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16.323 Lecture 13
LQG Robustness
• Stengel Chapter 6
• Question: how well do the large gain and phase margins discussed for LQR (6–29)
map over to LQG?
Spr 2008 16.323 13–1
LQG
• The great news about an LQG design is that stability of the closed-loop
system is guaranteed.
– The designer is freed from having to perform any detailed mechanics
- the entire process is fast and can be automated.
Spr 2008
if and 16.323 13–2
• The good news is that the state-space techniques will give you a con
troller very easily.
– You should use the time saved to verify that the one you
designed is a “good” controller.
• Need to develop tools that will give us some insight on how well a
controller can tolerate modeling errors.
• For the parameters given in the notes, the system has an unstable pole
at +5.6 and one at s = 0. There are plant zeros at ±5.
• Very simple LQG design - main result is fairly independent of the choice
of the weighting matrices.
0
10
−2
10
−4
10
−2 −1 0 1 2
10 10 10 10 10
Freq (rad/sec)
200
Plant G
Compensator Gc
150
Phase (deg)
100
50
0
−2 −1 0 1 2
10 10 10 10 10
Freq (rad/sec)
M
• Force actuator, θ sensor
x
(M+m) +g -mL =F
Θ mLs 2
=
F ⎡⎣( I + mL2 ) s 2 − mgL ⎤⎦ ⎡⎣(M + m)s 2 + Gs ⎦⎤ − (mLs 2 ) 2
Θ 4.54s 2
Î gives =
F s 4 + 0.1818s 3 − 31.18s 2 − 4.45s
10
8 Near Origin
2
Imag Axis
-2
-4
-6
-8
-10
-6 -4 -2 0 2 4 6 8
Real Axis
2
10
Loop L
1
10
Mag
0
10
−1
10
−2
10
−2 −1 0 1 2
10 10 10 10 10
Freq (rad/sec)
−50
−100
Phase (deg)
−150
−200
−250
−300
−2 −1 0 1 2
10 10 10 10 10
Freq (rad/sec)
Figure 13.2: Loop and Margins
Root Locus
10
10
0.64 0.5 0.34 0.16
0.76 8
8
6
6 0.86
4
4
0.94
2
2
Imaginary Axis
0.985
0.985
−2
2
0.94
−4
4
0.86
−6
6
−8
0.76 8
Figure 13.3: Root Locus with frozen compensator dynamics. Shows sensi
2
2 0.64 0.5 0.34 0.16
1.75
0.76
1.5
1.5
1.25
0.86
1
1
0.75
0.94
0.5
0.5
Imaginary Axis
0.985 0.25
0.985 0.25
−0.5
0.5
0.94
0.75
−1
1
0.86
1.25
−1.5
1.5
0.76
1.75
−2 0.64 0.5 0.34 0.16
2
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
Real Axis
• Looking at both the Loop TF plots and the root locus, it is clear this
system is stable with a gain of 1, but
– Unstable for a gain of 1 ± � and/or a slight change in the system
phase (possibly due to some unmodeled delays)
– Very limited chance that this would work on the real system.
• Of course, this is an extreme example and not all systems are like this,
but you must analyze to determine what robustness margins your
controller really has.
stable OL
1.5
0.5 LA(jω)
Imag Part
ω
0
2
−0.5 ω1 LN(jω)
−1
−1.5
Real Part
Figure 13.4: Plot of Loop TF LN (jω) = GN (jω)Gc (jω) and perturbation (ω1 → ω2 )
that changes the number of encirclements.
0
10
−1
10
−260 −240 −220 −200 −180 −160 −140 −120 −100
Phase (deg)
1.03
1.02
1.01
Mag
0.99
0.98
0.97
0.96
0.95
−180.5 −180 −179.5 −179 −178.5
Phase (deg)
Figure 13.5: Nichols Plot (|L((jω))| vs. arg L((jω))) for the cart example
which clearly shows the sensitivity to the overall gain and/or phase lag.
June 18, 2008
Spr 2008 16.323 13–14
Frequency Domain Test
stable OL
0.5
Imag Part
|d(jω)|
|LN(jω)|
−0.5
−1
Real Part
Figure 13.6: Geometric interpretation from Nyquist Plot of Loop TF.
⇒ d(jω) = 1 + LN (jω)
2
10
1
10
Mag
0
10
−1
10
−2
10
−2 −1 0 1 2
10 10 10 10 10
Freq (rad/sec)
• Ideally you would want the sensitivity to be much lower than this.
– Same as saying that you want L(jω) to be far from the critical
point.
– Difficulty in this example is that the open-loop system is unstable,
so L(jω) must encircle the critical point ⇒ hard for L(jω) to get
too far away from the critical point.
• Other tools have been developed that allow you to directly shape the
sensitivity plot |S(jω)|
– Called H∞ and µ