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Minimax sensitivity criteria used to synthesize filters for estimating state of first order plant subject to dynamic and/or statistical parameters uncertainties
A minimax design method is applied to the problem of obtaining an acceptable output feedback matrix for linear multivariable systems with parameter uncertainty. The result is a set of nonlinear matrix equations (similar to those obtained by Levine and Athans (1970)), which must be solved for the feedback matrix. An example illustrates the technique and the fact that better results are achieved for large parameter variation than with a purely nominal design.
Two significant contributions have been made during this research period in the research 'Robust Control of Systems with Real Parameter Uncertainty and Unmodelled Dynamics' under NASA Research Grant NAG-1-1102. They are: (1) a fast algorithm for computing the optimal H(sub infinity) norm for the four-block, the two block, or the one-block optimal H(sub infinity) optimization problem; and (2) a construction of an optimal H infinity controller without numerical difficulty. In using GD (Glover and Doyle) or DGKF (Doyle, Glover, Khargonekar, and Francis) approach to solve the standard H infinity norm which required bisection search. In this research period, we developed a very fast iterative algorithm for this computation. Our algorithm was developed based on hyperbolic interpolations which is much faster than any existing algorithm. The lower bound of the parameter, gamma, in the H infinity Riccati equation for solution existence is shown to be the square root of the supremum over all frequencies of the maximum eigenvalue of a given transfer matrix which can be computed easily. The lower band of gamma such that the H infinity Riccati equation has positive semidefinite solution can be also obtained by hyperbolic interpolation search. Another significant result in this research period is the elimination of the numerical difficulties arising in the construction of an optimal H infinity controller by directly applying the Glover and Doyle's state-space formulas. With the fast iterative algorithm for the computation of the optimal H infinity norm and the reliable construction of an optimal H infinity controller, we are ready to apply these tools in the design of robust controllers for the systems with unmodelled uncertainties. These tools will be also very useful when we consider systems with structured uncertainties.
A design methodology capable of dealing with nonlinear systems, such as a controlled ecological life support system (CELSS), containing parameter uncertainty is discussed. The methodology was applied to the design of discrete time nonlinear controllers. The nonlinear controllers can be used to control either linear or nonlinear systems. Several controller strategies are presented to illustrate the design procedure.
The purpose of this thesis is to investigate an extension of mu theory for robust control design by considering systems with linear and nonlinear real parameter uncertainties. In the process, explicit connections are made between mixed mu and absolute stability theory. In particular, it is shown that the upper bounds for mixed mu are a generalization of results from absolute stability theory. Both state space and frequency domain criteria are developed for several nonlinearities and stability multipliers using the wealth of literature on absolute stability theory and the concepts of supply rates and storage functions. The state space conditions are expressed in terms of Riccati equations and parameter-dependent Lyapunov functions. For controller synthesis, these stability conditions are used to form an overbound of the H2 performance objective. A geometric interpretation of the equivalent frequency domain criteria in terms of off-axis circles clarifies the important role of the multiplier and shows that both the magnitude and phase of the uncertainty are considered. A numerical algorithm is developed to design robust controllers that minimize the bound on an H2 cost functional and satisfy an analysis test based on the Popov stability multiplier. The controller and multiplier coefficients are optimized simultaneously, which avoids the iteration and curve-fitting procedures required by the D-K procedure of mu synthesis. Several benchmark problems and experiments on the Middeck Active Control Experiment at M.I.T. demonstrate that these controllers achieve good robust performance and guaranteed stability bounds.
An attempt is made to guide the designer by means of a systematic procedure which will yield a filter that performs in an acceptable fashion when there is some uncertainty in the various system parameters. Very general restrictions are placed upon these uncertainties, and it is shown that they are applicable in most practical situations. The minimax approach results in a unique fixed filter design which places a least upper bound on a given sensitivity measure over the assumed range of uncertain parameters. The resulting filters are identical in form to the Kalman filter, provide nearly optimal performance over the entire range of uncertain statistics, and are independent of the actual noise statistics. Examples are given.
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A real-time method was demonstrated for determining accurate uncertainty levels of stability and control derivatives estimated using recursive least squares and time-domain data. The method uses a recursive formulation of the residual autocorrelation to account for colored residuals, which are routinely encountered in aircraft parameter estimation and change the predicted uncertainties. Simulation data and flight test data for a subscale jet transport aircraft were used to demonstrate the approach. Results showed that the corrected uncertainties matched the observed scatter in the parameter estimates, and did so more accurately than conventional uncertainty estimates that assume white residuals. Only small differences were observed between batch estimates and recursive estimates at the end of the maneuver. It was also demonstrated that the autocorrelation could be reduced to a small number of lags to minimize computation and memory storage requirements without significantly degrading the accuracy of predicted uncertainty levels.
The current standards for handling uncertainty in control systems use interval bounds for definition of the uncertain parameters. This approach gives no information about the likelihood of system performance, but simply gives the response bounds. When used in design, current methods of m-analysis and can lead to overly conservative controller design. With these methods, worst case conditions are weighted equally with the most likely conditions. This research explores a unique approach for probabilistic analysis of control systems. Current reliability methods are examined showing the strong areas of each in handling probability. A hybrid method is developed using these reliability tools for efficiently propagating probabilistic uncertainty through classical control analysis problems. The method developed is applied to classical response analysis as well as analysis methods that explore the effects of the uncertain parameters on stability and performance metrics. The benefits of using this hybrid approach for calculating the mean and variance of responses cumulative distribution functions are shown. Results of the probabilistic analysis of a missile pitch control system, and a non-collocated mass spring system, show the added information provided by this hybrid analysis.
The problem of robust stability in linear systems with parametric uncertainties is considered. A method is developed to determine bounds on uncertain parameters in the state-space model of the system, so that stability is preserved. Both continuous- and discrete-time systems are considered. Unlike previous results, the stability bounds are derived in terms of actual parameters instead of their absolute values, and consequently the stable region in the parameter space is not necessarily symmetric with respect to the origin. Furthermore, the uncertain parameters do not have to be linearly independent to each other.
As aircraft designs trend toward further applications of control-configured vehicle concepts, aircraft control systems increasingly rely on stability augmentation to obtain normal flying qualities and reasonable structural margins. Although the control system designer would choose to have a perfect dynamic description of the vehicle, he knows that a level of uncertainty of plant dynamics will exist. This paper gives typical values of plant uncertainties for some recent aircraft design and development programs. Histories of pertinent aerodynamic, inertial, and structural parameters from program initiation to aircraft certification are given. These data can be used as typical of future vehicles so that control system design concepts can be evaluated with due consideration to their sensitivity to uncertainties in plant dynamics.
Values of plant dynamic uncertainties for some recent aircraft design and development programs are given. Histories of pertinent aerodynamic, inertial, and structural parameter variations are given for a period of time from program initiation to aircraft certification. These data can be used as typical of future vehicles so that control system design concepts are evaluated with due consideration to their sensitivity to uncertainties in plant dynamics.
Despite the increasing use of large-scale Land Surface Models (LSMs) in predicting hydrological responses in extreme conditions, there's a critical gap in understanding the uncertainties in these predictions. This study addresses this gap through a detailed diagnostic evaluation of the uncertainties arising from meteorological forcing selection and model parametrization in hydrological simulations of the Community Land Model version 5 (CLM5). CLM5 is configured at a spatial scale of about 12-km to simulate runoff processes for 464 headwater watersheds, selected from the Catchment Attributes for Large-Sample Studies (CAMELS) dataset to be representative of physiographic and climatic gradients across the conterminous United States. For each watershed, CLM5 is driven by five commonly used gridded forcing datasets in combination with a large ensemble (> 1200) of key CLM5 hydrologic parameters. Our results suggest that uncertainty in CLM5 runoff simulations resulting from both forcing and parametric sources is markedly higher in arid regions, e.g., Great Plains and Midwest regions. Uncertainty in low flow is dominated by parametric uncertainty, while the selection of meteorological forcing contributes more dominantly to high flow and seasonal flows during fall and spring. Our analysis also demonstrates that the selection of forcing datasets and the metrics used to calibrate CLM5 significantly impact the model’s predictive accuracy in extreme event severity for both floods and droughts. Overall, the results from this study highlight the need to understand and account for forcing and parametric uncertainties in CLM5 simulations, particularly for hazard and risk assessments addressing hydrologic extremes.
A robust H-infinity control design methodology and its application to a Space Station attitude and momentum control problem are presented. This new approach incorporates nonlinear multi-parameter variations in the state-space formulation of H-infinity control theory. An application of this robust H-infinity control synthesis technique to the Space Station control problem yields a remarkable result in stability robustness with respect to the moments-of-inertia variation of about 73% in one of the structured uncertainty directions. The performance and stability of this new robust H-infinity controller for the Space Station are compared to those of other controllers designed using a standard linear-quadratic-regulator synthesis technique.
During this research period we have made significant progress in the four proposed areas: (1) design of robust controllers via H infinity optimization; (2) design of robust controllers via mixed H2/H infinity optimization; (3) M-delta structure and robust stability analysis for structured uncertainties; and (4) a study on controllability and observability of perturbed plant. It is well known now that the two-Riccati-equation solution to the H infinity control problem can be used to characterize all possible stabilizing optimal or suboptimal H infinity controllers if the optimal H infinity norm or gamma, an upper bound of a suboptimal H infinity norm, is given. In this research, we discovered some useful properties of these H infinity Riccati solutions. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H infinity norm. We also set up a detailed procedure for applying the H infinity theory to robust control systems design. The desire to design controllers with H infinity robustness but H(exp 2) performance has recently resulted in mixed H(exp 2) and H infinity control problem formulation. The mixed H(exp 2)/H infinity problem have drawn the attention of many investigators. However, solution is only available for special cases of this problem. We formulated a relatively realistic control problem with H(exp 2) performance index and H infinity robustness constraint into a more general mixed H(exp 2)/H infinity problem. No optimal solution yet is available for this more general mixed H(exp 2)/H infinity problem. Although the optimal solution for this mixed H(exp 2)/H infinity control has not yet been found, we proposed a design approach which can be used through proper choice of the available design parameters to influence both robustness and performance. For a large class of linear time-invariant systems with real parametric perturbations, the coefficient vector of the characteristic polynomial is a multilinear function of the real parameter vector. Based on this multilinear mapping relationship together with the recent developments for polytopic polynomials and parameter domain partition technique, we proposed an iterative algorithm for coupling the real structured singular value.
A robust H(infinity) control design methodology and its application to a Space Station attitude and momentum control problem are presented. This new approach incorporates nonlinear multiparameter variations in the state-space formulation of H(infinity) control theory. An application of this robust control synthesis technique tothe Space Station control problem yields a remarkable result in stability robustness with respect to the moments-of-inertia variation of about 73 percent in one of the structured uncertainty directions. The performance and stability of this new robust H(infinity) controller for the Space Station are compared to those of other controllers designed using a standard linear-quadratic-regulator synthesis technique.
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The authors derive a linear quadratic regulator (LQR) which is robust to parametric uncertainty by using the overbounding method of I. R. Petersen and C. V. Hollot (1986). The resulting controller is determined from the solution of a single modified Riccati equation. It is shown that, when applied to a structural system, the controller gains add robustness by minimizing the potential energy of uncertain stiffness elements, and minimizing the rate of dissipation of energy through uncertain damping elements. A worst-case disturbance in the direction of the uncertainty is also considered. It is proved that performance robustness has been increased with the robust LQR when compared to a mismatched LQR design where the controller is designed on the nominal system, but applied to the actual uncertain system.