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Chapter 3 - Controllability and Observability - University of Minnesota

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<strong>University</strong> <strong>of</strong> <strong>Minnesota</strong> ME 8281: Advanced Control Systems Design, 2001-2012 69<br />

Output<br />

2.5<br />

2<br />

1.5<br />

1<br />

0.5<br />

0<br />

−0.5<br />

−1<br />

measured<br />

uncorrupted<br />

estimate<br />

−1.5<br />

0 1 2 3 4 5<br />

Time(sec)<br />

Figure 3.13: Least squares estimate<br />

This means that the observer gain L(t) will decrease. The observer will asymptotically rely<br />

more <strong>and</strong> more on open loop estimation:<br />

Output<br />

3<br />

2<br />

1<br />

0<br />

−1<br />

d<br />

ˆx(t|t) =A(t)ˆx(t|t)<br />

dt<br />

measured<br />

uncorrupted<br />

λ = 1.5<br />

λ = 5<br />

−2<br />

0 1 2<br />

λ = 10<br />

3 4 5<br />

Time(sec)<br />

Figure 3.14: Least squares estimate with forgetting factor


<strong>University</strong> <strong>of</strong> <strong>Minnesota</strong> ME 8281: Advanced Control Systems Design, 2001-2012 81<br />

3.15 Realization<br />

3.15.1 Transfer Function to State-space model<br />

The models <strong>of</strong> many physical systems are more conveniently obtained in the transfer function form.<br />

In order for us to implement state-space control design techniques, it is essential that we have a<br />

state-space representation. It should be noted that there is no unique state-space realization for a<br />

transfer function, since any set <strong>of</strong> states can be used. However, there are some realizations that are<br />

“canonical”, or simplest. The “first companion” or “controllable canonical” form is given here.<br />

The transfer function for a SISO system<br />

can be written<br />

H(s) =<br />

Y (s)<br />

U(s) =<br />

Using inverse Laplace transform, the D.E. is<br />

1<br />

s n + a1s n−1 + a2s n−2 + ···+ an<br />

(3.17)<br />

(s n + a1s n−1 + a2s n−2 + ···+ an)Y (s) =U(s) (3.18)<br />

D n y + a1D n−1 y + ···+ any = u D n ≡ dn<br />

dt n<br />

(3.19)<br />

Each term, starting from the second, is an integration <strong>of</strong> the preceding term. So, the relationship<br />

can be expressed as a chain <strong>of</strong> integrators, as shown in Fig. 3.17. The output <strong>of</strong> each integrator is<br />

designated a state variable, from right to left. So, the output <strong>of</strong> the n th integrator is x1, whichis<br />

the same as the system output y.<br />

u<br />

−<br />

i i i i<br />

xn<br />

xn1<br />

a1 a2 an1 an<br />

Figure 3.17: First companion form (ref: Control System Design, B. Friedl<strong>and</strong>)<br />

This can be represented as a set <strong>of</strong> n linear D.E.’s<br />

˙x1 = x2<br />

˙x2 = x2<br />

.<br />

˙xn−1 = xn<br />

˙xn = −anx1 − an−1x2 −···−a1xn + u<br />

x2<br />

x1<br />

y

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