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Control System Design Using Improved Newton-Raphson

Method and Optimal Linear Model of Nonlinear


Jong-Jin Park1, Gyoo-Seok Choi1,*, and In-Kyu Park2

1 Dept. of Internet and Computer Science, Chungwoon University

San 29, Namjang-ri, Hongseong, Chungnam, 350-701, South Korea

2 Dept. of Computer Science, Joongbu University,

101 Daehak-Ro, Chubu-Myeon, Kumsan-Gun, Chungnam, 312-702, South Korea

Abstract. Model reference techniques are successfully used in many control

system designs, particularly in the field of model reference adaptive control
systems. In this paper for a linear single-input, single-output time-invariant
system, a method for modeling transfer functions of reference model using the
basic performance specifications is presented. A set of non-linear equations is
constructed from the definitions of the performance specifications and the
unknown coefficients of a transfer function. Improved Newton-Raphson
method and optimal linear model are applied to solve the non-linear equations.
The proposed method constructs approximate representations of the desired
transfer functions to ensure more rapid convergence of the numerical method.
First, improved Newton-Raphson method is developed. Second, a optimal
linearization technique is explained to obtain optimal linear model of nonlinear
equations. Finally, simulation with four specifications is carried out to obtain a
second-order transfer function model and demonstrate our method.

Keywords: improved Newton method, optimal linear model, control system

design, transfer function.

1 Introduction

In regard to control system designs, particularly in the field of model reference

techniques such as model reference adaptive control systems, it is very important to
obtain a reference model which has a same order with the system to be controlled.
Industrial specifications to obtain reference model for control system designs are
steady-state characteristics such as steady-state errors, velocity errors and acceleration
errors, and transient response characteristics such as damping ratio, resonant value
and overshoot. And bandwith, settling time and natural angular frequency are used to
show transient response velocity. To design controller and filter and predict time
Corresponding author.

T.-h. Kim et al. (Eds.): MulGraB 2011, Part I, CCIS 262, pp. 253261, 2011.
Springer-Verlag Berlin Heidelberg 2011
254 J.-J. Park, G.-S. Choi, and I.-K. Park

response characteristics, field technicians are interested in dominant poles. To obtain

approximate transfer functions of reference model, several methods have been studied
using these industrial specifications.[1, 2] These methods constitute nonlinear
equations from industrial specifications to obtain desired reference models and are
solved using Newton-Raphson method. Newton-Raphson method becomes more
sensitive to initial values and takes longer time to find solution, when equations to be
solved are high order.
In this paper numerical analysis method is presented to obtain transfer function of
reference model more accurately and fast which satisfy specific industrial
specifications. First, we propose improved Newton-Raphson method to find solution
of nonlinear equations constituted from certain specifications. Second, a method to
obtain optimal linear model of nonlinear equations for improved Newton-Raphson
method is described. Third, we perform simulation using proposed method to find 2-
order transfer function model with 4 specifications and prove excellence of the
method by results.

2 Improved Newton-Raphson Method

2.1 Newton-Raphson Method

Newton-Raphson method is a traditional numerical analysis method by which we can

find solutions of multi-dimensional nonlinear equations. A set of nonlinear equations
is constructed from the definitions of the performance specifications, the dominant
frequency-response data and the unknown coefficients of a transfer function.[2,5]
When nonlinear equations are :
, , , 0, 1,2, , . (1)
Then traditional Newton-Raphson formula is given as follows:
| | , 0,1, . (2)

where, .

We can find solutions which satisfy equation (2) using one of two conditions in (3).
| 0,
, 0, 1, . (3)

2.2 Improved Newton-Raphson Method

To construct improved Newton-Raphson formula, lets consider equation like (4) at

arbitrary operation point.
Control System Design Using Improved Newton-Raphson Method 255

| . (4)
(4) can be extended to (5) using Taylor Series of nonlinear equations.

1 "
. (5)

To obtain a optimal linear model, set (5) as (6).

. (6)
where, | | | | .

J(X) is Jacobian matrix and is correction matrix of J(X). when , then

, and we can obtain a optimal linear
model which minimizes at . To obtain solution of
0, from (6) set 0 and ignore , we obtain (7) which is
same formula with (2).

. (7)

If is not ignored, we can obtain improved Newton-Raphson formula as


, 0,1,2, . (8)
where, .

If 0 , then . (8) becomes same formula with traditional

Newton-Raphson formula.

3 Optimal Linearization

To obtain solution of (8) using improved Newton-Raphson formula, linear equations

of nonlinear equation (8) are needed. In many cases linearization of nonlinear
equations through Jacobian matrix is used. It is easy to use and practical to analyze
256 J.-J. Park, G.-S. Choi, and I.-K. Park

local dynamical behaviors. In this point of view optimal local linear model is very
important to find solution of nonlinear equations.
Lets consider a nonlinear model as follows:

. (9)

where, :R , :R is nonlinear, R is state vector and

R is control input.
At certain operation point, R optimal local linear model , of
nonlinear model is as follows:

. (10)

where and are constant matrix of appropriate order. Taylor expansion is

usually used for this purpose. But Taylor expansion which ignores some terms
becomes an affine model rather than a linear model. Even if operation point is
equilibrium of system, linearization by Taylor series generally cant construct a local
linear model in terms of x and u. Suppose operation point ( , is equilibrium.
When R And R , in the case of (11) resultant linear model is (12).

0 . (11)

. (12)

(12) can be described as follows:

. (13)

(13) is evidently affine model rather than linear model because of constant term.
In order to solve the problem, suppose operation state is 0. It is not
equilibrium of (9). The goal is to obtain a local linear model for both x and u which
can approximate dynamic operation of (9) near the operation state . It involves
finding constant matrices and which satisfy following equations near . For
arbitrary u following equations are established.

. (14)
. (15)

Control input u could be designed arbitrarily, so we have

. (16)
Control System Design Using Improved Newton-Raphson Method 257

Therefore (14) and (15) become

. (17)
. (18)

Assume is i-th row of matrix . Thus we have

, 1,2, , . (19)
, 1,2, , . (20)

Where : R R is i-th element of f.

When we expand left term of (19) regard to and ignore terms that is higher than 2-
order, we have

. (21)

where :R R is gradient column vector of which is calculated at .

Using (20) we can rewrite (21) as follows:

. (22)

where x is arbitrary, but needs to be near to for better approximation. Consider

constrained minimization problem, (23) in order that constant vector become
almost same with and satisfy

. (23)
constraints :

This constitutes convex optimization problem with constraints. Thus necessary

condition of minimization of E satisfies sufficient condition. That is

0 . (24)

. (25)

where is Lagrange multiplier and indicates gradient in terms of subscript .

From (24) we have

0 . (26)
258 J.-J. Park, G.-S. Choi, and I.-K. Park

In case of 0, from (26) we have

. (27)

By inserting obtained to (26), we have

. (28)

where 0. In case of 0, (26) becomes

. (29)

This is special case of (28).

4 Simulation and Results

4.1 2-order Model

To verify efficiency of proposed algorithm consider 2-order system as an example.
Suppose that the following specifications are given:
(1) Type 1 system
(2) = velocity error constant = 20
(3) = damping ratio = 0.7
(4) = bandwidth =5

We can construct 2-order transfer function which satisfies above specifications.

(1) System type is 1. Thus transfer function is

If , then .
where G(s) is open-loop transfer function.

(2) The definition of is known as


0 . (30)
Control System Design Using Improved Newton-Raphson Method 259

(3) Transfer function can be rewritten as

. (31)

From (31) , and 2 then 2 Thus,

we have

4 0 . (32)

(4) From the definition of bandwidth, we have

| |

| | 0.707

2 . (33)

If , and , transfer function is

And we have nonlinear equations to be solved as follows:

, , 2 0
, , 0
, , 4 0 .

Therefore nonlinear equation vector which is to be solved is

25 50 625
0.05 . (34)

4.2 Optimal Linear Model

We can formulate optimal linear model of nonlinear equation vector F(x) using (6)
and (28) as follows:

50 50 2 50
1 0.05 1 . (35)
2 1.96 0
260 J.-J. Park, G.-S. Choi, and I.-K. Park

. (36)

Where, ,
25 50 625 ,
25 50 625 ,
25 50 625 ,
, , .

4.3 Simulation Results

We performed simulation to obtain transfer function of reference model using optimal
linear model represented by (35) and (36). Initial guess in (8) at k=0 is
1 1 1 .
We use condition of convergence for the solution as follows:

10 . (37)

where tr( ) is transpose matrix. Table 1 shows simulation results by traditional

Newton-Raphson method and improved Newton-Raphson method.

Table 1. Results of simulation

Ef Newton-Raphson Improved Newton-

K Raphson
(1) 476.1 4349.3
(2) 228 988.8
(3) 59.8 157.5
(4) 14.6 9.1
(5) 3.7 0.038
(6) 0.9 0.009
(7) 0.24 -
(8) 0.06 -

Final solution by proposed method satisfying (37) is

X 12.6967 .
Therefore 2-order reference model for given specifications is

. .
. (38)
. .
Control System Design Using Improved Newton-Raphson Method 261

5 Conclusions

In this paper we proposed a method for modelling transfer function of reference

model for specific industrial specifications. The proposed method was expanded from
traditional Newton-Raphson method and optimal linear model of nonlinear equations
which are constructed from specifications. We simulated 2-order system to prove
proposed method. When the specifications of the design goals of a control system are
assigned, the proposed method gives the standard transfer function. Simulation results
by improved Newton-Raphson method and optimal linear model are more accurate,
and found faster than traditional Newton-Raphson method.

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