Oded Yaniv Auth. Quantitative Feedback Design of Linear and Nonlinear Control Systems

QUANTITATIVE FEEDBACK DESIGN
OF LINEAR AND NONLINEAR

CONTROL SYSTEMS
THE KLUWER INTERNATIONAL SERIES IN ENGINEERING
AND COMPUTER SCIENCE
QUANTITATIVE FEEDBACK DESIGN
OF LINEAR AND NONLINEAR
CONTROL SYSTEMS
ODEDYANIV
Faculty of Engineering, Tel Aviv University, Israel
Foreword by:
Isaac Horowitz
"
~.
Springer Science+Business Media, LLC

Library <lf Congress Cataloging-iJt-Publicatiorl Data
Yaniv, Oded,
Quantitative feedback design Df linear and nonlinear control
systems 1 Oded Yaniv ; foreword by Isaac Horowitz.
p cm. -- (Kluwer international sedes in engineering and
computer science ; SECS 509)
Includes bibliDgraphical references.
ISBN 978-1-4419-5089-5 ISBN 978-1-4757-6331-7 (eBook)
DOI 10.1007/978-1-4757-6331-7
1. feedback control systems. 1. Title. Il. Series.
TJ216.Y36 1999 99-27956
629. 8' 3--dc2l CIP
Copyright 1999 by Springer Science+Business Media New York

Originally pub1ished by Kluwer Academic Pub1ishers in 1999
Softcover reprint of the hardcover 1st edition 1999
AII rights reserved. No part of this publication may be reproduced, stored in a
retrieval system or transmitted in any form or by any means, mechanica1, photo-
copying, recording, or otherwise, without ihe pror writien permission of the
publisher, Springer Science+Business Media, LLC.
Printed on acid-free paper,

NOTE TO READER
The software for all the examples, in the form of Matlab script files, is
available at http://www.eng.tau.ac.il/~yaniv.
FOR Michal and Yotam
Contents
Foreword xv
Preface xvii
Acknow ledgments xix
Abbreviations Notation and Symbols xxi
1. INTRODUCTION 1
1. Basic Components of Feedback Controlled Systems 1
2. Why Embed a Plant in a Feedback System? 2
3. The Design Process of Feedback Control Systems 4
4. Book Outline 9
Part I LINEAR SYSTEMS

2. BASICS OF SISO FEEDBACK CONTROLLED SYSTEMS 15
1. Introduction 15
2. Basic Frequency Domain Characteristics 15
2.1 Relative Stability, Cross-Over Frequency and Bandwidth 16
2.2 Conditionally Stable Systems 17
2.3 High Frequency Gain 18
2.4 Stability Analysis Using Nichols Charts 20
2.4.1 Continuous Systems 21
2.4.2 Discrete Time Systems 22
2.4.3 Some Remarks About the Nyquist Plot 25
3. Closed Loop Specifications 25
3.1 t-Domain Specification 26
3.2 w-Domain Specification 27
3.3 Translation of Specifications From t-Domain to w-
Domain 29
3.3.1 Model Based Technique 30
3.3.2 Krishnan and Cruickshanks' Technique 33
4. Performance Limitations of NMP or Unstable Systems 34
4.1 Stable Plants 35
4.1.1 Extension to Several RHP Zeros and/or Delay 37
x QUANTITATIVE FEEDBACK DESIGN
4.1.2 Comparison to Loop Transmissions Which

Violate Assumption 2.1 40
4.2 Unstable Plants 42
4.2.1 Unstable Plants With a Single RHP Pole 43
4.2.2 An Example and Limitations 46
4.2.3 Extension to Several RHP Poles 47
5. Loop Shaping 49
6. Summary 55
7. Exercises 56
8. Notes and References 57
3. SYNTHESIS OF LTI CONTROLLERS FOR MISO LTI PLANTS 59
1. Introduction 59
2. One DOF System 59
2.1 Sensitivity Reduction Problem 61
2.2 Bound Calculations 62
2.3 Control Effort Problem 64
2.4 Examples 65
3. Two DOF Systems 73
3.1 Bound Calculations 75
3.1.1 Bound Calculations With The Aid of Plant
Templates 75
3.1.2 Bound Calculations Using a Closed Form
Algorithm 78
3.2 An Example 80
4. Extension to NMP Plants 81
5. Extension to Sampled Data Systems 85
6. Summary 88
7. Exercises 88
4. SYNTHESIS OF LTI CONTROLLERS FOR MIMO LTI PLANTS 93
1. Synthesis of One DOF Feedback Systems 94
1.1 2 x 2 Plants and Disturbances at the Plant's Inputs 95
1.2 2 x 2 Plants and Disturbances at the Plant's Outputs 113
1.3 n x n Plants and Disturbances at the Plants' Inputs 125
1.4 n x n Plants and Disturbances at the Plants' Outputs 134
1.5 Design Improvements by Iteration 135
1.6 Shortcuts in Low Frequency Bound Calculations 137
2. Synthesis of Two DOF Feedback Systems 137
2.1 2 x 2 Plants 139
2.2 n x n Plants 148
2.3 Model Matching Specifications 157
2.4 Shortcuts in Low Frequency Bound Calculations 158
3. Synthesis for Margins at the Plants' Outputs 160
3.1 2 x 2 Plants and Diagonal Controllers 163
3.2 n x n Plants and Diagonal Controllers 170
Contents xi
4. Synthesis for Margins at the Plants' Inputs 180

5. Synthesis of Non-diagonal Controllers for n x m Plants 186
6. Synthesis for Minimum Phase Diagonal Elements 194
6.1 2 x 2 Plants 196
7. Synthesis for the General Control Problem Using LFT Notation 205
7.1 Some Special Cases 206
7.2 Statement of the Problem 208
7.3 Development of the Design Equations 209
7.3.1 Special Cases 210
7.4 A Design Procedure For The Stated Problems 211
8. Sensitivity Reduction Limitations and Tradeoffs in NMP Feedback
Systems 212
8.1 SISO Plants 214
8.2 MIMO Plants 217
8.3 Sensitivity Reduction Limitations For a Single Row of
S 217
8.4 Sensitivity Reduction Limitations For Several Rows of
S 222
8.5 Necessary Conditions 225
8.6 A Design Example 227
9. Exercises 230
10. Appendix A 237
11. Appendix B 238
12. Appendix C 239
13. AppendixD 239
14. Appendix E 239
15. Summary 240
Part II NONLINEAR SYSTEMS

5. SYNTHESIS OF LTI CONTROLLERS FOR NONLINEAR SISO
PLANTS 247
1. Synthesis for Tracking Specifications 247
1.1 The Schauder Technique 250
1.2 G.ui~eli~es for the Choice of PN,y, dN,y and Theoretical
Limitatlons 253
1.2.1 How to choose the pairs PN,y, dN,y 253
1.2.2 Some Theoretical Limitations 256
1.3 The Homotopic Invariance Technique 258
1.4 An Example 261
1.4.1 Implementation of the Design Procedure -
A Four-Step Process 261
2. Synthesis for Zeroing the Plant Output 264
xu QUANTITATIVE FEEDBACK DESIGN
2.2 G.ui~eli!1es for the Choice of PN,y, dN,y and Theoretical

LImItatIOns 270
2.2.1 How to choose the pairs PN,y, dN,y 270
2.2.2 Some Theoretical Limitations 274
2.4 An Example 276
2.4.1 Implementation of the Design Procedure - a
Two-Step Process 276
3. Appendix A 278
4. Summary 280
6. SYNTHESIS OF LTV CONTROLLERS FOR NONLINEAR SISO
PLANTS 281
1. Statement of the Problem 281
2. The Design Procedure 283
2.1 Guidelines for the Choice of PN,y, dN,y and the Time
Slices 284
3. An Example 286
3.1 Statement of the Problem 286
3.2 Single Time Slice Design 288
3.3 The Two Consecutive Time Slices Design 290
3.3.1 Design on the First Time Slice 290
3.3.2 Design on the Second Time Slice 292
3.4 Comparisons and Discussion 293
4. Summary 294
7. SYNTHESIS OF LTI CONTROLLERS FOR NONLINEAR MIMO
PLANTS 295
1. Synthesis for Tracking Specifications 295
1.2 Guidelines for Choosing of PN,y, dN,y and Remarks 305
1.4 An Example 310
2. Synthesis for Zeroing the Plant Outputs 314
2.2 Guidelines for Choosing PN,y, dN,y and Remarks 319
2.4 An example 323
3. Synthesis of the MIMO LTI Problem 326
3.1 2 x 2 plants 328
3.1.1 A design Procedure With Less Stringent High
Frequency Conditions 331
3.1.2 A Third Design Procedure 332
3.2.1 A Design Procedure With Less Stringent
High Frequency Conditions 334
3.2.2 A Third Design Procedure 336
Contents Xlll
4. Rational TF Approximations From Input Output Data 337

4.1 SISO Systems 338
4.2 MIMO systems 339
5. Summary 341
8. SYNTHESIS OF LTV CONTROLLERS FOR NONLINEAR MIMO
PLANTS 343
1. Statement of the Problem 343
2. The Design Procedure 344
2.1 Guidelines for the Choice of PN,y, dN,y and Time
Slices 346
3. An Example 347
4. Notes 354
Index 367
Foreword
This book is a very welcome, valuable addition to the Feedback Control

literature in general, and especially to its practical, Engineering part. There are
so few books devoted to genuine, practical Feedback Control design. There
is a great need for many more such books, in order to hopefully overcome
the huge gap between much of Engineering Control Academia and Industry, if
only for appreciation of the tremendous power of the simplest kind of feedback
compensation, when it is properly understood and quantitatively formulated.
It is also very important that such books be written by active designers, whose
elbows have been deep in detailed designs and their practical implementation.
We are satiated with superficial review books. It is natural that such a variety
of research-oriented practical designers will present a variety of approaches,
insights - each his own special techniques and short cuts. This is a boon to
the genuine student and design engineer, enhancing his perspective and design
tools.
There are very few self-contained books dealing with the theory and practice
of Quantitative Feedback Theory. This book is one of the only two that are
available. Control engineers will find in this book many-detailed examples,
which can be easily applied to many industrial applications, from Robotics to
Flight control to Ecology.
This book presents feedback synthesis for single-input single-output and
multi-input multi-output linear time invariant and nonlinear plants, based on
the QFT method. It includes design details and graphs which do not appear
in the literature. These will enable engineers and researchers understand QFT
in great depth. Many examples are presented, to help the serious reader to
understand and apply the extremely powerful design techniques.
Professor Oded Yaniv has extensive, highly successful practical design ex-
perience. He has solved practical, extremely challenging problems which were
given up as hopeless. In addition he is a leading researcher in this highly im-
portant, but academia - mutilated subject. The Control community is indebted
XVI QUANTITATIVE FEEDBACK DESIGN
to him for this sorely needed book. It is hoped that they will take advantage of
this gift.
Isaac Horowitz
Dec. 1998
Preface
This book presents practical techniques for designing CONTROL systems

for linear and nonlinear plants based on "Quantitative Feedback Theory" (QFT),
whose origins can be traced back to I. Horowitz (1959). The QFT is a frequency
domain method based on two observations: (i) feedback is needed to achieve
a desired plant output response in the presence of plant uncertainty and/or
unknown disturbances; and (U) a controller which produces less control effort
is preferred, that is, a controller whose bandwidth is smaller is preferable.
The QFT is quantitative in the sense that it synthesizes a controller for the
exact amount of plant uncertainty, disturbances and required specifications.
One additional very attractive property of the QFT technique is the fact that
"narrow" bandwidth controllers result as compared to designs which assume
special structures for plant uncertainties, disturbances and specifications such
as norm-bounded uncertainties etc.
This book is about feedback synthesis for single-input single-output (SISO),
multi-input single-output (MISO) and mUlti-input multi-output (MIMO) linear
time invariant and nonlinear plants, by the QFT method. It includes design
details which do not appear in the literature, and thus can help engineers and
researchers understand QFT in greater depth. Many examples are presented,
so that the reader can study them and acquire the experience and understanding
of the design techniques involved. In particular each MIMO technique is first
explained for the simple two-input two-output case, and then extended to the
general multi-input multi-output case.
Local linearization is most often used to design feedback around nonlinear
plants. The QFT techniques are suitable for feedback design around the locally
linearized model because the design takes into account the exact uncertainty
without inducing over-design. However this technique may not be suitable
for systems whose operating point changes rapidly. One design method which
overcomes this difficulty and is presented in this book is the global linearization
approach which is based on functional analysis theory. The reader who is
XVlll QUANTITATIVE FEEDBACK DESIGN
unfamiliar with this branch of mathematics may skip the proofs, since a good
understanding of Linear Systems Theory is really all that is required in order
to understand the material presented in this book.
This book can be used as a text in any course on control system design at both
the graduate and undergraduate levels. The prerequisites are a course in clas-
sical linear systems, minimal understanding of sampled data systems and the
z-transform (only for section 5.), and an introductory course in c1assicallinear
control theory. Some functional analysis is needed for the nonlinear techniques
but these can be explained and applied without understanding the underlying
mathematical theory. Engineers are highly encouraged to use this book to ap-
ply QFT to industrial applications; the techniques are not only quantitative but
also offer the following two important properties for practical feedback design
(i) insight into tradeoffs among various considerations such as: solution com-
plexity, amount of uncertainty, specifications, amount of scheduling, sampling
rate, and cost of feedback; and (ii) no need for a model in state-space form or
any other form, since the QFT techniques can be applied to the measured plant
responses at a dense set of frequencies. Property (ii) enables us to extend QFT
to many nonlinear plants. Researchers in control systems are encouraged to
use this book in order to gain insight into synthesis of feedback systems based
on the QFT methodology, compare their design results with that of QFT, and
assess and improve their design results where applicable.
All of the examples where implemented using Matlab version 5.3, the
script files can be found at the following Web site: http://www.eng.tau.ac.il/yaniv.
ODED YANIV
Acknowledgments
It is a pleasure for me to acknowledge several individuals who have helped

me throughout the years. The first is Prof. Isaac Horowitz who was my Ph.D
supervisor and as such taught me QFT. Prof. C.H. Houpis hosted me sev-
eral times at the Air-force institute of technology (AFIT), Dayton Ohio, and
encouraged me to develop QFT software and the extension of the Golubev
identification algorithm to MIMO systems. Prof. Yossi Chait and I have been
working together for the last 10 years and along with Craig Borghesani we
developed the QFT toolbox. Dr. Yahali Theodor has shared his extensive prac-
tical experience with me in the form of many long discussions and I've enjoyed
numerous stimulating discussions with my colleague Dr. Per-Olof Gutmann.
Dr. Marcel Sidi and I cooperated on the topic of bandwidth limitations of non
minimum-phase SISO systems. Special appreciation is due to Igor Chipovet-
sky for preparation of many of the LTI MIMO examples, to Ronen Boneh for
preparation of the SISO LTV example and to Haim Weiss from Rafael, Israel,
for his contribution to section 1.3. To Arik Dickman whose excellent insight
into industrial control problems he shared with me during our cooperative years
in the control industry. My final word of acknowledgment goes to Aron Pila
of IMI (Israel Military Industries - Advanced Systems Division) who did an
outstanding job of reviewing the manuscript, improving its presentation and
generating some of the plots and figures. His contribution is deeply appreciated.
Abbreviations Notation and Symbols
Abbreviations
DOF - Degree-Of-Freedom
LHP - Left-Half-Plane
LFT - Linear Fractional Transformation
LTI - Linear-Time-Invariant
LTV - Linear-Time-Varying
MIMO - Multi-Input-Multi-Output
MTF - Matrix Transfer Function
MP - Minimum-Phase
NL - Non-Linear
NMP - Non-Minimum-Phase
QFT - Quantitative Feedback Theory
RHP - Right-Half-Plane
SISO - SingJe-Input-Single-Output
SIMO - Single-Input-Multi-Output
MISO - Multi-Input-Single-Output
TF - Transfer Function
ZOH - Zero-Order-Hold
Notation
Capital or lower case non-bold italic letters denote SISO TF's, for example
P, G, F,g, f.
Signals and their Laplace transforms are denoted by the same italic Jetter. In
order to avoid confusion, 's', 'jw' or 't' are added as arguments whenever
necessary, for example r, r(t), r(s), r(jw).
The capital letter 'P' , in all its forms, is reserved for the plant: P, P k> P,
Pk> PN,y, P N,y
For LTI plants, in order to avoid confusion, 's', 'jw' or 't' are added as
arguments whenever necessary, for example P(s), P(jw), P(s), P(jw).
Bold capital letters stand for matrices; the same non-bold lower-case letters
stand for its entries: M = [mij].
XXll QUANTITATIVE FEEDBACK DESIGN
Bold lower-case letters stand for vectors; the same non-bold lower-case
letters stand for its entries: v = [Vi], v = [VI, ... , Vn], v = [VI, ... , Vn]T.
MIMO plant inverses p-I have entries: p-I = [nij].
Sets are denoted by parenthesis { }, for example {P} is a set of plants P.
Matrix and vector inequalities, for example A ~ B, means element by

element inequality.
The notation PN,y (P N,y), means that the plant, P (P), is a function of N
and y (N and y).
The notation dN,y (dN,y), means that the disturbance, d (d), is a function
of Nand y (N and y).
diag(gl' ... , gn) denotes a square n x n matrix (or MTF) whose diagonal ii
element is gi and all other elements are zeros.
Symbols
H2 - The Hardy space of all complex valued functions F (s) which are
analytic in the open right half plane and which satisfy the condition
[suP~>a 2~ I~oo F(~ + jw)dw] < 00
Hoo - The Hardy space of all complex-valued functions F(s) which are
analytic and bounded in the open right half plane, Re s > O. Bounded
means that there is a real number b such that I F(s) 1< b, Re s > O.
The least such bound b is the Hoo norm of F denoted by II F 1100 .
Equivalently II F 1100= sup{1 F(s) I: Re s > o}. By the maximum
Modulus Theorem, the open right half plane can be replaced by the
imaginary axis and thus II F 1100= sUPw{1 F(jw) I: w E R}.
L2 - The Hilbert space of all measurable functions f : R+ -+ R
Ia
with the property that oo II f (t) 112 dt < 00, and where the inner
product is defined as the square of the norm, that is
Ia
< f, f >= oo II f(t) 112 dt, while II . II signifies the Euclidean norm.
L~ x n _ The set of k x n matrices whose elements are in L 2 .
L} - The Hilbert space of all measurable functions f : R+ -+ R with the

f(t) 0 < t < T .
property that h E L2 where h = { 0 t >-T - for all fillIte T.
XXlll
RHocF The subset of Hoo consisting of real-rational functions.

FE RHoo if and only if F is proper <I F(oo) 1 is finite) and stable
i.e. F has no poles in the closed right half plane, Re s 2: o.
RkxnHoo
- The set of k x n matrices whose elements are in RHoo.
RH2 - The subset of H2 consisting of real-rational functions.

F E RH2 if and only if F is stable and strictly proper.
RkxnH2
- The set of k x n matrices whose elements are in RH2
R - The set of real numbers.
R+ - The set of non negative real numbers.
R kxn - The set of k x n matrices whose elements are in R.

Chapter 1
INTRODUCTION
1. BASIC COMPONENTS OF FEEDBACK

CONTROLLED SYSTEMS
The system under consideration is shown in block diagram form in Fig. 1.1.
P denotes a given system, usually called the plant, whose output is y and
whose inputs are the controller output u and disturbance d (for example P is
the model of an airplane whose output is its flight path, y, due to its control
surface variations, u, and wind disturbances d). Fr is an external command.
G is the controller whose tasks, as will be shown in the next section are (i)
reduction of the plant output response, y, to disturbance d; and (ii) reduction
of the response variation, y, from the desired output, if the plant deviates from
its assumed model P. H models the sensor which measures the plant output y,
and in general is a good approximation to the plant output, y. Noise n, which
is not correlated to y, is added to the measurement Hy. Mathematically the
system is described by the following equations:
y Pu+Pdd,
u G (Fr - Hy + n) .
A plant embedded in this structure is called a feedback controlled system (or
simply afeedback system). If all the components of the feedback system G,
P and Hare LTI then using Laplace transform representation and the notation
L = PGH, we have:
y [I + Lr 1 [PGFr + PGn + P ddj (1.1)

u [I + GHPr 1 [GFr + Gn - GHP ddj
p- 1 [I + Lr 1 P [GFr + Gn - GHPddj. (1.2)
1
O. Yaniv, Quantitative Feedback Design of Linear and Nonlinear Control Systems

Springer Science+Business Media New York 1999
2 QUANTITATIVE FEEDBACK DESIGN
d ...
Pd
n
'W ~
... + e
-
u Y
~ F G ~ P ....
+""
-
~
H -
Figure 1.1. A feedback system
It is the plant output we want to control, hence the question: What are the
benefits of embedding a plant in a feedback structure, that is, U = u(r, y), as
opposed to controlling the plant output without using y, that is, u = u(r)?
This question is now answered.
2. WHY EMBED A PLANT IN A FEEDBACK SYSTEM?

Given a plant, p, whose output, y, due to input, u, and disturbance, d, is
Y = Pu+d.
Our goal is to achieve a desired output, Y, via input u. A desired output, Yr,
can be achieved using the input
u r = P-1(Yr - d),
which does not use the measured output y. In this case we say that the system
operates in open loop. This solution may not be applicable because of the
following reasons:
1. The plant model is not known exactly, that is, it is an unknown member of
a set {P} and therefore U r which depends on p- 1 may not be generated
accurately enough.
2. The disturbance d is not known or partially known, that is, it is an unknown

member of a set {d}, therefore as above U r may not be generated accurately
enough.
3. Even if P and d are exactly known, p-l(Yr - d) may not be a bounded

signal, it may not even be causal if P includes pure delay.
Introduction 3
By embedding a plant in a feedback structure it is possible to bypass the above

difficulties and thus achieve desired outputs to a very high degree of accuracy.
This is easily explained for the case where the plant, P, controller, G, and
sensor, H, are LTI, as follows: Substituting Hy r = Fr in equation (1.1) and
assuming n == 0 I yields:
y(jw) = [I + LJ- 1 PGHYr + [I + Lr 1 d G--==--r Yr(jw). (1.3)
Therefore if the controller is strong 2 enough over a wide frequency range, the
desired output is achieved. The reasons for using feedback arise when the
assumptions for open loop control are not valid, that is:
1. The plant model is not known exactly;
2. the disturbances d are not known or partially known;
3. p-l (Yr - d) is an unbounded signal, if P is LTI it is equivalent to the

condition that p- 1 has RHP poles; and
4. the feedback is inherent to the system structure, it happens when the sensor
reads the error (e in Fig. 1.1), rather then the output y; as in tracking radars
where the sensor reads the deviation of the target from the line-of-sight.
There are serious drawbacks, however, if the amplitude of the controller, G, is

too large (in the sense that the amplitudes of several of its entries are too large
on some range of frequencies), for example:
The sensor noise and/or the disturbance response at the plant input may
saturate the plant input and may result in loss of system stability. Practical
plants have input limits which means, for simplicity, that the plant input or
actuator output Ui(t) = Uo if Ui(t) > Uo and Ui(t) = -Uo if Ui(t) < -Uo;
the sensor noise response at the plant output may be too large;
if the plant has a pure delay and/or NMP and/or the controller is digital,
the controller cannot be too strong (theoretical limitations discussed in
section 4.);
due to unknown high frequency plant dynamics and/or high frequency

problematic dynamics (for example highly under-damped resonances), the
I The next equation is valid under the conditions that G -+ 00 implies L - I (jw) -+ 01 and
[I + LJ- 1 PGH -+ 1
2For SISO controllers we say that Gdjw) is stronger (or larger) than G2(jW) if ILdjw)1 > 1 and
the amplitude of (h (jw) is greater than the amplitude of G 2 (jw). If the controller is MIMO. we can
qualitatively say that a stronger (larger) controller is one for which sensitivity reduction is better.
controller must be small enough above certain frequencies, thus limiting

the controller strength as in case of NMP plants;
stronger controllers force the actuators producing the plant input to move
faster and with larger amplitudes, which may decrease the life-time of the
actuators and may also produce larger friction with the surroundings.
Due to these drawbacks we shall always seek a controller (and filter) which
satisfy the desired specifications but produce small plant inputs u. The plant
input is called the control effort.
3. THE DESIGN PROCESS OF FEEDBACK CONTROL

SYSTEMS
Any feedback controlled system must include the plant to be controlled, as
well as its sensors, a controller and the actuators which drive the plant. A
schematic description of a typical system and its signals is depicted in Fig. 1.2.
External External
command disturbances ,~
output to be
controlled
-
-
Uact u sys '"
Controller Actuator -
'" Plant Measu!ed
data
,~
Sensor
...- +
-
~
Sensor -
nOlse
Figure 1.2. A simplified feedback system
While undertaking the design of a feedback system, the control engineer

should consider many issues, even before purchasing a single component.
These include a variety of topics such as: choice of the system structure and
components, modelling the plant, choice of sensors and actuators including
their location, mechanical design, hardware and software issues, control design
and simulation, and making adequate provisions (hardware and software) for
testing. A recommended feedback control design process is described schemat-
ically in the flow chart of Fig. 1.3 followed by a detailed explanation of each
of its blocks.
Introduction 5
Block description
of system
relax
improve
Simulation
Fabrication
Figure 1.3. A feedback control design process, see also Friedland (1996)
The first phase is to perfonn a block description of the system, which should
include:
l. Block diagram of the system.
2. Characterization of its subsystems.
3. Definition of the physical variables to be controlled.
The second phase consists of a determination of the performance objectives of

the system and should deal with the following:
1. A statement of the goals of the feedback system such as tracking (servo),

regulation, or both.
2. A decision as to the closed loop specifications, which may include distur-
bance rejection specs, tracking accuracy, system type, rise times, settling
times, step response overshoots, minimum damping ratios of the closed loop
poles, minimum gain and phase margins, maximum limit cycle amplitudes,
etc.
3. A summary of any outstanding non technical items such as pricing, customer

demands, cost/performance ratio, weight, reliability, etc.
4. In many applications, the mechanical design of the plant should be as rigid as

possible and guided by the control engineer. A basic rule of thumb is that the
plant's lowest resonance frequency should be at least twice the OdB crossing
frequency of the open-loop gain (determined by the specs). Parameters such
as friction and backlash should be minimized if possible. It is good practice
not to let the control engineer solve problems that could be solved by the
mechanical designer, since the control based solution will usually be at the
expense of other equally important criteria. The performance objectives
should therefore include damping ratio and resonance limitations of the
system.
5. It is possible that a relaxation of the performance specifications will be pos-
sible as a result of simulation studies (including Monte-Carlo simulations).
In the third phase the control hardware is specified in conformity with the
following requirements, which may depend on the choice of the system con-
figuration, see first item in the control design phase:
1. Sensor selection - inertial units such as gyros, non-inertial types such as
tachometers, resolvers, cameras, etc., all of which should be chosen in
accordance with the environment in which the plant must operate and the
required performance of the closed loop system.
2. Choice of sensor location - for mechanical systems, in general, at the most

rigid point of the plant to avoid additional highly underdamped complex
poles and zeros, due to a non-collocated configuration.
3. Selection of the required actuators, including their precise location within
the system - choice of actuators should usually consider the moments (in
case of mechanical systems) that could be developed (these depend on the
disturbances, commands and bandwidth), the required valve sizes and types
in the case of process control, the supply voltages and currents and the power
dissipation that is converted to heat and affects the temperature conditions
of the entire system.
Introduction 7
4. If digitally interfaced sensors are used, the number of bits should be chosen
according to the required dynamic range and accuracy. Components such
as AI D's and D I A's should be chosen so that the required dynamic range
and accuracy are not degraded.
5. If a digital controller is implemented with a fixed point processor, a minimal

word length should be chosen such that sufficient accuracy is maintained,
unless a floating point processor is used.
6. The processing speed of a CPU (usually DSP) should be sufficiently fast

so that all required computations are performed within the minimal sam-
pling interval or at the maximum sampling frequency. Sampling frequency
between 5-10 times the -3dB crossing frequency of the closed loop gain
response, or small enough to enable digital filtering of high frequencies
and/or high modes is usually a good selection.
7. Analog components should be chosen with sufficient bandwidth and mini-

mal offset and distortion (especially if the first in the forward chain of the
loop).
8. Care should be taken, to include test points, status reporting and the capa-
bility to check different blocks in the control system and modify internal
parameters from the outside.
9. It is possible that a change in the choice of control hardware will be needed

as a result of the simulation phase.
The fourth phase involves the development of a truth model and a design model
of the system which should include
1. Detailed mathematical modelling of the plant, including nonlinear elements,

to be used for evaluating the feedback system performance by simulations.
In many applications the model will depend on experiments.
2. Choice of a simplified model of the plant for control design, most likely
linear time invariant or linear time invariant with modelling uncertainties. It
is very important that the design model be comprehensive enough to include
all of the dominant effects to allow for a reliable design, while remaining
simple enough for the design procedure to proceed smoothly.
3. Modelling of the chosen sensors and actuators including their noise spectra,
drifts and nonlinearities.
4. Estimation of the exogenous disturbance models, spectra or signals which

act on the system.
5. Estimation of the degree of modelling uncertainty in the plant, sensors and

actuators.
The fifth phase is the control design, that is, design of the feedback control
algorithm, and should consist of:
1. Choice of the feedback configuration in the form of a one, two, or higher

degrees of freedom structure, such as a cascade structure (for example an
outer position loop aided by an inner velocity loop for improved closed
loop damping), which is superior, in many applications (for instance in
flight control), to the standard one or two degrees of freedom scheme.
2. Digital component structures (direct, parallel, etc.) should be considered

to minimize limit cycles, computation noise, etc. and increase robustness
(due to coefficient quantization).
3. For computer controlled systems the determination of the required sampling

rates must be made.
4. Design of the controllers and feed-forward signals. This may include:

partitioning of the system into subsystems by decoupling, it is recommended
designing each subsystem separately with the simplest possible controllers,
if the system can be decoupled adequately; choice of a hierarchical structure
(loops within loops); use of the separation principle, if possible or needed, to
design full state feedback low and an observer; using scheduling, nonlinear
and adaptation algorithm; etc.
The sixth and final phase is to perform simulations and iteration on the previous
phases. This is a key tool for evaluating system performance (before equipment
purchase) and should include:
1. Simulation of the complete linear and nonlinear closed loop system.
2. Based on the simulation results: (1) improve the design, and if necessary add
scheduling and/or adaptation and/or nonlinear control element; (ii) decide
upon the required modifications in order to evaluate tradeoffs amongst the
hardware components and the chosen performance objectives (bandwidth,
closed loop performance, expected amplitudes of possible limit cycles, etc).
When a system already exists at the hardware level, the control engineer may
be called upon to perform the following testing tasks:
1. Identify the plant, sensors and actutators, which may include pure delays,
linear time invariant models (which may depend on the input level), non-
linear elements such as dead-zone, friction, saturation, etc.
2. Modify the estimated model to fit the measured model.

Introduction 9
3. Redesign the controller and simulate the overall system to assess the ex-
pected closed loop performance. If the controller includes a nonlinear
algorithm, this is the opportunity to improve its parameters.
4. Test the final integrated hardware and software system.
Note that it might be impossible or too expensive to perform experiments with
all of the actual hardware. For example, in the design process of a missile
system, the missile seeker is placed on a multi axis table which is driven by
full six-degree-of-freedom aerodynamic simulations. In this way it is possible
to increase the confidence level of the system's simulation and save expensive
firings.
While performing all of the above-mentioned steps might seem complicated
and require much knowhow, in most applications previous knowledge of similar
systems or older versions of the same system provides answers to the major
items listed above. For more about the challenges of the process of feedback
control system design and an example, see Friedland (1996).
4. BOOK OUTLINE
This book deals with synthesis of feedback for uncertain plants by the quan-
titative feedback theory (QFT). The QFT design technique emphasizes that
feedback is necessary to achieve desired closed loop specifications (in the
form of tolerances), in spite of plant uncertainty and/or unknown disturbances,
while trying to minimize the control effort. The plants can be single-input
single-output (SISO), mUlti-input single-output (MISO), multi-input multi-
output (MIMO), linear time invariant (LTI) or nonlinear; the synthesized con-
trollers are LTI or linear time varying (LTV); the plant can be given by a model
(or a set of models if it is uncertain) or by its measured transfer function (TF)
at a dense enough set of frequencies. The synthesis techniques presented are
suitable for continuous as well as discrete controllers and plants. The plant can
include pure delay.
Chapter 2: presents the basic properties of SISO feedback systems without

considering robustness issues. First the notion of gain margin, phase margin,
bandwidth and cross-over frequencies are discussed. Then it is explained why
it is so important to decrease the controller bandwidth and in this regard the
high-frequency-gain is defined.
A controller is designed to comply with the desired closed loop specifica-
tions, and time domain as well as frequency domain specifications are defined.
Although there is no one to one translation from the time domain specifications
to the frequency domain specifications, two efficient algorithms are proposed.
The benefits of feedback for non-minimum-phase (NMP) open loop systems
are limited in the sense that their bandwidth has an upper limit, the same is true
if the open loop is unstable but the bandwidth has a lower limit. Equations and
graphs which relates these limitations, as a function of margins and cross-over
frequencies are given.
Finally a section is devoted to helping the reader gain skills in loop shaping,
via examples and exercises.
Chapter 3: details the QFT design technique for SISO and MISO systems.
The important features of this approach are: (i) it is robust to the exact amount
of plant uncertainty; (ii) it tailors the closed loop precisely to the specifications
which are given at each frequency; and (iii) the technique is graphically based
therefore allowing for insight into tradeoffs amongst design parameters such
as complexity, scheduling, amount of uncertainty, sampling time, margins and
bandwidth. As a result, the method allows the designer to come up with low
bandwidth designs.
The design technique is developed separately for one and two degree-of-
freedom systems, and detailed algorithms for computing bounds are given.
Then it is extended to sampled-data systems and NMP plants, and a detailed
explanation of the NMP phenomenon is provided.
Chapter 4: extends the QFT technique to the design of controllers for MIMO
fixed or highly uncertain plants, in order to achieve desired closed loop spec-
ifications. The basic idea is to break the design process down into a series of
stages. Each stage of this sequential process is a simplified SISO or MISO
feedback problem which can be solved by the techniques presented in Chap-
ter 2. A solution to the original problem is then simply a combination of the
solutions obtained at each stage.
The types of closed loop specifications considered here are given in the
frequency domain and include: disturbance rejection, reference tracking, gain
and phase margins, control effort and design for diagonal minimum-phase
elements of the tracking MTF. The plants considered can be stable, unstable,
NMP, NMP and unstable, or given by measured data. The benefits of NMP
plants are restricted; these restrictions are discussed with reference both to
SISO and MIMO systems. Finally it is shown how to square plants with more
inputs than outputs such that the splitting of the control action will be within
specified tolerances.
Section 8. is optional and was included as a theoretical complement to the
less theoretically oriented sections of chapter 4. It was felt that its inclusion
would supply an appropriate mathematical backdrop for researchers interested
in NMP systems and could provide a convenient point of departure for further
research into this subject.
Chapter 5: presents the QFT technique for the design of LTI controller and
Introduction 11
feed-forward command, for uncertain nonlinear plants, in order to achieve

closed loop specifications on a finite or infinite time interval. Two types
of problems are considered: (i) Tracking with given initial conditions; and
(ii) zeroing the plant output for non-zero initial conditions. The addition of
disturbance attenuation to each of these problems is a trivial extension.
The proposed techniques are based on the Schauder mapping theorem de-
veloped by Horowitz and the Homotopic invariance technique suggested by
Barnard, which is a natural extension of Horowitz's method and is the pre-
ferred technique.
Chapter 6: In Chapter 5 we show how to design an LTV controller for an uncer-

tain nonlinear plant, based on the assumption that the nonlinear plant equation,
y = N u where y is the output and u is the input, can be replaced by an LTI
uncertain plant, PN,y, with disturbance, dN,y, in the form y = PN,yU + dN,y.
Essential conditions for a successful application of the technique are that the
uncertainty on PN,y be limited such that there exists an LTI controller which
stabilizes PN,y and that dN,y be small enough. These conditions restrict the sets
of nonlinear plants to which the proposed design process can be applied. Thus,
qualitatively we can say that if the nonlinear plants deviate too much from LTI
plants, the existence of a solution is questionable. Clearly, the deviation of a
nonlinear plant from an LTI plant is much smaller on a finite time interval than
for all t ~ O. Hence the idea is to update the chosen LTI plant and disturbance
set {PN,y, dN,y} along the system trajectory, that is, for different time inter-
vals. The result will be a piecewise LTI controller, the structure of which may
not be fixed on the different time intervals. This chapter presents this technique.
Chapter 7: proposes a synthesis technique for the design of a MIMO LTI

controller and feed-forward, for an uncertain MIMO nonlinear plant, in order
to achieve closed loop specifications, on finite or infinite time intervals. The
basic idea is to integrate the following three techniques: (i) The MIMO design
technique for nonlinear systems suggested by Horowitz and Breiner (1981)
which is an extension of the nonlinear technique for SISO systems presented in
Chapter 5; (U) the MIMO technique for LTI plants presented in Chapter 4; and
(iii) the nonlinear SISO technique based on Homotopic invariance presented in
Chapter 5. Two types of problems are considered: tracking for given zero initial
conditions; and zeroing the plant output for non-zero initial conditions. The
addition of disturbance attenuation to each of these problems is also considered.
Chapter 8: In Chapter 7 we saw how to design an LTV controller for an uncer-

tain nonlinear MIMO plant, based on the assumption that the nonlinear plant
equation, y = N u where y is the output and u is the input, can be replaced
by an uncertain set of LTI plants, P N,y, with disturbances, dN,y, in the form
y = P N,yU + dN,y' Essential conditions for a successful application of the

technique are that the uncertainty of the plant, P N,y, be limited such that there
exists an LTI controller which stabilizes it, and that the disturbance, dN,y, be
small enough. These conditions restrict the sets of nonlinear plants to which
the proposed design process can be applied. Thus, qualitatively we can say
that if the nonlinear plant deviates too much from an LTI plant, the existence
of a solution is questionable. Clearly, the deviation of a nonlinear plant from
an LTI plant is much smaller on a finite time interval than for infinite time
intervals. Hence the idea of updating the chosen LTI plant and disturbance set
{P N,y, dN,y} along the system trajectory, and updating the controller and its
initial conditions accordingly is appropriate. This results in a piecewise LTI
controller or linear time varying controller.
I
LINEAR SYSTEMS
Chapter 2
BASICS OF SISO FEEDBACK CONTROLLED

SYSTEMS
1. INTRODUCTION
In this chapter we present the basic properties of single-input single-output
feedback systems without considering robustness issues. First the notion of
gain margin, phase margin, bandwidth and cross-over frequencies are defined
and discussed. Then it is explained why it is so important to decrease the
controller bandwidth and in this regard the high-frequency-gain is defined.
A controller is designed in order to comply with desired closed loop spec-
ifications, and time domain as well as frequency domain specifications are
defined. Although there is no one-to-one translation from time domain to the
frequency domain specifications, two algorithms are proposed which attempt
to bridge the gap.
The benefits of feedback for non-minimum-phase open loop systems are
limited in the sense that their bandwidth has an upper limit. On the other hand,
if the open loop is unstable the bandwidth has a lower limit. Equations and
graphs which relate these limitations as a function of margins and cross-over
frequencies are given.
Finally a section is devoted to helping the reader gain skill in loop shaping,
2. BASIC FREQUENCY DOMAIN

CHARACTERISTICS
The feedback system considered here is described in Fig. 2.1. An experi-
enced control engineer gains excellent insight into the system's behavior by
looking at the Bode or Nichols plot of the TF's L = PGH and filter F. The
TF L(s) is called the open loop or loop-transmission, and the TF from any
command input, say r, to any output, say y, is called the closed loop TF from
15

r
---- F -
... +
I
e ...
G
u ...
p
Y
Figure 2.1. A SISO 2 degree-of-freedom feedback system
r to y. Several key parameters which govern the system's behavior are now
defined and explained.
2.1 RELATIVE STABILITY, CROSS-OVER

FREQUENCY AND BANDWIDTH
An example of a Nichols plot of an open loop is shown in Fig. 2.2. It includes
5 parameters which characterize the open loop system and have a strong impact
on closed loop system behavior:
1. Cross-over frequency or phase-margin frequency, wcj>: is the frequency
where the open loop is OdB, IL(jwcj 1 = OdB.
2. Phase-margin, : is the phase of the open loop at the cross-over frequency
above -180, = argL(jwcj + 180.
3. Gain-marginfrequency, WM: is the frequency wherearg L(jwM) = -180.
4. Gain-margin, M: is the distance in dB of L(jw M) from the -1 point on the
Nyquist plot (OdB,-180 on the Nichols chart), M = -20 log IL(jwM )1.
5. Bandwidth, Wb: several definitions of bandwidth appear in the literature,
all almost coincide, we choose here the frequency where the closed loop
d'
amp1Itu I PG(jWb) I -- - 3dB .
e IS - 3dB '1+L(jWb)
In general, the relative stability gain-margin and phase-margin, are figures
of merit for two important aspects of the closed loop system: (i) how much
uncertainty the plant can tolerate and remain closed loop stable - for example
if the gain-margin is lOdB, the system can tolerate a lOdB increase in gain
without losing closed loop stability; and (ii) it puts an upper bound on the
amplitude of the closed loop TF from sensor noise to the plant output, and an
upper bound on the sensitivity. Having large gain-margins and phase-margins,
implies suppression of the closed loop resonances at frequencies around the
bandwidth frequency Wb, but a serious drawback arises in the form of an
Basics of SISO Feedback Controlled Systems 17
o dB
Nichols Chart
30 .0.25 dB
0.5 dB
..,.1: dB
-3dB
-30
-360 -270 -180 -90 o
Open-Loop Phase (deg)
Figure 2.2. Definition of gain-margin M, phase-margin cp, cross-over frequency w' bandwidth
frequency Wb, and gain-margin frequency W M, for the TF L( s)
increase of sensor noise response at the plant input This is exemplified by the
following example: Figs. 2.3-2.4 depict the Nichols and Bode plots of 3 loop
transmissions, L1, L2 and L 3 , with margins of (130, 14dB), (140, 12dB)
and (150, 6.5dB) respectively, and all having the same cross-over frequency.
From Fig. 2.4 the sensor noise at the plant input of L1 is much higher than
that of L2 which is much higher than that of L 3 . The noise, whose spectrum
is located in the high frequency range, is amplified by L1 to the order of 6dB
more than it is amplified by L2 and by 16dB more than it is amplified by L 3 .
The above definitions don't hold if there are several cross-over frequencies
and/or several gain-margin frequencies, in which case the above figures of merit
may be misleading. Examples are shown in Fig. 2.5.
2.2 CONDITIONALLY STABLE SYSTEMS

Open-loop TF's may have positive and negative gain-margins. Any practical
open loop system has a positive gain-margin which means that when the loop
is closed the system loses stability if the open loop gain increases too much. If
30
20
10
0
a:J
"Cl
-10
-20
-30
-40
-360 -270 -180 -90 o
deg
Figure 2.3. Open-loop Nichols plots for 1, 2 and 3, having almost the same low frequency
characteristics and same cross-over frequency, but different margins
an open loop system has a negative gain-margin, then the system in closed loop
loses stability if the open loop gain decreases too much, and such systems are
called conditionally stable systems. The main practical precaution with such
systems is to guarantee that during operation, the plant input will not saturate,
because such systems can easily lose stability. The simplest mathematical
explanation of this phenomenon uses describing functions and is based on the
assumption that saturation is equivalent to an effective decrease in open loop
gain (Gelb and Vander Velde, 1970). Another explanation is based on the circle
criterion (Friedland 1996) which guarantees stability in the case of saturation
if I~L(jw)/(l + ~L(jw))1 < 1 for all frequencies, a condition which never
occurs for conditionally stable systems. Examples of such systems are shown
in Fig. 2.6. All are open loop unstable except the upper-rightmost graph which
is open loop stable.
2.3 HIGH FREQUENCY GAIN

As mentioned in Chapter 1, one of the factors which limits system band-
width (and thus limits system performance) is the sensor noise at the plant input.
For example, let us look at three controllers for the plant 1/ s2, all possessing
60~--------~~------~--------~--------~
:::J40
+
..........
T""
-..
(!J 20
50 100 150 200

rad/sec
T""
..........
-..
(!J 10
OL---------~----~--~~--~~~~--------~
10 1 102
log(m)
Figure 2.4. TF's from sensor noise to the plant input for the loop transmission of Fig. 2.3,
upper plot in arithmetic scale, lower in log scale
almost the same low frequency open loop behavior and the same cross-over
frequency but having different high frequency responses as shown in Fig. 2.7.
Plots of the TF's from the sensor noise to the plant input, G / (1 + L), are
given in Fig. 2.8. Clearly if the sensor noise spectrum is concentrated above 80
rad/sec, the controller G 3 is superior to controllers G 1 , G 2 , and G 2 is superior
to G 1 (G 1 amplifies high frequency noise signals by 7dB more than G 2 and
by 20dB more than G 3 ). Thus an important figure of merit for comparing two
controllers is: how much is the sensor noise amplified in the high frequency
range by one of the designs as compared to the other. We shall then say that
the high frequency gain of one design is larger than the other by xdB's, if its
sensor noise amplification at high frequencies is larger than the other design by
xdB's. This topic was dealt with by Helton and Merino (1998) pp. 23-24 with
respect to the controller roll-off and trade-offs between bandwidth and other
performance measures.
Example: Given the plant P = 10/ s2 and the two controllers such that their
open loop TF's are L1 and L3 of Figs. 2.7-2.8. Their closed loop performances
Nichols plot
20 .. (a)
III 0
"0
-20
-360 -270 -180 -90 0
20 (b)
m
"0 o
-20
-360 -270 -180 -90 o 90 180

deg
Figure 2.5. (a) an open loop with 3 cross-over frequencies, marked x; (b) an open loop with
two cross-over frequencies, marked x
are expected to be the same because Ll ~ L3 up to the cross-over frequency.

Now suppose that the sensor noise is a white noise colored by passing it through
a bandpass filter [40,3001 1 rad/sec. Fig. 2.9 describes the plant's input signal
due to that noise, the upper plot for Ll and the lower one for L 3. Clearly the
RMS of the upper plot is at least twice that of the lower plot. Moreover if the
plant input saturates at 30 the design whose open loop is Ll might lead to
instability whereas the design whose open loop is L3 can handle disturbances
and/or tracking signals whose response at the plant input is up to 1O (20 for
the noise and 1O for the control signal).
2.4 STABILITY ANALYSIS USING NICHOLS CHARTS

We now develop the graphical stability criterion using the Nichols chart
rather than the standard complex plane techniques (Bode or Nyquist plots), the
lThe symbol [x, y] defines a bandpass filter with lower and upper cutoff frequencies of x and y rad/sec
respectively.
Basics oIS/SO Feedback Controlled Systems 21
80~--~--~--~--~
20 60
40
co o CO
"0 "0 20
o
-20
-20
~--~--~~--~--~
-360 -270 -180 -90 o -360 -270 -180 -90 o

40.---~--~---o---. 20~--~--~--~--~
20 10
co CO 0
"0 o "0
-10
-20 -20
-40
-360 -270 -180 -90 o -~g60 -270 -180 -90 o
deg deg
Figure 2.6. Nichols plots of conditionally stable open loops TF's: All of the open loop systems
are unstable except for the upper-rightmost plot which is open loop stable
motivation being that the use of Nichols charts is an attractive pictorial way
to design and represent feedback systems. The development presented here is
based on the work of Cohen et al. (1994).
2.4.1 CONTINUOUS SYSTEMS

Given a feedback system whose open loop, L(8), is strictly proper, define
the standard Nyquist contour, r, with positive clock-wise direction, as the
semi-circle whose radius is R with jw-axis indentations added as necessary to
account for the imaginary poles of L (8). It is assumed that R is large enough to
include all the unstable poles of L(8). The net total mUltiplicity of these poles
is denoted by n. The Nyquist plot is the image of L (8) in the complex plane
due to r. The Nyquist stability criterion for a feedback system is as follows:
THEOREM 2.1 The feedback system whose open loop is L (8) is stable if and
only if the Nyquist plot of L(8) does not intersect the -1 point and encircle it
n times in the counter-clockwise direction.
30
20
10
0
CO
"0
-10
-20
-30
-4~
- 60 -270 -180 -90 0
deg
Figure 2.7. Different open loops with almost the same low frequency characteristics and same
cross-over frequency
Vidyasagar et al. (1988) presented the following simplification to the Nyquist

criterion. Letting Ro be the ray ( -00, -1], a crossing occurs when the Nyquist
plot of L( s) intersects Ro. The crossing is said to be positive if the intersection
is upward and negative otherwise, see Fig. 2.10.
THEOREM 2.2 The feedback system whose open loop is L( s) is stable, if and
only if the Nyquist plot of L (s) does not intersect the -1 point and the net sum
of its crossing is equal to n.
Note that in Theorem 2.2 the ray Ro can be replaced by any curve connecting
the point (-1, 0) and the point at 00, under a suitable definition of crossing
orientation.
2.4.2 DISCRETE TIME SYSTEMS

Let us now consider a sampled data feedback system with open loop denoted
by L(z), which is assumed to be strictly proper while 1 + L(z) is proper. The
standard Nyquist contour, r, encloses the unstable region of the complex z-
plane and is therefore the space outside the unit circle with indentations on the
25
20
~15
,-
::::::'10
(9
L
L
25 50 75 100 125 150 175 200

m
,-
::::::'10
(9
-5
OL---------~----~--~--~~~~~~--------~
10 1 102
log(m)
Figure 2.8. TF's from sensor noise to the plant input. upper plot in arithmetic scale. lower in
log scale
unit circle as required, to account for poles of L(z) on the unit circle. Let Zi
and Pi denote the zeros and poles of 1 + L(z) inside the unit circle, and Zoo Po
the zeros and poles of 1 + L(z) outside the unit circle. respectively. From the
principle of the argument. the number of encirclements of the -1 point made
by the Nyquist plot of L(z) is N where N = -(Zi - Pd. Now, since L(z)
is strictly proper, the numerator and denominator of 1 + L(z) have the same
polynomial order, say m and therefore
hence N = Zo - Po. Stability is guaranteed if and only if Zo = 0, and hence

if and only if N = - Po. The Nyquist stability criterion for systems with
open loop TF's L(z), where n is the total number of poles of L(z) outside the
discrete time Nyquist contour (including multiplicity), is the following:
THEOREM 2.3 Thefeedback system whose open loop is L(z) is stable ifand
only if the Nyquist plot of L (z) does not intersect the -1 point and encircle it
n times in the counter-clockwise direction.
80,---~-----,----~----~--------~----~----~
60
-::l 40
0. 20
_c 0
@-20
0.-40
-60
-80~--------~--~------~--~~--~------~~~
o 0.5 1 1.5 2
time
80,---------,---------~--------~--------~
60
-::l 40
0. 20
_c 0
C
<u -20
0.-40
-60
-80~--------~--------~--------~--------~
o 0.5 1 1.5 2
time
Figure 2.9. Plant input signal for different controllers with the same closed loop bandwidth,
upper plot for L 1 , lower one for L3
Complex plane Nichols chart

Imag dB
+ +
Real ~-------+--------~- 0
deg
_360 0
-180 0
Figure 2. 10. The notion of crossing in [dB, deg] (right) and [real, imag] (left), the thick arrow
is the ray Ro
With the above definitions, the simplification in Vidyasagar et al. (1988) can
be readily extended to the sampled data case. The crossing notion is the same
as for the continuous case.
THEOREM 2.4 The feedback system whose open loop is L(z), is stable if and
only if the Nyquist plot of L( z) does not intersect the -1 point and the net sum
of its crossings is equal to n.
2.4.3 SOME REMARKS ABOUT THE NYQUIST PLOT

It has become customary in control system design to use only half of the
Nyquist plot (only the positive imaginary part of the Nyquist contour). Because
of conjugate symmetry, a crossing at some So, implies another crossing at its
complex conjugate pair of the same sign. That is, each crossing of the half
Nyquist plot should be counted twice. Using half of the Nyquist plot, non-
integer crossings may occur which become an integer when counted twice.
Take for example L(s) = 1O/(s - I), L(O) crosses the ray Ro 1/2 time but
when counted twice the crossings become an integer, l.
Let us assume that that L (s) does not have poles on the imaginary axis,
1 + L(s) doesn't have any RHP zeros, and wq, denotes the smallest cross-over
frequency which is larger than all the crossing frequencies on the ray Ro, then:
If the number of RHP poles, n, is odd, arg L(jwq,) must be larger than
-180, and L(O) must lie on the ray Ro, otherwise the number of crossings
cannot be an odd number.
If the number ofRHP poles, n, is even and IL(O)I > OdB, then arg L(jwq,)
must be larger than -180 and L(O) must not lie on the ray R o.
If L (s) is strictly proper and IL (0) I > OdB, then the gain sign is positive,
that is, in the following representation ao > 0
L(s) = ams m + am-IS m-I + ... + ao
sn + bn_ls n - 1 + ... + bo '
provided that there is no RHP pole zero cancellation in L(s) (Yaniv (1988)
appendix B).
Open loop TF's, L(s), such that 1 + L(s) does not have any RHP zeros, have
the following very important property: The phase of the cross-over frequency,
arg L(jwq,), is negative. A large class for which this is true is developed in
section 8. This class includes any open loop, L (s ), such that IL (0) I > 1, L (s )
is strictly proper and L(s) has a unique cross-over frequency.
3. CLOSED LOOP SPECIFICATIONS

Consider the feedback system shown in Fig. 2.11. The TF P (s) belongs
to a set {P} of plants with uncertainties, and the TF's G(s) and F(s) denote
the controller and prefilter to be synthesized in order to meet robust stability

and closed loop specifications. Closed loop specifications of the system in
r + y
F G p
filter controller plant
sensor
Figure 2.11. A SISO feedback system: T, n, d and Ud are inputs, U and y outputs
Fig. 2.11 are typically described in the time-domain and/or frequency domain,
abbreviated as t-domain and w-domain respectively. The t-domain specifica-
tions relate to the system response at any desired output due to a given input,
while the w-domain specifications are the frequency domain analogue to the
t-domain specs. In the next section these specification types are described and a
quantitative translation from the t-domain to the w-domain is given. The ability
to translate specifications from one domain to the other is very important since
all of the design techniques presented here are in the w-domain, while a true
evaluation of a feedback system's performance is done in the t-domain.
3.1 T-DOMAIN SPECIFICATION

Closed loop specifications on the system in Fig. 2.11 are typically described
in terms of the plant input and output signals. These should be bounded such
that the system will function within its working region and will give the desired
time response. Some examples follow:
1. The plant output should be kept close to zero (a regulation system), the
specifications can be of the following form: for given non-zero initial
conditions or given disturbances, the plant output is bounded by a given
time function (see Fig. 2.12a,b).
2. The plant output should follow a given desired output (a servo system)
where, due to plant uncertainty, the desired output is bounded between
upper and lower time functions (see Fig. 2.12c).
3. The plant input, for a given sensor noise and/or given disturbance and/or
given tracking command, is bounded by a given time function (often in
order to avoid saturation, see Fig. 2.12d).
1.-------------------~
1 (b)
-~ 0.5
-
"5 0.5
a.
- -
:::J :::J
o 0 o 0 S. region
c c
co co
0.. -0.5 a.-0.5
-1
-1
o 1 2 3 0 1 2 3
1.5.-------------------~ 20
-
(c) (d)
-
10
~1 :::J
a.
:::J c
o 0 S.region
C
~0.5 co
a. 0..- 10
-20L-----~----~--~
o 1 2 3 o 1 2 3
time time
Figure 2.12. Examples of t-domain specifications: (a), (b) on the plant output for a given set
of initial conditions; (c) on the plant output for a step command; and (d) on the plant input
The classical t-domain specifications such as step response rise-time, settling-

time, maximum overshoot coefficient errors (D'azzo and Houpis 1988) are
special cases of the above examples. The maximum overshoot and coefficient
errors are in fact w-domain specifications (D'azzo and Houpis 1988).
3.2 w-DOMAIN SPECIFICATION

Closed loop specifications of the system in Fig. 2.11 are typically described
in terms of inequalities on the system's TF's from some inputs to some outputs,
these are (using the notation L = PGH):
1. Plant output disturbance rejection (Sensitivity): for any P E {P} the TF
from the disturbance at the plant output to the plant output is bounded by
I~I = 11 + ~Uw) 1< os(w).

2. Plant input disturbance rejection: for any P E {P} the TF from the distur-
bance at the plant input to the plant output is bounded by
1:iL1
Ud
= I P(jw! I < J (w).
1 + L(Jw) P
3. Model matching: for any P E {P} the distance of the TF from r to y from
the given optimal TF, Fm(jw), is bounded by
I-:;:y - Fm I = IPGF(jw) . I
1 + L(jw) - Fm(}w) < Jm(w).
4. Tracking: for any P E {P} the amplitude of the TF from r to y is bounded

by
() PGF(jw) I (3()
a w :s; I 1 + L(jw):S; w.
5. Noise rejection: for any P E {P} the TF from the sensor output to the
plant output is bounded by
6. Control effort: for any P E {P} the TF from the sensor output to the plant
input is bounded by
For specifications 1 - 4, the following hold (H = 1 for simplicity)
1imIG(jw)l-+oo
11 + ~(jw) I = 0
P(jw) 1=0
limIG(jw)l-+oo I1 + L(jw)
1imIG(jw)l-+oo I 1LF(jw) - Fml =0

+ L(jw) F=Fm
LF(jw)
maxp(jw) l+L(jw)
1imIG(jw)l-+oo ---~-",--;-,-=1.
. LF(jw)
mmp(jw) l+L(jw)
Therefore as the amplitude of the controller increases, the plant output response
to disturbances decreases and the sensitivity of the plant output to tracking
commands decreases. We shall then say that the specifications are tighter.
Tighter specifications therefore require a larger IG (jw) I, which in tum implies
a larger open loop L(jw), and hence a larger cross-over frequency. Tighter
specifications thus imply a larger bandwidth.
Now let us consider specifications 5 and 6. A larger IG (jw) I increases the
plant input and output response to sensor noise, therefore suggesting larger
6n (w) and 6c (w) on a wider bandwidth. Qualitatively this can be explained
as follows: The TF considered in specification 5 is L / (1 + L) which is in
general a low-pass filter operating on the sensor noise, with bandwidth of Wb
(L(jWb) ;::::; -3dB). A larger IG(jw)1 causes an increase of the bandwidth, Wb,
of the low-pass TF from the noise to the plant output, thus increasing the noise
response at both the plant output and input. The same explanation holds for
f
specification 6 because G / (1 + L) = t~ and P is not a design parameter.
Hence there is tradeoff between specifications 1- 4 and 5, 6. A good feedback
design is one wherein specifications 1 - 4 are well satisfied without making
specifications of the type 5,6 too stringent.
The relative stability gain and phase-margins are special cases of specifica-
tion 1 and 5 where 6s and t5 n are constants. It can be shown by simple arithmetic
that for t5 s = , the gain and phase-margins are
20 log {-'-} [dB], 2sin- 1

,-I
{~}
2,
[deg]
and for 6n =, the gain and phase-margins are
20 log {' ~ 1 } [dB], 2 sin- 1 {2~ } [deg]

The disturbance rejection specification 1 with constant 6s bounds the dis-
tance of the open loop L( s) evaluated on L(jw) from -Ion the Nyquist plot
(OdB, -180 on the Nichols chart) thus placing an upper bound on the ampli-
fication of the plant output response to disturbances at the plant output, in the
frequency domain. As such it is a more attractive specification than the relative
gain and phase-margins (which theoretically place the above upper bound only
at two discrete frequencies: wrj> and w M). The same is true for specification 5
with a constant 6n . It puts an upper bound on the TF from the noise to the plant
output and, as such, eliminates closed loop under-damped poles in the system's
significant frequency range.
3.3 TRANSLATION OF SPECIFICATIONS FROM

T-DOMAIN TO w-DOMAIN
There is no one-to-one translation of the proposed t -domain to the w-domain
specifications. From a practical point of view, however, very good translations
do exist, two of which are described now. From our experience these techniques
give very good results, but if the designer is not satisfied he/she can iterate,
for example by simply adding gain in the low frequencies (with appropriate
modifications of the high frequencies to satisfy the specified margins), until the
desired results are achieved.
It is also recommended relaxing the w-domain specifications above a certain
frequency, Wh, to satisfy only gain and phase-margin specifications. This is
very attractive for reducing control effort with negligible impact on closed loop
performance. Iterations on Wh may be needed, but it is very easy to carry out and
evaluate the tradeoffs amongst Wh, control effort and t-domain specifications.
3.3.1 MODEL BASED TECHNIQUE

This method is based on an assumed plant and controller model structure
(number of poles and zeros of the plant and the controller are known). Thus for
a given input, the model structure on which the specifications are imposed can
be calculated. The idea is to search for the parameters of the assumed plant and
controller models, and then use the maximum or minimum of the amplitude of
the resulting TF on the jw axis as the w-domain specification.
Example 1: Suppose that the plant is a simple integrator 1/ s, embedded in

a feedback structure to achieve the following closed loop t-domain specifica-
tions: The plant output for a step disturbance at the plant output should be
bounded by the two curves in Fig. 2.l3a. Let us assume that the controller
structure is a simple pole, that is G = k / (8 + a). The first step is to calculate
the plant output model structure
1 1 1 1 s+a
Y(8)=I+PG8 1+_k_-;
s(s+a)
82 + as + k
The second step is to search for the a's and k's which satisfy the t-domain
specifications. This set of outputs is denoted by {y( s)} in the frequency
domain. The third step is to calculate the w-domain specification, in this case
the sensitivity specification, by
I1 +1/L(s) Is=jw = Iy (j w ) I .
8
max
yE{y(jw)}
The results of the above calculation, for a E [1,8] and k E [2,12]' are given
in Fig. 2.13c. The system was designed to satisfy the w-domain specification
using the technique described in Chapter 3, and the resulting controller is
G = 6/(s + 2.7). The design was checked by simulations and the results
are presented in Fig. 2.l3c,d. Clearly the original t-domain and the translated
w-domain specifications are satisfied. But more importantly, the t-domain
specifications are barely satisfied, thus implying that the translation to the w-
domain is not conservative.
t-specs OJ-specs
1.2.-----~-~-------, 6.-~~~-~~~~~
o ""(c),
--
::J
c..
::J +
CD
~
-6"
-12 "
....J
o
:::
.--
-18
-24
-0.4'----~--~---' -30
o 1 2 3 10 1
t-specs+simulation( --) OJ-specs+si mulation( --)
1.2.-----~-------------, 6
0
--
::J
c..
::J
CD -6
~
....J -12 "
+
o
, - --.
..
.....
;,..;. ..... -.-
:::-18
.--
-0.4'----~--~--.....J
o 1 2 3 10
sec log (OJ)
Figure 2.13. Examples of t-domain specifications: (a) the output for a step disturbance at the
plant output must be between the curves; (b) t-domain simulations (dashed) for a step disturbance
at the plant output; (c) w-domain specs on the sensitivity TF; (d) the designed sensitivity TF
(dashed)
Example 2: Suppose that the plant is a simple integrator, 1/8, embedded in a

feedback structure to achieve the following closed loop t-domain specifications:
The plant output for a step disturbance at the plant input should be bounded
by the two curves in Fig. 2.14a. It is assumed that the controller includes an
integrator and a lead element, that is, G = k (8 + a) /8 (8 + b). The first step is
to calculate the plant output model structure, which is
P 1 1 1 8+b
Y(8) = 1 + PG-; 1+ ~ s+a 8 2
s s+b
The second step is to search for the a's, b's and k's for which the t-domain
specifications are satisfied. This set of outputs is denoted by {y (8 )} in the
frequency domain. The third step is to calculate the w-domain specification, in
this case the sensitivity specification
1/8 2
= max ly(jw)l.
1 + L(8) . YE{y(jw)}
s=Jw
The results of the above calculation, for a E [0.5,2], b E [2.5,9] and k E

[3.5,14], are given in Fig. 2.14c. The system was designed to satisfy the
w-domain specification, using the technique described in Chapter 3, and the
resulting controller is G = (7.48 + 6.6)/(8 2 + 4.38). The design was checked
by simulations and the results are presented in Fig. 2.14c,d. Clearly the original
t-domain and the translated w-domain specifications are satisfied.
Figure 2.14. Examples of t-domain and w-domain specifications: (a) the output for a step
disturbance must be between the curves; (b) t-domain simulations (dashed) for a step disturbance
at the plant input; (c) w-domain specs on the sensitivity TF; (d) the designed sensitivity TF
(dashed)
3.3.2 KRISHNAN AND CRUICKSHANKS' TECHNIQUE

Let us assume that the t-domain specifications are of the form
(2.1)
where y( t) is the closed loop signal and m(t), v( t) are specified time functions.
That is, y(t) should not deviate from m(t) by more than v(t). A weaker
condition than this is the following:
fat Iy(t) - m(t)12 :::; fat v2 (t), Vt 2: 0, (2.2)
which means that instead of the upper bound on 1y (t) - m (t) 1 being v (t), the
energy of the signal on the time interval [0, t] is bounded by the energy of
the signal v(t) over the same interval (for any t). Krishnan and Cruickshanks
suggested using this weaker condition for which the sufficient condition in
the w-domain corresponding to inequality (2.2) is (Krishnan and Cruickshanks
1977)
Iy(jw) - m(jw) 1 :::; Iv(jw) I (2.3)
The main drawback of this technique is that a weaker condition is used, but in
general, it is a reasonable alternative to the original specification.
Example 3: Consider the system described in Fig. 2.1 and the closed loop
t-domain specification on the plant output y(t)
a(t) ::; y(t) ::; b(t)

where a(t), b(t) are given in Fig. 2.1Sa. Clearly this specification is equivalent
to
a+b b-a
Iy(t) - m(t)1 ::; v(t); m(t) = -2-' v(t) = -2-'
shown also in Fig. 2.1Sa. The w-domain specifications will then be
+ PG - m(jw) I :::; Iv(jw)1 ,

I 1PGFr
which, for the choice of prefilter such that Fr m (s ), is the w-domain
sensitivity specification
Im(jw) I
I+L :::;lv(jw)I,L=PG.
The amplitudes of m(jw)w and v(jw)w are shown in Fig. 2.1Sc in place of
m(jw) and v(jw), due to convenience in plotting the graphs. As is argued in
Chapter 3 it is important to relax the specifications at high-frequencies in order

to save bandwidth. The dashed curve in Fig. 2.15c is the relaxed Iv(jw)wl
specs used for design. Time domain simulations for G = 35/(8 + 17.5) are
shown in Fig. 2.15b; clearly the t-domain specifications are satisfied except
near t = 0 (Fig. 2.15d), the reason being the relaxation of the specification
Iv(jw)1 at higher frequencies.
t-specs w-specs
o
co -6
"0
-12
-18
1 2 3 4 5
t-specs+simulation( --) t-specs+simulation( --)
0.1
1 0.08
0.06
>-
0.04
0.02
1 2 3 4 5 00 0.1 0.2 0.3 0.4

sec sec
Figure 2.15. Examples of t-domain specifications, (a) the plant output for a step tracking
command should be between the curves a(t),b(t) (m(t) = a1 b and v = a~b); (b) t-domain
simulations (dashed) for all plant uncertainty where Fr = m(s); (c) w-domain sensitivity
specifications, the dashed curve is the true Ivwl used for design; (d) t-domain simulation near
t=O
4. PERFORMANCE LIMITATIONS OF NMP OR

UNSTABLE SYSTEMS
NMP plants are those whose model includes one or more RHP zeros and/or
pure delay (sampling inherently includes delay, therefore feedback systems
which include sampling are also NMP). A well known example is the inverted
pendulum on a cart (Kailath 1980) for which it is easy to explain the NMP
phenomenon: If he/she wants to move the tip of the pendulum to the right, the
cart first has to move to the left in order to let the tip fall to the right and then
the cart is driven to the right. The tip will then move slightly to the left and
then to the right. It will therefore take more time to bring the tip to a desired
location on the right as compared to a plant which does not have to move to the
left first.
The open loop crossover frequency, w' of an NMP system has an upper
bound, hence the amplitude of the loop transmission at frequencies below
the cross-over frequency is also bounded. 2 The reason is due to the Bode
phase-amplitude relationships. In minimum phase systems, one can shape
the open loop with lead-lags, lag-leads etc. such that any desired cross-over
frequency can be achieved. For NMP plants, however, the loop transmission
cross-over frequency is bounded (see section 8. for further explanations and
formulae), and the loop gain at low frequencies is bounded. For example, if
the cross-over frequency of a system which behaves like 1/ s2 in open loop
at low frequencies, is 10 rad/sec, it's loop transmission gain at w = 1 cannot
exceed 40dB. Therefore the benefits of feedback for NMP plants are limited in
the sense that not any closed loop specifications can be achieved using an LTI
controller. These limitations depend on the following parameters: the RHP
pole and zero locations, gain-margin, phase-margin, and the open loop delay.
A quantitative discussion now follows.
4.1 STABLE PLANTS

Any stable open loop TF, L(s), can be uniquely factored into L(s) =
LM(S)A(s) where LM(S) is minimum-phase (stable and has no RHP zero)
and A(s) an all-pass TF (stable and IA(jw)1 = 1 for all w), for example
LM(S) A(s)
A ,~
s- 1 s+1 l-s
L(s) = (s + 2)(s + 3) (s + 2)(s + 3) s + 1 .
Based on Bode's relationship between the amplitude and phase of a minimum-
phase TF (Bode 1945, Horowitz 1963) if the phase of a minimum-phase stable
TF over a large frequency range is fixed at, say [deg], then within that fre-
quency range it can be approximated by the TF k/ s/90 (it is equivalent to
asking that the Bode amplitude plot have a fixed slope over a large frequency
range). Adding this approximation to the practical criterion that the bandwidth
of the controller should be bounded, we make the following assumption which
is satisfied to a very large extent in realistic feedback systems and will be
2True in general, but at a single frequency we can achieve, theoretically, any open loop gain using oscillators
of the form ~ as a part of the controller
S +w n
verified numerically in the sequel (see also Sidi (1997) and Horowitz and Sidi
(1972)):
ASSUMPTION 2.1 Between the cross-over frequency, W' and the gain-margin
frequency, W M, the minimum-phase TF, LAds), can be approximated by
Under assumption 2.1, if L(s) includes a single RHP zero at a, then L(s) =
L M (s ) ~+~ and therefore
argL(jw) = -a1f - 2tan- 1 (w/a); w:::; w:::; WM,
which yields for phase-margin , cross-over frequency w and gain-margin

frequency W M
def W (l-a)1f-}
W a = - tan { 2 (2.4)
a
def WM (l-a)1f}
WaM = - tan { 2 . (2.5)
a
From equations (2.4,2.5) and assumption 2.1, the gain-margin, denoted by M,

is
M = [wa ]2Q [t anan~]2Q

WaM _
- t
2
Q7r
""2
(2.6)
Also from equations (2.4,2.5) and equation (2.6) the relations between the gain-
margin, phase-margin, cross-over frequency and a can be calculated and are
shown in Fig. 2.16.
Example: Given a plant with a single RHP zero at a = 3, for example
p(s)=!3-s
s 8+s
then for phase-margin 40 and gain-margin M = lOdE (see Fig. 2.16),
a = 0.61, wa = 0.275, w = a x wa = 3 x 0.275 = 0.825

and by equation (2.6)
loglO M
WM = 2a x w = 2.6 x 0.875 = 2.8.
0.9 -(O/a-
90
.5
80
.55
70
0;
Q)
.6
::2.
.~60
Ol
.....
ct! .65
E
Q)
(/)
50
ct! .7
..c
0...
40 .75
30 .8
20
0 5 10 15 20 25
Gain margin[dB]
Figure 2.16. Phase-margin vs. gain-margin for different a and w1>/a values
Using loop shaping trying to maximize w<jJ for the specification 11 + L(jw) I >
-3.5dB (which preserve the same gain and phase-margins) gives
2.8s 2 + 7.8s + 5.5 P(s)

L(s) =
s2 + 3.5s + 0.67
whose TF is shown in Fig. 2.17. It's cross-over frequency is 0.93 rad/sec which
is greater than the estimated value based on assumption 2.1 by 12%. Note that
the price for this small increase is a 150% increase in wM and hence a very large
increase in noise amplification at the plant input and in the minimum required
sampling rate in case of digital implementation.
4.1.1 EXTENSION TO SEVERAL RHP ZEROS AND/OR DELAY

NMP plants with only real RHP zeros: A reasonable estimation for the
relationship between gain-margin, phase-margin and cross-over frequency can
be achieved by replacing the RHP zeros by an equivalent single RHP zero whose
phase is the first order approximation of the original RHP zeros. A simple
formula is: for the RHP zeros located at Zl, ... , Zn, the zero Z which replaces
20
15
10
. 0.70.5
+
5 1
co 0
"'0
-5
-10
-15
-2E
- 60 -220 -180 -140 -100 -60
deg
Figure 2.17. Loop transmission of L( s) for which w is close to maximum subject to 11 +

L(jw)1 > -3.5dB
them is found from the following low frequency first order approximation
I-8/Z1 I-8/z n I-8/z
arg ... :::::; arg -~-
1+8/Z1 1+8/zn 1+8/z
which gives
1 1 1
-:::::;
Z Zl
-+"'+-.
Zn
(2.7)
This approximation is valid in the frequency range where all of the parameters
involved can be replaced by the linear relationship tan ~ :::::; ~. This result can
be demonstrated with the following open loop TF's which obey assumption 2.1.
k 3- 8
L1 (8) ---
8200 8 + 3'
k (6-8)(6-8)
L2(8)
8200 (8+6)(8+6)'
k -sT
Ld(8) -2- e ,T = 2/3.
8a
The equivalent NMP zero, zo, of the RHP zeros of L2 and the Pade approx-
imation of the delay TF, L d , is at 3. These TF's are shown in Fig. 2.18 with
gain-margins around lOdE and phase-margins of approximately 40. All three
TF's are almost the same even up to WM, the gain-margin of L2 is only IdE
less than that of L1 and the gain-margin of Ld is only 1.5dE less. In order to
get the same gain-margin for all three TF's, the cross-over frequency of L2 and
Ld should be about 0.7 rad/sec which is a deviation of less than 12% from that
of L 1 .
20
15 ill=0;2
10
[()
"0 0
-5
-10
-15
-28
- 70 -240 -210 -180 -150 -120 -90
deg
Figure 2.18. Comparison of three NMP TF's whose approximation is the same, L1 includes
an all-pass TF with a RHP zero at 3, L2 includes an all-pass TF with two RHP zeros at 6, Ld
includes a pure delay of 2/3
NMP plants with a single highly under-damped RHP zeros: Under as-
sumption 2.1, L(8) takes on a very simple form
L(8) = ~ 8 2 - 2~W8 +w2.

82a 8 2 + 2~W8 + w 2
As its damping factor tends to zero, its Nichols plot converges to the simple
3 straight line structure of Fig. 2.19. Hence, the relation between the gain-
margin M, phase-margin cp, WM and cross-over frequency w<jJ for a highly

under-damped RHP complex zero at W converges, as ~ ---t 0, to
1f(1 - 0:)
WM W
log w<jJ
M/20
W 20: .
16
2
12
8 4
4
7
~==~~==~~~~~~~~~2
-20
-450-420-390-360-330-300-270-240-210-180-150-120 -90 -60
deg
Figure 2.19. Nichols plot of NMP TFs with a single complex RHP zero for different damping
factors, 20' = 1, LM = 1/ s
4.1.2 COMPARISON TO LOOP TRANSMISSIONS WHICH

VIOLATE ASSUMPTION 2.1
The relations between gain-margin, phase-margin, and the cross-over fre-
quency as summarized in Fig. 2.16 no longer hold if assumption 2.1 is violated,
but are still a very good approximation. A system which is in violation of
assumption 2.1 is one where the minimum phase TF L M (s) has a gain larger
than the gain of -/fa
in the frequency range between w<jJ and W M. This can be ex-
pressed as a decrease in the rate of change of the open loop gain of L M (w) with
respect to w, that is, 1dL~Jw) I, above the cross-over frequency w</J compared to
that of k / s2n. This will result in an increased W M and a subsequent increase
in the required controller gain for frequencies above w</J. In order to evaluate
this approximation, NMP open loop TF's, with a single RHP zero at +1, were
shaped to satisfy the margin specification 11 + L(jw) I > -X while trying to
increase the cross-over frequency as much as possible. Fig. 2.20 presents the
results for X = 6, 3.5, 2.3 and 1.2dB with corresponding phase margins of
30 , 40 , 50, and 60 respectively. The cross-over frequency compared to the
cross-over frequency of Fig. 2.16 is 50% more for the 30 phase margin, 35%
more for the 40 margin, 10% more for the 50 margin and 7% more for the
60 margin. The open loop TF's were shaped such that the phase at frequencies
11 +LI- 1=2.3dB
10 10
III
"0 o o =0.36
-10 -10
-20
-~R60 -270 -180 -90 o -360 -270 -180 -90 o
11 +LI- 1=3.5dB 11 +LI- 1=1.2dB
10 . 10
o o
-10 . -10 .
-20 -20
-360 -270 -180 -90 o -360 -270 -180 -90 o
Figure 2.20. The NMP open loops with a single RHP zero at +1 used to compare different
phase margins, the closed oval shaped curves are 11 + L(jw)I- 1 = XdB where X = 6,3.5,
2.3 and 1.2 respectively, the open-loops must not cross them
below and at the cross-over frequency was the same. Increasing or decreas-
ing the open loop gains yielded different cross-over frequencies for different
gain-margins. These results are summarized in Fig. 2.21. In comparison to
the cross-over frequencies given in Fig. 2.16, a phase margin larger than 50
results in a deviation of less than 10%.
20
18
60 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5 0.55 0.6
ill/a
Figure 2.21. Maximum gain-margin as a function of a single RHP zero at wla for different
phase margins
4.2 UNSTABLE PLANTS

The existence of unstable poles places a lower bound on the achievable
bandwidth. The Nyquist plot of an unstable open loop with k RHP poles must
have k crossings of the ray [-1, -(0), therefore it must have a finite lower
gain-margin, ML. But an upper gain-margin may not exist. As is well known,
practical physical systems have at least 2 more poles than zeros. Moreover
in order to minimize sensor noise amplification, high frequencies must be
attenuated. The controller must therefore have more poles than zeros, and thus
the phase of the open loop at high frequencies must approach at least - 270 ,
thus implying the existence of W M. The problem considered here will then be:
Given a lower gain-margin M L , upper gain-margin M JI , phase-margin cP and
the system's RHP poles; find the minimal we/>' A graphical representation of all
the parameters involved is given in Fig. 2.22.
OdB
30 .0.25 dB
25
...... ....: ...
20 . . . . . . . ...
15 ....:
10 ..... : ...
5 :'.
... >.:" :"'3dB
. ....::~.~ ::...
. ... ':: .
0>; ... .. ' '. c :"'6 dB
- 5 ..
."
.... ", ", ",
-10'" ........ . :',. . . ' .. :. :-12 dB

.............. .
..;
-15::
-20::: .
-25
-~g6~ -330 -300 -270 -240 -21 0 -180 -150 -120 -90 -60 -30: o
deg
Figure 2.22. Definition of upper and lower gain-margins, ML, MH, phase-margin, cp, cross-
over frequency, wrp and gain-margin frequency, W M
4.2.1 UNSTABLE PLANTS WITH A SINGLE RHP POLE

The simplest unstable open loop transmission with a single RHP pole and
finite gain-margin will be used for our discussion, it is of the form
L(s) =
sja - 1 s2
k w;
+ 2~wns + w~
. (2.8)
Without loss of generality we can normalize the pole such that a = 1 (if a =I- 1
the following equations and results are true where Wn is replaced aWn, WM by
aWM, and w</> by aw</. Using standard complex number arithmetic (ML in
arithmetic units)3:
IL(jw)1 (2.9)
3We've assumed that the crossing of the Nyquist plot over the -180 line takes place at w = 0 rad/sec
(2.10)
For the cross-over frequency we/> (IL(jwe/ = 11), equation (2.9) yields:
ML = VI + w~V(w~ - w~)2 + (2~wnwe/>)2 /w~. (2.11)
Note that from stability considerations ML > 1 (ML > OdE), hence the
following inequality must hold:
(2.12)
The phase angle at the upper gain-margin frequency, WM, IS, from equa-
tion (2.10), (argL(jwM) = -7r):
-7r = -7r + tan -1 WM - tan -1 { 2~WnWM

2 2
}
Wn-WM
which results in
(2.13)
Substituting equation (2.13) into equation (2.9) gives (MH in arithmetic units)
1 WnML
(2.14)
MH 2~(1 + w~ - 2~wn)'
Note that from stability considerations MH < 1 in arithmetic units, hence the
following inequality must hold
(2.15)
Equation (2.14) and equation (2.11) show the intimate connection between
gain-margins M L , MH and the cross-over frequency we/>' The next important
entity is the phase-margin . From equation (2.l0) it satisfies:
-7r + tan -1 We/> - tan -1 { 2~wnwe/>

2 2
} (2.16)
Wn -We/>
We/> - tan
(2.17)
1 + we/> tan
By use of equations (2.11,2.14,2.17) we can get a set of graphs relating the

phase-margin , gain-margins ML, MH and we/> for different ~'s. First we
differentiate equation (2.10) with respect to W in order to obtain the maximum
argument of L(jw) at W = wr/J. The result is the solution of the following 4th
order equation:
Having found wr/J as a function of Wn we then find the phase-margin from

equation (2.16), and ML and MH from equation (2.11) and equation (2.14),
respectively. These relations are shown in Fig. 2.23 for ~ = 0.5, where
the maximum phase-margin for a given normalized frequency wn / a, and the
minimum wr/J/ a that can be achieved for each case are depicted. Fig. 2.24
(a) (c)
10~~~~~~~~~ 3~~~~--~~~~~
9 2.8
0>8 0>2.6
~ 7 ~2.4
c5 6 . -2.2
~ 2
~ 5 ..!!! 1.8
'0 4 -g 1.6
~ 3 .... 1.4
2 rofa . 1.2 ... oj fa:
1~~~~~~n~~~~~
.n
1LL~~~~~~~~~
o 102030405060708090 2 3 4 5 6 7 8 9 10
(b) (d)
15
!g 10 en
'0
00 102030405060708090 3 4 5 6 7 8 9 10
ro fa n
ro fa n
Figure 2.23. Cross-over frequency w and phase-margin rjJ (upper) and gain margins (lower)
vs. Wn for = 0.5
shows the resulting open loop transmissions on the Nichols chart for wn/a =
3.65,5.3,8.3, 14.5, 33 and 100 with phase-margins of 30,40,50,60, 70 and 80
deg, respectively. Fig. 2.25 is the same as Fig. 2.24 but with ~ = 1.0. Clearly its
phase-margin is lower than for the ~ = 0.5 case, but its gain-margin is higher.
25
20 ~=0.5
15
10
5
III
"0 0 .9
-5
-10
-15
-20
-2~
- 70 -225 -180 -150 -130 -110 -90
deg
Figure 2.24. Nichols plot of equation (2.S) for maximum phase-margin, e= 0.5 and several
Wn values
4.2.2 AN EXAMPLE AND LIMITATIONS

In many practical feedback control problems, we are interested in reducing
Wn as much as possible, in order to minimize the sensor's noise amplification
at the plant input (see section 3. also Horowitz (1963) and Horowitz and Sidi
(1972)). The results of Fig. 2.23 can be used to find the constraints posed
by the open loop RHP pole. For instance, suppose we need a phase-margin
of <P = 40, then from Fig. 2.23c, wn/a = 5.3 is the smallest value that can
be used, for which (from the same graph) wcp/a = 1.8, ML = 5.8dB and
MH = 7.2dB from Fig. 2.23d. These results are confirmed by the Nichols plot
of Fig. 2.24 on which are shown some L(jw) 's corresponding to equation (2.8).
Practical open loop transfer functions will take more complicated forms than
assumed here, i.e., will contain more poles and zeros than equation (2.8). How-
ever, optimal shaping of the open loop TF (in the sense of lowest bandwidth)
will have the same basic margin characteristics shown for the simplified struc-
ture of equation (2.8) and plotted in Fig. 2.24, for which the results of Fig. 2.23
hold exactly.
25
20
~=1
15
10
5
ID
"0 0
-5
-10
-15
-20
-2~
- 70 -225 -180 -150 -130 -110 -90
deg
Figure 2.25. Nichols plot of equation (2.8) for maximum phase-margin, ~ = 1, and several
Wn values
4.2.3 EXTENSION TO SEVERAL RHP POLES

Plants with only real RHP poles: A reasonable estimation for the relation
between gain-margin, phase-margin and cross-over frequency can be achieved
by replacing the RHP poles by a single equivalent RHP pole, whose phase is the
first order approximation to the original RHP poles at high frequencies. This
is because the high frequency region dominates the bandwidth equations. A
simple formula is: for the RHP poles located at PI, ... ,Pn, the pole, P, which
replaces them is the first order approximation to
arg 1 + PI! s . . . 1 + Pn/ S ~

1 + p/ s
arg _...0:.....:...,.-
1 - PI! s 1 - Pn/ s 1 - p/ s
which gives
P ~ PI + ... + Pn (2.18)
The reason for choosing this approximation is that the frequency range in
which all the parameters involved is the range where w Pi and the linear
approximation tan ~ :::::: ~ is applicable. This approximation is illustrated by

the following TF's
8+4 8
8 - 4 (8 /21.2 + 8/21.2 + 1)(8 + 4)'
2 2
(8+1)(8+3) 8
(8 - 1)(8 - 3) (8 2 /21.2 2 + 8/21.2 + 1)(8 + 4)'
L1 has the structure of equation (2.8) with a maximum phase-margin of 40 and

L2 has the same structure where the all-pass ~~! was replaced by its equivalent
all-pass i~~iH~~~l. Both transfer functions are shown in Fig. 2.26. Clearly
the phase-margins, cross-over frequency and upper gain-margin of L2 are very
close to that of L 1 , the low frequency gain-margin of L2 is 1.5dB lower than
that of L1 which is about 12% of the sum of margins MH + M L .
15
10
L
5
0
(()
"0
-5
-10
-15
-2B
- 70 -225 -180 -135 -90
deg
Figure 2.26. Nichols plot of Ll and L2

Plants with highly under-damped RHP poles: Under assumption 2.1 L (8 )

is of the form:
As its damping factor, ~, tends to zero, its Nichols plot converges to its minimum
phase form at frequencies larger than W n , and can thus be treated as a minimum-
phase TF in that frequency range.
S. LOOP SHAPING
Loop shaping is the skill to generate a controller, G (8), such that an open loop
TF L( 8) = G P satisfies certain specifications. These specifications can be of
many kinds, the most important being that L(8) satisfies the Nyquist stability
criteria. Others include one or more of the following: gain-margin, phase-
margin, cross-over frequency, bandwidth, gain-margin frequencies, coefficient
error (gain at w = 0 and number of integrators in the open loop) and satisfaction
of bounds requirements. This section is devoted to helping the reader to master
the skills of loop shaping via examples.
The difficulties in loop shaping arise because of the amplitude and phase
relations as given by the Hilbert transform and the Bode integrals (Horowitz
1963), especially when the plant, P, is NMP and/or includes a pure delay
and/or is open loop unstable. This is because closed loop stability, along with
the other specifications, decreases the freedom in choosing the controller and
may even impose contradictory requirements, in which case a controller cannot
be created and the specifications should be relaxed.
The QFT Matlab toolbox is a CAD software package used by the designer
to append (and iterate) basic TF's to the controller and plot the specifications
and the open loop response on the screen. These basic TF's are:
l. Simple gain: k.
s+p
2. Simple pole or simple zero: --L
s+p' p
3. Simple lead or lag: ~!~.
w2 s2+2~ws+w2
4. Second order pole or zero: s2+2~ws+w2 , w2
5. Notch: s2+2~lWS+w2
s2+26ws+w 2 .
The effect of a simple gain, k, is to shift L(jw) up by kdB if k > OdB or down
if k < OdB. A simple pole located at -p shifts L(jw) by -10 log(l + w 2jp2)
dB and by - tan -1 (w j p) deg. The shift in [dB, deg 1of a second order zero
and pole with different damping factors, is shown in Fig. 2.27. The shift in
28
24
20
16
12
8
4
[(l
"'0 0
-4
-8
-12
-16
-20
-24
-28
-180-150-120 -90 -60 -30 0 30 60 90 120 150 180
deg
Figure 2.27. Nichols plot of the complex pole (8 2 /16 2 + 21;-;168 + 1)-1 appears on the left
hand side of the graph and the complex zero (8 2 /16 2 + 20168 + 1) appears on the right hand
side of the graph
[dB, deg] of a lead/lag element is shown in Fig. 2.28. It can be shown, by

differentiation, that the maximum (minimum) phase of a lead (lag) element
~tb appears at w = VOJj and is
= 90 - 2 tan -1 Fib. (2.19)
The shift in [dB, deg] of a Notch for different damping factors is shown in
Fig. 2.29.
Example 1: Given the plant P = lO/s (see LIon Fig. 2.30); it is required to
shape a controller so that the overall loop transmission will have a cross-over
frequency at w</> = 10, phase-margin of 45 and gain-margin of lOdB.
Design steps:
1. Add a lag element whose maximum lag phase is 45 at w = 10 (to achieve
the desired phase-margin atw = 10). The lag element is G 1 = i~:7~ where
20
18
16
14
12
10
8
6
4
2
en 0
-0
-2
-4
-6
-8
-10
-12
-14
-16
-18
-20
-75 -60 -45 -30 -15 15 30 45 60 75
Figure 2.28. Nichols plot of the lead element ~~:~~ and lag element ~!;:! for different alb
values, b = 16
a = 24, b = 4 are calculated from ..JCJj = 10 and equation (2.19). The TF

kl G 1 P is modified by the gain kl = 7. 8dB so that L2 (j 10) = OdE (shown
in Fig. 2.30, with the label L2)'
2. Add a zero such that the phase of L2 will be about -90 0 with 4dB less than
the desired gain-margin, i.e., -14dB, (in order to allow for a complex pole
at the third step). The element is G 2 = 1 + 8/45 and the TF kl G 1 G 2 P is
shown in Fig. 2.30 with the label L 3 .
3. The frequency where L3 is -4dE below the desired gain-margin is about

30 rad/sec. Adding a complex pole with a damping factor of 0.5, will
shift L3 (j30) to have a phase of -180 0 . Iterations are required on the
parameters, including the gain to achieve the desired margins. The result is
the TF L4 in Fig. 2.30 where:
2 1+8/24 1+8/45 10
G4 = .2 1 + 8/4 82/302 + 0.6/308 + l' L4 = G 4 -;.
20
18
16
14
12
10
a:l
"0 8
6
4
2
0
-2
-4
-75 -60 -45 -30 -15 0 15 30 45 60 75
deg
Figure 2.29. ,
Nichols plot of the Notch filter, ss2//\6:2+:2~g:::11 for different damping factor, ~
Example 2: Given the plant P = 101 s2; it is required to shape a controller so

that the overall loop transmission will have a cross-over frequency w</> = 10,
phase-margin of 45 and gain-margin of 10dB.
Design steps:
1. Add a lead element whose maximum lead phase is 45 at w = 10 (to
achieve the desired phase-margin at w = 10). The element is G l =
(1 + sla)/(l + sib) where a = 4, b = 24 are calculated from JOJj = 10
and equation (2.19). The TF kl GIP is modified by the gain kl = 12.3dB
and the resulting L 2 (j10) = OdB is shown in Fig. 2.31.
2. Add a zero such that the phase of L2 will be about -110 with 4dB less
than the desired gain margin, i.e., -14dB, (in order to allow for a complex
pole at the third step). The element is G 2 = 1 + s 150 and the TF kl G 1 G 2 P
is shown in Fig. 2.31 labeled as L 3 .
3. The frequency where L3 is -4dB below the desired gain-margin is about
30 rad/sec. Adding a complex pole with a damping factor of 0.5, will
20 m=1 ........ .
15 ...........
2
L
10
4
5
7
m
"'C 0 10
-5
-10
-15
-28
- 70 -225 -180 -135 -90 -45
deg
Figure 2.30. Nichols plot for lOdE gain-margin and 45 phase-margin, the plant is 10/ s
shift L 3 (j30) to have a phase of -180. Iterations are required on the

parameters, including the gain to achieve the desired margins. The result is
the TF L4 in Fig. 2.31
G - [12 3dBJ 1 + 8/4 1 + 8/50 L G 10

4- . 1+8/248 2/40 2 +0.8/408+1' 4= 4 82 .
Example 3: Fig. 2.32 describes a set of bounds, for the nominal plant P =
S(S!lO). It is required to shape G(8), such that L(jw) = PG(jw) will be
above the curves marked B(2), B(4), B(8) and B(20) at w = 2,4,8,20,
respectively, and outside the closed curved at all frequencies. The first step is
to adjust the nominal plant gain to satisfy the low frequency bounds, marked
'a' in Fig. 2.32. The bounds are satisfied except around w = 80, therefore the
second step is to add a lead element whose maximum lead is around w = 80,
see loop marked 'b'. Although the bounds are satisfied by loop 'b' we want
to add another pole to the controller to achieve nice roll-off characteristics at
high frequencies, and this is done as follows: Add a zero so that about 4dB
below the bottom part of the bounds at high frequencies, - 28dB, the phase of
25
20
15
10
o
-5
-10
-15
-20
-270 -225 -180 -135 -90 -45
deg
Figure 2.31. Nichols plot of design steps 2, 3 and final design 4 for lOdE gain-margin
and 45 phase-margin, the plant is 10/8 2
the loop transmission is around -120, see curve 'c'; then add a complex pole
with damping ~ = 0.5 and natural frequency that will touch the bounds, see
loop-transmission 'd'.
The design process described in example 3 is suitable for a large set of
practical examples and proceeds along the following lines:
1. Start with a simple gain to satisfy low frequency specifications (known in

QFT as bounds).
2. Add lead and/or lag elements to satisfy the low frequency bounds and at the
same time decrease the controller amplification.
3. Add lead elements to satisfy the high frequency bounds.
4. Iterate on the controller parameters to decrease the controller bandwidth by

trying to decrease its high frequency gain.
5. Add as many excess poles over zeros as needed, by adding a zeroes) then a
far enough pole(s) or a complex pole(s) pair.
Basics of S1S0 Feedback Controlled Systems 55
40
30
~~~------~~------
20
o
-10
40
-20 80
150
250
-30
400
600
-270 -225 -180 -135 -90 -45 o
deg
Figure 2.32. Loop-shaping steps a,b,c and final design d, for example 3
The final step can involve either iterations on the control parameters or the ad-
dition of many lead and lag elements followed by a model reduction procedure
- the QFT Matlab toolbox (Borghesani et al. 1994) is well suited for this
process. Finally it is advisable to do the exercises at the end of this chapter.
We have no doubt that using the Matlab QFT toolbox, one can gain good
skill in loop shaping within a day or so.
6. SUMMARY
In this chapter we reviewed the basic classical parameters which characterize
a feedback system - margins, bandwidth and cross-over frequency. It was
emphasized that these parameters can serve as excellent figures of merit for the
robustness and performance of a feedback system. The existence of several
cross-over frequencies however, invalidates what was stated above.
A controller is designed in order to comply with desired closed loop speci-
fications, in the time as well as frequency domain. Although there is no one to
one translation from time to frequency domain specifications, two algorithms
were proposed which possesses the following two important features: (i) re-
duction of sensitivity or complementary sensitivity (therefore can be solved

using the design technique of Chapter 3), and (ii) usefulness as a very good
first order guess for a proposed translation with a minimal number of iterations
to achieve a solution for the t-domain specs. The Krishnan and Cruickshanks
translation technique is accurate but on energy type t-domain specifications. It
can be used for the t-domain specifications suggested here (which are practical)
if they do not oscillate too rapidly in the time domain.
The existence of RHP zeros in a plant model, limits the achievable cross-over
frequency of the open loop, thus limiting the benefits of feedback with respect
to closed loop sensitivity. Simple equations and design graphs were presented
in order to find the limitations and tradeoffs between the cross-over frequency,
gain-margin and phase-margin as a function of the RHP zeros, in the region
around the cross-over frequency where the slope of the Bode plot was given.
The existence of an unstable pole has an opposite effect, it puts a lower bound on
the cross-over frequency. Equations and design graphs were presented in order
to find a good estimation to the limitations and tradeoffs between the cross-over
frequency, upper and lower gain-margins and phase-margin as a function of the
RHP poles, based on a simplified structure of its loop transmission.
The last section is devoted to helping the reader gain skill in loop shaping,
7. EXERCISES
EXERCISE 2.1 Given the plant P( 8) = ~ 166~S' Estimate the maximum cross
over frequency and margin frequency for minimum gain-margin 12dB and
phase margin 45.
E XERCISE.
2 2 G Iven the pant
I P()
8 = S1 (16+s)(20+s)'
(3-s)(5-s) E'
stImate the maxI-
.
mum cross over frequency and margin frequency for minimum gain-margin
12dB and phase margin 45.
EXERCISE 2.3 Given the plant 1/8, shape a controller such that the phase of
L(jw) is in the interval [-145, -155]deg and where the open loop is in the
interval [30, -30]dB, and cross-over frequency at 10 rad/sec. Hint: start with
a pole at -1 then choose a lead element whose maximum lead is at a higher
frequency, then a lag, etc., iterate at each step if needed.
EXERCISE 2.4 Repeat exercise 2.3 with the plant 1/8 2 . Hint: start with a
zero at -1 and continue as in example 2.3.
EXERCISE 2.5 Repeat exercise 2.3 for the phase intervals [-145, -140],
[-140, -130] and [-130, -125].
EXERCISE 2.6 Given the plant 1/ (8 - 1), shape a controller with the smallest
possible cross-over frequency you can achieve such that the closed loop is
Basics of SIS 0 Feedback Controlled Systems 57
stable, the gain at w = 0 is 20dB and the closed loop satisfies the sensitivity
:s
specs 11 + LI- 1 3dB.
EXERCISE 2.7 Repeat exercise 2.3 for the plant e- sT /(8 - 1). What is the
maximum T for which you can satisfy the spec? compare your results with the
prediction you can get from Fig. 2.16 using Pade approximation for the delay.
8. NOTES AND REFERENCES

Time domain specifications and characteristics of closed loop systems can
be found in many classical text books, for example D' Azzo and Houpis (1988)
and Skogestad and Postlethwaite (1996). Design methods for t-domain specs
can be found in Horowitz (1992) and Pritchard and Wigdorowitz (1997).
While frequency domain specifications of the sensitivity or tracking type are
sufficient to satisfy time domain specifications of the form am :S y(m) :S bm ,
where y(m) denotes the mth derivative of the plant output - see Horowitz
(1978), in practice one should tradeoff between time domain specifications
and controller bandwidth. Iterations, based on the Krishnan and Cruickshanks
technique, are therefore highly recommended.
Sidi (1976) and Horowitz and Sidi (1978), presented an optimal robust con-
troller synthesis technique for an uncertain NMP plant with required closed
loop performance. Their synthesis method provides the designer with insight
into the tradeoffs between closed loop performance and bandwidth, and also
defines an implicit criterion for determining whether or not a solution exists.
Sidi (1980) developed a criterion to estimate the maximum bandwidth of a
sampled data plant for a given gain and phase-margin by assuming ideal Bode
open loop transmission characteristics and using asymptotic approximations.
Horowitz and Liau (1984) extended this technique to stable plants with several
RHP zeros. They showed how to achieve large loop gain over several frequency
ranges - even though there will always be some frequency ranges which are
determined by the RHP zeros, in which the loop transmission must be less
than OdB. This was proven by Francis and Zames (1984) and by Freudenberg
and Looze (1985), who showed that for NMP plants, small sensitivity in one
frequency range results in large sensitivity in an adjacent range. Freudenberg
and Looze (1985, 1987) developed several constraints on the closed loop sen-
sitivity of NMP and/or unstable plants in the form of weighted integrals of the
sensitivity on a log scale for all frequencies or on a frequency range where the
open loop is much less than 1. Middleton (1991) used their results to provide
a bandwidth limitation on NMP and/or unstable plants. Sidi (1997) used a dif-
ferent approach based on the Bode relationships to obtain graphical results on
bandwidth limitations for plants containing a single RHP zero or one unstable
pole. A very good discussion on performance limitations due to RHP poles
and/or zeros, based on the ideal Bode characteristics, appears in Maciejowski

(1990).
The first paper which presented an efficient technique for loop shaping was by
Gera and Horowitz (1980). Automatic loop shaping software was developed
by Bailey et al. (1992). Chait (1997) presented an algorithm using convex
optimization which optimizes only the zeros of the controller. Thompson and
Nwokah (1994) developed an algorithm for shaping minimum-gain controllers.
Chapter 3
SYNTHESIS OF LTI CONTROLLERS FOR MISO

LTIPLANTS
1. INTRODUCTION
In this chapter the engineering tool for feedback design of single-input single-
output and multi-input single-output systems, known as QFT, is introduced.
The important features of this approach are: (i) it is robust to the exact amount
of plant uncertainty; (ii) it tailors the closed loop precisely to the specifications
which are given at each frequency; and (iii) the technique is graphically based,
therefore allowing for insight into tradeoffs amongst design parameters such
as complexity, scheduling, amount of uncertainty, sampling time, margins and
bandwidth. As a result, the method allows the designer to come up with low
bandwidth designs.
The design method is developed separately for one and two degree-of-
freedom systems, and the algorithms for computing bounds are given. It is then
extended to sampled-data systems and NMP plants, and a detailed explanation
of the NMP phenomenon is provided.
2. ONE DOF SYSTEM

The feedback system of interest is depicted schematically in Fig. 3.1 and
described by the equations:
y Pu + Pdd
u -GHy+Gn.
The problem discussed in the sequel is how to design a controller, G (s ), such

that for a given set of plants, {P}, the closed loop is stable and certain w-domain
specifications are satisfied. All of the w-domain specifications for one DOF
59

d ,.
Pd
\~
n ... +
- -
-
...
G
u
- P .... +
Y,.
~
'I'
H -
0#
Figure 3.1. A single OOF Single feedback system
systems can be reduced to the following inequality on the controller G (s ):
IA(jw) + B(jw)G(jw) I < 6"( ) VP E {P}

1 +PHG(jw) - w, ,
where A, B, C and 6" may depend on the plant P, as well as on w. All of the w-
domain specifications, o(w), are absolute values and therefore only functions
of w (i.e. phase is not of importance as far as the specifications go). We
distinguish between the following two major problem categories:
1. Sensitivity reduction - the specifications are:
11 + P ~G(jw) I ~ 6"s(w).
Note that G (jw) = 00 is always a solution.
2. Control effort minimization - the specifications take the form:
I1 + G(jw) I
P HG(jw) ~ oc(w)
Note that G (jw) = 0 is always a solution to the above inequality.
The sensitivity reduction problem tends to increase the loop gain while the
control effort problem puts an upper limit on the controller output (assuming
Oc < IP HI- 1 ). All of the w-domain specifications of section 3.2 for the one
DOF problem can be reduced to one of the above two categories. Two examples
now follow.
Synthesis of LTI Controllers for MISO LTI Plants 61
Example 1: For a given d( s) and Pd ( s) we require the plant output y of Fig. 3.1,
to be bounded by e( w). This problem can be recast in the form of a sensitivity
reduction problem as follows:
1
I1 + PHG(jw) I < e(w) = 6 w
- IPdd(jw) I - s( )
Example 2: For a given n( s) in Fig. 3.1, we require the plant input to be bounded
by e (w). This may be written as a control effort problem:
I1 + G(jw). I < e(~) == 6u (w)

PHG(Jw) - In(Jw)1
2.1 SENSITIVITY REDUCTION PROBLEM

Consider the system shown in Fig. 3.1, where P is an LTI plant. The
problem we face is how to design a controller, G (s ), such that, for a given set
of plants, {P}, the closed loop is stable and the open loop sensitivity satisfies
specifications of the form:
1 (" ) I::; 6s (w), 'iP E {P}.

I1 + G PH (3.1)
JW
Note that 6s (w) and H(jw) may depend on the plant, P. The solution to
inequality (3.1), for a given frequency w, plant P(jw), and sensor TF H(jw),
is a circle in the complex plane. Using the notation L (s) = PG H, then the
exterior of the circle centered at [-1, 0] with radius 18s (w ) 1-1 is the allowed
region for which inequality (3.1) is valid for L(jw) (see Fig. 3.2), while the
interior area isn't. Similarly, G (jw) defines another circle in the complex plane,
outside of which inequality (3.1) will be satisfied (see Fig. 3.2). The design
process will then be:
l. Calculate circles at each frequency for all plants P E {P}, denoting the
curve of the union of all the circles at a given w by B (w). In QFT parlance,
B (w) is the bound on G (s) at frequency w.
2. Find (shape) a TF G(s) such that at any frequency w, G(jw) lies outside
the bound B(w), in conformity with inequality (3.1), and the closed loop is
stable for all P E {P};
The resulting G (s) will then be a solution, in so far as the closed loop is stable
and satisfies the specifications. From simple geometry, it can be shown that the
center of the forbidden circle, for the parameter L(jw) = GP H(jw), is located
at [-1,0] and its radius is 8; 1 (w). For the parameter G (jw) the center is shifted
to -II P H(jw) and the radius is accordingly, 6;1 liP H(jw) I. Calculation of
these bounds with the aid of the corresponding circles is not recommended
however. The preferred procedure (also the one used by the QFT Matlab
toolbox, Borghesani et al. (1994)) will now be presented.
SCw)/1 PHUw) I
-l/PH Uw)
on L=PGHUw) on GUw)
Figure 3.2. Circle on the left with radius of 8;1 (w) and centered at [-1, OJ defines the allowed
region for L(jw) = GPH(jw). The circle on the right with radius IP~~;W)I centered at
-1/ P H (jw) defines the allowed region for G (jw)
2.2 BOUND CALCULATIONS

With the polar form ofG(jw), at a given frequency, w, that is, G(jw) = ge j
and PH(jw) = pej(J, inequality (3.1) reduces to:
11 + gp~j(+O) I ::; o(w).

The squared magnitudes of both sides of the inequality become:
Rearranging terms gives us the quadratic form:
(3.2)
The unknown parameter in the above equation is the complex number ge j ,

which is a circle for all E [0, 27fJ, (see also Thompson (1995)). The curve of
the union of all these circles is the bound B (w). In practice it is not possible
Synthesis of LTl Controllers for MISO LTl Plants 63
to calculate these bounds for all wand infinite numbers of plants, therefore the
proposed bound calculation algorithm is:
1. Discretize the frequencies [0,00) into a finite set n= {WI, ... , w m }.

2. Discretize the uncertain plant set into a finite set {P} = {PI, ... , Pn }.
3. Discretize the controller phase into an ordered set, for example
 = {O, -5" .. , -360}.
4. Choose a single frequency wEn.
5. Choose a single phase E .
6. Choose a single plant Pi from {P}.
7. Compute 9max(Pi (jw), ) and 9min(Pi (jW), ) using inequality (3.2).
8. Repeat step 7 for all Pi (jw)'s and denote
9max(,w)
9min (, w)
9. Repeat steps 5 - 8 for all phases in .
10. Repeat steps 4 - 9 for all frequencies in n.

For a given wEn and phase E , the interval from which IG(jw)1 is allowed
to take its values is:
IG(jw)1 :s: 9min or IG(jw)1 > 9max, if 9min(,W) >0

IG(jw)1 > 9max, if 9min(,W) :s: 0,
and its curve (over all E <I is the bound B(w) on G(jw). Setting the bounds
on Lo = GPoH for a particular plant Po, from {P}, rather than on G, is more
natural for loop shaping; the bounds on Lo (jw) are the same as on G (jw) but
each bounding point, say z, is shifted to z/PoH(jw).
Example: Given the plant k/ s where k E [l,3J, it is required that the plant
output will be less than w / 5, but not greater than 1.4, that is 8 = min( w / 5, 1.4).
The discrete sets for (steps 1, 2, 4) are: n = {1, 2, 4, 8}; = {O, -5, ... , -360};
and {P} = {1/ s, 2/ s, 3/ s}. The bounds on G are calculated by the algorithm
described in steps 4 - 10. The inequality to be solved is
11 + P~(jw) I :s: min (~, 1.4) = 8(w),

which for a given frequency, w, plant value pe j (} and controller phase, cp, reduces
to the following inequality on the controller amplitude 9
g2p2 + 2gpcos(cp + 0) + 1- 1/6 2(w) ~ O.
The bounds on La = GPo for Po = lis are shown in Fig. 3.3
20
-20
-30
-360 -270 -180 -90 o
deg
Figure 3.3. The region above the bounding curves B(w), w = 1,2,4, are the allowed regions
for the location of Lo (jw), while for w ~ 8, the region outside of the closed curve defines the
set of allowed locations for Lo (jw)
2.3 CONTROL EFFORT PROBLEM

Consider the system shown in Fig. 3.1, where P is an LTI plant. Our problem
is how to design a controller, G(s), such that for a given set of plants, {P}, the
closed loop is stable and satisfies specifications of the form:
G(jw) I
I 1 + GPH(jw) :::; 6u (w), 'iP E {P}. (3.3)
Note that 6u (w) and the sensor TF, H(s), are both allowed to depend on the
plant, P. The solution to inequality (3.3) at each frequency for a given plant, can
Synthesis of LT! Controllers for MISO LT! Plants 65
be described by a circle in the complex plane. In order to determine whether

the interior of the circle is part of the allowed region, it is enough to check
what happens when G(jw) == 00. If G(jw) == 00, is in the allowed region
then ouIPH(jw)1 > 1, that is, the region exterior to this circle conforms to
inequality (3.3) while the interior area doesn't. However if ouIPH(jw) I < 1,
inequality (3.3) is true within the above circle's interior. The design process
will then be:
1. Calculate circles corresponding to inequality inequality (3.3) at each fre-
quency and for all P E {P}. Intersect all of the allowed regions of all the
calculated circles for a given w, denoting the resulting curve by B (w).
2. Find (shape) a TF, G(s), such that at any frequency w, G(jw) lies inside
its bound B(w) in conformity with inequality (3.3) and the closed loop is
stable for all P E {P}.
G (s) will then be said to be a solution to the control effort problem.
From simple geometric considerations, it can be shown that the center of the
circle which solves the inequality:
11!LI<a
is located at [a 2 /(1 - a2 ,0] and its radius is a/II - a2 1. Moreover if a <
1(a > 1) its interior (exterior) is the allowed region. Therefore the solution
to inequality (3.3) for PHG is the same circle with a = o/IPHI; and for the
parameter G, since G = lH' it is the circle whose center, denoted by Cg , and
radius, denoted by R g , are
a2 a
Cg(w) = (1 _ a 2 )p H(jw)' Rg(w) = 11 - a 2 11P H(jw)l
Calculation of these bounds with the aid of the corresponding circles is not
recommended however. The preferred procedure was presented in section 2.2.
Example: For the plant 1/ s, the closed loop plant input at w = 1 is required
to be less than 1.1 and less than 0.14 (arithmetic units) at w = 5. The curves
(bounds) on Lo(jw) = GPo(jw) for Po = l/s are shown in Fig. 3.4. For
w = 1, it is the closed curve's interior which is the forbidden region, while for
w = 5 the area below the open curve is the allowed region.
2.4 EXAMPLES
Example 1: Given an uncertain plant which includes an integrator, a simple
pole at -1, and uncertain gain in the interval [1,5]
{ P} -- s(s k+ 1)' k E [1,5,

]
30
25
20
15
10 ... ;. forbidden region .

: for 0)= 1
III
"0 5 Inside CirCle
o
-10
-15
-20
-360 -315 -270 -225 -180 -135 -90 -45 o
deg
=
Figure 3.4. Bounds on control effort; for w 1 the interior of the closed curve is the forbidden
region for Lo (jw). while for w = 5 the area below the open curve is the allowed region for
Lo (jw). In the complex plane. with real and imaginary arithmetic scales. both curves are circles!
the requirement is to design a controller such that for any plant in {P}: (i) the
closed loop is stable; (U) at frequencies [1,2,4] rad/sec, the sensitivity is less
than [0.05,0.2,0.8] arithmetic units, respectively; and (iii) at all frequencies,
gain and phase-margins of the form 11 + L(jw)I- 1 < 3.5dB are satisfied.
The bounds and two designs are shown in Fig. 3.5 and Fig. 3.6 where the
nominal plant is 1/(8 2 + 8). The designed controller in Fig. 3.5 is
_ 2 (1 + 8/30)(1 + 8/6)
Gl - 8 (1 + 8/20)(1 + 8/90)(1 + 8/220)'
and is composed of only real poles and zeros, while the second controller
design, which appears in Fig. 3.6, and is
G = 28 (1 + 8/27)(1 + 8/6) 78 2
2 (1+8/14) 82+788+782'
consists of a complex pole pair with a damping ratio of 0.5. The second design
is better in the sense that the high frequency sensor noise at the plant input is
reduced, in comparison to the first design. A comparison, in the form of a Bode
plot of the two TF's from the sensor output to the plant input, is depicted in
Fig. 3.7. Note that the loop shaping algorithm tries to position the open loop
response at each frequency, as close as possible to its corresponding bounding
curve - in the allowed region, which quite naturally imposes a smaller band-
width solution (Horowitz (1978) appendix 1). Since at high frequencies the
30
20
10
0
co
"C
-10
-20
-30
-48
- 60 -270 -180 -90 o
deg
Figure 3.5. Bounds and L1 = G1Po
benefits of feedback are negligible, any specifications at high frequencies will

result in a large bandwidth with negligible closed loop performance improve-
ment. From the bounds at w = 4 we can expect that at higher frequencies, the
open loop gain will be less than OdB, and therefore the specifications chosen
at frequencies w > 4 are only of the gain and phase margin type.
Example 2: The former example presents us with a good opportunity to demon-

strate the effect of uncertainty on the controller's high frequency gain. The de-
sign G2 is compared to a design for the same example but with less uncertainty
10
0
[(l
"0
-10
-20
-30
100
-4~
- 60 -270 -180 -90 o
deg
Figure 3.6. Bounds and L2 = G 2 Po
(the gain is in the interval [1,2]). The controller G 3 turns out to be:
G _ 28 (1 + 8/6)(1 + 8/18.6) 39 2
3- 1+8/14 82+398+392'
Fig. 3.8 shows the bounds of both uncertain plants. The low frequency bounds
are the same, but the high frequency bounds for the expanded uncertainty
case are 8dB larger than for the low uncertainty plant. As a result, the high
frequency controller gain, for the low uncertainty plant, (also the controller
amplitude and sensor noise amplification at the plant input in high frequencies)
is about lOdB less than corresponding gain for the plant with large uncertainty!
Example 3: The simplest model of a loaded DC motor with flexible trans-

mISSIon IS:
Tz - Bl(}l + Tdl
Tm - Bmem - Tdn
ik t
250~--~--~--~--~--~--~----~--~--~--~
200
~150
50 100 150 200 250 300 350 400 450 500

0)
50
aJ45
E.
~40
-- 35
"-'
C)
30 1
10 102
10g(0))
Figure 3.7. Comparison of the two TF's from the sensor output to the plant input for the two
designs G 1 and G 2 , upper plot in arithmetic scale, lower is a Bode plot
'It (Bml n - Bl) cml + (iJmln - iJl) dml

The symbols have the following meaning:
i-the motor current
k t - the motor e. m.J constant
Bm - the viscous friction on the motor axis
Jm - the motor inertia
Tm - the electrical moment
Bm - the motor angle
n - the gear ratio
Cml - the transmission spring factor
dml - the transmission damping factor
Tl - the moment transferred to the load
Bl - the viscous friction on the load
Jl - the load inertia
Bl - the load angle
Tdl - the disturbance moment on the load.
30
20
10
o
III
"0 -10
-20
-30
-40
-360 -270 -180 -90 o

deg
Figure 3.B. Comparison of two designs: Lb for the expanded uncertainty case (rigid bounds),
La for the low uncertainty case (rigid bounds in low frequencies and dashed bounds at high
frequencies)
If Bl and Bm can be neglected, the TF's from current command, i, to the

motor angle, Om, and load angle, (It, are:
Om kt JI (s2+ 1:mL
J[ s + mL)
J[
~ J m Jls2 (s2 + (1:mL

J[
~) s + mL
+ n:ry;;; J[
emf)
+ n:ry;;;
(3.4)
~
For the plant described above for Om/i, we assume the following numerical
values: dmL/ Jl = 2, cmL/ Jl = 100, dml/ J m = 0.4, cml/ J m = 20, n = 1,
kt/ Jm = 1. It is assumed that the uncertainty only acts on the load, Jt, which
can be up to 5 times its nominal value. A controller is required such that (i) the
closed loop is stable; (ii) at frequencies between [1, 2] rad/sec, the sensitivity
is less than [- 20, -7]dB, respectively; and (iii) at all frequencies gain and
phase-margins of the form 1/11 + LI < 3.5dB are satisfied.
The bounds and design are shown in Fig. 3.9. Note the change in the bounds
near the resonance frequency, as a result of large plant uncertainty near the
resonance frequency. The resulting controller is:
G = 22 (1 + 8/3)(1 + 8/76) 95 2
1 1+8/15 82+1508+952
30
8(1 )
20
------~-
10 "
"\
CO
"'0 0
".,
-10
4
7.5
10.5 , ........
-20 .... , ....... ,
12
18
30
-3B
- 70 -225 -180 -135 -90
deg
Figure 3.9, Bounds and open loop for Example 3
Example 4: The aim of this example is to demonstrate how QFT handles un-
certain under-damped plants. The plant was first suggested by Wie and Byun
(1987). It can represent a model of a loaded DC motor whose sensor is located
on the load itself (see equation (3.4) for very small d m1 )
{P} -- k1Cl'-' k E[ l
0.5,2.
8 2(s2 + 0.2y 2ks + 2k)
A controller design is required such that, for any plant in {P}: (i) the closed
loop is stable; (ii) at all frequencies gain and phase-margins of the form 11 +
L(jw)I- 1 < 6dB are satisfied; and (iii) the cross-over frequency is the highest
possible but less than the resonance frequency. The motivation for using
specification (iii) is to limit the control effort, because it increases rapidly for
cross-over frequencies for which the phase of the plant is much less than 1800
The bounding curves and corresponding design are shown in Fig. 3.10 where
the nominal plant is chosen to be k = 0.5. Each sub-plot contains a single
bound along with the nominal loop response and a single frequency. Since the
open loop almost touches its bounding curve below the cross-over frequency,
it is considered to be an efficient design. Trying to increase the cross-over
frequency will increase the bandwidth tremendously (see exercise 3.6). The
controller is:
G = 0.14 82 /0.01 + 0.16/0.018 + 1

(1 + 8/5)(1 + 8/0.6)(1 + 8/0.04)
30 ...
20
10
.. . . .. =0.3 0 ';0:6
. . . . .
-10
-20
-30
-270 -180 -90 -270 -180 -90 -360 -270 -180 -90
30 30
20 20
10 10
0 0 5:
-10 ~0~8 -10
-20 -20
-30 -30
-360 -270 -180 -90 -270 -180 -90 -360 -270 -180 -90
30
20
10
0
-10
-20
-30
-270 -180 -90 -360 -270 -180 -90 -270 -180 -90
-270 -180 -90 -270 -180 -90 -270 -180 -90
Figure 3.10. Bounds and loop transmission for L1 = G1PO - each sub-plot represents the loop
transmission and bounds at a single frequency (denoted by ow = frequency on the bounding
curve)
3. TWO DOF SYSTEMS

The feedback system of interest is depicted schematically in Fig. 3.11, and
described mathematically by the equations:
y Pu
u -GHy+GFr.
Our concern is how to design a controller, G (s ), and prefilter, F (s ), such that
+
- -...
r u...
F
....
-
G - P -
Y",
...
H -
Figure 3.11. A two DOF feedback system
for a given set of plants, {P}, the closed loop is stable and certain w-domain
specifications are satisfied. The w-domain specifications are of the following
two types:
(i) model matching - for a given plant set, {P}, and a TF Fm(s)
. I
I1PGF(jw)
+ L(jw) - Fm(Jw) ~ 6m (W), VP E {P}; (3.5)
(ii) tracking - for a given plant set, {P},
PGF(jw) I
a(w) ~ I1 + L(jw) ~ {3(w), VP E {Pl (3.6)
The model matching specification limits the distance of Fm (s ), the desired TF

from the tracking TF by 8m (w), while the tracking specification places upper
and lower limits, {3(w) and a(w) respectively, on the amplitude of the tracking
TF.
The model matching problem can be reduced to the sensitivity problem
discussed in section 2. If we allow F == H Fm , then inequality (3.5) becomes:
I1Fm(jw) I
+ L(jw) ~ 8m (w), VP E {Pl
The tracking specification divides itself between the task of the controller, G,
and that of the prefilter, F. The job of the controller is to reduce the difference
between the plant's minimum and maximum outputs, Ymin and Ymax (on a log
scale), due to plant uncertainty, while at the same time ensuring closed loop
stability. The principal task of F, on the other hand, is to shift the Bode plots
of PG/(l + PG) (on a log scale), so that they are within the specification
boundaries. This is shown pictorially in Fig. 3.12. The effect of F and G will
be explained in the sequel.
-2
-4
-6
-8
~ -10
-12
-14
-16
-18
-20~----~--~~~~~~~----~--~~~~~~
10 10 1 102
log (m)
Figure 3.12. Different effects of C and F on the closed loop TF: The response of IPC / (1 +
PC)I is situated between the upper two solid lines, due to plant uncertainty. The required specs
for the closed loop response are the two dotted lines. The filter F shapes the upper two solid
lines so that they fall within the specs (dashed lines).
The TF, F( s), is a solution to inequality (3.6) if and only if it satisfies the
inequalities:
loga(w) min log

PE{P}
PG(~~)) I :S log IF(jw)l,
Il+LJw and
10g,8(w) max log I PG(~~)) I : : : log IF(jw)l (3.7)

PE{P} l+LJw
It should be noted that for a given amplitude function IA(w) I, there always exists
a stable minimum-phase TF, F(s), such that IA(w)1 = IF(jw) 1 (Horowitz
1963). This in tum implies the existence of a minimum-phase solution, F(s),

if the following inequality holds
max log 1 PG(jw) 1- min log 1 PG(jw) 1 < log (3(w) . (3.8)
PE{P} 1 + L(jw) PE{P} 1 + L(jw) - a(w)
Notice that inequality (3.8) depends only on G(s) and the plant uncertainty.
The job, therefore, of the controller, is to reduce the closed loop uncertainty -
the filter F does not contribute to this end. The prefilter, F, simply positions
the TF's PG/(1 + L), for all P E {P}, to lie within the specified curves, but
doesn't change the uncertainty of PGF/(1 + PGF) on a log scale!
3.1 BOUND CALCULATIONS

Two additional algorithms for calculating bounds on G (s) are now presented.
The first is based on the notion of 'templates' and its major advantage is the
excellent insight it provides into the relationships between plant uncertainty,
closed loop specifications, bandwidth, scheduling and controller structure. The
second of the two is a closed form algorithm, which is recommended when
the discrete number of plants in {P} is small. From here on we shall assume,
without loss of generality, that H == 1.
3.1.1 BOUND CALCULATIONS WITH THE AID OF PLANT

TEMPLATES
A TF, P(s), evaluated at a given frequency, w, is a complex number, the
set of all complex numbers for a given set of TF's, {P}, evaluated at a given
frequency w, that is
Tw = {P(jw) I P E {P} },
is termed the Template of {P} at w. The region labeled 'A' on the Nichols
chart of Fig. 3.13, describes the template of {P} = k/ s(s + a) for k E [1,5J
and a E [1,2J at the frequency of w = 1 rad/sec. The closed loop values for
this template, that is the intersection of the extremities of the template with the
PG / (1 + PG) curves on the Nichols chart, for all P E Tw , range from -6dB
to 3dB. Hence for G = 1 (template A), the closed loop uncertainty is:
2010g max /1
PE{P} +P~~~JW ) /- 20 log PE{P}
min / P(j~~) / =
1 + P JW
3 - (-6) = 9dB.
The template for {PG} bears the same shape as the template {P}, but is
located 20 log IG(jw)1 above it and arg G(jw) degrees to the right. Fig. 3.13
includes two examples, the template for G = [16dB,00J labeled 'B' and for
G = [19dB,500] labeled 'C'. By simply sliding the template around on the
Nichols chart, a readout of the amount of uncertainty which the closed loop
Nichols Chart
40
OdB .
30 . ...... .~:~~dB
20
10 ..... .: ..... :. . .
.. .
.. :..... .
", :::
;::;: . : .. i, , .. ..... !-12 dB
.: ::
:"20
... dB
:::
....
:::
40 dB
-~g6~ -330 -300 -270 -240 -210 -180 -150 -120 -90 -60 -30 o
[deg]
Figure 3.13. Templates for w = 1 rad/sec consists of all complex numbers within the closed
curve 'A'; 'B' is the same template but shifted by 16dB; 'c' is shifted by 19dB and 50. The
symbol x on the bottom right hand comer of all of the templates denotes the nominal plant
l~;gtjL) can tolerate, may be easily obtained. For a given phase of G(jw),
there always exists a minimum amplitude of G (jw) above which the closed loop
I
uncertainty of 11 ~;djw is less than a desired value. The bound calculation
procedure for a set of frequencies wEn and given specifications in the form
a, /3, will then be as follows:
1. Pick a frequency wEn.
2. Plot the curve of the template Tw of {P} on a Nichols chart (for an efficient
algorithm see Ballance and Hughes (1996)).
3. Arbitrarily choose a single plant Po (j w) from {P}, designate it as the
nominal plant and mark its location on the template.
4. Discretize the controller phase in steps of, for example
<1> = {O, -5" .. ,-360}.
5. Choose a single phase E <1>.
6. Shift the template horizontally by (po, and then vertically by zdB (open
loop gain) without changing the template's attitude, until the point where
the template's closed loop uncertainty meets the specification, i.e. the point
where
2010 max IPG(jw) I - 201 o mm . I

PG(jw) I
g PE{P} 1 + PG(jw) g PE{P} 1 + PG(jw)
f3(w)
20 log a(w)'
Mark the location of the nominal point of the template on the Nichols chart
(shifted by cpo and zdB). The significance of this point is that if arg G (jw) =
cpo and IG (jw) I > zdB (open loop), the closed loop uncertainty at w is
satisfied, that is,
PG(jw) I . I
PG(jw) I
g PE{P} I 1 + PG(jw)
2010 max - 201
og P~{~} 1 + PG(jw)
f3(w)
< 20 log a (w) .
7. Repeat step 5 for all cp E 1>, then connect all the marked points. This
curve is the bound on PoG at w; and it means that if G (s) is designed such
that PoG(jw) is located above it, then the closed loop specifications are
satisfied.
8. Repeat step 2 - 7 for all frequencies in f2.

As long as f3(w)/a(w) is close enough to 1, then for each phase angle cp E
[0, 21T1 there exists a finite amplitude of G (jw) above which the closed loop
uncertainty is satisfied. The bound will then be a curve which crosses the
Nichols chart from right (cp = 0) to left (cp = -360). A bound of this kind is
called an open bound and the frequencies for which the bounds are open are
called low frequency bounds.
At high frequencies, the specifications are only gain and phase margins, that
IS
I1 +PGPG I ::::; 6n (W) or 11 +1PGI ::::; 6s (W),
for some 6n (w) > 1 and/or 6s (W) > 1. The same technique described above
can be used to find bounds, but for each phase angle there exist two values of
IG(jw)l, gl and g2 (gl < g2) such that the margin specifications are satisfied
if IG (jw) I S gl or if IG (jw) I 2:: g2. The resulting bounding curve is closed,
unless the uncertainty is too wide in phase. A bound of this kind is called a
closed bound and the frequencies for which the bounds are closed and larger
than the low frequency bounds are called high frequency bounds.
Example: Given the uncertain plant {P} = s(s~a) for k E [1,5] and a E [1,2]
the specifications are
1= a < I1PGF(jw) I
+ PG(jw) ~ f3 = 1.12, for w = 1
PG(jw) I
I 1 + PG(jw) ~ 2 = 6dB, for w ;::: o.
The open bound, labeled Bl in Fig. 3.14, is the bound for w = 1 rad/sec. The
plant at w = 1 is the lower one with a '1' at its center. By moving the template
vertically (increasing the open loop gain by 17dB), its closed loop uncertainty
is reduced to 1dB (1.12 in arithmetic units). The nominal plant Po = S(S~2)'
marked on the template by an x, impinges upon the bounding curve B l . The
same is true when the template is shifted by 18.7dB and 50, (see the plant in
the top right comer with a '1' at its center). The closed bound curve B 5 , in
Fig. 3.14, is the bound for w = 5 rad/sec. The template for w = 5 rad/sec is the
lowest one on the graph with a '5' at its center. Increasing its open loop gain
by lldB and shifting it by -20 results in its closed loop uncertainty being
less than 6dB (the template doesn't enter the 6dB region but touches it only)
and the nominal plant, Po = s(s~2)' marked on the template by an x, touches
the lower portion of the closed bounding curve (see the template marked '5'
whose nominal point is at about -18dB). The same is true when the template
is shifted vertically by 35dB (open loop gain) without changing its phase angle
(see the uppermost template with a '5' at its center on the graph). Therefore for
a controller with a phase angle of - 20 at w = 5 rad/sec, there are two points
on the closed bounding curve which means: IG (j 5) I should be less than lldB
or greater than 35dB in order to satisfy the specifications at w = 5.
3.1.2 BOUND CALCULATIONS USING A CLOSED FORM

ALGORITHM
For a given frequency wand two plants say Pi, P2, where Il:~~G >
1
I,
Il:},~G inequality (3.8) reduces to
(1 + PiG) P21 < f3(w) (3.9)

I
(1 + P2G) Pi - a(w)
if its left side is greater than 1, otherwise it becomes:
(1 + P2G) Pi I < f3(w) .

I (1 + PiG) P2 - a(w)
Nichols Chart
40
30
20 - dB
10 . :.-3 dB
en 0 ';-6 dB
~
-10 : ..... : .. . :~12dB
. .. : .-20dB
-20
-30 .: : . . . . . :
40 dB
~g60-330-300-270-240-21 0-180-150-120 -90 -60 -30 o
[deg]
Figure 3,14, Templates and Bounds: For w = 1 the template is the lowest structure with a '1'
at its center, the other templates are of the same size and shape but shifted vertically (open loop
gain increase or decrease) or horizontally (open loop phase added or subtracted) or both, The
bounding curve BJ is an open bound, For w = 5 the template is the lowest one with a '5' at its
center and its bounding curve B5 is a closed bound
Its solution is a circle in the complex plane, such that if G (jw) is found in
its interior, the inequality does not hold. This can be seen letting G == 00, so
that inequality (3.9) tends to 1. This implies that the inequality is true, which
further implies that G is not in the circle's interior. The center and radius of
this circle can easily be calculated by analogy to the procedure in section 2.3.
Letting
P2
L = (1 + PI G) P P.
1 - 2
gives:
\_L_\ <
I+L-a-'
~-a
whose solution, to the parameter L, is the circle located at ZI = [a 2 / (1 - a2 ), 0]

with radius TI = a/II - a2 (see section 2.3). The solution to the parameter
1
1 + Pi G will then be the circle located at Z2 = Zi (Pl/ P2 - 1) with radius

r2 = rilPl/ P2 - 11- Similarly the solution to the parameter Pi G will be the
circle located at Z3 = Z2 - 1 with radius r3 = r2, and the solution to the
parameter G will be the circle located at Z4 = Z3 / Pi with radius r 4 = r3/ IPi I
which is the solution to inequality (3.9) for the parameter G. An algorithm
to find bounds on G(jw) which solves inequality (3.7) will therefore be as
follows:
1. Discretize the uncertain plant set into a finite set {P} = {Pi, ... , Pn }.
2. Choose two plants Pi, Pj from {Pl.
3. Compute the circle which solves inequality (3.9) for Pi = Pi and P2 = Pj .

4. Repeat step 3 for all pairs of plants, Pi, Pj' in {P}.
5. The curve made up of the union of all circles computed in step 4 is the
bound B(w).
3.2 AN EXAMPLE
Plant set and specification
k
{P} = ( )' k E [1,10], a E [1,10].
88+a
It is required to design a controller, G(8), and prefilter, F(8), such that (i) the
open-loop response of L(8) will satisfy the margin specifications
L(jw) I
I1 + L(jw) < 3dB, Vw ~ 0
and (ii) the amplitude of the closed loop TF from r to y will be bounded between
the following f3(w) and a(w) functions
w I 0.5 I 1 I 2 I 4 I 8 I
I (1(w)[dB] I 0 I 0 I -1 I -4 I -7 I
I a(w)[dB] I -0.5 I -1 I -3 I -8 I -14 I
Controller design - The chosen set of frequencies, n, is the set for which the
tracking specifications are given and includes the high frequencies 15, 30, 60,
100 and 200. The bounds are shown in Fig. 3.15 for the nominal plant S(S~l)'
which also includes the shaped loop transmission for the controller
G_ 52(1 + 8/70)(1 + 8/6)

- (1 + 8/0.3)(8 2 /170 2 + 8/170 + 1)'
Synthesis of LTf Controllers for MISO LTf Plants 81
50
40
30
20
10
ca
"0
0
-10 I
I
I
I
15
-20 30
60
-30 120
180
-4
- 60 -315 -270 -225 -180 -135 -90 -45 0
deg
Figure 3.15. Bounds and open loop
Prefilter design - The amplitude of the TF l:~gtj~) was simulated for 100
plants (for each integer in the range of k' 8 and a' 8). The maximum and
minimum values at the tracking specification frequencies are shown in Fig. 3.16,
rigid line, which also include the specifications and maximum and minimum
closed loop of amplitude, 11:c:J(j~) I, using the prefilter
F = (8 2 + 11.28 + 64)/64
(1 + 8/2.8)(1 + 8/8)(1 + 8/35)'
clearly the specifications are satisfied.
4. EXTENSION TO NMP PLANTS

The NMP plant types addressed here are plants with pure delay and/or RHP
zeros embedded in a feedback structure (Fig. 3.1 or Fig. 3.11). Hence their
loop transmission, L = PG, is bandwidth limited, that is, there exists an w
such that L(jw) = OdE, where w decreases as the RHP zeros decrease or
the delay gets larger (see Chapter 2). The design technique described in the
previous sections is also suitable for NMP plants, but difficulties may arise
0 PGI
- :; : : ==:= =;:: :: - - -
-2
.. 1.+PGI
".j.. ,
-4 ....... \ , .
,
.. ......... +. ... .
',:
!D
"'0
,
,.. "!o-
. "
-6 ,:'!Ir.,
"
"","
: ......

.
, . . . ..;+
,.
.......
~
.
-8 ,
, .
: IPGFI
-10 ....... ':
: . . . . . .\.
: " : Ifl-PGI
" : : :
-12 ...:\ .....
:, .
-14
log (w)
Figure 3.16. Prefilter design: Rigid lines are maximum and minimum of IPG/(l + PG)I.
dashed lines are maximum and minimum of IPGF/(l + PG)I. the + signs are the specs (3(w)
and a(w) respectively
because of the bandwidth limitations, which are: (i) for stable plants the con-
flicting requirements of large bandwidth for 'tight' closed loop specifications
and the maximum bandwidth limitations due to RHP zeros and delays; and (ii)
for unstable plants the conflicting requirements of large bandwidth for 'tight'
closed loop specifications, the minimum bandwidth limitations due to the RHP
poles, and the maximum bandwidth limitations due to RHP zeros and delays.
Plants which includes both RHP poles and zeros (or delays) may have serious
closed loop limitations, especially gain and phase-margin limitations. For a
quantitative discussion see Horowitz (1979).
A quantitative argument, based on the Hilbert transform, is now described in
order to reinforce a pictorial explanation of the NMP closed loop performance
limitation phenomenon. Letting L M (s) denote a minimum-phase and stable
TF, the Bode integrals (Horowitz 1963) relating its phase, arg(LM(jW)), to its
amplitude, log ILM(jW)I, are given by the principle integral equation:
-- ~ ln oo dlog LM(jW)
d W()d
U
h
U, were
7r 0 U
u = log~,
Wo
W(u) = log (coth M)
2
= log w + wo.
W - Wo
The weighting function W (u) is infinite at wo, very large within the vicinity of
Wo and decreases with Iw - Wo I, that is, it is close to the 8 (w - wo) function.
Thus, on the average for a large enough frequency interval we can conclude
that: the phase of LM(jW) (which is negative) is larger (closer to zero) if the
slope of the amplitude of LM(jW) in log scale (which is negative) is larger
(closer to zero). Moreover if its phase is positive (negative) then its amplitude
is an increasing (decreasing) function of w. This observation is true on the
average over large enough frequency intervals, but as the phase of LM(jW)
tends to zero, it becomes true almost pointwise. The proof and conditions
under which this is true follow.
Let us assume that arg L M(jw) ::; 0 for all frequencies except for those
inside the interval [WI, W2J wherearg LM(jW) > O. Using the Hilbert transform
. )1- ~1O wargLfvdjw)d

Iog IL M (JWo - 2 2 W,
7r 0 Wo - w
it can easily be shown that
which is negative because the sign of argLM(jw) is positive on [Wl,W2J and

negative on the intervals (O,wd, and (W2,OO). This is depicted in Fig. 3.17.
Thus as arg L M(jw) -t 0 in the interval [WI, W2], IL M (jW2) I ~ IL M(jwd 11 .
The observations above will help us to understand the NMP phenomenon of
the following example. Fig. 3.18 shows a loop transmission, Lo = PoG, for
the NMP plant
k 20 - s
{P} = - - 2 0 ' k E [1,3J
s +s
with margin specifications of the form 1/11 + L(jw)1 < 3.5. Fig. 3.18 shows
not only
Lo = 20 - s ~G
s + 20 s
I it is assumed that L M is continuous on the interval [Wi, W2]

41(jw) 41(jw)
!
dB dB
!
I
--+--------t--- ---t---\---I--
-180 o I -180
(a) (b)
Figure 3.17. The figures labeled (a) and (b) show two trajectories of a minimum phase plant on
a Nichols chart. The trajectory of figure (a) is not feasible mathematically, while that of figure
(b) is. Note that WI :::; W2
30 30
20 20
10 10
co o o
"0
-10 -10
-20 -20
-~B70-225-180-135-90 -45 0 -~B70-225-180-135-90 -45 0

deg deg
Figure 3.18. Two NMP TF's L(jw) and their minimum phase parts LM: the low frequency
gain of the right figure is 1.5dE more than the one on the left but the cost of control in terms of
amplitude is increasing, for example, G(jw) has increased by at least lOdE at w > 300
Synthesis of LTl Controllers for MISO LTl Plants 85
but also its minimum-phase part, LM = iG(s), for two designs. Clearly
as one tries to increase the open-loop bandwidth the following happens: (i)
the gain margin frequency increases (in this example from 70 to 300), (ii) the
interval of frequencies close to the margin frequencies increase, and (iii) the
phase of the minimum phase part of the loop-transmission approaches zero,
and therefore cannot be decreased in order to achieve more gain margin. The
result is bandwidth limitation.
In the example above the high frequency bounds are one closed curve,
because of the choice of the nominal plant as an NMP system. If the nominal
plant will be chosen as minimum-phase, the high frequency bounds will move
to the right. The bandwidth will then be limited by the ability to shape the loop
such that it will encircle the bounds from the right. Otherwise the bounds will
be encircled from the left which means, by the Nyquist stability criterion, that
the closed loop, with open loop L(s), is unstable. This encirclement must take
place when the phase of L M (jw) is negative and whenever L M (jw) passes near
the bounds. Otherwise, by the discussion above, the amplitude of L M (jw) will
be an increasing function of wand therefore will not encircle the bounds from
the right.
5. EXTENSION TO SAMPLED DATA SYSTEMS

The feedback system dealt with is depicted schematically in Fig. 3.20 where
T denotes the sampling time of the AID converter (ws = 2n IT is the sampling
frequency) and * signifies a sampled signal such that
00
x*(t) = L x(kT)r5(t - kT).

k=O
The Laplace transform of this sequence is
L x(kT)e-
00
X*(8) = skT ,
k=O
while if X (8) has more poles than zeros (A strom and Witten mark (1996) p.
280)
1
L X(8 -
00
X*(8) = - jkw s ).
T 0
The D/A converter is a ZOH. Mathematically the system is described by the

equations (Pzoh(z) denotes the TF from the ZOH input to the output of P
where z = esT)
Y Pzohu* + d
u* -G(z) (H(z)y* + n* - F(z)r*) ,
30
20
10
0.5
1
2 I
-10 I
4
8
15
-20 30
70 200
200
-30
-270 -225 -180 -135 -90 -45 o
deg
Figure 3.19. An NMP plant, the nominal open loop, L M (s), is minimum phase, therefore the
bounds move with frequency to the right. Near w = 30, the phase of L(jw) must be negative
so that its amplitude will be a decreasing function of w, and thus the bounds will be encircled
by L(jw) from the right, which means that the Nyquist stability criterion is satisfied
T~ r* d
D/A
u* u y*
F(z) G(Z) ZOH p
H(z)
Figure 3.20. Two DOF sampled data control system

the sampled output y* and sampled input u* are

d* - P;ohG(z)n* + P;ohG(z)F(z)r*
y* (s)
1 + P;ohG(z)H(z)
u*(s) = -G(z)H(z)d* - G(z)n* + G(z)F(z)r*
1 + P;ohG(z)H(z)
Now let us look at the following closed loop specifications:
1. Sensitivity Reduction Problem: for all P E {P} the TF from disturbance at
the plant output to the plant output is bounded by
IY*(z) 1= 1 < os(w).

d*(z) 1 + P;ohG(z)H(z) z=e jwT -
2. Model matching problem (given Fm(z)): for all P E {P} the distance of
the TF from the command input r* to the plant output from the optimal TF,
Fm(z), is bounded by
IY:(z) - Fm(z)1 = I P;o~G(z)F(z) - Fm(z) ::; om(w).

r (z) 1 + PzohG(z)H(z) z=e jwT
3. Tracking problem: for all P E {P} the amplitude of the TF from the
command input r* to the plant output is bounded by
a(w) < IY*(z) 1= P;ohG(z)F(z) < (3(w).

- r*(z) 1 + P;ohG(z)H(z) z=e jwT -
4. Control effort problem: for all P E {P} the TF from the sensor output to
the plant input is bounded by
u*(z) I = I
In*(z) G(z) I < oc(w).
1 + P;ohG(z)H(z) z=e jwT -
All of these specifications are equivalent to those discussed for continuous

systems. Therefore bounds for each frequency, w, are calculated exactly as
for the continuous case. The only difference is that the controller, G (z), is
discrete, but in practice it is the same as shaping a continuous controller. In the
Matlab QFT toolbox (Borghesani et al. (1994)) the designer shapes discrete
TF's based on his skills to shape continuous TF's. The idea is the following:
The designer decides to add a pole, zero, etc. to the loop-transmission, the
software picks a discrete approximation of the chosen pole, zero, etc. and
displays a Nichols plot of the discrete design using the transformation z = esT.
When the designer is satisfied with the shaping (which is a pictorial criteria), the
discrete controller is already available without the need to use transformations
of any kind from the continuous to the discrete domain.
6. SUMMARY
In Chapter 1 it was shown that the main reasons for using feedback are
plant uncertainty and unknown disturbances. In this chapter the QFT design
technique is presented as a solution to the parameter uncertainty and disturbance
attenuation problems. The resulting open loop transmission function is very
narrow in bandwidth.
Reasonable closed loop time domain specifications in the form of upper and
lower limits are given and converted to specs in the frequency domain in the
form of an upper bound on the sensitivity (or complementary sensitivity) of
the transfer function at each frequency. The QFT technique described here is
suitable for these types of specs, and moreover it's solution exactly satisfies
these specs without over-design.
The QFT technique suits all kind of LTI plants: stable, unstable, NMP, NMP
and unstable, sampled data, which include pure delay, and even measured
frequency domain data (no model).
NMP plants deserve special treatment because their feedback properties are
limiting. This limitation appears in the form of an upper bound on the cross-
over frequency (or closed loop bandwidth). A quantitative procedure to assess
this limitation was presented.
7. EXERCISES
EXERCISE 3.1 Given the open loop L = PG whose uncertainty is 5 < IL I <
50 and -360 < arg L < 0, find the maximum and minimum values of the
closed loop amplitude of L / (1 + L). Repeat for the controllers 2G and lOG
and compare by how much the uncertainty of the amplitude of L / (1 + L) was
reduced relative to G (on a dB scale).
EXERCISE 3.2 Repeat exercise 3.1 for the closed loop TF 1/11 + L[ instead
of IL/(1 + L)[.What are the conclusions?
EXERCISE 3.3 Given the plant k / (s + 1) where k E [1,5]. Plot the plant step
response for k = 1,2,3,5; then use the controller G = 10 and plot the closed
loop response for the same plant cases. Compare the closed loop uncertainty.
EXERCISE 3.4 Given the plant P = S 2+2~ sWk + 2 where k = 10, Wn = 10

e
n Wn
rad/sec and E [0.2,0.7]. Plot the plant templates using a [dB, deg] scale for
W = 5,6, ... ,15 rad/sec. Repeat for ~ = 0.5 and W E [8,12] rad/sec.
EXERCISE 3.5 Given the plant P = ~e-sT where T E [0,0.1], k E [1,3].

Plot the plant templates using [dB, deg] scale for W = 0.1,0.2, 1,5 rad/sec.
EXERCISE 3.6 Repeat example (4) in section 2.4 for cross-over frequencies
0.4, 0.6, 1 and 2 rad/sec. Compare the Bode plots of the controllers - what are
the conclusions?
EXERCISE 3.7 Given the plant P = s(s~a) where k E [2,10]' a E [1,4].

Design a controller with margins 11 + LI- 1 < 6dB and tracking specs
I w I 1 I 2 I 3 I 5 I 10 I
I ,i3(w) I 1.1 I 1.1 I 1 I 0.7 I 0.7 I
I n(w) I 0.9 I 0.8 I 0.6 I 0.2 I 0.1 I
EXERCISE 3.8 Repeat exercise 3.7 where the plant has a delay T, find the
maximum T for which you can shape a controller.
2
EXERCISE .
3.9 GIVen the plant P = S 2+2~kw n +
wns Wn
2 where k E [ 2,6,
]
Wn E
[5,9] rad/sec ande E [.5, .9]. Design a controller with margins 11+LI-1 < 6dB
and tracking specs
I w 1 1 1 2 1 3 51 1
I ,i3(w) I 1.1 I 1.1 I 1 I 0.7 I

I n(w) I 0.9 I 0.8 I 0.6 I 0.2 I
kw 2
EXERCISE 3.10 Given the plant P = s 2+2wns n + 2 where k E [2,6], W =
Wn
5rad/ sec and e E [.1,1]. Design a controller with margins 11 + LI- 1 < 6dB
and tracking specs
Iw 1 1 1 2 1 3 1 5 1
I ,i3(w) I 1.1 I 1.1 I 1 I 0.7 I
I n(w) I 0.9 I 0.8 I 0.6 I 0.2 I
EXERCISE 3.11 Given the plant P = s(l;s/p) where k E [2,6] and p E
[1,10]. Design a controller with margins 11 + LI- 1 < 6dB and tracking specs
Iw 1 1 1 2 1 3 1 5 1
I ,i3(w) I 1.1 I 1.1 I 1 I 0.7 I
I n(w) I 0.9 I 0.8 I 0.6 I 0.2 I
EXERCISE 3.12 Repeat exercise 3.10 by designing two controllers, one with
two poles more than zeros and one with one pole more than zeros (do not
use damping factor lower than 0.5). Compare the controllers using a Bode
plot. Which one of the controllers would you prefer to use and under what
conditions?
EXERCISE 3.13 Given the plant P = (s_i)O(~+l)' can you stabilize it using a
PID controller, or a PI controller?

The QFT single-loop feedback design technique presented here is based on
the work of Horowitz and Sidi (1972). The technique matches sensitivity as
well as robustness specifications for the 'exact' amount of uncertainty, and
its criterion for a good design is the high frequency gain originated by Bode
(1945) (ideal Bode characteristic of a loop transmission). Based on the above
attractive properties of the QFT design technique, Yaniv et al. (1990) proposed
an adaptive algorithm to modify the controller to reduce plant uncertainty
without reducing the closed loop performance. An algorithm to identify the
reduced plant uncertainty was published by Gutman (1988).
A partial extension of the QFT technique to a single-input multi-output
specification was published by Breiner (1981). An extension to allow for time
varying plant gain was presented by Wang at al. (1990), whose technique is
based on adding a quantity of unstructured uncertainty, the amount of which
is dictated by the circle criterion. Theodor and Shaked (1994) combined QFT
and H 00 methods, to design robust H 00 controllers with almost no over-design.
Plants which include uncertain highly under-damped complex poles are well
suited to the QFT technique. Some insight into such systems may be obtained
from the articles by Kidron and Yaniv (1996) and Yaniv and Horowitz (1990a).
There exist several CAD packages to compute bounds and help in loop shap-
ing. The first paper which presented an efficient technique for loop shaping
was published by Gera and Horowitz 1980, and since then many CAD software
packages appeared, amongst which are included: the QFT Matlab Tool-
box, the U.S. Air-force QFT package developed by Houpis and Sating (1997),
and Gutman (1996). The software developed by Bailey et al. (1992) includes
automatic loop shaping. Chait (1997) presented an algorithm using convex
optimization which optimizes only the zeros of the controller. Gutierrez and
Rabins (1993) developed a computer loop shaping algorithm for controllers
for minimum-phase systems to satisfy QFT type bounds. Efficient algorithms
for calculating bounds were developed by Rodrigues et al. 1995, and Yong-
dong and Jayasuriya (1994), who presented a very efficient algorithm for the
calculation of bounds for general interval plants.
The QFT extension to NMP plants was discussed in several papers. Sidi
(1976) and Horowitz and Sidi (1978) presented an optimal robust synthe-
sis technique to design a feedback controller for an uncertain NMP plant to
achieve a given closed loop performance. Their synthesis technique provides
the designer with insight into the tradeoffs between closed loop performance
and bandwidth, and also defines an implicit criterion for determining whether
or not a solution exists. Sidi (1980) developed a criterion to estimate the max-
imum bandwidth of a sampled plant for given gain and phase-margins. He
assumed an open loop transmission of the ideal Bode characteristics form and
used asymptotic approximations. Horowitz and Liau (1984) extended this tech-
nique to stable plants with several RHP zeros. They showed how to achieve a
large loop transmission in several frequency ranges, although there will always
be some frequency ranges which are determined by the RHP zeros, in which the
loop transmission must be less than OdE. This well known fact was proven by
Francis and Zames (1984) and by Freudenberg and Looze (1985), who showed
that for NMP plants, a small sensitivity in one frequency range forces a large
sensitivity in the adjoining range.
For a rigorous extension of the QFT technique to sampled data systems
see Yaniv and Chait (1993), whose technique includes algorithms to achieve
closed loop specs on the sampled plant output, as well as on the continuous
plant output.
Many papers include sections on existence theorems, but the first was by
Horowitz (1979) appendix 1, and Yaniv (1991), Yaniv and Schwartz (1991),
Jayasuriya and Zhao (1993,1994) who also included mixed uncertainty in their
existence proofs.
Chapter 4
SYNTHESIS OF LTI CONTROLLERS FOR MIMO

LTIPLANTS
The objective of this chapter is to present quantitative design techniques for

synthesizing a controller and a prefilter for a MIMO plant (either known or
highly uncertain), in order to achieve desired closed loop specifications. The
basic idea is to break the design process down into a series of stages. Each
stage of this sequential process is a simplified SISO or MISO feedback problem
which is supported by the QFT Matlab Toolbox. A solution to the original
problem is then simply a combination of the solutions obtained at each stage.
The types of closed loop specifications considered here are given in the
frequency domain and include: disturbance rejection, reference tracking, gain
and phase margins, control effort and design for diagonal minimum-phase
elements of the tracking MTF. The plants considered can be stable, unstable,
NMP, NMP and unstable, or given by measured data. The benefits of NMP
plants are restricted; these restrictions are discussed with reference both to
SISO and MIMO systems.
A hidden assumption made in many practical systems is that a plant, which
may be piecewise LTI, locally linearized around a set of operating points, LTV
or nonlinear, can be represented by a set of LTI plants such that the solution
to this set is applicable to the original plant. We shall thus talk about sets of
uncertain plants.
In order to concentrate on practical plants, the following assumptions are
made throughout this chapter:
Any plant P, and any controller, G, or WG, is strictly proper;
Any plant P is of full rank, that is, if P is square then its inverse P -1 exists,
and if P is non-square then there exists a weighting MTF, W, such that
(PW)-l exists;
93

Whenever a S1SO controller is designed for a plant set, {P}, no RHP pole
zero cancellation takes place between any member of the set, {P}, and the
controller.
1. SYNTHESIS OF ONE DOF FEEDBACK SYSTEMS

The feedback system of interest to us is depicted schematically in Fig. 4.1.
Mathematically it is described by the equations
y Pu+Pdd
u -GHy.
d
Pd
,~
- - G
U
- P - + -
Y
H -
Figure 4.1. A single DOF MIMO feedback system
The problem under consideration is how to design the controller, G, such that
for a given set of plants {P} (i) the closed loop is stable and its sensitivity
to plant members in {P} remains within the given tolerances, and (U) for a
given set of disturbances {d}, the plant output continues to be bounded by the
given specifications. The set {d} can be all signals whose spectral densities
V
are bounded by the spectral density of a given signal, i.e., if d = [d 1 , d2 then
d 1 can be any signal whose spectral density is bounded by 1/w 2 and d 2 any
signal whose spectral density is bounded by 10/(100 + w2 ). The set {d} can
also be a finite set of given signals for example the two signals [1/ s, 1/ s V and
[-1/ s, 10 / (s + 10) V. Note that anyone of the elements in d can be correlated
to the plant P E {Pl. Disturbances introduced into the plant's input (P d = P),
and at the plant's output (P d = I) are treated separately. A statement of the
problem for the general case now follows:
PROBLEM 4.1 Consider the system shown in Fig. 4.1, where P is an n x n LTI
plant belonging to a set {P}, {d, P d} is a set of disturbances and disturbance
Synthesis of LTf Controllers For MIMO LTf Plants 95
MTF's respectively, e(w) is a specification vector, and Wh is afrequency such

that the specification vector is applicable for all W ::::; Who Design the controller,
G, such thatfor all P E {P}
the system is stable; and
for all pairs d, P d E {d, P d}, the plant output y = [Yl, ... , Yn]T is bounded
by
Iydjw) I : : ; edw); k = 1, ... , n, w::::; Who (4.1)
REMARK 4.1 The case where the specifications apply to the MTF from d to
y is a special case. Here we use, for each {P d}, the set of n disturbances
d = 1 (s) (an impulse vector where the impulse is introduced into the ith input
channel and zeros are applied to all the other input channels) applied to each
of the input channels. The specification vector for each channel, ei (w), will be
the upper bound on the TF's from input channel i to all outputs.
REMARK 4.2 e(w) may depend on the plant P and/or the couple d, P d,
which may in turn depend on the plant P E {P}.
REMARK 4.3 At high frequencies the benefits of feedback are negligible.

Specifications at high frequencies will result in large bandwidth with very
small closed loop performance improvement. Choosing the lowest possible Wh
is thus recommended.
The design procedure is first developed for 2 X 2 plants and then for n X n
plants. Conditions for a successful application of the design process and some
comments on NMP plants follow the development.
1.1 2 X 2 PLANTS AND DISTURBANCES AT THE

PLANT'S INPUTS
The feedback system of interest to us is schematically depicted in Fig. 4.2.
The question under consideration is how to design the diagonal controller
such that it simultaneously stabilizes a given set of plants {P} and decreases
the plant output due to disturbance, to a specified level. Put more formally, our
problem is the following:
PROBLEM 4.2 Consider the system shown in Fig. 4.2, where P is a 2 X 2 LTI
plant belonging to a set {P}, d a disturbance belonging to a given set {d},
e (w) a specification vector, and W h a frequency such that the specifications are
applicable for all W ::::; Who Design the controller, G, suchthatforallP E {P}
d
,~
u
- -
"" G -
"" + -
"" p
-
Y""
Figure 4.2. A MIMO feedback system with disturbances at the input to the plant
for all d E {d} the plant output y = [Y1, Y2f is bounded by
(4.2)
Development of the Design Process:

In Fig. 4.2
Y (I + PG)-1Pd, (4.3)
(I + PG)y Pd
(P- 1 + G)y d. (4.4)
Using the notation p- 1 = [1I'ij] and G = diag(g1, g2), equation (4.4) is

explicitly
(4.5)
MUltiplying both sides of the equation on the left by the matrix
[ 1~
7I"1l +91
01 1
gives
[ ~11 + g1 (4.6)
where
2 6 11'2111'12
11'22 =
11'22- (4.7)
11'11 + g1
Synthesis of LTI Controllers For MIMO LTI Plants 97
From equations (4.5,4.6), we solve for Y1 and Y2, respectively:

d 1 - 7r12Y2
Y1 (4.8)
7ru + 91 '
- 7r2I!( 7r ll + 91)d1 + d2
Y2 = (4.9)
7r~2 + 92
The design process is based on equations (4.8,4.9) which aid us in transforming
the problem into the design of two sequential SISO systems, as follows: from
equation (4.8) and specification (4.2), 91 (s) should be designed such that
dl-7r12Y21::; e1(w);
I
7rll + 91
'v'd = [d 1 , d2 f E {d}, P E {P}, w ::; who (4.10)
A large enough 191 (jw) I satisfies equation (4.10) if an upper bound on IY2 (jw) I
exists and is known for purposes of practical computation. We then deliberately
choose its maximum value, assuming that Y2 satisfies specification (4.2). Thus,
91 is designed to satisfy:
IId 11 + l7rd e2(jw) I::; e1(w);

7ru + 91
'v'd = [d 1 , d2 ]T E {d}, P E {P}, w ::; who (4.11)
A TF 91 which is a solution to the following single DOF SISO feedback problem

also solves inequality (4.11).
PROBLEM 4.3 Consider the system shown in Fig. 4.3, where 1/7rU is a 5150
plant. Design 91 such that for all P E {P}
V E {d}, the plant output Y1 is bounded by

for all d = [d 1, d 2
IY1(jW)1 ::; e1(w); w::; Wh,
where Idl ::; Id11+ l7rde2(w).

Note that the maximum of Idl, maxdl (ld11+ 17r12Ie2(W)), is not necessarily
one of the entries of the members in the set d E {d}.
From equation (4.9), and specification (4.2), 92 should be designed to satisfy
the inequality
(4.12)
d
\~
- - gl
- + .... -
1
n ll
./1
Figure 4.3. The SISO feedback system to be solved in the design of g1
A TF g2 which is a solution to the following single DOF SISO feedback problem

also solves inequality (4.12).
PROBLEM 4.4 Consider the system shown in Fig. 4.4, where 1/1f~2 is a SISO
plant. Design g2 such that for all P E {P}
for all d = [d 1 , d2 V E {d}, the plant output Y2 is bounded by
d
H
... ... ... 1 ... Y2

~
g2 ~
+ ~
--
2
~
- n 22
As will be shown in section 8., a necessary condition for the existence of a

solution to problem 4.4 is that the plant, 1/1f~2' should be minimum-phase or
its RHP zeros are sufficiently distant from the origin. The RHP zeros of the
plant 1/1f~2 are the poles of its inverse 1f~2' By equation (4.7) these poles
include the zeros of 1fll + gl if 1f121f21 is not identically equal to zero. If
1f121f21 = 0, the zeros of 1fll + gl are poles of the MTF of the system in
Fig. 4.2 from d to y, so that if they are in the RHP, the system will be unstable.
Similarly the zeros of 1f22 + g2 must not be in the RHP, otherwise the system
will be unstable as well. Hence the conclusion:
CONCLUSION 4.1 gl should be designed such thatJor all P E {P}, gl + 7r1l

does not have RHP zeros, or 1 +gl /7r11 should not have RHP zeros, and gl/7r11
does not have any RHP pole-zero cancellations (that is, the system in Fig. 4.3
is stable). If 7r217r12 is not identically equal to zero and other conditions to be
developed in the sequel are satisfied, 1 + gd7rll may have RHP zeros if they
are far enough from the origin to render problem 4.4 solvable.
Summary of the Design Procedure:

A two-stage sequential procedure: At the first stage, a single DOF SISO
feedback problem is defined whose solution is gl and at the second stage, a
single DOF SISO feedback problem is defined whose solution is g2. G =
diag(gl,g2) will be a solution to problem 4.2. At the first stage we solve
problem 4.3, and at the second stage problem 4.4.
REMARK 4.4 By conclusion 4.1, gl, designed at the first stage, can be chosen
such that 1 + gd7rll will have RHP zeros sufficiently distant from the origin,
that is, the solution gl of problem 4.3 may cause 1/ (1 + gl / 7r11) to be unstable.
The reason for using such a g1 is to decrease its bandwidth in comparison to a
stabilizing g1. But this is possible only if the bandwidth of the loop transmission
designed at the second stage is much smaller than the loop transmission band-
width of the first stage. This is because RHP zeros of1 + gl/7r11 appear as RHP
zeros of 1/ 7r~2 - the plant of the second stage, and so if they are far removed
from the origin, they contribute very little phase lag at the cross-over frequency
of the loop transmission of the 2nd stage. How far from the origin such RHP
zeros should be, depends on the existence of a solution to problem 4.4.
The proposed design technique was developed for gl to be designed first and
then used in defining the second single DOF S1S0 feedback problem in order
to design g2. But this is not essential, since one can design g2 first and then gl.
Problems 4.3 and 4.4 will then be changed in accordance with the following
lemma:
LEMMA 4.1 Let A be an n x n matrix which represents row or column
permutations, that is, one element in each row is 1 and all the others are 0 so
that det(A) = 1. Suppose G is a solution to problem 4.1 when P is replaced
by APA -1, P d by AP d and the specification e(w) by Ae(w); then A -lGA
is a solution to problem 4.1.
Proof: The lemma conditions mean that for all P E {P}, d E {d}
(I + APA -lG)-1 AP dd A(1 + PA -lGA)-lp dd
Ay E Ae(w), (4.13)
where the notation E means "Ay satisfies specification (4.1) when e(w) is
replaced by Ae(w)." Now by lemma 4.13, (section 2.1), A can be cancelled
out from both sides of the == relation in equation (4.13) which gives: for all
P E {P},d E {d}
(1 + PA -lGA)-lp dd == Y E e(w),
which in tum implies that A -lGA solves problem 4.1.D
Example: for 2 x 2 systems
that is, 91 and 92 change position. Hence in order to design the second row
first, we simply apply the design process to problem 4.2, replacing {P} by the
set {APA -I}, the set {d, P d} by {d, AP d}, and e(w) by Ae(w). A solution
to the original problem will then be G = dia9 (92, 91).
Specifications and Stability:

Note that whenever we refer to specification (4.2), we are actually referring
to inequality (4.2). Lemma 4.2 below proves that if conditions on the set
{P} and the controller, G, are such that closed loop stability is guaranteed
then specification (4.2) is satisfied. Note that in general, the poles of a closed
loop system are common to all the TF's from any input to any output (Bode
1945, Horowitz 1963). This being the case, stability is guaranteed if the last
design stage is successfully executed. The stability proofs provided here are
unexceptional.
LEMMA 4.2 Suppose G = dia9(91,92) stabilizes the system defined by

Fig. 4.2 for all P E {P}, and inequalities (4.11,4.12) are true, then the
closed loop specification (4.2) is satisfied.
Proof: We have to show that specification (4.2) is satisfied for k = 1,2.

Inequality (4.12) guarantees that Y2, which is the closed loop response to
disturbance d, satisfies specification (4.2) for k = 2, that is,
Now by inequality (4.11), the closed loop response to disturbance, d, satisfies

specification (4.2) for k = 1 if IY2(jw)1 :S e2(w), which is true from the first
part of the proof. Thus
We shall now state several conditions which guarantee closed loop stability,
as defined by Vidyasagar (1985, p. 99), who offers a frequency domain criterion
to ensure internal stability if the state-space representation of P and G is

minimal (Vidyasagar 1985, p. 102).
DEFINITION 4.1 We shall say that the system in Fig. 4.5 is stable if(i) det(I +
PG) is not identically equal to zero; and (ii) the following MTF is stable
(I + PG)-l -P(I + GP)-l ]
H = [ G(I + PG)-l (I + GP)-l
(4.14)
I - P(I + GP)-lG -P(I + GP)-l ]

[ (4.15)
(I + GP)-lG (I + GP)-l
[ (I + PG)-l -(I + PG)-l P ]

(4.16)
G(I + PG)-l I - G(I + PG)-lp .
REMARK 4.5 For physical systems lims --+ oo PG = 0, hence we shall assume
+ PG) is not identically equal to zero.
that det(I
REMARK 4.6 The MTF H comes from the relationship between inputs and
outputs as depicted in Fig. 4.5, that is [ ~~ ] = H [ ~~ ].
d2
~
dl +
-""
-
ul
,. G
YI
+
u2""
P -
",Y2
I~
To show that equations (4.14,4.16) are identical, use the following identity
(Kailath 1980, p. 656), which is true for the non-singular matrices A and C,
of dimensions m x m and n x n respectively:
(A + BCD)-l = A-I - A -lB(DA -lB + C- 1 )-lDA -1.
For A = I, B = P, D = G, and C = I, we find that
(I + PG)-l = I - P(I + GP)-lG, (4.17)
(I + GP)-l = I - G(I + PG)-lp. (4.18)
By pre-multiplying equation (4.17) on the right by P and equation (4.18) on
the right by G, we have:
(I + PG)-lp P(I + GP)-l, (4.19)
(I + GP)-lG G(I + PG)-l. (4.20)
The stability definition, definition 4.1, states that the four MTF's of Fig. 4.5
from d l and d 2 to Ul and U2 are stable. It can be shown that this is equivalent
to stability of the four MTF's from d l and d 2 to Yl and Y2.
LEMMA 4.3 Consider the feedback system defined in Fig. 4.5. Suppose that
(i) G is stable, and (ii) P(I + GP)-l is stable; then the system is stable.
Note that by equation (4.19), the lemma condition (ii) can be replaced by the
stability of (I + PG)-lp.
Proof: By equations (4.17-4.20)
H ~f [H11 H12] = [ 1 - H 12 G H12 ]

H2l H22 G(I - H12G) 1 + GH 12 '
hence the stability conditions of definition 4.1 are satisfied. 0
We are now ready to state conditions which guarantee that the design process
leads to a stable solution. The first lemma states that for minimum-phase plants
and stable controllers, stability is guaranteed if the SISO system designed at
each stage is stable, i.e., 1 + gdH11 as well as 1 + g2/H~2 do not have RHP
zeros.
LEMMA 4.4 Consider the system shown in Fig. 4.2. Suppose that for all
P E {P} (i) p- 1 = [Hij] is stable, (ii) 1 + gdH11 and 1 + g2/H2 do not have
RHP zeros, and (iii) G is stable; then the system is stable.
Proof: From equation (4.6) the TF from d to Y is:
(4.21)
which is a multiplication of two stable MTF's. Thus by lemma 4.3 the system
is stable. 0
If a MIMO plant is derived from differential equations of the form Dy =

Nu, where D and N are matrices of polynomials in s (sk represents the kth
derivative), and u and yare the plant inputs and outputs respectively, then
p- l = Adj(N)D/det(N). It is thus expected that the elements ofP-l will
have the same poles or at least the same RHP poles, as the RHP zeros of det(N).
If this is indeed the case, then the system is termed NMP (Cheng and Desoer
1980). Note that each of H11, H12, H21 and H22 can have RHP poles. However,
as will be seen in the following lemma, certain combinations of these elements
must be stable or not possess RHP zeros.
P E {P} (i) 7r1d7r11 and 7r21/7r11 are stable, (ii) 1 + 91/7r11 and 1 + 9d7r~2
do not have RHP zeros, and (iii) G is stable; then the system is stable.
Proof: By (i) and (ii)
is stable. Similarly 7r21/(7r11 + 9d is stable. Hence from equation (4.21),

(I + PG)-lp is stable; thus by lemma 4.3 the system is stable.D
The next lemma states conditions on minimum-phase plants such that sta-
bility is guaranteed if the controller designed at the second stage produces a
stable closed loop, whereas, the system designed at the first stage need not be
stable.
P E {P} (i) p- 1 is stable, (ii) 1 + 92/7r~2 does not have RHP zeros and
92/7r~2 does not have any RHP pole-zero cancellations, (iii) G is stable, and
(iv) 7r127r21 is not identically equal to zero and its RHP zeros are not zeros of
7r11 + 91; then the system is stable.
Proof: By straightforward calculation
[ 7r22 + 92 - 7r 12 ]
(I + PG)-lp = (p-l + G)-l = - 7r21 7rll + 91 , (4.22)
(7r11 + 9d(7r22 + 92) - 7r127r21
with it's 22 element being 1/(92 + 7r~2) which, by (ii) and the fact that 92/7r~2
must not have any RHP pole-zero cancellations, is stable. The denominator of
equation (4.22) is
(7r11 + 9d(7r22 + 92) - 7r127r21 = (7r11 + 9d(7r~2 + 92)'

Thus a RHP zero of the denominator of equation (4.22) must be a RHP zero of
7r11 + 91 since (7r~2 + 92) doesn't possess anyRHP zeros. This implies that at
a RHP zero of 7r11 + 91, the term 7r127r21 = 0, which by hypothesis isn't true.
Hence the denominator of equation (4.22) does not have RHP zeros. By (i) and
(iii) all the other elements are stable. Use of lemma 4.3 completes the proof. 0
The next lemma combines lemma 4.5 and lemma 4.6 to cover the situation
where the plant may be NMP and the SISO system designed at the first stage
is unstable.
P E {P} (i) 7r12/7rll, 7r21/7rU and 7r22/7rU are stable, (ii) 1 + 92/7r~2 does not
have RHP zeros and 92/7r~2 does not have any RHP pole-zero cancellations,
(iii) G is stable, and (iv) 7r127r21 is not identically equal to zero and its RHP
zeros are not zeros of 7ru + 91; then the system is stable.
Proof: When p- 1 is stable, we can use the same argument as in lemma 4.6
to show that the denominator of equation (4.22) does not have RHP ze-
ros. However when p- 1 is not stable the proof is as follows: As was
shown in lemma 4.6, any RHP zero of the denominator of equation (4.22),
(7rU + 91)(7r22 + 92) - 7r127r21, must be a RHP zero of (7ru + 91). We now
show by contradiction that any RHP zero of (7rU + 9t) must be a RHP zero
of (7rU + 9t) (7r22 + 92)' Let us assume that it is not true, hence (7r22 + 92)
must have the same RHP pole in order to cancel this particular RHP zero of
(7rU + 9t) However since (7r22 + 92) has an unstable pole, 7r22 must possess
the same unstable pole and hence from (i) this unstable pole also belongs to
7ru. From (iii) we know that 91 and 92 are both stable and hence (7rU + 9t)
is endowed with the same unstable pole as 7ru. This implies that (7rU + 91)
must have the same unstable pole as (7r22 + 92)' However this contradicts the
assumption that the unstable pole of (7r22 + 92) was cancelled by the RHP zero
of (7r11 + 91)' since (7rU + 9d must then possess the same RHP pole and zero.
Thus any RHP zero of the denominator of equation (4.22) is also a RHP zero
of (7rll + 9d (7r22 + 92)' Based on (iv) and the same argument as in lemma 4.6,
we then conclude that the denominator of equation (4.22) does not have RHP
zeros. The 22 element of equation (4.22) can be shown to be 1/(92 + 7r~2)'
From (ii) and the fact that 92/7r~2 must not have any RHP pole-zero cancel-
lations, we conclude that the 22 element is stable. Now since the 22 element
of equation (4.22) is stable, this implies that the RHP poles of (7rU + 9d are
cancelled by the RHP poles of (( 7ru + 91)( 7r22 + 92) - 7r127r12) (which are the
RHP zeros of [(7rll + 9t}(7r22 + 92) - 7r127r12t1). We've already shown that
the RHP poles of (7r11 + 91) are the same as the RHP poles of 7r11. Furthermore
from (i) we notice that 7ru possesses all the RHP poles of 7r12, 7r21 and 7f22 , and
thus we conclude that if the RHP zeros of [( 7ru + 91)( 7r22 + 92) - 7r127r12]-1
cancel the RHP poles of 7rll, they also cancel the RHP poles of 7r12, 7r21 and
7r22. Hence all of the elements of equation (4.22) are stable. Using lemma 4.3
completes the proof. D
In the degenerate case, when 7r12 == 0 or 7r21 == 0, the system may not be
stabilizable by an LTI diagonal controller. For example: Let G = dia9(91 , 92)
and
P = [ ~ S~l1 1' then

(I + PG)-l ~ [ ~ ,1"
which is an unstable MTF. Thus by definition 4.1 the closed loop system is
unstable.
EXAMPLE 4.1 Solve problem 4.2 for the following uncertain plant, distur-
bance set, and closed loop specifications.
The uncertain plant {P} includes all the 2 x 2 plants
P = ~ [kll k12 ],
S k21 k22
where the k ij are uncorrelated and can take any values in the ranges
kll,k22 E [2,4], k12,k21 E [1.0,1.8].

The disturbance set {d = [d 1(s), d2(s) ]T} includes all the elements such that
Id1(jw)1 < 11fjwl and Id2 1= 0, or (4.23)

Id 2 (jw)1 < Ilfjwl and Id11 = o. (4.24)
The closed loop specifications are: For all P E {P}

for all d E {d} the plant output, y = [Yl, Y2V, is bounded by

IYk(jW)1 ::; ek(w); Vw ::; 3, k = 1,2,
where el (w) and e2 (w) are given for w = 1,2,3 in the following table:
I w [rad! sec] 1 23
-26 I -30 -32
Implementation of the design process (A two-stage procedure):

1. First, the SISO problem 4.3 is solved. Its plant, 1/ 1fu, is calculated from
p- 1 =
kllk n -
S
k12k21
[kn
-k21
-k 12 ]
kll
= [1fll
1f21
1f12]
1fn .
The selected nominal case is kll = k n = 2 and k12 = k21 = 1.8, for
which
1 0.38
s s
The low frequency bounds (at W = 1,2,3) are calculated to satisfy the
disturbance rejection inequality (4.11), which for the disturbance set defined
by inequalities (4.23,4.24) is
< Ill/(jw)1 + 1?T12Ie2(w) I ::; e1(w)j \iP E {P}

?Tn + 91
< 1?T12 e2(W) I::; e1(w)j \iP E {P} (4.25)
?Tn + 91
The chosen stability margin for (1 + 91/?T11)-1 is 4dB, which means that
the following inequality should be satisfied at all frequencies:
11 + 91/?T11 I = 11 + 0.3891/81;::: 0.6 = -4dB, 8 = jw. (4.26)
The finite number of plants on which calculations were performed are all
uncorrelated maximum and minimum values of kij . The calculated bounds
for inequalities (4.25,4.26) and the nominal loop L1 = 91/?T11 are shown
in Fig. 4.6, where the controller is
47.3(1 + 8/8)(1 + 8/49)

(4.27)
91 = (1 + 8/1.8)(1 + 8/20.5)(1 + 8/120 + 82/120 2).
Clearly Ldjw) satisfies the bounds for w = 1,2,3 (at each frequency
L1 (jw) lies above its bound) and at all frequencies the margin bounds are
satisfied (at each frequency it lies outside of its margin bound).
2. The problem to be solved is problem 4.4, with plant
1 1
-2-
?T22 ?T22 -
~
1f11 +91
and nominal case:
1 0.38(1 + 8/18.2)(1 + 0.88/6 + 82/6 2)(1 + 1.18/119 + 82/119 2)

?T~2 - 8(1 + 8/11.5)(1 + 0.98/19 + 82/19 2)(1 + 1.18/115 + 82/115 2) .
The low frequency bounds (at W = 1,2,3) are calculated to satisfy the
by inequalities (4.23,4.24) is:
< 1-?T21/~?T11 +9d/ 8 1::; e2(w)j \iP E {P}, 8 =jw

?T22 + 92
< I?T22//+ g2 I::; e2(W);
8
\iP E {P}, 8 = jw. (4.28)
30
20 .... .81
10
0
CO
"0 10
-10
20
-20
-30
-40
-270 -240 -210 -180 -150 -120 -90 -60 -30 o
Figure 4.6. L1 (jw) and its bounds for the nominal case
The stability margin for (1 + g2/7f~2)-1 is 4dB, which means that the
following inequality should be satisfied in all frequencies:
(4.29)
The calculated bounds for inequalities (4.28,4.29) and the nominal loop
L2 = 92/7f~2 are shown in Fig. 4.7, where the controller is:
21.7(1 + 8/13)(1 + 8/40)
(4.30)
92 = (1 + 8/3)(1 + 8/26.5)(1 + 8/88.5 + 82 /88.5 2 )'
Clearly, L 2 (jw) satisfies the bounds for w = 1,2,3 (at each frequency
L2 (jw) lies above its bound) and satisfies the margin bounds at all frequen-
cies (at each frequency it lies outside of its margin bound).
Verification by simulation: Frequency domain simulations for a step distur-

bance from each one of the plant inputs to the plant outputs, for all uncorrelated
maximum and minimum values of the k ij 's of the plant uncertainty, are shown
in Fig. 4.8. The asterisks, *, correspond to the disturbance rejection specifi-
cations el(w) and e2(w). In Fig. 4.7 the loop transmission L2(jW) touches
lOS QUANTITATIVE FEEDBACK DESIGN
30
20~~~______________~~~__~____~
10
-10
-20
-30
-40
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
the bounds (at w = 1,2,3), so that no over-design should be expected at these

frequencies. This is shown in the simulation of Fig. 4.S, where the asterisks
touch the maximum plant output (for output Y2 due to a disturbance d 2 ). The
disturbance rejection specifications are satisfied for all disturbances. A time
domain simulation for the same input and uncertainty is shown in Fig. 4.9.
The uncertain plant {P} is:
p = ~ [kll k12]
S k21 k22 '
where the kij are uncorrelated and can take any values in the ranges
kll E [2,8]; k22 E [2,3]; k12, k21 E [0.5,1.5].
The disturbance set {d = [dd s ), d2 (s )V} includes all the elements such that
Id 1 (jw)1 < 11jjwl and Id2 1 = 0, or (4.31)
Id 2 (jw)1 ~ Iljjwl and Id 1 1 = 0. (4.32)
-20~--------------~ -20~--------------~
* *
-40
CD
"0
-40
-50L~----~~~~~~ -80~----=-~~~~~
10 101 10 101
Y2 due to d1
-20~----------------~
CD
"0
log(oo)
Figure 4.8. Frequency domain simulation to validate closed loop specifications: the * are the
specs e 1(w) and e2 (w) respectively
for all d E {d} the plant output, y, is bounded by
where e1 (w) and e2 (w) are given for w = 1,2,3 in the following table:
I W [Tad/sec) I 1 I 2 I 3
I el,e2 [dB) I -26 I -30 I -32
Implementation of the design process (A two-stage procedure): The designer

has to decide which of the controller elements to design first, 91 or 92. Both
options will be tried and compared. Note that the plant for "91 designed first"
Y1 due to d 1 Y1 due to d2
0.25 0.25
0.2 . 0.2
0.15 0.15
0.1 0.1
0.05 0.05
0 0
-0.05 -0.05
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
0.25 0.25
0.2 . 0.2
0.15 0.15
0.1 0.1
0.05 0.05
0 0
-0.05 -0.05
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
sec sec
Figure 4.9. Time domain simulations for example 4.1
IS
7r11 S S
with an uncertainty ratio of 7.9/0.8 = 9.875, while the plant for "92 designed
first" is (use lemma 4.1 where A = [0,1; 1,0])
1 (kllk22 - kl2k2d/kll [0.9,2.9]

7r22 S S
with an uncertainty ratio of 2.9/0.9 = 3.22, which is 33% of the uncertainty of

"91 designed first." The design process is carried out exactly as in example 4.1.
Design results for g2 designed first followed by gl: Using lemma 4.1 with A =
[0,1; 1,0], the problem is modified to a problem in which 92 is designed first.
The solution will then be G = diag(g2,91). Using the notation p-l = [7rij]
and G = dia9(gl,92), the first loop to design is 92/7r22' The design and its
bounds are shown in Fig. 4.10, where the nominal case is
and the controller 92 is
29(1 + 3/8.5)(1 + 3/36)

92 = (1 + 3/2)(1 + 3/18.5)(1 + 3/80 + 32/80 2).
The nominal second loop 9l/nf1 and its bounds are shown in Fig. 4.11, where
40
30
20~~~ ____~____~~______________
10
o 10
-10
-20
-30
-40
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
Figure 4.10. Ll (jw) and its bounds, '92 designed first'
and the controller 91 is
29(1 + 3/15.5)(1 + 3/45)

gl = (1 + 8/2)(1 + 8/31)(1 + 8/111 + 82/1112)"
The solution to the original problem is G = diag (g2, gd.
40
30
B1
(]J
"'0 o
-10
10
-20 20
50
70
-30
100
150
-40
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
Figure 4.11. L2(jW) and its bounds, '92 designed first'
Design results for 91 designed first followed by 92: The nominal loops and bounds
are given in Fig. 4.12 and Fig. 4.13. The controller G = dia9(91 , 92) is
37.5(1 + 8/10.5)(1 + 8/60)
91
(1 + 8/1.7)(1 + 8/26.5)(1 + 1.18/150 + 82 /150 2 )
37.5(1 + 8/10)(1 + 8/47.5)
92 =
(1 + 8/1.4)(1 + 8/30)(1 + 8/69 + 82 /69 2 )'
Comparison: A Bode plot of the two designs is given in Fig. 4.14. It shows that
at high frequencies, 91 and 92 of the first design are lower by 6dB and higher
by 3dB, respectively, as compared to 91 and 92 of the second design (compare
9~ to 9~ and 9~ to 9~ respectively). The preferred solution depends on many
factors, such as sensor noise at the outputs Yl and Y2 and the nonlinearities of
the two actuators.
Verification by simulation: Frequency domain simulations of the output re-

sponses due to a step disturbance introduced into each one of the plant inputs,
for all uncorrelated maximum and minimum values of the ki/s of the plant
Synthesis of LT! Controllers For MIMO LT! Plants 113
40
30
B
20
10
Ol
"'0 0
10
-10 """ "20
-20
-30
-48
- 70 -240 -210 -150 -120 -90 -60 -30 0
deg
Figure 4.12. L1 (jw) and its bounds, '91 designed first'
uncertainty, are shown in Figs. 4.15-4.16. The asterisks correspond to the

disturbance rejection specifications e1 (w) and e2 (w) respectively, which are
satisfied for all disturbances. Time domain simulations for step disturbances
introduced into the plant inputs are shown in Figs. 4.17 -4.18 . Up to plot-
ting accuracy, both designs meet the specs and produce similar time-domain
responses.
1.2 2 X 2 PLANTS AND DISTURBANCES AT THE

PLANT'S OUTPUTS
The feedback system under consideration is schematically described in
Fig. 4.19. The problem of interest is how to design the controller, G =
diag (g1 , g2), such that it simultaneously stabilizes a given set of plants {P}
and decreases the plant output due to disturbances, to a specified level. The
problem may be formally stated as follows:
PROBLEM 4.5 Consider the system shown in Fig. 4.19, where P is a 2 x 2 LTl
plant which belongs to a set {P}, d a disturbance belonging to a given set { d},
e( w) a specification vector, and Wh is a frequency such that the specification
40
30
20
~~--------~~----~------
o
-10
-20
-30
-40
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
Figure 4.13. L2 (jw) and its bounds, '91 designed first'
25r-~------~----~--~--~~~~~,,--------~-----.
20
Figure 4.14. A Bode plot comparison of the controllers of both designs for example 4.2
Synthesis of LTf Controllers For MIMO LTf Plants lIS
-20 -20
-25 -30
~-30 -40
-35 -50
-40
10 101 10 101
-20
-30
~-40
-50
-60
10 101 10 101
log (CD) log (CD)
Figure 4. J5. Bode plots of closed loop (g2 designed first)
vector is applicable for all W ::; who Design the controller, G, such that for all
P E {P}
for all d E {d} the plant output, y = [Yl, Y2jT, is bounded by
(4.33)

In Fig. 4.19
Y (I + PG)-ld,
(I + PG)y d
(p-l + G)y P-1d. (4.34)
10 101 10 101
Y2 due to d, Y2 due to d 2
-20 -20
.~
-30 * .. -25
* :~
~-40
-50
-60
10
log(ro) log(ro)
Figure 4.16. Bode plots of closed loop (91 designed first)
Using the notation p-l = [7fij] and G = diag(gl, g2), equation (4.34) may be
explicitly written as:
[ :~~ + gl 7f22 +7f~~ ] [ ~~ ] = [:~~ :~~] [ ~~ ] . (4.35)
MUltiplying both sides of the equation on the left by the matrix
gives
(4.36)
where
o 0.25 0.5 0.75 1 o 0.25 0.5 0.75 1

Y2 due to d 1 Y2 due to d 2
0.2
0.1
o
o 0.25 0.5 0.75 1 o 0.25 0.5 0.75 1
sec sec
Figure 4. J7. Time domain simulations (92 designed first) for example 4.2
(4.37)
From equations (4.35,4.36) for Yl and Y2, respectively

7rll d 1 + 7r12d2 - 7r12Y2
(4.38)
Yl
7rll + gl
7r~1 d 1 + 7r~2d2
Y2 = (4.39)
7r~2 + g2
The design process is based on equations (4.38,4.39), which aid us in transform-
ing the problem into the design of two sequential SISO systems, as follows:
from equation (4.38) and specification (4.33) for k = 1, gl should be designed
such that
IYll = l 7r ll d 1 + 7r12d2 - 7r12Y21 :S el(w)j

7rll + gl
Vd = [d 1 , d2 ]T E {d}, P E {P}, w:S Who (4.40)
o 0.25 0.5 0.75 o 0.25 0.5 0.75

0.1 0.1
o 0.25 0.5 0.75 1 o 0.25 0.5 0.75 1

sec sec
Figure 4.18. Time domain simulations (g1 designed first) for example 4.2
,~
- - G
U
~
P -
~
+
-y
Figure 4.19. A MIMO feedback system with disturbances at the plant's output
A large enough Ig1 (jw) satisfies equation (4.40) if an upper bound on IY2 (jw)
1 1
exists and is known for purposes of practical computation. We then deliberately

choose its maximum value, assuming that Y2 satisfies specification (4.33). Thus
Synthesis of LTl Controllers For MIMO LTl Plants 119
91 is designed to satisfy
17r 11 d l + 7r12d21 + 17r12ie2{W) < el ()

-'--------'-----'--"'---'----'- W j
17r11 + 911 -
Vd = [dl, d2f E {d}, P E {P}, w:S; Who (4.41)
A TF 91 which is a solution to the following single DOF 5I50 feedback problem

is also a solution to inequality (4.41).
PROBLEM 4.6 Consider the system shown in Fig. 4.20, where 1/7r11 is a SISO
for all d = [dl, d 2 jT E {d}, the plant output y is bounded by
IYl(jW)1 :s; e1{w)j w:S; Wh, (4.42)
where Idl :s; l7r l1 d1 + 7r12d21+ 17r12le2{W).
d
~
- - gl
- + -
1
7tll
Yl
Note thatthe maximum of 17r11dl +7r12d21 + 17r121e2 (w) over d is not necessarily
amemberofd = [d l ,d2 jT in {d}.
From equation (4.39) and specification (4.33), 92 should be designed to
satisfy the inequality:
A TF 92 which is a solution to the following single DOF 5I50 feedback problem

is a solution to equation (4.43).
PROBLEM 4.7 Consider the system shown in Fig. 4.21, where 1/7r~2 is a SISO

for all d E {d}, the plant output Y2 is bounded by
d
,
... 1
- ... ...
-
...Y2
g2 ~
+ ~
--
2
- 1t22
Figure 4.21. The SISO feedback system to be solved in the design of 92
As will be shown in section 8., a necessary condition for the existence of a

solution to problem 4.7 is that the plant, 1/1f~2' should be minimum-phase or
that its RHP zeros be sufficiently distant from the origin. The RHP zeros of the
plant are the poles of its inverse, 1f~2. By equation (4.37) these poles include
the zeros of 1f11 + gl if 1f121f21 is not identically equal to zero. If 1f121f21 = 0,
the zeros of 1 + gl /1f11 are poles of the MTF of the system in Fig. 4.19 from
d to y, so that if they are in the RHP, the system will be unstable; similarly the
zeros of 1f22 + g2 must not be in the RHP, otherwise the system will be unstable
as well. Hence the conclusion:
CONCLUSION 4.2 gl should be designed such that for all P E {P}, gl + 1f11
does not have RHP zeros. That is, 1 + gI/1fl1 does not have RHP zeros
and gI/ 1f11 does not have any RHP pole-zero cancellations, equivalently the
system in Fig. 4.20 is stable. If 1f211f12 is not identically equal to zero and
other conditions to be developed in the sequel are satisfied, 1 + gI/ 1f11 may
have RHP zeros if they are far enough from the origin to render problem 4.7
solvable.

A two-stage sequential procedure: At the first stage, a single DOF SISO
feedback problem is defined whose solution is gl and at the second stage, a
single DOF SISO feedback problem is defined whose solution is g2. G =
diag (gl, g2) will be a solution to problem 4.5. Problem 4.6 must be solved at
the first stage and problem 4.7 at the second stage.
REMARK 4.7 (same as remark 4.4) By conclusion 4.2, gl, designed at the
first stage, can be chosen such that 1 + gI/ 1f11 will have RHP zeros sufficiently
distant from the origin, that is, the solution gl of problem 4.3 may cause
1/(1 + gl/,rru) to be unstable. The reason for using such a gl is to decrease
its bandwidth in comparison to a stabilizing gl. But this is possible only if
the bandwidth of the loop transmission designed at the second stage is much
smaller than the loop transmission bandwidth of the first stage. This is because
RHP zeros of1 + g1/7r11 appear as RHP zeros of1/7r~2 - the plant of the second
stage, and so if they are far removed from the origin, they contribute very liule
phase lag at the cross-over frequency of the loop transmission of the 2nd stage.
How far from the origin such RHP zeros should be, depends on the existence
of a solution to problem 4.7.
In the proposed design technique, gl is designed first and is then used to

define the second single DOF SISO feedback problem in order to design g2.
But this is not essential: one can design g2 first and then gl. Problems 4.6 and
4.7 will then be changed in accordance with lemma 4.1 and the instructions
following the lemma.

Note that whenever we refer to specification (4.33), we are actually referring
to inequality (4.33). The conditions on the set {P} and the controller G which
guarantee closed loop stability are the same as for disturbance at the plant's
input, because stability depends only on the plant and the controller and not on
the exact point at which the input is introduced. The following lemma provides
the conditions under which specification (4.33) is satisfied.
LEMMA 4.8 Suppose G = diag(gl' g2) stabilizes the system defined by

Fig. 4.19 for all P E {P}, and inequalities (4.41,4.43) are true, then the
closed loop specification (4.33) is satisfied.

Inequality (4.43) guarantees that Y2, which is the closed loop response to
disturbance d, satisfies specification (4.33) for k = 2, that is
Now by inequality (4.41), the closed loop response to disturbance d satisfies

specification (4.33) for k = 1, if !Y2(jW)! ::; e2(w), which is true from the first
part of the proof. Therefore
which means that specification (4.33) is also satisfied for k = I.D
P = ! [kl1 k12]
S k21 k22 '
where the ki/s are uncorrelated and can take any values in the ranges
kl1,k22 E [2,4]; k12,k21 E [1.0,1.8].

The disturbance set {d = [dd s), d2 (s) V} includes all elements such that
Idl(jW)1 :S 15/(jw + 5)1 and Id21= 0, or (4.44)
Id2(jw)1 :S 15/(jw + 5)1 and Id1I = O. (4.45)
IYk(jW)1 :S edw); Vw :S 3, k = 1,2,
where el (w) and e2 (w) are given for w = 1,2, 3 in the following table
I W [Tad! sec] I 1 I 2 I 3 I
I el, e2 [dB] I -26 I -20 I -14 I

1. The SISO problem 4.6 is solved and its plant, 1/ 7f11, is calculated by
P -1 = S [k22 - k12 ] = [7fll 7f12].

kl1k22 - k12k21 -k21 kl1 7f21 7f22
The chosen nominal case is
kll = k22 = 2, k12 = k21 = 1.8,

for which the nominal plant for the first stage is
1 (kllk22 - k12k2d/k22 0.38
s s
The low frequency bounds (at w = 1,2,3) are calculated to satisfy the dis-
turbance rejection inequality (4.41). These inequalities, for the disturbance
set defined by inequalities (4.44,4.45) are
< 157f11/(S + 5)1 + 17f12ie2(w) ()

Yl1 < el w; VP E {P}, s = jw.
17fll + 91 I -
IYll < 157f12/(S + 5)1 + 17f12Ie2(w) < el(w); VP E {Pl. (4.46)
17f11 + 911 -
The stability margin for (1 + gl/,Tr11)-l is arbitrarily chosen to be 4dB,

which means that the following inequality should be satisfied at all frequen-
CIes:
11 + gl/7I"11 I = 11 + 0.38gl/81 ~ 0.6 = -4dB, 8 = jw. (4.47)

L1 (jw) = gl /71"11 are shown in Fig. 4.22. The controller is
30 Bl
20
10
0
OJ
'0
-10
-20
-30
-40
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
Figure 4.22. L1 (jw) and its bounds for the nominal case of example 4.3
68(1 + 8/12)(1 + 8/47.5)

(4.48)
gl = (1 + 8/3)(1 + 8/20.5)(1 + 8/145 + 82 /145 2 )'
Clearly L1 (jw) satisfies the bounds for w = 1,2,3 (at each frequency
L1 (jw) lies above its bound) and the margin bounds for all frequencies (at
each frequency L1 (jw) lies outside of its margin bound).
2. The problem to be solved is problem 4.7, with plant:
1 1
71"2 - 71" - El..2.22.L
22 22 7rll +91
The low frequency bounds at w = 1,2,3 are calculated to satisfy the

by inequalities (4.44,4.45) are the following two inequalities
IY21 < 157f~~/(8 + 5) I ::; e2(w); \lP E {P}, 8 = jw.

+ 92 7f22
57f~2 / (8 + 5) ( )
IY21 < 2 ::; e2 w; \lP E {P}, 8 = jw. (4.49)
7f22 + 92
The stability margin for (1 + 92/7f~2)-1 is arbitrarily chosen to be 4dB,
which means that the following inequality should be satisfied at all frequen-
cies
(4.50)
L2 = 92/7f~2 are shown in Fig. 4.23. The controller is:
30
81
o ...... ' . j . -->..a.~o
-10
-20 10
20
50
-30 .... . ~ ... , ...
'.' ','
70
100
150
-40
-270 -240 -210 -180 -150 -120 -90 -60 -30 o
deg
Figure 4.23. L2 (jw) and its bounds for the nominal case of example 4.3
56.6(1 + 8/40)
(4.51)
92 = (1 + 8/4.8)(1 + 8/178 + 82/178 2)
Clearly, L2(jW) satisfies the bounds for w = 1,2,3 (at each frequency
L2 (jw) lies above its bound) and satisfies the margin bounds for all fre-
quencies (at each frequency L2 (jw) lies outside of its margin bound).
Verification by simulation: Frequency domain simulations for all uncorrelated
maximum and minimum values of the kij's are shown in Fig. 4.24. The
disturbance model of 5/ (3+5) is added to each channel of the plant's output, and
the output is plotted as a function of frequency in response to the disturbances.
The asterisks, *, correspond to the disturbance rejection specifications el (w)
and e2 (w), which are clearly satisfied for all disturbances. Time domain
Y1 due to d 1
0
-10
-20
~-30
-40
-50
-60
10 10 1 10 10 1
0 0
-10
-20 -20
~-30 ~-30
-40 -40
-50 -50
-60 -60
10 10 1 10 10 1
10g(0)) 10g(0))
Figure 4.24. Frequency domain simulations to validate closed loop specifications: the * are
the specs e) (w) and e2 (w) respectively
simulations for the same disturbances, d 1 = [5/ (3+5), O]T and d 2 = [0,5/ (3+
5)]T, at the plant output are shown in Fig. 4.25.
1.3 n X n PLANTS AND DISTURBANCES AT THE

PLANTS' INPUTS
The feedback system of interest is depicted schematically in Fig. 4.26. The
D
1 1
-0.5
-1 -1
0 0.1 0.2 0.3 0.4 0.5 0.6 0 0.1 0.2 0.3 0.4 0.5 0.6
1
0.5
-0.5
-1 -1
0 0.1 0.2 0.3 0.4 0.5 0.6 0 0.1 0.2 0.3 0.4 0.5 0.6
sec sec
Figure 4.25. Time domain simulation for example 4.3
- -
... G - +
u
- p -y
Figure 4.26. A MIMO feedback system with disturbances at the plant's inputs
problem under consideration is how to design the controller G = diag (gl, ... , gn)
such that it stabilizes a given set of plants {P}, and decreases the plant's out-
puts, given disturbance inputs, to a specified level. Formally the problem may
be stated as follows:
PROBLEM 4.8 Consider the system shown in Fig. 4.26 where P is an n x n

LTI plant belonging to a set {P}, {d} a set of disturbance signals, e(w)
a specification vector, and Wh a frequency such that the specifications are
applicable for all W ~ Who Design the controller, G, such that for all P E {P}
for all d E {d} the elements ofy = [Y1, ... , YnV are bounded by
Iydjw) I ~ ek(w); k = 1, ... , n, w ~ Who (4.52)

In Fig. 4.26
Y (4.53)
(P- 1 + G)y (4.54)
Using the notation p- 1 = [7rlj]' d = [di, ... ,d;V and G = dia9(91, ... ,9n)
(the superscript 1 is used to denote the original plant inverse for the first
sequential design stage), equation (4.54) is explicitly
1
7r 11 + 91 1
7r 12
1
[ 7r21
1
7r22 + 92 (4.55)
.. , ...
1 1
7rn1 7rn2
The Gaussian elimination algorithm (Gantmacher 1960) is now applied to

equation (4.55). The first step is to zero the elements in the first column of the
left matrix, except for the 11th element. This is done by multiplying both sides
on the left by the matrix
1 0 0 1 0
:1,
~ 1 0 -7r~1
1
def
G2 = 7r}1+91 91
~ 0 1 -7r;1
0
7r}1+ 91 91
which gives
[ :,1' +
1 1
7r12 7r13
91 2
7r22 + 92 2
7r23
, (4.56)
2 2
7r n 2 7r n3
where
1 1
2 j=I, ... ,n,
07"1. _
"Z)
7r il 7r 1j . . -
1 ,Z-, ... ,n,
7r11 + 91
1 d1
d1 _ 7ri1 1 .
Z 7ri1 + 91' i = 2, ... , n.
Note also that
1 1 1 1
7r1l 7r 12 7r13 7r In
[
2 2 2 2
7r21 7r22 7r23 7r2n
1'
and
2 2 2 2
7rn1 7rn2 7r n 3 7r nn
1 1 1
[ :11 + 91 7r12 7r13 7r In
2
7r22 + 92 2
7r23
2
7r2n
2
7rn2
2
7r n 3
2
7r nn + 9n 1
The second Gaussian elimination step involves multiplication of both sides of
equation (4.56) on the left by the matrix
1 0 0 0 1 0 0 0
0 1 0 0 0 1 0 0
_7r 2
0 ~ 1 0 -7r~2
7r 22+92 def
0 1 0
G3 = _7r 2
92
-7rJ2
0 ~ 0 0 0
7r 22+ 92 92
-7r 2 -7r~2
0 ~ 0 0 1 0 0 0 1
7r 22 +92 92
which gives
[: , I
1
7rll + 91 1
7r 12
1
7rln d 11
0 2
7r22 + 92 2
7r23
2
7r2n d 22
0 0 3
7r33 + 93 3
7r3n d~
0 3
7r n 3
3
7r nn + 9n d n3
where
2 2
3 7ri27r2j
7rij
7r 2 . _ ; i = 3, ... , n, j = l, ... ,n,
Z) 2
7r22+ 92
2 d2
d2 _ 7ri2 2 .
d 3Z i = 3, ... , n.
Z 2
7r22 +
92
'
Note also that

1 1 1 1
7r11 7r12 7r13 7rln
2 2 2 2
7r21 7r22 7r23 7r2n
G3 G 2 P - 1 3
7r31
3
7r32
3
7r33
3
7r3n , and
3 3 3 3
7rn1 7rn2 7rn 3 7r nn
1
7ru + 91 1
7r12
1
7r13
1
7r1n
0 2
7r22 + 92 2
7r23
2
7r2n
G 3 G 2 (P-l + G) 0 0 3
7r33 + 93 3
7r3n
0 0 3
7r n 3 7r~n + 9n
Applying the Gaussian elimination algorithm recursively for k - 1 iterations
yields
1
7r11 + 91 1
7r12
1
7r1n Y1 d11
0 2
7r22 + 92 2
7r2k
2
7r2n Y2 d22
0 k
7rkk + 9k k
7rkn Yk dkk
0 k
7rnk
k
7rnn + 9n Yn dnk
(4.57)
where 7rt, df and G k are defined recursively by
p- 1 ,
k k
i k 7r kj . ' k 1 ... , n , .] =1, ... ,n .(458)
""k.
HZ)
_ 7r
k ,2= +, .
7rkk + 9k
k dk
k
d kZ _ 7rik k .
k ' i = + 1, ... , n. (4.59)
7r kk +9k
and (denoting m = k - 1).
Gk
1 0 0 1 0 0
0 1 0 0 1 0
_7r m -7rtm (4.60)
0 km
7r;:;::m+gm
1 0 0 gm
1 0
-7r~l2J -7r~m
0 7r;:;::m+gm
1 0 1
gm
Note also that

1 1 1 1
7r11 7r12 7rl3 7r1n
2 2 2 2
7r21 7r22 7r23 7r2n
G k G 2 P-1 k k k k , and
7rk1 7rk2 7r k3 7rkn
k k k k
7r nn
7rn1 7rn2 7r n 3
Gk .. G 2 (P- 1 + G)
1
7rll +91 7r12
1 1
7rlk
1
7r1n
0 2
7r22 + 92 2
7r2k
2
7r2n
k k (4.61)
0 0 7rkk + 9k 7rkn
k k
0 0 7rnk 7r nn + 9n
The following identity is also important (to be used later):
LEMMA 4.9
91 0 0 0
2
- 7r 21 92 0 0
G k G 2G = k k k = 2, ... ,n.
- 7r k1 - 7r k2 9k 0
k k -7r~3
-7r n 1 -7r n 2 9n
Proof: Trivial from equation (4.61) and the identity
The following lemma and remark show that it is always possible to apply
the Gaussian elimination algorithm to equation (4.55).
LEMMA 4.10 Necessary and sufficient conditions for applying the Gaussian
elimination algorithm to equation (4.55) are (i) 7r~k + 9k is not identically equal
to zero for k = 1, ... , nor (ii) the diagonal minors ofGk ... G2(P- 1 + G)
formed from rows and columns 1, ... , k (denoted by Mk), are not the zero TF
for k = 1, ... , n, that is, Mk =I O.
Proof: The first condition is trivial. To show (ii) use Gantmacher 1960 (equation
(14), p. 26):
k=n
Mk = IT (7r~k + 9k).
k=l
Thus (i) implies (ii), and if (ii) is true it implies (i) because
k
7rkk + gk = -lkfk- i- 0; k = 1, ... , n; lkfo = 1. 0
lkfk - 1
REMARK 4.8 Since gl, ... , gn are designed such that 1 + 9k/7r~k is not iden-
tically zero (most likely even stable), the sufficient conditions Jor application oj
the Gaussian elimination algorithm are satisfied.
From equation (4.57) for k = 1, ... , n
d11 -
,\",n
L..Ju=2 7rluYu
1
Y1 k = 1;
7rfl + g1
d22 -
,\",n 2
L..Ju=3 7r2uYu
Y2 k = 2;
7r~2 + g2
dm ,\",n m
m - L..Ju=m+1 7rmu Yu
Ym k=m;
7r;;{m + gm
dn
Yn _----'-'-n_, k=n. (4.62)
7r~n + gn
The design process is based on equations (4.62), which transforms the procedure
into n sequential designs of SISO systems as follows: From equation (4.62)
for k = 1 and specification (4.52) for Y1, g1 should be designed to satisfy
d 1l L..Ju-2 1
7rluYu I
IYll - ,\",n
= I 1
7r11
-
+ g1
::; e[ (w); lid E {d}, P E {P}, w ::; Who (4.63)
A large enough Ig1 (jw) satisfies equation (4.63), provided that a bound on
1
exists. But such an upper bound is not known. We shall there-

Y2, ... , Yn
fore deliberately choose the maximum value, assuming that Y2, ... , Yn satisfy
specification (4.52). Thus gl is designed to satisfy
Idil + f~=217rflleu(w) :S el(w); lid E {d}, P E {P}, w:S Who (4.64)

7r ll +gl
A TF gl which is a solution to the following single DOF SISO feedback problem
satisfies equation (4.64).
PROBLEM 4.9 Consider the system shown in Fig. 4.27, where 1/ 7rl 1 is a S1S0
LTl plant. Design gl such thatJor all P E {P}
Jor all d E {d}, the plant output Yl is bounded by
d
,~
.... .... .... 1 )'1

gl + --
1
~ ~ ~ ~
- 7tll
Figure 4.27. The SISO feedback structure in the design of 91
where Idl ::; Idll + L:~=217Tluleu{w) and d = [dl, ... , d~f
The same line of reasoning is repeated in the design of 92, ... , 9n' that is, 9m
originates from the use of equation (4.62) for k = m and is designed such that
Id~1 + L:~=m+1 17T~uleu{w)

17T~m + 9ml
Vd E {d}, P E {P}, W ::; Who (4.65)
Note that when m = n, the term L:~=m+ll7T~uleu(w) drops out because of

equation (4.62), the design equation for 9n will therefore be
A TF which is a solution to the following single DOF SISO feedback problem

satisfies inequality (4.65).
PROBLEM 4.10 Consider the system shown in Fig. 4.28, where l/7T~m is a
SISO LTI plant. Design 9m such that for all P E {P}

for all d E {d}, the plant output Ym is bounded by
IYm(jw)1 ::; em{w); w::; Wh
where Idl ::; Id~1 + L:~=m+ll7T~uleu{w) when m < n, Idl ::; Id~1 when
m = n, and d~ is defined by equation (4.59).
Note that at the mth stage, where 9m is to be designed, 91, ... , 9m-1 are known
and the upper bound assumption is made only on Ym+1, ... , Yn. Thus at the last
(nth) stage no such assumption is needed. As is shown in section 8., a necessary
condition for the existence of a solution to problem 4.10 is that its plant, 1/ 7T~m'
should be minimum-phase or that its RHP zeros are sufficiently distant from
Synthesis of LTl Controllers For MfMO LTl Plants 133
d
,
1
-
- gm ...
~
+ -... --
m
nmm
.}m
Figure 4.28. The SISO feedback system used in the design of gm
the origin. The RHP zeros of the plant are the poles of its inverse, 7r;;{m' which
by equation (4.58) include the zeros of (7rZ k + gk) where k = m - 1. Hence
the following conclusion may be drawn:
CONCLUSION 4.3 gk should, in general, be designed such that 7rZk + gk does

not have RHP zeros for all P E {Pl. That is, 1 + gk/7rZk does not have RHP
zeros and 9k/7rZk does not have any RHP pole-zero cancellations. If it has
RHP zeros they should be far enough from the origin to make problem 4.10
solvable for all the subsequent design stages.

This is an n-stage procedure. At stage k, a single DOF SISO feedback problem
is defined whose solution is gk. G = diag(gl' ... , gn) will then be a solution to
problem 4.8. The single DOF SISO feedback problem to be solved at the kth
stage is problem 4.10, for m = k.

The first lemma proves that specification (4.52) is satisfied. Conditions on the
set {P} and the controller, G, guaranteeing closed loop stability are then given.
LEMMA 4.11 Suppose that G = diag (gl, ... , gn) stabilizes the system defined
by Fig. 4.26 for all P E {P} and that inequality (4.65) is true for m = 1, ... , n,
then the closed loop specification (4.52) is satisfied.
Proof: By induction from the nth stage to the 1st stage: From inequality (4.65),
when m = n, and equation (4.62) with k = n, specification (4.52) for Yn is
satisfied. Now assume that specification (4.52) is satisfied for Yn, ... , Ym+1,
then by equation (4.62) for k = m and inequality (4.65), the specification for
Ym is satisfied. D
We shall now present a condition guaranteeing closed loop stability. It is

valid for minimum-phase plants and a stable controllers. The NMP case is
treated in section 8.. The test for closed loop stability is due to Vidyasagar
(1985) (see also definition 4.1).
P E {P}, (i) p- 1 is stable, (ii) 1 + 9k/1f~k does not have RHP zeros and
9k/1f~k does not have any RHP pole-zero cancellations, and (iii) G is stable;
then the system is stable.
Proof: Using equation (4.58) and equation (4.59) it can be shown by induction
that 1ftand d~ are stable for all ij and k. Thus in equation (4.57) for k = n,
y is stable because: (i) the left matrix is upper diagonal with stable elements,
hence its inverse is stable, and (ii) the right matrix is stable. A special case
arises when the disturbance d is anyone of the columns of the identity MTF I,
for which by equation (4.53)
y = (I + PG)-1p,
hence (I + PG)-1 P is stable. Use of lemma 4.3 completes the proof. 0
1.4 n X n PLANTS AND DISTURBANCES AT THE

PLANTS' OUTPUTS
The feedback system under consideration is schematically described in
Fig. 4.29. The problem of interest is how to design the controller G =
d
f
-
u y ...
- -... G P -... +
Figure 4.29. A MIMO feedback system with disturbance at the plants' outputs
diag (g1 , ... , gn) such that it stabilizes a given set of plants {P}, and decreases
the plants' outputs for given disturbance inputs, to a specified level. Formally
the problem may be stated as:
PROBLEM 4.11 Consider the system shown in Fig. 4.29, where P is an n x n
LTI plant which belongs to a set {P}, {d} a set of disturbance signals, e(w)
a specification vector, and Wh a frequency such that the specifications are
applicable for all W ~ Who Design the controller, G, such that for all P E {P}
for all d E {d} the elements of y = [Y1, ... , YnV are bounded by

In Fig. 4.29
Y (I + PG)-ld, (4.66)
(P- 1 + G)y P- 1 d. (4.67)
Equation (4.67) is the same as equation (4.54), where the disturbance d being
replaced by P -1 d. Thus the same design technique is applicable with the distur-
bance d replaced by p- 1 d. At design stage k, the right side of equation (4.57)
for disturbances at the plants' outputs, may be written by equation (4.61) as:
1 1 1 1
7f11 7f 12 7f 13 7f1n d1
2 2 2 2
7f21 7f22 7f 23 7f2n d2
= Gk ... G 2 P- 1 d = k k k k
7fk1 7fk2 7f k3 7fkn dk
k
7fn1 7fn2
k k
7fnk
k
7f nn dn
1.5 DESIGN IMPROVEMENTS BY ITERATION

When W < Wh, the low frequency bounds, are calculated from inequal-
ity (4.65), which is of the form:
Id~1 + L~=m+1 17f~uleu(w) < ()

em w,

or m
<
n
7f mm + 9m
m I -
1
Id~1
I n I :::; en(w), for m = n. (4.68)
7f nn + 9n
The reason for using this inequality is that Yu for u = m + 1, ... , n is not known
and we deliberately choose the worst case, on the assumption that Yu satisfies
the closed loop specifications, that is, IYu(jw)1 :::; eu(w). Thus it is expected
that the bounds calculated with inequality (4.68) will form a larger domain than
is actually needed. The result will be a solution whose bandwidth may be (in
general will be) larger than required. We shall then say that the solution has an
over-design. Another source of over-design arises from the fact that a solution
for any specification for which some of the eu (w)'s are less than the original
e u (w) ,s (at some frequencies), can produce a smaller bandwidth solution. Why
this results in over-design can be explained as follows: Let's assume that 9m
is a solution to inequality (4.68). If we now allow for a decrease in all of the
eu (w)'s on the left hand side of inequality (4.68), while maintaining the same
em (w) on the right hand side, then a smaller gm may be used and we can still
achieve the conditions of the inequality, thus resulting in a narrower bandwidth
solution. However if we allow em (w) on the right hand side of inequality (4.68)
to decrease, and don't allow for a decrease in any of the eu(w)'s on the left
hand side, we must then expect an increase in the amplitude of gm and hence a
wider bandwidth solution. Hence we arrive at a tradeoff situation where if we
decrease the eu (w)'s on the left hand side and em (w) on the right hand side,
we run into conflicting demands on gm and thus on the bandwidth which can
result in over-design. Hence we propose the following iterative process, which
overcomes the above limitations and is based on the assumption that a controller
which solves the problem is already available (the controller designed at the
first iteration stage):
1. Design G.
2. Simulate in the frequency domain to find the true performance of the system
related to the specifications.
3. Decide which of the g/s to improve, say gk.
4. Calculate the bounds on gb assuming that gk is to be designed at the

last stage, when gl, ... , gk-1, gk+1, ... , gn are known from stage 1, without
violating the specifications.
5. Redesign gk.
6. Go back to stage 2, where the "known" controller parameters are those of

the new controller.
The inequalities with which to calculate the bounds at stage 4 can be cast into
the following bilinear form:
la1 ++gkgk(3i
i
6k -
1< e(w)'
1 ,
i = 1, ... ,n, (4.69)
where ai(jw), (3i(jW) and 6djw) are derived as follows: Let
Gk diag(0, ... ,0,9k,0, ... ,0),

Ck 1+ P(G - G k ),
Pk (Plk, P2k, ... , Pmk f, (plant transfer functions) and
e[ [0, ... ,0,1,0, ... ,0]),1 only in position k.
Then, using Kailath 1980, pp. 655-656,
(I + PG)-l
(4.70)
Hence, for example, for disturbance vector, d, introduced at the plants' outputs,
aiand /3i, which appear in equation (4.69) form the following vectors:
(al, ... ,anf = Ad, (/31, ... ,/3nf=Bd.
Note that the scalar 6k (jw) does not depend on the output channel i.
1.6 SHORTCUTS IN LOW FREQUENCY BOUND

CALCULATIONS
As explained in section 1.5, the algorithm for low frequency bound calcu-
lations suffers from over-design. The following approximation reduces this
over-design and decreases the computational effort involved. The approxi-
mation used for disturbances at the plants' inputs or outputs is based on the
assumption that the controller gain, at low frequencies, is large enough such
that the following approximation is applicable
(I + PG)-lpd ~ G-1d, and
(I + PG)-ld ~ G-1p-1d.
Thus for disturbances at the plants' inputs, the bounds on 9k are calculated by
(4.71)
and for disturbances at the plants' outputs the bounds on 9k are calculated by
. ~
19k(Jw)1 I LjPkjdj
ek(jw) I ; Vd E {d}, P E {P}, w ~ Who (4.72)
These formulae considerably reduce the computational effort for low frequency
bound calculations, because the bounds on 9k (jw) are calculated for a single
case for which the right sides of equations (4.71,4.72) are the maxima over all
{P} and {d}.
2. SYNTHESIS OF TWO DOF FEEDBACK SYSTEMS

The feedback system of interest to us is depicted schematically in Fig. 4.30
and described mathematically by the equations
y = Pu
u = G(Fr - Hy). (4.73)
Hence the MTF from r to y is
T = (I + PGH)-lpGF. (4.74)
r ... + e u y ...
- F
'-~
-
G P -
H -
Figure 4.30. Two DOF MIMO feedback structure
Note that H denotes the sensor MTF and/or low-pass and/or notch filter. For
simplicity and without loss of generality, we assume that H = I. The problem
under consideration is how to design a controller, G, and a prefilter, F, which
simultaneously stabilize a given set of plants {P} and satisfy closed loop
sensitivity specifications. Formally the problem may be stated as:
LTI plant which belongs to a given set {P}, B = [bij (w)] and A = [aij (w)] are
specification n x n matrices, and Wh is afrequency such that the specifications
are applicable for all W :::; Who Denote the MTF from r to y by T = [tij].
Design a controller, G, and a prefilter, F, to satisfy the following specifications
for all P E {P}
stability: the system is stable; and
closed loop specifications:
(4.75)
The closed loop specifications stipulate that the Bode plot of each element of
the system's MTF, tij(jW), must lie between the two specified Bode plots,
bij (w) and aij (w). Hence the ti/ s sensitivity to plant uncertainty is smaller
when bij(w) is closer to aij(W).
REMARK 4.9 The specification matrices A and B may depend on the plant
P E {Pl.
REMARK 4.10 At high frequencies the benefits of feedback are negligible.

High frequency specifications will result in large bandwidth with very little
closed loop performance improvement. It is thus recommended that the lowest
possible Wh be chosen.
The design process is first developed for 2 x 2 and then for n x n plants. It is
similar to the procedure for disturbance rejection developed in section 1.1 for
2 x 2 plants and in section 1.3 for n x n plants. Closed loop specifications
of the model matching type (instead of equation (4.75)) are treated later, and
some hints for shortcuts in low frequency bound calculations are then given.
2.1 2 X 2 PLANTS
The system under consideration is as depicted in Fig. 4.31. The problem in
-
r ... + e u
F -
, -
- G P
Y",
~
Figure 4.31. Two DOF 2 x 2 systems
question is how to design the controller, G = diag (g1 , g2), and prefilter, F,
such that the sensitivity of the MTF from command input r to output y satisfies
given specifications. Formally the problem may be stated as follows:
PROBLEM 4.13 Consider the system shown in Fig. 4.31, where P is a 2 x 2
LTI plant which belongs to a given set {P}, B = [bij(W)] and A = [aij(w)] are
specification 2 x 2 matrices, and Wh is afrequency such that the specifications
are applicable for all W ::; Who Denote the MTF from r to y by T = [tij].
Design a controller, G, and aprefilterF to satisfy thefollowingforall P E {P}
closed loop specification:
(4.76)

In Fig. 4.31
T (I + PG)-1PGF, (4.77)
(I + PG)T PGF
(p-l + G)T GF. (4.78)
Using the notation p-l = [7TiJl and G = diag(gl,g2), equation (4.78) is

explicitly
[ 71"11 + gl 7T12 ] [tll t12] = [91 0 ] [111 h2]. (4.79)

7T21 71"22 + g2 t21 t22 0 g2 121 122
MUltiplying both sides on the left by the matrix
gives us:
(4.80)
where
From equations (4.79,4.80)
gIill - 7T12t21
tll
71"11 + gl
gIi12 - 7T12t22
(4.82)
7Tll + gl
g2hl - 7T~dll
7T~2 + g2
g2h2 - 7T~dI2
(4.83)
7T~2 + g2
The design process is based on equations (4.82,4.83) which transform the
problem into the design of two sequential MISO systems, as follows: From
equation (4.82) and specification (4.76), gl should be designed such that
For a large enough Igl (jw) I, there exist 111 and h2 which satisfy equa-
tion (4.84), if upper bounds on It21(jW)1 and It22(jW)1 exist, and are known.
But these are not known, we shall then deliberately choose these upper bounds,
assuming that t21, t22 meet specification (4.76). Thus gl, 111 and 112 are
designed to satisfy
all(W) ~ Ilgdlll l7fdb 21 I ~ bl1 (w); VP E {P}, W ~ Wh,

7fll + gl
a12(w) ~ IIglh 21 l7fdb 22 I ~ b12 (W); VP E {P}, W ~ Who (4.85)
7fll + gl
TF's g1. 111 and h2' which are a solution to the following two DOF MISO
feedback problem also solve inequality (4.85).
PROBLEM 4.14 Consider the system shown in Fig. 4.32, where l/7fll is a
SISO plant. Design gl, 111 and h2 such that Jar all P E {P}

in Fig. 4. 32a,for r(t) = o(t) and Id 11 ~ l7fdb21
all ~ IYl(jw)1 ~ bll ; w ~ Wh;
and in Fig. 4. 32b, Jar r(t) = o(t) and Id 21 ~ 17f121b22

a12 ~ 1Y1(jw)1 ~ b12 ; W ~ Who (4.86)
From equation (4.83), and specification (4.76), g2 should be designed to satisfy

the inequalities:
(4.87)
TF's g2, hi and 122, which are a solution to the following two DOF MISO
feedback problem, also solve inequality (4.87).
PROBLEM 4.15 Consider the system shown in Fig. 4.33, where 1/7f~2 is a
SISO plant. Design g2, 121 and 122 such that Jar all P E {P}
in Fig. 4. 33a, Jar r(t) = o(t) and dI = -7f~dll
a21 ~ IY2(jW)1 ~ b21 ; w ~ Wh;

d1
r + 1 Yl
III gl
7tll
(a)
r + 1
(b)
Figure 4.32. The SISO feedback system to be solved in the design of gl, 111 and /12
and in Fig. 4.33b,for r(t) = 6(t) and d = -7r~d12
As is shown in section 8., a necessary condition for the existence of a solution

to problem 4.15 is that its plant, 1/7r~2' should be minimum-phase or that its
RHP zeros are sufficiently distant from the origin. The RHP zeros of the plant
are the poles of its inverse, 7r~2' which by equation (4.81) include the zeros of
(7r11 + 9d if 7r127r21 is not identically equal to zero. Moreover, if 7r127r21 = 0,
the zeros of 7r11 + 91 are poles of the MTF of the system in Fig. 4.31 from r to
y, so that the system is unstable. Hence the following conclusion, which is the
same as conclusion 4.1, may be drawn:
CONCLUSION 4.4 91 should be designed such that,for all P E {P}, 7r11 + 91

does not have RHP zeros, or 1 + 91/ 7r11 should not have RHP zeros and 91/ 7r11
does not have any RHP pole-zero cancellations. The system in Fig. 4.32 will
then be stable. If 7r217r12 is not identically equal to zero and other conditions
to be developed in the sequel are satisfied, 1 + 91/7r11 may have RHP zeros if
they are far enough from the origin to render problem 4.15 solvable.
r + 1
2
11:22
(a)
r + 1 Y2
2
11:22
(b)
Figure 4.33. The SISO feedback system to be solved to design 92, 121 and i22

A two-stage sequential procedure: At the first stage a two DOF MISO feedback
problem is defined whose solution is 91, III and h2. At the second stage a
two DOF MISO feedback problem is defined whose solution is 92,121 and 122'
G = dia9(91,92) and F = [Iij] solve problem 4.l3. Problem 4.14 is to be
solved at the first stage and problem 4.15 at the second stage.
REMARK 4.11 By conclusion 4.4, 91, designed at the first stage, can be
chosen such that 1 + 91/ 7rll will have RHP zeros sufficiently distant from the
origin, that is, the solution 91 of problem 4.14 may cause 1/(1 + 9I/7r1l) to
be unstable. The reason for using such a 91 is to decrease its bandwidth in
comparison with a stabilizing 91. But this is possible only if the bandwidth of
the loop transmission designed at the second stage is much smaller than the
loop transmission bandwidth of the first stage. This is because RHP zeros of
1 + 91/7rll appear as RHP zeros of the plant of the second stage, and so if
they are far removed from the origin, they contribute very little phase lag at the
cross-over frequency of the loop transmission of the 2nd stage. How far from
the origin such RHP zeros should be, depends on the existence of a solution to
problem 4.15.
In the proposed design technique, g1, h2 and 121 are designed first and are then
used to define the two DOF MISO feedback problem involved in designing 92,
121 and 122. This is not essential; one can design g2, i2l and 122 first and
then go on to find g1, ill and h2. Problems 4.14 and 4.15 will then change in
accordance with the next lemma.
LEMMA 4.13 Let D be an n x n matrix which represents row or column per-
mutations, that is, one element in each row is 1, and all the others are 0, so that
det(D) = 1. Suppose that G and F are a solution to problem 4.13, when P is
replaced by DPD- 1 and the specification A and B by DAD- 1 and DBD- 1
respectively; then D -1 G D and D -1 FD are a solution to problem 4.13.
The following lemma is needed in order to prove lemma 4.l3:
LEMMA 4.14 Given two n x n matrices, A = [aij] and B = [bij] with real
elements, and a matrix D which represents row or column permutations, that
is, one element in each row is 1, and all the others are 0, so that det(D) =
1. Suppose that A ::; B (the matrix inequality means element by element
inequality), then DA ::; DB, AD ::; BD and DAD- 1 ::; DBD- 1.
Proof: Any ij element of DA and of DB is the same element (for example, the
kl element) of A and of B. Hence A::; Band DA ::; DB include the same n 2
inequalities. The proof for AD and BD is the same. The proof for DAD-1
and DBD- 1 is a trivial result of the above argument and of the fact that D- 1
has the same properties as D, that is D- 1 == DT and det(D) = det(D- 1 ).0
Proof of lemma 4.l3: The MTF from r to y is

+ DPD-1G)-lDPD-1GF =
(I
D(I + PD- 1GD)-1PD- 1GDD- 1FDD- 1 == DTD- 1,
where T is the MTF of the system in problem 4.l3 for which D -1 G D

and D -1 FD replace G and F respectively, and DTD -1 satisfies specifi-
cation (4.76) for which A and B are replaced by DAD- 1 and DBD- 1. Thus
by lemma 4.14, T satisfies specification (4.76).0
Example: for 2 x 2 systems
=} D-1 [ g1
=} D-1 [ ill
121
That is, g1 and g2 change position, ill and 122 change position, and 121 and h2
change position. Hence in order to design g2, 121 and 122 first, simply apply
the design process to problem 4.13, replacing {P} by the set {DPD- 1 }, and
A and B in specification (4.76) by DAD- 1 and DBD- 1 respectively. The
resulting controller and prefilter will be G and F respectively and the controller
and prefilter of the original problem will be D -1 G D and D -1 FD.

The first lemma below proves that specification (4.76) is satisfied. The condi-
tions on the set {P} and the controller, G, guaranteeing closed loop stability
are the same as for the disturbance rejection problems (see section 1.1). This
is because the same SISO TFs (1/nt1 and I/n~2) are stabilized at each design
stage.
LEMMA 4.15 Suppose that G = diag(g1,g2) stabilizes the system as de-

picted in Fig. 4.31 for all P E {P}, and inequalities (4.85,4.87) are true, then
the closed loop specification (4.76) is satisfied.

Inequality (4.87) guarantees that t21 and t22 satisfy specification (4.76) for
k = 2. Now by inequality (4.85), tl1 and t12 satisfy specification (4.76) for
k = 1 if t21 and t22 satisfy specification (4.76) for k = 2, which is true from
the first part of the proof. 0
EXAMPLE 4.4 Solve problem 4.13 for the following uncertain plant and
closed loop specifications.
P = 1 [kl1 k12]
s(s + 1) k21 k22 '
where the k ij are un correlated and can have any values in the ranges
k l1 , k22 E [2,4], k12, k21 E [-1.8, 1.8].
the MTF T from r to y of Fig. 4.31 is bounded by
(4.88)
where aij (w) and bij (w) are given in the following table:
I w [rad/ sec] I bll, b22 I all, a22 I b12, b21 I a12, a21
0.5 l.1 0.9 0.02 0
1.0 l.1 0.8 0.05 0
2.0 1.0 0.7 0.10 0
4.0 0.7 0.4 0.16 0
Carrying out the design process: The closed loop specifications call for the
smallest possible off-diagonal response (a12 = an = 0); we shall then choose
the non-diagonal elements of the prefilter as, hi = 0 and h2 = 0 (note that
this may not be the best choice).
1. The MISO problem 4.14 is solved first. The low frequency bounds at
w = 0.5,1,2,4 are calculated to satisfy inequality (4.85) which for specifi-
cation (4.88) is
all (w) < 119dlll l1fdb21I ::; bll(w); \lP E {Pl.

1fll + 91
< 1f 12 b22 I ::; b12 (W); \lP E {Pl. (4.89)
1
1fll + 91
The chosen stability margin for (1 + 91/1fll)-1 is 4dB, which means that
11 + 91/1f11 I 2: 0.6 = -4dB, 8 = jw. (4.90)
Bounds on Ll (jw) = 91/ 1fll, such that there exists a filter 111 which solves
inequality (4.89) and satisfies the margin inequality (4.90), are shown in
Fig. 4.34, where the nominal case is
and the controller is

64(1 + 8/1.3)(1 + 8/61.5)
91 = (1 + 8/12)(1 + 8/258 + 82 /258 2 ).
The filter 111, which, along with 91, satisfies inequality (4.89), is
1
111 = 1 + 8/2.25
2. The MISO problem problem 4.15 is now solved. The low frequency bounds
are calculated to satisfy inequality (4.87), that is, the bounds on 92 are
40
30
o
m
"'C
-10
-20
-30
-40
-50
-270 -240 -210 -180 -150 -120 -90 -60 -30 o
deg
calculated such that
< 17r~dl1
2 + I -< b21 (w), VP E {P}
7r22 92
+ 92 I <
I7r22292122 - b22 (w), VP E {P} (4.91)
The stability margin chosen for (1 + 92/7r~2)-1 is 6dB, which means that
(4.92)
L2 = 92/7r~2 are shown in Fig. 4.35. The controller is
57(1 + 3/0.5)(1 + 3/11.5)(1 + 3/91)

92 = (1 + 3/2.8)(1 + 3/166)(1 + 3/341) .
The filter 122, which, along with g2 satisfies inequality (4.91), is
1
122 = 1 + 8/2.4
40
30
20~~~ ______~____________________
10
o
co 10
"0
-10 20
35
50
-20
70
100
-30 150
250
-40 350
500
-50
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
The solution is G = diag(gl) g2) and F = diag(Jl1) 122).
Verification by simulation: Frequency domain simulations of the MTF T for

all 16 uncorrelated maximum and minimum values of the kil's are shown in
Fig. 4.36, where the asterisks correspond to the closed loop lower and upper
bound specifications aij (w) and bij (w) respectively. Clearly, all of the til'S
satisfy their assigned bounds. Time domain responses for the above 16 plants
to a step tracking command are shown in Fig. 4.37.
2.2 n X n PLANTS
The system considered is depicted in Fig. 4.38. The problem under study is
how to design the controller, G = diag(gl) ... ) gn), and prefilter, F, such that
t11 t12
0
-10
-5 -20
~-10 ~-30
*
-15 -40
-20 -50
-25 -60
10 10 1 102 10 10 1
t21 t22
0 5
-10
-20 -5
~-30 ~ -10
*
-40 -15
-50 -20
-60 -25
10 10 1 102 10 10 1 102
10g((O) 10g((O)
Figure 4.36. Frequency domain simulation to validate closed loop specification
the sensitivity of the MTF from command input, r, to output, y, satisfies given
specifications. Fonnally the problem may be stated as follows:

LTI plant which belongs to a given set {P}, B = [bij(w)] and A = [aij(w)] are
specification n x n matrices, and Wh is afrequency such that the specifications
areapplicableforallw ~ Who Denote theMTFfrom r toy byT = [tij]. Design
a controller, G, and a prefilter, F, to satisfy the following for all P E {P}
the closed loop specifications are:
(4.93)
0.75
0.5 .
0 0.5 1 1.5 0 0.5 1 1.5

Y21 Y 22
1
0.75 . . .. .... .....
0.5 .
0.25
0
0 0.5 1.5 0 0.5 1 1.5

sec sec
Figure 4.37. Time domain simulation for a step input
-
+ e ... u ... y
-
r
"" F G P ~
-
~
Figure 4.38. Two DOF n x n systems

In Fig. 4.38
T (I + PG)-lpGF, (4.94)
(I + PG)T PGF
(P- 1 + G)T GF. (4.95)
Using the notation p- 1 = [1f0] (the superscript 1 is used to denote the original
plant inverse at the first sequential design stage) and G = diag (91 , ... , gn),
equation (4.95) is explicitly written as:
1
11"11 + 91 1
11"12 ... 1I"1n
~l~1 1T ~ GF
1
[ 11"21 1
11"22 + 92 ...
(4.96)
... ... . .. 1
1
1I"n1
1
1I"n2 ... 1I"nn + 9n
The Gaussian elimination algorithm (Gantmacher 1960) is now applied to
equation (4.96). The first step is to zero the elements in the first column of
the left matrix in equation (4.96), except for the 11th element. This is done by
mUltiplying both sides on the left by the matrix
1 0 0
_7f 1
~ 1 0
7f 11 +91
G2=
_7f 1
~ 0 1
7f 11 +91
which gives
1 1
[ :.h + 91
11"12
2
11"22 + 92
11"13
2
11"23
2 ~l~1 1T ~ G 2 GF,
1I"1n
(4.97)
2 2
1I"n2 1I"n3 1I"nn + 9n
where
1 1
2 1I"i111" Ij
1I"ij
11"1. _
tJ i = 2, ... ,n, j = 1, ... ,n. (4.98)
1
11"11 + 91 '
The second Gaussian elimination step involves multiplication of both sides of
equation (4.97) on the left by the matrix
1 0 0 0
0 1 0 0
0 A
7f 22 +92
1 0
G3 = 0 A
7f 22+92
0
(4.99)
_7f 2
0 ~ 0 0 1
7f +92
22
which gives
o
(4.100)
where
2 2
2 7r d Tr 2j . .
7rij - 2 ; Z = 3, ... ,n,; J = 1, ... ,n. (4.101)
7r22 + 92
Applying the Gaussian elimination algorithm recursively for k - 1 iterations

yields
1 1 1
7ru +91 7r 12 7r In
2 2 2
0 7r22 + 92 7r 2k 7r2n
k k T=
0 7rkk + 9k 7rkn
0 k
7rnk
k
7rnn + 9n
g1 0 0 0
2
- 7r 21 92 0 0
Gk G 2 GF = k k F. (4.102)
-7r k1 -7r k2 9k 0
k k k
-7r n l -7r n 2 -7rn 3 9n
The last equality is given by lemma 4.9. 7rt and G k are defined recursively as
[7r;j 1
p-l
k k
7rik7rkj
7r k + 1 7r k . _ , i=k+l, ... ,n, j = 1, ... ,n (4.103)
2J 2J
7rZ k + 9k
1 0 0
0 1 0
Gk _7f m
m= k-l
0 kill
7f;:;';m +gm
1 0
-7r~m
0 7f;:;';m+gm
0 1
REMARK 4.12 Since 91, ... , 9n are design parameters, it is always possible
to choose them such that the sufficient conditions for the applicability of the
Gaussian elimination algorithm are satisfied (see lemma 4.10).
From equation (4.102)
91!Ij - L~=2 1rfu t uj. . - 1

1 , ] - , ... ,n,
1r11 +91
9212j - L~=3 1r~utuj - 1r~d1j. . - 1

2 , ] - , ... ,n,
1r22 + 92
9mfmj - L~=m+l 1r~utuj - L:':111r~ufuj . . - 1

---"-------'---'-=------=----=---=------:..., J - , .. , n, m<n;
1r;;';m + 9m
",n-l n f
9n f nj - L..,u=1 1rnu uj. . - 1 (4.104)
, ] - , ... ,n.
1r~n + 9n
The design process is based on equation (4.104), which transforms the pro-
cedure into n sequential designs of MISO systems as follows: From equa-
tion (4.104) for k = 1 and specification (4.93), 91 and !Ij should be designed
to satisfy
< It 1J1 = 9I!lj - L~=2

1+ 91 1riutuj <
- b1)(w),
1r 11
'liP E {P}, W::; Wh, j = 1, ... , n. (4.105)
A sufficiently large 191 (jw) 1 satisfies equation (4.105) provided that a bound
on It 2 jl, ... , It2nl exists. Since such an upper bound is not known, we deliber-
ately choose the maximum value, assuming that It2j I, ... , It2n I satisfy specifi-
cation (4.93). Thus 91 and!Ij are designed to satisfy
a1j(w) < 119I!ljl IL:=21 1r iu!buj I ::; b1j (w);

1r 11 91
'liP E {P}, w::; Wh, j = 1, ... , n. (4.106)
TF's 91 and !Ij, which are a solution to the following two DOF feedback
problem, satisfy equation (4.106).
PROBLEM 4.17 Consider the system shown in Fig. 4.39, where 1/1rL is a
SISO LTI plant. Design 91 and!Ij such thatfor all P E {P},
in Fig. 4.39, for T'j(t) = J(t) j = 1, ... , nand Idjl ::; L~=211riulbuj
alj(w) ::; IYI (jw)1 ::; hj(w); j = 1, ... , n. (4.107)

dJ
+ 1
t;j
Figure 4.39. The SISO feedback structure for the design of gl and flj
The same line of reasoning is used in the design of 92, ... , 9n' that is, 9m
originates from the use of equation (4.104) for k = m and is designed such
that for j = 1, ... , n
amj ~ II 9m f mJ - "m-1
L.."u=l T:
7r m f UJ1 "n
7rmm + 9m
L.."u=m+l l7rmu IbUJ'1
m
~ bmj (w).(4.108)
Note that equation (4.108) for m = n is
anj(w) ~ 19nfnj -nL~:i 7r~ufUj'l ~ bnj(w); j = 1, ... ,n.

7r nn 9n
TF's 9m and fmj, which are a solution to the following two DOF MISO
feedback problem satisfies equation (4.108).
PROBLEM 4.18 Consider the system shown in Fig. 4.40, where l/7r;;;m is a
SISO LTI plant. Design 9m and f mj such that for all P E {P}
in Fig. 4.40, for rj(t) = 8(t) j = 1, ... , n
amj(w) ~ IYm(jw) I ~ bmj(w); j = 1, ... , n, (4.109)
where
m-l n
dj - L 7r:u fuj dj and Idjl ~ L 17r:u lbu j; m <n
u=l u=m+l
n-1
dJ - ""'
~
n f uj,. for m = n.
7r nu
u=l
Note that at the mth stage, where 9m is to be designed, 91, ... , 9m-l are known
and the upper bound assumption is made only on tij for i > m. Thus at the
last (nth) stage no such assumption is needed, i.e., dj = O. As is shown in
d}
+ 1
m
nmm
Figure 4.40. The SISO feedback system used in the design of gm and !mj
section 8., a necessary condition for the existence of a solution to problem 4.18
is that its plant, 1/7f;;;:m' should be minimum-phase or that its RHP zeros are
sufficiently distant from the origin. The RHP zeros of the plant are the poles
of its inverse, 7f;;;:m' which by equation (4.103) include the zeros of 7f~k + gk
where k = m - 1. Hence the following conclusion may be drawn:
CONCLUSION 4.5 gk should, in general, be designed such that 7f~k + gk does

not have RHP zeros for all P E {P}. That is, 1 + gk/7f~k does not have
RHP zeros and 9k/7f~k does not have any RHP pole-zero cancellations, in
other words the system in Fig. 4.40 is stable. If it has RHP zeros they should
be far enough from the origin to ensure that problem 4.18 is solvable for all
subsequent design stages.

This is an n-stage procedure. At the kth stage a two DOF MISO feedback
problem is defined whose solution is gk and hI, ... , hn. G = diag(gI, ... , gn)
and F = [fij] is a solution to problem 4.16. The problem to be solved at the
kth stage is problem 4.18 for m = k.
REMARK 4.13 By conclusion 4.5, the gk designed at the kth stage can be
chosen such that 1 + gk/7f~k will have RHP zeros sufficiently removedfrom the
origin, that is, the system in problem 4.18 is unstable. The reason for using
such a gk is to decrease its bandwidth in comparison with a stabilizing gk. But
this is possible only if the bandwidth of the loop transmission designed at the
next stage is much smaller than the loop transmission bandwidth of gk/7f~k.
This is because RHP zeros of1 + 9k/7f~k appear as RHP zeros of the plant of
the next stage, and so if they are far removed from the origin, they contribute
very little phase lag at the cross-over frequency of the loop transmission of the
next stage. How far from the origin such RHP zeros should be, depends on the
existence of a solution to problem 4.18 for the next stage.

The next lemma proves that specification (4.93) is satisfied, following which,
conditions on the set {P} and on the controller, G, guaranteeing closed loop
stability are given.
LEMMA 4.16 Suppose that G = diag (g1 , ... , gn) stabilizes the system as
depicted in Fig. 4.38 for all P E {P}, and inequality (4.109) is true for
m = 1, ... , n, then specification (4.93) is satisfied.
Proof: By induction from the nth stage to the 1st stage: When m = n, in-
equality (4.109) and equation (4.108) guarantee that specification (4.93), with
respect to inj for j = 1, ... , n, are satisfied. Now assume that inequality (4.109)
is satisfied with respect to tmj for m = k + 1, ... , nand j = 1, ... , n, then by
inequality (4.108), the inequality (4.93) for m = k, that is the specifications
for tkj for j = 1, ... , n, are satisfied as well. D
We shall now present a condition which guarantees closed loop stability.

It is valid for minimum-phase plants and a stable controller. The NMP case
is treated in section 8.. The test of closed loop stability is due to Vidyasagar
(1985), see also definition 4.l.
P +
E {P} (i) p- 1 is stable, (ii) 1 gk/7r~k' does not possess RHP zeros and
9k/7r~k does not have any RHP pole-zero cancellations for k = 1, ... , n, and
(iii) G is stable; then the system is stable.
Proof: By equation (4.103) it can be shown by induction that 7rfj

and G k are
stable for all ij and k. Now from equation (4.102) T is stable because: (a) the
matrix on the left hand side is upper diagonal with stable elements, and thus its
inverse is stable because of (ii), and (b) the right hand side matrix is stable. A
special case arises when F = G -1, for which
hence (I + PG)-1 P is stable. Use of lemma 4.3 completes the proof.D
Lemma 4.17 assumes that the plant is minimum-phase. If a plant is NMP,

condition (ii) of lemma 4.17 does not guarantee the stability of the original
MIMO feedback systems. A good point of departure for a discussion on the
stabilization issue is equation (4.102), which gives for F = G- 1
7ffI + gl 1
7f 12
1
7f1n
0 2
7f22 + g2 2
7f 2k
2
7f2n
k (I + PG)-lp
0 k
7fkk + gk 7fkn
0 k
7fnk
k
7f nn + gn
gl 0 0 0
2 0
- 7f 21 g2 0
= G k G 2 = k k
G- 1 . (4.110)
- 7f k1 -7f k2 gk 0
k k
-7fn 1 -7f~2 -7fn 3 gn
LEMMA 4.18 Consider the system shown in Fig. 4.38. Suppose that (i) for
k = 1, ... , n, 7f~j/7f~k is stable, (ii) 1 + gk/7f~k' does not possess RHP zeros,
9k/7f~k does not have any RHP pole-zero cancellations for k = 1, ... , n, and
(iii) G is stable; then the system is stable.
Proof: Pre-multiplying both sides of equation (4.110) for k =n on the left by
diag ( 1+ 1
7f11 gl
...
"n
7f nn
1)
+ gn
gives us an equation with stable matrices on both the left and right hand sides.
Moreover, the left hand side matrix is upper triangular, and thus its inverse is
stable because of (ii). Hence (I + PG) -1 P is stable, and by lemma 4.3 the
MIMO system is stable. 0
The conditions of lemma 4.18 are not easy to check because the designed
gk's are included in the stability criterion. A common case occurs when the
NMP is such that the 7f~j 's are stable at all stages except for the first stage, that
is except for k = 1. Thus the conditions of lemma 4.18 are simplified to the
statement that 7fL/7fi1 should be stable. More details about NMP systems are
given in section 8 ..
2.3 MODEL MATCHING SPECIFICATIONS

The feedback system of interest to us is depicted schematically in Fig. 4.30
and described mathematically by
y Pu
u G(Fr - Hy),
whose MTF from r to y is

T = (I + PGH)-lpGF.
Note that H denotes the sensor MTF and/or low-pass and/or notch filter. For
simplicity and without loss of generality, we assume that H = I. The problem
under consideration is how to design a controller, G, and a prefilter, F, which
simultaneously stabilize a given set of plants {P} and satisfy closed loop
sensitivity specifications of the model following type. Formally the problem
may be stated as:
LTI plant which belongs to a given set {P}, T = [iij], an n x n MTF which
represents the desired (optimal) closed loop response, A = [aij (w)] is a
specification n x n matrix, and Wh afrequency such that the specifications are
applicable for all W ~ Who Denote the MTF from r to y by T = [tij]. Design
a controller, G, and a prefilter, F, to satisfy the following specifications for all
P E {P}
the maximum deviation from the desired (optimal) output is bounded by:
(4.111)
The closed loop specification means that each element of the system's MTF,
tij, can deviate from the desired, iij, by no more than aij(w). Hence the ti/S
sensitivity to plant uncertainty is smaller when aij (w) is closer to zero. For the
choice F = T
(I + PG)-lpGF - F = -(I + PG)-lF. (4.112)
Thus specification (4.111) is reduced to
where the matrix inequality means element by element inequality. Problem 4.19
then reduces to the disturbance rejection problem 4.11, where the disturbance,
d, can be anyone of the columns of F, say column r, for which column r of
A is equivalent to the specification vector e.
2.4 SHORTCUTS IN LOW FREQUENCY BOUND

CALCULATIONS
The algorithm for low frequency bound calculations may suffer from over-
design because (i) the maximum value of Itij I was assumed; and (ii) the worst
phase angle for the assumed value in (i) was used. This over-design increases
with the dimension, n, of the system. The following shortcuts are therefore
proposed. First, a prefilter, F, is chosen to be the average of specification (4.93),
i.e., fij(S) is the minimum-phase TF such that
Ifij(jW) I aij(w) ; bij(w); if aij =1= 0
Ifij(jW) I bij(W); if aij = o.

Note that for a diagonal prefilter, /ij = 0 if i =1= j. Now the problem reduces
to the model matching problem 4.19, where equation (4.111) is replaced by
Itij(jW) -/ij(jw)1 < bij(W); aij(w) , if aij =1= 0,
Itij(jw) I < bij(W), if aij = 0; i,j = 1, ... , n, w:S; Who

The reason for this stems from the following inequalities:
from which
Itij(jW) I < Itij(jW) -/ij(jw)1 + l/ij (jw) I

< bij(W); aij(W) + l/ij (jw) I = bij(W)
and similarly
Itij(jw) I > l/ij(jw)1 -ltij(jW) -/ij(jw)1

> bij(w) + aij(W) _ bij(w) - aij(W) _ .. ( )
2 2 - a Z) W .
The approximation used in section 1.6 can be applied to equation (4.112) in

order to decrease the computational effort. The inequalities for low frequency
bound calculations can be shown to be: For all P E {P} and W :s; Wh
IG-1p-1FI < bij(w) - aij(w) f .. -L 0

2 ' 1 a Z) I
IG-1p-1FI < bij(W), if aij = O.
Letting X = P-1F, eij = (bij - aij)/2 if aij =1= 0 and eij = bij if aij = 0;
the bounds on gi (jw) are calculated to satisfy:
Xij(jW) I .
I gi(jW) :s; eij(w); J = 1, ... , n, \iP E {P}.
3. SYNTHESIS FOR MARGINS AT THE PLANTS'

OUTPUTS
The synthesis techniques for feedback design of MIMO systems described
in the previous sections ensures: robustness, tracking and disturbance rejection
specifications over a range of frequencies from d.c to Who Amplification of
noise and other external inputs at the plants' inputs and/or outputs may occur
at frequencies W > Wh and should be eliminated. Increasing the range of
frequencies beyond Wh is an unacceptable solution because (i) the bandwidth
of the solution may increase, and/or (ii) amplification of external inputs will
appear at higher frequencies.
The synthesis techniques previously described where n-stage sequential
routines, where, at each stage, bounds were calculated and a controller (and
also prefilters for tracking problems) was designed to satisfy the bounds. Since
a bound is the border of a region in the complex domain, any design which
meets the specifications over a more extensive region than originally stipulated
or required, will still satisfy the original specifications. The problem under
consideration is how to extend any bound such that the designed controller
will still guarantee that the amplification of external signals at the plants'
inputs and/or outputs will be eliminated at all frequencies. In SISO systems
this amplification problem is solved by the use of sufficient gain and phase
margins; for a qualitative discussion based on second order systems see D' Azzo
and Houpis (1988, chapter 9). The concept of phase and gain margins for SISO
systems is extended to MIMO systems because of its attractive features.
DEFINITION 4.2 Margin ofaS1S0 system: LetL(s) denote a TF,forexample
the loop transmission of a S1S0 system. We shall say that the margin of L (s )
is m(w) if
11 + L(jw)I- 1 = m(w).
Note that a necessary condition for a finite bandwidth loop transmission, L (s ),
is that exists Wh such that m(w) > 1 for all W ~ Who The well known gain
and phase margins of SISO systems are related to definition 4.2 as follows: A
phase margin of a degrees means that at the frequency W such that IL(jw) I = 1
m(w) = )2 - 2 cosh) = 2 sin~,
and a gain margin of20 log(y) means that at the frequency for which arg L(jw) =
-180
m(w) = y/(y - 1).

DEFINITION 4.3 The margin of a MIMO system: Consider the system shown
in Fig. 4.41. Let Lk(S) denote the loop transmission from the kth input of the
controller, G, to itself (see for example Fig. 4.42 for a 2 x 2 system, where
L 1 (s) is the TF from input a to output b). The loop transmission, L k (s ), is
determined as follows: close all of the loops except for the kth loop, where the
loop is opened at the kth input to the controller, G, with input point 'a' and
output point 'b' respectively (see Fig. 4.42) and calculate the loop transmission,
Lk(s),from output point 'b' to input point 'a'. We shall say that the margin of
the MIMO systemfor channel k is mk(w) if
11 + Lk(jw)I- 1 = mk(w).
r + e ... u y
-
- G -... P
,~
b
'.:Jf.::... ....
-... y
G u P
- -
... ....
-
Figure 4.42. Margin definition for L1 (s) for a 2 x 2 system
REMARK 4.14 The system in Fig. 4.41 can be looked upon as a SISO LTl
feedback system for command rk in channel k ofr, or disturbance d k at output
k ofP, when 9k is the controller and the output is Yk (the kth output ofy).
The loop transmission for this SISO feedback system is Lk and (for a diagonal
controller) it satisfies (see Fig. 4.43):
Yk Lk
rk 1 + Lk
Yk 1
dk 1 + Lk
Hence desirable margin properties of SISO feedback systems, which, for in-
stance, result in the elimination of closed loop resonances, can be imposed on
MIMO feedback systems for the TF's from rk and/or dk to output Yk, by use of
the appropriate mk(w),
Sub-system Pk (dashed)
Yl
P
Yk-1
L
U k+l Yk+l
A
Yn
N
~----------------------------------------
,, ,p-------
T Yk
Figure 4.43. System used in the definition of Lk, Lk = gkPk
The feedback system under scrutiny is the MIMO system of Fig. 4.41 and is
described mathematically by the following equations:
e (I + PG)-lr,
u (I + Gp)-lGr,
y (I + PG)-lPGr.
The problem being considered is how to design a controller, G, such that for
a given set of plants, {P}, the given margin specifications will be satisfied for
all P E {Pl. Formally the problem is stated as:
LTI plant belonging to a set {P}; Design the controller, G, such that for all
P E {P},
G is a solution of a given problem of the form of problem 4.1; and
the following margin specifications are satisfied:
(4.113)
REMARK 4.15 mk(w) may depend on the plant P E {P} and, as in SISO
feedback systems, should be greater than 1 at highfrequencies in order to allow
for a finite bandwidth solution.
The design procedure is first developed for 2 x 2 and then for n x n plants.
3.1 2 X 2 PLANTS AND DIAGONAL CONTROLLERS

The problem under consideration is how to compute bounds on the controller,
+
r e G u p y
Figure 4.44. 2 x 2 feedback system
G = diag(g1' g2), such that the given margin specifications will be satisfied
for a given set of plants, {P}. During the design procedure these bounds
will intersect the bounds generated to satisfy other specifications, so that the
solution will also satisfy the margin specifications. Formally the problem is as
stated below:
PROBLEM 4.21 Consider the system shown in Fig. 4.44, where P is a 2 x 2
LTI plant which belongs to a set {Pl. Show how to calculate bounds on the
elements of the controller, G, such that for all P E {P}, the following margin
specifications are satisfied:
11 + Lk(jw)I- 1 ~ mk(w); W 2: Wmb, k = 1,2. (4.114)
REMARK 4.16 Wmb is a transition frequency between low and high frequen-
cies. It depends on the other specifications imposed on the closed loop system.
A good approximation can be found after several design iterations, but for
reasonable values of mk (greater than 1) and closed loop specifications, the
margin bounds at low frequencies are not the dominant bounds; hence Wmb = 0
is a satisfactory choice. Thus there is no need to carry out design iterations to
find Wmb
By straightforward calculation or by remark 4.14 and equation (4.37),
g1 gl C7r22 + g2) gl (Pll + g2 detP )
L1 = (4.115)
7rll - :;i~~; 1/detP + 7rllg2 1 + P22g2
92 92( 7f ll + 91) = 92 (P22 + 91 detP ). (4.116)

7f 22 - E.l.2..ZW...
71"11 +91 IldetP + 7f2291 1 + P1l91
Thus, the margin condition on Ll (jw) is (we assume that 91 had been found
previously):
1 + 91(Pll + 92 detP ) 1-1 1 + 91Pll + 92(P22 + 91 detP ) 1-1

1 + P2292 1 + 92P22
1 1
def ICA +
+ 92B
92
I ~ ml(w).
D
This bilinear inequality (the case P12P21 = 0 is treated later) is a quadratic

inequality on 192(jw)1 for a given phase angle of 92(jW). A solution of the
form 9L ~ 19(jw)1 ~ 9u is usually unacceptable because it is within the
interior of a domain which, when intersected with other bounds, might result
in an empty region for 92. Thus if an acceptable solution exists it is typically
of the form:
and a necessary condition for the existence of a finite bandwidth solution is

9L > 0 at high frequencies. Therefore a necessary condition on the bounds of
92 (jw), so that 92 (jw) has a finite bandwidth solution, is the existence of an
Wmb such that
lim 11 + L 11- 1
1921--+00
lim 11 + L 1 1- 1 11 + 91Plll- 1 < mdw); w > Wmb. (4.117)
1921--+0
The degenerate case occurs when P12P21 = 0, for which Pll = 1/7fll and the
two inequalities (4.117) are identical. The margin condition on 92 (jw) will
then be
9 2 -1
I1 + ~
921-1
22
= 1 + 7f
22
_ E.l.2..ZW...
71"11 +91
~ m2(w),
which is also a quadratic inequality on 192 (jw) I for a fixed phase angle of
92 (jw). It always has a solution of the form 192 (jw) I ~ 9u or 0 ~ 192 (jw) I ~
9L, no matter what 91 (jw) is (provided of course that at high frequencies
m2(w) > 1 and 7f~2(jW) is not identically equal to zero).

It is a two-stage sequential procedure where at the first stage, 91 is designed
to satisfy bounds calculated to meet various other specifications along with the
following inequalities:
11 + 9l/7rlll- 1 < ml(w); VP E {P}, W 2: Wmb

11 + 91Plll- 1 < ml(w); VP E {P}, w 2: Wmb (4.118)
Moreover, 1 + 9l/7rll must not have RHP zeros for all P E {P} (conditions
whereby 1 + 91 /7rll may possess RHP zeros but which are sufficiently removed
from the origin so that the design process yields a stable solution, are given in
section 1.1.) At the second stage, 92 is designed to satisfy bounds calculated
once again to meet the aforementioned specifications along with the following
inequalities:
-1
1 + _---..:9::..:2=----_ :::; m2(W); VP E {P}, W 2: Wmb.
7r ~
22 - 7T11 +91
(P22 + 91 detP ) 1-1 :::; ml(w);

11 + 91Pll +1 +9292P22
VP E {P}, w 2: Wmb (4.119)
Moreover, 1 + 92/7r~2 must not have any RHP zeros for all P E {P}.
Conditions for Meeting specification (4.114) by a Finite Bandwidth Con-

troller:
As discussed previously, in order to avoid NMP limitations, the TF 91 should
be such that 1 + 9l/7rll does not have RHP zeros for all P E {P}. Moreover,
91 should satisfy inequalities (4.118). The following lemma summarizes these
requirements.
LEMMA 4.19 The conditions for satisfying the margin specification (4.114)
by afinite bandwidth controller are:
1. The existence of a TF 91 and Wmb such that inequalities (4.118) are true,
and 1 + 9l/7rll does not have RHP zeros for all P E {P}.
2. For the given 91, there should exist a 92 such that inequalities (4.119) are
satisfied, and 1 + 92/7r~2 does not have RHP zeros and no RHP pole-zero
cancellation occurs between 92/7r~2 for all P E {P}. This condition is
equivalent to asking that there should exist a 92 such that (i) inequali-
ties (4.114) are satisfied for all P E {P}; and (ii) 1 + 92 / 7r~2 does not have
RHP zeros for all P E {P}.
The conditions in Lemma 4.19 may not be sufficient and the reasons are twofold:
first, if the plant designed at the second stage, 1/ 7r~2' is NMP, a finite bandwidth
solution which satisfies the bounds is not guaranteed. Second, owing to the
uncertainty of the parameters in inequality (4.119), a finite bandwidth TF which
satisfies the bounds might not exist. For more details see section 8 .. Sufficient
conditions will then be:
LEMMA 4.20 Sufficient conditions to satisfy the margin specification (4.114)

by a finite bandwidth controller are:
1. There exist a TF 91 and Wmb such that inequalities (4.118) are true and
1 + 91/7r11 does not have RHP zeros for all P E {Pl.
2. For the designed 91 (i) there exists a finite bandwidth TF, 92, such that
inequalities (4.119) are satisfied; and (ii) 1 + 92/ 7r~2 does not have RHP
zeros for all P E {P}.
P = 1 [kl1 k12]
s(s + 1) k21 k22 '
kl1' k22 E [1,3], k12, k21 E [-0.5,0.5].
The disturbance set {d = [d 1 (s ), d2 (s ) V} includes all the elements such that

Id 1 (jw)1 < 11fjwI and Id21 = 0, or (4.120)
Id2(jw)1 < 11fjwl and Id1 1= o. (4.121)
The specifications are: for all P E {P}
margin specifications: for all frequencies
(4.122)
for all d E {d} introduced at the plants' outputs, the plant output, y =
[Y1, Y2V, is bounded by
where e1 (w) and e2(w) are given for w = 1,2,3 in the following table:
I W [Tad/sec] I 1 I 2 I 3 I
I el,e2 [dB] I -26 I -20 I -14 I
1. At the first stage, the SISO problem 4.6 is solved, where the plant is:
1 (kU k 22 - k12k2d/ku ku
1fu s(s + 1) = s(s + 1)'
Thus low frequency bounds are calculated to satisfy inequalities (4.40,4.41)
(see example 4.3). Moreover, in order to satisfy the margin specification of
the MIMO problem, the bounds should also satisfy inequality (4.118), that
is, for all P E {P}
1+ k ll g 1 > -6dB; \:!w 2': 0

jw(jw + 1)
1
1+ t+
U91
jw jw 1
)I > -6dB; \:!w 2': O. (4.123)
The bounds calculated according to inequalities (4.40,4.41) and inequal-

ity (4.123) are shown in Fig. 4.45, which includes the loop L1 = gl/1fu
30
20
10
-10
-20
-30~~----~~------~------~------L-----~
-250 -200 -150 -100 -50 o
deg
Figure 4.45. Nominal Ll (jw) and bounds for margin and disturbance rejection specs
for the nominal plant case
ku = k22 = 1; k12 = k21 = 0.5
The controller is:

40(1 + 8/5) (1 + 8/18)
91 = (1 + 8/9)(1 + 8/49 + 82 /49 2 )
At low frequencies L1 (jw) lies above the disturbance rejection bound for
w = 1,2,3 respectively, and at all frequencies the margin bounds are
satisfied (at each frequency it lies outside of its margin bound).
2. At the second stage, the SISO problem 4.7 is solved where the plant is 1/1f~2'
as defined by equation (4.37). The low frequency bounds are calculated to
satisfy inequality (4.43). In order to satisfy the margin specifications, the
bounds are calculated, at this stage, according to inequality (4.119) where
91 is known and by specification (4.122) m1 (w) = m2 (w) = 6dB. The
calculated bounds and the nominal second loop L2 = 92/1f2 are shown in
Fig. 4.46.
30
20
10
-10
-20
_30L-~~~~------~-----L------L=====~
-250 -200 -150 -100 -50 0
deg
Figure 4.46. Nominal L2 (jw) and bounds for margin and disturbance rejection specs
Synthesis o/LT! Controllers For MIMO LT! Plants 169
The controller is:

40.6(1 + 8/5.8)(1 + 8/51)(1 + 0.58/7.5 + 82 /7.5 2 )
92 = (1 + 8/25.5)(1 + 0.98/8.5 + 82 /8.5 2 )(1 + 8/62 + 82 /62 2 ) .
Design without margin specifications: The same design procedure is carried
out as for the margin specifications, except that: (i) the bounds on L1 do not
have to satisfy inequality (4.118); and (ii) the bounds on L2 do not have to
satisfy inequality (4.119). The bounds and nominal loop are shown in Fig. 4.47
and Fig. 4.48, where
400(1 + 8/5)(1 + 8/18)

91
(1 + 8/9)(1 + 8/49 + 82 /49 2 )'
40.6(1 + 8/6.7)(1 + 8/51)
=
(1 + 8/35.5)(1 + 8/55.8 + 82 /55.8).
92
Comparison and simulations: In Fig. 4.49 the Bode plots of the 4 transfer func-
No margin specs
30
.8(1 )
20
8(2
10
CD
"0 0
8
10
-10
-20
-30~~----L-~------~------~------L-----~
-250 -200 -150 -100 -50 o
deg
Figure 4.47. Nominal Ll (jw) with its disturbance rejection bounds only
tions of the closed loop MTF (1 + PG)-l, for a design without the margin
No margin specs
30
B(1)
20 ............................. .
:8(2
10
m o
"0
-10 ......................., - - - - - - - ,
...... 8
-10
._.- 20
-20 .....................................
30
50
70
-30L-~~~~------~----~------~====~
-250 -200 -150 -1 00 -50 o
deg
Figure 4.48. Nominal L2(jW) with its disturbance rejection bounds only
specifications for all uncorrelated maximum and minimum values of the plant
uncertainty kij, is presented. The asterisks correspond to margin specifica-
tions. Clearly, the 11th element does not satisfy the margin specification
between frequencies 8 and 10, while all the other elements do satisfy the mar-
gin specifications. In Fig. 4.49 the Bode plots of the 4 transfer functions of
the closed loop MTF (I + PG)-l, for a design which satisfies the margin
specification is shown. Fig. 4.50 demonstrate that the low frequency distur-
bance rejection specifications are satisfied for the designs with and without
margin specification, respectively; the asterisks correspond to the disturbance
rejection specifications which are above all plots. A comparison between the
two designs by Bode plot of a1l9i 's is presented in Fig. 4.51. The price of the
margin specifications is a high frequency amplification of 4dB.
3.2 n X n PLANTS AND DIAGONAL CONTROLLERS

The feedback system under study is depicted schematically in Fig. 4.52.
The problem to be considered is how to compute bounds on each element of
10r---~~~--~~~
10r---,,~~~~~~ 10r---~~~--~~~
o o
-10
10~~~~~~~~~~
-40
10 10 1 102 10 1 102
t21 t22
10 10
0 0
-10
10 1 10 1
log (co) log (co)
Figure 4.49. Bode plots of the 4 transfer functions of the closed loop MTF [tij 1 = (I + PG)-1
- upper 4 plots with margin specs, lower 4 plots without margin specs
-10r---~~~--~~~
-15
-10r-~~~~--~~~ -10r-----~~------~
-15 -15
-20 -20
!g -25 *
10 1 10 1
log(w) log(w)
-10r---~~~----~~ -10r-----~~--~--~
-15 -15 *
-20
-10~----~~------~ -10~----~~------~
-15 * -15
-20
-40~1~OO~~~~10~1~~~~102
10 1
log(w) log(w)
Figure 4.50. Validation of low frequency disturbance rejection specifications - upper 4 plots
with margin specs, lower 4 plots without margin specs
52~------~----~--~~~~~~--------~----~
49
46
\
\
..,
\
CD /
"'C 43 .... / ..
/ \
.
/ \ \
/ \
/ \
\
/ \
/ \
\
.......... ........ \ ..
40 I
/
\
.\:
\
\
" \
\
\
\
\
\: \
\
\ \
:\
\:
\
\
\
102
log(oo)
Figure 4.51. Design comparison by Bode plots - subscripts '2w' and '20' denote the controller
92 designed with and without the margin specs respectively
r + e u y~
.,. G ~
~ P
-
I'
Figure 4.52. n x n feedback system
the controller G = diag (g1 , ... , gn) such that given margin specifications will
be satisfied for a given set of plants {P}. During the design procedure these
bounds will intersect the bounds generated to satisfy other specifications, so
that the solution will also satisfy the margin specifications. In other words, the
question is: What constraints should be imposed at each design stage which will
result in an extension of the bounds, such that the given margin specifications
will be satisfied by the designed controller? Formally the problem may be
stated as:

LTI plant which belongs to a set {P}. Show how to calculate bounds on the
elements of the controller, G, such that for all P E {P}, the following margin
specifications are satisfied:
(4.124)
The two lemmas which follow provide an answer to problem 4.22. The main
idea is that at design stage k (where 9k is designed), 9k satisfies bounds for

which the margin specification (4.124) is satisfied for i = 1, ... , k, when the
unknown controller elements 9k+l, ... , 9n can assume the values or 00 (total
number of options is 2n - k ).
LEMMA 4.21 Specification (4.124) can be expressed in thefollowing bilinear

formfor 9k
(4.125)
where aii(jw), bii(jW) and d(jw) are Junctions of the plant, P, and all con-
troller elements except 9k.
Proof: Let
Gk dia9(0, ... , 0, 9k, 0, ... ,0),

Ck I+P(G-G k ),
Pk [Plk,P2k, ... ,Pmk]T, and
ef [0, ... ,0,1,0, ... ,0], 1 only in position k.
Then, using Kailath (1980, pp. 655-656), also see Appendix E,
(I + PG)-l (I + P(G - G k ) + PGk)-l = (Ck + 9kPkef}-1

C-1 _ 9k
C k- 1PkekTC-l
k
k 1 + 9kefC;lpk
C;l + 9k C;1(efC;lpk l - PkefC;l)
1 + 9kefC;lPk
(4.126)
Thus aii and bii are the iith elements of A and B, respectively.D
A special case occurs when G = diag(gd, with elements gk+l, ... , gn taking
the values of 0 or 00 (total number of combinations of 0 and 00 is 2n - k ). The
set of all these cases is defined by
(4.127)
The MTF's A, B and the TF d of equation (4.126) depend on G%, P and

x = xk+l, ... , Xb and are denoted by
A = A(G%, P); B = B(G%, P); d = d(G%, P)
where for clarity, the dependency on P will be omitted.
LEMMA 4.22 Suppose that the TF gk designed at stage k satisfies the follow-
ing inequality for all P E {P} and G% E {Gk}
(4.128)
where Wmb is such that mi (w) > 1 for W > Wmb; then the solution to inequal-
ities (4.128), when k is replaced by k + 1, for a given phase angle of gk+l, is
of the form
Igk+l(jW)1 > gu or 19k+l(jW)1 ::::; gL, W > Wwb; or

Igk+l(jw)1 > 0, W > Wwb. (4.129)
Proof: For i = 1, ... , k, the lemma assumption guarantees that gk+1 = 0

or gk+l = 00 solve inequalities (4.128) when k is replaced by k + 1. Since
inequalities (4.128) are quadratic inequalities on Igk+ 11 (for a given phase angle
of gk+ 1) the solution must be of the form of equation (4.129). For i = k + 1
the inequalities are of the form
which must also be of the form of equation (4.129) because mi (w) > 1 and 1Tii
do not depend on gi.D
If the TF gn satisfies inequalities (4.128) then the margin conditions are

satisfied because of lemma 4.21. If gk designed at the kth stage, satisfies the
conditions of lemma 4.22, then the bounds calculated to satisfy the margin
conditions are not violated by large or small controllers - a necessary con-
dition for designing a finite bandwidth controller. This is the reason why
it is recommended calculating the margin bounds at the kth stage to satisfy
inequalities (4.128). Hence the following design procedure is proposed:

This is an n-stage procedure. At the kth stage, 9k is designed to satisfy
bounds calculated to meet various other specifications along with the following
inequalities for all P E {P} and all G k E {Gk}
aii(Gk) + 9k bii(Gk) I < .(). . = 1 k

1 +9k d(Gk) - m l w, z '''.,.
Moreover, 1 + 9k/1f~k must not have RHP zeros and 9k/1f~k must not have any
RHP pole-zero cancellations for all P E {P}.
REMARK 4.17 The conditions of lemma 4.22 are not sufficient for the ex-
istence of a finite bandwidth TF, 9k, which satisfies inequalities (4.128) and
simultaneously stabilizes 1/ (1 + 9k /1f~k)for all P E {P} because: (i) Ifl/1f~k
is NM P, a finite bandwidth solution satisfying the bounds is not guaranteed;
and (ii) owing to the uncertainty of the parameters in inequalities (4.128) the
bounds may be such that there exists no finite bandwidth TF which satisfies
them even if the plant is minimum-phase. For example, if the uncertain plant
is {P(s)} = s~12' then the open loop gain must be less than 1 at w = 0 (a
necessary condition to guarantee stability, Yaniv (1988)) which implies that the
bounds at w = 0 may not be satisfied. More details about this phenomenon are
given in section 8"
The conditions of lemma 4.22 need not be satisfied by the TF 9k designed at
stage k. Other inequalities due to any other approach can be proposed. Thus
the solution generated by this algorithm can serve as an initial solution for a
computer search. The 2 x 2 case with or without plant uncertainty is simple,
and so is the n x n case with a small amount of uncertainty. The uncertain
case where n > 2 is difficult and has not yet been investigated with regard to
large degrees of uncertainty. The algorithm proposed here can serve as a point
of departure for research on this topic.
The plant describes the lateral-directional dynamic characteristics of a small
unmanned flight vehicle. The plant is described by its state space A, B, C, D
matrices with state vector consisting of the perturbed side velocity, v, roll rate,
p, yaw rate, r, roll angle 1>, heading angle, ?jJ, side force Ny and side-slip angle
(3 respectively as follows:
[v, p, r, 1>, ?jJ , Ny ,(3] T .
The input vector [Oa, Or, Vgusd T is made up of the aileron and rudder angles
and the gust velocity, which is an exogenous input signal to the system. The
nominal values of the A, B, C, D matrices are
!
-0.1463 5.4663 -266.7630 9.8079
0.1302 -2.5800 0 0
A 0.0900 0 -0.2946 0
0 1.0000 0.0205 0
0 0 1.0002 0 1
0 0.1263
-0.9020 0
1463
0.1302
-0. 1
B 0 -0.2933 0.0900
0 0 0
0 0 0
1.0000 0 0 0 0
0 57.2958 0 0 0
0 0 57.2958 0 0
C 0 0 0 57.2958 0
0 0 0 0 57.2958
-0.0149 0 0.0174 0 0
0.2146 0 0 0 0
0 0 0
0 0 0
0 0 0
D 0 0 0
0 0 0
0 0.0129 -0.0149
0 0 0
The plant uncertainty resides in the A, B matrices. Using the notation Au =
[at] and Bu = [btl, the uncertainty of A and Bare:
atl takes values between 50% to 200% of au.
a~l takes values between 75% to 150% of a2l.
a~l takes values between 75% to 150% of a3l.
a~2 takes values between 50% to 200% of a22.
a~3 takes values between 50% to 200% of a33.
b~l takes values between 80% to 120% of b 2l .
b~2 takes values between 80% to 120% of b 32 .

Also, the following parameters are correlated: bt3 = atl' b~3 = a~l and
b~3 = a~l
The plant to be controlled is the 2 x 2 plant from the input [8 a , 8r jT to the outputs
[cI>, r jT. The actuator dynamics are modeled by a first order low pass filter with
a simple pole at s = -20 for both channels. The closed loop specifications are
the following:
Margin specification: Gain margin of at least lOdB and phase margin of at

least 45.
Bandwidth: The cross-over (OdB) frequency of the open loop for cI> com-
mand is at least at w = 10rad/ s and the first cross-over frequency of the
open loop for r command is at about w = 2.5rad/ s. Also, the closed loop
should not include poles with damping ratio < 0.5.
Disturbance rejection: For a step input
deg.
< 0.15-/-,
IVg:st I m s.
IV~st
deg.js.
< 0.1 for t> lsec.
m / s. '
(3 deg.
Vgust < 0.1-/-, for t > 0.5sec.
m s.
Noise rejection:
I- - I SO.l, I ~I S 0.03s,

noise rnmse
I-r-.Is
nmse
0.02s- 1 , I-r-. Is
rnmse
0.2.
The notation used for the plant MTF is P = [PijJ and for its inverse is
p- 1 = [7rijJ. The noise specifications may contradict the other specs, therefore
the lowest specified bandwidth will be the design goal. Also the margin speci-
fications can, to a very good degree of accuracy, be replaced by the condition
11 + Li (jw) 1-1 S 3dB where L 1 , L2 are the open loop transmissions for and
r, respectively. The design process to be described now is a two stage procedure.
Stage 1: The plant is transformed into its MTF form P, then g1 is designed to
satisfy inequality (4.118) where mi(w) = 3dB. The templates of l/7rll and
Pll are shown in Fig. 4.53 and the bounds are shown in Fig. 4.54, which also
includes the loop transmission gl /7rll for the nominal case calculated from the
above A, B, C, D matrices. Its OdB frequency is ~ 10rad/ s. The controller
is
(8 + 25)(8 + 3.5)
gl = -2300 (8 + 87)((8 + 156)2 + 480)
Plants for loop <1>: -1/1t 11 & -P11

40~----~------~------~------~------~----~
30
..,
c:e
'&0
20
10
......... ,
....... 1k
.
0 0 ....
.....
-fI:+
~o
0
v.
o DtfFl a 0 DOID ..
o D
D D D~ II( 0 i OID ..
V 0
-10 )If v 0 1
* * + 2
*
)I(
-20 4
6
.. * *
D
-30 8
)I(
* v 10
-40 15
* 30
*
00
)8{0
0 60
-240 -210 -180 -150 -120 -90
Figure 4.53. Templates of -1/71"11 and -P11, each frequency has a different symbol, the
nominal is marked by x and the frequency in the legend
Stage 2: Here 92 is designed to satisfy inequality (4.119) where mi (w) = 3dB.

The templates of 1/7f2 are shown in Fig. 4.55. The bounds are shown in
Fig. 4.56, which also includes the loop transmission g2/7f2 for the nominal
case calculated from the model A, B, C, D matrices. Its first OdB cross over
frequency is at w = 2.5rad/8. The controller is
342(8 + 28)(8 + 18)(8 + 0.5)

92 = - (8 + 160)(8 + 130)((8 + 4.2)2 + 5.4)
Note that in actual implementation the yaw rate network includes a washout
filter of the form 8/(8 + wo) in order to avoid impairment of the vehicle's
sustained turns.
Simulations: Results for a gust step of 1m/8. are shown in Fig. 4.57 for all
extreme 128 plant parameter cases. Clearly the gust response is within the time
response specifications. In order to achieve closed loop poles with damping
30
0)=1
20
10 4
6.
8
((l
"0 0 10
1
2
... \
I ...
4
-10 ....
/
6
8
10
-20 15
30
60
-3~
- 70 -240 -210 -180 -150 -120 -90 -60
deg
Figure 4.54. Bounds and Ll for the nominal case, loop q,
ratios> 0.5, some iterations on the shaping of gl and g2 were needed (the
design presented here guarantees damping ratio> 0.4).
4. SYNTHESIS FOR MARGINS AT THE PLANTS'

INPUTS
The synthesis technique used in the design of feedback controllers for MIMO
systems, described in the previous sections, assumed that the plant was square
and the controller diagonal. The design was suitable for guaranteeing robust-
ness, sensitivity and margin specifications. In this section, a design procedure
to meet margin specifications at the plants' inputs is given for non-square plants
and non-diagonal controllers. The concept of margin used here is similar to
that of SISO systems, so that we shall benefit from its important features. This
will allow us to eliminate underdamped closed loop poles in the effective band-
width of the system and underdamped closed loop TF's relating disturbances
d appearing at the plants' inputs to the total plant inputs, that is, the ratio
of the sum of disturbances and controls to disturbances at the plants' inputs
(see Fig. 4.58). In more general terms, the closed loop time response at the
Plants for loop r: 1ht~2
, l
40~--~--~--~----~--~~~----~--~--~--~
30 --:.... ,,

20
10
.......
)10 ...
........
,
, ,eVit,,
,
o 0 1
-.
-.
+ 4
v 4.4
-10
." c

6
15
-20* ,. v 30
)If
* 60
-~g60 -330 -300 -270 -240 -210 -180 -150 -120 -90 -60
Figure 4.55. Sampled templates of 1/7r~2' each frequency has a different symbol, the nominal
is marked by x and the frequency in the legend
plants' inputs owing to disturbances, sensor noise and other spurious inputs is
improved and long-duration "ringing" is avoided.
Consider the feedback system shown in Fig. 4.58, where P is an n x m plant
which can be any member of a given set {P}. The controller is WG, a product
ofthe m x n weighting MTF, W, and the diagonal n x n controller MTF, G.
DEFINITION 4.4 Margin of a MIMO system at the plant input: Consider the
system shown in Fig. 4.58, whose MTF from d to the plant input is
(I + WGP)-l.
We shall say that the margin of the plant input i is mi (w) if
Idii(jW)1 = mi(w) where [dij] = (I + WGP)-l .
PROBLEM 4.23 Consider the system shown in Fig. 4.58, where P is an n x m
LTI plant which belongs to a given set {P}, W is a given m x n MTF, and
mi(w) the margin specifications for plant input i where i = 1, ... , m. Show
how to design the diagonal controller, G, such that for all P E {P}
30
-~----:--- ,.
20 ,i
"
\
10
o
1
2
-10 4
8
10
-20 15
...... 30
-60
-30
-300 -270 -240 -210 -180 -150 -120 -90 -60
deg
Figure 4.56. Bounds and L2 for the nominal case, loop r
G is a solution of a given problem of the form of problem 4.1 .. and

the following margin specifications are satisfiedfor i = 1, ... , m
(4.130)
The design procedure to be proposed is based on the following identity. Let
Gk diag(O, ... ,O,gk,O, ... ,O),

Ck 1 + W(G - Gk)P,
Wk [Wlk,W2k, ... ,Wmk]T, and
pf (Pkl,Pk2, "',Pkm]'
Then, using Kailath 1980, pp. 655-656 (also see Appendix E),
(1+ WGP)-l (I + W(G - Gk)P + WGkP)-l

(Ck + 9kwkPn- 1
For gust 1m/sec
-0.2 L - - - - - . . L - - - - - . . . l . - - - - - - - ' - - - - - - - 2
o 0.5 1.5
(E~"------.~;'-----
o 0.5 1 1.5 2
!-o:~~.~l
-0.4L-----L-----..L-----...l.-----~2
o 0.5 1 1.5
sec
Figure 4.57. Closed loop response for a gust step of 1m/ sec
d
,
-
e~
~ G - W ~ + ~- p
y~
~
def A + gkB
(4.131)
1 + gkd
The MTF's A = [aij l, B = [bij 1and the TF d are functions of the plant P, W,
and all gi for i # k. Using equation (4.131), the margin specification (4.130)
is:
(4.132)
which is a bilinear form of gk and as such is a quadratic inequality on Igk (jw) I

for a given phase angle of gk(jW); its solution is a bound on gk(jW). But when
gk has already been designed, the gj for j = k + 1, ... , n are not known, so
that aii, bii and d are not known. In order to find bounds whose intersection
with bounds from other specifications will not be empty, and to allow for finite
bandwidth controllers, we suggest that gk must satisfy equation (4.132) when
the unknown gj for j = k + 1, ... , n are 0 or 00. Hence the following design
procedure is proposed.

This is an n-stage procedure. At the kth stage, gk is designed to satisfy
bounds calculated to meet various other specifications along with the following
inequalities for all P E {P}
gkbii I < m(w) .

Iaii1 ++ gk d -l ,Z = 1, ... , m, (4.133)
when the unknown 9j for j = k + 1, ... , n can be 0 or 00. Also, 1 + gk/1r~k must
not have RHP zeros and no RHP pole-zero cancellation of 9k/1r~k is allowed
to take place for all P E {P}. More precisely, the design procedure consists
of the following steps:
1. Find bounds for gl to satisfy inequalities (4.133) when gi = 00 or gi = 0 for

i = 2, ... , n. Intersect these bounds with bounds calculated to satisfy other
specifications. Shape gl to satisfy the bounds in such a way that 1 + gl/1rfl
does not have RHP zeros and no RHP pole-zero cancellations of gl/1rf1
take place.
2. Find bounds on 92 which satisfy inequalities (4.133) when gi = 00 or gi = 0

for i = 3, ... , n. Intersect these bounds with bounds calculated to satisfy
other specifications. Shape g2 to satisfy the bounds in such a way that
1 + g2 / 1r~2 does not have RHP zeros and no RHP pole-zero cancellations
of g2/1r~2 take place.
3. At the kth stage, find bounds for gk to satisfy inequalities (4.133) when
gi = 00 or gi = 0 for i = k + 1, ... , n. Intersect these bounds with
bounds calculated to satisfy other specifications. Then shape 9k to satisfy
the bounds in such a way that 1 + 9k/1r~k does not have RHP zeros and no
RHP pole-zero cancellations of gk / 1r~k take place.
The MTF A, B and the TF d needed to calculate the bounds by equa-

tions (4.131,4.132) are difficult to obtain because C k contains elements of
G which are or 00. The following two lemmas simplify the computation of
C k
LEMMA 4.23 Suppose that G is a diagonal matrix whose diagonal elements
nI, ... , nr are 0, and that P, Wand G are matrices such that WGP is well
defined. Let Po denote the matrix P when the nI, ... , nr rows are replaced by
zeros, W 0 the matrix W when the n 1, ... , nr columns are replaced by zeros, and
Go the matrix G whose diagonal zeros are replaced by the transfer function
1(8). Then
(4.134)
Proof: WGP=WoGoP o, hence
Now apply the following identity (Kailath 1980, p. 656), which is true for
non-singular matrices A and B, m x m and n x n respectively:
An application of lemma 4.23 for calculating C k gives:
LEMMA 4.24 Let G k = diag(gl, ... ,gn), when the nI, ... ,nr diagonal ele-
ments are 0, Po denotes the MTF P when the nI, ... , nr rows are replaced by
zeros, Wo the MTF W when the nI, ... , nr columns are replaced by zeros, and
Go the MTF G k whose diagonal zeros are replaced by the TF 1(8). Then (i)
(ii) Let I denote indices in 1, ... , nand
and suppose that (Po Wo + G]I)-I exists; then

lim. C kI = 1- Wo(PoWo + G]I)-IP O. (4.135)
19i1-+00, zEI
Proof: (i) is a special case of lemma 4.23 and (ii) is trivial.D

Fundamental Conditions for General Plants:

Square Plants:
lim (I + WGP)-l = O.
19i1-+00; z=l, ... ,n
Hence, if the plant is such that no fundamental upper bounds on Igi I exist at
given finite frequency ranges, then any margin specification on that finite fre-
quency range can be achieved. For a minimum-phase plant with a reasonable
amount of uncertainty, this is true for any finite frequency range. For more
details about such uncertain sets, see Yaniv (1991).
Non-square Plants: If P has more inputs than outputs and PW is full rank,
then by equation (4.134)
lim (I + WGP)-l = 1 - W(PW)-lp =1= O.

19i1-+00, z=l, ... ,n
Thus sensitivity reduction limitations on the possible margin specification,

mi (w ), are to be expected.
5. SYNTHESIS OF NON-DIAGONAL CONTROLLERS

FOR n X m PLANTS
It very often happens (for example in flight control) that a plant has a larger
number of plant inputs than number of outputs to be controlled. Thus the same
plant output can be achieved by different control schemes, i.e., the solution, u,
to the equation Pu = y is not unique. In general the control engineer knows
the best control effort to be used to achieve the required outputs for given
tracking or disturbance commands. The corresponding control effort will be
referred to as the 'optimum' control. This raises the question of how to design
the feedback law for such systems so that the control effort will be as close as
possible to the optimum. The feedback system of interest to us is as depicted
schematically in Fig. 4.59 where
P is an n x m plant, n :s: m;
W is an m X n MTF called the weighting matrix; it is part of the controller,
and its task is to square PW, and ensure that the control effort is as close
as possible to the optimum; and
G is a diagonal n x n controller whose task is to guarantee that the control
effort will not cause the outputs to deviate more than permitted from the
optimal outputs.
The problem under consideration is how to design the weighting matrix W
and the controller G = diag(gl' ... , gn) such that it simultaneously stabilizes
d
\~
e
- - - Y
Z
-
X U
G nxn
... Pnxm +
Wmxn
-
Figure 4.59. A MIMO feedback system, where WG is the controller
a given set of plants {P} and decreases the plant output due to disturbances
or command inputs to a specified level while maintaining the control effort as
close as possible to the optimum (minimum). Formally the problem may be
stated as:
PROBLEM 4.24 Consider the system shown in Fig. 4.59, where: (i) P is an
n x m LTI plant belonging to a set {P}; (ii)for i = 1, ... , n, Pi E {P}, are the
n plants for which the corresponding optimum controls u?t and disturbances
d i, zero the plant outputs Yi
Y i P i Ui + d i , i = 1, ... , n
P iUiopt + d i, Z. = 1, ... , n; (4.136)
(iii) ai(w) is a specification m x 1 vector (i=1, ... ,n); and (iv) Wh is afrequency
such that the specifications are applicable for W ::; Who Design the weighting
matrix Wand the controller, G, such that
for all P E {P}, G is a solution to a given problem of the form of

problem 4.1 and/or problem 4.20, where the plant P is replaced by PW
for all P E {P}; and
let Ui denote the true plant input for disturbance d i , where the plant is Pi;
then
(4.137)
where the vector inequality means element by element inequality.
The structure of W:
In Fig. 4.59, the input to Pi and the output Yi owing to the disturbance d i are
-(I + WGPi)-lWGdi (4.138)

Yi PiUi + d i (4.139)
If n < m, Ui, which gives a desired output Yi, is not unique and depends on
W. The structure of W such that the plant input Ui will be the optimum input
u?t, where the plant is Pi, the disturbance is d i and the output is Yi, is based
on the following two lemmas:
LEMMA 4.25 Consider the system shown in Fig. 4.59. Let Pi, d i and Ui(S)
for i = 1, ... , n be n triples of plants, disturbances and plant inputs. Suppose
that the MTF U = [u I, ... , Un] is full rank except at a finite number of points
in the complex plane; then
W = [UI, ... , un]H = UH, (4.140)
where H is an n x n non-singular MTF.
Proof: Let Xi be the input to W for the triple Pi, di and Ui, then
[ def
U=WXI, ... ,Xn ] =WX,
where U is an m x n full rank MTF with m ~ n, and X is n x n. Now by

Sylvester's inequality (Kailath 1980), rank(AB) ~ min[rank(A) , rank(B)],
therefore rank(X) = n. This implies that X is a non-singular MTF and
H = X-I.D
LEMMA 4.26 Consider the system shown in Fig. 4.59. Let Pi, di and Zi =
PiUi for i = 1, ... , n be n triples of plants, disturbances and plant responses
to inputs Ui. Suppose (i) the structure ofW is that of equation (4.140), and
(ii) H and the MTF's [PI UI ... PnU n ] are invertible; then the input to Pi is Ui.
Proof: The input to P for plant output Z is
Hence for the particular plant, Pi, and plant response z = P iUi, the plant input
is
which is the ith column of the extended equation (replace Ui by [UI, ... , un])
U(PiU)-IPi[UI, ... , Un] = U,
whose ith column is Ui.D
REMARK 4.18 Since the MTF, U, is part of the loop transmission, it should
be minimum-phase. Such a minimum-phase MTF can of course be chosen out
of all the minimizing Ui 'so ljPU is NMp, the designer should be aware that the
Synthesis of LTi Controllers For MIMO LTi Plants 189
benefits offeedback will be limited, and it is thus recommended that the optimal
criterion chosen for the relation between d i and Ui should be reconsidered.
A natural consequence of lemmas (4.25,4.26) is the choice of the weighting
matrix W whose form should be
W = [U1' ... , un]H = UH. (4.141)
The design process will then be as follows: First design the square controller,
H; then design a diagonal controller, G, to solve any of the feedback problems
discussed in the previous sections.
REMARK 4.19 Note that a solution is not guaranteed because even if the
plant and U are minimum-phase, W = UH might change its high-frequency
gain sign, as in the following example: H = I, the set {P} includes the two
plants P 1 = [1, -2l/ sand P 2 = [1, 1l/ s, and the optimum control effort for
both plants is U = [1,1], which gives P 1 U = -1/ s andP 2 U = 2/ s. Because
of the sign change, an LTI controller cannot simultaneously stabilize these two
plants.
Development of the Design Process for G:

A design method for the controller, G, to satisfy the closed loop specifi-
cation (4.137) is now developed. Substituting equation (4.136) into equa-
tion (4.138) gives
(I + WGP i )-lWGP i U?t - u?t
-(I + WGPi)-lu~Pt. (4.142)
The design procedure proposed here is based on the following identity. Let
Gk diag(O, ... ,0, gk, 0, ... ,0),
Ck 1+ W(G - Gk)Pi,
Wk [Wlk' W2k, ... , Wmk]T, and
pI [Pk1,Pk2, ,Pkm], the kth row of Pi.
Note that Pk and C k depend on Pi and thus should be indexed by i, however,
for the sake of clarity, i has been dropped in the subsequent formulae. Using
Kailath (1980, p. 656),
(I + WGPi)-l (I + W(G - Gk)P i + WG k P i )-l
(C k + 9k w kpf)-1
C-1 _ gk C-
1 TC- 1
k WkPk k
k 1 + gkPkTC- 1
k Wk
C k- 1 + gk C-1(
k PkTC- k Wk I - WkPkTC-l~
1
k
T -1 4.143)
1 + gkPk C k Wk
Substituting equation (4.143) into equation (4.142) gives
+ 9k C k-
1
TC-l
. _
ui
opt _
-
_C-1
k u
opt WkPk k opt.
Ui , i, k = 1, ... , n.
Ut i T -1
1+9kPkCk Wk
Specification (4.l37) will then be
C k- 1WkPkTC-l
C k-1 u opt
i
_ 9k
T -1
k opt
Ui ~
()
ai w ; i = 1, .. , n, w ~ wh(4.144)
1+ 9kPk Ck Wk
where, once again, a vector inequality means element by element inequality.

Thus equation (4.144) includes m inequalities for each k = 1,2, ... , n.
REMARK 4.20 The solution to inequality (4.144) is a domain in the complex

plane because it is a bilinear form in 9k. For a given k it includes m x n
inequalities, i.e, i = 1, ... , nand m is the number of entries of the vector ai.

The proposed sequential procedure for finding the bounds of the domain which
solves inequality (4.144) is as follows:
At the first stage, k = 1, choose a frequency and solve inequality (4.144) for
each one of the plants Pi when the unknown 9i, i = 2, ... , n, are assumed
to be 00. The surface of the intersection of all these domains is the bound
on 91(jW).
Repeat this calculation for several frequencies and intersect these bounds
with bounds calculated for other specifications.
Now shape 91 to satisfy the bounds of the calculated domains at each

frequency and the appropriate Nyquist stability criterion.
At the kth stage, solve inequality (4.144) for each one of the plants Pi,
when 9i for i = 1, ... , k -1 are known and the unknown 9i, i = k + 1, ... , n,
are assumed to be 00.
Repeat this calculation for several frequencies and intersect these bounds
with bounds calculated for other specifications.
Finally shape 9k to satisfy the bounds calculated at each frequency and the
appropriate Nyquist stability criterion.
REMARK 4.21 Simple equations for calculating Ck are given in lemma 4.24
and equation (4.135).
Important Comment on the Existence of Bounds:

An important property of a bound at frequency w is that a TF 9 (s) satisfies it if,
for any given phase angle of g(jw), there exists gu such that any Ig(jw) I > gu
satisfies it. For example, we might have two bounds say gu a(jw) and gUb (jw)
whose intersection forms the curve gu (jw). The requirement that Ig(jw) I > gu
automatically implies that the intersection of this bound with the other bounds,
gUa(jw) and gUb(jW), is not empty. The following lemma shows that the
bounds calculated in the above design procedure possess this property.
LEMMA 4.27 For a given phase angle of gk (jw), there exists a gu > 0 such
that the solution of the bilinear inequality (4.144) for i = 1, ... , n is of the form
Proof: By induction. For k = 1, g2, ... , gn are assumed to be 00; then the
lemma is true for k = 1 because by equations (4.135,4.142)

11m Ui - Uiopt - lim [I + WGPirIU?t
19i 1--+00, ~=I, ... ,n 19i 1--+00, ~= I , ... ,n
u?t - U[PUrIpu?t = O.
Now suppose the lemma is true for k = 1, ... , m; it is then true for k
m + 1 because inequalities (4.144) are bilinear, and for k = m, gm = 00 is a
solution. 0
EXAMPLE 4.7 Solve problem 4.24 for the following uncertain plant, and
optimal disturbances with optimum control effort:
P = 1 [kll kI2 1.5(s + a) ]

s(s + 2) k2I k22 2.5(s + a) ,
when kll E [1.5,2.5]' kI2 E [3.5,4.5]' k2I E [4.5,5.5], k22 E [2.0,3.0] and
aE [0.5,1.5]. Let
PI = 1 [2.0 4.0 1.5(s + 1) ]

s(s + 2) 5.0 2.5 2.5(s + 1) ,
for which the two optimum inputs which cancel the following disturbances at
the plant output,
d I -- 1 [ -1.5 ] an d d 2 -_ 1 [ -0.9 ]
s(s + 2)(s + 3) -1.5 s(s + 2) -1.5 '
are, respectively,
u opt = - -
1 [0.15]
0.3 and u~Pt = -1- [0.5]
0.2
s +3 s+3
1
o 0.6
All other closed loop specifications are: for all P E {P}

margin specifications: at all frequencies
11 + Lk(jw)1 2: 0.6 = -4dB; k = 1,2
disturbance rejection specifications: the plant input vector Ul for distur-

bance d l , and U2 for disturbance d 2 , should satisfy
lu?t(jw) - ui(jw)1 ~ ai(w); i = 1,2,

where the vector ai = [a, a, aV has the same entry in each of its elements
for a given w, as in the following table:
IW [Tad/sec) I 1 I 2 I 5 I 10 I 15 I 20 I 30 I
a I 0.01 I 0.02 I 0.05 I 0.1 I 0.2 I 0.4 I 0.5 I
Implementation of the design process: (A three-stage procedure)

1. From equation (4.141) for the choice H = I,
W = --
1 [0.15 0.5]
0.3 0.2 .
s+3 0 0.6
The square plant PW is
[ 0.15k11 + 0.3k12 0.5k11 + 0.2k12 + 0.9(s + a)

0.15k21 + 0.3k22 0.5k21 + 0.2k22 + 1.5(s + a)
PW= ------------------__-----------------
s(s + 2)(s + 3)
2. Inequality (4.144) is solved for k = 1 and i = 1,2, assuming 92 = 00. It

includes 6 inequalities for each P E {P} (m = 3 and i = 1,2). Fig. 4.60
shows the bounds calculated to solve inequality (4.144) and their inter-
section with the bounds which solve inequality (4.117), the the margin
specifications. It also includes the loop transmission for the nominal plant
derived from the chosen nominal case, P 1 W. The controller is
42000(s + 4.1)(s + 1.2)(s2 + 25s + 180)
91 = (s + 6)(s + 18)(s2 + 135s + 68 2 )
30
20
~~--------~~-----
10
-10
-20
-30
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
Figure 4.60. Loop transmission Ll (jw) and its bounds - example 4.7
3. The bounds are calculated to satisfy inequality (4.144) for k = 2 and

i = 1,2, where 91 is known from the first stage. Fig. 4.61 shows the bounds
which intersect with the margin specification bounds inequality (4.119).
Also shown is the loop transmission for the nominal plant, L2 = 92rrr~2'
derived from the chosen nominal PI W by equation (4.116). The controller
is
552(8 + 21)
92 = 8 + 27
Verification by simulation: Simulations which validate the control-effort spec-
ifications are presented in Fig. 4.62. The * sign is the maximum allowed value
for all 6 plant elements and all are clearly below the asterisks at each frequency.
In Fig. 4.61 the open loop touches the bounds at w = 5,10, so that no over-
design should be expected. This is shown in the simulation in Fig. 4.62, where
the asterisk touches the highest plant input. This fact guides the designer in
eliminating over-design, i.e., by shaping the controller to come as close as
possible to the bounds. Time domain simulations representing the plant output
30
8(1)
20'8(2)
III
"0 o
-10
-20
-~B70 -240 -210 -180 -150 -120 -90 -60 -30 o

deg
Figure 4.61. Loop transmission L2(jW) and its bounds - example 4.7
and the control effort of the plant PI for the plant output disturbances d 1 and
d2 are presented in Fig. 4.63. The optimum controls are represented by the x
signs.
6. SYNTHESIS FOR MINIMUM PHASE DIAGONAL

ELEMENTS
Its MTF from r to y is
T = (I + PG)-lpGF.
For S1SO systems, the TF, T, is minimum-phase if and only if the controller,
G, the prefilter, F, and the plant, P, are minimum-phase. NMP TF's behave
like delayed TF's for short duration signals (for a quantitative discussion see
Horowitz and Sidi 1978, appendix 5), and this will result in reduced handling
qualities when the closed loop system is closed by an outer loop or by a man-in-
the-loop. Hence elimination of RHP zeros from a TF may be very important.
Unless they are carefully designed, the diagonal elements of T of a M1MO
-10 _ -10
c. ~ c.C\I
o ~ o ~
=r -30 =rC\I-30
10
c. ~
-10
o C\I
=r -30
C\I
::J -50
10
-10 _ -10
c. ~ c.C\I
oC') o C')
=r -30 =rC\I-30
M C')
::J -50 ::J -50
10 101 10 10 1
log (CD) log (CD)
Figure 4.62. Frequency domain simulation which validate the control effort specs - example
4.7
plant may be NMP even if the plant, P, is minimum-phase. The problem

under consideration is how to design the controller, G, (design of F if desired
is trivial) such that for a given set of plants {P}, the closed loop system is
stable and the diagonal elements of T are minimum-phase for all P E {P}. A
statement of the problem for the general case follows.

minimum-phase LTI plant belonging to a set {P} and p- 1 is stable. Design
the controller, G, and a diagonal stable prefilter, F, such that for all P E {P},
G and F are a solution to a given problem of the form ofproblem 4.1 and/or
problem 4.12; and
the diagonal elements ofT = [tij], tii, are minimum-phase for i = 1, ... , n.
The design procedure is first developed for 2 x 2 plants and then for n x n
plants.
uj due to d 1 uj due to d2
0.1 1
~ 0.05
:::J :::JLl.5
0
-0.05 0
-0.1
0 0.5 1.5 0 0.5 1.5
1
:::IN 0.1 N
:::J 0
-1
-0.1
0 0.5 1.5 0 0.5 1 1.5
-0.1
-0.15L--~-~-~_---.J
o 0.5 1 1.5 o 0.5 1 1.5
sec sec
Figure 4.63. Time domain simulation for d 1 and d 2 x is for u?t and u?t - example 4.7
-
e
- -
r + u y
'"
~
F '" G
~
P ~
-
"
Figure 4.64. Two DOF n x n systems
6.1 2 X 2 PLANTS
Using the notation p-1 = [7rij], G = diag(91 , 92) and F = dia9(fI, h).
Equation (4.79) is explicitly
7r12 ] [tn t12] [ 91 ] [fI 0 ]

7r22 + 92 t21 t22 - 92 0 12 '
hence
tn
g2 + 7r22 - ~.
91 +7rll
Thus in is minimum-phase if and only if (i) gl and h are minimum-phase

TF's; and (ii) the following TF is stable
7r127r21
7rll - .
g2 + 7r22
Similarly, i22 is minimum-phase if and only if (i) g2 and 12 are minimum-phase
TF's; and (ii) the following TF is stable
7r217r12
7r22 -
gl + 7rll
Since the plant inverse is stable and it is natural to design minimum-phase gl, g2
and minimum-phase h, 12, the diagonal elements of T will be minimum-phase
if gl + 7rll and g2 + 7r22 do not have RHP zeros.

A two-stage sequential procedure.
l. A minimum-phase gl is designed to satisfy bounds calculated for a given
problem and 1 + gI/7rll must not have RHP zeros for all P E {P}. A
minimum-phase h is then designed.
2. A minimum-phase g2 is designed to satisfy the bounds calculated for a given
problem, and 1 + g2/7r22 must not have RHP zeros for all P E {P}. A
minimum-phase 12 is then designed.
In any problem of the form of problem 4.1 or problem 4.12,1 + gl/7rll without
RHP zeros was designed at the first design stage, and 1 + g2/ 7r~2 without
RHP zeros at the second design stage. Hence, the only addition for minimum-
phase diagonal elements is that g2 will also guarantee that 1 + g2/7r22 does
not have RHP zeros. In other words, g2 should simultaneously stabilize the
plants 1/7r~2 and 1/7r22 for all P E {P}. Similarly if g2 is designed at the first
stage, the only addition for minimum-phase diagonal elements is that gl should
simultaneously stabilize the plant of the second stage and the plant l/7rll for
all P E {P}. Clearly, this remark is a starting point for setting conditions on
the set {P} such that there exists a controller which results in minimum-phase
diagonal elements of T.
closed loop specifications:
where the kij are uncorrelated and can have any values in the ranges
k11,k22 E [1,2]' k12 E [-2,-3], k21 E [2,3].
The closed loop specifications are: for all P E {P}

the MTF from r to y, T = [tij], is bounded by
aij(w) ~ Itij(jW) I ~ bij(w); \/W ~ 3, i,j = 1,2, (4.145)
where aij (w), bij (w) are given in the following table:
I w [rad/ sec] I b ll , b22 I all, a22 Ib12 , b21 I a12, a2l
0.5 1.05 0.9 0.2 0

1.0 1.1 0.85 0.2 0
2.0 1.2 0.8 0.2 0
3.0 0.95 0.7 0.2 0
The diagonal elements, t 11 (8) and t22 (8), should be minimum-phase.

1. The bounds for the first design stage are calculated to satisfy the usual
bounds, as in example 4.4, that is, the low frequency bounds are calculated
by inequality (4.85). The chosen stability margin for (1 + g1/7f11)-l is
6dB, which means that the following inequality should be satisfied at all
frequencies:
11 + g1/7f11 1-1 ~ 2 = 6dB, 8 = jw. (4.146)
Bounds on L1(jW) = g1/7f11 such that there exists a filter h which solves
inequality (4.85) and satisfies the margin inequality (4.146) are shown in
Fig. 4.65, the nominal case is:
k11 = 1; k12 = -2; k21 = k22 = 2.

The controller and pre-filter are:
6.7(1 + 8/13.5)(1 + 8/28)

gl
(1 + 8/3)(1 + 8/24)(1 + 8/63 + 82 /63 2 )'
1
(4.147)
1 + 8/2.5 + 82 /6.25'
8(0.5)
30
8(1 )
8(2)
20
8(3
10
ID
\J
0
-10
-20
-30
-270 -240 -210 -180 -150 -120 -90 -60 -30 o
deg
Figure 4.65. L1 (jw) and its bounds for the minimum-phase design - example 4.8
2. The MISO problem to solve is problem 4.15. The low frequency bounds are
calculated to satisfy inequality (4.87), so that bounds on 92 are calculated
such that
< 17f~dll
2 + I<- b21 (w), VP E {P}
7f22 92
< I7f229212
2
+ 92
I::; b22 (w); VP E {P} (4.148)
The chosen stability margin for (1 + 92/ 7f~2) -1 is 6dB, which means that
11 + 92/7f~21-1 ::; 2 = 6dB, s = jw, (4.149)
and in order to satisfy the minimum-phase specifications, 1 + 92/7f22 must

not have RHP zeros. Thus the bounds on 92 will also satisfy the following
inequality with a gain margin of 6dB, at all frequencies:
11 + 92/7f221-1 ::; 2 = 6dB, s = jw. (4.150)
The calculated bounds by inequalities (4.148,4.149) and inequality (4.150),

and the nominal loop L2 = 92/1T~2' are shown in Fig. 4.66. The controller
20~~~--------------~--~~~ __~~
10
o
12
18
-10 24
30
40
-20 50
70
100
-~870 -240 -210 -180 -150 -120 -90 -60 -30 o
deg
Figure 4.66. L 2 (jw) and its bounds for the minimum-phase design - example 4.8
and prefilter are:
5(1 + s/8 + s2/64)

92
(1 + 0.6s/14 + s2/196)(1 + 4s/305 + s2/305 2) '
0.9
12 = 1 + s/2.6 + s2 /6.76'
Comparison to a design without the minimum-phase specs: A design which al-

lows for NMP diagonal elements has the same 91, but a different L2 as compared
the the minimum-phase design; see Fig. 4.67 where
5(1 + s/8 + s2/64)

92 = (1 + 0.6s/14 + s2/196)(1 + s/67.5 + s2 /67.5 2 )'
The pre-filter is the same for both designs. A pole-zero map of both designs
for tn is given in Fig. 4.68 for the nominal case. Note that tn has a complex
8(0.5)
30
20
10
en
'0
0
12
18
-10 24
30
40
-20 50
70
100
-30
-270 -240 -210 -180 -150 -120 -90 -60 -30 o
deg
Figure 4.67. L2 (jw) and its bounds without minimum-phase specs - example 4.8
pair of RHP zeros.
Verification by simulation: Frequency domain simulations for the NMP exam-

ple, for all uncorrelated maximum and minimum values of the k ij 's of the plant
uncertainty are shown in Fig. 4.69. The asterisks correspond to the tracking tol-
erances, which are satisfied by all til'S. Step responses for the same uncertain
cases are shown in Fig. 4.70.
6.2 n X n PLANTS
This is a natural extension of the 2 x 2 case. We first show that if at each
design stage, gk is computed such that gk + 7rZk does not have RHP zeros, then
tnn is minimum-phase.
LEMMA 4.28 Consider the system shown in Fig. 4.64, where F = diag(fi)
and G = diag(gi). Suppose that for all P E {P} (i) p- 1 is stable, (ii) 1 +
gk/7rZk does not have RHP zeros and no pole-zero cancellation takes place
between 9k/7rZk for k = 1, ... , n, (iii) gn and in are minimum-phase, and
(iv) the system is stable; then the nnth element ofT, tnn, is minimum-phase.
Pole-Zero map of t11 - no MPH specs

100
50
Ol
ctl
E o 0
-50
-100
-80 -70 -60 -50 -40 -30 -20 -10 o 10
Pole-Zero map of t11 - with MPH specs
100
50
Ol
ctl
E 0
-50 x
0
-100
-80 -70 -60 -50 -40 -30 -20 -10 o 10
Real
Figure 4.68. Pole-zero map for tll for minimum-phase and NMP designs - example 4.8
Proof: Using equation (4.103) and conditions (i) and (ii) it can be shown
by induction that 7rfj is stable for all ij and k; hence 7r~n is stable. By
equation (4.102) for k = n
t - gnfn
nn - n
7r nn
+ gn '
which is minimum-phase because 7r~n is stable and because of conditions (iii)
and (iv).D
A natural consequence of lemma 4.28 and lemma 4.l3 is that tkk will be
minimum-phase if gk is designed at the last stage, as suggested by lemma 4.13,
and ik and gk are minimum-phase. The design process will then be: (i) in
Fig. 4.64, replace P by DPD- 1 , where D is the identity matrix whose nth
and kth rows are interchanged; (ii) solve a given feedback problem in order
to design a diagonal G and diagonal F (modify the specifications according
to lemma 4.l3 and/or lemma 4.1). The solution to the original problem will
yield the same G and F, with the elements in the kth and nth positions being
t11 t12
5 5
0 0
-5 -5
CO -10 -10
"'0
-15 -15
-20 -20
-25 -25
*
-30 -30
10 10 1 10 10 1
t21 t22
5 5
0 0
-5 -5
CO -10 -10
"'0
-15 -15
-20 -20
-25
-30
10 10 1 10 10 1
log (CD) 10g(CD)
Figure 4.69. Bode plots to validate closed loop specifications - example 4.8
interchanged. That is, the solution denoted by G k and F k will be of the form:
Gk = diag(gl,,9k-I,gn,gk+I, ... ,gn-I,gk),

Fk = diag(JI, ... , ik-I, in, ik+I, ... , in-I, ik)
Moreover, the kth and nth elements of the MTF T also change position because
of the following identity:
(I + DPD-IG)-IDPD-IGF =
D(I + PD-IGD)-lpD-IGDD-IFDD- I
D(I + PGk)-lpGkFkD- I
== DTD- I .
Now if we want to guarantee that all of the diagonal elements of the MTF T
be minimum-phase, we simply have to require that the plant at the last design
stage be minimum-phase. The last stage can be anyone of I, ... , n. This result
is summarized in lemma 4.29, after we introduce the following definition:
Y1 due to a step input r1 Y1 due to a step input r2
1.2 1.2
0.9 0.9
0.6 0.6
0.3
o
o 1 2 3 023
Y2 due to a step input r1 Y2 due to a step input r2
1.2 1.2
0.9 0.9
0.6 0.6
0.3
Or--
0
-- 1 2 3 o 2 3
sec sec
Figure 4.70. Time domain simulation - example 4.8
DEFINITION 4.5 Let k = (kl' ... , kn ) denote thefollowing order in which the
controllers gl, ... , gn are designed:
k = (1, ... , n - 1, n), k = n, or

k = (1, ... , k - 1, n, k + 1, ... , n - 1, k), 1 < k < n, or
k = (2, ... , n, 1), k=l.
D (k) is the matrix defined in lemma 4.13for the design order gki at the ith stage.
1f;j(k) is the ij element of the plant D(k)PD- 1 (k), calculated recursively
according to the order specified in k at its lth stage, see equation (4.103). A
special case is 1f~n (k), which is the nnth element of the recursive calculations
at the last stage.
LEMMA 4.29 Consider the system shown in Fig. 4.64, where F = diag(li)
and G = diag(gd are minimum-phase. Suppose that for all P E {P}
(i) p- 1 is stable; (ii) 1 + 9k/1f~n (k) does not have RHP zeros and no pole-zero
cancellation of 9k/1r~n (k) takes place for k = 1,2, ... , n; and (iii) the system
is stable. Then the tkk are minimum-phase for k = 1, ... , n.
Proof: Trivial. 0
REMARK 4.22 Suppose that only several of the diagonal elements are re-
quired to be minimum-phase, say i 1, ... , i[, then the conditions of lemma 4.29
will be modified as follows: replace (ii) with the statement: 1 + 9k/1r~n(k)
does not have RHP zeros and no pole-zero cancellation of 9k/1r~n(k) takes
place for k = i1, ... , it.
1r~n (k) depends on all of the 9i 's except 9k. Thus for each k, 9i (i oF k) should
be carefully designed. We have already shown that for 2 x 2 systems the
conditions guaranteeing diagonal minimum-phase elements are as follows: at
stage 1,91 should stabilize 1 + 9l/1rI1 (1, 2); and at stage 2, 92 should stabilize
1 + 92/1r~2 (1,2) and 1 + 92/1r~2 (2,1). Moreover these conditions are recursive
in the sense that at the ith stage they apply to 9i. The natural extension to 3 x 3
plants is to require the satisfaction of the conditions of lemma 4.28, except for
(ii), which is replaced by the statement: (ii) the following TF's must not have
RHP zeros:
1 + 9l/1rI1 (1,2,3)
1 + 92/1r~2(1, 2, 3),1 + 92/1r~2(2, 3,1)
1 + 93/1r~3(1, 2, 3),1 + 93/1r~3(1, 3, 2),1 + 93/1r~3(2, 3,1)
The extension to the general n x n plant case is obvious. For example for 4 x 4
plants, the following TF's must not have RHP zeros:
1 + 9l/1rfI (1,2,3,4)
1 + 92/1r~2(1, 2, 3, 4), 1 + 92/1r~2(2, 3, 4,1)
1 + 93/1r~3(1, 2, 3,4),1 + 93/1r~3(2, 3,4,1),1 + 93/1r~3(1, 3, 4, 2)

1 + 94/1r44(1,2,3,4), 1 + 94/1r,14 (1, 2,4, 3), 1 + 94/1r14(1,3,4,2), 1 +
94/1r14(2, 3, 4,1)
7. SYNTHESIS FOR THE GENERAL CONTROL

PROBLEM USING LFT NOTATION
Operator valued linear fractional transformations were originally introduced
by Redheffer (1959,1960). Their use in the context of Hoo control theory was
popularized by Doyle (1984). The feedback system of interest to us is depicted
schematically in Fig. 4.71. It is the general formulation introduced by Doyle
(see also Skogestad and Postlethwaite 1996). Mathematically the system is

described by the following equations:
z Mnw + M 12 u
v M 21 W + M 22 u
U Gv,
for which
z Mnw + M 12 G [1 - M 22 G]-1 M 21 W = Tzww

v [1 - M 22 Gr 1 M 21 W
u G [1 - M22Gr1 M21 w.
W Z
""
I
...
input MIl: M12
I output
-----+-----
-
I
M 21 i M22
u v
G -
controller
Figure 4.71. General MIMO feedback system in LFT form
7.1 SOME SPECIAL CASES

Disturbance Rejection: If Mn = M21 and M12 = M 22 , then
z Mllw + M 22 G [1 - M 22 Gr 1 Mllw
[1 - M 22 Gr 1 Mllw,
which is the disturbance rejection problem described in Fig. 4.72.
For Mll = M22 the input w is the disturbance introduced at the plant
output, and for Mll = 1 the input w is the disturbance introduced at the plant
input.
Tracking and Control Effort: If Mll = 0, then
z = M 12 G [1 - M 22 Gr 1 M 21 W
w
- MIl
,~
- - -
U Z
~
G M22 + '"
Figure 4.72. A reduced LFT configuration for Mll = M21 and M12 = M22
which is depicted schematically as in Fig. 4.73. For M12 = [I, 0] the output
z includes several or all of the control signals. When M12 = M22 we have a
tracking problem where z tries to track the signal M21 w.
z
~ MI2 '"
- ,+
W
M21 '" '" G '" M22
~
Figure 4.73. A reduced LFT configuration for Mll =0
The General Case: The general case is depicted schematically as in Fig. 4.74.
An important question for QFT design relates to the conditions for which
larger controller elements (larger controller gains) improve the closed loop
performance (except for NMP phenomena). Using the partition G = WGd
where G d is a diagonal MTF and W is a weighting MTF, that is M22 W is
full rank and square,
Therefore the condition for performance improvement is the existence of a

weighting MTF, W, such that
lim z
G-+oo
= Mllw - M12WGd [M 22 WG d 1 M 21 W r = O.
w
z
w
G
Figure 4.74. The general LFT configuration
The model matching situation where Mu = M21 and M12 = M 22 , satisfies

the above condition for any input w.
7.2 STATEMENT OF THE PROBLEM

The problem under consideration is how to design the controller, G, such
that for all the elements in a given set of plants, {M}, the closed loop is stable
and the MTF from w to z (or the output z for given input w) satisfies desired
specifications. A formal statement of the problem follows.
PROBLEM 4.26 Consider the system shown in Fig. 4.71, whereMisaM1MO

LTl plant belonging to a set {M}, and E(w) is a specification matrix. Design
the controller, G, such that for all M E {M}
the MTF from w to z, Tzw(s), is bounded by
(4.151)
Note that the specification matrix, E(w), may depend on the plant M E {M}.
It is sometimes required to design to specifications on the output z for a
given set of inputs {w} (this is always the case in nonlinear QFT problems).
This problem is now stated formally as:
PROBLEM 4.27 Consider the system shown in Fig. 4.71, where M is a M1MO
LTJ plant belonging to a set {M}, {w} is a set of inputs, and e(w) is a
specification vector. Design the controller, G, such that
the system is stable for all M E {M}; and
the plant output z = T zw w is bounded by
Iz(jw)1 ~ e(w); Vw E {w}, ME {M}. (4.152)
Note that the specification vector e (w) may depend on the input w E {w} and
on the plant M E {M}.
7.3 DEVELOPMENT OF THE DESIGN EQUATIONS

Given a full rank square matrix, Z, and two column vectors x and y, then
(see Kailath 1980, pp. 655, also Appendix E)
[Z+xyT] -1 _ -1 _ Z-l xyTz-I

-Z (4.153)
1 + y Z- x
T l'
Let G and M22 be a square controller and a square plant, respectively. Denote
Gk diag(a, ... ,a,gk,a, ... ,a),

gk [a, ... ,a,gk,a, ... ,a],
mk (mlk, m2k, ... , mmk)T, where M22 = [mij],
then
and with equation (4.153) gives
(4.154)
We are interested in the matrix transfer function
T zw Mu + M I2 G [I - M 22 Gr l M21
Mu + M I2 G k [I - M22Grl M21
+ M I2 (G - Gk) [I - M 22 G]-I M21 (4.155)
which is a bilinear expression in the parameter gk (Horowitz 1963). Using the

notation
eI [a, ... , a, 1, a, ... , a], 1 only III entry k (4.156)

equation (4.154) gives
[Ck - 9k ffi ke
-1
[r 1
TC-l
C -1 9k C k ffik e k k
k + 1- 9kekCk
T -1
ffik
C;1 + 9kC;I(ffike[C;1 - e[C;lffikl)
1 - 9ke[C;lffik
def Ak + 9k B k (4.157)
1 + 9kdk .
Moreover, by mUltiplying both sides of equation (4.157) by Gk
G [I _ M G]-1 _ { 0 for any row i= k (4.158)

k 22 - ~
d
for row k ak is row k of Ak
1+9k k '
Note that the product GkBk == O. This is true since the kth row of Bk is zero
(all of the other rows mayor may not be zero), which implies that the product
is zero. The bilinear form of T zw as a function of 9k will therefore be:
where ffil2 is the kth column of M 12 .
7.3.1 SPECIAL CASES

M is a 2 x 2 MTF: In this case all Mij are SISO TF's and G = 91. Therefore
k = 1 is the only option and
which for equation (4.159) reduces to
T zw -- M 11 + 91M12M21
1 - 91ffil
which can be easily derived from equation (4.155).
Some of the 9i'S are Very Large: If some of the 9i'S are very large, say 00,
then using the factorization
where G 1 = diag(gl), 100 = diag(ei), and
1
9i =
{9i
1
if gi i-
if 9i =
oo} e
00 'l
oo = { 1
00
if 9i i-
if 9i =
00 }
00 '
the MTF T zw is
T zw Mu + M 12 G [I - M 22 G]-1 M21
Ml1 + M 12 G 1 [I~l - M22G1r1 M 21 ,
which is the same expression as equation (4.159) where 1 in the definition of

C k in equation (4.156) is replaced by 1~1.
The importance of this equation is that it avoids computational errors by
eliminating calculations with large 9i'S. Note that while the alternative of
computing sums of the form c(g[ - g[) is theoretically correct, in practice
roundoff errors will accumulate. Therefore this method is advantageous in that
it completely bypasses this numerical problem.
A Disturbance Rejection Problem: If T zw can be reduced to the 'distur-

bance rejection' form
then any row, k, of T zw, converges to zero where gk -+ 00, that is
lim (row k of Tzw) = [0, ... , 0].

9k---+ OO
The importance of this observation is that computation of bounds on 9i to

satisfy specifications for row k i- i can be ignored because they are satisfied
for any gi.
7.4 A DESIGN PROCEDURE FOR THE STATED

PROBLEMS
An m + 1 stage design procedure where m is the number of inputs (columns)
of M 22 . It is described below where the weighting MTF, W, is designed at
the first stage and 9i of G = diag (gl, ... , gm) is designed at stage i + 1. The
procedure is outlined in the sequel.
Stage 1 - Design W: For guidelines to the design of the weighting matrix

W see section 5. and the discussion above. From now on W will be merged
into M 22 .
Stage 2 - Design 91: Calculate the bilinear inequalities (4.152) for specifica-
tions on the MTF T zw (or inequalities (4.152) for specs on the plant output)
using equation (4.159) for the parameter 91. For the unknown 92, ... , 9m use 00
or any other value (from an Hoo design for example). Then design gl to satisfy
the bounds and stabilize 1 + 91 d 1 with reasonable gain and phase margins. If
gi = 00 are assumed for some of the unknown gi's, it is recommended to use
some over-design in designing gl, that is, gl that satisfy the will not touch the
bounds. How much over-design for each bound should be used as a tradeoff
parameter.
Stage k+ 1 - Design gk: Calculate the bilinear inequalities (4.152) for specifi-
cations on the MTF T zw (or inequalities (4.152) for specs on the plant output)
using equation (4.159) for the parameter gk. For the unknown gk+1, ... , gm use
00 or any other value (an Hoo design for example), and for gl, ... , gk-1 use the
designed values. Design gk to satisfy the bounds and stabilize 1 + gkdk with
reasonable gain and phase margins. If gi = 00 are assumed for some of the
unknown gi's, it is recommended to use some over-design in designing gk> that
is, gk that satisfy the will not touch the bounds. How much over-design for
each bound should be used as a tradeoff parameter.
It is not essential to design gk at the kth stage, one can design in any
order. For instance gik is designed at stage k (iI, ... , im form the set 1, ... , m).
For gik designed at stage k, the same inequalities are used where the known
controllers are those already designed and the unknown controllers are giq
where q = k + 1, ... ,m.
8. SENSITIVITY REDUCTION LIMITATIONS AND

TRADEOFFS IN NMP FEEDBACK SYSTEMS
I It is well known that the benefits of feedback for NMP plants, both SISO
and MIMO, are limited. The NMP phenomenon appears when the plant has
RHP zeros, or pure delay, or the open loop includes sampling. Combinations
of all of the aforementioned elements also leads to NMP behavior. Well known
examples include flight control (TF's of aft be command to elevation and throttle
command to elevation, as measured close to the aircraft's center of gravity),
and the inverted pendulum.
The sensitivity TF is a useful measure of the benefits of feedback for SISO as
well as for MIMO systems, although MIMO systems are quite different from
their SISO counterparts. The sensitivity of the single SISO output must be
lThis section is optional and was included as a theoretical complement to the less theoretically oriented
sections of the current chapter. It was felt that its inclusion would supply an appropriate mathematical
backdrop for researchers interested in NMP systems and could provide a convenient point of departure for
further research into this subject.
limited in a sense to be discussed in this section, while the various outputs of a

MIMO system do not suffer from sensitivity limitations. It is most likely that
the sensitivity of only a single output of a MIMO system will be limited, and
one can choose which one.
Consider the feedback system shown in Fig. 4.75
-
r + e ",Y
- -
... G
_....
W
... f1
~
Figure 4.75. The MIMO feedback structure
II - an l input m output plant, m ::; l, with rank m.
G = diag(9i) = diag(G 1, G 2) is an m x m diagonal controller, where

G 1 is r x r, r < m.
W - the l x m rank m weighting matrix, such P = IIW is a square transfer
matrix.
~ = det(P), and ~ij is the ijth minor ofP multiplied by (-l)i+ j .
P __ [Pll
P 21 P12] .. 0 fP , P
P 22 ,a partItIon II . r x r.
IS
Q = p-l = [ Qll Q12] . . 0 fQ , Q II IS

Q22 ,a partItIOn . r x r.
Q21
pk is the matrix transfer function P whose kth row and column have been
interchanged with the first row and column, respectively. The partitions pt
and Qfj are defined similarly.
L = IIWG = PG, m x m open loop transfer matrix.
S = [I + Lj-l = [Sij], the sensitivity matrix.
l (s) = l M (s )l A (s) denotes the factorization of l (s) into its minimum-phase

stable, lM(S), and all-pass, lA(S), factors.
Throughout this section we will assume that: (i) II, L, WG and G are
strictly proper maximum rank matrix transfer functions of rational polynomials;
(ii) the RHP includes the pure imaginary numbers and the origin, that is, the
set {zlreal(z) :?: O}; (iii) Rosenbrock's definition of RHP poles and zeros as
characterized by the Smith-McMillan form (Kailath 1980) is used; and (iv)
there are no common RHP poles or zeros between II and W, II and G, or W

and G.
8.1 SISO PLANTS

The sensitivity function on the imaginary axis, S = [1 + l (jw) ]-1 is a
useful measure of the benefits of feedback. Usually IS I 1 at low frequencies
(implying small sensitivity to plant uncertainty and good disturbance rejection),
and lSI::::::: 1 at high frequencies (effect of feedback is negligible). The frequency
w, at which Il (jw) I = 1, can be used as the transition frequency between the low
frequencies for which lSI 1 and the high frequencies for which, in general,
IS I : : : : 1. It is customary to use this frequency as a design tool for sensitivity
reduction. This frequency often coincides with the cross-over frequency for
which a precise definition follows for a certain class of SISO systems:
DEFINITION 4.6 0 is the set of transfer functions such that l(8) E LO iff
Il(O) I > 1; 1+l( 8) does not have RHP zeros; and there exists a single frequency,
we,forwhichll(jwe)1 = 1andargl(jwe ) > -180. Thefrequencyweiscalled
the cross-over frequency, and the phase margin equals arg l (jw e) + 180.
Note that it follows from Definition 4.6 that all members of 0 is proper. An
important subset L1 C 0 is now defined:
DEFINITION 4.7 1 is the set of transfer functions such that l(8) E L1 iff
l(8) E 0, and arg(lM(jw e )) ::; 0, where lM is the minimum-phase factor of
l(8 ).
If an open loop transfer function, l (8), is not a member of LO then its closed loop
steady-state response will be very poor because Il (0) I < 1 and/or l (8) will have
several "cross-over frequencies" at phase angles greater than -180, which
usually produces 'ringing' in the closed loop time response. For example,
l 8 _ ~ 1 + 0.28 + 82
(4.160)
( ) - 8 1 + 0.028 + 0.018 2
has 3 "cross-over frequencies". Although equation (4.160) represents the
important set of resonant systems, it will not be dealt with further in this
section.
For members of Lo it holds that their amplitude functions have a negative
slope around We, and, in addition, for members of L1 the phase angle around
We must be negative (since any non-minimum phase factor will only decrease
the phase angle). In view of Bode's phase-gain relationship (Bode 1945) the
definition of L1 is very natural, and indeed covers a very large set of transfer
functions. It is proven below in Lemma 4.30, Appendix C, and Appendix D,
respectively, that L 1 includes all the transfer functions l (8) E 0 which satisfy
one of the following properties:
Synthesis of LTl Controilers For MIMO LTl Plants 215
Il(jw)1 < 1 for all w > Wc'

The maximum of arg(lM(jW)) is unique and is achieved at the cross-over
frequency.
There exists a minimum-phase transfer function h(s) such that:

(i) lM(jW)h(jw) E Lo but (1 + lMh) mayor may not have RHP zeros; and
(ii) the maximum of arg(lMh(jw)) is unique and is achieved at the cross-
over frequency of l M.
Note that many realistic feedback problems include open loop transfer functions
satisfying at least one of these properties.
LEMMA 4.30 For any l(s) E Lo such that Il(jw)1 < 1 for all w > wc,
arg(lM(jwc)) :::; O.
Proof: The proof is given in Appendix B, and is based on the Nyquist stability
criterion. For rational transfer functions, a simpler proof by contradiction
follows. Assume l(s) is such that arg(lM(jw c)) > O. lM(S) can be explicitly
written as follows:
lM(S) = ans n + ... + al s1 + ao

bn s n + ... + b1 s 1 + bo '
where, without loss of generality, bn > 0 and
l. lM E Lo with cross-over frequency Wc;
2. laolbol > 1 if bo :/= 0 because Il(O)1 > 1;

3. lanlbnl < 1 because Il(oo)1 < 1;
4. ao > 0 because 1 + l M (s) does not have RHP zeros.
Hence
bo - ao < 0 and bn - an > O. (4.161)
Now, consider the transfer function

a-s
h(s) = lM(S)--,
a+s
where ~:;:~ is an all-pass transfer function. The Nyquist plot of II (s) has the
same number of encirclements of -1 as l M (s) for any a > 0, since the all-pass
transfer function has a phase lag of at most 1800 Hence 1 + h (s) does not
have RHP zeros for any a > O. But the numerator of 1 + h (s) is
[b n - anls n+ 1 + ... + [(b 1 + al)a + bo - aols 1 + [boa + aoals o (4.162)

which by equation (4.161) has its sn+l coefficient positive, therefore all its
coefficients must be positive. But if a is small enough, the coefficient of sl
converges to bo - ao which by equation (4.161) is negative. Therefore if a
is small enough, 1 + h (s) has at least one RHP zero. Thus the assumption,
arg(lM(jW e )) > 0, is false. 0
The main results for the SISO case are the upper and lower bounds on the
cross-over frequency of an open loop transfer function belonging to 1:
LEMMA 4.31 Let l(s) E 1 be an open loop transfer function of a closed
loop system, with phase margin and cross-over frequency We. Let l (s) =
lM(S)lA(S) be the factorization of l(s) into its minimum-phase, lM(S), and
all-pass, l A (s ),jactors. Suppose that there exist solutions to
(4.163)
where WI (W2) is the lowest (highest) frequency which solves equation (4.163)
and WI = W2 if there exists a single solution. Then
1. We < WI if lA(S) has RHP zeros and is stable;
2. We > W2 if l A (s) has no RHP zeros and is unstable; and
3. WI < We < W2 if l A (s) has both RHP poles and zeros.
Proof:
l A (s) has RHP zeros and is stable:
argl(jw e ) - arglA(jW e )
-180 + - arg lA (jw e )
arglA(jwd - arglA(jw e ) (4.164)
l(s) belongs to 1, therefore the expression (4.164) is negative. Now since
arg l A (jw) is a decreasing function of W, We < WI
l A (s) is unstable and does not have RHP zeros:
arg l (jw e) - arg lA (jw c)
-180 + - arglA(jw c )
arglA(jw2) - arglA(jw e ) (4.165)
l(s) belongs to 1 therefore the expression (4.165) is negative. Now since

arg l A (jw) is an increasing function of w, We > W2
l A (s) has RHP poles and zeros:
arg l (jw c ) - arg l A (jw c )
 - arglA(jw e ) -180 < O. (4.166)
By the assumption that l A (s) has both RHP poles and zeros, arg l A (0) and
arg lA (CXJ) are:::; -180, thus
(4.167)
Comparing equation (4.167) and equation (4.166) we notice that We E

[Wl,w2j.D
REMARK 4.23 It is clear from equation (4.163) that Wi and W2 of Lemma 4.31
are continuous functions of the RHP zeros and poles of the plant. Moreover,
if an open loop II (s) includes the RHP poles and zeros of another open loop
l2(S), then the allowed cross-over frequency range of l2(S) includes that of
ll(S).
Similar qualitative results which give lower and upper limits on the bandwidth
of a closed loop system due to open loop RHP poles and/or zeros were given
by Middleton (1991). The significance of Lemma 4.31 is that an NMP factor in
an open loop transfer function "steals" phase in such a way that the cross-over
frequency is restricted, and hence the frequency range over which sensitivity
may be reduced.
Lemma 4.31 states nothing about the sensitivity of NMP plants at frequencies
higher than the cross-over frequency We' In general, sensitivity improvement is
not required for frequency ranges above We, although it is possible (Horowitz
and Liau 1984).
8.2 MIMO PLANTS

The MIMO sensitivity function, S = [I + Lj-l, is a natural extension of
the SISO sensitivity function. As for SISO plants, it can be shown that in
general, smaller values of ISij I result in reduced closed loop sensitivity to plant
variations and better disturbance rejection. Thus smaller values of ISij lover
a larger frequency range are considered more desirable. In a similar fashion
to the SISO case, we shall use the cross-over frequency of some open loop
transfer functions as a design tool to evaluate the constraints on ISij I.
8.3 SENSITIVITY REDUCTION LIMITATIONS FOR A

SINGLE ROW OF S
We shall denote by pk and G k the matrix transfer functions P and G whose
kth row and column have been interchanged with the first row and column,
respectively. The partition of pk is as follows:
where P11 is 1 x 1. Let tlkk denote the kkth minor of P = the 11th minor of
pk, tl = det(P) = det(p k ), and Mk is the matrix transfer function
REMARK 4.24 There exists a matrix A such that, A2 = I, P = Apk A, and

k
G = AG A. The 11th element ofGk is 9k and
SA = [I + p k G k rl = [I + APGA- 1r 1= ASA- 1,
therefore the 11th element of SA is the kkth element ofS, that is 8kk.
LEMMA 4.32 Suppose that for a given z the matrix Mk(z) exists, then
(4.168)
lim. 8kk(Z) = (4.169)

Sij(Z)---tO, ~#k, )=l, ... ,m 1 + 9k(Z) t.~fH) .
Proof of equation (4.168): Referring to the definition of G and Q at the
beginning of Section 8. we note that for the case k = 1 in Lemma 4.39 (in
Appendix A),
tlu
Qu = ~ G 1 = 91, and Su = 8U, (4.170)
are SISO transfer functions. Therefore Lemma 4.39 gives us
tl11 (z) ( )] -1 tlu (z)

lim = [
19j(z)l---too,]=2, ... ,m
8U(Z)
tl(z) + 91 Z tl(z)
1
1 + 91(Z) t.ll(Z)
~.
which is equation (4.168) for k = 1. To show the result for any k, Lemma 4.39
is applied to pk and G k instead of to P and G, and M is replaced by Mk, the
11th minor of pk is replaced by tlkk> and 91 by 9k respectively. tl = det(P)
is not changed because tl = det(pk). By Remark 4.24811 is replaced by 8kk.
Proof of equation (4.169): By Lemma 4.40, (in Appendix A) the limits

8ij(Z) -t Ofori =J landj = l, ... ,mimplythatj9i(z)j-t 00 for i =J l,hence
equation (4.169) is a direct result of equation (4.168). The extension to any k
is as above. 0
Lemma 4.32 states that (4.168) holds for a given complex number z. How-
ever, even if (4.168) holds on an interval Z E [O,jRj, it does not follow that
the sensitivity reduction limitations of Skk converge to those of a SISO system
/:::" , as quantitatively given by Lemma 4.31. How-
whose open loop is 9k LJ.kk
ever the pole-zero restriction holds under certain conditions which are now
developed.
When G is diagonal, the sensitivity element Skk can always be expressed as
1
Skk = ---- (4.171)
I + 9kO'k
where O'k is the loop transmission from the kth plant input to the kth plant output
with all loops closed except the kth. Note that O'k does not depend on 9k. A
reasonable requirement on Skk is that 9kO'k belongs to L1' By equation (4.169),
it is also reasonable to require that 9k6./6. kk belongs to L1.
LEMMA 4.33 Let Z denote a domain which includes all the RHP poles and
zeros of 6./ 6. kk and an interval [0, jRj on the imaginary axis for some R > 0.
Suppose that Mk has no poles in Z, that 9i for i t=
k do not have zeros in Z,
that 1 + 9k6./6. kk do not have zeros in Z and that 9k t=
0. Then there exist
positive functions hi (z), Z E Z, i t=
k such that
. 6.(z)
hm O'k(Z) = , (4.172)
Igi(jW)I--+oo, Vi#, wE[O,R] 6.kk(Z)
for Z belonging to any closed sub-domain of Z, provided that 19i(Z)1 > hi(z)
for all i t=
k.
Proof: We begin with k = 1. Let hi(z) be such that S have poles in Z
if 19i(Z)1 > hi(z)/a for some a > 1 and i t=
k. Such hi(z)'s exist by
equation (4.190) and by the assumption that Mk is stable and 9i for i t= k do
not have any zeros in Z. Moreover, by equation (4.190), the set of all sensitivity
elements, Sll, for which 19i(Z)1 > hi(z) is locally uniformly bounded. Now if

the lemma is not true, then there exist EO > and m - 1 sequences {9 i v (z)},
i = 2, ... , m, with 19i v (z)1 > hi and limv--+oo 19i v (jw)1 = 00 for all w E [0, Rj,
such that
1
Su = - - - -
I + 910'1 v
is locally uniformly bounded in Z, and such that
1 1
lim max
v--+oo Z 1 + 910'1 v
-------o-~- > EO, (4.173)
1 + 91 ~ll
where Z denotes some closed sub-domain of Z. But since the sequence
1+/ is locally uniformly bounded, it has a subsequence which converges
(J'
1 lv
on any closed sub-domain of Z (Nehari, 1950, p. 141). Let us pick such a

subsequence and denote its limit by l+~lal which by equation (4.173) is not
l+gll/6. 11 . But this is a contradiction because, according to Lemma 4.32,
both transfer functions coincide on [0, j R] and therefore on Z, since they
are analytical functions on Z. The extension to any k is the same as in
Lemma 4.32.D
Note that the condition of Lemma 4.33, that Mk should not have poles in
Z, is needed to have locally uniformly boundeness of S kk as a function of
all gi, i i- k. It can therefore be relaxed, as follows: The 11th element of
equation (4.190), when M is replaced by Mk and G 2 by G~ respectively, is:
with no poles in Z and is locally uniformly bounded for large enough amplitude
of all gi, i i- k.

LEMMA 4.34 Assume the same notation and assumptions as in Lemma 4.33.
Let Zo be a zero (pole) of 6./ 6.kk. Then for any E > there exists an N >
and hi(z) > 0, i i- k which do not depend on E, such that Jk has a zero (pole)
Za E Z satisfying IZa - zol < E provided that (i) Igi(jW)1 > N for w E [0, R]
and i i- k and (ii) Igi(Z)1 > hiJor all Z E Z and i i- k. Moreover Jk has the
same number of poles and zeros in Z as 6./6. kk.
Proof when Zo is a pole: We begin with k = 1. In Lemma 4.33 it was shown

that there exist hi(z), i > 1 such that Sll is locally uniformly bounded if
Igi (z) I > hi for all Z E Z and i i- k. If the lemma is not true, then there exist

EO > and m-1 sequences {giv}' i i- k, such that {z : Iz - zol < EO} E Z and
6./6.kk does not contain zeros in {z : Iz - Zo I < EO}, such that Igi v (jw) I > v
for w E [0, RJ, Igi v (z)1 > hi in {z : Iz - zol < EO}, and such that
1
----, v = 1,2, ... (4.174)
1 + gkJkv
do not have a zero in the circle {z : Iz - zol < EO}. As in Lemma 4.33, the
sequence (4.174) has a converging subsequence which must converge to
1
6..
1 + gk 6. kk
However this is a contradiction because a zero of the converging subsequence

must be inside Iz - zol < EO for large enough v, Nehari (1950, p. 145). The
result also holds for multiple zeros, following the proof in Nehari (1950, p.
145) in which Rouche's theorem is used.
The proof when Zo is a zero is the same using the following sequence instead
of sequence (4.l74)
1
- - - - -1, v = 1,2, ...
1 + gkCYkv
The extension to any k is the same as in Lemma 4.32.D
From Lemma 4.34 and Remark 4.23 we can expect that if gi(jW), i i= k
are large enough with no RHP zeros (or equivalently Sij are small enough for
i i= k, j = 1, ... , m), then the cross-over frequency of Skj will be limited as
given in Lemma 4.31, where the RHP poles and zeros of the plant are those of
6./6.kk. This is phrased in Lemma 4.35 below.
LEMMA 4.35 Let us denote by [Wi, W2] the cross over frequency range of
[(s) = 9k6./6.kb where the phase margin of[(s) is at least 1> as developed

in Lemma 4.31. Then for any E > there exist R, N > and hi(z), i i=
k, such that the cross-over frequency of gkCYb (see the definition of CYk in
equation (4.171)), is in the range [Wi -E, W2 +E] provided that (i) Igi(jW)1 > N
for all W E [O,R] andi i= k; (ii) Igi(Z)1 > hi(z) on DR, aRHPdomainwhich
includes all the RHP poles and zeros of 6./ 6.kk and [0, jR]; (iii) 9k is such
that the elements ofM k do not have poles in DR; and (iv) gkCYk belongs to '1
with phase margin of at least 1>.
Proof: We begin with k = 1. Let hi(z) > 0, i i= k, be such that Skk is

locally uniformly bounded in DR if Igi (z) I > hi in DR-As in Lemma 4.33
it can be shown that such hi's exist. Now if the lemma is not true, then there
exist EO and a sequence of matrix transfer function G v = diag(giv)' such that
(i) Igi v (jw) I > v for all W E [0, R] and i i= k; (ii) Igi v (z) I > hi, i i= k, in
DR; and (iii) gk v CYk v belongs to '1 with phase margin of at least 1> with the
cross-over frequency outside [Wi - EO, W2 + EO]. By Lemma 4.33, CYk v converges
to 6./6.kk in DR. Hence by Lemma 4.34, for large enough v, the poles and
zeros of CYk v in DR are also in an E-neighborhood of those of 6./ 6.kk. Therefore
by Remark 4.23 the cross-over frequency range of gkCYk converges to a range
within [Wi, W2], which is a contradiction. The extension to any k is the same as
in Lemma 4.32.D
If in Lemma 4.35, DR includes the RHP semi-circle of radius R, where R is
taken large enough and the number of RHP zeros of CYk outside DR is bounded,
then Lemma 4.35 means that a controller, G, which makes the sensitivity ISij I
very low for all i i= k and j = 1, ... , m, will cause ISkkl to be large. Moreover
the sensitivity reduction of ISkkl will tend to the limits of the sensitivity of a
S1SO closed loop transfer function whose open loop is gk6.j 6.kk; provided
that the amplitudes of 9i(Z), i i= k, are large enough for all Z E DR. Under
the conditions of Lemma 4.32 it can be proven, by the definition of Qk and
substitution of equation (4.l70) into equations (4.191) and (4.192), that the
sensitivity Skj for j = 1, ... , m is related to Skk by
.
11m Sku(Z) t::. ku
--
Igjl--+oo,j# Skk(Z) t::. kk
It then follows that the sensitivity reduction of all the elements in row k of S
are proportionally limited.
Lemma 4.35 gives upper and/or lower bounds on the cross-over frequency of
9k(Jk as a function of its phase margin, <1>, under the condition that the sensitivity
of all other elements in all rows i i- k can be made as small as required. But
this condition may not be satisfied. The following is a discussion of two such
cases showing that more than one row of S may have large sensitivity.
When t::.kk has RHP zeros close to the RHP zeros of t::. it may not be possible
to design a robust 9k to stabilize 1 2S with some desired phase margin. If
l+gk b. kk
this is the case then one is forced to make at least one of the 19i I's for i i- k
small, therefore the sensitivity of that row, in addition to the kth row, is not
small. In conclusion, the idea is to choose the transfer matrix W, if possible,
so that t::.kk has no RHP zeros or its RHP zeros are far enough from the RHP
zeros of t::..
The second case requires a preliminary lemma:
LEMMA 4.36 Let P = D- 1 N where D and N are matrices of polynomials,
then the denominator of any minor ofP is det (D) or a polynomial that divides
it (without remainder).
Proof: Using Gantmacher (1975, p. 21) the denominator of each minor ofD- 1
is det(D) or a polynomial that divides it. Using the Binet-Cauchy formula
(Kailath 1980), the same is true for any minor of P. D
Note that t::. = det(N)jdet(D). Hence, if no RHP cancellation takes
place between det(N) and det(D), all of the RHP poles of t::. kb including
multiplicity, are RHP poles of t::.. If, moreover, 9k does not contain RHP zeros,
then the only possible RHP zeros of 9kt::.j t::.kk are the RHP zeros of det(N).
On the other hand, if a RHP cancellation takes place between det(N) and
det(D), then t::.kk may have RHP poles which are not cancelled by the RHP
poles of t::.. These will then become RHP zeros of t::.j t::.kk which may cause the
same effect as described above. Normally, for real-life uncertain plants such a
cancellation does not take place generically.
8.4 SENSITIVITY REDUCTION LIMITATIONS FOR

SEVERAL ROWS OF S
The previous section showed the sensitivity reduction limitations on the
elements of one row of the sensitivity matrix S, under the condition that the
sensitivities of all the other rows tended to zero. In this section we refine this
result and identify the rows from which at least one is sensitivity reduction
limited. We will also show how many rows must suffer from the sensitivity
reduction limitation. Let
be a partition ofL where L11 is a k x k transfer matrix and G = diag(G 1, G 2).

Consider the feedback system described schematically in Fig. 4.76 whose
r1 Y1 ....
G
'"
P
-
....
-
'"
~
-- Y2
Figure 4.76. The partitioned MIMO feedback structure
transfer matrix from r1 to Y1 is
L11 L11 - L 12 [1 + L 22 r 1L 21
L1 [ -[I + L~2]-1 L21 ] ,
where
LEMMA 4.37 Suppose (i) that G 1 and G 2 arefull rank and lead to afull rank
L l1 , and (ii) a RHP zero of [Pl1
P 12 ] is not a pole of [P l1 P 12 ] or a pole of
L1 or a pole ofL l1 . Then each RHP zero of[P 11 P 12 ] is a RHP zero ofL l1 .
Proof: By assumption (i) each RHP zero of [P 11 P 12 ] is a common RHP zero

of each k x k minor ofL 1. Hence by the Binet-Cauchy formula (Kailath 1980),
and assumption (ii) it is a zero of det (L 11 ), inverse. Now use Cheng and Desoer
(1980) to complete the proof. 0
Note that the conditions of Lemma 4.37 are trivial and are satisfied in all but
concocted examples.
Let
s = [ Sl1 (4.175)
S21
be a partition ofthe sensitivity function S for the closed loop system of Fig. 4.75
where Sl1 is a k x k matrix. Then it is easily shown, using the block matrix
inversion formula of Kailath (1980), page 656, that
i.e. the upper left k x k block of the sensitivity function of the closed loop
system of Fig. 4.75 equals the sensitivity function of a closed loop whose open
loop is the transfer matrix from r1 to Y1 in Fig. 4.76.
By Lemma 4.37 the transfer matrix of Fig. 4.76 from r1 to Y1 includes the
RHP zeros of [llu IId which cannot be made to disappear in [Pll Pd =
[llu II 12 ]W by any choice of proper weight~ng MTFW due to the assumption
(iv) in the last paragraph of Section 8 .. Thus Lu obeys the sensitivity reduction
limitations as developed above.
This means that if rows 1, ... , r of the plant II form an NMP transfer matrix
III, then at least one of the outputs from 1, ... ,r of the system of Fig. 4.75
must suffer from sensitivity reduction limitations due to RHP poles and zeros
included in II 1. The same is true of course for any transfer matrix, II r , formed
from rows iI, ... , ir of II. This forms the proof of the following theorem which
is our main result, where the following notation is used: pr and G r are the
matrix transfer functions obtained when rows and columns iI, ... , ir of P and
<? change places with the first r rows and columns, respectively. Moreover,
Lh is formed from the plant pr and controller G r exactly as Lu is formed
from P and G.
THEOREM 4.1 Consider the system in Fig. 4.75. Suppose that (i) it is closed
loop stable; (ii)
IIr = (pl plf, P q = row q of II

is a NMP transfer matrix formed from rows iI, ... , ir of II; and (iii) th, pr
and G r satisfy the conditions of Lemma 4.37. Then at least one of the outputs
from iI, ... , ir of the system must suffer from the sensitivity reduction limitations
of Lemma 4.35 when applied to the transfer matrix II r .
Theorem 4.1, leads to the following guidelines when designing NMP MIMO
feedback systems.
For each NMP block II r , at least one of the rows iI, ... , ir of the sensitivity
matrix, S, will be subject to sensitivity reduction limitations.
It is possible, in general, to select the row(s) of S which will suffer from

high sensitivity. This row can be "sacrifice" by allowing its sensitivity to
remain large while the other rows achieve their desired sensitivities. For
example: if in a 3 x 3 plant, rows 1,2 form a NMP transfer matrix and also
rows 1,3; then row 1 can be sacrificed by allowing it to have high sensitivity
while the other rows can have low sensitivity.
If the sensitivity of a maximum possible number of rows of S is low then

the sensitivity of the other rows must be high. The sensitivity reduction is
quantified by a SISO transfer function whose cross-over frequency is in a
range which is bounded from above and below by a simple function of the
RHP poles and zeros of the plant.
Increasing the number of inputs to a plant, may change a NMP plant to a
minimum-phase one, and thus overcome the closed loop sensitivity reduc-
tion limitations due to RHP zeros.
8.5 NECESSARY CONDITIONS

The following notation is used:
p-l = [7fij]
Y = [Yl, Y2, ... , Ym] = [Yl, Y2], Y2 is a vector.

Let us suppose that the plant output Yl is fed back through 91 as in Fig. 4.77
and that the plant input is r2, i.e., the input to the first channel of P is -Yl and
Figure 4.77. The feedback system when only Yl is closed through 91
to the other channels is r2, then
[ ~91Yl ] = p-l [ ~~ ] ,
which gives
~ll + 91
[ ~lm 1[ ~~ ] .
7f m l 7f m 2 7f mm
By applying the Gaussian elimination algorithm to the first row (Gantmacher

1975) we get
7fll + 91
o
where
7r'I 7r l' ]
P2 = [ 7rij - ~ J ; i, j = 2,3, ... , m.
91 + 7r1l
Since r2 = P 2 Y2, P 2 is the inverse of the transfer matrix in Fig. 4.77 from
input r2 to output Y2. Using the notation
~ij,kl = (-1 )i+i+k+l . det(P without the i, k rows and j, l columns)
[
7rij7rll - 7ril7rlj + 7rij91]
91 + 7r1l
~il~lj)/~2 + ~ij/~91l
[ (~ij~ll - (4.176)
91 + ~1l/~
[ ~ij,l1 + 91 ~ij] .
(4.177)
~11 + 91~
Equation (4.177) appears in Bode (1945, p. 54) and Horowitz et al. (1986).
Equality (4.177) is the basis for the development of a necessary condition for
a successful application of the QFT to designing the feedback for NMP plants.
This condition states that the inverse of the transfer matrix from r2 to Y2,
denoted above by P 2 , should not have RHP plane poles (Yaniv 1991). The
conditions under which this is guaranteed are given by the following lemma.
LEMMA 4.38 Suppose (i) 91 is such that ~11 + 91~ has no RHP zeros; and
(ii) the RHP poles of ~11 + 91~ include the RHP poles of 91, ~ij and ~ij,l1
for any ij, including multiplicity. Then P 2 has no RHP poles.
Proof: If P 2 has a RHP pole it must be a pole of ~ij,ll or 91 or ~ij or a zero of
~11 + 91~' By the lemma assumption (i) ~11 + 91~ do not have RHP zeros,
and by the lemma assumptions (i-ii) the other RHP are not poles of P 2 because
they are cancelled by the poles of ~11 + 91D... 0
In Lemma 4.38 the conditions are on 91 and on the plant. A 91 which satisfies
the conditions for a fixed plant can be designed if ~11 and ~ do not have a
common RHP zero. If b...1l do not have RHP zeros, an appropriate 91 can
be designed for a large amount of uncertainty, provided that ~/ ~11 is stable
and its gain sign is fixed over the uncertainty. If b... and ~ 11 have close RHP
poles and zeros, then the amount of uncertainty for which 91 which satisfies
the conditions, shrinks; for a quantitative discussion see Horowitz (1979). The
conditions on the plant are satisfied if the RHP poles of ~11 or b... are RHP
zeros of det (D) where P = D -1 N. This is shown in Lemma 4,36, but it may
not happen if there is RHP pole zero cancellation in ~ = det (N) / det (D).
Lemma 4.38 imposes necessary conditions on 91 and P such that the plant
from r2 to Y2 is minimum-phase (because each transmission zero of a square
plant is a pole of its inverse, provided the inverse exists (Cheng and Des-
oer 1980. This is the main condition on an uncertain plant such that the QFT
design technique can produce a solution for any desired closed loop specifi-
cations, Yaniv (1991). Thus, if this condition and the other conditions given
in Yaniv (1991) are satisfied, any desired performance on the elements of S,
except for the first row, can be achieved.
The tradeoff in choosing which row will suffer from poor sensitivity is a
trivial consequence of the construction of Fig 4.77. That is, in order to sacrifice
the sensitivity of row k, the kth output of the plant is fed back to its kth input
through 9k (instead of output 1 through 91 to plant input 1). Then the conditions
of Lemma 4.38 must be changed accordingly.
8.6 A DESIGN EXAMPLE

Here we will apply the QFT design method for MIMO systems developed
in the previous sections to an NMP example. Recall that this design technique
for an Tn x Tn MIMO system turns the design process into an Tn stage sequence
of MISO problems. The solution to the ith MISO problem is the controller
9i and prefilters hj where j = 1, ... , Tn. The solution to the MIMO problem
is G = diag(9i) and F = [hj]. It is possible to choose which of the 9i'S to
design first, second, etc.
EXAMPLE 4.9 Solve the following NMP 3 x 3 MIMO problem.
The Plant: The uncertain plant {P} includes all the 3 x 3 plants
kll 2 0.5
8+1 8+5 8+1
1 0.5 .!5.n.. 1
P=- s+l s+l 5+1
S
1 1 .!si:L
s+6 5+1 5+1
where the kiiS are mutually uncorrelated, over their respective parameter ranges
kll E [0.25,0.5], k22 E [2,4]' k33 E [1,2].
Closed Loop Specification: For all P E {P} the closed loop should satisfy
the following sensitivity specifications:
The diagonal sensitivity elements, see equation (4.171), should satisfy,
ISii(jW)1 = I1 +1gWi I ~ 4dB; \;/w, i = 1,2,3. (4.178)
for all frequencies. This specification is introduced in order to avoid exag-

gerated closed loop resonance peaks.
For low frequencies, it is required that
ISij(jw)1 ::; e(w); i,j = 2,3, (4.179)
where e(w) is given by the following table:
I W [Tad/sec] 1 2 5
I e(w) [dB] I -26 -20 -6
Noting that the transfer function from a disturbance entering at plant output
i to the closed loop output j is given by Sij' equation (4.179) defines an
output disturbance rejection specification.
We arbitrarily choose the parameters ku = 0.25, k22 = 2, and k33 = 1 to
define our nominal plant. The plant is NMP; the plant's first 2 rows have a RHP
zero (for the nominal case it is at 3), therefore either the first or second row must
suffer from sensitivity reduction limitations. Moreover, the first and third rows
have a RHP zero (for the nominal case it is at 4); therefore either the first or the
third row must suffer from sensitivity reduction limitations. By Theorem 4.1,
the sensitivity elements of either the first row or the last two rows will have
high gain for any design. We can and will choose to have high sensitivity gains
in the first row while trying to make the other sensitivity elements as small as
required.
Solution - 3 Stages:
1. The equivalent plant of the first stage of MIMO QFT will include all NMP
zeros of the original plant. Therefore we choose to start the design procedure
with the first row, i.e. designing 91. The smallest RHP zeros of the
equivalent plant of the first stage appear in pairs and are 3 and 4 rad/sec.
By Lemma 4.31 the cross-over frequency of the first loop for phase margin
30 will have to be less than 2.65 rad/sec. The design of the first loop
is presented in the Nichols chart of Fig. 4.78 where the QFT bounds are
computed from specification (4.178). Note that the achieved cross-over
frequency is 0.35rad/sec. for the nominal case, and that all bounds are
satisfied. The controller is
43(s + 1)
91 = s2 + lOs + 26
2. We arbitrary choose to design 92 at the second stage. It turns out that the
equivalent plant for the second stage is minimum-phase which does not
surprise us in view of Theorem 4.1. The open loop can then be designed
25
0.05
15
0.02
-5 0.05
0.1
0.2
0.4
-15 0.8
1
2
3
-25
-300 -270 -240 -210 -180 -150 -120 -90 -60
deg
Figure 4.78. QFT bounds and nominal compensated open loop for the first design stage, on a
Nichols chart - design of L 1 (s)
with arbitrary high cross-over frequency, but we settle for 10 rad/sec which
suffices to satisfy the QFT bounds emanating from the specifications above.
The compensated open loop is presented in Fig. 4.79. The controller is
+ s/29)(1 + s/6.6)
63(1
92 = (1 + s/172)(1 + s/100)(1 + s/115)
3. The equivalent plant for the third and last design stage is the SISO plant
from the third input to the third output, when the first two loops are closed.
The compensated open loop is shown in Fig. 4.80, where it is apparent that
all QFT bounds are satisfied, and that the closed loop system is stable. The
controller is
154(1 + s/24)(1 + s/6.8)
93 = --,-------:---'-----,----;--'----'------'--------:---:-'----'---------,-
(1 + 8/194)(1 + s/103)(1 + s/15)'
Simulations: Amplitude Bode plots for the sensitivity elements S22, S23, S32,
and 833 are shown in Fig. 4.81 for all extreme cases. The * and x marks are the
35
25
15
-5
-15
-~~oo -270 -240 -210 -180 -150 -120 -90 -60

deg
Figure 4.79. QFT bounds and nominal compensated open loop for the second design stage, on
a Nichols chart - design of L2 (s)
specifications from equation (4.178) and equation (4.179), respectively, which

are clearly satisfied. The Bode plot of IS111 is not presented but the reader can
rest assured that equation (4.178) is satisfied, and reaches 4dB at the frequency
of 0.35 rad/sec. Time domain simulations are presented in Fig. 4.82. A step
disturbance at output i is denoted by di . The left-most column in the figure
shows the closed loop responses, Yl(t), Y2(t), and Y3(t), respectively, to d1 .
The middle column shows the closed loop responses to d2 , and the right-most
column the closed loop responses to d3 .
As expected, the simulations demonstrates that Yl (t) is highly sensitive to all
the disturbances, see the first row in Fig. 4.82, while the other outputs quickly
settle to zero. Note that all responses tend to zero due to the plant's integrator.
9. EXERCISES
EXERCISE 4.1 Solve problem 4.2 for the following uncertain plant, distur-
35
25
15.
-~
",
,
.. '., . . .
"' '. ".
-'-'-'- , ".
""',
5 '''. :'.
III
,I i'.
"0
-5 .
"'~"'"
-.
'" ""'" ",
'\,
" r.,
" L
-15
,. ", .
, '
I, 10
'...., .....
-25 20
50
90
-35
-300 -270 -240 -210 -180 -150 -120 -90 -60
deg
Figure 4.80. QFT bounds and nominal compensated open loop for the third design stage, on a
Nichols chart
P = - 1[&
S
s+a
~
s+a
ls.!L]
s+a
~,
s+a
a = 3,
ku, k22 E [2,4], k 12 , k21 E [1.0, 1.8].
The disturbance set {d = [d 1 ( s ) , d2 ( s ) V} includes all the elements such that
Id1(jw)1 < 11hwl and Id2 1= 0, or (4.180)

Id 2 (jw) I < 11hwl and Id11 = 0. (4.181)

IYk(jw)1 ::; ek(w); Vw ::; 3, k = 1,2,

10~------~--------~ 10~------~--------~
o
~-10
-20
10~------~------~ 10~------~--------~
x: x: : x: : :~:: x :x . x . x ..
o o
!g -10 . -10 .
-20 -20
-30WL~~~~~~~~
10 1 10 10 1 102
log(oo) 109(00)
Figure 4.81. Amplitude Bode plots for some sensitivity elements. The specification equa-
tion (4.178) is denoted by *. and e(w) of equation (4.179) by x
where el (w) and e2(w) are given for w = 1,2,3 in the following table:
1w [Tad/sec] 1 1 1 2 1 3
1 el,e2[dB] 1-261-301-32
EXERCISE 4.2 Repeat exercise 4.1 where the kij are uncorrelated and can
take any values in the ranges
kl1,k22 E [2,4], k12,k21 E [-1.8,1.8].

k l1 , k22 E [2,4], k 12 , k21 E [-1.0, -1.8].

Compare the results using Bode plots of the controller to exercise 4.3.
1 1
0.5 0.5 0.5
0 0 0
-0.5 -0.5 -0.5
-1 -1 -1
a 0.5 1.5 2 a 0.5 1.5 2 a 0.5 1 1.5 2
1 1
Q)
'0 0.5 Y21 0.5 Y23
.~
0.. a a
E
-0.5 -0.5 -0.5
-1 -1 -1
a 0.5 1 1.5 2 a 0.5 1.5 2 a 0.5 1.5 2
1 .. 1 .
1
0.5 Y31 0.5 Y32 0.5 Y33
0 a 'fI-=--- a
-0.5 -0.5 -0.5
-1 -1 -1
a 0.5 1 1.5 2 a 0.5 1 1.5 2 a 0.5 1 1.5 2
sec sec sec
Figure 4.82. Output disturbance step responses. where Yij denotes the closed loop output
number i when the disturbance step acts at plant output j
EXERCISE 4.4 Repeat exercise 4.1 where the k ij are uncorrelated and can
and
a = c E [2,3], b = d E [3,4];
Note that detP does not have RHP zeros because a = c and b = d.
EXERCISE 4.5 Solve problem 4.2 for the following uncertain plant, distur-
P = -+-1-0-~-+-1-0-0 [~~~ ~~~],

-3
kl1 E [2,4]; k22 E [2,4]; k12, k21 E [0.5,1.0].

The disturbance set {d = [d 1 (8), d2 (8)V} includes all the elements such that
Id1(jw)1 < 11fjwl and Id2 1= 0, or (4.182)

Id2(jw) I < 11fjwl and Id11 = o. (4.183)
IYk(jW)1 ::; edw); \fw::; 3, k = 1,2,
where el (w) and e2(w) are given for w = 1,2,3 in the following table:
I w [rad/ sec] I 1 I 2 I 3 I
I el,e2 [dB] I -26 I -30 I -32 I
kll' k22 E [2,4]' k12 , k21 E [-1,1.8].
EXERCISE 4.7 Solve problem 4.13 for the following uncertain plant and
P = ~ [kll k12]
82 k21 k22 '
where the k ij are uncorrelated and can have any values in the ranges
kll' k22 E [4,10], k12, k21 E [0,3.5J.
the MTF, T, from r to y of Fig. 4.31 is bounded by
(4.184)
where aij(w) and bij(W) are given in the following table:

1 w[rad/sec] 1 bll ,b 22 1 all,a22 1 b12 , b21 1 al2, a21

1 1.1 0.9 0.02 0
2 1.1 0.8 0.05 0
4 1.0 0.7 0.10 0
8 0.7 0.4 0.16 0
EXERCISE 4.8 Solve problem 4.21 for the following uncertain plant and
P _ ~
- 82
[kll k12]
k21 k22 '
kll,k22 E [2,5]' k12,k21 E [-I,IJ.

The disturbance set {d = [d 1(8), d2 (8) V} includes all the elements such that
Id1(jw)1 < 11fjwl and Id21 = 0, or (4.185)
Id 2 (jw) I < 11fjwl and Id11 = O. (4.186)
The specifications are: for all P E {P}

margin specifications: for all frequencies
11 + Ldjw)I- 1 ::; 6dB, k = 1,2 (4.187)
for all d E {d} introduced at the plants' outputs, the plant output, y =
[Yl, Y2V, is bounded by
where el (w) and e2 (w) are given for w = 1,2, 3 in the following table:
Iw [rad/ sec] 1 1 I 2 1 3 I
1 el,e2[dB] 1- 26 1- 20 1 - 14 1
EXERCISE 4.9 Repeat exercise 4.8 where the margin specs of 6dB, equa-
tion (4.187), are replaced by 4dB.
EXERCISE 4.10 Repeat exercise 4.8 where the margin specification of 6dB,
equation (4.187), are replaced by 4dB and the minimum cross-over frequency
of L land L2 appearing in equation (4.187) is 20rad / sec.
EXERCISE 4.11 solve example 4.6 where the uncertainty in the A, B, C, D

matrices is replaced by
atl takes values between 40% to 250% of all.
a:h takes values between 50% to 200% of a21.

a31 takes values between 50% to 150% of a31.
b21 takes values between 50% to 120% of b2l .
b32 takes values between 50% to 120% of b32 .
Also, the following parameters are correlated: bt3 = atl' b23 = a21 and
b33 = a31
Note that the uncertainty is increased in all parameters. What is the price
in bandwidth for the uncertainty increase? compare using Bode plot of the
controllers, g1 and g2
EXERCISE 4.12 A NMP exercise:
P = _1 [ .!<:l..L
5+1
k21
s 5+3
where the kiiS are mutually uncorrelated, over their respective parameter ranges
kll E [1.5,2]' k22 E [1, 1], k12 = k2l = 1.

Closed loop specification: For all P E {P} the closed loop should satisfy the
following margin specifications:
Try to maximize the bandwidth of first channels. What will be the cross-over
frequency of the second channel. Repeat the same exercise when you try to
maximize the bandwidth of the second channel.
10. APPENDIX A
Let G = diag(gi) = diag(G 1, G 2) and P be a non-singular square plant,
P = [P ll P 12 ] p- 1 = [Qll Q12] and

P 21 P 22 ' Q21 Q22 '
S = [I + P G r1 = [ S 1l
S21
S 12 ]
S22
where G 1 , P ll , Qll, and Sll are all k x k. Clearly
S = [1+P ll G 1 P 12 G 2 ]-1
P 21 G 1 1 + P 22 G 2
[ 10 0
G 21
] [1+PllG1
P 21 G 1
P 12
G 21 + P 22
]-1 (4.188)
Using the notation
(4.189)
r
we get
s~ [~ ~,1 ] M[~,lM21 ~+ G,lM" (4.190)
LEMMA 4.39 For each z such that the matrix M(z) exists, it holds that
lim
19j (z)I-+CXl,j=k+ 1, ... ,m
Sll(Z) r
[Qll + G 1 1Qll, and (4.191)
lim S12(Z) [Qll + G 1]-1Q12. (4.192)

19j (z)I-+CXl,j=k+ 1, ... ,m
Proof:
([ ~ ~] + [~~~ ~~~] [~1 ~])-1

([ ~~~ ~~~] [~ ~] + [~1 ~]) -1 [~~~
Hence using equation (4.190)
lim S
Igj (z)l-+oo,j=k+l, ... ,m
= [ 6Ql1 + G 1)-1Ql1 6Ql1 + G 1)-lQ12 ]

from which the claims of the lemma follow immediately. 0
LEMMA 4.40 For each z such that the matrix M(z) exists, it holds that
~im . Igl(Z)1 = 00; Vl = k + 1, ... ,m.

8ij (z)--to, ~>k, ]=1, ... ,m
Proof: From the assumption that M(z) exists, it follows that the inverse in
equation (4.188) exists when the magnitude of the elements of G 21 are small
enough. Therefore it follows from equation (4.188) that
[ Sl1
S21
S12] [ 1 + Pl1 G 1 P 12
S22 P 21 G 1 G 21 + P 22
1= [10 0
G 21
1,
which for the 22th matrix block gives
S21P12 + S22P22 = (I - S22)G 21.

Hence G 21 -70 if S21 -7 0 and S22 -7 O. Equivalently, Igl(Z)1 -7 00 for all
1 = k + 1, ... , m if Sij -7 0, i > k, j = 1, ... , m which is the claim of the
lemma. 0
11. APPENDIX B
Proof of Lemma 4.30 - The Nyquist stability criterion (Cohen et al. 1994,
theorem 2.2) is used, which states: the closed-loop is stable if and only if
the Nyquist plot of 1(s) does not intersect the point (-1, 0) and the net sum
of crossings of the ray (-00, -1), -N, equals P, where P is the number of
unstable poles including multiplicity. Also N = Z - P where Z is the number
of RHP zeros of 1 + 1(s ). If Lemma 4.30 is not true, then there exists 1(s) E LO
such that 11M(jwc)1 = 1, arg 1M (jw c) > 0 and by the Nyquist criterion on
1 + 1M(s), Z = O. We have now two options:
1. If arg1M(jw c) < 180, the number of encirclements of -lM(jw)will
change N to N - 1 (because the ray (-00, -1) will add a single, but
negative, crossing at w = 0). Hence Z = -1, that is, a negative number of
zeros, which contradicts the assumption arg 1M (jw c) > O.
2. If arglM(jw c) > 180, by the Nyquist criterion on 1M(s), N < 0 which is

again impossible. 0
12. APPENDIX C
LEMMA 4.41 Consider a transfer function l(8) E LO such that the maximum
ofarg(lM(jw)) is unique. lfmax(arg(lM(jw))) = arg(lM(jw e)) then l(8) E
1.
Proof by contradiction. Assume that max(arg(lM(jw))) = arg(lM(jw e )) >
O. Since IlM(jW)1 is by definition a decreasing function around We, there
exist W3 and W4 such that arg(lM(jw)) is a decreasing function in the interval
[W3, W4]' Define
20;"
where le ( 8 ) is a rational approximation of (+s)20;,,' For small enough E,
le (8) ~ ~~:~:, i.e. le (8) can be chosen to have a phase shift of as close as desired
to -e for all frequencies except near the frequencies 0 and 00. Moreover near
the frequencies 0 and 00, arglM ::; 0 because l(8) E LO' Hence there exist
e < arg(lM(jw e)), WI ~ w3, w2 ::; W4 and le such that We E [WI, W2]
argM(jw) ::; 0 ifw < WI orw > W2
{ arglM(jw) = 0 ifw = WI orw = W2
arglM(jw) > 0 if WI < w < W2
Horowitz and Sidi (1978, Appendix 4) showed that such an lM (which may
even be NMP or closed loop unstable) must satisfy the inequality
(4.193)
Since Ile(jw)1 is a decreasing function of w, I/MI is a decreasing function in
the interval [W3,W4], which is in contradiction to equation (4.193).0
13. APPENDIX D
As in Appendix C, arglMh(w e) < O. Nowarg(h(jw e)) > 0 implies
arg(lM(jw e)) ::; O.
14. APPENDIX E
In the present appendix we confirm the assertion by Kailath (1980, p. 656)
that
(A 1')-1 _ A-I _ A-Iuv T A-I
+uv - l+vTA Iu'
Post mUltiplying the expression on the right by (A + uv1' ) gives us

I = A- 1(A + uv1') _ (A- 1u)(v 1' A- 1)(A + uv 1' )
l+v 1' A-l u
A-I UV 1' A- 1uv 1'
1+v1' A-l u
Using the notation 1 + V T A- 1 u = a, we find that vT A- 1 u a-I and

therefore the above equation becomes:
I = I -1 T[
+ A uv a-l] __ I+A- 1uv T [a-l-aa+l]
1 - -a-
1 - -; = I.
15. SUMMARY
The Quantitative Feedback Theory is a graphical method for the design
of feedback controllers for SISO as well as MIMO uncertain plants. Its main
advantages are that: (i) it offers a design for the exact amount of plant structured
uncertainty, which naturally saves controller bandwidth compared to techniques
which are suitable only for special uncertainty structures; (ii) minimal number
of iterations are needed during the design process; (iii) the uncertain plant may
be minimum-phase, or include a pure delay, and/or can be given in a tabular
form for its MTF; (iv) the closed loop specifications to be achieved are given for
the individual elements of the closed loop MTF, and at each frequency, rather
than by all encompassing norms of matrix transfer functions.
The basic idea is to break the design process down into a series of stages,
each stage of which is a simplified SISO or MISO feedback problem. Thus
the MIMO feedback problem is transformed into the loop shaping problem
of a nominal transfer function under constraints, named bounds - a procedure
which is supported by the QFT Matlab Toolbox. Each one of the closed loop
specifications discussed in this chapter is transformed into the form of bounds
whose intersections are the constraints on the nominal loop transmission to
be shaped at each of the sequential design stages. A solution to the original
problem is simply a combination of the solutions of all the stages.
In this chapter we saw how to design controllers for MIMO uncertain plants
to achieve closed loop specifications of the following kind: disturbance rejec-
tion, margins at both plant input and plant output, optimization of non-diagonal
controllers for non-square plants, and minimum-phase elements of the comple-
mentary sensitivity matrix transfer function.
Sensitivity reduction limitations and tradeoffs among the elements of closed
loop MIMO systems, for NMP plants with the same number of or more inputs
than outputs, was discussed. It was shown that the achievable sensitivity
reduction via feedback is possible for non-minimum phase M1MO plants for
which the number of inputs is at least as large as the number of outputs. If r
rows of the plant form an NMP transfer matrix, then the achievable reduction
of the sensitivity gains of one or more of the corresponding rows of the full
closed loop transfer matrix is limited. The sensitivity reduction constraint is
quantified with the help of the achievable cross-over frequency of a specially
constructed S1SO transfer function which includes the right-half-plane zeros
and poles of the rth row NMP transfer matrix. How much this cross-over
frequency depends on the gain and phase margin of this SISO transfer function
can be evaluated as described in Chapter 3.

There is a great deal of interest in robust synthesis techniques for MIMO
feedback systems. The first QFT papers were by Horowitz 1979b and Horowitz
and Loecher 1981 who used the Schauder fixed point theorem to prove that a
successful implementation of the design process lead to a stable design which
satisfied the closed loop specifications.
The first QFT robustness technique to achieve closed loop performance
on each of the plant outputs separately by sequential QFT SISO design was
presented by Horowitz 1982a. Sidi and Rosenbaum 1983 presented a robust
technique which used a diagonal controller and emphasized the loop gain at
each plant input when all other loops are closed. Section 2. expanded upon the
work of Yaniv and Horowitz 1986 and Yaniv and Chait 1992 and section 3.
upon the work of Yaniv 1992; section 4. is an elaboration of the results of
Yaniv 1995a, while section 6. extends the technique presented by Yaniv 1988
and section 8. presents in detail the results of Horowitz et al 1986. Conditions
under which the proposed MIMO technique can achieve any desired closed
loop performance are given in Yaniv 1991.
A comprehensive study of a QFT application to flight control, with many
references to an MSc. thesis, carried out at the USA Air Force Institute of
Technology (AFIT) at Dayton, Ohio was presented by Houpis et. al. (1994),
and in a special issue of the Journal of Robust and Nonlinear Control (1997).
It is well known that the benefits of feedback for SISO NMP systems are
limited. If the plant is also unstable and the RHP poles and zeros are in close
proximity, it is not possible to achieve robustness using a fixed LTI controller.
For example, if P (s) = k (s - 1) / s(s - 2) the uncertainty of k must be less
than 6dB, see Horowitz 1979a. Clearly, if the gain uncertainty is limited then
the open loop distance from the -1 point is also limited. This forces highly
under-damped closed loop behavior. But this is not the case for MIMO systems,
unless the directions of the RHP poles and zeros are the same (the direction of a
zero and of a pole are respectively the eigenvectors of the polynomial matrices
Nand D, for which the plant is D- 1 N). The way to achieve robustness for
MIMO feedback systems with close RHP poles and zeros is by using a singular
controller; see Walk et at. 1984 and Horowitz 1986.
The benefits of using internal plant variables for robustness are well known.
Horowitz 1982b showed how to use these internal variables for purposes of
robustness design. The use of internal variables in a cascaded form appeared
in Horowitz et at. (1985) and Horowitz and Yaniv (1985).
Other papers of interest are by Yaniv and Schwartz 1991, who showed how
to eliminate internal conditionally stable loops in a MIMO feedback system;
Mayne 1979, Leithead and O'Reilly 1992 and O'Reilly and Leithead 1991,
who also used the sequential loop shaping concept to design MIMO systems;
and Nwokah et al 1990, who developed some Existence Conditions for the
successful application of the QFT design process. Franchek Herman and
Nwokah 1997, presented a straightforward QFT extension to design a fully
populated controller matrix. It differs from the approach of Yaniv 1995b
who split the controller into two parts: a weighting matrix, W, and diagonal
controller, G. The QFT technique for MIMO systems was also recommended
for gain-scheduling, (Boje 1990).
The sensitivity limitation issue was extensively dealt with in the litera-
ture. Notable examples for SISO feedback systems include: Sidi (1976) and
Horowitz and Sidi (1978) who presented an optimal robust synthesis technique
to design a feedback controller for an uncertain NMP plant to achieve a given
closed loop performance. Their synthesis technique provided the designer with
insight into the tradeoffs between closed loop performance and bandwidth,
and also defined an implicit criterion for determining whether a solution ex-
ists. Sidi (1980) developed a criterion to estimate the maximum bandwidth
of a sampled plant for given gain and phase margin. He assumed open loop
of the ideal Bode characteristics form and used asymptotic approximations.
Horowitz and Liau (1984) extended this technique to stable plants with sev-
eral RHP zeros. They showed how to achieve a large open loop for several
frequency ranges, although there will always be some frequency ranges which
are determined by the RHP zeros, and in which the open loop must be less
than OdB. This well known fact was proven by Francis and Zames (1984) and
by Freudenberg and Looze (1985) who showed that, for NMP plants, a small
sensitivity in one frequency range forces a large sensitivity in the complemen-
tary range. Freudenberg and Looze (1985, 1987) developed several constraints
on the closed loop sensitivity of NMP and/or unstable plants in the form of
weighted integrals of the sensitivity on a log scale for all frequencies or on a
frequency range where the open loop is much less than 1. Middleton (1991)
used their results to provide a bandwidth limitation on NMP and/or unstable
plants. The MIMO case is quite different from the SISO case: Cheng and
Desoer (1980) showed that the RHP transmission zeros of a MIMO plant are
also transmission zeros of the plant output in any closed loop stable structure.
Horowitz et al (1986) were the first to discuss the sensitivity of each element
of the sensitivity transfer function of a MIMO plant. They showed that the
MIMO quantitative feedback theory (QFT) design method can be applied to
NMP plants where the cost is poor sensitivity of at least one row of the ele-
ments of the sensitivity transfer function, which can be chosen by the designer.
This possibility of moving the RHP zeros to a specific output was discussed by
Skogestad and Postlethwaite (1996, ch 6.5). Zhang and Freudenberg (1990)
explicitly showed the limitations of NMP plants in the LTR procedure. Qiu and
Davison (1993) developed performance limitations of NMP MIMO systems

measured by a "cheap" quadratic functional. Their main result is a quantitative
measure for the degree of difficulty in solving the servomechanism problem
for NMP systems which is of the order of I: 1/ Ai, where Ai are the RHP zeros
of the plant. Gomez and Goodwin (1996) presented integral constraints for
sensitivity of unstable or non-minimum-phase MIMO feedback systems and
their results give insight into the sensitivity tradeoffs and the cost of decou-
pIing in multi variable design. Their results, as most results mentioned above,
are integral constrains on the sensitivity or complementary sensitivity on a log
scale.
II
NONLINEAR SYSTEMS
Chapter 5
SYNTHESIS OF LTI CONTROLLERS FOR

NONLINEAR SISO PLANTS
Most physical systems are characterized by uncertain nonlinear models,

which pose a problem for feedback synthesis. It is thus natural to use a
linearized approximation of the system. The local linearization method, is of
course, very attractive, because it replaces the nonlinear uncertain plant by a
set of uncertain LTI plants, for which the design of feedback controllers has
already been solved, for example via the techniques presented in Chapter 2.
These techniques can be applied to systems which can be locally linearized,
while operating within the vicinity of its operating point or with its operating
point changing slowly.
In this chapter we present a synthesis technique for the design of an LTI
controller and precommand, for an uncertain plant, in order to achieve closed
loop specifications on a finite or infinite time interval. Two types of problems
are considered: (i) Tracking with given initial conditions; and (ii) zeroing the
plant output for non-zero initial conditions. The addition of disturbances to
each of these problems is a trivial extension.
The proposed techniques are based on the Schauder fixed point theorem,
developed by Horowitz and presented in several papers (a survey can be found
in Horowitz 1991); and the Homotopic invariance technique, suggested by
Barnard (1993) which is a natural extension of Horowitz's technique and is
now the preferred method.
1. SYNTHESIS FOR TRACKING SPECIFICATIONS

The feedback system under consideration is schematically depicted in Fig. 5.1
and mathematically described by the equations
y Nu, u = G(Fr - y)
247

where Fr, u, yare signals, G a LTI controller and N a nonlinear operator
N = N(u, y(O), ... , y(n-l) (0), t)
which maps L2 x R .. R x R+ into L 2. The problem of interest is how to
Fr + u+i.c. y
-
-
... G -
... N -
+i.c.
~
Figure 5.1. A nonlinear SISO feedback system, +i.c. means: including initial conditions
design the controller, G, and the tracking command, Fr, in such a way that the
plant output, y, will satisfy given specifications, that is it will be a member of
a specified set {y}. For example, {y} consists of all the continuous functions,
bounded above and below, on a given time interval, by given time functions.
The reason for using the notation Fr for the command is that, in general, it is
presented and designed as a simple command r (for example a step) on which
the prefilter, F (s), operates. Formally the problem is stated as:
PROBLEM 5.1 Consider the system shown in Fig. 5.1 where N is a SISO
nonlinear plant, known to be any member in {N}, and {y} a set of permitted
output responses. The initial conditions on yare also given. Design Fr and
G such that the plant output y E {y} for all N E {N}.
The design process presented here replaces the set {N} with an LTI set of
plants and disturbances {P, d} to which a feedback problem is defined whose
solution, G and Fr, is also a solution to problem 5.1. This idea was proposed
by Horowitz (1991). It is based on the following lemma:
LEMMA 5.1 Consider the following mapping on the set {y}
PN,yGFr + y~,y + dN,y

<l> (y) (5.1)
1 +PN,yG
y Nu = PN,yU + y~,y + dN,y' (5.2)
That is, for each y calculate u by y = Nu and use equation (5.2) to pick an
LTI plant PN,y and a signal dN,y (y~,y is uniquely determined as the response
of PN,y to the initial conditions), then calculate <l> (y) via equation (5.1). If the
mapping <l> has a fixed point in {y} for each N E {N}, then G and Fr is a
solution to problem 5. I.
Synthesis of LTl Controllers For Nonlinear SISO Plants 249
REMARK 5.1 Lemma 5.1 includes the following assumptions: for all y E
{y}, there exists a unique U such that y(t) = N( u, y(O), ... , y(n-l) (0), t), and
G and (1 + PN,yG)-l E RHoo.
The motivation for this lemma goes along the following lines: It is a well-
known fact that any signal at any node of a feedback system is a fixed point,
for example in our system of
N(G(Fr - y)) = y. (5.3)
Because the controller G and Fr appears in the argument of the nonlinear map
N, it would be an intractable problem to adjust G and Fr so that the fixed point
lies in the set {y}. Therefore, the nonlinear map is approximated by a linear
map P and the error is considered as a disturbance d, viz.
Nu = PN,yU + y~,y + dN,y,

which when substituted in equation (5.3) gives
PN,y(G(Fr - y)) + y~,y + dN,y = y.

Now it appears that y is a fixed point of the map described by equation (5.1),
for which adjusting G and Fr so that y is a fixed point in {y} is supposed to
be an easier problem.
ASSUMPTION 5.1 The number of initial conditions, n, is dictated by the
condition that the LTl equation y = PN,yU has a unique solution, thus n
equals the number of poles of PN,y.
Proof: Denote the fixed point by y, then
PN,yG Fr + Yky + dN,y

y (5.4)
1 +PN,yG
y Nu = PN,yU + yky + dN,y' (5.5)
From equation (5.4)
y = PN,y (G(Fr - y)) + y~,y + dN,y (5.6)
and since PN,y is a TF where the initial conditions on yare given, there exists
a unique signal, G(Fr - y), which solves it, and which by equation (5.5) is u,
thus
y = Nu, u = G(Fr - y). (5.7)
This means that y is the output of the system defined in Fig. 5.1. By the
assumption accompanying the lemma, y E {y}, hence G and Fr is a solution
to problem 5.1.0
Based on lemma 5.1, a design process for problem 5.1 is:

1. For each N E {N} and y E {y} choose PN,y and dN,y such that equa-
tion (5.2) is satisfied (Yky is uniquely determined by PN,y and the initial
conditions), then
2. design G and Fr such that the mapping has a fixed point in {y}.
The advantage of this procedure is that at the second step we are dealing with an
uncertain LTI plant for which there exist good design techniques. This proposed
method raises the following two questions: (i) how to choose the pairs PN,y,
dN,y, this will depend on the nonlinear plant N and its output y (guidelines are
given in section 1.2); and (ii) how to ensure that (y) has a fixed point in {y}.
We shall propose two approaches with the important property that each design
process results in an LTI controller for an LTI plant in order to achieve closed
loop specifications. The first approach was derived by Horowitz and uses the
Schauder fixed point theorem, and the second uses a fixed point theorem based
on the notion of Homotopic invariance, as suggested by Barnard (1993). The
latter approach is more efficient than the former because: (i) it can be applied to
a larger set of outputs {y} (no need for convexity); (ii) the computational effort
is reduced; and most important (iii) a lower bandwidth solution is possible.
1.1 THE SCHAUDER TECHNIQUE

This technique is based on the following lemma known as the Schauder
fixed point theorem, taken from Zeidler (1986, p. 56, corollary 2.13). Fig. 5.2
describes the conditions for the applicability of Lemma 5.2.
LEMMA 5.2 Suppose that {y} is a compact and convex set in a Banach space,
and W is a continuous mapping from {y} into itself; then W has a fixed point
in {y}.
We can then conclude the following:
CONCLUSION 5.1 If{y} is a compact and convex set in a Banach space,
and G and Fr are such that , defined by equations (5.1,5.2), is a continuous
mappingfrom {y} intoitselfforallN E {N}, thenG andFr solve problem 5.1.
The condition that {y} should be convex and compact in a Banach space is
not too restrictive because it includes two types of sets which are commonly
used for plant output specifications. The first set is defined by signals, y(t),
for which there exist Laplace transforms, y(s), in a 'sleeve' around a nominal
signal yo(t) which is truncated in the time domain to the interval [0, Tj, and
whose Laplace Transform is Yo (s ). That is,
{y} = {y(t) Ily(jw) - yo(jw) I :::; e(w), t E [0, T]}. (5.8)
Synthesis of LTI Controllers For Nonlinear SISO Plants 251
\If: {y}~ {y}
Convex and
compact set {y }
in a Banach space
Figure 5.2. Conditions for the applicability of lemma 5.2 (Schauder fixed point theorem).
lJ1 : {y} -t {y} is a continuous mapping from the set {y} into itself.
A proof that this set is compact in the L2 norm and convex is given in Ap-
pendix A. The second set of signals is based on the Ascoli-Arzela theorem
(Banks 1970) applied to the space of continuous functions on finite intervals.
This theorem states that a family of uniformly bounded and equicontinuous
functions is compact in the sup norm. Thus any equicontinuous set of the
following form is both convex and compact:
{y} = {y(t)j a(t) ::::; y(t) ::::; b(t), tl ::::; t ::::; t2}. (5.9)
In summary, the design process consists of the following three steps:

1. Check if the output set {y} is convex and compact; if not, replace it by a
subset which is convex and compact.
2. For each N E {N} and y E {y} use equation (5.2) to choose the LTI plant
PN,y, the initial conditions response y~,y, and disturbance dN,y such that <P
is continuous on {y}.
3. Design G and Fr such that <P maps {y} into itself, by equation (5.1), that
is,
PNyG y~y + dN,y

1 P
+ N,y G
Fr + 1 'P G E {y}; 'r/y E {y}, N E {N}.
+ N,y
(5.10)
REMARK 5.2 Since the set {N} may not be finite and {y} uncountable,
dense enough finite subsets should be chosen for the calculation of all pairs,
PN,y, dN,y, which are required for the 3rd design step. This unavoidable
shortcut is necessary whenever calculations are to be performed. It is assumed
that the nonlinear plant is continuous in the sense that it supports this shortcut.
We distinguish between two cases: where T is finite and where T is infinite.
Infinite time: In this case, the 3rd step reduces to the following two DOF
LTI problem where PN,y is replaced by P and y}Y,y + dN,y by d (the initial
condition response is merged into the disturbance).
PROBLEM 5.2 Consider the system shown in Fig. 5.3, where P and dare
an LTI plant and disturbance respectively which belong to a given set {P, d};
Yo (s) is a nominal TF and e (w) a specification function. Design the controller,
G, and command, Fr, such that for all pairs in {P, d},'
the plant output, y, is bounded by
Iy(jw) - yo(jw)1 < e(w). (5.11)
Fr + u y
G p
Figure 5.3. The LTI feedback system which replaces the nonlinear system
The main task in solving problem 5.2 is to calculate the bounds on G(jw),
which are, by equation (5.1), the solution to the following inequality (Fr is
assumed known)
PGFr+d I
1 + PG - yo(jw) < e(w); VP,d E {P,d}.
I (5.12)
A recommended procedure for solving inequality (5.12) is the following:

Choose an 'average case' (denote it by Po, do), and pick Fr so that it zeros
out the left side of inequality (5.12), Explicitly
(1 + PoG)yO - do Yo - do
Fr = PoG = Yo + PoG (5.13)
for which inequality (5.12) reduces to
(Yo - do)P/ Po + (d - YO) I < e(w) 'iP dE {P d} (5.14)

I l+PG '" ,
use equation (5.14) to calculate bounds on G(jw) (the QFT Matlab

toolbox can be used); finally
design a controller, G (s ), which satisfies these bounds and calculate Fr
from equation (5.13).
Finite time: Here d(t), u and y(t) are known only on the interval [0, T]. In
order to use the same design procedure as for T = 00, an artificial extension
of d, u and y to the time interval [T, (0) is needed. Alternatively to find a
TF, P, and d such that y is very close to Pu + d. To simplify the following
suggestion we assume dN,y(t) = 0. A good criterion is to find a rational TF
approximation for P whose response to u(t) is as close as possible to y(t) on
[0, T]. A recommended extension was given by Golubev and Horowitz (1982).
They showed how to find such a rational polynomial, whose output deviation
from the desired time function y(t), on [0, T] is the minimum in weighted L2
norm of all possible extensions, for a given number of poles and zeros. The
important properties of this extension are: (i) it is in a rational polynomial form
for which the number of poles and zeros are given a-priori; (ii) the optimal
extension for a given number of poles and zeros is unique; (iii) in the limit
where the order of the rational polynomial goes to 00, the error of the extension
on the interval [0, T] reduces to zero; (iv) a-priori information about the signal
to approximate, in particular its asymptotic behavior at infinity or zero can
be inserted into the model; and (v) an efficient algorithm based on the linear-
quadratic process exists. The algorithm is described in Chapter 7. For the P, d
and y which are replaced by their rational polynomial equivalents, the design
process will be the same as for the case T = 00.
Note that the process of finding a rational polynomial equivalent for all
y E {y} is not needed if the output set {y} is defined in the frequency domain,
for example in the form of equation (5.8) where T = 00. Extension for all {y},
however, is necessary for calculating dN,y and PN,y.
1.2 GUIDELINES FOR THE CHOICE OF PN,y, dN,y

AND THEORETICAL LIMITATIONS
1.2.1 HOW TO CHOOSE THE PAIRS PN,y, dN,y
One of the main concerns in choosing the pairs PN,y, dN,y, is to guarantee
frequencies) while keeping dN,y small, especially near t =

that the uncertainty of the set {PN,y} will not be too large (especially at high
(equivalently
near s = (0). Otherwise it will not be possible to design feedback around
the uncertain plant {PN,y} and/or the bandwidth of the loop transmission will
be too high. Thus {PN,y} which do not depend at all or barely depend on Y
and small dN,y are preferred. For LTI plants this is automatically the case, i.e,
the plant is not a function of its input or output. When PN,y is chosen, it is
important to adhere to this property, especially at high frequencies, because
high frequency uncertainty is strongly linked to the bandwidth of the solution.
The case where all of the initial conditions are zero is treated first, while the
case of non-zero initial conditions is covered in section 2 .. Let
00 00
u(t) = L unt n , y(t) = L Ym tm

n=k m=k+e
be the Taylor series expansions around zero, of the plant input U and its output
Y respectively. The term Uk is the first non-zero coefficient in the Taylor series
expansion of u(t) while the term Yk+e represents the first non-zero coefficient
in the Taylor series expansion of y( t). For LTI plants, the parameters c, e in the
following expression are fixed for any choice of input-output pairs u, Y
y(s) 8-+00 Yk+e (k + e)! 1 c

P(s) - - -----+ - - - - -
u(s) Uk k! se - Se'
Moreover, there exists a radius of convergence R such that
Pu(s)
P(s) = - (-) =
u s
L k;
00
k=O s
Ck
lsi> R
where the Ck do not depend on u. Hence, if the nonlinear plant, N, possesses

this property, that is, there exist a fixed e and a constant c( u) -::J 0 (note that
c(u) may depend on u) such that for all Y E {y}
Nu(s) = c(u)
u(s) se
+ f= ck(u);
sk
lsi> R (5.15)
k=e+1
then it is recommended is to choose PN,y with an e excess of poles over zeros
and a disturbance dN,y which tends to zero more quickly than PN,yU around
t = O. The uncertainty in c( u) will contribute to the uncertainty of the set
{PN,y}' If the first n coefficients C1, ... , Cn in equation (5.15) do not depend
on u for any Y E {y}, then it is recommended choosing a PN,y whose first
m :::; n coefficients in the Taylor series expansion of y, at s = 00, are fixed.
The choice of m is a design tradeoff which depends on the specific plant and
the set {y}. In fact this process is the same as choosing an LTI approximation
around t = O.
REMARK 5.3 Since the design technique proposed here replaces the nonlin-
ear plant by an LTI plant with a disturbance, the necessary conditions for the
existence of a solution for LTl systems are also applicable here. Hence all c( u)
must have the same sign for all y E {y}, unless feedback near w = 0 can be
less than OdB, (see Yaniv 1988 appendix 81).
Example: All initial conditions are zero and the nonlinear plant is
Its first order approximation around t = 0, for U = Un t n + o( t n ), is y (t)

unt n+1j(n + 1). Hence as s -7 00
un(n + I)! sn+l 1

, e = 1;
sn+2(n + 1) unn! s
PN -7 -Un
- t n+l PN Un
U -7 - - - - -
n!
,y
U
n +1 =}
,y sn+2 n + 1
and dN,y ex t 3n +3 , hence
d ~ 3n + 4.
There is considerable freedom in the choice of the pairs PN,y, dN,y because
they are not uniquely defined by equation (5.2). Guidelines for a preferred
choice are: (i) PN,y should be minimum-phase if possible; (ii) the plant un-
certainty should be as small as possible without increasing the disturbance too
much - a very important region lies close to t = 0 where dN,y must approach
zero more quickly than PN,yU; (iii) the gain sign of all plants should be fixed
for all y E {y} and N E {N}; (iv) the simple choice of dN,y = 0 is recom-
mended provided the set {PN,y} is not too uncertain; and (iv) the choice of a
PN,y which doesn't depend on y simplifies the design process if the set {dN,y}
doesn't include members with large magnitude and doesn't violate (ii).
The extension of the design technique to finding G, Frl, ... , Fr m such that
the plant output for the command Fri will be within a specified set {Y}i is
natural and is as follows:
1. Implement steps 1,2 described in 'summary ofthe design process' following

conclusion 5.1 for i = 1, ... , m;
2. use inequality (5.14) to calculate bounds on G (Po, do may depend on i);

3. intersect all bounds for i = 1, ... , m and then design an adequate G;
4. use equation (5.13) to calculate Fri for i = 1, ... , m.
An essential condition such that the resulting G and Fr constitute a solution
to the nonlinear problem is that the mapping be continuous on {y}. This will
occur if the choice of the pairs PN,y) dN,y are continuous functions of y. This
clearly depends on the continuity properties of all N E {N}, a fact which is
summarized for sets {y} in the Hilbert space L 2 , in the lemma which follows.
LEMMA 5.3 For a given N E {N}, <1> is a continuous mapping from {y}
E L2 -+ L2 ifforany converging sequence Ym -+ Yo in {y}: (i) PN,y converges
to PNyo; (ii) dN,y converges to d NyO ; and (iii) GFr and (1 + PN,yG)-l E Hoo
for all y E {y}.
Proof: Trivial from equation (5.1).D
Condition (i) of lemma 5.3 can be replaced by: for any converging sequence
Ym -+ Yo in {y}
Continuity of PN,y in the above sense can be achieved if, for example, PN,y
is a TF of a differential equation whose order does not depend on y and its
coefficient converges to that of PNyO as Ym -+ Yo. Moreover, condition (ii) can
be dropped if the nonlinear equation y = N u is continuous in the sense that
Um -+ Uo where Yo = Nuo
1.2.2 SOME THEORETICAL LIMITATIONS

The 3rd step, see equation (5.10), should be carefully implemented. If
the output set {y} is of the form defined by equation (5.8), for T = 00,
it reduces to a MISO feedback synthesis problem around an LTI uncertain
plant which must achieve closed loop specifications, similar to those solved in
Chapter 3. There is, however, one very important difference in that the closed
loop specifications must be satisfied for all frequencies, unlike the situation for
LTI plants, where the specifications can be ignored above a given frequency
Who This is a major difference between the design of feedback for an LTI
plant and a nonlinear plant. For LTI plants we could sacrifice closed loop
specifications at high frequencies and thus save bandwidth. For nonlinear
systems, the condition that the appropriate mapping be from the specified set
into itself must be obeyed. Thus for frequency domain specs of the form of
inequality (5.8), the high frequencies specifications must also be satisfied. This
condition poses a limitation on the design technique which will be explained
below. At very high frequencies, GPN,y tends to zero, thus the mapping <1>,
defined by equations (5.1,5.2), can be approximated by
<1>(y) ~ PN,yGFr + y~,y + dN,y)

y Nu = PN,yU + yky + dN,y.
This implies that for output sets of the form defined by equation (5.8), there
exist G, Fr and R > 0 such that for w > R
IPN,yGFr + y~,y + dN,y - yo(jw)1 < e(w); Vy E {y}, N E {N}.

For zero initial conditions, this explicitly means that if the output set {y} has a
Taylor series expansion around t = 0 (or equivalently around s = (0) with the
following tolerance
[kl,k2W () [k 1 ,k2]
y (t ) ---+ ; Y s ---+ -=--------:-....:.
e(e-1).2.1 se+!
and if PN,y and dN,y can be chosen such that their Taylor series expansions
around s = 00 are
p
sP'
then the condition reduces to the following: there exist G and Fr whose first
terms in their respective Taylor series expansions around s = 00 are
G---+GI/sa, Fr---+rI/s b ; a+b+p=e+1

such that
Clearly if the first term of the Taylor series expansion of PN,y around s = 00 is
fixed or has a small uncertainty, this condition can be satisfied. For example, let
the first order Taylor series expansion of the chosen parameters for a nonlinear
plant be
2 d
PN,y ---+ s2' dN,y ---+ s3
while the first order Taylor series term of the tolerances are
{} [1,2]
y ---+ - 3 - '
s
then any G Fr whose first term of the Taylor series expansion is in the range
[0.5,1]
GF r ---+ - --
s
will be appropriate. If the initial conditions on yare not zero, then the condition
is that there must not be a contradiction between the initial conditions and the
set {y} which implies that at t = 0
y~,y(O) E {y(O)}; Vy E {y}, N E {N}.

1.3 THE HOMOTOPIC INVARIANCE TECHNIQUE

In the Schauder technique, a pair PN,y, dN,y is calculated for each y E {y},
while Barnard (1993) proposed restricting the calculations to the boundary of
{y}, thus reducing the computational effort. Furthermore, as will be shown,
the set of acceptable outputs may not be convex. The basic idea is that when
a mapping <Po with a fixed point in an open set {y} deforms continuously into
<PI, then the fixed point is also continuous; and if it never crosses the boundary
of {y}, <PI also has a fixed point in {y}. Hence it will be enough to replace the
mapping <P defined by equations (5.1,5.2) by
'l1 = <Po + A(<P - <Po)
where <Po is a simple mapping, for which we know that there exists a fixed
point, and to check that 'l1 does not have a fixed point on the boundary of
{y} for A E [0,1]. An example of a simple mapping is one which maps each
y E {y} to the same element, Yo, that is
<po{y) = Yo, 't/y E {y},
clearly Yo is its single fixed point. Under appropriate conditions, 'l1 will have
a fixed point which is "locked" into {y} for all A, especially for A = 1 where
'l1 = <P. Fig. 5.4 describes the conditions for the applicability of lemma 5.4
which supports this idea.
<1>: { y }---- { y }
<1>0: {y }---- {y } YoC -0)

Open bounded set { Y }
with compact closure
in a Banach space
Figure 5.4. Conditions for the applicability of lemma 5.4 (Homotopic invariance technique).
<P : {y} -+ {y} and <Po : {y} -+ {y} are continuous mappings from the set {y} into itself.
The mapping W = <Po + A( <P - <Po) must not have fixed points on the boundary of {y} for all
A E [1,0]
Synthesis of LT! Controllers For Nonlinear SISO Plants 259
LEMMA 5.4 Suppose

1. {y} is an open bounded subset of a Banach space B with closure {y} and
boundary 8{y};
2. the mapping <Po + A<P: {y} x [0,1] ---+ B is compact (continuous and maps
bounded sets into sets whose closure is compact) and has no fixed points on
8{y}, i.e,
w(y, A) = <po(y) + A<P(y) # y V(y, A) E 8{y} x [0,1]
and <Po has a fixed point index i(<po, {y}) # 0;
then the mapping W(y, 1) has a fixed point in {y}.
The proof is based on the Leray-Schauder fixed-point theorem (see Definition
12.3(A4) and theorem 12B in Zeidler 1986, p. 542)
i(<Po, {y}) = i(W(y, 1), {y})

where i is the fixed point index. Since according to our assumptions
i(W(y, 1), {y}) # 0,

by definition 12.3(A2), W(y, 1) has a fixed point in {y}.
As a consequence, the following design procedure is proposed for the solu-

tion of problem 5.1:
1. Check that {y} is an open bounded set whose closure is compact; then for
each y E 8{y} select by equation (5.2) PN,y, dN,y so that PN,y and dN,y
are continuous on {y} as a function of y (YN,y is uniquely determined by
PN,y and the initial conditions); then
2. design Fr and G such that
PN,yGFr + Yky + dN,y )

W(y, A) = Yo + A ( 1+ P G - Yo tI. 8{y};
N,y
VA E [0,1], y E 8{y}. (5.16)
where Yo is selected from {y}.
The design of Fr and G for specifications of the form of inequality (5.8) is an

LTI disturbance rejection problem based on the following lemma:
LEMMA 5.5 Consider the mapping, <P, defined by equations (5.1,5.2) where
the set {y} is of the form defined by inequality (5.8) when T = 00. Suppose
that the conditions of lemma 5.4 are satisfied, then has a fixed point in {y}
if(i)
Fr _ (1 + PoG)yO - do _ Yo - do
(5.17)
- Po G - Yo + Po G
where Yo is defined in equation (5.8) and Po, do are arbitrarily chosen from
{PN,y, y~,y + dN,y}; and (ii) G is such thatfor all y E &{y} and N E {N}
(YO - dO)PN,y/PO + y~y + dN,y - Yo ()

, <ew. (5.18)
1 + PN,yG
Proof: Since the mapping W defined by equation (5.16) has the fixed point Yo
for)' = 0 which is in {y}, and also satisfies the conditions of lemma 5.4, it is
enough to show that it has no fixed point on &{y}. This will be true if for all
y E &{y}
PN,yG Fr + y~,y + y~,y + dN,y

Iw(y,).) - yol ). 1 + P N,y G - Yo
(Yo - dO)PN,y/ Po + y~,y + dN,y - Yo I < e ()

< w.D
1 + PN,yG
REMARK 5.4 Since for a strictly proper G, Fr in equation (5.17) may not be
strictly proper, it is suggested introducing the tracking command into the plant
input rather than into the controller input. In this case the input will be G Fr.
Based on lemma 5.5, a proposed design procedure is as follows:
1. Choose a nominal plant and plant output, say No and Yo;
2. denote Po = P NOYO and do = y~OYO + dNoyo;

3. design G so that inequality (5.18) is satisfied for all y E &{y}andN E {N}.
4. Fr will then be calculated from equation (5.17).
CONCLUSION 5.2 For specifications of the form of inequality (5.11) It lS
enough to calculate PN,y and dN,yfor elements of {y} on its boundary, that is,
only for y E &{y}, and a single element in {y} for Po, do
REMARK 5.5 When all the initial conditions are zero and y(O) = 0 for all
y E {y} (a reasonable choice of {y} at t = 0), the boundary of the set {y} is
the set itself. It is so because all of its members touch the boundary at t = O.
Hence the only advantage of using the Homotopic technique for zero initial
conditions is that the convexity condition of {y} is not required. Therefore the
Homotopic technique is especially superior to the Schauder technique if the
initial conditions are not zero and/or for the design of LTV controllers as in
Chapter 6.
1.4 AN EXAMPLE
Solve problem 5.1 for the following uncertain nonlinear plant and closed
loop specifications:
The nonlinear plant and its uncertainty are defined by (u and yare the plant's
input and output, respectively):
if + ay3 = bu; a E [1,2], bE [1,2]. (5.19)
The closed loop specifications: For all N E {N}, the plant output Yr (8) should
satisfy the following inequality
0.95 1 1 1 < IYr(Jw)1

. r-.-. 3+ 3 1
< 11.05
1r-.- .
JW JW + JW JW
where r = 0.25,0.5,0.75, 1. That is, the desired output should be a step

response which is passed through a TF whose Bode plot lies between two
first order TF's with poles at -3 and -1, respectively, and gains of 1.05 for
the pole at -3 and 0.95 for the pole at -1. In order to transform the closed
loop specifications to the form of equation (5.11), we shall choose the average
between the above two TF's for YO(8), that is, Yo = sd~2). Similarly e(w) will
be chosen to be half of the difference between the above two TF's, that is, the
specifications will be (for a given r)
Iy - 8(82: 2) 1 < e(w) = ~ {11.05 8(83: 3) 1-1 0 .95 8(8 ~ 1) I} (5.20)
A Bode plot of these specs and their translation to the time domain is shown
in Fig. 5.5. The time domain equivalence is the envelope of all first order
responses to a step input whose bode plots satisfy the closed loop specs.
1.4.1 IMPLEMENTATION OF THE DESIGN PROCEDURE - A

FOUR-STEP PROCESS

1. Translation of the nonlinear plant into an equivalent linear plant with the
disturbance dN,y = at the plant's output according to equation (5.2). The
disturbance dN,y = was chosen and for a large set of plant outputs of the
form
r c
k---; r = 0.25,0.5,0.75,1, 1 < c < 3, 0.95::; k::; 1.05
88 + C
whose time response is kr(1 - e- ct ), equation (5.19) gives
co-domain specs on e/r

O.---~--~~~~~----~~~~~~~--~--~~
-10
-20
!g -30
-40
-50
log (co)
_60L---~~~~~~L---~~~~~~L---~--~
10-1 10 10 1
Time domain specs on y/r
0.5 1.5 2 2.5 3 3.5 4 4.5 5

sec
Figure 5.5. Specs in the time and frequency domains
Hence
krc
P N,y () ~ ~ (5.21)
S =
krc
s+c
+ a{kr)3 (1
S- s+c
3+ s+2c
3
-
1
s+3c
) b.
The templates for r = 0.25,0.5,0.75,1 at several frequencies are shown in

Fig. 5.6.
2. Prefilter design - the prefilter is defined by equation (5.13). Po is calculated
from equation (5.21) for c = 2, r = 1, b = l.5, a = l.5 and k = 1, and it
is:
l.5s 2 + 158 + 36
Po r = 0.25
83 + 108 2 + 248 + 2.25 '
l.58 2 + 15s + 36 = 05
Po
83 + 1082 + 248 + 9.0' r .
l.58 + 158 + 36
2
Po r = 0.75
8 + 108 2 + 248 + 20.25 '
3
Plant for (0=0.1 Plant for (0=0.5

30
20 10
co
'0 10
o
0
-10 -10~'~~~~~~~~~
-100 Plant for (0=1 0 -1 00 Plant for (0=2 0
.. .. .. ..
-10~~'~'~'~"~'~"~'.~.~~~~~.~
-10
-100 Plant for (0=3 0 -100 Plant for (0=5 0
5
~-~~.~ ......
-100 o -100 o
deg deg
Figure 5.6. Templates for the plant PN,y(S) of equation (5.21) drawn on Nichols charts as a
function of frequency w
1.58 2 + 158 + 36
Po = = 1.0
83 + 108 2 + 248 + 36.0' r
If Fr is introduced at the plant input, then
Yo
Fr = GyO + Po' (5.22)
3. Design - bounds are calculated via equation (5.14) where e(w) is given in
equation (5.20). Fig. 5.7 presents the bounds and loop transmission, where
the controller G (8) is:
G(8) _ 548 + 80
- (8 + 12)(8 + 0.29)
4. The prefilter will then be calculated from equation (5.22).
Time domain simulations which validate closed loop stability are presented in
Fig. 5.8, which also include the addition of 0.1rms white noise (introduced at
50
40
B O.!).
30
20
OJ 10
"0
-20
-~B70 -240 -210 -180 -150 -120 -90 -60 -30 o

deg
Figure 5.7. Loop transmission and its bounds
the plant input) to test the design for noisy sensors. The results are encouraging.
Also shown in the figure are the time responses of the maximum and minimum
TF's which define the closed loop specifications in time domain, i.e., Ymax =
1.05(1 - e- 3t ) and Ymin = 0.95(1 - e- t ).
2. SYNTHESIS FOR ZEROING THE PLANT OUTPUT

The feedback system under consideration is depicted by Fig. 5.9 and de-
scribed mathematically by the equations
Y Nu, u = G(-y);
Y(i) (0) -- y' i -,
~,
- 0 ... , n - l',
where u, yare input and output signals respectively, G a controller, N a

nonlinear operator
N = N(u, y(O), ... , y(n-l) (0), u(O), ... , u(m-l) (0), t)
which maps L2 x R R x R+ into L 2, and y(i)(O) and u(i)(O) are nand m

initial conditions of y and u and their derivatives, respectively (the number of
for r=0.25 for r=0.50

0.3 0.6
_0.2
-
0.4
::J
0..
::J
0 0 .1 r" 0.2
/
0 0
0 1 2 3 4 5 0 1 2 3 4 5
for r=0.75 for r=1.0
0.8 --.:......--..:..--~--
- - -- 1
-
-::J
%0.4
0.6
0.5
0
0.2
00 0
1 2 3 4 5 0 1 2 3 4 5
sec sec
Figure 5.8. Simulation - output y for different r values (including O.1rms white noise at the
plant input), all must lie between the spec curves (dashed lines)
initial conditions, n, are determined later by assumption 5.2). The problem
.. I G U+i.~ 1 N ..
+i.c.
y
I
of interest is how to design the controller, G, in such a way that the plant
output, y, will tend to zero as quickly as specified, i.e., it will be a member
of a specified set {y}. For example, {y} includes all the continuous functions
bounded between two time functions which satisfy the initial conditions on y
and go to zero. (See for example Fig. 5.10). Formally the problem may be
stated as:
time
Figure 5.10. Specified maximum and minimum values for the plant output
PROBLEM 5.3 Consider the system shown in Fig. 5.9 where N is a nonlinear
SISO plant known to be any member in {N}, and {y} a set of permitted output
responses. The initial conditions on y up to its nth derivative are also given.
Design G such that the plant output y E {y} for all N E {N}.
The design process presented here replaces the set { N} with an LTI set of plants
and disturbances {P, d} to which a feedback problem is defined whose solution,
G, is also a solution to problem 5.3. This idea is based on the following lemma
which is similar to lemma 5.1.
y~,y + dN,y (5.23)

(y)
1 + PN,yG'
y N U = PN,yU + y~,y + dN,y (5.24)
with the initial conditions
y(i) (0) = Yi, i = 0, ... , n - 1. (5.25)
That is, for each y calculate Ufrom y = N U and use equation (5.24) to pick an
LTI plant PN,y and a signal dN,y (yky is uniquely determined as the response
of PN,y to the initial conditions), and then calculate (y) from equation (5.23).
If the mapping has a fixed point in {y} for each N E {N}, then G is a
solution to problem 5.3.
ASSUMPTION 5.2 The number of initial conditions, n, is dictated by the

condition that the LTI equation y = PN,yU has a unique solution. Thus n is
the number of poles of PN,y'
YN,y + dN,y
y (5.26)
1 + PN,yG'
y (5.27)
y = PN,y (G(-y)) + y}y,y + dN,y

and since PN,y is a TF whose initial conditions on yare given, there exists a
unique signal, G( -y), which solves it and which by equation (5.27) is u. Thus
y=Nu, u=G(-y)
and the initial conditions on y as given in equation (5.25) are satisfied. This
means that y is the output of the system defined in Fig. 5.9. On the basis of as-
sumption accompanying the lemma, y E {y}, G is a solution to problem 5.3.D
Based on lemma 5.6, a design procedure for problem 5.3 is:

1. for each N E {N} and y E {y} choose PN,y and dN,y such that equa-
tion (5.24) is satisfied (y}y,y is uniquely determined by PN,y and the initial
conditions ),
2. design G so that the mapping has a fixed point in {y}.

The advantage of this procedure is that at the second step we are dealing with
an uncertain LTI plant for which there exist good design techniques. This
proposed method raises the following two questions: (i) how to choose the
pairs PN,y, dN,y, which will depend on the nonlinear plant N and its output
y (guidelines are given in section 2.2); and (ii) how to ensure that (y) has
a fixed point in {y}. We shall propose two approaches with the important
property that each design process results in an LTI controller for an LTI plant in
order to achieve closed loop specifications. The first approach was proposed by
Horowitz and uses the Schauder fixed point theorem, while the second is more
efficient and uses a fixed point theorem based on the Homotopic invariance
theorem, exactly as in section 2 ..

This technique is based on the Schauder fixed point theorem (see lemma 5.2),
from which the following conclusion may be drawn:
CONCLUSION 5.3 If {y} is a compact and convex set in a Banach space, and
G is such that , defined by equations (5.23,5.24), is a continuous mapping
from {y} into itselffor all N E {N}, then G is a solution to problem 5.3.
not restrictive because it includes any equicontinuous uniformly bounded time
functions of the form:
{v} = {y(t)1 a(t) ::; y(t) ::; b(t), tl ::; t::; t2}. (5.28)
Clearly this set is convex, while compactness in the sup norm may be proven
by application of the Ascoli-Arzela theorem (Banks 1970). Moreover, since
we want to zero the output y, the above set can be extended to the time interval
[0,(0) by using b( t) which converges uniformly to 0 as t ---t 00. Another
example is based on inequality (5.8) where Yo = 0, that is, a set of the form
{v} = {y(t) Ily(jw)1 ::; e(w), t E [0, T]} (5.29)
where there exist E > 0 and a constant K such that, (y(s) is the Laplace trans-
form of a signal generated by a TF E Hoo n H 2 ), ly(s)1 ::; K for Teal(s) < E,
and ly(jw)1 ::; max(K, K/w). The proof is given in Appendix A. Note that the
real function e(w) is an upper limit on the maximum deviation of any y E {y}
from zero.
In summary, the design process consists of the following three steps:
l. Check that the output set {y} is convex and compact. If it is not, replace it
by a subset which is convex and compact.
2. For each N E {N} and y E {y} use equation (5.24) to choose the LTI plant
PN,y and disturbance dN,y (yky is uniquely determined by PN,y and the
initial conditions), such that they are continuous functions of y.
3. Design G so that maps {y} into itself, by equation (5.23) this means that
YNy+dN,y
1 ~ PN G E {V}; 'Vy E {V}, N E {N}. (5.30)
,y
REMARK 5.6 Since the set {N} may not be finite and {y} uncountable, dense
enough finite subsets should be chosen for the calculation of all PN,y, dN,y
which are required for the 3rd design step. This unavoidable shortcut is
necessary whenever calculations are to be performed.
Infinite time: For this case, the 3rd step reduces to the following single DOF
LTI problem.
PROBLEM 5.4 Consider the system shown in Fig. 5.11 where PN,y and dN,y
are an LTI plant and disturbance respectively which belong to a given set
{PN,y, dN,y} with initial conditions of the form
y(i)(O) = Yi, i = 0, ... ,n - 1 (5.31 )
and a specification Junction e(w). Design the controller, G, such that for all
pairs in {PN,y,dN,y}
the system is stable, and
the plant output, y, is bounded by
ly(jw)1 < e(w). (5.32)
d N,y
u y
G P,.,y
Figure 5.11. The LTI feedback equivalent system which replaces the nonlinear system
A major task in the solution of problem 5.4 is to calculate the bounds on G,

which is a solution to the following inequality:
(5.33)
Calculating these bounds is made easier with the aid of the Matlab QFT
toolbox which includes an M.file for this purpose (for details see Chapter 3).
Finite time: Here dN,y(t), u(t) and y(t) are assumed to be known only on
the interval [0, Tj, In order to use the same design process given for T = 00,
an artificial extension of dN,y and y to the time interval [T,oo) is needed.
Alternatively to find a TF, P, and d such that y is very close to Pu + d. To
simplify the following suggestion we assume dN,y(t) = 0. A good criterion is
to find a rational TF approximation for P whose response to u(t) is as close as
possible to y(t) on [0, Tj. A recommended extension was given by Golubev
and Horowitz (1982). They showed how to find such a rational polynomial,
whose deviation from the desired time function on [0, T] is the minimum in
weighted L2 norm of all possible extensions, for a given number of poles and
zeros. The important properties of this extension are: (i) it is in a rational
polynomial form for which the number of poles and zeros are given a-priori;
(ii) the optimal extension for a given number of poles and zeros is unique;
(iii) in the limit where the order of the rational polynomial goes to 00, the error
of the extension on the interval [0, T] reduces to zero; (iv) a-priori information
about the signal to approximate, in particular its asymptotic behavior at infinity
or zero, can be inserted into the model; and (v) an efficient algorithm based
on the linear-quadratic process exists. The algorithm is described in Chapter 7
section 4.. For the dN,y, PN,y and y replaced by their rational polynomial
equivalents, the design process will be the same as for the case T = 00.
Note that the process of finding polynomila extension for all y E {y} is not
necessary if the output set {y} is defined in the frequency domain, for example
in the form of equation (5.29) where T = 00, but is necessary for calculating
dN,y and PN,y.

AND THEORETICAL LIMITATIONS
2.2.1 HOW TO CHOOSE THE PAIRS PN,y, dN,y
One of the main concerns in choosing the pairs PN,y, dN,y is to guarantee
that the uncertainty of the set {PN,y} will not be too large (especially at high
frequencies). Otherwise it will not be possible to design feedback for the
uncertain plant {PN,y} and/or the bandwidth of the loop transmission will be
too high. Thus, PN,y which does not or barely depends on y, is preferred.
Clearly, if N is an LTI plant, then PN,y and y~,y do not depend on y, and
dN,y = 0. This preferable property leads to the desired structure of PN,y, given
in section 1., provided that the initial conditions are all zero. For non-zero
initial conditions, the same property can be observed as the response of the
change of Pu due to a change in u, i.e., say Yl, Y2 are responses of the LTI
plant P to the two inputs Ul, U2 for the same initial conditions, then
At high frequencies this property leads to the following result: Let

00
2: untn
n=k
00
2: Yn tn +e
n=k+e
Synthesis of LTf Controllers For Nonlinear SISO Plants 271
be Taylor series expansions around zero for the plant inputs '/1,1 - '/1,2 and its
associated outputs Y1 - Y2. The parameters c, e are fixed in the following
expression, for any choice of '/1,1, '/1,2, that is:
P(s) = yds) - Y2(S) s~ Yk(k + e)! ;'/1,kk! ~ ~
'/1,1(S)-'/1,2(S) sk+e+1 sk+1 se
Moreover, there exists a radius of convergence R such that
P(s) = P('/1,l -
'/1,1 -
'/1,2)
'/1,2
= f Ck, lsi> R
k sk
where the Ck do not depend on '/1,1, '/1,2. It is thus reasonable to try and preserve
this property as much as possible when PN,y and dN,y are chosen via equa-
tion (5.2). If the nonlinear plant N has this property, that is, there exists a fixed
e and a constant c('/1,) (note that C may depend on '/1, and the initial conditions)
such that for all Y E {y}
N'/1,l(S) - N'/1,2(S) = c('/1,)

'/1,1(S)-'/1,2(S) se
+ f Ck. lsi> R
k=e+1sk' ,
(5.34)
then it is recommended to choose a PN,y with an e excess of poles over zeros,

and with gain c( '/1,). Note that if c( '/1,) is not fixed, it contributes to the uncertainty
of {PN,y}. If the first n coefficients C1, ... , Cn of equation (5.34) do not depend
on '/1, for any Y E {y}, then it is recommended choosing PN,y whose first m :S n
coefficients in its Taylor series expansion around s = 00 are fixed. The choice
of m is a design tradeoff which depends on the specific problem plant and set
{y}.
REMARK 5.7 See remark 5.3.
Another approach is based on the same property, i.e., that the initial conditions
response of a LTI plant does not depend on the input. The following example
uses this property to find PN,y, y}Y,y and dN,y = o.
Example 1: The plant is
and the initial conditions are y(O) = Yo. Using the notation Y = Yu + Yi where
Yu is the response due to '/1, and Yi is due to the initial conditions
..
Yu + Yi + Yu3 + 32 3 2
YuYi + YuYi + Yi
3
= '/1,. (5.35)
Since the response to the initial conditions which does not depend on '/1, is
Yi + yr,
we shall choose Yi (t) such that
'Vi + yr = 0, Yi(O) = Yo =} Yi(t) = Yoh/ l + 2tY6

for which equation (5.35) reduces to
Yu + Y~ + 3Y~Yi + 3YuYT = u. (5.36)
Yu and u around t =
The next step is to find PN,y. One approach is by Taylor series expansions of
which for Yu = Yntn + o(tn) leads to a u(t) of the
form u(t) = nYntn-l and dN,y = o(tn). Hence PN,y and dN,y will satisfy the
following as 8 ---7 00
ynn! 8n 1
PN,y ---7 , and
8 Ml nYn(n - I)! 8
a
dN,y ---7 d 2: n + 2.
8 d'
Thus, the chosen plant is PN,y = 1/8, and the sum of the response to initial
conditions and the disturbance are calculated by
1 .
Y = Nu = -U+YNy
S
+d Ny . l. '
Another choice for the LTI plant is based on the observation that near t = 0,
y~ and y~ can be neglected in equation (5.36), which then reduces it to an LTI
system, and hence
1
PN =
+ 3y[ (0)'
---,0:--
,y 8
Again using Taylor series expansions of Yu and u around t = 0, it can be shown

that the dN,y obtained is lower than that obtained from the first approach.
Example 2: Taken from Horowitz (1981). The plant is
Y + 3Ay2y - By = u
and the initial conditions are Y(O) = Yo and u(O) = 0. Using the notation
Y = Yu + Yi, Yu is the response due to u while Yi is the response due to the
initial conditions Y(O) = Yo.
(5.37)
The response to the initial condition is chosen as the part which doesn't depend
on y, hence
BYi(O)
.
Yi
2 .
+ 3AYi Yi - BYi = 0, Yi(O) = Yo * .
Yi(O) = 1 + 3AY6 (5.38)
and for this choice of Yi equation (5.37) reduces to
Yn + 3A(y~ + 2YuYi)(Yu + Yi) + 3AYTYu - Byu = u.

The next step is to neglect products of Yu which do not appear linearly and thus
we have (Yi (0) is calculated from equation (5.38
1
PN - ~--~,,--~~~--~~~--~
,y - (1 + 3AY6 + 6AB/(1 + 3AY6))s - B'
The disturbance model dN,y is the remaining signal such that
1
y = Nu = (1 + 3AY6 + 6AB/(1 + 3AY6))s u + Yi + dN,y'
Other guidelines for preferable choices are: (i) PN,y should be minimum-
phase if possible; (ii) the plant uncertainty should be as small as possible
without increasing to much the change in the disturbance due to a change in the
input. An important region is close to t = 0 where a change in dN,y due to a
change in u is better if it tends to zero more quickly than the change in PN,yU;
(iii) the gain sign of all plants should be fixed for all Y E {y} and N E {N};
(iv) the simple choice of a dN,y which is not a function of y is recommended
provided that the set {PN,y} is not too uncertain; and (iv) the choice of a PN,y
which doesn't depend on y may be adequate if the set {dN,y + yjy,y} doesn't
include members with large magnitude and doesn't violate guideline (ii).
The extension of the design technique to the search for a controller, G, with
a set of initial conditions, such that the plant output will be within a specified
set, is as follows:
1. Implement steps 1,2 described in 'summary of the design process' following
conclusion 5.3 for each one of the initial conditions with its attached set of
acceptable outputs;
2. calculate bounds on G for each set separately; then
3. intersect all bounds and design an adequate controller, G.
An essential condition for the resulting G to be a solution to the nonlinear
problem is that the mapping be continuous on {y} for each N E {N}. This
will occur if the choice of the pairs PN,y, dN,y are continuous functions of y,
which clearly depends on the continuity properties of all N E {N}. This is
summarized for sets {y} in the Hilbert space L2 by lemma 5.3.
Another very important guideline results from equation (5.33) for which
there must be a range of frequencies where 11 + PN,yGI < 1. Within within
this range of frequencies
IdN,y + yjy,yl < ke(w); VdN,y,PN,y E {dN,y,PN,y}
for some k < 1. Thus, an essential condition is that e(w) be large enough. At
the high frequencies where IPN,yGI 1, if dN,y can be ignored, we can make
the following approximation:
IYkr,yl ~ IYo/wl < e(w); VPN,y E {PN,y}.
2.2.2 SOME THEORETICAL LIMITATIONS

The 3rd step in the above procedure is the main design step. If the output
set {y} is of the form defined by equation (5.29) for T = 00, the problem
becomes a feedback synthesis problem for an LTI uncertain plant which must
achieve closed loop specifications. The technique is similar to that solved
by the Matlab QFT toolbox, but with one very important difference - the
closed loop specifications must be satisfied for all frequencies, and not simply
up to a chosen Wh (which depends on the specs) as for the LTI plant design.
This is a major difference between the design of feedback for an LTI plant and
a nonlinear plant. For LTI plants, we could sacrifice closed loop specifications
at high frequencies and thus save bandwidth. For nonlinear operators, we must
obey the condition that the appropriate mapping will be from the specified set
into itself, as a result for specifications in the frequency domain of the form
of inequality (5.29), the high frequency specifications must also be satisfied.
This condition poses a limitation on the design technique which will now be
explained. At high frequencies G PN,y tends to zero, and thus the mapping, P,
defined by equations (5.23,5.24) can be approximated by
p(y) ~ ykr,y + dN,y,

y Nu = PN,yU + ykr,y + dN,y
where the initial conditions are given by equation (5.25). This imposes the
condition, for output sets of the form defined by equation (5.29), that there
exist an R > 0 such that for w > R
Iykr,y + dN,yl < e(w); Vy E {y}r, N E {N}

This means that if (i) the output set {y} has a Taylor series expansion around
t= 0 (or equivalently around s = (0) with the following tolerance (uncertainty)
{y(t)} -t [YIO,Y20] + [Yll,Y2dt
{y(s)} -t [YIO,Y20]/S + [Yll,Y21]/s2,
and (ii) PN,y and dN,y are chosen such that the Taylor series expansion around
s = 00 of (dN,y + ykr,y) has the tolerance (uncertainty)
{ykr,y + dN,y} -t [d lO , d20 ]/ s + [d ll , d21 ]/ s2;

then a necessary condition such that the mapping P is into {y} is
dlO > YIO and d20 < Y20


U sing the Schauder technique, a pair PN,y, d N,y has to be calculated for each
y E {y}. Barnard (1993) suggested restricting the calculations to the boundary
of {y} and thereby reducing the computational effort. Furthermore, as will be
shown, the set of acceptable outputs may not be convex. The basic idea is,
qualitatively, that when a mapping CPo with a fixed point in an open set {y}
deforms continuously into CP, then the fixed point is also continuous, and if it
never crosses the boundary of {y}, cP also has a fixed point in {y}. therefore it
will be enough to replace the mapping cP defined by equations (5.23,5.24) by
w= CPo + A{CP - cpo)
where CPo is a simple mapping for which we know that there exists a fixed
point, and check that W does not have a fixed point on the boundary of {y} for
all A E [0,1]. Under appropriate conditions, W will have a fixed point which
is "locked" into {y} for all A, especially for A = 1 where W = CP. Fig. 5.4
describes the conditions for the applicability of lemma 5.4 which supports this
idea. As a consequence, the following design procedure is proposed for the
solution of problem 5.3:
1. Check that {y} is an open bounded set whose closure is compact. Then for
each y E 8{y}, select a pair PN,y, dN,y which satisfy equations (5.23,5.24)
and the initial conditions of equation (5.25), such that PN,y and dN,y are
continuous functions of y.
2. Design G such that
y}y y + dN,y )
w(y, A) Yo +A( 1 ~ P G - Yo
N,y
5t 8{y};
VA E [0,1]' y E 8{y}. (5.39)
where Yo is a chosen member of {y} and y}y,y is the output of PN,y due to
its initial conditions.
The design of G for specifications of the form of inequality (5.29) is an LTI
disturbance rejection problem based on the following lemma:
LEMMA 5.7 Consider the mapping cP defined by equations (5.23,5.24) where
the set {y} is of the form defined by inequality (5.29) when T = 00. Assuming
that the conditions of lemma 5.4 are satisfied, then cP has a fixed point in {y}
if G is such that for all y E 8{y} and N E {N}
YiN,y + d N,y ()
(5.40)
1 + PN,yG <e w .
Proof: Since the mapping \if defined by equation (5.39) has the fixed point
Yo = 0 for .\ = 0 which is in {y}, and also satisfies the conditions of lemma 5.4,
it is enough to show that it has no fixed point on 8{y}. This will be true if for
all y E 8{y}
l\if(y, .\)1 = .\ Iy~,y + dN,y I s Iy}Y,y + dN,y I < e(w).D

1 + PN,yG 1 + PN,yG
From lemma 5.7, we postulate the following design procedure for G: (i) find
bounds on G to satisfy inequality (5.40) for all y E 8{y} and N E {N}, and
then (ii) design a controller, G, which satisfies these bounds.
CONCLUSION 5.4 For specifications of the form of inequality (5.29) it is
enough to calculate PN,y and dN,y for elements of {y} on its boundary, i.e.,
only for y E 8{y}.
2.4 AN EXAMPLE
Solve problem 5.3 for the following uncertain nonlinear plant and closed
loop specifications.
The plant, initial conditions and the uncertainty are defined by (u and yare
the plant'S input and output, respectively)
y + ay3 = bu, y(O) = Yo = 1; a E [1,5]' bE [1,2]. (5.41)
The closed loop specifications: For all N E {N}, the plant output y (s) should
satisfy the following inequality
+ 5I
IYr(jw)1 < e(w) = Ijw1.1 (5.42)
which means that the output will be bounded by a TF whose Bode plot is below
a first order TF with pole at -5 and gain of 1.1.
2.4.1 IMPLEMENTATION OF THE DESIGN PROCEDURE - A

TWO-STEP PROCESS
1. Translation of the nonlinear plant into a linear plant with a disturbance at
the plant output, equation (5.27). The chosen plant and the response due to
the initial conditions are:
b 2 Yo
PN = . YN = ------",-
,y s+3aY5' ,y s+3ay5'
For a given y, equation (5.41) results in u and dN,y respectively of the form:
y + ay3
u =
b
25
15
-5
-15
-25
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
Figure 5.12. Loop transmission and bounds on Lo = G (s )Po where Po = s! 1
bu Yo
dN,y Y-
s + 3aY6 s + 3aY6
y + ay3 Yo
= y- (5.43)
s + 3aY6 s + 3aY6
2. Calculate bounds via equation (5.33) where e(w) is given by equation (5.42)
and then design a controller. Fig. 5.12 presents the resulting loop transmis-
sion and its bounds. At high frequencies the bounds were relaxed by
replacing e(w) in equation (5.33) to e(w)J1 + w2 /100). The resulting
controller is
G(s) = 167
s + 20.1
Time domain simulations, which confirm that the closed loop satisfies the
specifications as translated into the time domain, are given in Fig. 5.13. The
time domain simulation of the TF l.1 / (s + 5), which defines e( w), is also
represented on the figure by the x symbol. All time domain simulations are
0.8
0.6
>-
0.4
0.2
-0.2
0 0.1 0.2 0.3 0.4 0.5 0.6
sec
Figure 5.13. Simulation: Output y for i.c. y(O) = 1 - the x symbol signifies the specification
e (w) as translated into the time domain
bounded by or close to this time function. The reason why the time domain
specs are not quite satisfied near t = 0 is because the high frequency bounds
where relaxed as described above. This relaxation at high frequencies may not
succeed, but it is definitely worth a try because success means that a narrow
bandwidth solution is available.
3. APPENDIX A
The set defined by equation (5.8) is compact if there exist E > 0 and a
constant K such that
1. ly(s)l::; K, forreal(s) < E, and
2. ly(jw)l::; max(K, K/w).
where y ( s) denotes the Laplace transform of a signal in E H 00 n H 2. Note that
the real function e( w) bounds the maximum deviation of any y E {y} from the
nominal member Yo (s ).
Proof that the set is compact: If not, there exists a sequence, yl, 10 {y},
subsequences ni, mi -t 00 and an EO > 0 such that II y~i - y!n i 112> EO. Since
ly(jw)1 ::; Klw, there exist WI such that for all i
Hence
(5.44)
Since the set {y} is uniformly bounded on a domain which includes the
closed RHP, its derivative is bounded near the imaginary line, for example
in IReal(z)1 < El/2 by
ly'(zo)1 = I~
21rJ
r (zy(z)dz
Jc - zO)2
I
< 2K
E1
where C is a circle of radius E1 /2 around Zo. Therefore, there exists a domain,

D, which includes the interval [-jw1,jw1J and an E2 on which
sup IY;i - y~i I 2:: E2 (5.45)

D
The uniformly bounded sequence, {y;J, is not a Cauchy sequence in Hoo(D).

Now a bounded set of analytic functions is a normal family in the maximum
norm (Montel's theorem which states that the class of analytic functions which
are regular and uniformly bounded in a domain is a normal family, Nehari,
1952, p.143). This set is compact by Theorem 12 in Ahlfors (1979, p. 221)
with respect to the following norm on D.
where Dk is an exhaustion of D by an increasing family of compact subsets (For

example Dk consists of all points in D at distance 2:: 11k from its boundary).
Now because we are dealing with a uniformly bounded set,{yz}, whose mem-
bers derivatives is uniformly bounded on the closure of D (no badly behaved
functions on aD), there exists a non-zero constant Q such that
Q . max If (z) - 9 (z ) I ::; d (f, g),

zED
hence the set {Yl} has a converging sequence on D in the maximum norm,
which contradicts equation (5.45). Therefore our original assumption is wrong
and our set is compact in L2 norm. Now Since the Fourier transform and
restriction in time domain preserve compactness, {y} is also compact where
T < 00 D.
4. SUMMARY
A synthesis technique for designing an LTI controller and precommand, for
an uncertain nonlinear plant, in order to meet closed loop specifications on a
finite or infinite time interval, was presented. Two types of problems were
considered: (i) tracking with given initial conditions; and (ii) zeroing the plant
output for non-zero initial conditions. The addition of an external disturbance
to each of the problems considered is possible. The techniques presented were
based on the Schauder fixed point theorem or a fixed point theorem based on a
Homotopic invariance technique. Design guidelines and necessary conditions
for a successful application of the techniques were given.

There exist several methods for the design of LTI controllers around uncer-
tain nonlinear plants, among which are adaptive control, the nonlinear inverse
dynamic technique (Lane and Stengel 1988, Adams and Banda 1993), and
the nonlinear plant cancellation design (Horowitz 1981) which has much in
common with the inverse dynamic method. The latter approach is based on
pre-multiplying the system by the inverse of a nominal plant, which may be
a member of the uncertain plant set. A suitable choice of this pre-multiplier
will give an overall plant which suffers from less uncertainty and is closer to
being LTI in a certain sense. The integrated system may still be uncertain and
nonlinear. A wide ranging overview of analytical tools and design techniques,
classical and new, can be found in Slotine and Li (1991). Some practical ideas
can be found in Friedland (1996).
The techniques presented here for the design of controllers for nonlinear
plants was originated by Isaac Horowitz who has published many papers on the
subject (for a survey paper with many references see Horowitz 1991). A few
papers worthy of mention are: Horowitz (1975,1976) for time varying plants;
Horowitz (1981a) for plants which exhibit NMP behavior; Horowitz (1981b)
for a nonlinear pre-controller to reduce the overall plant uncertainty and reduce
control effort; and Horowitz (1981c,1982) for a treatment of non-zero initial
conditions. In Horowitz (1983), a special treatment for a saturating nonlinearity
was presented. Oldak et aZ. (1992) discussed special methods for backlash
type nonlinearities. Banos et a1. (1997) proposed a theoretically based method
for discretization of the output specification set. Some applications appeared
in Rober et al. (1997), Kang et al. (1995), Farsi and Saddique (1991), Bossert
et al. (1990), Bentley (1992) and Boje (1990).
QFT has been extended to Distributed Systems, where outputs Yi are func-
tions of m + 1 independent variables, i.e., of t, xl, ... Xm (for example m=3 is
space dimensions) and the specifications are functions of the Xi'S as well as of
t. See Kelemen, Kannai & Horowitz (1990).
Chapter 6
SYNTHESIS OF LTV CONTROLLERS FOR

NONLINEAR SISO PLANTS
In Chapter 5, we saw how to design an LTI controller for an uncertain

nonlinear plant, based on the assumption that the nonlinear plant equation,
y = N u, can be replaced by an LTI uncertain plant with disturbance, that is, a
plant in the form of y = PN,yU + dN,y. Essential conditions for a successful
application of the technique are that the uncertainty of PN,y be limited such
that there exists an LTI controller which stabilizes it and that dN,y be small
enough. These conditions restrict the sets of nonlinear plants to which the
proposed design procedure can be applied. From a qualitatively point of view,
we can say that if the nonlinear plant deviates too much from an LTI plant then
the existence of a solution is questionable. Clearly, since the deviation of a
nonlinear plant from an LTI plant is much less on a finite time interval than for
all t 2:: 0, the chosen LTI plant and disturbance set { PN,y, d N,y} can be updated
along the system trajectory, i.e, on progressively increasing time intervals. The
result will be a piecewise LTI controller, the structure of which may not be fixed
on the different time intervals. This "Scheduling" idea is well-known, see for
example Becker and Packard, (1994). In summary, the design technique is as
follows: first, choose time intervals where the plant can be well approximated
by an LTI plant; then design an LTI controller for each time interval, where
the initial conditions of the current time interval are the final conditions of the
prevIOUS one.
1. STATEMENT OF THE PROBLEM

The feedback system of interest is schematically depicted by Fig. 6.1 and
mathematically described by the equations
y Nu + d, u = G(Fr - y);
y(i) (0) Yi, i = 0, ... , n - 1 (6.1)
281

where Fr, u, y, d are signals, G a controller, N a nonlinear operator

N = N(u, y(O), ... , y(n-l) (0), t)
which maps L2 x R .. R x R+ into L 2 , where Yi are n initial conditions of y
and its derivatives, respectively. The problem under study is how to design a
Fr + u+i.c. y
G N
+i.c.
piecewise LTI controller, G, and a tracking command, Fr, such that the plant
output, y, will satisfy given specifications, that is, it will be a member of a
specified set {y}. For example, {y} is all the continuous functions, bounded
above and below, on a given time interval, by given time functions. For LTI
plants, where N in equation (6.1) is an LTI plant, it is customary to characterize
the following 3 different cases:
1. A tracking problem, where d = 0 and the initial conditions are all zero.
2. Zeroing the plant output, where Fr = 0 and the disturbance, d, mayor may
not be zero.
3. A tracking problem with non-zero initial conditions and the disturbance, d,
mayor may not be zero.
A design method which finds a precommand, Fr, and an LTI controller, G,
so that the plant output will satisfy closed loop specifications was given in
Chapter 5. Here we show how to design a piecewise LTI controller, and
achieve the desired closed loop specifications with less control effort (and all
the difficulties associated with too wide a bandwidth controller). Formally, the
problem considered here is the following:
SISO plant known to be any member in {N}; d is a disturbance known to
be any member in {d}; and {y} is a set of permitted output responses. The
initial conditions on y up to its nth derivative are also given. 1 Design the
1 It is assumed that this problem is well posed in the sense that there exists a Banach space in which all the
signals and operators of equation (6.1) are defined. The usual example is the Hilbert space L~ (see Rudin
1987). For T = oo,(infinite horizon problem) L2 is the appropriate Hilbert space.
Synthesis of LTV Controllers for Nonlinear SISO Plants 283
command Fr and an LTV controller, G, such that the plant output y E {y} for
all N E {N}.
REMARK 6.1 In problem 6. I the set {y} can be represented as a union of sets
{yh, i=l, ... , n, withdifferentprecommands, Fr,foreachi. Thecontrollermay
depend on the set {y h, but the design procedure presented here (if successfully
implemented) can produce a controller which does not depend on the sets {y h.
2. THE DESIGN PROCEDURE

The idea is to divide the problem defined on the time interval [0, Tl into
k successive problems defined on [Ti- 1 , Til, i = 1, ... , k where To = 0 and
Tk = T. If T = 00 then the final interval is [Tk-l,oo). For each time
slice, a problem similar to problem 6.1 is posed whose initial conditions are
the final conditions of the system on the previous one. The solution to the
overall problem will be the LTV controller constructed from the LTI controllers
designed for each time slice. A design procedure for each time interval was
introduced in Chapter 5. Two techniques were presented, one which relied on
the Schauder fixed point theorem and the other based on a fixed point theorem
related to the Homotopic Invariance Principle. The following is a "recipe" for
the proposed design procedure.
1. Choose the time slices [Ti-l, Til, i = 1, ... , k. For guidelines on their choice
see section 2.1. Choose a dense enough finite subset from {y} and from
{N} on which calculations will be performed (see remark 5.6). Repeat the
following steps on each time slice.
2. Check that {y h, the acceptable output set on the ith time interval, is either
compact for the Homotopic invariance technique or compact and convex for
the Schauder technique. If not, replace it by a subset with these properties.
3. Design Fri and Gi such that the plant output satisfies the closed loop
specifications, this is to say that: it is a member of {y h where time is
limited to the interval [Ti- 1 , Til, and the initial conditions are those for
t = 0 if i = 1, or for t = Ti - 1 found by step 4 if i > 1. The design process
for this step is detailed in Chapter 5. Explicitly, problem 5.1 treats the case
where Fri =1= 0 and zero initial conditions or non-zero initial conditions,
while problem 5.3 deals with the zeroing of the plant output for non-zero
initial conditions.
4. Simulate the closed loop nonlinear system of Fig. 6.1 for the finite subset
chosen from {N} on the time interval [0, Til to find the final conditions on
the plant's output as well as the controller's output (to determine the initial
values for the (i + l)th interval).
The piecewise LTI controller, which is built from Fri and G i operating on the
ith time interval, where the controller initial values are the final values of the
previous time slice, is a solution to problem 6.1. Clearly, a hidden assumption
is that the design of Fri and G i has been successfully carried out for each time
slice.

AND THE TIME SLICES
The reason for using an LTV controller instead of an LTI controller is to
reduce the control effort needed to achieve the given design specifications.
A quantity related to the control effort is the bandwidth of the system. The
system bandwidth depends upon the following factors: (i) the sets {y} and
{N}; (ii) the uncertainty of the chosen set {PN,y}; and (iii) the amplitude
of the related disturbance set, {dN,y}, and the response, yN,y' to the initial
conditions.
For a subset of {y}, the uncertainty of {PN,y} is less than the uncertainty of
{PN,y} for the original set {y}, and the amplitude of {dN,y} cannot be larger
than that of the original set. This leads to a smaller bandwidth controller. On
the other hand, in order to satisfy closed loop specifications on a subset of {y},
a wider bandwidth controller is most likely needed. This conflict suggests that
there exist preferred subsets on which the design should be implemented. This
topic will not be treated here.
LTI systems which can be represented by differential equations obey the
following very important property: for an input output pair which has a Taylor
series expansion around the initial time, the input also has a Taylor series
expansion whose coefficients can be calculated recursively from the output and
the coefficients of the differential equation. For example, the system and its
Taylor series expansions are
y + aiJ + by = 'U
Y = Yo + Yli + Y2i2 + Y3 t3 + ...
'U = 'Uo + 'Uli + 'U2t2 + ... (6.2)
By substituting these Taylor series expansions into the system's equation, one
finds that the initial conditions are y(O) = Yo and Yo (0) = Yl, and the coeffi-
cients are
Y2 ('Uo - byo - aYl)/2

Y3 ('U1-2aY2- byt}/6, etc.
A large class of nonlinear operators obey this property, and one can use the
Taylor series expansion technique in order to solve a nonlinear system in the
vicinity of its initial time. An LTI plant can then be related to the nonlinear
system in such a way that the initial conditions and the first m coefficients
of both systems are the same (m depends on how much the nonlinear plant
deviates from an LTI plant). Thus, in the vicinity of the initial time, the output
of the nonlinear plant and its accompanying LTI system deviate by order o(tm).
Example 1: The nonlinear system is
y + y3 = U
which by using the notation of equation (6.2) yields
Uo = Y1 + Y5, U1 = 2Y2 + 3Y6Y1,

and therefore
Y = Yo + (uo - Y5)t + ~[U1 - 3Y6(uo - Y5)]t2 + ...

2
The candidate LTI plant accompanying the nonlinear system is
y + 3Y6Y = U
with initial conditions Yo, which has the following Taylor series expansion
Y = Yo + (uo - Y5) t +~ [u 1 - 3Y6 (uo - Y5)] t 2 + ...
Since the first two coefficients of both expansions are the same, then n = 2 and
the related LTI plant is P = 1/ (s + 3y5). Moreover, a first order approximation
for the disturbance d N,y is the difference between the forth Taylor series element
of the nonlinear and LTI plants, resulting in
dN,y(t) IX t 3 and dN,y(S) IX 1/3 4 .
Example 2: The nonlinear system is
jj + ay(by2 - 1) + ey = u.
Using the notation of equation (6.2)
Uo 2Y2 + aY1(bY6 - 1) + eyo

Ul 6Y3 + ab(2Y2Y6 + 2yoyf) - aY2 + eYl
and
Y Yo + Ylt + 1 2 2
"2(uo - eyo - aYl(byo - 1))t
+ [Ul - eYl + aY2 - ab(2Y2Y6 + 2YoynJt 3 + ...
The candidate LTI plant related to it is
ii + ay(bY5 - 1) + ey = u
with initial conditions y(O) = Yo and y(O) = YI, which obey the following
Taylor series expansion for the same input u:
Y Yo + Ylt + 1 2 2
2(uO - eyo - aYl(byo - l))t
+ [UI - eYI + aY2 - ab(2Y2Y5)]t 3 + ...
Since the first 3 coefficients of both expansions are the same and the 4th is not,
n = 3 and the accompanying LTI plant is:
p= 1
82 + a(bY5 - 1)8 +e
Moreover, a first order approximation for the disturbance d N,y is the difference
between the 4th Taylor series coefficients of the nonlinear and LTI plants and
thus near t = 0 (and 8 = 00),
dN,y(t) ex t 3 and dN,y(8) ex 1/8 4.

The above discussion can be used as a guideline for choosing the plant, PN,y,
and disturbance, dN,y, on the time slice [Ti - I , TJ How large any interval
can be and how many intervals to choose remains to be determined. The only
answer we can provide for now is qualitative and depends on the following:
(i) Ti should be such that a solution to the problem to be solved on the time
slice [Ti - I , Ti] exists; and (ii) even if a large interval can be used, but the
plant uncertainty {PN,y} is too large and/or the amplitude of the disturbance
set {dN,y} is too big, it may be better to use a smaller time slice because
uncertainty and/or large disturbances increase the solution bandwidth. These
guidelines can also be used to set up an iterative process for choosing the time
slices.
3. AN EXAMPLE
3.1 STATEMENT OF THE PROBLEM
The nonlinear plant is an uncertain Van-der-Pol plant, (suggested by Horowitz
1980 as a highly nonlinear example):
ii + Ay(By2 - 1) + Ey = Ku, (6.3)
where the initial conditions are all zero. The uncertainty is in the following
uncorrelated plant parameters:
A E [1,3], B E [1,4], E E [-2,1]' K E 31.6 [1,4]. (6.4)

For each r E [0.5,2] there exists a set of acceptable outputs {y}r
{Y}r = {y(t) E L} I ar(t) :s: y(t) :s: ;]r(t)}, (6.5)
where a(t)r and ;](t)r are defined by the following TF's:
24(8 + z)/ z ~.
z=l
(8+2)(8+3)(8+4)8'
24(8 + z)/ z ~.
z = 100. (6.6)
(8 + 2)(8 + 3)(8 +4) 8'
Fig 6.2 is a plot of aI{t) and ;]1 (t) (for r = 1), which also includes the
translation of these specifications into the frequency domain (based on the
Bode plot of their TF's; this is actually the model based technique described in
Chapter 2). The problem to be solved is the following version of problem 6.1:
t-domain specs on y/r

1.2 x x x
x x
1 x.
0.8 . l(
x
t,0.6 x
)(
0.4 . x
x
0.2
x
00 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

CD-domain specs on the closed loop TF
10
0
-10
-20
!g -30
-40
-50
-60
-70
10- 1
log (CD)
Figure 6.2. Specification on the closed loop output y and closed loop TF
PROBLEM 6.2 Consider the system shown in Fig. 6.1 where (i) N E {N}
is the plant defined by equation (6.3) and its uncertainty {N} is defined by
50 .......................... ,
40
30
20
III
"'0 10
-10
-20
-38
- 70 -240 -210 -180 -150 -120 -90
deg
Figure 6.3, Bounds and open loop for single interval design
equations (6.3,6.4); (ii) the initial conditions are all zero; and (iii) for any
r E [0.5,2], {Y}r is defined by equation (6.5). For each r E [0.5,2], design the
command Fr and an LTV controller, G, which should not depend on r, such
that the plant output Y E {y}r for all N E {N}.
Since the design must be performed on a finite number of cases of r in [0.5,2],

we deliberately choose the three cases r = 0.5,1,2.
3.2 SINGLE TIME SLICE DESIGN

First, frequency domain specifications are chosen, which will be based on
the model based technique described in Chapter 2,
Then a subset of {y}r is chosen, which is of the form:
24(8 + z)/z r
(6.7)
(8 + 2)(8 + 3)(8 + 4) 8
r=0.5
0.6
>-0.4
0.2
o 1 r=1 2 3
o 1 2 3
sec
Figure 6.4. Closed loop simulation for all extreme values of plant uncertainty - the specs are
represented by x
where z varies over 200 equally spaced values (log values) between [1,100].
The LTI plant, PN,y, for calculating the set {PN,y} is chosen as:
K
8 + A(BQ - 1)8
2 + E'
where Q = 0.1 for T = 0.5, Q = 1 for T = 1 and Q = 2.5 for T = 2.
This is a reasonable choice since, if y2 is replaced by a constant in the plant
equation (6.3), it will be an LTI plant and a reasonable choice will then be the
average of y2 within its specified values. The set {dN,y} is then calculated
and a tradeoff in choosing PN,y, via the parameter Q, is made in order to
get a low amplitude disturbance dN,y. The finite set of cases on which the
calculations of the pairs PN,y, dN,y are performed are all of the extreme values
of the parameters of the uncertain set for the three parameters T = 0.5, 1,2. We
are now ready to solve our problem with the aid of a two DOF LTI formulation.
The bounds and designed loop transmission are given in Fig. 6.3. The controller
30
20 ~--,-,--,-.-,-E3(:.:....O.__1):..-.....___
10
-10
-20
-30
-270 -240 -210 -180 -150 -120 -90
deg
Figure 6.5. Bounds and open loop for the first time slice
and prefilter are
G = 11.7(1 + 8/16) F = 7
(1 + 8/600)(1 + 8/160)' 82 + 3.88 + 7
Time domain simulations of the closed loop system for all extreme cases of plant
uncertainty are given in Fig. 6.4, which also includes the original time domain
specifications. Clearly the closed loop satisfies the time domain specifications.
3.3 THE TWO CONSECUTIVE TIME SLICES DESIGN

The first design step is to choose the time slices. For simplicity, the two time
slices chosen were [0,0.8] and [0.8,00). The reason for using Tl = 0.8 as the
separation time between the two time slices is to distinguish between small and
large output values.
3.3.1 DESIGN ON THE FIRST TIME SLICE

First, the frequency domain specifications are chosen as in the single time
slice design, except that at frequencies lower than 2, la r (jw) I is decreased and
40
30
20 - --..
"
10
II)
"'C ",'
'" f' '"

0 'I,,'
I
I
-10 i
I
-30
-270 -240 -210 -180 -150 -120 -90
deg
Figure 6.6. Bounds and open loop for the second time slice
l,Br (jw) I increased. This can be explained in two ways. The first explanation
is qualitative in that the given specifications are valid up to T = 0.8 and
therefore not sensitive to very low frequencies; the second explanation is based
on the fact that w-domain specifications were chosen which satisfy the t-domain
specifications up to T = 0.8 but have larger l,Br{w) I and smaller lar(jw)l. A
simple shortcut (which must be checked by simulations) is simply to ignore
high frequencies specifications except some margins specs. The subset of {Y}r
and the LTI plant PN,y used for calculating the set {PN,y} remain the same
as in the single time slice design. The set {dN,y} is then calculated and we
are ready to solve a two DOF LTI problem for the design of G I and Fl' The
bounds and designed loop transmission are given in Fig. 6.5. The controller
and prefilter are:
G = 2.3{1 + 8/8) F = 7
I (I + 8/132)(1 + 8/120)' I (8 2 + 3.88 + 7)'
r=0.5
0.5
>-
1 r=1 2 3
1
>-
0.5
0
0 1 r=2 2 3
3
2
>-
1
0
0 1 2 3
sec
Figure 6.7. Closed loop simulation for all extreme plant uncertainty, the specs are marked by
x
3.3.2 DESIGN ON THE SECOND TIME SLICE

Each command and N E {N} has its own initial conditions at Tl = 0.8, for
both the plant's and controller's outputs; these are determined by simulating
the system on the time interval [0,0.8]. Thus, the chosen subset of {Y}r is plant
dependent and its choice is the same as {Y}r but truncated to the time interval
[0.8,00) and modified at Tl = 0.8 to satisfy the initial conditions. The chosen
LTI transfer function PN,y for calculating the pairs PN,y, dN,y is:
K
(6.8)
82 + A(BQ - 1)8 + E'
where Q = 0.25 for r = 0.5, Q = 1 for r = 1 and Q = 4 for r = 2.
These values are simply determined by replacing y2 in the nonlinear plant
equation (6.3) by its average value on the second time slice (it will then be our
chosen LTI plant). The finite set of cases on which the calculations of the set
{PN,y, dN,y} were performed are all of the extreme values of the parameters
of the uncertain set for the three cases r = 0.5,1,2. The bounds and designed
40
35
30
25
CO
"0
20
15
10
5
10 10 1 102 10 3
log (CD)
Figure 6.8. Bode plot comparison between single time slice design controller gsingie and two
time slices design 9 first and gsecond
loop transmission are given in Fig. 6.6. The controller and prefilter are:
2.3(1 + 8/8)(8 + 2) F = 7
G 2 = (1 + 8/132)(1 + 8/120)(8 + 0.5)' 2 (8 2 + 3.88 + 7)'
Time domain simulations of the closed loop system for all extreme cases
of plant uncertainty are given in Fig. 6.7, which also includes the original
time domain specifications. Clearly the closed loop satisfies the time domain
specifications.
3.4 COMPARISONS AND DISCUSSION

Bode plots of both controllers and Bode plots of the controller design, based
on a single time slice, are shown in Fig. 6.8. The bandwidth of the LTV design
on both time slices is much lower than that of the single time interval. At high
frequencies, the gain is lower by more than 17dB, thus the superiority of the
LTV design from practical point of view is clear. The bandwidth of the single
interval design was dictated by the low frequency specs (as can be concluded
from the bounds in Fig. 6.3). For the two interval design, it was the RHP poles
of the equivalent plant, {PN,y}, which dictated the bandwidth.
4. SUMMARY
The design technique presented is a natural extension of the technique de-
scribed in Chapter 5, but is still very difficult to carry out because of the
lack of a theory and practice for efficiently choosing the uncertain plants and
disturbance. At the present time it is performed iteratively with insight and
engineering intuition. There is, however, little doubt that it is more efficient
than using robust LTI controllers as the example illustrates.
Chapter 7
SYNTHESIS OF LTI CONTROLLERS FOR

NONLINEAR MIMO PLANTS
Since most physical systems are characterized by uncertain nonlinear mod-

els, which pose a problem for feedback synthesis, it is natural to use a linearized
approximation of the system. The local linearization method is very attractive,
because it replaces the nonlinear uncertain plant by a set of uncertain LTI plants,
for which feedback design is relatively well established. This technique can
be applied to systems which can be locally linearized, or operate within the
vicinity of an operating point which is changing slowly.
In this chapter we present a synthesis technique for the design of a MIMO LTI
controller and precommand, for an uncertain nonlinear plant, in order to achieve
closed loop specifications on a finite or infinite time interval. The basic idea
is to integrate the following three techniques: (i) the MIMO design technique
for nonlinear systems suggested by Horowitz (Horowitz and Breiner 1981)
which is an extension of the nonlinear technique for SISO systems presented in
Chapter 5; (ii) the MIMO technique for LTI plants presented in Chapter 4; and
(iii) the nonlinear SISO technique based on Homotopic invariance presented
in Chapter 5. Two types of problems are considered: (i) tracking for given
zero initial conditions; and (ii) zeroing the plant output for non-zero initial
conditions. The addition of external disturbances to each of these problems is
relatively straightforward.
1. SYNTHESIS FOR TRACKING SPECIFICATIONS

The feedback system of interest is depicted in Fig. 7.1 and mathematically
described by the equations
y Nu, u = G(r - y)
295

where r, u, yare in L~Xl denoting the command, plant input and plant output
respectively; G a controller; and
N = N(u, y(O), ... , y(n-l) (0), t)
a non 1mear operator whIC h maps L nx1
2 X R nxl R nxl X R + mto L nx1
2 '
where y(O) and its derivatives are the initial conditions on y. The problem
r + e u
-
'" -'" G -... N
-.... y
, -
Figure 7.1. A nonlinear MIMO feedback system
studied here is how to design the controller, G, and the tracking command, r,
such that the plant output, y, will satisfy given specifications, that is, it will be
a member of a specified set {y}. For instance, the ith element of {y} is a set
{Yd of all the continuous functions, bounded above and below, on a given time
interval, by given time functions. An example of a two output system with zero
initial conditions is the following: denoting {y} by {[Yl, Y2V}, {Yd should
constitute all of the time functions between the curves in Fig. 7.2a, that is, close
to a step response for a first order system, and {Y2} any time function between
the curves in Fig. 7.2b, that is, bounded by a small value. The situation for
non-zero initial conditions is given in Fig. 7.2c,d.
Formally, the problem may be stated as follows (it should be borne in mind
that this is a two degrees of freedom problem, although this fact will not be
explicitly mentioned in the sequel):
n x n M1MO plant known to be any member of a known set {N}, and {y} a
set of permitted output responses. The initial conditions on yare also given.
Design the tracking command r and the LT1 controller, G, such that the plant
output y E {y} for all N E {N}.
The number of initial conditions of each element of y is most likely limited,
since for LTI systems this number is well known. If the system can be locally
linearized around t = 0, it is expected that this number will be the same as that of
the linearized plant at the initial time. The number of initial conditions needed,
depends on the design process, and is given in Lemma 7.1 and assumption 7.2.
The design process presented here is carried out by replacing the set {N}
with an LTI set of plants and disturbances {P, d} for which a feedback problem
is defined, whose solution G and r is also a solution to problem 7.1. This notion
is based on the following lemma.
Figure 7.2. Example of closed loop t-domain specifications. The plant outputs should lie in
the region between the two solid curves which signify the extremities of the specifications.

I>(y) (I + P N,yG)-l(P N,yGr + yk,y + dN,y), (7.1)
y Nu = PN,yU + yk,y + dN,y. (7.2)
That is, for a given y, calculate U by y = N u, then choose a pair P N,y, dN,y
representing an LTI plant and disturbance signal vector respectively, using
equation (7.2) (jor which yk,y is the unique output of the plant P N,y due to
the initial conditions on y), and calculate I>(y). If the mapping I> has afixed
point in {y} for each N E {N}, then G and r is a solution to problem 7. I.
The motivation for this lemma goes along the following lines: It is a well-
known fact that any signal at any node of a feedback system is a fixed point,
for example in our system of
N(G(r - y)) = y. (7.3)
Because the controller G and r appears in the argument of the nonlinear map
N, it would be an intractable problem to adjust G and r so that the fixed point
lies in the set {y}. Therefore, the nonlinear map is approximated by a linear
map P N,y and the error is considered as a disturbance dN,y, viz.
Nu = PN,yU + y~,y + dN,y,

which when substituted in equation (7.3) gives
PN,y(G(r - y)) + y~,y + dN,y = y.

N ow it appears that y is a fixed point of the map described by equation (7.1),
for which adjusting G and r so that y is a fixed point in {y} is supposed to be
an easier problem.
ASSUMPTION 7.1 Lemma 7.1 assumes the following: (i) u, rand yare in
L~Xl, (ii) G E RnxnHoo, (iii) for all y E {y} there exists a unique U such
that y(t) = N(u, y(O), ... , t), and (iv) (1 + P N,yG)-l E RnxnHoo.
ASSUMPTION 7.2 The number of initial conditions on y is dictated by the

condition that the LTl equation y = P N,y u has a unique solution, or; equiva-
lently that the response of the chosen LTl plant P N,y to the initial conditions,
i . .
YN,y' 1S unzque.
y (1 + P N,yG)-l(p N,yGr + y~,y + dN,y), (7.4)

y Nu = PN,yU + Yky + dN,y' (7.5)
Equation (7.4) yields
y = PN,y (G(r - y)) + yky + dN,y (7.6)
whose solution, G(r - y f), is u from equation (7.5) and is unique because of
assumption 7.2(iii), thus
y = Nu, U = G(r - y). (7.7)
Hence, y is the output of the system defined in Fig. 7.1. By the assumptions
accompanying the lemma y E {y}, and therefore G and r, solve problem 7.1.0
Based on Lemma 7.1, a design process for problem 7.1 is as follows:

1. For each N E {N} and y E {y} use equation (7.2) to choose P N,y and
dN,y (y~,y is uniquely determined by P N,y and the initial conditions); then
2. design G and r such that the mapping has a fixed point in {y}.
The advantage of this procedure is that it reduces the design process to that of
finding a controller, G, and a command, r, for an uncertain MIMO LTI plant
Synthesis of LTI Controllers for Nonlinear MIMO Plants 299
for which there exist good techniques, for example, the one described below
which is based on the techniques given in Chapter 4. This proposed method
raises two questions: (i) how to choose the pairs P N,y, dN,y which depend, of
course, on the nonlinear plant N and its output y (section 1.2 is devoted to this
problem), and (ii) how to guarantee that ~ (y) has a fixed point in {y}. We shall
propose two approaches with the important property that each leads to an LTI
controller for an LTI MIMO plant which achieves closed loop specifications.
The first approach is based on the Schauder fixed point theorem proposed by
Horowitz, and the second is rooted in the Homotopic invariance theorem. The
latter method is also the more efficient one because: (i) it can be applied to a
larger set of sets {y}; (ii) the computational effort is comparatively reduced;
and most important (iii) a smaller bandwidth solution results.

This technique is based on the following lemma known as the Schauder
fixed point theorem, taken from Zeidler (1986, p. 56, corollary 2.13). Fig. 5.2
describes the conditions for the applicability of Lemma 7.2.
LEMMA 7.2 Suppose that {y} is a compact and convex set in a Banach space,
and 'It is a continuous mapping from {y} into itself Then 'It has a fixed point
in {y}.
We can then conclude the following:
G and r are such that ~ is a continuous mapping from {y} into itself for all
y E {y}, then G and r solve problem 7.1.
not too restrictive because it includes two types of sets which are commonly
used for plant output specifications. The first set is defined by elements in
L~XI in a 'sleeve' around a nominal element, [y~, ... , y~jT, which are truncated
in the time domain to the interval [0, T] and whose Laplace Transforms are
[y~ (8), ... , y~ (8 )jT. That is,
{y} = {[YI, ... ,Yn]T IIYi(jW) - y?(jw) I ::; ei(w), t E [O,T]} (7.8)
where ei (w) is a real function of w which limits the maximum deviation of the
elements of any member of y E {y} from the average member yp. Appendix
A (section 3.) gives conditions such that the above set is closed convex and
compact in the Hilbert space L2 where n = 1. The extension to a direct product
of several Banach spaces is trivial. The second set of signals for {y} is based
on the Ascoli-Arzela theorem (Banks 1970) applied to the space of continuous
functions on finite intervals. This theorem states that a family of functions
unifonnly bounded and equicontinuous is compact. Thus any equicontinuous

set of the following fonn is both convex and compact
Summary of the Three Step Design Procedure
1. Check if the output set {y} is convex and compact, if not, replace it by a
2. For each N E {N} and y E {y}, use equation (7.2) to choose the MIMO
LTI plant, P N,y, and disturbance, dN,y, which must be continuous as a
function of y.
3. Design G and r such that cP is continuous and maps {y} into itself, that is
(I+PN,yG)-l(PN,yGr+y:V,y+dN,y) E {y};
Vy E {y}, N E {N}. (7.10)
REMARK 7.1 The set {N} may not be finite and {y} uncountable, there-
fore dense enough finite subsets should be chosen for calculating all pairs
P N,y, dN,y which are requiredfor the 3rd design step. This unavoidable short-
cut is necessary whenever calculations are performed. It is assumed that the
nonlinear plant is continuous in the sense that it supports this shortcut.
The 3rd step should be perfonned very carefully. If the output set {y} is of the
fonn defined by equation (7.8), it reduces to a feedback synthesis problem for
an LTI MIMO uncertain plant which must achieve closed loop specifications
- similar to those solved in Chapter 4. There is, however, one very impor-
tant difference in that the closed loop specifications must be satisfied for all
frequencies, unlike the situation for LTI plants, where the specifications can
be ignored above a given frequency Who This is a major difference between
the design of feedback for an LTI plant and a nonlinear plant. For LTI plants
we could sacrifice closed loop specifications at high frequencies and thus save
bandwidth. For nonlinear systems, the condition that the appropriate mapping
be from the specified set into itself must be obeyed. Thus for frequency domain
specifications of the fonn of inequality (7.8), the high frequency specifications
must also be satisfied. This condition poses a limitation on the design technique
which will be explained in the sequel. At very high frequencies, GP N,y tends
to zero, thus the mapping cP can be approximated by
cp(y) :::::: P N,yGr + Yky + dN,y,

y Nu = P N,yU + Y:V,y + dN,y.

This implies that for output sets of the form defined by equation (7.8), there
exist G, rand R > such that for w > R (or equivalently to such that for
t < to)
Ip N,yGr + y1v,y + dN,y - y(jw) I:s; e(w); Vy E {y}, N E {N}. (7.11)
where
the ith element of the output set {y} has an approximation around t =
equivalently around s = (0) with tolerance of the following form:

For zero initial conditions (y~,y = 0, yo) this explicitly means that: (i) if
(or
and (ii) if P N,y and dN,y can be chosen such that their Taylor series expansions
around s = 00 are
then the condition of equation (7.11) reduces to the following: there exists a
matrix, G, and a vector, r, which are the first terms in the respective Taylor
series expansions around s = 00 of G and r. That is
r
r---+ b ; a+b+p=e+l
s
such that the ith element of the following vector
{ PGr + [d 1 , ... ,dnV ifd = e + 1

PGr Wd>e+l
is in the interval [k i1 , kd for all y E {y} and N E {N}. Clearly if the first
term of the Taylor series expansion of P N,y around s = 00 is fixed or has small
uncertainty, this condition can be satisfied. This observation was also used by
Yaniv (1995) to design non-diagonal controllers.
Example: The parameters chosen for the first order Taylor series expansion
of a 2 x 2 nonlinear plant are:
Similarly, the first order Taylor series terms of the tolerances are:
1
y-+- [Yl] E1
- [ 1, 2 ]
83 Y2 83 1,2
The appropriate first term of the Taylor series expansion of Gr is:
If the initial conditions on yare not zero, then a condition that poses limitation
on the design technique is that there must not be a contradiction between the
initial conditions and the set {y}, which implies that,
yky(O) + dN,y(O) E {y(O)}; Vy E {y}, N E {N}.
The main difficulty in the design is to guarantee that the mapping <P should
be from {y} into itself for any N E {N}. This implies that the closed loop
specifications must be satisfied at all frequencies (for {y} defined in frequency
domain), as opposed to the LTI case where all of the closed loop specifications,
except for the margin specifications, can be ignored above a given frequency
Wh in order to save bandwidth. With slight modifications to the above example,
it is easy to concoct an uncertain system and a set {y} for which there exists
no LTI controller such that the mapping <P will be from {y} into itself. For
such a situation we propose the following alternatives:
1. Expansion of the set {y} at high frequencies. If this works, the original
specifications may not be satisfied over a short time interval close to t = o.
This process may work if the expansion of {y} does not induce too great
an expansion of the uncertain set {P N,y, d N,y}.
2. Reduction of the set {y} at high frequencies. This process may work if
there exists a neighborhood of at least one member of {y}, around which
the uncertainty of {P N,y} is so small that the high frequency limitations on
the mapping <P in that neighborhood are satisfied.
3. Application of physical insight or any other justifiable arguments to the

problem in order to design a control law (LTI or nonlinear) for t < to which
mayor may not achieve the desired specifications. For all t 2: to use an
LTI controller designed for the system, assuming the new initial conditions
at t = to (which can be calculated by simulation). This process may work
if the uncertainty at t = to is less than at t = O. Clearly, the specifications
will have to be adjusted to the new time interval.
4. For sets of the form defined by equation (7.8), allow violation of equa-
tion (7.8) for W > Wh for a certain Who This alternative may succeed if
Synthesis of LTf Controllers for Nonlinear MIMO Plants 303
the plant can be locally linearized near t = ti. It is also a very attractive
approach because much bandwidth can be saved. If this alternative is used,
the fixed-point theorem is no longer valid (which was a sufficient condition),
and the evaluation of the design should be done by simulation.
Infinite Time: In this case, the 3rd step reduces to the following two DOF
LTI problem if the set {y} is of the form of inequality (7.8) where T = 00.
P N,y is replaced by P and dN,y + Y}Y,y by d (the initial condition response is
merged into the disturbance).
PROBLEM 7.2 Consider the system shown in Fig. 7.3 where P and d are an
LTI plant and disturbance respectively, which belong to a given set {P, d};
Yo(s) = [Y~, ... ,Y~V is a nominal output vector; ande(w) = [el, ... ,enVa
specification vector. Design the controller, G, and command, r, such that for
all pairs in {P, d},
the plant output, y = [Yl, ... , YnV, is bounded by
(7.12)
r + u y
G p
Figure 7.3. The LTI MIMO feedback system which replaces the nonlinear system
The main task in solving problem 7.2 is to find an rand G such that output y
satisfies inequality (7.12). By equation (7.10) this task is equivalent to finding
an rand G such that
I(I+PG)-l(PGr+d) -yo(jw)1 < e(w); VP,d E {P,d} (7.13)
A recommended procedure for solving inequality (7.13) is to arbitrarily choose

a pair Po, do and pick r which zeros out the left hand side of inequality (7.13).
Explicitly
r (POG)-l ((I + PoG)yo - do)
Yo + (POG)-l(yO - do),
Yo + G-1uo, (7.14)
and can be replaced by the following command introduced at the plant input
Gyo + uo
For this choice of r, inequality (7.l3) reduces to
\(1 + PG)-l (pPOl (YO - do) +d - yo) \ < e(w);

VP,d E {P,d}, (7.15)
which is a disturbance rejection problem of the type described in Chapter 4 (but
high frequency specifications must not be ignored!). Note that the left side of
inequality (7.15) is zero when P = Po, d = do, and therefore a hint about how
to choose Po, do, is to pick an average P = Po, d = do such that G solves
inequality (7.15) with the lowest possible bandwidth.
Finite Time: Here dN,y(t), u and y(t) are known only on the interval [0, Tj,
and hence in order to use the same design procedure as for T = 00, an artificial
extension of dN,y and y to the time interval [T, (0) is needed. Alternatively
to find a MTF, P, and d such that y is very close to Pu + d. To simplify
the following suggestion we assume d N,y (t) = 0. A good criterion is to find
a rational MTF approximation for P whose response to u(t) is as close as
possible to y(t) on [0, Tj. A recommended extension is given in Golubev and
Horowitz (1982). They showed, for the scalar case, how to find such a rational
polynomial, whose output deviation from the desired time function on [0, Tj
is the minimum in weighted L2 norm of all possible extensions, for a given
number of poles and zeros. The technique is given in section 4. for 1 x 1 and
n x 1 signal vectors. The important properties of this extension are: (i) it is
in a rational polynomial form for which the number of poles and zeros are
given a-priori; (ii) the optimal extension for a given number of poles and zeros
is unique; (iii) in the limit where the order of the rational polynomial goes
to 00 the error of the extension on the interval [0, Tj reduces to zero; (iv) a-
priori information about the signal to approximate, in particular its asymptotic
behavior at infinity or zero, can be inserted into the model; and (v) an efficient
algorithm based on the linear-quadratic process exists. For the P N,y, dN,y
and y which are replaced by their rational polynomial equivalents, the design
process will be the same as for the case T = 00.
Note that the process of finding a polynomial extension for all y E {y} is
not needed if the output set {y} is defined in the frequency domain, for example
in the form of equation (7.8) where T = 00. However, these extensions are
needed for calculating dN,y and P N,y
1.2 GUIDELINES FOR CHOOSING OF PN,y, dN,y AND

REMARKS
One of the main concerns in choosing the pairs P N,y, dN,y is to guarantee
that the uncertainty of the set {P N,y} will not be too large (especially at high
frequencies) while keeping dN,y small. Otherwise it will not be possible to
design feedback for the uncertain plant {P N,y} and/or the bandwidth of the
loop transmissions might be too large. Thus P N,y which do not or barely
depend on y and small dN,y are preferred. For LTI plants, this is, by nature,
the case, that is, the plant's TF is not a function of its inputs and/or outputs.
When P N,y is chosen, this property is important to adhere to, especially at
high frequencies because high frequency uncertainty is strongly linked to the
bandwidth of the solution. The case where all of the initial conditions are
zero is treated first, while the case of non-zero initial conditions is covered in
section 2.. Let
~.I~ + uu t + U12 t2 + .. oJ
u(t) [ (7.16)
UnO + UnIt + U n 2 t2 + ...
y(t) [
~.I~ + Yl1 t + YI2 t2 + . "J (7.17)
YnO + Ynlt + Yn2 t2 + ...
be the Taylor series expansions around zero of an LTI plant input and its
associated output, then there exists a unique P (s ), regardless of the chosen
input u, such that
Moreover, the high frequency behavior of P (s) is dictated by the first several
coefficients of the Taylor series expansions of equation (7.17). (The first non
zero coefficient may not suffice if the leading coefficients on the right side of
equation (7.17) have a zero determinant). Thus it seems that the selected P N,y
and dN,y which satisfy equation (7.2) will be those whose first coefficient (if
possible the first n coefficients) in the Taylor series expansion of P N,y will not
depend on y E {y}, while the error (which is dN,y) tends to zero more quickly
than PN,yU (on an element by element basis). If such a first order expansion
of P N,y does not exist, its uncertainty will contribute to the uncertainty of
{P N,y}' Clearly, the existence of a dN,y, which tends to zero more quickly
than P N,yU, is an attractive feature when applying this technique. It is our

conjecture, however, that this is not a necessary condition.
Example: A 2 x 2 plant where the input is u(t) = [Ul(t),U2(t)V, the out-

put is y(t) = [Yl(t),Y2(t)V, all of the initial conditions are zero, and the
system is
YI + AyiYl -BYI + C(Y2 + AY2Y2 - BY2)

Y2 + AY~Y2 - BY2 + D(YI + AYIYl - Byd (7.18)
Substituting the following Taylor series expansions into equation (7.18) (note
that YlO, Y20 = 0)
UlO + ullt + U12t2 + ... ]

u(t) [
U20 + U21t + U22 t2 +... '
2
y(t) [ Yllt+ Y12t + ... ]
Y21t + Y22 + .. .
t2
gives
Yu + 2Y12 t - Byu t + C(Y21 + 2yn t + AY21Y21 t - BY21 t ) UlO + uu t

Y21 + 2Y22 t - BY21 t + D(yu + 2Y12 t + AYllYllt - BYllt) U20 + U21 t
(7.19)
Rearranging terms gives us the first coefficients:
Thus, P (s) should satisfy the following relation as 8 ---7 00:
Pu = P [
Yll +CY21
s
Y21 +~Yll
1= P [1D C]
1
[YuY21 ] 1- [YuY21 ] 12'
8
---7 -
8
hence, the following choice of P is suitable and does not depend on y at t ---7 00
P= ~ [1
8 D
C]-1
1
A better choice incorporating more terms (-C BY21 t and - D Byu t) gives, as
s ---7 00,
P [ s- B C(8 - B) ] [ Yu ] [ Yu ] 1
82 D(8-B) 8-B Y21 ---7 Y21 82 '
Hence a suitable choice for P is
P =
[s B
D(s - B)
C(s - B)
s- B
]-1
It is now important to check that the difference dN,y, between the output of
the nonlinear plant N and its associated LTI plant output P N,y U, tends to zero
more quickly than P N,yU, i.e., the elements of dN,y ex t 2 as t -+ O. This is
true because P N,y was chosen such that the first and second coefficients in the
Taylor series expansion of equation (7.19) are satisfied, hence P N,yU ex t and
dN,y ex e.Note also that the assumption of non-zero Yn, Y21 means that the
derivative of the elements of the set {y} at t = 0 are not zero. It can be shown
that the same choice for P N,y fits sets {y} such that y( t) ex t k as t -+ 0 for all
y E {y}.
There is considerable freedom in the choice ofthe pairs P N,y, dN,y because
they are not uniquely defined by equation (7.2). Guidelines for a preferred
choice are: (i) P N,y should be minimum-phase, if possible, which in general
means that det(P N,y) should not have RHP zeros, Kailath (1980); (ii) the plant
uncertainty should be as small as possible without increasing the disturbance
too much; a very important region is around t = 0 where dN,y must tend
to zero more quickly than P N,y u; (iii) the gain sign of the TF formed from
det(P N,y) for all y E {y} and N E {N} should be fixed, otherwise the amount
of feedback will be limited or the system may not be stabilizable at all, Yaniv
(1991); (iv) the simple choice dN,y = 0 is recommended provided that the set
{P N,y} is not too uncertain; and (v) the simple choice P N,y, which does not
depend on y, may be adequate if the set {d N,y} does not include members with
too large a magnitude without violating guideline (ii).
The extension of the design technique to finding a single controller, G, and
commands rk, k = 1, ... , m such that the plant output for the command rk will
be in a specified set {y h of the form of inequality (7.8) follows naturally:
1. Do steps 1,2 described in 'Summary of the Three Step Design Procedure'
(following equation 7.9) for k = 1, ... , m where {y} is replaced by {y h.
2. Carry out step 3, which is to solve problem 7.2 for P, d simultaneously
calculated for each {y h. That is, at the ith design stage (where 9i is
designed), find bounds on 9i for each set {y} k, intersect the bounds and
shape a 9i which satisfies the intersected bounds.
3. Calculate rk by equation (7.14) using the nominal parameters chosen for
k = 1, ... ,m.
An essential condition such that the designed G and r is a solution to the
nonlinear problem 7.1 is that the mapping ~ be continuous on {y}. A necessary
condition is that the chosen P N,y, dN,y must be continuous functions of y,
which clearly depends on the continuity properties of all N E {N}. This is

summarized for sets {y} as a direct product of the Hilbert space L2 in the
following lemma
LEMMA 7.3 For a given plant N, cJ) defined by equations (7.1,7.2) is a con-
tinuous mapping from {y} into L~Xl, iffor any converging sequence Ym --+ Yo
in {y}: (i) P N,y converges to P N,yo; (ii) dN,y converges to dN,yO; and (iii) G
is such that (I + P N,yG)-l is in RnxnHoo.
Proof: Trivial from equation (7.1).0
Condition (i) of Lemma 7.3 can be replaced by: for any converging sequence
Ym --+ Yo in {y}
(I + PN,ymG)-l(PN,ym Gr + yk,ym) --+
(1 + PN,yoG)-l(PN,yoGr + yk,yo)'
Continuity of P N,y in the above sense can be achieved for example if P N,y
is a finite dimensional MTF whose structure does not depend on y and its
coefficients converge to those of P N,yO as Y --+ Yo. Moreover, condition (ii)
can be dropped if the nonlinear equation y = N u is continuous in the sense
that u --+ uo when y --+ Yo where Yo = Nuo

Using the Schauder technique, a pair P N,y, dN,y has to be calculated for
each y E {y}. Barnard (1993) suggested restricting the calculations to the
boundary of {y} thus reducing the computational burden. Moreover, as will
be shown, the set of acceptable outputs may not be convex. The basic idea
is that when a mapping cJ)o with a fixed point in an open set {y} deforms
continuously into cJ), then the fixed point is also continuous, and if it never
crosses the boundary of {y}, cJ) has a fixed point in {y}. Under this conditions
it will be enough to replace the mapping cJ) defined by equations (7.1,7.2) with
where cJ)o is a simple mapping for which we know that there exists a fixed
point, and check that 'It doesn't have a fixed point on the boundary of {y} for
A E [0,1]. Under appropriate conditions, 'It will have a fixed point "locked"
into {y} for all A, especially for A = 1, for which 'It = cJ). The lemma which
supports this idea is Lemma 4.4 in Chapter 5. A natural consequence is the
following design procedure for solving problem 7.1:
1. Check that {y} is an open bounded set whose closure is compact (denote
its boundary by 8{y n, and for each y E 8{y}, select a pair P N,y, dN,y
which satisfies equation (7.2) such that they are continuous functions of y.
Synthesis of LTl Controllers for Nonlinear MIMO Plants 309
2. Design rand G such that
w(y, A) = Yo + A ((I + PN,yG)-l(PN,yGr + y~,y + dN,y) - YO~.20)

defined in {y} has no fixed point on its boundary, 8{y}, for all N E {N}
and A E [0,1], where Yo is an arbitrarily chosen member of {y}.
The design of rand G for specifications of the form of inequality (7.8) is an LTI
disturbance rejection problem based on the following lemma. (In the lemma,
for clarity, P replaces P N,y and d replaces dN,y + yN,y)
LEMMA 7.4 Consider the mapping defined by equations (7.1,7.2) where
the set {y} is of the form defined by inequality (7.8) for T = 00. Suppose that
the conditions of Lemma 4.4 in Chapter 5 are satisfied. Then W has a fixed
point in {y} if: (i)
r (POG)-l ((I + PoG)yo - do)

Yo + (POG)-l(yO - do) (7.21)
where Po, do are arbitrarily chosen from {P, d} and Yo is defined in inequal-
ity (7.8); and (ii) G is such that for all y E 8{y} and N E {N}
1(1+PG)-l (ppo1(yo-do)+d-yo)1 <e(w) (7.22)
Proof: The mapping defined by equation (7.20) has the fixed point Yo for A = 0,
which is in {y}; it also satisfies the conditions of Lemma 5.4 in Chapter 5.
Hence it is enough to show that it has no fixed point on 8{y}. This will be true
iffor all y E 8{y} the deviation of 'It from Yo is less than e(w), which is true
because (the following matrix inequality means element by element inequality)
Iw(y, A) - yol A 1(1 + PG)-l(PGr + d) - YOI
< 1(1 + PG)-1(PP01(yO - do) + d - yo)1 < e(w).O

REMARK 7.2 Since G is strictly proper, r in equation (7.21) may not be
strictly proper, hence it is suggested introducing the tracking command into the
plant's input rather than into the controller's input. In this case, the input will
be
Based on Lemma 7.4, a proposed design procedure is:

1. arbitrarily choose a Po, do, then
2. design G such that inequality (7.22) is satisfied for all y E 8{y} and
N E {N}, r will then be computed by equation (7.21).
REMARK 7.3 When all of the initial conditions are zero and y(O) = 0 for
any y E {y} (a reasonable choice of {y} at t = 0), the boundary of the set
{y} is the set itself. This is because all of its members touch the boundary at
t = O. The only advantage of using the Homotopic technique for zero initial
conditions is that the convexity condition of {y} is not required. Therefore
the Homotopic technique is especially superior to the Schauder technique if
the initial conditions are not zero and/or for the design of LTV controllers (see
Chapter 6).
1.4 AN EXAMPLE
Solve problem 7.1 for the following uncertain nonlinear 2 x 2 plant and
The plant: 2 x 2, with inputs [UI, u2jT, and outputs [YI, Y2jT. All of its initial
conditions are zero, and the model is
YI + AyiYI - BYI + C(Y2 + AY2Y2 - BY2)

Y2 + AY~Y2 - BY2 + D(YI + AYIYl - BYI) (7.23)
The uncertain parameters: A, B, C, D lie within the following ranges:
A E [0,1], BE [0.5,1]' C E [0,0.5], DE [0,0.5].

Closed loop specifications: The plant output should satisfy the inequality
(7.24)
for all plant's uncertainties, where
(7.25)
The specified el (w) and e2 (w) are given in Fig. 7.4. Time domain specifications
are also shown in Fig. 7.4 where the translation was based on the envelope of
step responses of second order systems which obey inequality (7.24). (See the
Krishnan and Cruickshank's technique described in Chapter 2). It implies that
the output of the first channel will be approximately a step response of a second
order system which may deviate from y~(jw) by not more than el(w), and the
second channel will be bounded by e2 (w).
Implementing of the Design Process - A Four-Step Procedure.

1. Translation of the nonlinear plant into a linear plant with a disturbance in
the plant output of the form of equation (7.2). Using the guidelines for
Specified e 1 Specified e 2
o~------~------~ O~------~------~
-25 -25
!g -50 !g -50
-75 -75
log ((J))
-100L-~~~~~~~~ -100L-~~~~~~~~
10 101 102 10 101 102

Specs on y 1 in time Specs on y 2 in time
1.5r-------------. 0.4,-:-----::::=====::::-1
0.2
-0.2
-0.4 L~--=::::::::=====-.J
o 0.5 1.5 2
sec sec
Figure 7.4. Closed-loop w-domain specifications el(w),e2(w); and its translated t-domain
specifications - Yl (t), Y2 (t) should be between the upper and lower curves
the choice of the plant as described in section 1.2, the chosen plant (as a
function of the system's uncertainty) is
PN,y=
[
s- B
D(s-B)
C(s - B)
s-B
]-1
The disturbance dN,y was calculated for a large set of plant outputs of the
following second order fonn:
1 w2
- 22d 2; w E [2.5,3.5], d E [0.45,0.55]
s s + ws +w
1/3 w2
- 2 2; wE [2.5,3.5], dE [0.45,0.55]
s s + 2dws +w
whose time responses are well known. The actual calculation procedure is:
(a) Choose parameters A, B, C, D, Y1, Y2 and translate the latter into the
time domain (Y1, Y2 should be of the fonn 2:7=1 aie-f3it).
15
m
"0
-15 10
15
20
50
-~goo -270 -240 -210 -180 -150 -120 -90 -60 -30
deg
Figure 7.5. Bounds and open loop for design step 1
(b) Calculate Ul, U2 by equation (7.23), then calculate their TF's. For the
example used here, it is simple because Ul, U2 are exponential functions
of time and as such their TF's are known.
(c) Calculate dN,y using equation (7.2) where the initial conditions Y~,y =
oyield
dN,y = y - P N,yU.
(d) Repeat steps (a), (b) and (c) for as many values of A, B, C, D and as
many choices of Yl, Y2 which satisfy the output specifications, in order
to build the set of pairs {P N,y, dN,y}.
2. Equation (7.14) defines the command input where the nominal case is
the same Yo = [y~, y~jT defined in equation (7.25) and A, B, C, Dare
the arithmetic averages between the maximum and minimum. Since we
chose to introduce the command into the plant input, by equation (7.14)
it is GyO + Uo. The problem then reduces to the disturbance rejection
problem defined by inequality (7.15), that is, finding a controller G such
that inequality (7.15) is true while the appropriate LTI MIMO system is
Synthesis of LTf Controllers for Nonlinear MIMO Plants 313
15
-15 , .
.... :-....
:/~
10
\ ............... .
15
\
, 20
------ 50
-25
-300 -270 -240 -210 -180 -150 -120 -90 -60 -30
deg
stable. The procedure described in section 3. and denoted by 'A Third

Design Procedure' is used for this purpose.
3. The controller, 91, was designed to satisfy the first inequality in inequal-
ity (7.52). As already mentioned, e1 (w) should be large enough at high fre-
quencies relative to e2 (w) in order to enable closed bounds on the Nichols
chart (bounds should not go from -360 to 0), which will enable the design
of a finite bandwidth controller. This was achieved by increasing e1 (w) by
mUltiplying it by Jl + w2 /16. The bounds and nominal loop are shown in
Fig. 7.5. The controller is:
290
91 = s + 22.3'
4. The controller, 92, was designed to satisfy inequalities (7.59,7.65). The

bounds and nominal loop are shown in Fig. 7.6. The controller is
152
92 = "~ 'HI'
no sensor noise with sensor noise

1.5 ,--~--,-----~---, 1.5.---~-~--~--,
0.5 1 1.5 2 0.5 1 1.5 2
0.4 -,-
.
- - -.-. 0.4 -:----:
".
:/
/
0.2 ... /.: ..
C\J
>. 0 C\J
>. 0
-0.2
-0.4
"
-- - - - -"- -- -0.4
0 0.5 1 1.5 2 0 0.5 1 1.5 2
sec sec
Figure 7.7. Simulations: left without sensor noise, right with sensor noise
Time domain simulations to confirm that the closed loop satisfies the specifi-
cations as translated into the time domain are given in Fig. 7.7. To evaluate the
immunity of the solution to disturbances at the plant input, the system was also
simulated with O.lrms of sensor noise, also shown in Fig. 7.7.
2. SYNTHESIS FOR ZEROING THE PLANT OUTPUTS

The feedback system under consideration is depicted in Fig. 7.8 and mathe-
matically described by the equations
Y Nu, u = G( -y);
y(i) (0) Yi, i = 0, ... , n - 1; (7.26)
where u, y are in L~ x 1 denoting the plant input and plant output respectively;
G a controller; and N(u, y(O), ... , y(n-l) (0), t) a nonlinear operator which
maps L~Xl X Rnxl ... Rnxl x R+ into L~Xl where y(O) and its derivatives
are the initial conditions of y. Note that the number of initial conditions of each
element of y and u is expected to be limited as in LTI systems. In fact, this is
exactly the system studied in section 1., except that here r = O. It is treated
separately because of its special characteristics. The problem of interest is how
U+i.c....I_N_:__-r-Y_+~~.'c_.
Figure 7.B. A nonlinear MIMO feedback system, +i.c. means: include initial conditions
to design the controller, G, such that the plant output, y, will tend to zero as
quickly as specified, i.e., will be a member of a specified set {y}. The set
{y} contains all of the sets of continuous functions bounded between two time
functions which satisfy the initial conditions on y and go to zero. For example,
the ith element of {y} is the set {Yi} of all continuous functions, bounded above
and below, on a given time interval, by given time functions. An example of
a two output system is the following: if {y} is the set {[Yl, Y2V}, then {Yd
should be all the time functions between the curves in Fig. 7.9a, that is, between
an exponential decrease of a first order system and a second order system which
is well damped, and {Y2} any time function between the curves in Fig. 7.9b
which has similar characteristics to the set {Yl}. Formally the problem may be
stated as:
1 1 (b)
o~----~----------- o~~:-----==?:::::...
time time
Figure 7.9. Example for closed loop t-domain specifications, (a) on Yl and (b) on Y2
PROBLEM 7.3 Consider the system shown in Fig. 7.8 where N is a MIMO
nonlinear plant known to be any member in {N}, and {y} a set of permitted
output responses. The initial conditions on y up to its nth derivative and on u
are also given. Design the controller, G, such that the plant output y E {y}
for all N E {N}.
The design procedure presented here replaces the set {N} by an LTI set of
plants and disturbances {P, d} to which a feedback problem is defined, whose
solution, G, is also a solution to problem 7.3. This idea is based on the
following lemma which is similar to Lemma 7.1.
cI(y) (I + PN,yG)-l(y~,y + dN,y);

y Nu = PN,yU + y~,y + dN,y;
y(i) (0) Yi, i = O, ... ,n-1. (7.27)
That is, for a given y calculate ufrom y = Nu, then choose apair P N,y, dN,y
which satisfy equation (7.27) (Y~,y is the unique output of the LTI plant P N,y
due to the initial conditions), then calculate cI(y). If the mapping cI has a
fixed point in {y} for each N E {N}, then G is a solution to problem 7.3.
REMARK 7.4 See assumption 7.2.
y (I + PN,yG)-l(y~,y + dN,y), (7.28)

y Nu = PN,yU + yk,y + dN,y. (7.29)
Y PN,y(G(-y))+y~,y+dN,y.
Now P N,y is an MTF whose response to given initial conditions on y is the
unique signal yk,y (by remark 7.4). Hence there exists a unique G( -y) which
solves it, and by equation (7.29) is u. Thus
y = Nu, u = G( -y)
and the initial conditions on y and u as given by equation (7.27) are satisfied.
Therefore y is the output of the system defined in Fig. 7.8. By assumption 7.2
accompanying the lemma, y E {y}, and therefore G is a solution to prob-
lem 7.3.D
Based on Lemma 7.5, a design process for problem 7.3 is:
1. For each N E {N} and y E {y} choose P N,y and dN,y such that equa-
tions (7.27) are satisfied (yk,y is uniquely determined by P N,y and the
initial condition).
2. Design G such that the mapping cI has a fixed point in y.

The advantage of this process is that at the second step, we deal with an uncertain
LTI plant, for which there exist good design techniques. Two questions which
this proposed method raises are:
1. How to choose the pair P N,y, dN,y. This will depend on the nonlinear plant
N and its output y. Guidelines are given in section 2.2.
2. How to guarantee that cI> (y) has a fixed point in {y}.
We shall propose two approaches with the important property that each results in
an LTI controller for an LTI plant which achieves its closed loop specifications.
The first approach was propose by Horowitz and uses the Schauder fixed point
theorem, while the second method is more efficient and uses a fixed point
theorem based on the Homotopic invariance theorem, exactly as in section 2 ..

This technique is based on the Schauder fixed point theorem, (see Lemma 7.2)
from which the following conclusion follows:
G is such that the mapping cI> of equation (7.27) is continuous from {y} into
itselffor all N E {N}, then G is a solution to problem 7.3.
The condition that {y} should be convex and compact in a Banach space is not
too restrictive because it includes sets which are commonly used for plant output
specifications, for example sets with 'sleeves' around an optimal response. See
the examples defined by equations (7.8,7.9).
Summary of the Design Procedure - Zeroing the Plant Outputs: The

design technique constitutes the three step sequential procedure given below:
1. Check that the output set {y} is convex and compact. If not, replace it by a
2. For each N E {N} and y E {y} use equation (7.27) to choose the LTI
plant P N,y, and disturbance dN,y such that they are continuous functions
of y, (Y~,y is determined by the selected P~,y and the initial conditions).
3. Design G such that cI> maps {y} into itself, by equation (7.27)
(I + PN,yG)-l(yky + dN,y) E {y}; Vy E {y}, N E {N}. (7.30)
REMARK 7.5 See remark 7.3.
Step 3 is the main design step. If the output set {y} is ofthe form defined by
equation (7.8) where T = 00, it reduces to a feedback synthesis problem for an
LTI uncertain plant in order to achieve closed loop specifications similar to those
solved in Chapter 4, but with one very important difference: the closed loop
specifications must be satisfied at all frequencies, not only up to a frequency Wh.
This is a major difference between the design of feedback for LTI plants and
nonlinear plants. For LTI plants, one can sacrifice closed loop specifications
at high frequencies and thus save bandwidth. For nonlinear systems, we must
strictly adhere to the condition that the appropriate mapping will be from the
specified set into itself. Thus, for specifications in the frequency domain of
the form of inequality (7.8), the high frequencies specifications must also be
satisfied. This condition poses the following limitation on the design technique.
At very high frequencies GP N,y tends to zero, thus the mapping cP defined by
equation (7.27) can be approximated by
cp(y) ~ yk,y + dN,y,

Y Nu = PN,yU + yk,y + dN,y.
Hence, if {y} is defined in the frequency domain, there exists an R > 0 such
that for W > R (or equivalently to such that for t < to) yk,y + dN,y for all
y E {y} and N E {N} satisfies certain specs. For example, if the output
set {y} has the Taylor series expansion around t = 0 (or equivalently around
8 = 00) with parameter tolerances [YlO, Y20], [Yll, Y21], ...
{y(t)} [YlO, Y20] + [Yll, Y21]t + ... ;

{Y(8)} [YlO, Y2o]1 8 + [Yll,y21]/8 2 + ...
and the pair P N,y, dN,y is chosen such the Taylor series expansion around
8 = 00 of (dN,y + yk,y) with parameter tolerances [dlO, d 20 ], [d11 , d21], ... , is
then a necessary condition that the mapping cP be from {y} into itself is:
dlO > YIO and d 20 < Y20

Infinite Time: In this situation the 3rd step reduces to the following single
DOF LTI problem:
PROBLEM 7.4 Consider the system shown in Fig. 7.3 where P N,y, dN,y are
an LTI plant and disturbance vector respectively, belonging to a given set
{P N,y, dN,y} with initial conditions of the form given by the third equation
of equation (7.27), and e(w) a specification vector. Design the controller, G,
such that for all pairs in {P N,y, dN,y},
Synthesis of LT! Controllers for Nonlinear MIMO Plants 319

the plant output, Y, is bounded by
ly(jw)1 < e(w). (7.31 )
The condition that the resulting controller will satisfy equation (7.31) is equiv-
alent to:
I(I + PN,yG)-l(y}y,y + dN,y)1 < e(w);
VPN,y,dN,y E {PN,y,dN,y}. (7.32)
In Chapter 4 it was shown how to design a stable controller, G, which satisfies
inequality (7.32).
Finite Time: The same procedure and recommendations as in the 'Finite

time' paragraph of section 1.1 apply here.
2.2 GUIDELINES FOR CHOOSING PN,y, dN,y AND

REMARKS
One of the main concerns when choosing the pair P N,y, dN,y is to guarantee
that the uncertai.nty of the set {P N,y} will not be too large (especially at high
frequencies) while keeping dN,y small. Otherwise it will not be possible to
design feedback for the uncertain plant {P N,y} and/or the bandwidth of the
loop transmissions might be too large. Thus a P N,y, which does not or hardly
depends on y, while keeping dN,y small is preferred. Clearly, if N is an LTI
plant, then P N,y doesn't depend on y and dN,y = O. This property leads to a
recommended structure of P N,y at high frequencies where the initial conditions
are all zeros (see section 1.2). For non-zero initial conditions, the same property
can be observed by the response of the change of y = Pu due to a change in
u, that is to say, if Yl, Y2 are responses of an LTI plant, P, to the inputs Ul, U2
for the same initial conditions, then
Yl - Y2 = P (Ul - U2) .
This property can be mimicked at high frequencies using the following obser-
vation: Let P be an LTI MTF and Ui, Yi denote pairs of inputs and outputs
respectively for the same initial conditions with Taylor series expansions
Ul (t) - U2(t) = [
. .1.0
U + Ullt + Ul2 t2 + ... J'
Una + UnIt + U n 2t2 + .. .
. .10. + Yut + Y12 t2 + ... J.
Y
Yl(t) - Y2(t) [ (7.33)
YnO + Ynlt + Yn2 t2 + ...
Then there exists a unique MTF, P (s ), such that
(7.34)
regardless of which pairs Yi, Ui are chosen. Moreover, the high frequency
behavior ofP(s) is dictated by the first several coefficients ofthe Taylor series
expansions of equation (7.34). Thus a guideline is that the selected P N,y and
dN,y which satisfy equation (7.27) will be those whose first coefficients (if
possible the first n coefficients) in the Taylor series expansion of P N,y will not
depend on any Y E {y} while the change in dN,y due to differences in inputs,
Ui and Uj, should tend to zero faster than P N,y (Ui - Uj). If such constant first
order expansions of P N,y do not exist, then its uncertainty will contribute to
the uncertainty of the set {P N,y }.
Example: A 2 x 2 plant where the inputs are [UI, u2jT, the outputs are [YI, Y2jT,
the initial conditions are [YIO, Y20jT, and the system is
YI + AYIYI - BYI + C(Y2 + AY2Y2 - BY2)

Y2 + AY~Y2 - BY2 + D(YI + AYIYI - BYI) (7.35)
Substituting the following Taylor series expansions into equation (7.35)
U(t) [ UlO + ullt + Ul2 t2 + ... ] (7.36)

U20 + U2lt + U22 t2 + ... '
2
y(t) [ YIO+Yllt+ YI2 t + ... ] (7.37)
Y20 + Y2lt + Y22 t2 + .. .
gives
UIO (1 + AYIo)Yll - BylO + C(Y2I + AY20Y2I - BY20)

U20 (1 + AY~O)Y2I - BY20 + D(Yll + AYlOYll - BylO). (7.38)
The relation between a change in input to a change in output (for the same
initial conditions) will then be
(1 + AYIo)~Yll + C(1 + AY20)~Y2I

(1 + AY~O)~Y2I + D(1 + AYIO)~Yll (7.39)
and thus the first order Taylor series expansion of P, as s -+ 00, should satisfy
P~ _ P [
l+Ayio
s
~ + C(l+AY20)
Yll s
~
Y2I
1
U - D(l+AylO) ~
s Yll
+ l+Ay~o ~
s Y2I
P [ 1 + AYfo
D(l + AylO)
[ .6.Yll ] 12
.6.Y21 8 .
The following choice for pes) is suitable:
P(8) = [ 1 + AYIo C(l + AY2g) ] -1 ~.

D(l + AylO) 1 + AY20 8
Note that the uncertainty of the initial conditions YlO and Y20 contribute to the
uncertainty of the set {P}. It is also important to check that the error between
the change in output of the nonlinear plant N and the change of its associated
LTI plant output P N,y.6.u, tends to zero faster than the change in dN,y, i.e.,
the elements of the change in dN,y ex: t 2 as t -+ o. This is true because
P N,y was chosen so that the first coefficient in the Taylor series expansion
of equation (7.37) is satisfied by definition and the second can be checked by
looking at the limitofP N,y.6.u and ~dN,y forthe input [uut, U21tf as t -+ O.
Therefore as 8 -+ 00, PN,y~U ex: 1/8 2 and ~dN,y ex: 1/8 3. The assumption
of non-zero Y11, Y21 implies that the derivatives of the elements of the set {y}
at t = 0 are not zero.
Other guidelines for a preferred choice are: (i) P N,y should be minimum-
phase if possible; (ii) the plant uncertainty should be as small as possible without
increasing the disturbance too much. A very important region is close to t = 0
where it is recommended that the change in dN,y due to a change in y tends to
zero more quickly than the change in P N,yU, i.e., dN,Yl - d N,Y2 tends to zero
more quickly than P N,Yl U1 - P N,Y2 U2; (iii) the gain sign of the TF formed
from det(P N,y) for all y E {y} and N E {N} should be fixed, otherwise the
amount of feedback will be limited or the system may not be stabilizable at all.
See Yaniv (1991); (iv) the simple choice that dN,y should not be a function of
y (except for its initial conditions) is recommended provided the set {P N,y}
is not too uncertain; and (v) the simple choice P N,y, which does not depend
on the output y, may be adequate if the set {dN,y + yky} does not include
members with too large a magnitude, provided it does not violate (ii).
The extension of the design technique to finding a controller, G, for a set of
initial conditions, {yo, uo}, such that the plant output will be within a specified
set for any initial conditions in {Yo, uo}, follows naturally:
1. Implement steps 1,2 described in 'Summary of the Design Procedure -
Zeroing the Plant Outputs' following conclusion 7.2 for each one of the
initial conditions with its accompanying set of acceptable outputs.
2. Calculate bounds on gi (G = diag(gl' ... , gn) for each set separately, then
intersect all bounds on gi and design an adequate gi.
3. Repeat step 2 for gi+l, ... , gn.

An essential condition so that the designed G is a solution to the nonlinear
problem is that the mapping <P be continuous on {y}. This will occur if the
pairs P N,y, dN,y are continuous functions of y, which clearly depends on the
continuity properties of all N E {N}. This is summarized for sets {y} in a
Banach space by Lemma 7.3.

Using the Schauder technique, a pair P N,y, dN,y has to be found for each
y E {y}. Barnard (1993) suggested restricting the calculations to the boundary
of {y} and thus reducing the computational effort. Furthermore, the set of
acceptable outputs may not be convex. The basic idea is that when a mapping
<Po with a fixed point in an open set {y} deforms continuously into <P, then the
fixed point is also continuous, and if it never crosses the boundary of {y}, <P
will have a fixed point in {y}. Hence it will be enough to replace the mapping
<P defined by equation (7.27) by
where <Po is a simple mapping for which we know that there exists a fixed
point, and check that lJ! does not have a fixed point on the boundary of {y} for
A E [0, 1]. Under appropriate conditions, lJ! will have a fixed point "locked"
into {y} for all A, especially for A = 1 for which lJ! = <P. Lemma 5.4 supports
this idea. As a consequence, the solution to problem 7.3 is the following design
procedure:
1. Check that {y} is an open bounded set whose closure is compact, and for
each y E 8{y}, select a pair P N,y, dN,y which satisfies equation (7.27)
(including its initial conditions!), such that P N,y and dN,y are continu-
ous functions of y (Y~,y is uniquely determined by P N,y and the initial
conditions ).
2. Design G so that the following mapping defined on {y} has no fixed point
on 8{y} for all N E {N} and A E [0,1]
(7.40)
where Yo is an arbitrarily chosen member of {y}.

The design of G to satisfy specification (7.40) is an LTI disturbance rejection
problem based on the following lemma:
LEMMA 7.6 Consider the mapping <P defined by equation (7.27) where the
set {y} is of the form defined by inequality (7.8) for T = 00. Suppose that the
conditions of Lemma 5.4 in Chapter 5 are satisfied, then \]! has a fixed point in
{y} if G is such that for all y E 8{y} and N E {N}
1(1 + PN,yG)-l(yky + dN,y)1 < e(w) (7.41)
Proof: Along the same lines as the proof of Lemma 7.4, with r = 0.0
Based on Lemma 7.6, the proposed design process is: design the controller, G,
so that inequality (7.41) is satisfied for all y E 8{y} and N E {N}.
CONCLUSION 7.3 For specifications of the form of inequality (7.8) it is
enough to find P N,y and dN,y for elements of {y} on its boundary, i.e., only
fory E 8{y}.
REMARK 7.6 The boundary of the set {y} defined by equation (7.8) is only
partially contained in the set {y} if at t = 0 the initial conditions are not on
its boundary. The superiority of using the Homotopic technique as compared
to the Schauder technique lies in the reduction of the computational effort and
the dropping of the convexity requirements on the set {y}.
2.4 AN EXAMPLE
Solve problem 7.3 for the following uncertain nonlinear 2 x 2 plant and
The 2 x 2 plant has inputs [u 1, U2]T, and outputs [Yl, Y2V, with initial con-
ditions of Yl (0) = 2 and Y2(0) = 0.5. The following relations hold:
Yl + AyrYl - BYl + C(Y2 + AY2Y2 - BY2)

Y2 + AYY2 - BY2 + D(Yl + AYlYl - Byd (7.42)
The uncertain parameters A, B, C, D lie within the following range of values:
A E [0,1], B E [0.5,1], C E [0,0.5], DE [0,0.5].
The closed loop specifications are that the plant output for all the plant uncer-
tainty should satisfy the following inequalities:
(7.43)
where el(w) and e2(w) are given in Fig. 7.10. The equivalent time domain
specifications are shown in Fig. 7.10 where the translation was based on the
envelope of frequency-domain functions of the form
+ a)
k(s
y=
s2 + as + w 2
for which a large number of parameters a, k and w that obey inequality (7.43)
where chosen. The meaning of the specifications in the time domain is clearly
understood from Fig. 7.10. That is, the outputs Y1 and Y2 should be between
the two curves respectively for all plant uncertainty.
Specified e 1 Specified e2
o.-----------------~ O.-----------------~
-10
!g -20 ~-20
-30
-40~------~------~ -40~------~------~
10 1 10
2 10 10 1 210 10
Specs on y 1 in time Specs on y 2 in time
2~------~--------~
1.5
0.5
0.5
o
o
-0.5 t=::=::::::====::::::=======~ -0.5 ~--~--~--~-------'
o 0.5 1 1.5 2 o 0.5 1 1.5 2
sec sec
Figure 7.10. Closed-loop w-domain specifications e 1(w), e2 (w); and t-domain specification:
Yl (t), Y2 (t), must be between the upper and lower curves
Implementation of the Three-Step Design Procedure:

1. Translate the nonlinear plant into a linear plant with disturbances at the plant
outputs by equation (7.27). Using the guidelines for the choice of the plant
described in section 2.2, the plant as a function of the system's uncertainty
is
C(l + AY2(O))
1 + AY2(0)2
]-1
The disturbance dN,y was calculated for a large set of plant outputs of the
form
+ 2~w 2; W E [3.5, 11.5], ~ E [0.45,0.55J
s
Y1 (s) 2 2
s + 2~ws + w
s + 2~w
Y2(S) 0.5 2~ ; wE [3.5, 11.5], ~ E [0.45,0.55J
s + 2 ws + w
whose time responses are well known. The actual calculation process is:
(a) Choose parameters A, B, C, D, Y1, Y2 and translate the latter into the
time domain (Y1, Y2 should be of the form L7=1 oie-{3it, complex
values are allowed).
(b) Calculate tJ,1, tJ,2 by equation (7.42), then calculate their TF's. For
the example used here, this calculation is simple because tJ,1, tJ,2 are
exponential functions of time and as such their TF's are known.
(c) Calculate dN,y using equation (7.27). (Note that the initial conditions
are not zero)
dN,y = y - P N,yU.
(d) In order to build the set {P N,y, dN,y}, repeat steps (a), (b) and (c) for as
many values of A, B, C, D and as many choices of Y1, Y2 which satisfy
the output specifications,
2. The controller, 91, was designed to satisfy the first inequality in inequal-
ity (7.52). As already mentioned, e1 (w) should be large enough at high fre-
quencies relative to e2 (w) in order to enable closed bounds on the Nichols
chart (bounds shouldn't go from -360 to 0), which will therefore enable
the design of a finite bandwidth controller. This was achieved by increasing
e1 (w) by multiplying it by VI+ w2 /20. The bounds and nominal loop are
shown in Fig. 7.11, and the controller is
380
91 = s + 33
3. The controller, 92, was designed to satisfy inequalities (7.59,7.65) for which
e2 (w) was slightly changed by multiplying it by VI
+ w2 /20 in order to
reduce the high frequency bounds, this will enable us to design a narrower
bandwidth solution. (Theoretically this should not be done, but in practice
it is recommended since this change is effective at very high frequencies,
i.e., where time is very small). How small this change should be was found
by iterations on the number 20 in VI
+ w 2 /20). The bounds and nominal
loop are shown in Fig. 7.12 where the controller is
240
92 = S + 22
30
II)
"0
, , ,
H-
,
,
,
,
'
.. :
,

,
,
,
,
,
.
.
,
.
.
,
..
,
, , .
-10
-~goo -270 -240 -210 -180 -150 -120 -90 -60 -30
deg
Time domain simulations which validate that the closed loop satisfies the spec-
ifications (translated into the time domain) are given in Fig. 7.13. The time
domain specifications are barely satisfied, which means that the design is
highly efficient from a bandwidth point of view. Note that the lower right plot
in Fig. 7.13 slightly violates the specs close to t = 0, because we allowed
relaxation of the bounds at high frequencies.
3. SYNTHESIS OF THE MIMO LTI PROBLEM

The last design step of the proposed design procedure leads to the solution
of a MIMO LTI problem in order to satisfy closed loop specifications (step 3
of 'Summary of the Design Procedure - Zeroing the Plant Outputs'). More
specifically, we attempt to find a controller, G, which satisfies the following
inequalities:
1. inequality (7.15) - for a tracking problem solved by the Schauder technique;
2. inequality (7.22) - for a tracking problem solved by the Homotopic invari-
ance technique;
30
20
10
-10
-20
-30
-300 -270 -240 -210 -180 -150 -120 -90 -60 -30
deg
3. inequality (7.32) - for zeroing the plant output by the Schauder technique;
and
4. inequality (7.41) - for zeroing the plant output by the Homotopic invariance
technique.
In fact, all of these inequalities define the same problem which is similar to
problem 4.11 solved in Chapter 4 with one very important difference: the
closed loop specifications must be satisfied for all frequencies, not just up to a
frequency Who This is an important difference between the design of feedback
for LTI plants as opposed to nonlinear plants. Formally the problems may be
stated as follows:
PROBLEM 7.5 Consider the system shown in Fig. 7.3 where r = 0; P is a

n x n LTI plant belonging to a set {P}; {d} is a set of disturbances; and e(w)
a specification vector. Design the controller, G, such that for all P E {P},

2 2 2
\
1.5 .\
\
\
>:1 1 1 1
a 0.5 1 a 0.5 1 a 0.5 a 0.5 1
Figure 7.13. Simulations for several initial conditions, the specs are the dashed lines
for all d E {d} and all P E {Pl. the elements ofy = [Yl, ... ,Yn]Y are
bounded by
[Yk(jW)[ ::; ek(w); W ~ 0, k = 1, ... ,n. (7.44)
Note that P and d can be correlated, in which case we shall refer to the set
{P, d} rather than P and d.
We shall now present a design technique, first for 2 x 2 plants and then for
the n x n case.
3.1 2 X 2 PLANTS
In Fig. 7.3
Y (7.45)
(p-l + G)y (7.46)
U sing the notation P -1 = [7fij land G = diag (gl , g2), equation (7.46) is
explicitly
[ ;~~ + gl 7f22 +7f~~ ] [ ~~ ] = [;~~ ;~~] [ ~~ ] . (7.47)
7f11 d 1 + 7f 12 d2 - 7f12Y2
Y1 (7.48)
7fll + gl
7f21 d 1 + 7f 22 d2 - 7f21Y1
Y2 = (7.49)
7f22 + g2
Hence, G will be a solution to problem 7.5 if the closed loop system is stable
and if for all y E {y}
Controllers Ig1(jW)1 and Ig2(jW)1 satisfy equation (7.50) if upper bounds on

Iyt{jw) I and IY2(jW)1 exist, that is, IY1(jW)1 ~ e1(w) and IY2(jw)1 ~ e2(w).
Inequality (7.50) will be satisfied if gl and g2 are such that
17f 11 d 1 + 7f12 d 2 1 + 17f 12 e 21

< e1(w); Vd E {d}, P E {P},(7.52)
l7fll + gIl
17f21 d1 + 7f22 d2 1+ 17f21 e l(w)1
< e2(w); Vd E {d}, P E {P}.(7.53)
17f22 + g21
A design process to solve problem 7.5 will consist of the following 2 step
procedure:
1. design gl such that inequality (7.52) is satisfied and gl + 7f11 does not have
RHP zeros, then
2. design g2 such that inequality (7.53) is satisfied and g2 + 7f22 does not have
RHP zeros.
This process is summarized by the following lemma.
LEMMA 7.7 Suppose that (i) 7f12/7fll and 7f21/7f22 are rational stable TF's
and d 1 and d2 are signals in L 2, (ii) 7f11 + gl and 7f22 + g2 do not have RHP
zeros, and (iii) {y} is convex and compact in L~X1. Then G = diag(gl, g2) is
a solution to problem 7.5.
Note that this lemma implies that there is no need to use the worst case in-
equalities (7.52,7.53) which can be replaced by the less stringent inequali-
ties (7.50,7.51).
Proof: The following mapping on {y} satisfies the Schauder fixed point theo-
rem (Lemma 7.2)
(7.54)
because: (i) it is continuous on {y}, (ii) by the design process fJ? (y) is a mapping
from {y} into {y}, and (iii) by the lemma assumption {y} is convex and
compact. Hence it has a fixed point in {y} which satisfies equations (7.48,7.49),
and thus also satisfies equation (7.45).0
Necessary Conditions: This design procedure is limited by the practical

assumption that 91 and 92 are strictly proper for which inequalities (7.52,7.53)
reduce, at high frequencies, to
Id1 + 1f12
1fll
d2 + 11f12 e2(w) 1
1
1fll
< e1 (w); Vd E {d}, P E {P}, (7.55)
Id2 + 1f21d11 + 11f21 e1 (w)1 < e2(w); Vd E {d}, P E {P}. (7.56)

1f22 1f22
Thus, equations (7.55,7.56) define necessary conditions for the successful im-
plementation of the proposed design technique. The guidelines for choosing
yky and dN,y are that d1(jw),d 2(jw) tend to zero faster than e1(w),e2(w);
and if they can be neglected at high frequencies, w > Wh, compared to both
e1 (w), e2(w), then inequalities (7.55,7.56) reduce to:
1f 12 e2 (w)1
11fll < e1(w); Vd E {d}, P E {P}, w > Who (7.57)
11f21edw)1 < e2(w); Vd E {d}, P E {P}, w > Who (7.58)

1f22
This condition is similar to the well known diagonal dominance condition
(Horowitz and Loecher 1979)) and Gershgorin's theorem (MacFarlane, 1979).
By modifying the relation e1 (w) / e2 (w) at high frequencies, it can be relaxed
to
1f121f211 < 1; VP
11f1l1f22 E {P}.
The above inequality is still too crude a condition in that a solution may not
exist or the solution bandwidth will be too wide, and thus a more accurate
condition is now presented.
3.1.1 A DESIGN PROCEDURE WITH LESS STRINGENT HIGH

FREQUENCY CONDITIONS
The following equation is derived from equation (7.47)
(P22d1 - P12 d 2)92 + d1 def a92 + b

Y1 = (7.59)
(det(P)91 + P22)92 + 1 + PU91 C92 + d
which suggests changing the design procedure to the following:
1. design 91 such that: (i) inequality (7.52) for frequencies W ::; Wh is satisfied,
and (ii) 91 + 7f11 does not have RHP zeros - but has some gain and phase
margin (the frequency Wh and the margins will be tradeoff parameters); then
2. design 92 such that: (i) inequality (7.53) is satisfied for all frequencies,
(ii) 92 + 7f22 does not have RHP zeros, and (iii) Y1 as expressed by equa-
tion (7.59) satisfies the following inequality for all frequencies
(P22d1 - P12 d 2)92 + d1

IY11 =
1
< e1 ()
W ;
(det(P)91 + P22)92 + 1 + PU91
1
Vd E {d}, P E {Pl. (7.60)
The proof that G = dia9(91 , 92) solves problem 7.5 is the same as the proof
of Lemma 7.7.
Necessary Conditions: For strictly proper 91,92 and at high frequencies,

inequalities (7.53,7.60) will have a solution provided that for all d E {d} and
all P E {P}
(P22d1 - P12 d 2)92 + d1 1
(det(P)91 + P22)92 + 1 + PU91

1
Id1 < e1(w)

1 (7.61)
17f 21 d1 + 7f22d21+ 17f21 e 11
17f22 + 921
1d 2 + - d1 + -e1(w) < e2(w),

7f21 1 17f21 1 (7.62)
7f22 7f22
The guidelines for choosing yk,y and dN,y are that at high frequencies d 1(jw)
and d 2(jw) should tend to zero faster than e1(w) and e2(w). If they can
be neglected, at high frequencies, compared to edw), e2(w), then a necessary
condition emerging from inequalities (7.61,7.62) is ther existence of a frequency
Wh that for all w > Wh,
7f21 (jW)1 e2(w)

17f22 ('JW ) ::; - (-); VP
e1 W
E {P}, w > Who (7.63)
This condition can always be satisfied because el (w) and e2 (w) can be replaced
by e~ (w) ~ e1 (w) and e~ (w) ~ e2 (w) (thus there is no violation of the closed
loop specifications by Y1, Y2) such that for w > Wh, e~ (w) / e~ (w) is large
enough to satisfy equation (7.63).
3.1.2 A THIRD DESIGN PROCEDURE

Y2 = (7.64)
(det(P)gl + P22)g2 + 1 + PUg1
hence inequality (7.53) can be replaced by
(PUd2 - P21 d 1)gl + d2 I

I
IY21 < 1 + PUg1 + P22g2 + det(P)glg2
(7r22d2 + 7r21 dt)gl + d2/det(P) I ()
I l/det(P) + 7r22g1 + 7rng2 + glg2 < e2 w . (7.65)
The design procedure is:

1. design gl so that: (i) inequality (7.52), for frequencies w ~ Wh, is satisfied,
and (ii) gl + 7ru does not have RHP zeros (the frequency Wh will be a
tradeoff parameter); then
2. design g2 such that: (i) inequality (7.65) is satisfied for all frequencies,
(ii) the TF of equation (7.64) is stable, and (iii) Y1 as expressed by equa-
tion (7.59) satisfies the following inequality for all frequencies
(7.66)
The procedure is justified by arguments similar to those used to prove Lemma 7.7
where the condition 7r22 + g2 does not have RHP zeros should be replaced by,
Y2 is in L2 (see equation (7.64)).
Necessary Conditions: From equations (7.65,7.66), necessary conditions

are the existence of an Wh such that
3.2 n X n PLANTS
In Fig. 7.3
y (7.67)
(P- 1 + G)y (7.68)
Using the notation p- 1 = [1fij] and G = diag(gi), equation (7.68) is explicitly

written as (see also equation (4.55) in Chapter 4)
1f12
[ " l d 91
+ g2 "In]
[ft]
1f21 1f22 1f2n
1fn1 1fn2 1fnn + gn

[ 1f21
"11
1f12
1f22 "In ][ 1
d ]
~~~ ~~.' (7.69)
1fn1 1fn2 1fnn dn
I:~=l1fmudu - I:~:;tm 1fmuYu.

Ym = -"-------------'-------, m = 1, ... , n. (7.70)
1fmm + gm
Hence G will be a solution to problem 7.5 if the closed loop system is stable
and if for all y E {y} and m = 1, ... , n
I:~=l1fmudu - I:~:;tm 1fmu Yu < em(w}; \fd E {d}, P E {P} (7.71)

1fmm + gm
Sufficiently large Igm(jw)I's satisfy equation (7.71) if an upper bound on

IYu(jw}1 for all u exists, which is IYu(jw}1 ~ eu(w}. Inequality (7.71) will be
satisfied if the gm (jw) 's are such that for m = 1, ... , n
A procedure designed to solve problem 7.5 will then consist of the following n
stage process: at the ith stage; design gi such that for m = i inequality (7.72)
is satisfied and 1fii + gi does not have RHP zeros. This procedure is justified
by the following lemma.
LEMMA 7.8 Suppose that for i = 1, ... , n (i) 1fiu/1fii for all u are rational
stable TF's and d 1, ... , dn are in L 2, (ii) 1fii + gi does not have RHP zeros, and
(iii) {y} is convex and compact in L~X1. Then G = diag(gi) is a solution to
problem 7.5.
The implication of this lemma is that there is no need to use the worst case
inequalities (7.72) which can be replaced by the less stringent inequality (7.71).
Proof: The following mapping on {y} satisfies the Schauder fixed point theo-
rem (Lemma 7.2)
2::=1 7r)udu - 2::#1 7rluYu
7rll +91
(y) = (7.73)
,\",n 7r d _ ,\",n 7r
Lu=l nu U Uuin nuYu
7rnn +9n
because: (i) it is continuous, (ii) by the design process it is from {y} into
itself, and (iii) by the lemma assumption {y} is convex and compact. Hence it
has a fixed point in {y} which satisfies equation (7.70), and thus also satisfies
equation (7.67).D
Necessary Conditions: This design procedure is limited by the practical

assumption that the gi's are strictly proper, and therefore at high frequencies
inequality (7.72) becomes
I 2:~=1 7r mu du l t7r 2:~#m l7r

mm
mu leu (w) < em(w); Vd E {d}, P E {P}(7.74)
thus defining a necessary condition for implementation of the proposed design

technique. The guidelines for the choice of ylJ,y and dN,y are that the d m (jw) 's
should tend to zero more quickly than the em (w) 's at high frequencies. If they
can be neglected at high frequencies, w > Wh, compared to the em(w)'s, then
inequality (7.74) reduces to: for m = 1, ... , n
2:~#ml7rmu le u (w)
I7r I < em(w); Vd E {d}, P E {P}, w > Who (7.75)
mm
This condition is similar to the well known diagonal dominance condition

(Horowitz and Loecher 1979), and Gershgorin's theorem (MacFarlane, 1979).
The above inequality is still too crude a condition in that a solution may not
exist or the solution bandwidth will be too wide, a more accurate condition is
now presented.
3.2.1 A DESIGN PROCEDURE WITH LESS STRINGENT HIGH

FREQUENCY CONDITIONS
The equation from section 1.5 in Chapter 4 and its accompanying notation
are used below.
Gk diag(O, .. ,0, gk, 0, .. ,0),
Ck 1+ P(G - G k ),
Pk [Plk.P2k, ,Pmk]T, and
ef [0, ... ,0,1,0, ... ,0], 1 only in position k
(I + PG)-l (I + P(G - G k ) + PG k )-l = (C k + 9kPkeD-1

-1 TC-1
C-1 _ gk C k Pkek k
k 1 + 9k e k C k 1Pk
C k 1 + 9kCk1(ekCk1pkl - Pk ek C k 1)
1 + 9kekCk1Pk
(7.76)
Hence
y = (I+PG)-ld= Ad+gkBd. (7.77)

1 + gkdk
The vector of TF's Ad, Bd and the TF dk depend on G. The following
notation is used for the special case where gi = 00 for i = k + 1, ... , n
Ad k [at ... , a~lT = Ad; where gr = 00, r = k + 1, ... , n,

Bd k [b~, ... , b~lT = Bd; where gr = 00, r = k + 1, ... , n. (7.78)
A design which may overcome the high frequency limitations of the previous
subsection is the following n stage procedure.
1. Design glsuch that: (i) inequality (7.72) where m = 1, for frequencies
W :S is satisfied; and (ii) gl + 7fll does not have RHP zeros, but
Wh,
possesses some gain and phase margin (the frequency Wh and the margins
will be tradeoff parameters).
2. Design g2 such that: (i) inequality (7.72) where m = 2, for frequencies W :S
Wh, is satisfied; (ii) g2 + 7f22 does not have RHP zeros, but possesses some
gain and phase margin; and (iii) Y1 as expressed by equations (7.77,7.78)
where k = 2, satisfies the following inequality for all frequencies
(7.79)
3. At the kth stage, design gk such that: (i) inequality (7.72) where m = k,
for frequencies W :S Wh, is satisfied; (ii) gk + 7fkk does not have RHP zeros,
but possesses some gain and phase margin; and (iii) Yi as expressed by
equations (7.77,7.78), satisfies the following inequality for all frequencies
and i = 1, ... , k - 1
(7.80)
4. At the nth stage (the final stage), design 9n such that: (i) inequality (7.72)
where m = n, is satisfied in all frequencies; (ii) 9n + Jr~n does not have
RHP zeros; and (iii) Yi as expressed by equations (7.77,7.78) where r = n,
satisfies the following inequality for all frequencies and i = 1, ... , n - 1
(7.81)
Note thatwh and the gain and phase margins of each stage are tradeoff design pa-
rameters. Also the MTF G = dia9 (91, ... , 9n) guarantees that inequality (7.44)
is satisfied.
Necessary Conditions: The necessary conditions for strictly proper con-

trollers are that at high frequencies (i) for i = 1, ... , k - 1 where k = 2, ... , n,
9i = 0 is a solution to inequality (7.80), and (ii) for m = n and all 9i = 0 is a
solution to inequality (7.72). If d at high frequencies can be neglected in these
inequalities, then a necessary condition is: there exists some Wh such that
This criterion is clearly a relaxation of the condition as given by inequal-

ity (7.75).
3.2.2 A THIRD DESIGN PROCEDURE

In Chapter 4, from equation (4.62) we have
d 11 -
"n
~u=2
1
Jr 1uYu
Y1 k = 1;
Jrf1 + 91
d22 -
"n 2
~u=3 Jr2uYu
Y2 k = 2;
Jr2 + 92
dm
m
"n m
- ~u=m+1 JrmuYu
Ym k = m < n;
Jr~m + 9m
Yn = d~ k = n (7.82)
Jr:in + 9n'
where Jrt are defined by equation (4.58) and d~ are defined in section 1.4 in
Chapter 4. Inequality (7.72) can therefore be replaced by
m<n; (7.83)
(7.84)
The design consists of the following n stage procedure:

1. Design gl such that: (i) inequality (7.84), where m = 1, for frequencies
W :::; Wh, is satisfied; and (ii) gl +7ff1 does not have RHP zeros but possesses
some gain and phase margins (the frequency Wh and the margins will be
tradeoff parameters).
2. Design g2 such that: (i) inequality (7.84), where m = 2, for frequencies W :::;
Wh, is satisfied; (ii) g2 + 7f~2 does not have RHP zeros but possesses some
gain and phase margins; and (iii) Y1 as expressed by equations (7.77,7.78),
where k = 2, satisfies the following inequality for all frequencies (the
frequency Wh and the margins will be tradeoff parameters).
ar(jw) + g2b.r (jw) < edw); Vd E {d}, P E {P}. (7.85)

1 + g2d2(JW)
3. At the kth stage design gk such that: (i) inequality (7.84), where m = k,
for frequencies W :::; Wh, is satisfied; (ii) gk + 7r~k does not have RHP zeros
but possesses some gain and phase margins; and (iii) Yi as expressed by
equations (7.77,7.78), satisfies the following inequality for all frequencies
and i = 1, ... , k - 1 (the frequency Wh and the margins will be tradeoff
parameters).
a7(jw) + gkb~(jw) < ei(w); Vd E {d}, P E {P}. (7.86)

I 1 + gkddJw)
4. At the nth stage (the final stage), design gn such that: (0 inequality (7.83)
for all frequencies is satisfied; (ii) gn + 7r~n does not have RHP zeros; and
(iii) Yi as expressed by equations (7.77,7.78), where r = n, satisfies the
following inequality for all frequencies and i = 1, ... , n - 1
Iai(jw) + gnb~(jw) I < ei(w); Vd E {d}, P E {P}. (7.87)

1 + gndn(Jw)
Necessary Conditions: The necessary conditions (assuming strictly proper

controllers), are that at high frequencies the inequalities in design steps 3,4
have a finite bandwidth solution, gk. That is, gk = 0 in each of the above
inequalities is a solution. If d can be neglected in the above inequalities, then
all of them possess solutions at high frequencies, however, G and F may still
not exist.
4. RATIONAL TF APPROXIMATIONS FROM INPUT

OUTPUT DATA
This section discusses an algorithm which fits an LTI system in rational MTF
form to input output data. It is proposed using this algorithm for choosing the
plant P N,y because it has some attractive properties from a feedback synthesis
point of view, which are explained during the development of the algorithm.
4.1 SISO SYSTEMS

For a given system, N, and input output data u(t), y(t) (that is, y(t)
Nu(t)) on the time interval [0, T], we are required to find a rational TF approx-
imation, P(s), such that Pu is as close as possible to N u in a certain sense. For
this approximation problem many papers have been published, but we choose
to present an algorithm proposed by Golubev and Horowitz (1982) mainly
because: (i) the number of poles and zeros are given a-priori; (ii) it strongly
weights high frequencies (or equivalently the time range around t = 0) which
is essential in preserving the identified nature of the plant's high frequency
behavior for feedback synthesis; (iii) a-priori information about the model, par-
ticularly its asymptotic behavior, at infinity and zero, can be inserted into the
model; (iv) it is easy to implement (a least-squares process); and (v) it produces
a unique approximation model whose output, for the given input, converges to
the true output as the number of poles and zeros go to infinity.
We begin by introducing some notation and then continue with the lemma
on which the approximation algorithm is based. For a pair of signals u( t), y(t)
defined on t E [0, TJ, {u, y} denotes the set of all extensions of u( t), y( t) such
that they possess Laplace transforms, and {Rnm} is the set of all rational TF's
with n poles and m zeros, i.e., TF's of the form:
R () _ Pm(s) _ L~OPkSk
nm s - () - ",n k .
Qn S L...-k=O qk S
The distance between a member u, y E {u, y} and the TF Pm / Q n E {Rnm}

is defined as:
d(Pm , Qn, u, y) = i: 1Qn(jw)y(jw) :;nPm(jw)u(jw) 12 dw;
and d( n, m) is its minimum over {Rnm} and {u, y}, that is
d(n, m) = inf d(Pm , Qn, u, y).

{Rnm},{u,y}
This distance definition implies that the measure between the true system
output, YN = Nu, and the output of the LTI approximation YL = (Pm/Qn)u
is:
Note that d(Pm , Qn, u, y) is determined up to a constant because Pm/Qn =

cPm/cQn butd(cPm,cQn,u,y) = c2 d(Pm, Qn,u,y). Since for an nth order
model, qn i- 0, qn = 1 can be chosen as the normalization factor. The proposed

approximation technique is based on the following lemma whose proof is given
in Golobev and Horowitz (1982).
LEMMA 7.9 For given n, m (i) there exists a unique Pm/Qn E {Rnm} and a
unique u, y E {u, y} such that:
d(n, m) d(Pm , Qn, u, y)

2
faT
n m
L qky(k-n)(t) - LPkU(k-n)(t) dt (7.88)
k=O k=O
where
y(O)(t) y(t) , y(-n-l) = fat y-n(T)dT,

u(O) (t) u(t) , u(-n-l) = fat u-n(T)dT; (7.89)
(ii) d( n, m) -t 0 as n, m -t 00; and (iii) the extension of the optimal pair u, y

and their first m and n derivatives, respectively, are continuous at t = T.
An Algorithm: The algorithm which follows is based on equation (7.88),

where u(t), y(t) are given on intervals of h time units, that is for t = 0, h, 2h,
... ,Nh = T.
1. Construct the integrals y(-k)(t) for k = 1, ... ,n and u(-k)(t) for k
1, ... , m by the following recursive equation:
y( -k) (0) 0,
y(-k)(ih) y(-k)(ih - h) +~ [y(-k+l)(ih - h) + y(-k+l)(ih)] .
2. Replace equation (7.88) by the approximation
(7.90)
3. Apply the least-squares method to determine the qk's and Pk 's which mini-
mize the expression in equation (7.90).
4.2 MIMO SYSTEMS

For a given n x n nonlinear plant, N L, and n input output pairs, Ui, Yi
on the time interval [0, Tj, we are required to find a rational MTF approximation
P(s) such that PUi is as close as possible to Yi for i = 1, ... , n in a certain
sense. Many papers have been published on this approximation problem, but
we choose to present a natural extension of the algorithm for SISO systems
given in section 2.2 because the results are suitable for feedback design. Let us
assume that the MTF P (s) represents the LTI set of equations
(7.91)
where the elements of the n x n matrices Nand D are polynomials denoted

by
Iij mij
d ij = L qija Sa , nij = L Pija Sa .

a=O a=O
Since the TF's d kj , nkj for j = 1, ... , n of the kth row of equation (7.91) do not
depend on the elements in any row i i= k, it is suggested finding the elements
of each row of D and N separately. As in the SISO case, we must find the
coefficients of d kj (s) and nkj (s) for the kth row which minimize the following
expressIOn:
(7.92)
where I = max(lkl, ... , lkn). Using Parseval's theorem, its time domain equiv-
alent is
(7.93)
where
n lij n mij
Ykr = L L qkiayf;l, Ukr = L L Pkiaufr- l

i=lo,=O i=lo,=O
and ya-l, uo,-l are defined by equation (7.89). Since the LTI differential equa-
tion (7.91) has a solution for t > T which satisfies the initial conditions on Y
and U at the final data time t = T, the minimum of the expression given in
equation (7.93) is not larger than
(7.94)
The proposed algorithm will then be to minimize the expression of equa-

tion (7.94) by the coefficients of dij and nij which is a least square problem.
Two remarks are now in order.
REMARK 7.7 It is assumed that the plant is strictly proper in the sense that its
frequency model approximation is strictly proper, hence (see Kailath 1980 p.
385) the system is column reduced and the highest order ofnkjfor j = 1, ... , n
(row k ofN) must be less than the highest order of dkj for j = 1, ... , n, that is
max(lkl, ... , lkn) > max(mkl, ... , mkn)

REMARK 7.8 Since multiplication of the M 1M0 model by any fixed full rank
matrix is allowed, that is, if A is a constant full rank matrix then Dy = N u
and ADy = AN u describe the same system, it is possible, and in fact it is
necessary, in order to have a solution, to determine a-priori one coefficient of
one element in each row of the matrix D. This option enables us to determine
one coefficient of the elements of dkj (j = 1, ... , n) ofD.
5. SUMMARY
The QFT technique for robust feedback design for MIMO uncertain plants
was extended to the design of feedback controllers for uncertain nonlinear
plants. The technique is suitable for tracking specifications with zero or non-
zero initial conditions as well as servo problems (disturbance rejection) which
also have zero or non-zero initial conditions.
The theoretical justification for the proposed method, which was based on
the Schauder fixed point theorem, was extended to a fixed point theorem based
on Homotopic invariance. As such it extended the set of plants and output
specifications to which the technique can be applied. More importantly, it
resulted in a lower bandwidth solution.
Design details provided include; guidelines for choosing parameters; trade-
offs in modifying high frequency specifications to decrease the solution band-
width; necessary conditions; and a proposed algorithm, suitable for the approx-
imation of nonlinear SISO and MIMO systems by extending finite time signals
to signals which have Laplace transforms.

The first QFT MIMO paper to design feedback for nonlinear plants was
published by Horowitz and Briener (1981). It was based on the Schauder fixed
point theorem (see Horowitz 1981) and the references therein and Horowitz
(1991). The technique presented here is an extension of the former methods
and the techniques for MIMO LTI plants (Yaniv and Horowitz 1986) and the
LTV technique for SISO systems (Yaniv and Boneh 1997). For QFT based
applications to nonlinear problems see Boyum et al. (1995) and Duncan (1995).
Chapter 8
SYNTHESIS OF LTV CONTROLLERS FOR

NONLINEAR MIMO PLANTS
In Chapter 7 we saw how to design an LTI controller for an uncertain non-

linear MIMO plant, based on the assumption that the nonlinear plant equation,
y = N u, can be replaced by an uncertain set of LTI equations with dis-
turbances, i.e., of the type y = P N,y U + dN,y. Essential conditions for a
successful application of the technique are that the uncertainty of the plant
P N,y be limited such that there exists an LTI controller which stabilizes the
plant P N,y, and that dN,y be small enough. These conditions restrict the sets of
nonlinear plants to which the proposed design procedure can be applied. Thus,
qualitatively we can say that if the nonlinear plant deviates too much from an
LTI plant, then the existence of a solution is questionable. Clearly, since the
deviation of a nonlinear plant from an LTI plant is much less on a finite time
interval than for infinite time intervals, the idea of updating the chosen LTI
plant and disturbance set {P N,y, dN,y} along the system's trajectory, i.e, on
different time slices, is useful. The result will be a piecewise LTI controller,
the structure of which may not be fixed on the different time intervals. This
"Scheduling" idea is well-known, see for example Becker and Packard, (1994).
In summary, the design technique is: (i) time intervals where the plant can be
well approximated by an LTI plant are chosen; then (ii) an LTI controller is
designed for each time slice where the initial conditions of the present time
interval are the final conditions of the previous one.
1. STATEMENT OF THE PROBLEM

The feedback system under study is depicted schematically by Fig. 8.1 and
expressed mathematically by the equations
y Nu, u = G(r - y),

343

where r, u, y E L~xl, denote the commands, plant inputs and plant outputs
respectively. In addition, G is a controller and
N = N(u, y(O), ... , yn-l (0), t)

is an nonlinear operator which maps L~Xl X Rnxl ... Rnxl x R+ into L~xl,
and where yi(O) are the initial conditions on y.
r
.... + e y
-
u
G "" N -
, -
Figure 8.1. A nonlinear MIMO feedback system
The problem under consideration is how to design the controller, G, and

the tracking command, r, such that the plant output, y, will satisfy given
specifications, that is, will be a member of a specified set {y}. For example,
the ith element of any member of {y} is the set of all continuous functions,
bounded above and below, on a given time interval, by given time functions.
An example of a two output system with zero initial conditions appears in
Fig. 7.2 where the first output should be any of the time functions between
the dashed curves in Fig. 7.2a, that is, close to a step response of a first order
system, and the second output should be any time function between the dashed
curves in Fig. 7.2b, that is, bounded by a small value. An example for non-zero
initial conditions is given in Fig. 7.2c,d, where the output should be between
the dashed curves. Formally, the problem may be stated as:
PROBLEM 8.1 Consider the system shown in Fig. 8.1, where N is an nonlin-
ear n x n M1MO plant known to be any member of a known set {N}. The set
{y} of permitted output responses is given. Design a tracking command rand
a piecewise LTl or LTV controller, G, such that the plant output y E {y} for
all N E {N}. r == 0 may be required, in this case our problem is a one DOF
problem.
It should be borne in mind that this is a two degrees of freedom problem,
although this fact will not be explicitly mentioned in the sequel.
2. THE DESIGN PROCEDURE

We first solve problem 8.1 by designing an LTI controller G. The idea
is based on replacing the set {N} by an LTI set of plants and disturbances
{P, d} to which a feedback problem is solved within the framework of QFT.
Its solution is also a solution to the original nonlinear problem. The proposed
Synthesis of LTV Controllers for Nonlinear MIMO Plants 345
extension to the design of piecewise LTI controllers is as follows: first, split

the time interval, for example [0, T], into several time slices [Ti - 1 , Ti]. For
each time slice design an appropriate controller and command pair G i , ri,
where the initial conditions for the (i + l)th time interval (at t = Ti) are the
system responses at the final time of the ith time interval. A solution to the
original problem will be the pair Gi, ri for the ith time interval, where the
initial conditions of G i are the same as the final conditions of G i - 1 at the final
time of the (i - 1) th time slice. The idea (originated by Horowitz 1991) for a
single time interval is based on the following lemma.
LEMMA 8.1 Consider the following mapping on the set {y}:

q,(y) (I + PN,yG)-l(PN,yGr + y}y,y + dN,y), (8.1)
y Nu = PN,yU + y}y,y + dN,y. (8.2)
That is, for a given y E {y}, calculate u by y = Nu, then choose a pair
P N,y, dN,y of an LTI plant and disturbance signal vector which obey equa-
tion (8.2) (jor which y}y,y is the unique output of the plant P N,y for the initial
conditions ofy), then calculate q,(y). If the mapping q, has ajixed-point in
{y} for each N E {N}, then the pair G, r is a solution to problem 7.1.
ASSUMPTION 8.1 In Lemma 8.1: u, rand yare in L~X1; G and (I +
P N,y G) -1 are in Rn x nH00; and for all y E {y} there exists a unique u such
that y(t) = N(u, y(O), ... , t).
REMARK 8.1 The number of initial conditions on y is dictated by the condi-

tion that the LTI equation y = P N,y U have a unique solution, or equivalently
that the response of the chosen LTI plant P N,y to the initial conditions, y}y,y'
be unique. If the plant can be locally linearized around t = 0, then the number
of initial conditions of the elements of y is most likely limited in the same way
as its LTI approximation near t = O.
Proof of lemma 8.1: Denote the fixed-point by y j:
Yj (I + PN,yG)-l(PN,yGr + y}y,y + dN,y), (8.3)

Yj Nu = PN,yU + y}y,y + dN,y. (8.4)
Equation (8.3) yields
Yj = PN,y ((G(r - Yj)) + yky + dN,y, (8.5)
whose solution, G(r - Yj) is, by equation (8.4), u and by assumption 8.1 is
unique. Thus
yj = N u, u = G (r - Yj ). (8.6)
As a result, Yf is the output of the system defined in Fig. 8.1. By the lemma
assumption Yf E {Y}, and the pair G, r is therefore a solution to problem 8.1.0
Based on Lemma 8.1, a design procedure for problem 8.1 is:

1. Choose the time slices [Ti - 1 , Til (guidelines for how to choose these in-
tervals are given in section 2.2), then choose a dense enough finite subset
from {y} and from {N} on which the calculations will be performed (see
remark 7.1). Now repeat the following steps for each time slice (for k slices
repeat for i = 1, ... , k).
2. Design a pair G i , ri such that the mapping defined in Lemma 8.1 on the set
{y}, truncated to the interval [1i-l, Til, has a fixed-point on that set (the
initial conditions are those given for t = 0 if i = 1, or for t = Ti-l found
by step 3 if i > 1).
3. Simulate the closed loop nonlinear system on the time slice [Ti-l, Til to find
the final conditions on the plant output as well as the controller's output.
These are the initial conditions for the (i + l)th interval.
If the design of the pairs Gi, r i has been successfully carried out for each of
the k time slices, then the piecewise LTI controller, which is built from the pair
G i , ri in the ith time slice, where the controller states are such that the initial
values are the final values of the previous step, is a solution to problem 8.1. The
extension to the design of an LTV controller is now straightforward: design
all the Gi's with the same structure (same number of poles and zeros in each
entry), then vary the coefficient of the G i 's continuously (for example, linearly)
such that at time Ti, the coefficients will be that of Gi. Clearly, this process
is justified if the time slices are small enough. Evaluation of the LTV design
will then be carried by simulations. Chapter 7 is devoted to the design details
where it is recommended using the Homotopic Invariance technique.

AND TIME SLICES
The reason for using an LTV controller instead of an LTI controller is of
course to reduce the control effort needed to achieve desired specifications. A
quantity which is related to the control effort is the system bandwidth, which
depends on the following quantities: (i) the set {y}; (ii) the uncertainty of
the chosen set of P N,y; (iii) the amplitude of the disturbances dN,y associated
with it; (iv) the output disturbances; and (v) the initial conditions. In general,
the uncertainty of P N,y with regard to a subset of {y} is smaller than for the
original set {y}, and the amplitude of dN,y cannot be larger than that of the
original set. This leads to a lower bandwidth controller. On the other hand, in
order to satisfy closed loop performance on a subset of {y}, a wider bandwidth
controller is most likely needed. These conflicting demands suggest that the
preferred subsets on which the design should be carried out exist.
Another guideline is that nonlinear plants can be well approximated around
t = 0 by LTI plants. Since the response of an LTI system close to t = 0
dictates its transfer function near 8 = 00, it is suggested that P N,y should
be chosen such that its first Taylor series expansion around 00 be the same
as that of the LTI approximation around t = O. This guideline was used by
Horowitz (1981,1991) and by Yaniv (1991) and Yaniv and Boneh (1997), and
it is described in detail in the example given in section 3 ..
3. AN EXAMPLE
We shall present a solution to problem 8.1 for the following uncertain non-
linear 2 x 2 plant and closed loop specifications.
The 2 x 2 plant: The input and output are [UI, U2V and [YI, Y2V, respectively,
and
YI + AYIYI - BYI + C(Y2 + AY2Y2 - BY2)

Y2 + AY~Y2 - BY2 + D(YI + AYIYI - BYI) (8.7)
with the initial conditions zero, i.e. YI (0) = 0, and Y2 (0) = O.
Plant uncertainty: Resides in the parameters A, B, C, D, which are uncorre-

lated and can take any of the values in the following intervals:
A E [0,1]' B E [0.5,1]' C E [0,0.5]' DE [0,0.5].

Closed loop specifications: The plant output [YI, Y2V with all of its uncertainty
should satisfy
IYi(jW) - y?(jW) I ~ ei(w), i = 1,2; (8.8)

o 1 9 0
YI(8) = -; 82 + 38 + 9' Y2(8) = 0,
where el (w) and e2 (w) are given in Fig. 8.2. These specifications mean that
the output of the first channel, YI, will be (approximately) a step response of a
second order system which may deviate from y~ (8) by no more than el (w); and
that the second channel, Y2, will be bounded by e2(w). The actual choices of
el (w) and e2 (w) were calculated by taking the maximum of the left hand side
of equation (8.8) for the Yi(8)'S given by equation (8.12). These specifications,
when converted to the time domain, are also shown in Fig. 8.2 where the
translation is based on the envelope of the responses of the same functions,
with an allowed steady state error of 0.05 in YI and 0.1 in Y2 respectively (for
details see Chapter 2).
347
Specified e 1 Specified e2
-30 -30
CD -50 CD -50
"0 "0
-70 -70
-90L-------~----~~ -90L-~~~~--~~~
10 10 1 102 10 10 1 102
Specs on y1 in time Specs on y2 in time
1.5r-----~-~--~ 0.2~---------~
0.5
-0.2L-~~~~~~~~
0.5 1 1.5 2 o 0.5 1 1.5 2

sec sec
Figure 8.2. Frequency and time domain specifications
Implementation of the Design Procedure:

Choice of P N,y: As mentioned above, one of the main concerns when the pair
P N,y, dN,y is chosen, is to guarantee that the uncertainty of the set {P N,y} will
not be too large (especially at high frequencies), while keeping the set {dN,y}
small. Otherwise it will not be possible to design feedback for the uncertain
plant {P N,y}, and/or the bandwidth of the loop transmissions will be too large.
Thus a chosen P N,y, which depends little or not at all on y E {y}, with dN,y
being kept small, is preferred. This is the case for LTI plants, i.e, the plant is not
a function of its input and/or output. It is important to adhere to this property
when P N,y is chosen, especially at high frequencies, because high frequency
uncertainty is strongly linked to the solution bandwidth. Thus around t = 0,
P N,y should be the best possible LTI approximation to the nonlinear plant. For
example, let
u(t) [ UlO + un t + u12t2 + . .. ]

UnO + UnIt + U n 2 t2 + . . . '
348
t t2
y(t) = [ Y10+Yl1 +Y12 + ... ] (8.9)
YnO + Yn1 t + Yn2 t2 + .. .
be the Taylor series expansions around zero of the plant input and output,
respectively. Substitution of these expansions into the nonlinear plant, equa-
tion (8.7), yields:
Yll + 2Y12 t - BYl1 t + C(Y21 + 2Y22 t + AY21Y21 t - BY21 t ) UlO + UU t

Y21 + 2Y22 t - BY21 t + D(Yl1 + 2Y12 t + AYllYU t - BYllt) U20 + U21 t
where UlO = Yl1 + CY21 and U20 = Y21 + DYl1. Thus, P N,y (s) should satisfy
P N,y u=P N,y Yll +CY21

[ Y21 +8DYl1
8
1=P N,y
[1
D
C] [ Yu ] -
1
1
Y21 S =
[ Yu ]-1
Y21 s2 .
The following choice of P N,y is therefore suitable (also does not depend on y):
PN,y
1[1 C]
= -; D 1
-1
A better choice can be achieved by incorporating more terms (-CBY21t and

-DBYut), which gives
Yl1 +CY21 + -BYll-CBY21

82
1
8
PN,y [ Y21 +DYll + -BY21-DBYll
2
8 8
B C(s - B) ] [ Y11 ] [ Yl1 ] 1

PN,y [ S -
~ D(s-B) S - B Y21 Y21 s2'
Hence a suitable choice is
PN,y = [
s B
D(s - B)
C(s - B)
s- B
]-1 (8.10)
If the initial conditions are [YlO, Y20V then
U10 (1 + AyrO)Yl1 - BylO + C(Y21 + AY20Y21 - BY20)

U20 (1 + AY~O)Y21 - BY20 + D(Yl1 + AYlOYl1 - BylO),
and the relation between a change in input to a change in output (for the same
initial conditions) is
~UlO (1 + AYro)~Yl1 + C(l + AY20).6.Y21

~U20 (1 + AY~O)~Y21 + D(l + AYlO)~Yl1'
349
Thus the first order Taylor series expansion of P N,y should satisfy
P [
l+Ay~o b.
s Yll
+ C(l+AY20)
s
b.
Y21
1
N,y D(l+AylO) b.
s Yll
+ l+AY~Q b.
s Y21
PN
,y
[1D(l+ Ayio
+ AylO)
C(l + AY20) ] [~Yl1 ] ~
1 + Ay~o b.Y21 8
[ b.Yll ] 1
b.Y2I 8 2 '
Hence the following choice is appropriate
P _ [ 1 + AYio (8.11)
N,y - D(l + AylO)
Note that uncertainty in the initial conditions YlO and Y20 contributes to the
uncertainty of the set of P N,y.
For simplicity, a piecewise LTI controller for only two time intervals will be
designed. The design process, therefore, has two major design stages: design
on the first and second time slices.
Design on the first time slice: First, a translation of the nonlinear plant into
a linear plant with disturbance in the plant output is carried out. The chosen
plant is given by equation (8.10). The disturbance dN,y is calculated for a large
set of plant outputs of the following second order form:
1 w2
YI(8) ~ 82 + 2eW8 + w2' W E [7.5,11.5]' eE [0.45,0.55J
E [7.5,11.5]' eE [0.45,0.55J (8.12)
1 0.1 . w 2
Y2(8) - 2 2' W
88 + 2eW8 + W
whose time responses are well known. The actual calculation process is as
follows:
1. Choose parameters A, B, C, D and output [YI, Y2V which obey equa-
tion (8.8), and translate the latter into the time domain.
2. Calculate [UI, U2V by equation (8.7), then calculate their Laplace trans-
forms. For the example used here, this is a simple procedure because
UI and U2 are sums of exponential functions of time, and their Laplace
transforms are known.
3. Calculate dN,y from equation (8.2), where Y}y,y = 0 because all initial
conditions are zero:
dN,y = Y - PN,yu.
350
4. Repeat the above steps for many cases of permitted A, B, C, D and many
choices of [Yl, Y2f in {y} to get the set of pairs of P N,y, dN,y (see re-
mark 7.1).
Equation (7.21) defines the command input, r, where the nominal case is the
same [y~, Y~f defined in equation (8.8) and A, B, C, D are the arithmetic
average between their maximum and minimum values. The problem then
reduces to the following disturbance rejection problem: find G such that
inequality (4.16) is true and the LTI MIMO system is stable. Using standard
QFT techniques, both controllers are designed to satisfy inequality (8.8) with
gain and phase margins of 40 and 9dB (11 + LI- 1 < 3.7dB). At frequencies
w > 9, the specifications el (w) and e2 (w) are also relaxed by the factor of
Jl + w 2 /9 2 (see the 4th guideline at the end of section l.3). The bounds and
nominal loop are shown in Figs. 8.3-8.4. The controller is
310 970)
G = diag ( s + 24' s + 37 .
On performing time domain simulations, we found that near t = 0.75 the con-
30
8(1)
20
8(2)
10
OJ
"0
-10
-20
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
Figure 8.3. Bounds and open loop 1 of first time slice
351
30
20
-10
-20
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
Figure 8.4. Bounds and open loop 2 of first time slice
trol efforts were close to their steady state values. For simplicity, the second
time slice will be chosen to begin at that time. The simulations are shown in
Fig. 8.7 but they are true only for t ::; 0.75, because for t > 0.75 the above
controller is no longer valid (it is switched to the controller of the second inter-
val).
Design on the second time slice t > 0.75: The translation of the nonlinear plant
into a linear plant with disturbance in the plant output is performed. The chosen
plant is given by equation (8.11). The disturbance d N,y is calculated for a large
set of plant outputs of the following second order form (they also obey the
specifications as translated into the time domain):
1 0.05 s + w2
y~(s) - - 2 ~ 2; w E [3.5, 7.5], ~ E [0.45,0.55]
s s s + 2 ws + w
S +w 2
0.1 2 2; w E [3.5, 7.5], ~ E [0.45,0.55]
s + 2~ws + w
The actual calculation process is as follows:
352
1. Choose parameters A, B, C, D and output [Yl, Y2]T which obey inequal-
ity (8.8), and translate the latter into the time domain.
2. Calculate [Ul, U2]T by equation (8.7), then calculate their Laplace trans-
forms. This is a simple procedure for the example used here because Ul
and U2 are sums of exponential functions of time, and as such their Laplace
transforms are known.
3. Using equation (8.2) with the appropriate initial conditions achieved by
simulation of the first time interval, calculate dN,y:
4. Repeat the above steps for many cases of permitted A, B, C, D and many
choices of [Yl, Y2V which satisfy the output specifications to get the set of
pairs PN,y, dN,y.
30
10
-10
-~B70 -240 -210 -180 -150 -120 -90 -60 -30 o

deg
Figure 8.5. Bounds and open loop 1 of second time slice
Using standard QFT techniques, both controllers were designed to satisfy

inequality (4.16) with gain and phase margins of 40 and 9dB (11 + LI- 1 <
353
30
20
8(1)
10
-10
-20
-270 -240 -210 -180 -150 -120 -90 -60 -30 0
deg
Figure 8.6. Bounds and open loop 2 of second time slice
3.7 dB). Moreover, at frequencies w > 9 the specification el (w) was relaxed by
a factor of }1 + w2 /9 2 (see the 4th guideline at the end of section 1.3). e2 (w)
was not relaxed because it was not needed. Some iterations were needed to
arrive at these values. The bounds and nominal loop are shown in Figs. 8.5-8.6,
where the controller is
G=dia (~ 36 )
9 s + 12' s + 7.6 .
Time domain simulations: These are presented in Fig. 8.7. The time domain
specifications are barely satisfied, which means that the design is highly efficient
from the bandwidth point of view. This conclusion is based on the "rule of
thumb" that smaller plant output sensitivity in relation to plant uncertainty is
a result of a wider bandwidth, provide that the gain and phase margins are
preserved.
4. NOTES
A method was presented for designing linear time varying feedback for
MIMO nonlinear plants to achieve desired closed loop specifications. The
354
Time simulation
1.5~----------~------------~-----------'-----------'
-- - - - - - - -- -
0.5
0.5 1.5 2
0.2------------~------------~----------~----------~
0.1
C\J
>.
-0.1
-0.20~-------1-----~------L---------'2
0.5 1 1.5
sec
Figure 8.7. Time domain simulations
technique utilizes the existing QFT methodology for the design of a linear
time invariant controller and is based on a fixed-point theorem. A Homotopic
invariance fixed-point theorem was used in order to save computation and
control effort (bandwidth). The technique is most suitable for plants which can
be linearized around t = O.
The main difference between design for an LTI and a nonlinear plant is
that for the laUer, special precautions have to be taken near high frequencies.
For nonlinear plants, which can be locally linearized around t = 0, it is
recommended removing these precautions and verifying through simulations
that the results are satisfactory, because in such a case a saving of bandwidth is
guaranteed. This is also the critical design consideration, i.e., at what frequency
to remove these precautions, and how much bandwidth can be saved. For the
example presented here, three iterations were used to achieve very satisfactory
results.
355
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Index
H2, xx high frequency bounds, 78

H oo , xx low frequency bounds, 77
L},xx open, 77, 79
L~xn,xx shortcuts in low frequency bound calcula-
L2, xx tions, 137, 158
PN,y,P N,y, xx
R,xxi Cancellation
RH2,xxi RHP pole zero, 94
RHoo , xxi Closed bounds, 313
R+,xxi Closed loop
Rkxn, xxi definition, 15
RkxnH2, xxi Conditionally stable, 18
RkxnHoo, xxi Control effort, 4, 10
{ }, xx minimization, 60
dN,y,dN,y, xx minimize, 9
A < B,xx problem, 87
P ~ D-1N, 222
reducing, 30
p- 1 = [1l"ij], xx specification, 28
P, Pk, P, Pk PN,y, PN,y, xix Controller
task,73
Actuator, 4
Cross-over frequencies, 16, 214
All-pass, 35
lower and upper bounds, 222
definition, 35
relationship, 37
Arzela, 251, 268, 299
several, 17,214
Ascoli-Arzela, 251,268,299
unique, 25
Cross-over frequency
Bandwidth, 16
allowed range, 217
limitations, 82, 85
definition, 214
limited,81
Crossing
LTV, 293
Nyquist criterion, 22
narrow, 278, 325
save,274,300, 302,303,318
wide,282,330,334 DC motor
wider, 346, 354 flexible transmission, 68
Benefits of feedback, 95 TFof,70
Bode integrals, 82 Design
Bound,61 controller elements to design first, 109
closed, 77, 79 first, 99, 144
definition, 63 second row first, 100
existence, 191 Diagonal dominance condition, 330, 334
367
DOF LHP - Left-Half-Plane, xix
definition of, 138 Locally linearized, xi
one DOF system, 59 Loop shaping, 49
DOF - Degree-Of-Freedom, xix skill,49
Loop transmission
Feedback definition, 15
sign, 25, 255 from the kth input ... , 160
Feedback controlled system, I LTI - Linear-Time- Invariant, xix
Feedback system, I LTV,260,283,288,3IO, 343, 344,346
Flight vehicle, 176 reason for using, 284, 346
Full rank, 93 superiority, 293
technique, 341
Gain LTV - Linear-Time-Varying, xix
definition, 49
Gain and phase margin Margin
limitations, 82 definition
Gain sign, 25, 255 of a MIMO system at the plant input,
Gain-margin, 16 181
definition of upper and lower, 43 limitations, 82
drawback, 16 ofa MIMO system, 160
frequency, 16 of a SISO system, 160
large, 16 relations, 36
lower, 42 relationship, 37
negative, 17 MIMO - Multi-Input-Multi-Output, xix
positive, 17 Minimum phase
conditions, 103
relative stability, 29
Minimum-phase, 35
sensitivity, 16
sensor noise, 16 definition, 35
uncertainy, 16 diagonal, 194, 197
MISO - Multi-Input-Single-Output, xix
upper, 42
Model matching, 73, 208
Gaussian
problem, 87
necessary and sufficient, 130
specification, 28, 157
Global linearization, xi
MP - Minimum-Phase, xix
Golubev, 338
MTF - Matrix Transfer Function, xix
MIMO, 339
SISO, 338
Nichols plot
Golubev extension, 253, 269, 304
of complex pole, 50
of lead and lag, 51
High frequency gain, 19 of notch, 52
Hilbert transform, 82 single complex RHP zero, 40
Homotopic, 275, 295, 299, 308, 322 NL - Non-Linear, xix
compared to the Schauder, 323 NMP, 34,102
superior, 260, 310 benefits of feedback are limited, 35
NMP - Non-Minimum-Phase, xix
Iteration, 135 Noise rejection
specification, 28
Lead Nyquist criterion, 21
definition, 49 crossing, 22
maximum phase, 50 discrete, 23
LFT,205 crossing, 25
2 x 2,210
disturbance rejection, 2 I I Off-diagonal
Disturbance rejection problem, 211 smallest, 146
Some of the gi's are Very Large, 210 Open loop, 2
the general case, 207 defini tion, 15
tracking problem, 207 transfer matrix, 213
LFT - Linear Fractional Transformation, xix Over-design, 108, 135, 137, 159
368
in designing, 2 I 2 which row will suffer from poor sensitiv-
source, 135 ity, 227
Servo, 26
Permutation, 99, 144 SIMO - Single-Input-Multi-Output, xix
Phase-margin, 16 SISO - Single-Input-Single-Output, xix
frequency, 16 Specification
large, 16 chosen, 67
relative stability, 29 gain and phase margin, 77
uncertainy, 16 relax, 30
Plant, 1,4 tight, 82
Pole Specifications, 26
definition, 49 w-domain, 27
Prefilter Control effort, 28
task,73 disturbance rejection, 28
high frequencies, 256,274,291
QFf margin, 162
important features of, 10 Model matching, 28
QFf - Quantitative Feedback Theory, xix Noise rejection, 28
sacrifice at high frequencies, 256, 274,
Rational TF Approximations, 337 300,318
see Golubev, 337 sensitivity, 27
Regulation, 26 tighter, 29
Relax, 30, 277, 278 time domain, 27
f-HP Tracking, 28
distant from the origin, 98, 99, 133 Stability
far enough from the origin, 99 G is stable, 102
poles of 6., 222 conditions, 100
should not have RHP zeros, 99 may not be stabilizable, 104
zero test for (NMP case), 134
cannot be made to disappear, 224 Strong controller, 3
zeros of det(N), 222 force actuators ... move faster, 4
RHP - Right-Half-Plane, xix limiting the controller strength, 4
Roll-off, 19, 53
Roundoff errors, 211
Template, 75
definition, 75
Sampling, 37
sliding, 75
delay, 34
TF
frequency, 7
measured,9
interval,7
TF - Transfer Function, xix
maximum, 7
Time slice, 283, 284, 286, 293, 343, 345, 346
NMP, 34
Tracking, 73
rate, 37
problem, 87
time, 10
specification, 28
Schauder
Tradeoff,8
fixed point theorem, 250
Transition frequency, 163
lemma, 250
sets, 250
Second order pole Weighting
definition, 49 MTF,181
Sensitivity Weighting matrix, 186, 213
reduction, 60 choice, 189
limitations for a single row, 217 Weighting MTF, 207
limitations for several rows, 222 choice
Reduction problem, 87 RHP zero '" disappear, 224
sacrifice, 224
tradeoff, 227 ZOH - Zero-Order-Hold, xix
369

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Oded Yaniv Auth. Quantitative Feedback Design of Linear and Nonlinear Control Systems

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QUANTITATIVE FEEDBACK DESIGN

OF LINEAR AND NONLINEAR

Springer Science+Business Media, LLC

Copyright 1999 by Springer Science+Business Media New York

Printed on acid-free paper,

Part I LINEAR SYSTEMS

4.1.2 Comparison to Loop Transmissions Which

4. Synthesis for Margins at the Plants' Inputs 180

Part II NONLINEAR SYSTEMS

2.2 G.ui~eli!1es for the Choice of PN,y, dN,y and Theoretical

4. Rational TF Approximations From Input Output Data 337

This book is a very welcome, valuable addition to the Feedback Control

This book presents practical techniques for designing CONTROL systems

It is a pleasure for me to acknowledge several individuals who have helped

MIMO plant inverses p-I have entries: p-I = [nij].

Sets are denoted by parenthesis { }, for example {P} is a set of plants P.

Matrix and vector inequalities, for example A ~ B, means element by

L} - The Hilbert space of all measurable functions f : R+ -+ R with the

RHocF The subset of Hoo consisting of real-rational functions.

RH2 - The subset of H2 consisting of real-rational functions.

R - The set of real numbers.

R+ - The set of non negative real numbers.

R kxn - The set of k x n matrices whose elements are in R.

1. BASIC COMPONENTS OF FEEDBACK

y [I + Lr 1 [PGFr + PGn + P ddj (1.1)

O. Yaniv, Quantitative Feedback Design of Linear and Nonlinear Control Systems

2. WHY EMBED A PLANT IN A FEEDBACK SYSTEM?

2. The disturbance d is not known or partially known, that is, it is an unknown

3. Even if P and d are exactly known, p-l(Yr - d) may not be a bounded

By embedding a plant in a feedback structure it is possible to bypass the above

y(jw) = [I + LJ- 1 PGHYr + [I + Lr 1 d G--==--r Yr(jw). (1.3)

1. The plant model is not known exactly;

2. the disturbances d are not known or partially known;

3. p-l (Yr - d) is an unbounded signal, if P is LTI it is equivalent to the

There are serious drawbacks, however, if the amplitude of the controller, G, is

due to unknown high frequency plant dynamics and/or high frequency

controller must be small enough above certain frequencies, thus limiting

3. THE DESIGN PROCESS OF FEEDBACK CONTROL

Figure 1.2. A simplified feedback system

While undertaking the design of a feedback system, the control engineer

l. Block diagram of the system.

2. Characterization of its subsystems.

3. Definition of the physical variables to be controlled.

The second phase consists of a determination of the performance objectives of

1. A statement of the goals of the feedback system such as tracking (servo),

3. A summary of any outstanding non technical items such as pricing, customer

4. In many applications, the mechanical design of the plant should be as rigid as

2. Choice of sensor location - for mechanical systems, in general, at the most

5. If a digital controller is implemented with a fixed point processor, a minimal

6. The processing speed of a CPU (usually DSP) should be sufficiently fast

7. Analog components should be chosen with sufficient bandwidth and mini-

9. It is possible that a change in the choice of control hardware will be needed

1. Detailed mathematical modelling of the plant, including nonlinear elements,

4. Estimation of the exogenous disturbance models, spectra or signals which

5. Estimation of the degree of modelling uncertainty in the plant, sensors and

1. Choice of the feedback configuration in the form of a one, two, or higher

2. Digital component structures (direct, parallel, etc.) should be considered

3. For computer controlled systems the determination of the required sampling

4. Design of the controllers and feed-forward signals. This may include:

2. Modify the estimated model to fit the measured model.

Chapter 2: presents the basic properties of SISO feedback systems without

feed-forward command, for uncertain nonlinear plants, in order to achieve

Chapter 6: In Chapter 5 we show how to design an LTV controller for an uncer-

Chapter 7: proposes a synthesis technique for the design of a MIMO LTI