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Part of 2008 IEEE Multi-conference on Systems and Control
San Antonio, Texas, USA, September 3-5, 2008
817
A(δ)x x
III. I NTERFACE OF LFR- AND IQCβ TOOLBOX A(δ)
w v w v
∆(δ) Ddim(v) (v)
Mi (jω) Mi (jω)
u y u y
Gi (jω, δ) Gi (jω, δ)
Fig. 3. The linear fractional representation. Fig. 5. The setup for IQC analysis.
818
TABLE I
GP ID (jω, δ) by choosing the uncertainty δ as one or more
D ENOTATION OF THE MODEL PARAMETERS
of the above described parameters. The system has one single
Abbr. Nominal value Unit Parameter
input u(t) = ϕe,ref erence and one single output y = ϕe .
kg m2
Je 43 [ rad
] engine sided mass inertia
kg m2 V. ROBUSTNESS ANALYSIS WITH IQC S
Jo 52 [ rad
] output sided mass inertia
Nm
cg 20000 [ rad
] stiffness of the gearbox In the following, different types of uncertainties are added
Nms
dg 320 [ ] damping of the gearbox
rad
Nms in the above nominal system. The stability of the resulting
ce 350 [ rad
] engine sided viscous friction coef.
co 20 [ Nms
] output sided viscous friction coef.
uncertain closed loop systems are analyzed using the IQC
rad
framework and the results are compared with system analysis
and simulations in MATLAB/Simulink and Dymola (Dynasim
AB). In the following by conservatism we mean how much
are denoted as τe and τo respectively where as ϕe and ϕo smaller the stability region of the IQC analysis is compared
are representing the angles of engine and output. to the expected region of the system. Since the conditions in
Using the law of conservation of angular momentum the theorem 2.1 are only sufficient, the stability region is defined
following system equations can be obtained by the resolvability of (4). Outside this region no statement
can be made.
Je · ϕ̈e = cg · (ϕo − ϕe ) + dg · (ϕ̇o − ϕ̇e ) − ce · ϕ̇e + τe
Jo · ϕ̈o = −cg · (ϕo − ϕe ) − dg · (ϕ̇o − ϕ̇e ) − co · ϕ̇o + τo . A. Single constant uncertain parameter
Choosing the four states x1 = (ϕo − ϕe ), x2 = (ϕ̇o − ϕ̇e ), In the first analysis, stability of the system GP ID (jω, δ)
x3 = ϕo , x4 = ϕ̇o , the input u = τe , the output y = ϕe due to one uncertain but constant parameter is proved. For
and τo = 0 yields the nominal state space model of the two- this purpose Jo is chosen as the uncertain parameter, which
mass-spring system can take its values from the interval [1, 365]. To illustrate
this, the bode plot of GP ID (jω, Jo ) is shown in Fig. 7.
0 1 0 0
To do the analysis, the IQC for constant uncertain param-
− Jcg − Jcg − dgJ+ce − Jdg 0 Jce − Jco eters is chosen as
A= e o e o e o
0 0 0 1
c d X(jω) Y (jω)
− Jgo − Jgo 0 − Jcoo Π(jω) =
Y (jω)∗ −X(jω)
0
− 1 where X(jω) = X(jω)∗ ≥ 0 and Y (jω) = −Y (jω)∗ are
B= Je C = −1 0 1 0 ,
0 , D=0 bounded and measurable matrix functions (see [1]).
0 After that, the interval of Jo for which stability can be
proved is maximized (before normalization). The minimum
A standard PID controller 2
value Jo,l = 1 kg m / rad is chosen as the lower bound while
1 the upper bound Jo,u of the parameter interval is maximized,
KP P I (jω) = kpi 1 + (kp + s)
Ti s denoted with Jo,maxIQC . This was done using the bisection
with the nominal parameters Ti = 0.1, kp = 75 and method in combination with the criterion whether stability
kpi = 11100 is used. The analysis below are also done with of the interval could be proven or not.
an observer based state feedback and H∞ controller and
differ only the resulting L2 gain. Due to the limited space
these results cannot be presented. With negative feedback Bode Diagram
−20
Je Jo
−40
45
dg , cg 0
τe τo
Phase (deg)
−45
−90
−135
−180
0 1 2 3 4
10 10 10 10 10
819
To verify the results of the IQC analysis the maximum was introduced to consider nonlinear friction as described
parameter value of Jo is increased further while their eigen- below. As the sector IQC of the IQCβ toolbox is used, the
values are checked. The last value of Jo , where the associated corresponding multiplier is described in [2]. Ti is varied
system possesses exclusively eigenvalues with negative real inside the interval [0.001, 0.011] while the appropriate kp
part, is denoted as Jo,maxEV . With this value, one obtains a interval is maximized. By this, a kind of stability map for
relative error of the IQC analysis of the two controller parameters is created (see Fig. 9). This
Jo,maxIQC − Jo,maxEV
stability map shows controller parameter pairs (Ti , kp ) for
= 0.003. which stability is guaranteed. This parameter space can be
Jo,maxEV
taken to improve performance on real applications.
The same analysis is done with other single uncertain pa- The solid line obtained by the IQC analysis represents
rameters cg and dg . With the IQC analysis it is possible to the stability border, e.g. all pairs on or below this line (in a
prove stability due to these uncertain parameters for huge continuous manner) will result in a robustly stable system.
uncertainty intervals with an upper bound far beyond the For pairs above the line no statement can be made by the IQC
nominal value. Checking the eigenvalues of these systems, theory. This stability map provides assistance in choosing the
it turned out that even above the received bounds the system controller parameters to get a stable system.
remained stable. The IQC analysis with the above model is To verify this result the linear engine sided friction is
conservative due to numerical problems by solving the LMI replaced by a nonlinear friction ϕ̇e → τo
(4) with the default LMI solver of the MATLAB Robust 104
Control Toolbox, but only when the parameters are getting τo (t) = 350 · ϕ̇e (t) + ϕ̇e (t)
− 52,
1+e −280·
very huge.
within the sector constraints 350 [ Nradms
] and 160000
Nms
B. Multiple constant uncertain parameters [ rad ]. After that, the closed loop system is simulated for
several parameter pairs (Ti , kp ) with MATLAB and Dymola.
Motivated by the last results stability of the above systems
The results of these simulations are represented in Fig. 9 by
due to more than one uncertainty is studied. First, two
crosses and circles. The crosses denote that the appropriate
uncertain parameters Jo and cg were considered before
simulation discovered a stable system whereas the circles
finally all four parameters Jo , cg , dg and co were stated
stand for an unstable closed loop system.
as uncertain. The appropriate setup of the IQC analysis is
It can be seen that all simulations with parameter pairs
shown in Fig. 8. The potentially vector signals v1 till vn
below the solid line show stability of the related systems.
result from the procedure of III and are no more physically
This verifies the stability map. With Ti ≤ 0.003 s the
interpretable as the parameter itself.
simulations with kp below the solid line discovered stable
Using this setup and IQCβ stability for the nominal system
systems, where as all simulations above showed unstable
GP ID (jω, δ) and each combination of uncertain parameters
systems. That is, for Ti ≤ 0.003 s the IQC analysis meets the
is proved. With this kind of uncertainty the stability can be
real stability border with good accuracy. For Ti > 0.003 s
proven with the mu analysis [7], too. A comparison of the
one can see a big difference between the two stability
results with the IQC and the mu theory is not possible due
boundaries.
to different stability quantities (L2 gain and µ value).
D. Slowly time varying parameter
C. Controller robustness with nonlinearity
In the next analysis, Jo is stated as slowly time variant,
As a special case of the analysis with uncertain parameters, that is
the two PID-controller parameters Ti and kp were chosen as w(t) = ∆(t)v(t) (5)
constant uncertain parameters and a sector constraint on τo
8000
4000
Ddim(v1 ) (v1 )
2000
Mi (jω)
u y
0
Gi (jω, δ) 1 2 3 4 5 6 7 8 9 10 11
Ti [s] ×10−3
Fig. 8. Setup for a structured uncertainty. Fig. 9. Stability map for the PID controller.
820
where ∆(t) is a diagonal matrix of size nd with δ(t on the which has to be minimized. Each population consists of 30
main diagonal, where δ(t) = Jo is a scalar function which individuals. Tournament selection is used as selection scheme
satisfies |δ(t)| ≤ D and |δ̇(t)| ≤ d ∀ t and nd results from with a shuffling technique for choosing random pairs for
the procedure of III. mating. After 200 generations, the optimal design parameter
The following IQC formulation for slowly time varying
aopt = 4.5 40 510
parameters is taken from [2]
Z ∞
vext (t)
T 2
D K1 M1
vext (t)
obtained the minor improvement of the upper bound
wext (t) M1T −K1 wext (t)
dt ≥ 0 (6) |J˙o |max = 17.8 N m s. Choosing different optimization al-
0
Z ∞ T 2 gorithms, optimization parameters or an increased order of
y(t) d K2 M 2 y(t) the design parameter a hardly improved this upper bound of
dt ≥ 0 (7)
0 u(t) M2T −K1 u(t) |J˙o |. In [1] it is proven that under certain conditions quadratic
with positive symmetric K1 , K2 and skew symmetric M1 , stability and IQC stability is equivalent. Since the multipliers
M2 matrices. vext , wext , y and u are defined by are constant for pure slowly time variant parameters and
the uncertainty block has diagonal structure these conditions
y(t) z(t) + x(t)
vext (t) = wext (t) = are satisfied. As well-known the quadratic stability analysis
v(t) w(t)
of slowly linear parameter varying (LPV) systems will be
ẏ(t) = Ay(t) + Bv(t) y(0) = 0 (8) conservative, if a single quadratic Lyapunov functions is
ż(t) = Az(t) + Bw(t) z(0) = 0 (9) taken4 (see [9] and [3]).
ẋ(t) = Ax(t) + u(t) x(0) = 0 (10) VI. CONCLUSIONS
u(t) = δ̇(t)y(t) A comprehensive case study of the IQC stability analysis
−a1 1 ··· 1 of a two-mass-spring system model with a PID controller and
A= .. B= .. diverse types of uncertainties and combinations of them was
,
. . presented. To easily get IQC convenient systems a LFR based
−an 1 ··· 1 procedure was introduced. In conjunction with the chosen
(11) model the IQC stability analysis with constant parametric
where the size and values if the parameter a = [a1 . . . an ]T uncertainties obtained very low conservative results, where
has to be chosen. This IQC results from differentiation of (5) the analysis with time varying parameters seems to possess
in combination that 1s 3 is estimated by a transfer function more conservatism, in spite of the appropriate IQC design
with the poles a1 till an . parameter a was optimized and an extensive worst case op-
An adequate Jo interval is chosen while the upper bound timization was performed. As there is a relation to quadratic
of |J˙o | is maximized to |J˙o |max with bisection optimization. stability a plausible reason for the conservatism is given.
Unfortunately, it was not possible to prove stability for any
R EFERENCES
upper bound |J˙o | > 0 with the default parameter values of
the appropriate IQC from IQCβ. [1] A. Megretski and A. Rantzer, “Sytem analysis via integral quadratic
constraints,” IEEE Transactions on Automatic Control, vol. 42, no. 6,
With an manual adapted IQC design parameter a, which pp. 819–830, 1997.
sets up the IQC multiplier poles, finally stability of the [2] U. Jönsson, C. Kao, A. Megretski, and A. Rantzer, A Guide to IQCβ:
feedback loop could be proved with an upper bound of A MATLAB Toolbox for Robust Stability and Performance Analysis,
August 2004.
|J˙o |max = 8.6 N m s. By simulation with different Jo (t), [3] A. Helmersson, “Methods for robust gain scheduling,” Ph.D. disser-
the system only gets unstable for |J˙o | > 7003 N m s. This tation, Department of Electrical Engineering, Linköping University,
bound can be decreased to about 1200 N m s by worst case Schweden, 1995.
[4] J. Willems, “The least squares stationary optimal control and the
optimization with MOPS (see [8]) by taking a sinus and algebraic riccati equation,” IEEE Transactions on Automatic control,
triangular signal with the optimization parameters frequency, vol. 16(6), pp. 621–634, 1971.
amplitude and phase. The stability is analysed by an increas- [5] A. Helmersson, “An iqc-based stability criterion for systems with slowly
varying parameters,” Linköping University, Departement of Electrical
ing of the local maxima of two periods of the time signals Engineering, Tech. Rep., 1999.
after a long enough simulation time. Nearly the same bound [6] J.-F. Magni, User Manual of the Linear Fractional Representation
is achieved by taking twice of the resonance frequency of the Toolbox, System Control and Flight Dynamics Department, October
2005.
nominal closed loop system. Thus the real stability boundary [7] G. Balas, Robust Control Toolbox 3 (Usert’s Guide). The MathWorks,
is expected about this value. 2007.
Due to that, the IQC design parameter a is optimized. a [8] H. Joos, J. Bals, G. Looye, K. Schnepper, and A. Varga,
“A multi-objective optimisation-based software environment
is stated to be a vector of dimension three and a genetic for control systems design,” 2002. [Online]. Available:
algorithm of MOPS is used to find optimal values ai . The citeseer.ist.psu.edu/joos02multiobjective.html
quality function is chosen to [9] F. Wu, “Control of linear parameter varying systems,” Ph.D.
dissertation, University of California at Berkeley, 1995. [Online].
1 Available: www.mae.ncsu.edu/homepages/wu/paper/PhDthesis.ps
Ψ(a) = ,
˙
|Jo |max (a)
3s is the Laplace variable. 4P in (4) is constant, i.e. independent of the LTV parameters
821