Beruflich Dokumente
Kultur Dokumente
Reglerteknik II 5hp
Preliminary grades: 23p for grade 3, 33p for grade 4, 43p for grade 5.
Use separate sheets for each problem, i.e. no more than one problem per
sheet. Write your exam code on every sheet.
Good luck!
Problem 1 The velocity of a moving object is modelled as
1
Y (s) = U (s). (1)
s+1
The system is to be controlled by a zero-order-hold (ZOH) sampling con-
troller. That is, the input is piece-wise constant between the sampling in-
stants, so
u(t) = u(kh) for kh ≤ t < kh + h,
where h is the sampling interval.
(a) In order to analyze the closed loop system a dicrete-time model of the
system is needed. Show that the ZOH sampled model of (1) is
β
y(kh) = u(kh),
q−α
is used, where r is the reference signal. Determine for which sampling inter-
vals h > 0 the closed loop system is stable. (4p)
(c) Assume that the proportional control in (b) is used, and that the sam-
pling interval is chosen so that the closed loop system is stable. Determine
the final value of the output, lim y(kh), when r(kh) is a unit step. (2p)
k→∞
1
Problem 3 A continuous-time system has the state space representation
−1 1 0
ẋ(t) = x(t) + v (t),
0 −1 1 1
y(t) = 1 0 x(t) + v2 (t),
where v1 and v2 are uncorrelated, zero mean white noise processes with in-
tensities Φv1 (ω) = R1 = 48 and Φv2 (ω) = R2 = 1.
(a) In order to estimate the state vector, the observer
˙x̂(t) = −1 1 x̂(t) + 2 (y(t) − 1 0 x̂(t))
0 −1 5
is used. What are the observer poles? (1p)
T
(b) Determine the covariance matrix, Πx̃ = E x̃(t)x̃ (t), of the estimation
error, x̃(t) = x(t) − x̂(t), for the observer in (a). (3p)
(c) Determine the spectrum, Φν (ω), for the output innovations,
ν(t) = y(t) − 1 0 x̂(t) = 1 0 x̃(t) + v2 (t),
of the observer in (a).
Hint: First derive the transfer operators/functions from v1 and v2 to ν.(3p)
(d) The optimal observer is the Kalman filter. What is the covariance ma-
trix of the estimation error x̃(t) for the Kalman filter of the system?
Hint: In the solution of the associated Riccati equation the lower right diag-
onal element is p2 = 16. (4p)
(e) What is the spectrum, Φν (ω), for the output innovations of the Kalman
filter? (2p)
(a) Give a state space representation for the system described by (2). (2p)
(b) Determine the controller Fy (q) that minimizes V . (5p)
(c) Determine the closed loop poles when Fy (q) in (b) is used. (3p)
2
Problem 5 Consider the continuous-time system1
4 1
y(t) = u1 (t) + u2 (t) + w(t) .
p+4 p
Find a transfer operator G(q) that is stable, minimum phase and has positive
static gain, and is such that
is a model of w(k).
Hint: Note that (q − z1 )(q − z2 ) = q 2 − (z1 + z2 )q + z1 z2 = q 2 + a1 q + a2 , and
that |z1 | < 1 and |z2 | < 1 ⇒ |a2 | = |z1 z2 | = |z1 | · |z2 | < 1. Thus |a2 | < 1 is a
necessary condition for the polynomial q 2 + a1 q + a2 to have both its zeros
inside the unit circle. (7p)
1 d
Here p denotes the differentiation operator, i.e. p = dt .
3
Solutions to the exam in Automatic Control II, 2016-01-12:
Thus,
−1 1 − e−h
y(kh) = H(qI −F ) Gu(kh) = u(kh) ⇒ α = e−h , β = 1−e−h .
q − e−h
(b) The closed loop system is
β
Go (q) 3 q−α 3β
y(kh) = r(kh) = β
r(kh) = r(kh),
1 + Go (q) 1 + 3 q−α q − α + 3β
whose pole is α − 3β = 4e−h − 3. For stability the pole must be inside the
unit circle:
−1 < 4e−h − 3 < 1 ⇔ 2 < 4e−h < 4 ⇔ 0.5 < e−h < 1.
Since e−h < 1 for all h > 0 it is 0.5 < e−h that will restrict h:
0.5 < e−h ⇔ log 0.5 < −h ⇔ h < log 2 ≈ 0.693.
(c) Use the final value theorem:
lim y(kh) = lim (z − 1)Y (z) = lim (z − 1)Gc (z)R(z) = Gc (1),
k→∞ z→1 z→1
z
since R(z) = z−1
(a unit step). From (a) we have that
3β 3β 3 − 3e−h 3
Gc (z) = ⇒ Gc (1) = = = .
z − α + 3β 1 − α + 3β 4 − 4e −h 4
2. (a) True (Lemma 5.1); (b) True (Theorem 5.5); (c) False (static gain is
obtained for q = 1 ⇒ the static gain is here 0.2); (d) True (innovations form
if v1 = v2 = ν and F − N H stable, here F − N H = −0.5) ; (e) False (here
F − N H = −1.5, i.e. unstable);
3. (a) The observer poles are given by
s 0 −1 1 2
0 = det(sI − A + KC) = det − + 1 0
0 s 0 −1 5
s + 3 −1
= det = s2 + 4s + 8.
5 s+1
Hence, the observer poles are −2 ± i2.
(b) The estimation error is governed by the state equation
x̃˙ = (A − KC)x̃ + N v1 − Kv2 , (3)
1
and Πx̃ solves the continuous-time Lyapunov equation
By noting that
−1 1 2 −3 1
A − KC = − 1 0 =
0 −1 5 −5 −1
−3 1 π1 π12 −3π1 + π12 −3π12 + π2
⇒ (A − KC)Πx̃ = =
−5 −1 π12 π2 −5π1 − π12 −5π12 − π2
Since C(pI − A + KC)−1 is part of both G1 (p) and G2 (p) we compute that
first:
p + 3 −1 −1 1
C(pI − A + KC) = 1 0
−1
= 2 p+1 1 .
5 p+1 p + 4p + 8
2
Then
1 0 1
G1 (p) = 2 p+1 1 = 2
p + 4p + 8 1 p + 4p + 8
1 1
⇒ |G1 (iω)|2 = = ,
(8 − ω 2 )2 + (4ω)2 ω 4 + 64
and
1 2 2p + 7
G2 (p) = 1 − 2 p+1 1 =1− 2
p + 4p + 8 5 p + 4p + 8
2 2
p + 2p + 1 (p + 1) (ω 2 + 1)2
= 2 = 2 ⇒ |G2 (iω)|2 = 4 .
p + 4p + 8 p + 4p + 8 ω + 64
The spectrum is then
48 + (ω 2 + 1)2 2ω 2 − 15
Φν (ω) = 48|G1 (iω)|2 + |G2 (iω)|2 = = 1 + .
ω 4 + 64 ω 4 + 64
(d) The covariance of the estimation error for the Kalman filter, E x̃x̃T = P ,
is the solution of the CARE
0 = AP + P AT + N R1 N T − P C T R2−1 CP.
p1 p12
Set P = ⇒ the CARE spells out as
p12 p2
0 0 −1 1 p1 p12 p1 p12 −1 0 0
= + + 48 0 1
0 0 0 −1 p12 p2 p12 p2 1 −1 1
p1 p12 1 p1 p12
− 1 0 .
p12 p2 0 p12 p2
Element by element this gives the equation system
2
0 = −2p1 + 2p12 − p1 ,
0 = −2p12 + p2 − p1 p12 ,
0 = −2p + 48 − p2 ,
2 12
The last equation gives that p12 = ±4, and since p1 ≥ 0 must hold (⇐ P > 0),
the second equation gives that p12 > 0. Thus,
p1 = 2,
2 4
p12 = 4, ⇔ P = .
4 16
p2 = 16,
3
(e) Theorem 5.5 ⇒ Φν (ω) = R2 = 1.
(b) The minimizing controller is the LQG controller u(k) = −Lx̂(k|k − 1),
where x̂(k|k − 1) is given by the Kalman filter,
(With u(k) = −Lx̂(k|k) the input depends on y(k), and then Fy (q) is not
strictly proper.) The Kalman gain K is given by
Then
1.5 · 0.3 0.45
Fy (q) = L(qI − F + GL + KH)−1 K = = .
q − 0.8 + 0.2 · 1.5 + 0.3 q − 0.2
4
(c) The closed loop poles are given by
i.e., a double pole in 0.5. (The closed loop poles can also be determined by
0 = 1 + G(z)Fy (z).)
6. The modelled spectrum is G(eiω )Φv (ω)G(e−iω ) = |G(eiω )|2 (since Φv (ω) =
1). The powers of cos ω in the given spectrum suggest that
b1 q + b2
G(q) = ,
q2 + a1 q + a2
for some a1 , a2 , b1 , b2 ∈ R. Stability and minimum phase mean that the poles
and zeros must be inside the unit circle (zeros on the unit circle are allowed).
This means that |a2 | < 1 and |b2 | < |b1 |. Furthermore, the static gain must
b1 +b2
be positive, meaning that G(1) = 1+a 1 +a2
> 0. The modelled spectrum
5
becomes
This is solved by b1,2 = ±1.5 ± 0.5. The second equation implies that b1 and
b1 +b2 +b2
b2 have the same sign, and since G(1) = 1+a 1 +a2
= b10.5 > 0 must hold both
b1 and b2 must be positive. Furthermore, |b2 | < |b1 | ⇒ b1 = 2 and b2 = 1.
Hence G(q) = q2q+1
2 −0.5 .