Robust Pole Placement Using Linear Quadratic Regulator Weight Selection Algorithm
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ijsretInternational Journal of Scientific Research Engineering & Technology (IJSRET), ISSN 2278 0882
Volume 3, Issue 3, June 2014
Robust Pole Placement using Linear Quadratic Regulator
Weight Selection Algorithm
Vishwa Nath1, R. Mitra2
1,2
Department of Electronics and Communication Engineering,
Indian Institute of Technology, Roorkee, India
ABSTRACT
The main advantage of pole placement technique is that
it places all the poles at desired location using state
feedback gain matrix. Using feedback, the poles of the
system can be shifted so we can shape the closed loop
characteristics of system to meet the design requirement.
Even though pole placement method can give the desired
characteristic but it does not guarantee a robust system.
So controller design using pole placement may not be
insensitive to system parameter variations and external
disturbance. The linear quadratic regulator (LQR) is an
optimal design technique that guarantees a robust
system. The difficulty lies in choosing a weighting
matrix for the LQR cost function that gives the desired
poles. In this paper, an algorithm is developed that finds
the location of poles which satisfy the desired goal and
give a robust system also. The LQR method guarantees
robustness, but not allows pole placement in a specific
regions, and the pole placement gives the desired
performance but not guarantees robustness. Therefore it
may not be possible to use this method to achieve both
robustness and exact pole placement. This paper has
higher priority over pole placement and hence uses the
LQR technique to choose the poles. This analysis is well
supported by the simulation and experimental results
done using MatLab and Simulink.
Keywords Cost function, Linear Quadratic regulator,
Pole Placement, Robustness
I. INTRODUCTION
Using state feedback, the poles of the system can be
shifted at any desired location to satisfy the goal in a
completely controllable linear time invariant system.
Even though the pole placement method can give the
desired performance characteristic, it does not guarantee
a robust system. That is, one that is insensitive to system
parameter variations and external disturbances. Another
way to think of robustness in a system is that it remains
stable even in the case of model approximation errors or
flight condition disturbances. A typical measure of
robustness in the frequency domain is the gain and phase
margin.
The LQR method gives the optimal solution considering
the control signal u by minimizing the quadratic cost
function. An advantage of using LQR design technique
is that system will always be stable and robust. The LQR
method guarantees robustness, but only allows pole
placement in a specific region, and the pole that gives
the desired performance may or may not be lie in these
region. Therefore it may not be possible to achieve the
desired performance with robustness.
This paper present a technique, when the desired poles
are outside the allowable LQR region, a gradient search
method is used to find the achievable pole inside the
region that is closest to the desire poles. This technique
is accurate for selecting robust poles at or close to the
desired pole locations. To achieve this system should be
completely controllable. This paper is only concerned
with closed loop system and is targeted to find the
amount of internal feedback that will bring the actual
performance closer to the intended performance of a
system along with robustness.
II. BACKGROUND OF POLE
PLACEMENT AND LQR
In pole placement technique instead of using controllers
with fixed configuration in the forward path or feedback
path, control is achieved by feeding back the state
variables through real constant under the restriction that
system is completely controllable [5].
Consider a linear dynamic system in the state space form
= +
=
(1)
(2)
If the system is completely controllable we can use pole
placement for stabilizing the system or improving its
transient response. Here we represent control signal u as
a linear combination of the state variables, that is
=
where = state feedback
matrix. Now closed-loop system, given by
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=
=
(3)
gain
(4)
(5)
329
International Journal of Scientific Research Engineering & Technology (IJSRET), ISSN 2278 0882
Volume 3, Issue 3, June 2014
III.
Fig. 1: Block Diagram of pole placement
A problem arises when a control is required to drive the
plant output from a nonzero state to zero state for a plant
subjected to unwanted disturbances. The problem is to
drive the system back to the zero state as fast as possible
while trying to use the smallest control inputs. Anderson
and Moore define this as a regulator problem. The
optimal solution is to find a control input u to minimize
the quadratic cost function
It may not be possible achieve both robustness and exact
pole placement using pole placement technique. In that
case a choice would have to be made. This paper takes
the robustness has higher priority over pole placement
and hence uses the LQR technique to choose the poles.
When the desired pole is outside the allowable LQR
region, a gradient search is used to find the achievable
pole inside the region that is the closest to the desired
pole. This is done by minimizing the cost function
( + )
[ ( ) ]
(9)
where
ROBUST POLE PLACEMENT
ALGORITHM
Vi is a positive definite weighting
(6)
parameter for the poles,
where Q and R are weighting matrices chosen by the
designer. This is the classical linear quadratic regulator
design problem. An advantage of using LQR design is
that the system will always be stable and robust. The
optimal solution is given by
=
(7)
where matrix P is the positive-definite solution (which is
unique) of the algebraic Riccati equation
+ + =
(8)
Where Q and R are positive-definite symmetric real
matrix. LQR method guarantees robustness, but only
allows pole placement in a specific region, and the poles
that give the desired performance may or may not be in
these regions. Therefore it may not be possible to use
this method to achieve both robustness and exact pole
placement.
A system is completely controllable if any initial state
x0, can be shifted to any final state xf in a finite time. In
other words, a feedback matrix exists that can shift a
closed loop pole to any desired location. Controllability
for the linear system given by
=
(8)
where n is the number of states. The system is
controllable if the rank of M is n.
A system is detectable if all the unstable (right half
plane) poles are observable, and a system is stabilizable
if all the unstable (right half plane) poles are
controllable.
des i is the ith desired pole, and
ach i is the ith achievable pole from
LQR
Thus, when J is made small, the system comes close to
satisfying the desired pole range and is simultaneously
robust. Pole weighting is included in the cost function to
give priority to poles that need to be a specific value.
Some poles may have limitations that prevent deviations
from the desired locations. For example, an actuator may
have characteristics that determine the location of the
pole, and if a designer were to move the pole he would
violate the physical model.
*Starting the second time through, check to see if the
J
J
magnitude of H , M and JK JK1
are less than a
prescribed tolerance (where k is the iteration number).
To circumvent this, a high weighting is placed on that
particular Eigen value difference in the cost function.
Although the algorithm may not give the exact overall
desired pole spectrum, it gives the designer the ability to
enforce a required pole placement. The algorithm also
delivers a system that is robust, stable and close to the
required pole specifications. The goal of the algorithm is
to minimize the cost function given in equation 9. Where
the pole weights Vi are chosen by the designer. In the
LQR problem, the state weighting matrix is required to
be positive semi definite (Q 0) and the control
weighting matrix positive definite (R > 0). Q can be
made positive semi definite by defining Q= H T H.
Likewise, R can be made positive definite by defining
R=M T M. and requiring M to be square or tall (i.e. more
rows) and have full column rank.
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330
International Journal of Scientific Research Engineering & Technology (IJSRET), ISSN 2278 0882
Volume 3, Issue 3, June 2014
Start
(10)
Specify A, B and desired
pole locations
Choose the pole weighting
parameters Vi
Fig 3: Second Order SISO system
So the state space representation is given as
Initial guess for H and R
0
=
0
0
+ 1 u
0
m
(11)
Taking m=1, the system is given as
Calculate Q and R
0 0
0
=
+
u
0 0
1
Solve the Riccati equation
and find the gain matrix K
(12)
So the characteristic equation is given as
1+G s H s =0
(13)
Characteristic equation of full state feedback system is
given as
Calculate the achievable
poles
1 + [s ]1 = 0
(14)
where K is given as
Calculate the poles
difference cost function J*
= [K1 K 2 ]
(15)
Now the characteristic equation of system is
Perturb
H and M
Check the
Condition*
1+
K1 K 2
+
=0
s2
s
(16)
or
s 2 + K 2 s + K1 = 0
Y
A typical second order system has the form
s 2 + 2n s + n 2 = 0
Stop
Fig 2: Flow chart of algorithm to find robust pole
locations
IV.
(17)
SIMULATION AND RESULTS
The equation of motion for the system shown in figure 3
is given by
(18)
Phase Margin (PM) of a typical second order system is
given as
PM = tan1 2 [22 + 42 + 1
1 1
2 ]2
(19)
The mathematical constraint on a Nyquist plot from
LQR design is
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331
International Journal of Scientific Research Engineering & Technology (IJSRET), ISSN 2278 0882
Volume 3, Issue 3, June 2014
(1 + GH) 1
(20)
Applying this constraint for above system we find that
the damping ratio must meet
0.7071
(21)
This gives the following system characteristics
Peak
Overshoot
Rise Time
(sec)
Settling
Time (sec)
0.04 %
0.51
1.87
0.707
3.54
PM
65.5
The above PM can be verified using Bode plot. PM is
greater than 600 which is verified using LQR that
minimum PM required is 600 .
The same result is verified using the algorithm in
MATLAB which shows that algorithm is able to
accurately find ach .
Algorithm
Calculated
Fig 4: Relationship of Pole to Parameters
Rise
Time (sec)
Settling
Time (sec)
0.456
0.44
4.6
Then, to meet the system performance requirements n =
4.12 and =0.2425. From figure 4, the desired pole is
found to be at des = -1+2j. The desired pole meets the
first three specifications, but has a PM of only 270 . To
find the best achievable pole (one that is robust and
closet to desired pole), we have to examine the LQR
barrier. From the figure 4 the equation of LQR barrier is
y = x
(22)
The point in the LQR region that is closest to the desired
pole is at the intersection of the barrier and a line
perpendicular to the barrier passing through des . Thus,
the equation of the line perpendicular to the barrier and
passing through -1+4j is
y =x+5
(23)
The intersection of equations (22) and (23) gives the
achievable pole
ach = 2.5 + 2.5j
K
[12.5 5]
-2.5+2.5j
-2.5-2.5j
[12.5 5]
Not calculated
156.2
0
0
0
V. CONCLUSION
Using the relation cos1 = , the achievable region for
LQR design is where 450 . Now the achievable
region is known, the desired poles need to be chosen.
Considering the following system specifications
Peak
Overshoot (%)
ach
-2.5+2.5j
-2.5-2.5j
(24)
This paper presents a technique to find the robust pole
location for pole placement technique to calculate the
feedback gain matrix. Even though the pole placement
method can give the desired performance characteristic,
it does not guarantee a robust system. That is, one that is
insensitive to system parameter variations and external
disturbances. The LQR method gives the optimal
solution considering the control signal u by minimizing
the quadratic cost function. An advantage of using LQR
design technique is that system will always be stable and
robust. The LQR method guarantees robustness, but only
allows pole placement in a specific region.
Using the technique presented in this paper we can find
the robust pole location which gives a PM of minimum
600 . This result is verified using the given algorithm in
the paper.
VI.
REFERENCES
Books:
[1] M. Gopal, Digital Control and State Variable
Method, Tata McGraw Hill, NJ, 2011, 3th Ed., pp.
393.
[2] K. Ogata, Modern Control Engineering, PHI
Learning Private Lltd, Rimjhim House, NJ, 1997,
5th Ed., pp. 7072 and pp. 739950.
Journal Papers:
[3] Blakelock, J. H. Automatic Control of Aircraft and
Missiles. John Wiley & Sons, Inc., 1965.
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International Journal of Scientific Research Engineering & Technology (IJSRET), ISSN 2278 0882
Volume 3, Issue 3, June 2014
[4] McRuer, Duane T. and Thomas T. Myers. Advanced
Piloted Aircraft Flight Control System Design and
Methodology Volume I: Knowledge Base. NASA
CR-181726, Langley Research Center, Hampton,
Virginia, Contract NAS 1 - 17987, October 1988
(N89-26013).
[5] Wonham, W. M. "On Pole Assignment in Multiinput Controllable Linear Systems," IEEE
Transactions on Automatic Control, Volume AC-12:
660-665(December 1965).
[6] Moore, B. C. "On the Flexibility Offered by the
State Feedback in Multivariable Systems Beyond
Closed Loop Eigenvalue Assignment," IEEE
Transactions on Automatic Control, Volume AC-21:
689-692 (October 1976).
[7] Retallack, D. G. and others. "Pole-Shifting
Techniques for Multivariable Feedback
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[8] Simonyi, K. E. and N. K. Loh, "Robust Constrained
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[9] Vishwa Nath, R. Mitra, Swing-up and Control of
Rotary Inverted Pendulum using Pole Placement
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978-1-4799-2291-8/14 2014 IEEE
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