Lecture 21: State Feedback and Output Feedback

State feedback and output feedback

) ( ) ( ) (
) ( ) ( ) 1 (
k Du k Cx k y
k u k x k x
+ =
+ = +


Objective: Design a state feedback controller
) ( ) ( k Lx k u =
or an
output feedback
u
such that the system achieves
required performance.
) ( ) ( k ly k =

Block diagrams of state feedback and output feedback





Effects of feedback on system poles

State feedback


) ( ) ( )) ( ( ) ( ) 1 ( k x L k Lx k x k x = + = +


Theorem: If the system is controllable, then we can find a state
feedback controller to put all the poles of the closed-loop system at
any desired positions.








Output feedback


) ( ) ( )) ( ( ) ( ) 1 ( k x lC k ly k x k x = + = +


In general, we cannot put all the poles of the closed-loop system at
desired positions. Why?

Example: Consider the sampled double-integrator plant


| | ) ( 0 1 ) (
) (
1
2 / 1
) (
1 0
1 1
) 1 (
k x k y
k u k x k x
=
(

+
|
|
.
|

\
|
= +

Design an output feedback controller to put one pole of the closed-
loop system at 0.5. What is the location of the other pole?



















Lecture 22: Pole Assignment with State Feedback

Simple examples: direct computation

Example: Consider the sampled double-integrator plant


| | ) ( 0 1 ) (
) (
1
2 / 1
) (
1 0
1 1
) 1 (
k x k y
k u k x k x
=
(

+
|
|
.
|

\
|
= +

Design a state feedback controller to put the poles of the closed-
loop system at and .
1
z
2
z














The general case

Design a state feedback controller
) ( ) ( k Lx k u =
for the system
) ( ) ( ) (
) ( ) ( ) 1 (
k Du k Cx k y
k u k x k x
+ =
+ = +

to put the closed-loop system poles at .
n
z z ,...
1

Step 1: Change the system into controllable canonical form
with state transformation }
~
,
~
{
1 ~
), ( ) (

= =
c c
w w T k Tx k z .

Step 2: Find the characteristic polynomial of the desired closed-
loop system

0 1
1
1 1
) ( ) ( p z p z p z z z z z
n
n
n
n
+ + + =

Step 3: Find the feedback
( )
n
l l L
~ ~ ~
1
=
from the equation

0 1
1
1
|
~ ~ ~
| p z p z p z L zI
n
n
n
+ + + = +

~
to get n j a p l
j j j
,..., 1 ,
1 1
= =

.

Step 4: The final feedback is obtained as

( )
1
1 1
1
~ ~
~

= =
c c n n c c
w w a p a p w w L L



Example: Repeat the sampled double-integrator example using the
general method.
















Lecture 23: Observers for Discrete-time Systems

The problem

Consider the system

) ( ) (
) ( ) ( ) 1 (
k Cx k y
k u k x k x
=
+ = +


we want to estimate ) 1 ( + k x
)
based on all the measurements up to
Let denote the estimate of
). (k y | 1 ( k k x + ) 1 ( + k x
based on
, then it is reasonable to have
)} 0 ( ),..., 1 y (k y ), ( { k y


( ) ) 1 | ( ) ( ) ( ) 1 | ( ) | 1 ( + + = + k k x C k y K k u k k x k k x


Meaning of the terms? The system above is called an observer.




How to find the K?

Let
) 1 | ( ) ( ) 1 | (
~
= k k x k x k k x
)
be the error between the true
and its estimate based on { (k x )} 0 ( ),..., 2 ( ), 1 ( y k y k y , then we
have


( ) ) 1 | (
~
) | 1 (
~
= + k k x KC k k x







To make as 0 ) | 1 (
~
+ k k x k
KC
, we need to design the K to
make the eigenvalues of inside the unit disk. The design
procedure is the same as the pole assignment algorithm given
before, with the replacement:

T
T
T
K L
C

Example: Design an observer for the sampled double-integrator
system with observer eigenvalues at 0.
























Lecture 24: Observer for Continuous-time Systems

The problem

Consider


Cx y
Bu Ax x
=
+ =

construct a system whose output converges to x, where the inputs
to this system are y and u. This system is called an observer.

The observer

Let the observer be


x y
Gu Ly x A x
o


=
+ + =

The goal is to determine such that . How to do it? G L A
o
, , x x













Example: Design an observer for the system


( )x y
u x x
0 1
1
0
3 0
2 0
=
|
|
.
|

\
|
+
|
|
.
|

\
|
=

Put the observer eigenvalues at 8.









Reduced-order observer

Let

( ) 0 , , ,
2
1
22 21
12 11
2
1
I C
B
B
B
A A
A A
A
x
x
x =
|
|
.
|

\
|
=
|
|
.
|

\
|
=
|
|
.
|

\
|
=

so is measureable. Our goal is to design an observer for .
1
x
2
x
The details are










Lecture 25: Output Feedback

The separation principle

Design a state feedback controller
Lx u =
as if the state x is
measureable, then design an observer and replace the x in the
controller by the output of the observer to get x L u = .

The resulting system is


( )
( ) ) 1 | (
~
) | 1 (
~
) 1 | (
~
) ( ) 1 (
= +
+ = +
k k x KC k k x
k k x L k x L k x


How to get it?









The block diagram of the overall system









Theorem: The closed-loop system applying the separation
principle is a 2n-order linear system, with n eigenvalues
determined in the design of the state feedback controller through L,
and the other n eigenvalues be the eigenvalues of the observer.


Summary of controller design for linear system (pole
assignment)

Step 1: For linear system


) ( ) (
) ( ) ( ) 1 (
k Cx k y
k u k x k x
=
+ = +


design state feedback controller gain L such that


) ( ) ( | |
1 n
z z L I = +


where are the desired poles of the closed-loop system.
n
z z ,...
1

Step 2: Design an observer


( ) ) 1 | ( ) ( ) ( ) 1 | ( ) | 1 ( + + = + k k x C k y K k u k k x k k x


and put the poles of the observer at desired positions.

Step 3: Connect the plant with the observer by the controller

) 1 | ( ) ( = k k x L k u






Lecture 26: Disturbance Rejection

Consider the system with disturbance acting on the states: v


w C v
w A w
Cx y
v Bu Ax x
w
w
=
=
=
+ + =

Let be the new states, then (
T
w x z = )


( ) ) ( 0 ) (
) (
0
) (
0
) 1 (
k z C k y
k u k z k z
w
xw
=
|
|
.
|

\
|

+
|
|
.
|

\
|

= +

Use the control law


) ( ) ( ) ( k w L k x L k u
w
=

with the observer



( ) ) ( ) ( ) (
0 ) (
) (
0 ) 1 (
) 1 (
k x C k y
K
K
k u
k w
k x
k w
k x
w w
xw

|
|
.
|

\
|
+
|
|
.
|

\
|

+
|
|
.
|

\
|
|
|
.
|

\
|

=
|
|
.
|

\
|
+
+

The whole closed-loop system is






Integral action (a special case)

Let , , , and v w = 1 =
w
=
xw
1 =
w
L , we have































Lecture 27: The Servo Problem

Regulator problem: make the states converge to zero.

Servo problem: make the output of the system follow a command
signal.

The simple case

Let be a command to be followed by the system output.
Consider the controller
c
u


) ( ) ( ) ( k u L k x L k u
c c
+ =

we have



















Adding a constant disturbance











Adding a reference model and feedforward generator






















Lecture 28: Optimal Control

Consider the system

)] ( ), ( [ ) 1 ( k u k x f k x = +
determine the control such that the cost function
) (k u

=
+ =
1
0
)] ( ), ( [ )] ( [
N
k
k u k x L N x S J
is minimized, where N is the final time point, and are
functions chosen by the control designer.
L S ,

Examples of and : S L


How to solve the problem: Dynamic Programming

Example (Basic idea of dynamic programming): Find the
shortest distance route from point a to point l in the following
figure:

8 d 2
b h
3 5 3 4
a e l
5 4 4 5
c j
6 6
f







Example: Consider the system

) ( ) ( ) 1 ( k u k x k x + = +
with . Find control such that the cost function
10 ) 0 ( = x ) 1 ( ), 0 ( u u

=
+ + =
1
0
2 2 2 2
)] ( ) ( [ ] 20 ) 2 ( [
k
k u k x x J
is minimized.