4.2 State Feedback for Multivariable Systems Basic idea:Suppose that a multivariable system (A, B) is controllable, then the basic idea of its pole-placement is to transform the problem into the pole-placement of single variable systems. The steps are as follows. 1. Choose any bIm(B) , b0 Then, find a state feedback gain matrix K1 such that the single variable system (A+BK1, b) is controllable. 1 2. Assign the poles of the single variable system (A+BK1, b) to the expected place. A BK bk 1 14442 4443 3. Note that with A b Im B L R p1 b =BL Therefore, A BK1 bk A BK1 BLk A B(K Lk ). 1 144442 44443 K 2 Theorem 4-4. Suppose that (A, B) is controllable. Then for any nonzero vector b in the value field of B, there exists a state feedback gain matrix K1 Rpn such that (A+BK1 , b) is controllable. The proof includes the following steps: 3 1)Use the following conclusion. Lemma. Suppose that (A, B) is controllable. Then we can choose vectors u1, u2, …, un1 such that the n vectors x1, x2, …, xn defined by the following equations are linearly independent @p7: x 1 b, x Ax B u , 1 1 2 x 3 Ax 2 B u 2 L x n 1 Ax n 2 B u n 2 x n Ax n 1 B u n 1 where b is any nonzero vector in the value field of 4B , x Rn1 and u Rp1 2). Define K1Rpn: K1 u1 u 2 L un 1 0x1 x 2 L x n n n 1 That is K 1 x 1 x 2 L x n u1 u 2 L u n 1 0n n Note that u1 K1x 1 , u K x , 2 1 2 L u n 1 K1x n 1 0 K1x n 5 3). Prove that (A+BK1, b) is controllable @p5 It is easy to find that x1 b x 2 Ax1 Bu1 Ax1 BK1x1 ( A BK1 )b x 3 Ax 2 Bu 2 Ax 2 BK1x 2 (A BK1 )x 2 (A BK1 )2 b M x n 1 Ax n 2 Bu n 2 ( A BK1 )x n 2 ( A BK1 )n 2 b x n Ax n 1 Bun 1 ( A BK1 )x n 1 ( A BK1 )n 1b 6 , x nlinearly independent, we have Since x 1 , x 2 ,L are rank b ( A BK1 )b ( A BK1 )2 b L ( A BK1)n 1b n ( A BK1, b) is controllable. Q.E.D 7 Theorem 4-5. Suppose that the system (4-1) is controllable. Then there exists a state feedback gain matrix K such that the n eigenvalues of A+BK can be arbitrarily assigned. Proof . First of all, we choose a nonzero vector L such that b=BL From Theorem 4-4, there exists K1 such that (A+BK1, b) is controllable. From the theorem about the pole placement of single variable systems, we know that there exists a n dimension vector k such that the poles of 8 A+BK1+bk can be arbitrarily assigned. Note that A+BK1+bk =A+BK1+BLk = A+B(K1+Lk) Hence, one only needs to choose K= K1+Lk This completes the proof of Theorem 4-5. Q.E.D 9 Proof of the Lemma. The proof is performed by construction. Without loss of generality, suppose that the columns of B=[b1, b2,…., bp] are linearly independent. 1) Construct n linearly independent columns in the following way: b1,Ab1, L ,A n1 1b1 n1 b1,Ab1, L, A b (Until can 1 be linearly expressed by A n1 1b) 1 b 2,Ab 2, L ,A n2 1b 2 n2 A bcan (Until 1 be linearly expressed by n2 1 A )b 2 b1,Ab1, L, 10 Continue the above procedure. Since (A, B ) is controllable, there exists n1 1 n2 1 nP 1 [b14444442 A b31 b14444442 A b 2 L b p Ab p L A b p ] 1 Ab1 L 444444 2 Ab 2 L 4444443 144444442 44444443 n1 n2 np which forms a set of basis of the n dimensional space, where ni = n. 11 2)Construct n linearly independent vectors xi as follows: x 1 b1 , x A x b , 1 1 2 b1 L , x n1 A x n1 1 b1 , x A x b n1 1 n1 2 b2 L x n 1 n 2 A x n 1 n 2 1 b 2 M M 12 x1 ,Lare , x nlinearly independent. In It is easy to verify that fact, x1 x 2 L x n1 , x n1 1 ,L , x n1 n 2 ,L , x n n 1 1 2 [b , A b + b , A b + A b + b , L , A b1 L Ab1 + b13, 1 1 1 1 1 14444444444444444444444444 144444444444444444444444442 n1个 A(An1 1b1 L Ab1 + b1 ) b2 L elementary transformation b1, Ab1 , A 2b1 ,L , An1 1b1 , b 2 , Ab 2 , A 2b 2 , L , An 2 1b 2 , L , b p L , An p 1b p 14444444444444444444444444444444442 4444444444444444444444444444444443 original basis 13 3). Determine ui. Let u1 u 2 L un1 1 e1 1 0 L 0 R p T un1 un1 2 L un1 n 2 1 e2 0 1 L 0 R p T L un1 n 2 L n p 1 un1 n 2 L n p 1 1 L un1 n 2 L n p 1 n p 1 e p 0 0 L 1 R p T Q.E.D 14 Example 1. Consider the system 1 1 0 0 0 & x 0 1 0 x 1 0 u 0 0 1 0 1 L 1 1 T Construct K1 such that (A+BK1 , b=BL) is controllable. Solution. Choose x1 = BL =b=[0 1 1]T0, L=[1 1]T。 and consider x1=b, xk+1= A xk+ B uk (k=1, 2, … , n1), 15 Noticing that Ax1=[1 1 1]T is linearly independent of x1, choose x2= Ax1, and u1=[0 0]T Because Ax2, x1 and x2 are linearly dependent, we can not choose u2 as [0 0]T. Let u2=[1 1]T, Then, we have x3= Ax2+Bu2= [2 0 2] T. 16 From K1=[u1 u2 0][x1 x2 x3]1, we have 1 0 1 2 0 1 0 1 1 1 K1 1 1 0 0 1 0 1 1 1 144442 44443 1 1 2 u1 u 2 0 14442 4443 x 1 x2 x3 1 1 0 A BK1 1 1 1 1 1 1 0 1 1 b ( A BK1 )b ( A BK1 ) 2 b 1 0 1 1 0 1 17 It can be readily checked that (A+BK1 b) is Example 2. Consider the following system: 0 1 0 0 0 0 0 0 1 0 0 0 x u x& 0 0 1 0 1 0 0 0 0 1 0 1 Determine K such that the closed-loop system (A+BK) has eigenvalues 2, 2, 1j. Solution . Choose L =[1 0]T, u1=[-1 0]T, u2=[0 0]T, u3=[0 1]T, x1=b1=[0 0 1 0]T; x2=[0 1 0 0]T; x3=[1 0 0 0]T; x4=[0 0 0 1]T; 18 Then, we have 0 0 1 0 0 0 K1 1 0 0 1 0 0 0 1 0 0 1 0 0 0 0 0 0 0 1 0 0 1 0 0 0 1 It is clear that (A+BK1, b1) is controllable. Let k=[k1 k2 k3 k4], we have 0 0 A BK1 b1k k1 1 1 0 k2 0 0 1 k3 0 0 0 k4 1 19 whose characteristic polynomial is s4 (1+k3)s3+(k3k2)s2+(k2k1)s+k1 k4, The expected characteristic polynomial is s4+6s3+14s2+16s+8, Comparing the coefficients of the two polynomials, we can obtain k1 =37, k2=21, k3=7, k4=45 Hence, the feedback gain matrix can be selected as 37 21 8 45 K K1 Lk = 1 0 0 0 20 In the above method, once L and ui are selected, then k is determined. But L and ui are nonunique, which implies that there exists a family of k to get the same poles. This is one of the main differences between multiinput systems and single-input systems. 21 The other issue in pole-placement of multi-input systems involves “nonlinear equations”. Denoting the elements of K by kij , then the closed-loop polynomial can be rewritten as det[ sI ( A BK )] s n f1 (K ) s n1 f 2 (K ) s n2 f n1 (K ) s f n (K ) where fi (K)’s denote non-linear functions with kij as variables. Let the expected polynomial be s a 1s n n 1 a 2s n 2 L a n 1s a n 22 Comparing the coefficients, we have f i (K ) i (i 1, 2,L , n) (S—3) @18 Example. Consider the multivariable system 1 0 A BK= 0 0 1 2 0 1 0 k11 1 0 1 k 21 3 0 0 k12 k 22 k13 k 23 k11 k12 1 k13 k 21 k 22 k 23 1 1 2 3 It is clear that the coefficients of det(sIABK) are nonlinear. 23 det(sIABK) is linear for single-input systems but usually nonlinear for multi-input systems. Theorem 4-4 indicates that when the system is controllable, we can get a set of linear equations of (sIABK) by abandoning some free parameters of K. 24 Example 3. For the system in Example 2, compute K such that fi(K)=i and the poles of the closed-loop system (A+BK) are 2, 2, 1j. Solution. Since 0 0 x& 0 0 1 0 0 1 0 1 0 0 0 0 0 0 x 0 1 0 1 0 0 u 0 1 k1 k 2 k3 k 4 K k k k k 5 6 7 8 we have 0 0 A BK k1 k5 1 0 0 1 k 2 1 k3 k6 k7 0 0 k4 1 k8 25 Scheme 1. Let k4=k5=k6=k7=0, From 0 0 A BK k1 k5 1 0 0 1 k 2 1 k3 k6 k7 1+k8= 2, 0 0 0 0 1 0 0 0 1 0 A BK k4 k1 k 2 1 k3 0 1 k8 0 1 k8 0 0 (s 2)[(s 1)2 1] s3 4s 2 6s 4 we have That is, k1 4, k 2 6 1 k3 4 4 6 5 0 K 0 0 0 3 26 Scheme 2. Let k1=k2= 0, k3= 1 , k4=1 0 0 A BK k1 k5 1 0 0 1 k 2 1 k3 k6 k7 0 0 k4 1 k8 0 0 A BK 0 k5 0 0 1 0 0 1 (1) 1 k6 k7 1 k8 1 0 From ( s 2)2[( s 1)2 1] s 4 6s3 14s 2 16s 8 we have k5=8, k6=16 , k7=14, k8=7, i.e. 1 1 0 0 K 8 16 14 7 27 Since the feedback gain matrix is nonunique, the transfer function matrix of the closed-loop system is not unique either. Hence, different response may be obtained. We should choose K such that the closed-loop system yields a better response. The same as the single-input case, the condition that the system is controllable in Theorem 4-4 is sufficient and necessary for arbitrary assignment of the poles. But for a given set of poles, it is only a sufficient condition. 28 5. Stabilization 1). Stabilization of state feedback systems. Consider the following LTI system x& Ax Bu If we can find a state feedback u v Kx such that all real parts of the poles of the closed-loop system x& Ax Bu ( A BK )x Bv are negative, then the system is said to be stabilizable with state feedback. 29 Theorem 4-6. The system (A, B) is stabilizable by state feedback if and only if the real parts of all uncontrollable modes are negative. In fact, because the state feedback does not change the uncontrollable modes: A1 A 2 B1 A BK K1 K 2 0 A4 0 A1 B1K1 A 2 B1K 2 0 A 4 Re ( A 4 ) 0. the system is stabilizable 30 2). System classification by stabilizability The systems can be classified into: The poles can be assigned arbitrarily Controllable Stabilizable systems Systems Stabilizable: If the real parts of all uncontrollable modes are negative. Uncontrollabl e systems Unstabilizable: If the real parts of some uncontrollable modes are negative. 31 Conclusion The condition that pole assignment is possible: The states can be measured. If the states of the systems can not be completely measured, which is the common feature of most control systems, then we can not use the state feedback method to assign the poles directly. But the result of pole placement is still important in theory and engineering, and is a classical achievement of linear system theory. 32
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