Lecture 4: Well-Posedness and Internal Stability

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,
u
p
and y
p
the input and output of the plant,
d
i
and d the input and output disturbances,
n is the measurement noise.

Example of a not realizable system
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)u
p
+d, u
p
= u +d
i
u = K(s)
_
r n y
_
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u = K(s)
_
r n
_
P(s)
_
u +d
i
_
+d
_
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u = r n
_
P(s)
_
u +d
i
_
+d
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u +P(s)u = r n P(s)d
i
d
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u =
_
1 +P(s)
_
1
[r n P(s)d
i
d]
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u =
_
1 +P(s)
_
1
[r n P(s)d
i
d]
u =
_
1
s 1
s + 2
_
1
_
r n +
s 1
s + 2
d
i
d
_
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u =
_
1 +P(s)
_
1
[r n P(s)d
i
d]
u =
_
s + 2 (s 1)
s + 2
_
1
_
r n +
s 1
s + 2
d
i
d
_
Suppose that
P(s) =
s 1
s + 2
, K(s) = 1
y = P(s)
_
u +d
i
_
+d
u = K(s)
_
r n y
_
u =
_
1 +P(s)
_
1
[r n P(s)d
i
d]
u =
_
s + 2 (s 1)
s + 2
_
1
_
r n +
s 1
s + 2
d
i
d
_
u =
s + 2
3
_
r n d
+
s 1
3
d
i
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, d
i
, 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
K(s) = K(s), w
1
= d
i
, w
2
= n +d r
e
1
= w
1
+

K(s)e
2
, e
2
= w
2
+P(s)e
1
e
1
= w
1
+

K(s)e
2
, e
2
= w
2
+P(s)e
1
e
1
= w
1
+

K
_
w
2
+Pe
1
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
1
= w
1
+

K(s)e
2
, e
2
= w
2
+P(s)e
1
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
w
2
+P(s)w
1
Criteria for Well-Posedness
The feedback system with proper

K(s) and P(s)
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
P(s)w
1
+w
2
is well-posed if and only if


K(s) and P(s)
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
P(s)w
1
+w
2
is well-posed if and only if the matrix transfer function

_
I

K(s)P(s)
_
1
exists and is proper.

K(s) and P(s)
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
P(s)w
1
+w
2
is well-posed if and only if the matrix

_
I

K(s)P(s)
_
s=+
is invertible.

K(s) and P(s)
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
P(s)w
1
+w
2
is well-posed if and only if the matrix

_
I

K(s)P(s)
_
s=+
is invertible.
It is sufcient to have either

K(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
e
1
= w
1
+

K(s)e
2
, e
2
= w
2
+P(s)e
1
or the well-posed feedback system
e
1
=
_
I

K(s)P(s)
_
1
_
w
1
+

K(s)w
2
_
e
2
=
_
I P(s)

K(s)
_
1
_
P(s)w
1
+w
2
is said to be internally stable if all 4 transfer functions

from (w
1
, w
2
) to (e
1
, e
2
)
have no poles in the closed right-half plane, i.e.
(I

KP)
1
, (I

KP)
1
K, (I P

K)
1
P, (I P

K)
1
belong to RH
.
Example
Suppose that
P(s) =
s 1
s + 1
, K(s) =
1
s 1
Example
Suppose that
P(s) =
s 1
s + 1
, K(s) =
1
s 1
Then
_
e
1
e
2
_
=
_
_
_
I

K(s)P(s)
_
1
_
I

K(s)P(s)
_
1
K(s)
_
I P(s)

K(s)
_
1
P(s)
_
I P(s)

K(s)
_
1
_
_
_
w
1
w
2
_
Example
Suppose that
P(s) =
s 1
s + 1
, K(s) =
1
s 1
Then
_
e
1
e
2
_
=
_
_
_
I

K(s)P(s)
_
1
_
I

K(s)P(s)
_
1
K(s)
_
I P(s)

K(s)
_
1
P(s)
_
I P(s)

K(s)
_
1
_
_
_
w
1
w
2
_
=
_
_
s + 1
s + 2
(s + 1)
(s 1)(s + 2)
s 1
s + 2
s + 1
s + 2
_
_
_
w
1
w
2
_
Example
Suppose that
P(s) =
s 1
s + 1
, K(s) =
1
s 1
Then
_
e
1
e
2
_
=
_
_
_
I

K(s)P(s)
_
1
_
I

K(s)P(s)
_
1
K(s)
_
I P(s)

K(s)
_
1
P(s)
_
I P(s)

K(s)
_
1
_
_
_
w
1
w
2
_
=
_
_
s + 1
s + 2
(s + 1)
(s 1)(s + 2)
s 1
s + 2
s + 1
s + 2
_
_
_
w
1
w
2
_
Co-Prime Factorization
Two polynomials
p(s) = s
k
+p
1
s
k1
+ +p
k1
s +p
k
q(s) = s
m
+q
1
s
m1
+ +q
m1
s +q
m
are called co-prime if they have no common roots.
Two polynomials
p(s) = s
k
+p
1
s
k1
+ +p
k1
s +p
k
q(s) = s
m
+q
1
s
m1
+ +q
m1
s +q
m
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)
Euclids 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)p
1
(s) and q(s) = h(s)q
1
(s)
such that
p
1
(s) RH
and q
1
(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 X

r
(s) , Y
r
(s) RH
such that
_
X
r
(s), Y
r
(s)
_
M(s)
N(s)
_
= X
r
(s)M(s)+Y
r
(s)N(s) = I
Two matrix transfer functions M(s), N(s) RH
are called
right co-prime over RH
if
they have the same number of columns

r
(s) , Y
r
(s) RH
such that
_
X
r
(s), Y
r
(s)
_
M(s)
N(s)
_
= X
r
(s)M(s)+Y
r
(s)N(s) = I
Two matrix transfer functions

M(s),

N(s) RH
are called
left co-prime over RH
if
they have the same number of rows

l
(s) , Y
l
(s) RH
such that
_

M(s),

N(s)
_
_
X
l
(s)
Y
l
(s)
_
=

M(s)X
l
(s)+

N(s)Y
l
(s) = I
Dening 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) = N(s)M
1
G(s) =

M
1
(s)

N(s) is a left co-prime factorization, if
M(s),

N(s) are left co-prime over RH
;
G(s) = N(s)M
1
G(s) =

M
1
(s)

N(s) is a left co-prime factorization, if
M(s),

N(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
_
_
X
r
(s) Y
r
(s)

N(s)

M(s)
_
_
_
_
M(s) Y
l
(s)
N(s) X
l
(s)
_
_
= I
Computing a Co-Prime Factorization
Given a matrix transfer function G(s) =
_
A B
C D
_
with
(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
Given a matrix transfer function G(s) =
_
A B
C D
_
with
(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
_
M(s) Y
l
(s)
N(s) X
l
(s)
_
:=
_
_
A+BF B L
F I 0
C +DF D I
_
_
_
X
r
(s) Y
r
(s)

N(s)

M(s)
_
:=
_
_
A+LC (B +LD) L
F I 0
C D I
_
_
That is, G(s) = N(s)M
1
(s) =

M
1
(s)

N(s) , and these
are coefcients 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) =

M
1
(s)

N(s)
K(s) = U(s)V
1
(s) =

V
1
(s)
U(s)
P(s) = N(s)M
1
(s) =

M
1
(s)

N(s)
K(s) = U(s)V
1
(s) =

V
1
(s)
U(s)
The following conditions are equivalent:
the closed-loop system is internally stable;
(I

KP)
1
, (I

KP)
1
K , (I P

K)
1
P , and
(I P

K)
1
RH
;
P(s) = N(s)M
1
(s) =

M
1
(s)

N(s)
K(s) = U(s)V
1
(s) =

V
1
(s)
U(s)
(I

KP)
1
, (I

KP)
1
K , (I P

K)
1
P , and
(I P

K)
1
RH
the matrix function

_
M U
N V
_
is invertible in RH
;
P(s) = N(s)M
1
(s) =

M
1
(s)

N(s)
K(s) = U(s)V
1
(s) =

V
1
(s)
U(s)
(I

KP)
1
, (I

KP)
1
K , (I P

K)
1
P , and
(I P

K)
1
RH
the matrix function

_
M U
N V
_
is invertible in RH
the matrix function

_

V

N

M
_
is invertible in RH
Next Lecture / Assignments:
Next lecture (February 2, 13:15-15:00, in A208):
Performance Specications and Limitations.
The rst 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 Specications and Limitations.
The rst 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.
Problem: Let G(s) =
(s1)
(s+2)(s3)
. Find a stable co-prime
factorization G(s) =
n(s)
m(s)
and x, y RH
such that
xn +ym = 1 .

Lecture 4: Well-Posedness and Internal Stability

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Lecture 4: Well-Posedness and Internal Stability

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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,

r and y are the reference and the output,

n is the measurement noise.

is well-posed if and only if

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

is well-posed if and only if the matrix

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.e. h(s) has neither zeros no poles in the closed right-half

they have the same number of columns

there are matrices X

they have the same number of columns

there are matrices X

they have the same number of rows

there are matrices X

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

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

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

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

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

the closed-loop system is internally stable;

the closed-loop system is internally stable;

the matrix function

the closed-loop system is internally stable;

the matrix function

the matrix function

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