Analysis and Control of Linear Systems... Analysis and Control of Linear Systems Edited by Philippe de Larminat... eng] Analysis and control of linear systems analysis and control of l
Trang 1Analysis and Control of Linear Systems
Trang 2This page intentionally left blank
Trang 3Analysis and Control
of Linear Systems
Edited by Philippe de Larminat
Trang 4First published in France in 2002 by Hermès Science/Lavoisier entitled “Analyse des systèmes linéaires” and “Commande des systèmes linéaires”
First published in Great Britain and the United States in 2007 by ISTE Ltd
Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms and licenses issued by the CLA Enquiries concerning reproduction outside these terms should be sent to the publishers at the undermentioned address:
6 Fitzroy Square 4308 Patrice Road
London W1T 5DX Newport Beach, CA 92663
www.iste.co.uk
© ISTE Ltd, 2007
© LAVOISIER, 2002
The rights of Philippe de Larminat to be identified as the author of this work have been asserted by him in accordance with the Copyright, Designs and Patents Act 1988
Library of Congress Cataloging-in-Publication Data [Analyse des systèmes linéaires/Commande des systèmes linéaires eng] Analysis and control
of linear systems analysis and control of linear systems/edited by Philippe de Larminat
p cm
ISBN-13: 978-1-905209-35-4
ISBN-10: 1-905209-35-5
1 Linear control systems 2 Automatic control I Larminat, Philippe de
TJ220.A5313 2006
629.8'32 dc22
2006033665 British Library Cataloguing-in-Publication Data
A CIP record for this book is available from the British Library
ISBN 10: 1-905209-35-5
ISBN 13: 978-1-905209-35-4
Printed and bound in Great Britain by Antony Rowe Ltd, Chippenham, Wiltshire
Trang 5Table of Contents
Preface xv
Part 1 System Analysis 1
Chapter 1 Transfer Functions and Spectral Models 3
Dominique BEAUVOIS and Yves TANGUY 1.1 System representation 3
1.2 Signal models 4
1.2.1 Unit-step function or Heaviside step function U(t) 4
1.2.2 Impulse 4
1.2.3 Sine-wave signal 7
1.3 Characteristics of continuous systems 7
1.4 Modeling of linear time-invariant systems 8
1.4.1 Temporal model, convolution, impulse response and unit-step response 8
1.4.2 Causality 9
1.4.3 Unit-step response 10
1.4.4 Stability 10
1.4.5 Transfer function 12
1.4.6 Causality, stability and transfer function 16
1.4.7 Frequency response and harmonic analysis 17
1.5 Main models 21
1.5.1 Integrator 21
1.5.2 First order system 23
1.5.3 Second order system 27
1.6 A few reminders on Fourier and Laplace transforms 33
1.6.1 Fourier transform 33
1.6.2 Laplace transform 34
1.6.3 Properties 38
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1.6.4 Laplace transforms of ordinary causal signals 40
1.6.5 Ordinary Fourier transforms 41
1.7 Bibliography 42
Chapter 2 State Space Representation 43
Patrick BOUCHER and Patrick TURELLE 2.1 Reminders on the systems 44
2.1.1 Internal representation of determinist systems: the concept of state 44 2.1.2 Equations of state and equations of measurement for continuous systems 46
2.1.3 Case of linear systems 47
2.1.4 Case of continuous and invariant linear systems 48
2.2 Resolving the equation of state 48
2.2.1 Free state 48
2.2.2 Forced state 49
2.2.3 Particular case of linear and invariant systems 50
2.2.4 Calculation method of the transition matrix e A(t -t ) 0 51
2.2.5 Application to the modeling of linear discrete systems 55
2.3 Scalar representation of linear and invariant systems 57
2.3.1 State passage → transfer 57
2.3.2 Change of basis in the state space 60
2.3.3 Transfer passage → state 60
2.3.4 Scalar representation of invariant and linear discrete systems 65
2.4 Controllability of systems 66
2.4.1 General definitions 66
2.4.2 Controllability of linear and invariant systems 66
2.4.3 Canonic representation of partially controllable systems 69
2.4.4 Scalar representation of partially controllable systems 73
2.5 Observability of systems 74
2.5.1 General definitions 74
2.5.2 Observability of linear and invariant systems 74
2.5.3 Case of partially observable systems 77
2.5.4 Case of partially controllable and partially observable systems 78
2.6 Bibliography 79
Chapter 3 Discrete-Time Systems 81
Philippe CHEVREL 3.1 Introduction 81
3.2 Discrete signals: analysis and manipulation 83
3.2.1 Representation of a discrete signal 83
3.2.2 Delay and lead operators 84
3.2.3 z-transform 85
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3.3 Discrete systems (DLTI) 88
3.3.1 External representation 88
3.3.2 Internal representation 89
3.3.3 Representation in terms of operator 91
3.3.4 Transfer function and frequency response 96
3.3.5 Time response of basic systems 98
3.4 Discretization of continuous-time systems 99
3.4.1 Discretization of analog signals 100
3.4.2 Transfer function of the discretized system 101
3.4.3 State representation of the discretized system 102
3.4.4 Frequency responses of the continuous and discrete system 103
3.4.5 The problem of sub-sampling 104
3.4.6 The problem of over-sampling 105
3.5 Conclusion 107
3.6 Bibliography 107
Chapter 4 Structural Properties of Linear Systems 109
Michel MALABRE 4.1 Introduction: basic tools for a structural analysis of systems 109
4.1.1 Vector spaces, linear applications 110
4.1.2 Invariant sub-spaces 111
4.1.3 Polynomials, polynomial matrices 113
4.1.4 Smith form, companion form, Jordan form 114
4.1.5 Notes and references 115
4.2 Beams, canonical forms and invariants 115
4.2.1 Matrix pencils and geometry 117
4.2.2 Kronecker’s canonical form 118
4.2.3 Controllable, observable canonical form (Brunovsky) 121
4.2.4 Morse’s canonical form 125
4.2.5 Notes and references 128
4.3 Invariant structures under transformation groups 128
4.3.1 Controllability indices 128
4.3.2 Observability indices 129
4.3.3 Infinite zeros 129
4.3.4 Invariants, transmission finite zeros 131
4.3.5 Notes and references 132
4.4 An introduction to a structural approach of the control 132
4.4.1 Disturbance rejection and decoupling: existence of solutions 133
4.4.2 Disturbance rejection and decoupling: existence of stable solutions 135
4.4.3 Disturbance rejection and decoupling: flexibility in the location of poles/fixed poles 135
4.4.4 Notes and references 136
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4.5 Conclusion 137
4.5.1 Optimal attenuation of disturbance 137
4.6 Bibliography 137
Chapter 5 Signals: Deterministic and Statistical Models 141
Eric LE CARPENTIER 5.1 Introduction 141
5.2 Signals and spectral analysis 141
5.3 Generator processes and ARMA modeling 150
5.4 Modeling of LTI systems and ARMAX modeling 153
5.4.1 ARX modeling 153
5.4.2 ARMAX modeling 154
5.4.3 Output error model 154
5.4.4 Representation of the ARMAX model within the state space 155
5.4.5 Predictor filter associated with the ARMAX model 155
5.5 From the Markovian system to the ARMAX model 156
5.6 Bibliography 157
Chapter 6 Kalman’s Formalism for State Stabilization and Estimation 159
Gilles DUC 6.1 The academic problem of stabilization through state feedback 159
6.2 Stabilization by pole placement 161
6.2.1 Results 161
6.2.2 Example 163
6.3 Reconstruction of state and observers 164
6.3.1 General principles 164
6.3.2 Continuous-time observer 165
6.3.3 Discrete-time observer 166
6.3.4 Calculation of the observer by pole placement 167
6.3.5 Behavior of the observer outside the ideal case 168
6.3.6 Example 169
6.4 Stabilization through quadratic optimization 171
6.4.1 General results for continuous-time 171
6.4.2 General results for discrete-time 173
6.4.3 Interpretation of the results 174
6.4.4 Example 175
6.5 Resolution of the state reconstruction problem by duality of the quadratic optimization 177
6.5.1 Calculation of a continuous-time observer 177
6.5.2 Calculation of a discrete-time observer 178
6.5.3 Interpretation in a stochastic context 179
6.5.4 Example 181
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6.6 Control through state feedback and observers 183
6.6.1 Implementation of the control 183
6.6.2 Dynamics of the looped system 184
6.6.3 Interest and limitations of this result 185
6.6.4 Interpretation in the form of equivalent corrector 186
6.6.5 Example 187
6.7 A few words on the resolution of Riccati’s equations 189
6.8 Conclusion 192
6.9 Bibliography 192
Chapter 7 Process Modeling 195
Alain BARRAUD, Suzanne LESECQ and Sylviane GENTIL 7.1 Introduction 195
7.2 Modeling 198
7.3 Graphic identification approached 204
7.3.1 Pseudo-periodic unit-step response 205
7.3.2 Aperiodic unit-step response 207
7.3.3 Partial conclusion 213
7.4 Identification through criterion optimization 214
7.4.1 Algorithms 214
7.4.2 Models 215
7.4.3 Methods 215
7.4.4 Optimization criteria 216
7.4.5 The problem of precision 217
7.4.6 How to optimize 218
7.4.7 Partial conclusion 219
7.4.8 Practical application 220
7.5 Conclusion around an example 222
7.5.1 Simulated procedure 222
7.5.2 In search of a model 223
7.6 Bibliography 226
Chapter 8 Simulation and Implementation of Continuous Time Loops 227
Alain BARRAUD and Sylviane GENTIL 8.1 Introduction 227
8.1.1 About linear equations 228
8.1.2 About non-linear equations 228
8.2 Standard linear equations 228
8.2.1 Definition of the problem 228
8.2.2 Solving principle 229
8.2.3 Practical implementation 229
8.3 Specific linear equations 231
8.3.1 Definition of the problem 231
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8.3.2 Solving principle 232
8.3.3 Practical implementation 233
8.4 Stability, stiffness and integration horizon 234
8.5 Non-linear differential systems 235
8.5.1 Preliminary aspects 235
8.5.2 Characterization of an algorithm 236
8.5.3 Explicit algorithms 239
8.5.4 Multi-interval implicit algorithms 240
8.5.5 Solver for stiff systems 242
8.5.6 Partial conclusion 243
8.6 Discretization of control laws 244
8.6.1 Introduction 244
8.6.2 Discretization 244
8.6.3 Application to PID regulators 247
8.7 Bibliography 250
Part 2 System Control 251
Chapter 9 Analysis by Classic Scalar Approach 253
Houria SIGUERDIDJANE and Martial DEMERLÉ 9.1 Configuration of feedback loops 253
9.1.1 Open loop – closed loops 253
9.1.2 Closed loop harmonic analysis 255
9.2 Stability 258
9.2.1 Nyquist criterion 259
9.2.2 Routh’s algebraic criterion 265
9.2.3 Stability margins 267
9.3 Precision 270
9.3.1 Permanent error 272
9.3.2 Transitional error 277
9.4 Parametric sensitivity 278
9.4.1 Open loop sensitivity 278
9.4.2 Closed loop sensitivity 280
9.5 Bibliography 282
Chapter 10 Synthesis of Closed Loop Control Systems 283
Houria SIGUERDIDJANE and Martial DEMERLÉ 10.1 Role of correctors: precision-stability dilemma 283
10.1.1 Analysis of systems’ behavior 284
10.1.2 Serial correction 288
10.1.3 Parallel correction 289
10.1.4 Correction by anticipation 290
10.1.5 Conclusions 292
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10.2 Serial correction 293
10.2.1 Correction by phase lead 293
10.2.2 Correction by phase delay 300
10.3 Correction by combined actions 303
10.3.1 Transfer function 303
10.4 Proportional derivative (PD) correction 306
10.4.1 Transfer function 306
10.5 Proportional integral (PI) correction 307
10.5.1 Transfer function 307
10.6 Proportional integral proportional (PID) correction 310
10.6.1 Transfer function 310
10.6.2 Experimental adjustment method 313
10.7 Parallel correction 315
10.7.1 General principle 315
10.7.2 Simple tachymetric correction (C(p) = λp) 317
10.7.3 Filtered tachymetric correction 320
10.7.4 Correction of delay systems: Smith predictor 323
10.8 Bibliography 325
Chapter 11 Robust Single-Variable Control through Pole Placement 327
Gérard THOMAS 11.1 Introduction 327
11.1.1 Guiding principles and notations 327
11.1.2 Reminders on polynomial algebra 329
11.2 The obvious objectives of the correction 332
11.2.1 Internal stability 332
11.2.2 Stationary behavior 333
11.2.3 General formulation 335
11.3 Resolution 336
11.3.1 Resolution of a particular case 337
11.3.2 General case 342
11.4 Implementation 344
11.4.1 First possibility 345
11.4.2 Minimal representation 345
11.4.3 Management of saturations 349
11.5 Methodology 354
11.5.1 Intuitive approach 354
11.5.2 Reduction of the noise on the control by choice of degrees 356
11.5.3 Choice of the dynamics of Am and Ao 357
11.5.4 Examples 363
11.6 Conclusion 370
11.7 Bibliography 370