Xl (s) , Yl (s) ∈ RH∞ such that
" #
h i Xl (s)
M̃ (s), Ñ (s) = M̃ (s)Xl (s)+Ñ (s)Yl (s) = I
Yl (s)

Defining a Co-Prime Factorization
Given a matrix transfer function G(s) , then
• G(s) = N (s)M −1 (s) is a right co-prime factorization, if

M (s), N (s) are right co-prime over RH∞ ;


• G(s) = M̃ −1 (s)Ñ (s) is a left co-prime factorization, if

M̃ (s), Ñ (s) are left co-prime over RH∞ ;


• G(s) = M̃ −1 (s)Ñ (s) is a left co-prime factorization, if

M̃ (s), Ñ (s) are left co-prime over RH∞ ;
• G(s) is said to have double co-prime factorization, if there

are right and left co-prime factorizations such
  
Xr (s) Yr (s) M (s) −Yl (s)
  =I
−Ñ (s) M̃ (s) N (s) Xl (s)

Computing a Co-Prime Factorization " #
A B
Given a matrix transfer function G(s) = with
C D
• (A, B) stabilizable, i.e. ∃ F : (A + BF ) is stable;

• (A, C) detectable, i.e. ∃ L : (A + LC) is stable;

Computing a Co-Prime Factorization " #
A B
Given a matrix transfer function G(s) = with
C D
• (A, B) stabilizable, i.e. ∃ F : (A + BF ) is stable;

• (A, C) detectable, i.e. ∃ L : (A + LC) is stable;
The left and right co-prime factorizations

 can be computed
 as
" # A + BF B −L
M (s) −Yl (s)
:=  F I 0 
 
N (s) Xl (s)
C + DF D I
 
" # A + LC −(B + LD) L
Xr (s) Yr (s)
:=  F I 0 
 
−Ñ (s) M̃ (s)
C −D I
That is, G(s) = N (s)M −1 (s) = M̃ −1 (s)Ñ (s) , and these

are coefficients of the double co-prime factorization.

Using a Co-Prime Factorization

Given plant and controller matrix transfer functions
P (s) = N (s)M −1 (s) = M̃ −1 (s)Ñ (s)
K̂(s) = U (s)V −1 (s) = Ṽ −1 (s)Ũ (s)

P (s) = N (s)M −1 (s) = M̃ −1 (s)Ñ (s)
K̂(s) = U (s)V −1 (s) = Ṽ −1 (s)Ũ (s)
The following conditions are equivalent:

• the closed-loop system is internally stable;
• (I − K̂P )−1 , (I − K̂P )−1 K , (I − P K̂)−1P , and
(I − P K̂)−1 ∈ RH∞ ;

P (s) = N (s)M −1 (s) = M̃ −1 (s)Ñ (s)
K̂(s) = U (s)V −1 (s) = Ṽ −1 (s)Ũ (s)

• (I − K̂P )−1 , (I − K̂P )−1 K , (I − P K̂)−1P , and
(I − P K̂)−1 ∈ RH∞ ;
" #
• the matrix function
M U
is invertible in RH∞ ;
N V

P (s) = N (s)M −1 (s) = M̃ −1 (s)Ñ (s)
K̂(s) = U (s)V −1 (s) = Ṽ −1 (s)Ũ (s)

• (I − K̂P )−1 , (I − K̂P )−1 K , (I − P K̂)−1P , and
(I − P K̂)−1 ∈ RH∞ ;
" #
M U
is invertible in RH∞ ;
N V
" #
Ṽ −Ũ
is invertible in RH∞
−Ñ M̃

Next Lecture / Assignments:
Next lecture (February 2, 13:15-15:00, in A208):

“Performance Specifications and Limitations”.
The first assignment is due to hand in.
Next practice: February 3, 10:15-12:00, in A205,
You are invited to attend Ph.D. defense of Uwe Metin:

February 5, 9:00-12:00, in N200, Naturvetarhuset;
Title: “Principles for Planning and Analyzing Motions of Underactu-
ated Mechanical Systems and Redundant Manipulators.”

Next Lecture / Assignments:
Next lecture (February 2, 13:15-15:00, in A208):

“Performance Specifications and Limitations”.
The first assignment is due to hand in.
Next practice: February 3, 10:15-12:00, in A205,
You are invited to attend Ph.D. defense of Uwe Metin:

February 5, 9:00-12:00, in N200, Naturvetarhuset;
Title: “Principles for Planning and Analyzing Motions of Underactu-
ated Mechanical Systems and Redundant Manipulators.”
(s−1)
Problem: Let G(s) = (s+2)(s−3)
. Find a stable co-prime
n(s)
factorization G(s) = m(s)
and x, y ∈ RH∞ such that
xn + ym = 1 .


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Lecture 4: Well-Posedness and Internal Stability

• Well-Posedness of Feedback Systems

• Well-Posedness of Feedback Systems

• Internal Stability of Feedback Systems

• K and P represent the controller and the plant,

A closed-loop system is said to be well-posed, if all transfer

to the input and output signals

The feedback system with proper K̂(s) and P (s)

is well-posed if and only if

The feedback system with proper K̂(s) and P (s)

is well-posed if and only if the matrix transfer function

exists and is proper.

The feedback system with proper K̂(s) and P (s)

is well-posed if and only if the matrix

The feedback system with proper K̂(s) and P (s)

is well-posed if and only if the matrix

• Well-Posedness of Feedback System

• Internal Stability of Feedback System

is said to be internally stable if all 4 transfer functions

(I − K̂P )−1, (I − K̂P )−1 K, (I − P K̂)−1P, (I − P K̂)−1

p(s) = sk + p1 · sk−1 + · · · + pk−1 · s + pk

q(s) = sm + q1 · sm−1 + · · · + qm−1 · s + qm

are called co-prime if they have no common roots.

p(s) = sk + p1 · sk−1 + · · · + pk−1 · s + pk

q(s) = sm + q1 · sm−1 + · · · + qm−1 · s + qm

are called co-prime if they have no common roots.

Meaning: if p(s) and q(s) have a common divisor h ∈ RH∞ :

p(s) = h(s)p1 (s) and q(s) = h(s)q1 (s)

p1 (s) ∈ RH∞ and q1 (s) ∈ RH∞

Two matrix transfer functions M̃ (s), Ñ (s) ∈ RH∞ are called

• G(s) = N (s)M −1 (s) is a right co-prime factorization, if

• G(s) = N (s)M −1 (s) is a right co-prime factorization, if

• G(s) = M̃ −1 (s)Ñ (s) is a left co-prime factorization, if

• G(s) = N (s)M −1 (s) is a right co-prime factorization, if

• G(s) = M̃ −1 (s)Ñ (s) is a left co-prime factorization, if

• G(s) is said to have double co-prime factorization, if there

• (A, B) stabilizable, i.e. ∃ F : (A + BF ) is stable;

• (A, B) stabilizable, i.e. ∃ F : (A + BF ) is stable;

The left and right co-prime factorizations

That is, G(s) = N (s)M −1 (s) = M̃ −1 (s)Ñ (s) , and these

One Degree of Freedom Feedback Control System

P (s) = N (s)M −1 (s) = M̃ −1 (s)Ñ (s)

K̂(s) = U (s)V −1 (s) = Ṽ −1 (s)Ũ (s)

P (s) = N (s)M −1 (s) = M̃ −1 (s)Ñ (s)

K̂(s) = U (s)V −1 (s) = Ṽ −1 (s)Ũ (s)

The following conditions are equivalent:

P (s) = N (s)M −1 (s) = M̃ −1 (s)Ñ (s)

K̂(s) = U (s)V −1 (s) = Ṽ −1 (s)Ũ (s)

The following conditions are equivalent:

P (s) = N (s)M −1 (s) = M̃ −1 (s)Ñ (s)

K̂(s) = U (s)V −1 (s) = Ṽ −1 (s)Ũ (s)

The following conditions are equivalent:

Next lecture (February 2, 13:15-15:00, in A208):

Next practice: February 3, 10:15-12:00, in A205,

You are invited to attend Ph.D. defense of Uwe Metin:

Next lecture (February 2, 13:15-15:00, in A208):

Next practice: February 3, 10:15-12:00, in A205,

You are invited to attend Ph.D. defense of Uwe Metin:

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