Beruflich Dokumente
Kultur Dokumente
Olivier SENAME
GIPSAlab Control Systems department
INPG-CNRS
INPG CNRS
ENSE3-BP 46
38402 Saint Martin d'Hères Cedex, FRANCE
Olivier.Sename@grenoble-inp.fr
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Robust control : analysis and design» © Olivier Sename 2010
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Bibliography
S. Skogestad and I. Postlethwaite, Multivariable Feedback Control: analysis
and design, John Wiley and Sons, 2005.
www.nt.ntnu.no/users/skoge
J.C. Doyle, B.A. Francis, and A.R. Tannenbaum, Feedback control theory,
Macmillan Publishing Company, New York, 1992.
www.control.utoronto.ca/~francis
G.C. Goodwin, S.F. Graebe, and M.E. Salgado, Control System Design,
Prentice Hall, New Jersey, 2001.
http://csd.newcastle.edu.au/
OUTLINE
H∞ norm, stability
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Robust control : analysis and design» © Olivier Sename 2010
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INTRODUCTION
Modern industrial plants have sophisticated control systems crucial to their successful
operation:
– robotics
– aerospace
– semiconductor manufacturing industry
– nuclear industry
– Energy production and distribution
– ……...
– automotive industry :
» SI and Diesel engines
» suspension
» braking
» Global chassis control
» intelligent
g highways
g y
» driver supervision
» ……….
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Robust control : analysis and design» © Olivier Sename 2010
AUTOMOTIVE CONTROL
Some actual important fields of investigation concern:
1. Environmental protection (Limiting of pollutant emissions –
Nox; CO; CO2) Engine control
Automatic driving
Traffic optimisation
Energy consumption optimisation
Electrical and Hybrid vehicles
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ENGINE CONTROL
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Robust control : analysis and design» © Olivier Sename 2010
Topics
Active Control for safety and comfort
Multi actuators (suspensions, braking, steering)
Methodologies:
- Physical and behavioral modelling
- H∞ control: LPV, fault-tolerant
- On line adaptation of
comfort/handling criteria
- Global Chassis Control ( suspension,
suspension
braking, steering)
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Analysis and robustness of frequency synthesizers
– Modelling and
optimization of
frequency
synthesizer
lloops ffully
ll
integrated on
chip
– Analysis of
semi-global
stability,
robustness,
b t
observation
and robust
control
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Robust control : analysis and design» © Olivier Sename 2010
Process
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Robust control : analysis and design» © Olivier Sename 2010
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DVD PLAYERS CONTROL
pickup A/D
non perfect location of the hole
Pre-processing Digital
Current
unit Converter controller
Amplifier
p
at the center of the disc
6300 and 6301
pickup TDA...
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Robust control : analysis and design» © Olivier Sename 2010
OUTLINE
H∞ norm, stability
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Robust control : analysis and design» © Olivier Sename 2010
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About H∞ norm: MIMO GAIN
y (ω ) G ( jω )d (ω )
= = G ( jω )
d (ω ) d (ω )
The gain depends on the frequency, but since the system is linear it is
independent of the input magnitude
y (ω ) G ( jω )d (ω )
2
= 2
= G ( jω )
d (ω ) 2
d (ω ) 2
2
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Robust control : analysis and design» © Olivier Sename 2010
MIMO GAIN
⎡5 4⎤
G=⎢ ⎥ How to define and evaluate its gain ??
⎣3 2⎦
Five different inputs
Corresponding outputs
and gains
5.8310 4.4721 7.2790 0.9998 0.2828
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Robust control : analysis and design» © Olivier Sename 2010
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MIMO GAIN
|| y ||2 / || d ||2
4
Gd 3
min 2
= σ (G )
d ≠0 d 2
2
We see that, depending on the ratio d20/d10, the gain varies between
0.27 and 7.34 .
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Robust control : analysis and design» © Olivier Sename 2010
MIMO GAIN
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MIMO GAIN
y (ω )
σ (G ( jω )) ≤ 2
≤ σ (G ( jω ))
u(ω ) 2
Example of
A two-mass/spring/damper system
2 inputs: F1 and F2
2 outputs: x1 and x2
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Robust control : analysis and design» © Olivier Sename 2010
MIMO GAIN
A=[0 0 1 0;
0 0 0 1;
-k1/m1 k1/m1 -b1/m1 b1/m1;
k1/m2 -(k1+k2)/m2 b1/m2 -(b1+b2)/m2];
B=[0 0;0 0;1/m1 0;0 1/m2];
Singular Values
C=[1
C [ 0 0 0;0
; 1 0 0];
];
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D=[0 0;0 0]; Hinf norm: 21.1885 dB
20
G2=pck(A,B,C,D) -50
-1
10 100 101
hinfnorm(G2) Frequency (rad/sec)
>> norm between 11.4704 and 11.4819
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MIMO GAIN
Mathematical backgrounds
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Robust control : analysis and design» © Olivier Sename 2010
PERFORMANCE ANALYSIS
Well-posedness
dy(t
di(t) ) s −1
r(t)
+
e(t)
K(s) u(t) + G(s) + y(t) G=− , K =1
+ + s+2
-
+
+ n(t)
s+2 s −1
Therefore the control input is non proper: u= (r − n − d y ) + di
3 3
DEF: A closed-loop system is well-posed if all the transfer functions are proper
⇔ I + K ( ∞ )G ( ∞ ) is invertible
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PERFORMANCE ANALYSIS
di(t)
r(t) ε(t) u(t) + ⎛ y ⎞ ⎛ ( I + GK ) −1 GK ( I + GK ) −1 G ⎞⎛ r ⎞
+ K(s) G(s) y(t)
⎜⎜ ⎟⎟ = ⎜⎜ ⎟⎜ ⎟
- +
⎝ u ⎠ ⎝ K ( I + GK )
−1
− K ( I + GK ) −1 G ⎟⎠⎜⎝ d i ⎟⎠
⎛ 1 s +1 ⎞
1 s −1 ⎛ y ⎞ ⎜⎜ s + 2 ⎟
( s − 1)( s + 2) ⎟⎛⎜ r ⎞⎟
For instance : G= , K= , ⎜⎜ ⎟⎟ =
s −1 s +1 ⎝ u ⎠ ⎜⎜ s − 1 1 ⎟⎝⎜ d i ⎟⎠
− ⎟
⎝s+2 s+2 ⎠
There is one RHP pole (1), which means that this system is not internally
stable.
This is due here to the pole/zero cancellation (forbidden!!).
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Robust control : analysis and design» © Olivier Sename 2010
OUTLINE
Motivation
H∞ norm, stability
Performance analysis/specifications
Sensitivity functions
Some criteria and performances quantifiers
Example
MIMO case
A first robustness criteria
H∞ control design Performance specification
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PERFORMANCE ANALYSIS
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Robust control : analysis and design» © Olivier Sename 2010
PERFORMANCE ANALYSIS
Nominal stability (NS): The system is stable with the nominal model (no
d l uncertainty)
model t i t )
Robust stability (RS): The system is stable for all perturbed plants about
the nominal model, up to the worst-case model uncertainty
((including
g the real plant)
p )
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FEEDBACK STRUCTURE
In the following:
SISO (Single Input Single Output) and MIMO systems
((Multi Input
p Multi Output)
p ) are considered
RST structure
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Robust control : analysis and design» © Olivier Sename 2010
FEEDBACK STRUCTURE
Input Output
disturbance disturbance
reference
f
di(t) dy(t) Output
r(t) + u(t) + uP(t) + y(t)
K(s) G(s) +
Control + Plant
- Input Input
+
+ n(t)
PLANT = G(s) Measurement
CONTROLLER = K(s) FEEDBACK noise
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FEEDBACK STRUCTURE
di(t) dy(t)
r(t) + + + y(t)
Kp(s) G(s) +
+
-
+
+
K(s)
n(t)
FEEDFORWARD
FEEDBACK
Improves tracking performance
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Robust control : analysis and design» © Olivier Sename 2010
FEEDBACK STRUCTURE
RST structure
di(t) dy(t)
r(t)
(t) u(t) + + y(t)
+
T 1/S G +
+
-
+
+
R
n(t)
A two DOF structure with:
POLYNOMIALS Kp= T/S and K=R/S
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Robust control : analysis and design» © Olivier Sename 2010
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FEEDBACK STRUCTURE
Disturbance
and reference w e Controlled Output
p
P
Control Input u y Measured output
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Robust control : analysis and design» © Olivier Sename 2010
SENSITIVITY FUNCTIONS
Input Output
disturbance disturbance
reference dy(t)
di(t)
r(t)
() e(t)
() u(t) + + y(t) Output
+ K(s) G(s)
+ +
-
+
+ Measurement
n(t) noise
Firstly, SISO case
The output & the control input satisfy the following equations :
1
y( s) = (GKr + d y − GKn + Gd i )
1 + G (s) K (s)
1
u (s) = ( Kr − Kd y − Kn − KGd i )
1 + K ( s )G ( s )
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SENSITIVITY FUNCTIONS
1
y( s) = (GKr + Gd i + d y − GKn)
1 + G ( s) K ( s)
1
u (s) = ( Kr − KGd i − Kd y − Kn)
1 + K ( s )G ( s)
Let us define the well known sensitivity functions:
1
Sensitivity S (s) =
1 + G (s) K ( s)
Complementary T (s) =
G (s) K (s)
Sensitivity 1 + G (s) K ( s)
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Robust control : analysis and design» © Olivier Sename 2010
SENSITIVITY FUNCTIONS
Input Output
disturbance disturbance
reference
f dy(t)
di(t)
r(t) e(t) u(t) + + y(t) Output
+ K(s) G(s)
+ +
-
+
+ Measurement
n(t) noise
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SENSITIVITY FUNCTIONS
1
y (s) = (GKr + d y − GKn + Gd i )
1 + G (s) K ( s)
1
u ( s) = ( Kr − Kd y − Kn − KGd i )
r(t) 1 + K ( s )G ( s )
KS(s)
() r(t)
T(s)
di(t)
-T(s) di(t)
u(t) SG(s)
dy(t) Σ y(t)
dy(t) Σ
-KS(s)
S(s)
n(t)
-KS(s) n(t)
-T(s)
SENSITIVITY FUNCTIONS
1
u (s) = ( Kr − KGd i − Kd y − Kn)
1 + K ( s)G ( s )
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Robust control : analysis and design» © Olivier Sename 2010
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SENSITIVITY FUNCTIONS
1
y( s) = (GKr + Gd i + d y − GKn)
1 + G( s) K (s)
The plant output y(t) can track the reference r(t) by
making the complementary sensitivity function T(s)
equal
q to 1. (servo
( pb)
p ) r(t)
T(s)
The effect of the output disturbance dy(t) (resp. input
disturbance di(t) ) on the plant output y(t) can be made di(t)
« small » by making the sensitivity function S(s) (resp. SG(s)
y(t)
SG(s) ) « small »
dy(t) Σ
The effect of the measurement noise n(t) on the plant S(s)
output y(t) can be made « small » by making the
complementary sensitivity function T(s) « small » n(t)
()
-T(s)
BUT S(s) + T(s) = 1
Output performance
Some trade-offs are to be looked for
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Robust control : analysis and design» © Olivier Sename 2010
SENSITIVITY FUNCTIONS
r(t)
These trade-offs can be reached if one aims : KS(s)
• to reject the disturbance effects in low frequency di(t)
• to minimize the noise effects in high frequency -T(s)
u(t
dy(t) Σ
n(t)
-T(s)
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE ANALYSIS: CRITERIA
Settling time : the time after which the output remains within 5 % of its final value,
which is also usually required to be small.
Overshoot: the peak value divided by the final value : should typically be 1.2 (20
%) or less
Decay ratio: the ratio between the second and first peaks, which should typically
be 0.3 or less
Steady-state offset: the difference between the final value and the desired final value,
this offset is usually required to be small.
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Robust control : analysis and design» © Olivier Sename 2010
∞
ITAE (Integral Time
weighted Absolute Error)
J ITAE = ∫ t e(t ) dt
0
; e=r−y
∫ (Q e(t ) )
∞
= + R u (t ) dt
2 2
J eu
0
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE ANALYSIS: CRITERIA
The phase margin quantifies the pure phase delay that Good value for
should be added to achieve the same critical stability Φm : > 30/40°
condition
The delay margin quantifies the maximal delay that should ΦM
Δτ =
be added in the loop to achieve the same critical stability ωΦ
condition M
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Robust control : analysis and design» © Olivier Sename 2010
DELAY MARGIN :
acceptable
p pure
p time-
delay before instability
ΦM
Δτ =
ωΦ M
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE ANALYSIS: CRITERIA
MODULE MARGIN
i 1 + GK ( jω )
ΔM = min
ω
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Robust control : analysis and design» © Olivier Sename 2010
Bandwidth
The concept of bandwidth is very important in understanding the benefits and
trade-offs involved when applying feedback control. Above we considered peaks
off closed-loop
l dl transfer
f functions,
f i which
hi h are related
l d to the
h quality
li off the
h response.
However, for performance we must also consider the speed of the response, and
this leads to considering the bandwidth frequency of the system.
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE ANALYSIS: CRITERIA
Bandwith :
Loosely speaking, bandwidth may be defined as the frequency range [w1,
w2] over which control is effective. In most cases we require tight control
att steady-state
t d t t so w1=0,
0 and
d we then
th simply
i l callll w2 the
th bbandwidth.
d idth
The word “effective” may be interpreted in different ways : globally it
means benefit in terms of performance.
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Robust control : analysis and design» © Olivier Sename 2010
Definition2: The bandwidth (in term of T), wT, is the frequency where
√ from
|T(jw)| crosses –3dB (1/√2) f above.
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE ANALYSIS: CRITERIA
wS < wC < wT
t r = 2 .3
ωT
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Robust control : analysis and design» © Olivier Sename 2010
Ω x Vs
Ve + +
A 1/kv 1/(τp+1) 1/(np) U0/(2Π)
-
-
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE ANALYSIS: example
S T
0 0
ar Values (dB)
ar Values (dB)
-20 -5
Singula
Singula
-40
40 -10
10
-60 -15
-80
10-2 10-1 100 101 102
Good noise rejection
-20
10-2 10-1 100 101 102
0 10
5
alues (dB)
alues (dB)
-20
0
Singular Va
Singular Va
-40
-5
to noise -80
10-2 10-1 100 101 102
are not rejected
-15
10-2 10-1 100 101 102
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Robust control : analysis and design» © Olivier Sename 2010
2.5
Input disturbance di
2
Output disturbance dy
1.5
05
0.5
reference step
0
0 1 2 3 4 5 6 7 8 9 10
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE ANALYSIS: example
50
-50
n-Loop Gain (dB)
0 -100
To: Y(1)
-80
-50
50
Open
Phase (d
-100
100
-120
To: Y(1)
-100
ωc=27 rad/s
-140
-160
-150
-180 -170 -160 -150 -140 -130 -120 -110 -100 -90 -180
100 101 102
Open-Loop Phase (deg)
Frequency (rad/sec)
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Robust control : analysis and design» © Olivier Sename 2010
Bandwith : 1.4
WS=15.3 rad/s
1.2
WT=27.1 rad/s
1
It holds : 0.6
0.2
and :
0
1 1.05 1.1 1.15 1.2 1.25 1.3 1.35 1.4 1.45 1.5
t r = 2.3 = 85ms
ωT
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE ANALYSIS : MIMO case
The output & the control input satisfy the following equations :
( I p + G ( s ) K ( s )) y ( s ) = (GKr + d y − GKn + Gd i )
( I m + K ( s )G ( s ))u( s ) = ( Kr − Kd y − Kn − KGd i )
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Robust control : analysis and design» © Olivier Sename 2010
Sensitivity functions
( I p + G ( s) K ( s)) y ( s) = (GKr + d y − GKn + Gd i )
( I m + K ( s)G ( s))u( s) = ( Kr − Kd y − Kn − KGd i )
Properties Ty = GK ( I p + GK ) −1
Tu = ( I m + KG ) −1 KG
S u K = KS y
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE ANALYSIS : MIMO case
r(t) r(t)
KSy(s) Ty(s)
di(t) di(t)
-Tu(s) SyG(s)
()
u(t) y(t)
(t)
dy(t) Σ Σ
dy(t)
-KSy(s) Sy(s)
n(t) n(t)
-KSy(s) -Ty(s)
( I p + G ( s ) K ( s )) y ( s ) = (GKr + d y − GKn + Gd i )
( I m + K ( s)G ( s ))u( s ) = ( Kr − Kd y − Kn − KGd i )
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Robust control : analysis and design» © Olivier Sename 2010
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Robust control : analysis and design» © Olivier Sename 2010
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A first approach to ROBUSTNESS ANALYSIS
A solution: using a model set BUT : very large problem and not
exact yet
A method: these differences are referred as model uncertainty.
Th approach
The h
determine the uncertainty set: mathematical representation
check Robust Stability
check Robust Performance
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Robust control : analysis and design» © Olivier Sename 2010
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Robust control : analysis and design» © Olivier Sename 2010
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A first approach to ROBUSTNESS ANALYSIS
MODULE MARGIN/
Maximum Peak criteria
i 1 + GK ( jω )
ΔM = min
ω
Also :
ΔM = 1
MS
M S = max S ( jω ) = S ∞
ω
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Robust control : analysis and design» © Olivier Sename 2010
PERFORMANCE ANALYSIS
ΔM = 1
MS
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Robust control : analysis and design» © Olivier Sename 2010
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A first approach to ROBUSTNESS ANALYSIS
MS 1
GM ≥ and PM ≥
M S −1 MS
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Robust control : analysis and design» © Olivier Sename 2010
⇔ wI L < 1 + L , ∀ω
1+ L RS
wI L
⇔ < 1, ∀ω
1+ L
L ( jω )
⇔ wI T < 1 ∀ω
wI L
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE SPECIFICATION
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Robust control : analysis and design» © Olivier Sename 2010
PERFORMANCE SPECIFICATION
These templates can be used for analysis and/or design. In the latter they
are considered as weights on the sensitivity functions
The shapes of typical templates on the sensitivity functions are given in the
following slides
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE SPECIFICATION
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Robust control : analysis and design» © Olivier Sename 2010
PERFORMANCE SPECIFICATION
1
S ( jω ) ≤ , ∀ω ⇔ We S ≤1
W e ( jω ) ∞
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Robust control : analysis and design» © Olivier Sename 2010
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PERFORMANCE SPECIFICATION
ωb ≥ ωS required
ωS obtained ≥ ωb fixed
ωb influences the CL bandwidth : ωb ↑
¾ faster rejection of the disturbance
¾ faster CL tracking response
¾ better robustness w.r.t. parametric uncertainties
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Robust control : analysis and design» © Olivier Sename 2010
PERFORMANCE SPECIFICATION
K ( s )G ( s )
Template on the complementary sensitivity function T (s) =
1 + K ( s )G ( s )
ε T s + ω BT
s + ω BT / M T
Generally εT = 0 is considered,
MT <2 (6dB) or (3dB - cautious) to
ensure sufficient module margin
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PERFORMANCE SPECIFICATION
K (s)
Template on the sensitivity function KS(s) KS ( s ) =
1 + K ( s )G ( s )
1 ε s + ω BC
= 1
Wu ( s ) s + ω BC / Mu
Mu chosen according to LF
behavior of the process
(actuator constraints:
saturations)
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Robust control : analysis and design» © Olivier Sename 2010
PERFORMANCE SPECIFICATION
G ( s)
Template on the sensitivity function SG(s) SG ( s ) =
1 + K ( s )G ( s )
s MSG
s + ωSG MSG
ωSG
Limitation of input disturbance effects
on the output by the choice of wSG
zero static error for constant input
disturbance
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PERFORMANCE SPECIFICATION
k
⎛ s / MS + ωb ⎞
We ( s ) = ⎜⎜ ⎟⎟ ,
⎝ s + ω b ε ⎠
if we require a roll-of of –20*k dB per
decade is required
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Robust control : analysis and design» © Olivier Sename 2010
We S WT T
≤1
Wu KS WSG SG ∞
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OUTLINE
H∞ norm, stability
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Robust control : analysis and design» © Olivier Sename 2010
H∞ CONTROL APPROACH
P f
Performance specification
ifi ti iis then
th off greatt iimportance
t iin
H∞ control approach.
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H∞ CONTROL APPROACH
P is the g
generalized plant
p (contains
( the plant,
p , the weights,
g , the
uncertainties if any) ; K is the controller. The closed-loop transfer
function is:
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Robust control : analysis and design» © Olivier Sename 2010
H∞ CONTROL APPROACH
Disturbance
and reference w ⎛P P12 ⎞ e Controlled Output
P = ⎜⎜ 11 ⎟
⎝ P21 P22 ⎟⎠
Control Input u y Measured output
P is the generalized plant (contains the plant, the weights, the uncertainties if
any) ; K is the controller. The closed-loop transfer function is:
Tew ( s ) = P11 + P12 K ( I − P22 K ) −1 P21
Tew ( s ) ∞
= max σ (Tew ( jω )) ≤ γ
ω
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THE MIXED SENSITIVITY PROBLEM
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Robust control : analysis and design» © Olivier Sename 2010
H∞ CONTROL APPROACH
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THE MIXED SENSITIVITY PROBLEM
A simple example :
y = Gu = GK (r − y ) ⇒ tracking error : ε = Sr
u = K (r − y ) = K (r − Gu ) ⇒ actuator force : u = KSr
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Robust control : analysis and design» © Olivier Sename 2010
e1 = We Sr
New controlled outputs :
e2 = Wu KSr
The performance specifications on the tracking error & on the actuator can
be given as some weights on the controlled output as follows :
e1(t)
We(s)
e2(t)
Wu((s))
r(t) + y(t)
K(s) G(s)
ε(t) u(t)
-
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THE MIXED SENSITIVITY PROBLEM
e1(t)
We(s)
e2(t)
Wu(s)
r(t) + y(t)
K(s) G(s)
ε(t) u(t)
-
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Robust control : analysis and design» © Olivier Sename 2010
We S
Tew ( s ) ∞
= ≤γ
Wu KS ∞
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H∞ CONTROL APPROACH
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Robust control : analysis and design» © Olivier Sename 2010
H∞ CONTROL SOLUTION
⎧ x& = Ax + B1 w + B2 u ⎡A B1 B2 ⎤
⎪
P ⎨e = C1 x + D11 w + D12 u ⇒ P = ⎢⎢ C1 D11 D12 ⎥⎥
⎪y = C x + D w + D u ⎢⎣C 2 D22 ⎥⎦
⎩ 2 21 22 D21
Assumptions:
(A1) (A,B
(A B2) stabilizable
t bili bl and
d (C2,A)
A) detectable
d t t bl
Necessary for the existence of stabilizing controllers
(A2) D12 and D21 have full rank (resp. m2 and p2)
Sufficient to ensure the controllers are proper, hence realizable
(A3) [A-j ωI, B2; C1 D12] has full column rank n+m2 for all ω
(A4) [A-j ωI, B1; C2 D21] has full row rank n+p2 for all ω
B th ensure th
Both thatt th
the optimal
ti l controller
t ll does
d nott ttry tto cancell
poles or zeros on the imaginary axis which would result in CL instability
⎡B ⎤ T ⎡ 0 ⎤
D11 = 0, D22 = 0, D12 [C1 D12 ] = [0 I m 2 ], ⎢ 1 ⎥ D21 = ⎢ ⎥
T
(A5)
⎣ D21 ⎦ ⎣ I p2 ⎦
not necessary but simplify the solution (can be relaxed)
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H∞ CONTROL SOLUTION
⎢ ⎥
⎣− B1 B1 −A ⎦ imaginary axis
T
(iv) ∃ Y∞>0, (
AY∞ + Y∞ AT + Y∞ γ −2C1T C1 − C 2T C 2 Y∞ + B1 B1T = 0 )
(v) ρ ( X ∞ Y∞ ) < γ 2
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H∞ CONTROL SOLUTION
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H∞ CONTROL APPROACH
It iis also
l available
il bl in
i classical
l i l control
t l software,
ft e.g.
MATLAB®.
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H∞ CONTROL APPROACH
LMI solution :
Linear Matrix Inequalities (LMIs) are powerful design tools in control
engineering, system identification and structural design.
Main advantages :
• Many design specifications and constraints can be expressed as LMIs.
• Once formulated in terms of LMIs, a problem can be solved exactly by
efficient convex optimization algorithms.
• While most problems with multiple constraints or objectives lack
analytical solutions in terms of matrix equations, they often remain
tractable in the LMI framework.
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H∞ CONTROL APPROACH
AT X + XA + XBB T X + C T C = 0
has a stabilizing solution. This is equivalent to the fact that
AT X + XA + XBB T X + C T C < 0
has a solution.
This is rewritten as a Linear Matrix Inequality (Schur complement)
⎡ AT X + XA XB C T ⎤
⎢ ⎥
⎢ * −I 0 ⎥<0
⎢ * * − I ⎥⎦
⎣
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H∞ CONTROL APPROACH
Design Method:
Only assumption A1) is required
Application of the BRL on the closed-loop system (with P and K)
⎡ AclT X + XAcl XBcl C clT ⎤
⎢ ⎥
⎢ * − γI DclT ⎥<0
⎢ * * − γI ⎥⎦
⎣
where Acl, Bcl, Ccl and Dcl are the state space matrices of the closed-
loop system.
It leads to a non convex problem as it includes the state space
matrices of the controller and some matrices X to be determined
(coupling)
Then we have to use of some linearization method to get LMIs: for
instance the projection lemma. It leads to a set of LMIs.
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OUTLINE
H∞ norm, stability
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A solution: using a model set BUT : very large problem and not
exact yet
A method: these differences are referred as model uncertainty.
Th approach
The h
determine the uncertainty set: mathematical representation
check Robust Stability
check Robust Performance
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UNCERTAINTY AND ROBUSTNESS
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k
G p (s) = e − sh , 2 ≤ k , h, τ ≤ 3
1 + τs
Nominal model: parameters h=k=τ=2.5
3.5s + 0.25
G p ( s) = G ( s )( I + Wm Δ ); Wm ( s ) =
s +1
Multiplicative uncertainties :
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UNCERTAINTY AND ROBUSTNESS
Wm(s)
0
10
Magnitude
Parametric
variations
-1
10
-2 -1 0 1
10 10 10 10
Frequency
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UNCERTAINTY AND ROBUSTNESS
G ( s ) = G0 ( s )
1
, τ ≤ τ max G ( s) τ max jω
Then : −1 ≤ ; ∀ω
1 + τs G0 ( s ) 1 + τ max jω
The neglected dynamics can therefore be modelled as :
G(s) τ max s
− 1 = w( s )Δ( s ) avec w(s) = et Δ <1
G0 ( s ) 1 + τ max s ∞
yΔ uΔ
Δ( )
Δ(s) w(s)
( )
+ z
w
G0(s)
+
N
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Δ
Δ includes all possible
yΔ
uncertainties, and is uΔ
assumed to be
External N z Controlled
normalized : Δ <1 inputs
w
ouputs
∞
NΔ structure
The upper LFT is then the transfer matrix from w to z
Fu ( N , Δ) = N 22 + N 21Δ( I − N11 Δ) −1 N 12
This LFT exists and is well- (I--N11Δ)-1 is invertible
well-posed if (I
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UNCERTAINTY AND ROBUSTNESS
s + a0
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As seen before, in a general way, the uncertainty matrix will have the
following diagonal form
{
Δ ( s ) = diag Δ 1 ( s ) L Δ q ( s ) δ 1 I n1 L δ r I nr }
Where Δi is a weight function and
δi is a real parametric uncertainty
Such that: Δi ∞
≤ 1; δi ≤1
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UNCERTAINTY AND ROBUSTNESS
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Δ
uΔ yΔ
External w e
inputs P
Controlled outputs
u y Measured outputs
Control input
K
N
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UNCERTAINTY AND ROBUSTNESS
z = Fu ( N , Δ) w,
where Fu ( N , Δ) = N 22 + N 21Δ( I − N11Δ) −1 N12
NS ⇔ N is internally stable
NP ⇔ N 22 ∞
< 1; and NS
Objectives:
RS ⇔ Fu ( N , Δ) is stable ∀Δ, Δ ∞
< 1; and NS
RP ⇔ Fu ( N , Δ) ∞
< 1 ∀Δ, Δ ∞
< 1; andd NS
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Δ
It is equivalent to study the uΔ
MΔ structure yΔ
M=N11
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UNCERTAINTY AND ROBUSTNESS
ROBUST STABILITY :
SMALL GAIN THEOREM
uΔ
yΔ
M=N11
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UNCERTAINTY AND ROBUSTNESS
Robust Stability analysis for unstructured uncertainties
G p = G + w A Δ A ; ∀Δ A s.t . ΔA ∞
≤ 1 ; CNS : w A KS y ≤1
∞
G p = ( I + wO Δ O )G; ∀Δ O s.t . ΔO ∞
≤ 1 ; CNS : wOT y ≤1
∞
G p = G ( I + w I Δ I ); ∀Δ I s.t . ΔI ∞
≤ 1 ; CNS : w I Tu ∞
≤1
G p = ( I + w iO Δ iO ) −1 G; ∀Δ iO s.t . Δ iO ∞
≤ 1 ; CNS : w iO S y ≤1
∞
G p = G ( I + w iI Δ iI ) −1 ; ∀Δ iI s.t . Δ iI ∞
≤ 1 ; CNS : w iI S u ∞
≤1
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⇔ wI L < 1 + L , ∀ω
1+ L RS
wI L
⇔ < 1, ∀ω
1+ L
L ( jω )
⇔ wI T < 1 ∀ω
wI L
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UNCERTAINTY AND ROBUSTNESS
Robust Performance analysis for unstructured uncertainties
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UNCERTAINTY AND ROBUSTNESS
Often, for SISO systems, when we have NP and RS we get RP. This is not
a « big issue » for SISO systems.
For MIMO, systems, this approach may lead to very conservative results.
Further analysis will require the use of structured uncertainties
uncertainties, which
needs to consider the structured singular value. It is defined as :
Find the smallest structured Δ which makes det(I-MΔ)=0.
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6. ROBUSTNESS ANALYSIS
Disturbances
w G e
& references Wi Wo
Controlled outputs
p
P y Measured output
Control input u K
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6. ROBUSTNESS ANALYSIS
Δ
Δf
Δr
Uncertainties inputs v z Uncertainties outputs
⎡N N zw ⎤
N= ⎢ zv
Disturbances w ⎣ N ev N ew ⎥⎦ e Controlled outputs
& references
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6. ROBUSTNESS ANALYSIS
Δ 1
such that : Δ <
∞
μ
M μ (M ) Δ ≤ μ
If and only if :
⎧⎪Δ = diag {Δ1 ,..., Δq , δ1I r 1 ,..., δ1I r 1 , ε1I c 1 ,..., ε1I c 1 }⎫⎪
Δ=⎨ ⎬
⎪⎩Δ i ∈ C i i , δ i ∈ R , ε i ∈ C
k ×k
⎭⎪
6. ROBUSTNESS ANALYSIS
Δ
Δf
Δr
Uncertainties inputs v z Uncertainties outputs
⎡N N zw ⎤
Disturbances w N= ⎢ zv
⎣ N ev N ew ⎥⎦ e Controlled outputs
& references
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OUTLINE
H∞ norm, stability
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PERFORMANCE LIMITATIONS
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PERFORMANCE LIMITATIONS
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PERFORMANCE LIMITATIONS
Structural: S + T = 1 and
(KS = T/G)
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PERFORMANCE LIMITATIONS
Interpolation constraints
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SENSITIVITY INTEGRALS
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PERFORMANCE LIMITATIONS Goodwin et al
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PERFORMANCE LIMITATIONS Goodwin et al
The
Waterbed
effect
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PERFORMANCE LIMITATIONS
∫ ln det S ( jω ) dω = Π ∑ Re( p )
0 i =1
i
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PERFORMANCE LIMITATIONS
W p ( s) S ( s) ≥ W p ( z)
∞
Theorem2 : Let G(s) a MIMO plant with one RHP pole at s=p,
and WT(s) be a scalar weight.
Then,, closed-loop
p stabilityy is ensured onlyy if:
WT ( s )T ( s ) ∞
≥ WT ( p )
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PERFORMANCE LIMITATIONS
Np
z j + pi
W p (s) S ( s) ≥ c1 j W p ( z j ) , c1 j = ∏ ≥1
∞
i =1 z j − pi
Nz z j + pi
WT ( s )T ( s ) ∞ ≥ c2i WT ( pi ) , c2i = ∏ ≥1
j =1 z j − pi
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PERFORMANCE LIMITATIONS
z / MS + ω b
Therefore a necessary condition is : W p ( s ) S ( s ) ≥ W p ( z ) , i.e ≤1
∞ z + ω bε
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PERFORMANCE LIMITATIONS
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System definition
%Sample MATLAB program to synthesize H-infinity controller
%USE OF ROBUST CONTROL TOOLBOX FOR MATLAB R2009
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% plant
l t is
i G
N=[-1 20];
D=conv([1 0.01],[1 20]);
G=ss(tf(N,D)); % plant is G
%%%%%%%
% definition of the weighting function
%%%%%%%
Ms=2;wb=3;epsi=0 01;
Ms=2;wb=3;epsi=0.01;
Mu=3;wbc=50;epsi1=0.01;
We=ss(tf([1/Ms wb],[1 wb*epsi]));
Wu=ss(tf([1 wbc/Mu],[epsi1 wbc]));
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EXAMPLE using MATLAB
Problem solution
% Generalized plant P is found with function sysic%
systemnames = 'G We Wu';
inputvar
p = '[
[ r(1);
( ) d; u(1)]';
( )]
outputvar = '[We; Wu; r-G]';
input_to_G = '[u+d]';
input_to_We = '[r-G]';
input_to_Wu = '[u]';
sysoutname = 'P';
cleanupsysic = 'yes';
sysic;
%% Fi
Find
d H
H-infinity
i fi it optimal
ti l controller%
t ll %
%
nmeas=1; ncon=1;
[Khinf,CL,GAM,INFO] = hinfsyn(P,nmeas,ncon,'DISPLAY','on')
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EXAMPLE : First test
gamma
g hamx_eig
g xinf_eig
g hamyy_eig
g yinf
y _eig g nrho_xyy p/
p/f
2.765 2.2e+000 8.0e-007 3.0e-002 0.0e+000 0.1708 p
1.633 2.1e+000 8.6e-007 3.0e-002 0.0e+000 1.1068# f
2.199 2.1e+000 8.2e-007 3.0e-002 0.0e+000 0.3240 p
1.916 2.1e+000 8.3e-007 3.0e-002 -9.5e-013 0.5193 p
1.774 2.1e+000 8.4e-007 3.0e-002 -9.5e-013 0.7152 p
1.703 2.1e+000 8.5e-007 3.0e-002 0.0e+000 0.8719 p
1.668 2.1e+000 8.5e-007 3.0e-002 0.0e+000 0.9763 p
1.650 2.1e+000 8.6e-007 3.0e-002 0.0e+000 1.0378# f
1.659 2.1e+000 8.5e-007 3.0e-002 0.0e+000 1.0062# f
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EXAMPLE
-20
ar Values (dB)
ar Values (dB)
-20
-30
Complementary
-40 Sensitivityy -30
Sensitivity
Singula
Singula
-50
function function
-40
S T
-60
-50
-70
-80 -60
-2 -1 0 1 2 -2 -1 0 1 2
10 10 10 10 10 10 10 10 10 10
Frequency (rad/sec) Frequency (rad/sec)
Sensitivity*Plant Controller*Sensitivity
-5 15
10
-10
5
-15
0
Wu
Singular Values (dB)
-20 -5
-10
-25
-15
Sensitivity Sensitivity
-30 -20
function function
-35 SG -25
KS
-30
-40
-35
-45 -40
-2 -1 0 1 2 -2 -1 0 1 2
10 10 10 10 10 10 10 10 10 10
Frequency (rad/sec) Frequency (rad/sec)
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