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Controller Design

dgkfdemo () Function File

Octave Controls toolbox demo: H-2/H-infinity options demos.

hinfdemo () Function File

H-infinity design demos for continuous SISO and MIMO systems and a discrete system. The SISO system is difficult to control because it is non-minimum-phase and unstable. The second design example controls the jet707 plant the linearized state space model of a Boeing 707-321 aircraft at v=80 m/s (M = 0.26 Ga0 = -3 deg, alpha0 = 4 deg, kappa = 50 deg). Inputs: (1) thrust and (2) elevator angle Outputs: (1) airspeed and (2) pitch angle. The discrete system is a stable and second order.

SISO plant:

s - 2 G(s) = -------------- (s + 2)(s - 1)

+----+ -------------------->| W1 |---> v1 z | +----+ ----|-------------+ | | | +---+ v y +----+ u *--->| G |--->O--*-->| W2 |---> v2 | +---+ | +----+ | | | +---+ | -----| K |<------- +---+

min || T || vz infty

W1 und W2 are the robustness and performance weighting functions.
MIMO plant:
The optimal controller minimizes the H-infinity norm of the augmented plant P (mixed-sensitivity problem):
w 1 -----------+ | +----+ +---------------------->| W1 |----> z1 w | | +----+ 2 ------------------------+ | | | | v +----+ v +----+ +--*-->o-->| G |-->o--*-->| W2 |---> z2 | +----+ | +----+ | | ^ v u y (to K) (from controller K)

+ + + + | z | | w | | 1 | | 1 | | z | = [ P ] * | w | | 2 | | 2 | | y | | u | + + + +

Discrete system:
This is not a true discrete design. The design is carried out in continuous time while the effect of sampling is described by a bilinear transformation of the sampled system. This method works quite well if the sampling period is "small" compared to the plant time constants.
The continuous plant:

1 G (s) = -------------- k (s + 2)(s + 1)

is discretised with a ZOH (Sampling period = Ts = 1 second):
0.199788z + 0.073498 G(z) = -------------------------- (z - 0.36788)(z - 0.13534)

+----+ -------------------->| W1 |---> v1 z | +----+ ----|-------------+ | | | +---+ v +----+ *--->| G |--->O--*-->| W2 |---> v2 | +---+ | +----+ | | | +---+ | -----| K |<------- +---+

min || T || vz infty
W1 and W2 are the robustness and performance weighting functions.

[l m, p, e] = dlqe (a, g, c, sigw, sigv, z) Function File

Construct the linear quadratic estimator (Kalman filter) for the discrete time system
x[k+1] = A x[k] + B u[k] + G w[k] y[k] = C x[k] + D u[k] + v[k]

where w v are zero-mean gaussian noise processes with respective intensities sigw = cov (w w) and sigv = cov (v v).
If specified z is cov (w, v). Otherwise cov (w v) = 0.
The observer structure is
z[k|k] = z[k|k-1] + L (y[k] - C z[k|k-1] - D u[k]) z[k+1|k] = A z[k|k] + B u[k]

The following values are returned:

l
The observer gain (a - alc). is stable.
m
The Riccati equation solution.
p
The estimate error covariance after the measurement update.
e
The closed loop poles of (a - alc).

[k p, e] = dlqr (a, b, q, r, z) Function File

Construct the linear quadratic regulator for the discrete time system
x[k+1] = A x[k] + B u[k]

to minimize the cost functional
J = Sum (x' Q x + u' R u)

z omitted or
J = Sum (x' Q x + u' R u + 2 x' Z u)

z included.
The following values are returned:

k
The state feedback gain (a - bk) is stable.
p
The solution of algebraic Riccati equation.
e
The closed loop poles of (a - bk).

[Lp Lf, P, Z] = dkalman (A, G, C, Qw, Rv, S) Function File

Construct the linear quadratic estimator (Kalman predictor) for the discrete time system
x[k+1] = A x[k] + B u[k] + G w[k] y[k] = C x[k] + D u[k] + v[k]

where w v are zero-mean gaussian noise processes with respective intensities Qw = cov (w w) and Rv = cov (v v).
If specified S is cov (w, v). Otherwise cov (w v) = 0.
The observer structure is
x[k+1|k] = A x[k|k-1] + B u[k] + LP (y[k] - C x[k|k-1] - D u[k]) x[k|k] = x[k|k-1] + LF (y[k] - C x[k|k-1] - D u[k])

The following values are returned:

Lp
The predictor gain (A - Lp C) is stable.
Lf
The filter gain.
P
The Riccati solution.
P = E [(x - x[n|n-1])(x - x[n|n-1])']
Z
The updated error covariance matrix.
Z = E [(x - x[n|n])(x - x[n|n])']

[K gain, kc, kf, pc, pf] = h2syn (asys, nu, ny, tol) Function File

Design H-2 optimal controller per procedure in Doyle Glover, Khargonekar, Francis, State-Space Solutions to Standard H-2 and H-infinity Control Problems IEEE TAC August 1989.
Discrete-time control per Zhou Doyle, and Glover, Robust and optimal control, Prentice-Hall, 1996.
Inputs

asys
system data structure (see ss sys2ss)

controller is implemented for continuous time systems
controller is not implemented for discrete time systems

nu
number of controlled inputs
ny
number of measured outputs
tol
threshold for 0. Default: 200*eps

Outputs

k
system controller
gain
optimal closed loop gain
kc
full information control (packed)
kf
state estimator (packed)
pc
ARE solution matrix for regulator subproblem
pf
ARE solution matrix for filter subproblem

K = hinf_ctr (dgs f, h, z, g) Function File

Called by hinfsyn to compute the H-infinity optimal controller.
Inputs

dgs
data structure returned by is_dgkf
f
h
feedback and filter gain (not partitioned)
g
final gamma value
Outputs

K
controller (system data structure)

Do not attempt to use this at home; no argument checking performed.

[k g, gw, xinf, yinf] = hinfsyn (asys, nu, ny, gmin, gmax, gtol, ptol, tol) Function File

Inputs input system is passed as either

asys
system data structure (see ss sys2ss)

controller is implemented for continuous time systems
controller is not implemented for discrete time systems (see bilinear transforms in c2d d2c)

nu
number of controlled inputs
ny
number of measured outputs
gmin
initial lower bound on H-infinity optimal gain
gmax
initial upper bound on H-infinity Optimal gain.
gtol
Gain threshold. Routine quits when gmax/gmin < 1+tol.
ptol
poles with abs(real(pole)) < ptol*||H|| (H is appropriate Hamiltonian) are considered to be on the imaginary axis. Default: 1e-9.
tol
threshold for 0. Default: 200*eps.
gmax min, tol, and tol must all be postive scalars.
Outputs

k
System controller.
g
Designed gain value.
gw
Closed loop system.
xinf
ARE solution matrix for regulator subproblem.
yinf
ARE solution matrix for filter subproblem.

References:

Doyle Glover, Khargonekar, Francis, State-Space Solutions to Standard H-2 and H-infinity Control Problems IEEE TAC August 1989.
Maciejowksi J.M., Multivariable feedback design, Addison-Wesley 1989, ISBN 0-201-18243-2.
Keith Glover and John C. Doyle State-space formulae for all stabilizing controllers that satisfy an H-infinity-norm bound and relations to risk sensitivity Systems & Control Letters 11 Oct. 1988, pp 167-172.

[retval pc, pf] = hinfsyn_chk (a, b1, b2, c1, c2, d12, d21, g, ptol) Function File

Called by hinfsyn to see if gain g satisfies conditions in Theorem 3 of Doyle Glover, Khargonekar, Francis, State Space Solutions to Standard H-2 and H-infinity Control Problems IEEE TAC August 1989.
Warning: do not attempt to use this at home; no argument checking performed.
Inputs
As returned by is_dgkf except for:

g
candidate gain level
ptol
as in hinfsyn

Outputs

retval
1 if g exceeds optimal Hinf closed loop gain else 0
pc
solution of "regulator" H-infinity ARE
pf
solution of "filter" H-infinity ARE
Do not attempt to use this at home; no argument checking performed.

[xinf x_ha_err] = hinfsyn_ric (a, bb, c1, d1dot, r, ptol) Function File

Forms
xx = ([bb; -c1'*d1dot]/r) * [d1dot'*c1 bb']; Ha = [a 0*a; -c1'*c1 - a'] - xx;
and solves associated Riccati equation. The error code x_ha_err indicates one of the following conditions:

0
successful
1
xinf has imaginary eigenvalues
2
hx not Hamiltonian
3
xinf has infinite eigenvalues (numerical overflow)
4
xinf not symmetric
5
xinf not positive definite
6
r is singular

[k p, e] = lqe (a, g, c, sigw, sigv, z) Function File

Construct the linear quadratic estimator (Kalman filter) for the continuous time system
dx -- = a x + b u dt y = c x + d u

where w and v are zero-mean gaussian noise processes with respective intensities
sigw = cov (w w) sigv = cov (v v)

The optional argument z is the cross-covariance cov (w v). If it is omitted, cov (w v) = 0 is assumed.
Observer structure is dz/dt = A z + B u + k (y - C z - D u)
The following values are returned:

k
The observer gain (a - kc) is stable.
p
The solution of algebraic Riccati equation.
e
The vector of closed loop poles of (a - kc).

[k q1, p1, ee, er] = lqg (sys, sigw, sigv, q, r, in_idx) Function File

Design a linear-quadratic-gaussian optimal controller for the system
dx/dt = A x + B u + G w [w]=N(0[Sigw 0 ]) y = C x + v [v] ( 0 Sigv ])
or
x(k+1) = A x(k) + B u(k) + G w(k) [w]=N(0[Sigw 0 ]) y(k) = C x(k) + v(k) [v] ( 0 Sigv ])

Inputs

sys
system data structure
sigw
sigv
intensities of independent Gaussian noise processes (as above)
q
r
state control weighting respectively. Control ARE is
in_idx
names or indices of controlled inputs (see sysidx cellidx)
default: last dim(R) inputs are assumed to be controlled inputs all others are assumed to be noise inputs.
Outputs

k
system data structure format LQG optimal controller (Obtain A B, C matrices with sys2ss sys2tf, or sys2zp as appropriate).
p1
Solution of control (state feedback) algebraic Riccati equation.
q1
Solution of estimation algebraic Riccati equation.
ee
Estimator poles.
es
Controller poles.

[k p, e] = lqr (a, b, q, r, z) Function File

construct the linear quadratic regulator for the continuous time system
dx -- = A x + B u dt

to minimize the cost functional
infinity / J = | x' Q x + u' R u / t=0

z omitted or
infinity / J = | x' Q x + u' R u + 2 x' Z u / t=0

z included.
The following values are returned:

k
The state feedback gain (a - bk) is stable and minimizes the cost functional
p
The stabilizing solution of appropriate algebraic Riccati equation.
e
The vector of the closed loop poles of (a - bk).

Reference Anderson and Moore Optimal control: linear quadratic methods, Prentice-Hall 1990, pp. 56-58.

[y x] = lsim (sys, u, t, x0) Function File

Produce output for a linear simulation of a system; produces a plot for the output of the system sys.
u is an array that contains the system's inputs. Each row in u corresponds to a different time step. Each column in u corresponds to a different input. t is an array that contains the time index of the system; t should be regularly spaced. If initial conditions are required on the system the x0 vector should be added to the argument list.
When the lsim function is invoked a plot is not displayed; however the data is returned in y (system output) and x (system states).

K = place (sys p) Function File

Computes the matrix K such that if the state is feedback with gain K then the eigenvalues of the closed loop system (i.e. A-BK) are those specified in the vector p.
Version: Beta (May-1997): If you have any comments please let me know. (see the file place.m for my address)