Ján Mikleš

Miroslav Fikar

Process Modelling,
Identification, and Control
II

Identification and Optimal Control

Slovak University of Technology in Bratislava

 This publication deals with mathematical modelling of sampled data systems, design
of simple PID controllers, identification of processes, optimal, predictive, and adaptive
process control. The intended audience of this book includes graduate students but
can also be of interest to practising engineers or applied scientists that are interested in
modelling, identification, and process control.
The book was has been prepared with the support of Slovak Society for Cybernetics
and Informatics, national member organisation of IFAC and of Slovak Society of Indus-
trial Chemistry, section at FCPT STU Bratislava.
The first volume of the book is available as: Mikleš, J., Fikar, M.: Process Modelling,
Identification, and Control I. Models and dynamic characteristics of continuous processes.
STU Press, Bratislava, 170pp, 2000. ISBN 80-227-1331-7.
http://www.kirp.chtf.stuba.sk/∼fikar/research/other/book.htm
www Some of the examples in the book marked in the margin are freely accessible in the
Internet at the address:
http://www.kirp.chtf.stuba.sk/∼fikar/research/other/kniha2.htm
The program sources are for MATLAB (http://www.mathworks.com) with toolboxes
Simulink, Polynomial Toolbox (http://www.polyx.cz) and IDTOOL (available at the
authors web pages).

c Prof. Ing. Ján Mikleš, DrSc., Doc. Dr. Ing. Miroslav Fikar

Reviewers: Prof. Ing. P. Dostál, CSc.
Prof. Ing. B. Roháľ-Iľkiv, CSc.
Preface
This is the second part of the book dealing with mathematical modelling of processes,
their identification, and control. This part discusses mathematical modelling of sam-
pled data systems, design of simple PID controllers, identification of processes, optimal,
predictive, and adaptive process control.
The first chapter investigates connections between continuous-time and sampled pro-
cess models used for identification and process control design.
The next chapter describes identification based approach to mathematical modelling
of processes either from step responses or using the least squares methods.
Chapters 3–5 are devoted to process control. In the first part, simple PID controllers
are treated. Next the optimal control using dynamic programming, LQ, LQG, H2, and
predictive approaches are studied.
The last chapter combines the results of previous chapters in adaptive control.
The authors would like to thank a number of people who in various ways have made
this book possible. In the first place to the reviewers Prof. P. Dostál and Prof. Roha ľ-
Iľkiv for comments and proposals that improved the book.
The authors also thank to Ing. Čirka, doc. Bakošová, Ing. Hirmajer, Ing. Calı́k, Ing.
Dermı́šek, and to students of both authors for comments to the manuscript that helped
to find some errors and problems.
We would also like to thank to H. Contrerasová who corrected and polished our Slovak
variant of English language.

Bratislava, October 2004

J. Mikleš
M. Fikar
About the Authors
J. Mikleš obtained the degree Ing. at the Mechanical Engineering Faculty of the
Slovak University of Technology (STU) in Bratislava in 1961. He was awarded the title
PhD. and DrSc. by the same university. Since 1988 he has been professor at the Faculty
of Chemical and Food Technology STU. In 1968 he was awarded the Alexander von
Humboldt fellowship in Germany. He also worked at Technische Hochschule Darmstadt,
Ruhr Universität Bochum, University of Birmingham, and various other institutions.
Prof. Mikleš published more than 200 journal and conference articles. He is the
author and co-author of four books. During his 40 years at the university he has been
scientific advisor of many engineers and PhD students in the area of process control. He
is scientifically active in the areas of process control, system identification, and adaptive
control.
Prof. Mikleš cooperates actively with industry. He was president of the Slovak Society
of Cybernetics and Informatics (member of the International Federation of Automatic
Control - IFAC). He has been chairman and member of the program committees of many
international conferences.
M. Fikar obtained his Ing. degree at the Faculty of Chemical Technology (CHTF),
Slovak University of Technology in Bratislava in 1989 and Dr. in 1994. Since 2000 he has
been associate professor with the Department of Information Engineering and Process
Control FCFT STU. In 1999 he was awarded the Alexander von Humboldt fellowship in
Germany. He also worked at Technical University Lyngby, Technische Universität Dort-
mund, Ruhr Universität Bochum, CRNS-ENSIC Nancy, and various other institutions.
The publication activity of Dr. Fikar includes more than 150 works and he is co-
author of several books. In his scientific work he deals with predictive control, constraint
handling, system identification, optimisation, and process control.
Contents

1 Discrete-Time Process Models 15

1.1 Computer Controlled and Sampled Data Systems . . . . . . . . . . . . . . 15
1.2 Z – Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.3 Discrete-Time Transfer Functions . . . . . . . . . . . . . . . . . . . . . . . 27
1.4 Input-Output Discrete-Time Models – Difference Equations . . . . . . . . 30
1.4.1 Direct Digital Control . . . . . . . . . . . . . . . . . . . . . . . . . 31
1.5 State-Space Discrete-Time Models . . . . . . . . . . . . . . . . . . . . . . 32
1.6 Properties of Discrete-Time Systems . . . . . . . . . . . . . . . . . . . . . 35
1.6.1 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
1.6.2 Controllability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
1.6.3 Observability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
1.6.4 Discrete-Time Feedback Systems – Control Performance . . . . . . 37
1.7 Examples of Discrete-Time Process Models . . . . . . . . . . . . . . . . . 38
1.7.1 Discrete-Time Tank Model . . . . . . . . . . . . . . . . . . . . . . 38
1.7.2 Discrete-Time Model of Two Tanks in Series . . . . . . . . . . . . 39
1.7.3 Steady-State Discrete-Time Model of Heat Exchangers in Series . . 41
1.8 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
1.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

2 Process Identification 44
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.1.1 Models of Linear Dynamic Systems . . . . . . . . . . . . . . . . . . 45
2.2 Identification from Step Responses . . . . . . . . . . . . . . . . . . . . . . 47
2.2.1 First Order System . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
2.2.2 Underdamped Second Order System . . . . . . . . . . . . . . . . . 49
2.2.3 System of a Higher Order . . . . . . . . . . . . . . . . . . . . . . . 52
2.3 Least Squares Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
2.3.1 Recursive Least Squares Method . . . . . . . . . . . . . . . . . . . 57
2.3.2 Modifications of Recursive Least Squares . . . . . . . . . . . . . . 62
2.3.3 Identification of a Continuous-time Transfer Function . . . . . . . 67
2.4 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
2.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

3 The Control Problem and Design of Simple Controllers 73

3.1 Closed-Loop System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
3.1.1 Feedback Control Problem Definition . . . . . . . . . . . . . . . . . 75
3.2 Steady-State Behaviour . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
3.3 Control Performance Indices . . . . . . . . . . . . . . . . . . . . . . . . . . 77
8 CONTENTS

3.3.1 Time Domain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

3.3.2 Integral Criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
3.3.3 Control Quality and Frequency Indices . . . . . . . . . . . . . . . . 80
3.3.4 Poles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
3.4 PID Controller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
3.4.1 Description of Components . . . . . . . . . . . . . . . . . . . . . . 85
3.4.2 PID Controller Structures . . . . . . . . . . . . . . . . . . . . . . . 93
3.4.3 Setpoint Weighting . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
3.4.4 Simple Rules for Controller Selection . . . . . . . . . . . . . . . . . 94
3.4.5 Practical Aspects . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
3.4.6 Controller Tuning . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.5 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

4 Optimal Process Control 112

4.1 Problem of Optimal Control and Principle of Minimum . . . . . . . . . . 112
4.2 Feedback Optimal Control . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
4.3 Optimal Tracking, Servo Problem, and Disturbance Rejection . . . . . . . 130
4.3.1 Tracking Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
4.3.2 Servo Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
4.3.3 LQ Control with Integral Action . . . . . . . . . . . . . . . . . . . 134
4.4 Dynamic Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
4.4.1 Continuous-Time Systems . . . . . . . . . . . . . . . . . . . . . . . 134
4.4.2 Dynamic Programming for Discrete-Time Systems . . . . . . . . . 140
4.4.3 Optimal Feedback . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
4.5 Observers and State Estimation . . . . . . . . . . . . . . . . . . . . . . . . 145
4.5.1 State Observation . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
4.5.2 Kalman Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
4.6 Analysis of State Feedback with Observer and Polynomial Pole Placement 150
4.6.1 Properties of State Feedback with Observer . . . . . . . . . . . . . 150
4.6.2 Input-Output Interpretation of State Feedback with Observer . . . 154
4.6.3 Diophantine Equations . . . . . . . . . . . . . . . . . . . . . . . . . 160
4.6.4 Polynomial Pole Placement Control Design . . . . . . . . . . . . . 162
4.6.5 Integrating Behaviour of Controller . . . . . . . . . . . . . . . . . . 163
4.6.6 Polynomial Pole Placement Design for Multivariable Systems . . . 169
4.7 The Youla-Kučera Parametrisation . . . . . . . . . . . . . . . . . . . . . . 173
4.7.1 Fractional Representation . . . . . . . . . . . . . . . . . . . . . . . 173
4.7.2 Parametrisation of Stabilising Controllers . . . . . . . . . . . . . . 175
4.7.3 Parametrised Controller in the State-Space Representation . . . . 177
4.7.4 Parametrisation of Transfer Functions of the Closed-Loop System . 178
4.7.5 Dual Parametrisation . . . . . . . . . . . . . . . . . . . . . . . . . 179
4.7.6 Parametrisation of Stabilising Controllers for Multivariable Systems 181
4.7.7 Parametrisation of Stabilising Controllers for Discrete-Time Systems182
4.8 Observer LQ Control, State-Space and Polynomial Interpretations . . . . 185
4.8.1 Polynomial LQ Control Design with Observer for Singlevariable
Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
4.8.2 Polynomial LQ Design with State Estimation for Multivariable
Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190
4.9 LQG Control, State-Space and Polynomial Interpretation . . . . . . . . . 192
4.9.1 Singlevariable Polynomial LQG Control Design . . . . . . . . . . . 192
CONTENTS 9

4.9.2 Multivariable Polynomial LQG Control Design . . . . . . . . . . . 195

4.10 H2 Optimal Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
4.11 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
4.12 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203

5 Predictive Control 204

5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
5.2 Ingredients of MBPC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
5.2.1 Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
5.2.2 Cost Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
5.3 Derivation and Implementation of Predictive Control . . . . . . . . . . . . 207
5.3.1 Derivation of the Predictor . . . . . . . . . . . . . . . . . . . . . . 208
5.3.2 Calculation of the Optimal Control . . . . . . . . . . . . . . . . . . 209
5.3.3 Closed-loop Relations . . . . . . . . . . . . . . . . . . . . . . . . . 211
5.3.4 Derivation of the Predictor from State-Space Models . . . . . . . . 212
5.3.5 Multivariable Input-Output Case . . . . . . . . . . . . . . . . . . . 215
5.3.6 Implementation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
5.3.7 Relation to Other Approaches . . . . . . . . . . . . . . . . . . . . . 217
5.3.8 Continuous-Time Approaches . . . . . . . . . . . . . . . . . . . . . 217
5.4 Constrained Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
5.5 Stability Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
5.5.1 Stability Results in GPC . . . . . . . . . . . . . . . . . . . . . . . 219
5.5.2 Terminal Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . 220
5.5.3 Infinite Horizons . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
5.5.4 Finite Terminal Penalty . . . . . . . . . . . . . . . . . . . . . . . . 224
5.6 Tuning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
5.6.1 Tuning based on the First Order Model . . . . . . . . . . . . . . . 224
5.6.2 Multivariable Tuning based on the First Order Model . . . . . . . 225
5.6.3 Output Horizon Tuning . . . . . . . . . . . . . . . . . . . . . . . . 226
5.6.4 λ Tuning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
5.6.5 Tuning based on Model Following . . . . . . . . . . . . . . . . . . 226
5.6.6 The C polynomial . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
5.7 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
5.7.1 A Linear Process . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
5.7.2 Neural Network based GPC . . . . . . . . . . . . . . . . . . . . . . 228
5.7.3 pH Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 230
5.8 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
5.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234

6 Adaptive Control 236

6.1 Discrete-Time Self-Tuning Control . . . . . . . . . . . . . . . . . . . . . . 237
6.2 Continuous-Time Self-Tuning Control . . . . . . . . . . . . . . . . . . . . 237
6.3 Examples of Self-Tuning Control . . . . . . . . . . . . . . . . . . . . . . . 238
6.3.1 Discrete-Time Adaptive Dead-Beat Control of a Second Order Sys-
tem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 238
6.3.2 Continuous-Time Adaptive LQ Control of a Second Order System 242
6.3.3 Continuous-Time Adaptive MIMO Pole Placement Control . . . . 245
6.3.4 Adaptive Control of a Tubular Reactor . . . . . . . . . . . . . . . 249
6.4 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
10 CONTENTS

Bibliography 253

Index 258
List of Figures

1.1.1 A digital control system controlling a continuous-time process . . . . . 15

1.1.2 Transformation of a continuous-time to a discrete-time signal . . . . . . 16
1.1.3 Continuous-time signal step reconstruction from its discrete-time coun-
terpart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.1.4 A possible loss of information caused by sampling . . . . . . . . . . . . 18
1.1.5 An ideal sampler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.1.6 Spectral density of a signal y(t) . . . . . . . . . . . . . . . . . . . . . . 20
1.1.7 Spectral density of a sampled signal y ∗ (t) . . . . . . . . . . . . . . . . 20
1.2.1 An ideal sampler and an impulse modulated signal . . . . . . . . . . . . 22
1.3.1 Sample-and-hold device in series with a continuous-time system . . . . 27
1.3.2 Sampler and zero-order hold in series with a continuous-time system
G(s) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1.4.1 Direct digital control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
1.5.1 Zero-order hold in series with a continuous-time system . . . . . . . . . 33
1.6.1 A feedback discrete-time system . . . . . . . . . . . . . . . . . . . . . . 37
1.7.1 A tank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
1.7.2 Two tanks in series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
1.7.3 Series of heat exchangers . . . . . . . . . . . . . . . . . . . . . . . . . . 41
1.9.1 Interacting tanks in series . . . . . . . . . . . . . . . . . . . . . . . . . . 43

2.2.1 Step response of the first order system . . . . . . . . . . . . . . . . . . . 49

2.2.2 Measured step response of a chemical reactor using the input change
∆u = 10 (left), approximation of step response by the first order step
response (right) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
2.2.3 Step response of the second order underdamped system . . . . . . . . . 50
2.2.4 Measured step response of an underdamped system (left). Normalised
and approximated step response (right) . . . . . . . . . . . . . . . . . . 52
2.2.5 Step response of a higher order system . . . . . . . . . . . . . . . . . . . 53
2.2.6 Normalised step response of the chemical reactor with lines drawn to
estimate Tu , Tn (left), approximated step response (right) . . . . . . . . 55
2.3.1 Simulink schema for parameter estimation of the second order discrete
system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
2.3.2 Estimated parameter trajectories for the second order discrete system . 66
2.3.3 Alternate Simulink schema for parameter estimation of the second order
discrete-time system using blocks from library IDTOOL . . . . . . . . . 67
2.3.4 Block scheme of identification of a continuous-time transfer function . . 68
2.3.5 Simulink schema for parameter estimation of the second order continuous-
time system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
12 LIST OF FIGURES

2.3.6 Estimated parameter trajectories for the second order continuous-time

system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
2.3.7 Alternate Simulink schema for parameter estimation of the second order
continuous-time system using blocks from library IDTOOL . . . . . . . 70

3.1.1 Detailed and simplified closed-loop system scheme . . . . . . . . . . . . 74

3.1.2 Open-loop system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
3.3.1 A typical response of a controlled process to a step change of a setpoint
variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
3.3.2 A typical response of the controlled process to a step change of disturbance 79
3.3.3 Gain and phase margins for a typical continuous system . . . . . . . . . 80
3.3.4 Bandwidth, resonant peak, and resonance frequency in magnitude fre-
quency response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
3.3.5 Suitable region for pole locations of a closed-loop system . . . . . . . . 83
3.3.6 Curves with constant values of ζ, ω0 (ζ1 < ζ2 < ζ3 , ω1 < ω2 < ω3 ). . . . 84
3.4.1 Response of a heat exchanger to a step change of the d with a P controller 88
3.4.2 Response of a heat exchanger to a step change of the w with a P controller 88
3.4.3 Proportional control to the setpoint value w = 1 with various gains Z R
of the controller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
3.4.4 Heat exchanger – disturbance rejection with the PI controller . . . . . . 90
3.4.5 Heat exchanger – setpoint tracking with the PI controller . . . . . . . . 90
3.4.6 PI control with setpoint w = 1 and several values of TI . . . . . . . . . 91
3.4.7 Graphical representation of derivative controller effects . . . . . . . . . 91
3.4.8 PD control with setpoint w = 1 and several values of TD . . . . . . . . 92
3.4.9 Closed-loop system with a two degree-of-freedom controller . . . . . . . 94
3.4.10 Windup phenomenon. (a) Problem, (b) Solution . . . . . . . . . . . . . 95
3.4.11 Anti-windup controller . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
3.4.12 Step responses of selected standard transfer functions . . . . . . . . . . 99
3.4.13 The PID controller tuned according to Strejc . . . . . . . . . . . . . . . 101
3.4.14 Heat exchanger control using pole placement design . . . . . . . . . . . 103
3.4.15 Closed-Loop system with a relay . . . . . . . . . . . . . . . . . . . . . . 105
3.4.16 PID control tuned with the Ziegler-Nichols method . . . . . . . . . . . 106
3.4.17 PID control using the Åström-Hägglund method . . . . . . . . . . . . . 109

4.1.1 A heat exchanger . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117

4.1.2 Optimal trajectories of input and state variables of the heat exchanger . 120
4.2.1 Trajectories of P (t) for various values of r . . . . . . . . . . . . . . . . . 124
4.2.2 Optimal feedback control . . . . . . . . . . . . . . . . . . . . . . . . . . 125
4.2.3 Two heat exchangers in series . . . . . . . . . . . . . . . . . . . . . . . . 125
4.2.4 Simulink program to simulate feedback optimal control in Example 4.2.2 128
4.2.5 LQ optimal trajectories x1 , x2 , u1 of heat exchangers . . . . . . . . . . 128
4.2.6 Optimal LQ output regulation . . . . . . . . . . . . . . . . . . . . . . . 131
4.4.1 Optimal trajectory in n-dimensional state space . . . . . . . . . . . . . 135
4.4.2 Optimal trajectory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
4.4.3 Time scale with time intervals . . . . . . . . . . . . . . . . . . . . . . . 141
4.5.1 Block diagram of the closed-loop system with a state observer . . . . . 146
4.5.2 Scheme of an observer . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
4.6.1 State feedback with observer . . . . . . . . . . . . . . . . . . . . . . . . 151
4.6.2 Block diagram of state estimation of a singlevariable system . . . . . . 156
4.6.3 Polynomial state estimation . . . . . . . . . . . . . . . . . . . . . . . . . 156
LIST OF FIGURES 13

4.6.4 Interpretation of a pseudo-state . . . . . . . . . . . . . . . . . . . . . . 157

4.6.5 Realisation of a state feedback with an observer . . . . . . . . . . . . . 158
4.6.6 State feedback control . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
4.6.7 Feedback control with one-degree-of-freedom controller . . . . . . . . . 159
4.6.8 Closed-loop system with a pure integrator . . . . . . . . . . . . . . . . . 164
4.6.9 State feedback control with state observation and reference input . . . . 170
4.7.1 Feedback control system . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
4.7.2 Block diagram of the parametrised controller . . . . . . . . . . . . . . . 177
4.7.3 State feedback controller with observer . . . . . . . . . . . . . . . . . . 177
4.7.4 State parametrised controller . . . . . . . . . . . . . . . . . . . . . . . . 178
4.7.5 Closed-loop system response to the unit step disturbance on input . . . 179
4.7.6 Parametrised controlled system in the closed-loop system . . . . . . . . 180
4.7.7 Discrete-time feedback closed-loop system . . . . . . . . . . . . . . . . . 182
4.7.8 Simulink diagram for finite-time tracking of a continuous-time second
order system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
4.7.9 Tracking in (a) finite (b) the least number of steps . . . . . . . . . . . . 186
4.9.1 Block diagram of LQG control . . . . . . . . . . . . . . . . . . . . . . . 193
4.10.1 Standard control configuration . . . . . . . . . . . . . . . . . . . . . . . 198

5.1.1 Principle of MBPC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205

5.3.1 Closed-loop response of the controlled system . . . . . . . . . . . . . . . 215
5.7.1 Increasing value of N2 leads towards mean-level control . . . . . . . . . 229
5.7.2 Increasing value of λ - detuned dead-beat control . . . . . . . . . . . . . 229
5.7.3 Trajectories of the oxygen concentration (the process output) . . . . . . 231
5.7.4 Trajectories of the dilution rate (the manipulated variable) . . . . . . . 231
5.7.5 Neutralisation plant . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
5.7.6 Setpoint tracking . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
5.7.7 Disturbance rejection . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233

6.1.1 Block diagram of a self-tuning discrete-time controller . . . . . . . . . . 237

6.2.1 Block diagram of a self-tuning continuous-time controller . . . . . . . . 238
6.3.1 Scheme ad031s.mdl in Simulink for dead-beat tracking of a continuous-
time second order system with a discrete-time adaptive controller . . . 239
6.3.2 Trajectories of (a) input, output, and setpoint variables, (b) identified
parameters of the discrete-time process model controlled with a dead-
beat controller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
6.3.3 Scheme ad0313.mdl in Simulink for LQ tracking of a continuous-time
second order system with a continuous-time adaptive controller . . . . . 242
6.3.4 Trajectories of (a) input, output, and setpoint variables, (b) identified
parameters of the continuous-time process model controlled with LQ
controller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
6.3.5 Scheme ad035s.mdl in Simulink for tracking of a multivariable system
with a continuous-time adaptive controller . . . . . . . . . . . . . . . . 246
6.3.6 Trajectories of (a) output, and setpoint variables, (b) input variables,
(c) identified parameters of the continuous-time process controlled with
a pole placement controller . . . . . . . . . . . . . . . . . . . . . . . . . 248
6.3.7 Comparison of the dead-beat (db) and mean-level (ml) control strategy 251
6.3.8 Effect of step disturbances in inlet concentration . . . . . . . . . . . . . 251
List of Tables

1.2.1 Laplace and Z-transforms of some common functions . . . . . . . . . . 24

3.4.1 Controller tuning using Strejc method . . . . . . . . . . . . . . . . . . . 101

3.4.2 Ziegler-Nichols controller tuning based on permanent oscillations. PID1
sets smaller overshoot, PID2 is underdamped . . . . . . . . . . . . . . . 105
3.4.3 The Ziegler-Nichols controller tuning based on the process step response 106
3.4.4 PI controller tuning based on step response for stable processes. Pa-
rameters are given as functions of τ of the form (3.4.56) . . . . . . . . . 108
3.4.5 PID controller tuning based on step response for stable processes. Pa-
rameters are given as functions of τ of the form (3.4.56) . . . . . . . . . 108
3.4.6 PI controller tuning based on step response for processes with pure
integrator. Parameters are given as functions of τ of the form (3.4.56) . 108
3.4.7 PID controller tuning based on step response for processes with pure
integrator. Parameters are given as functions of τ of the form (3.4.56) . 108
3.4.8 PI controller tuning based on frequency response for stable processes.
Parameters are given as functions of κ of the form a0 exp(a1 κ + a2 κ2 ) . 110
3.4.9 PID controller tuning based on frequency response for stable processes.
Parameters are given as functions of κ of the form a0 exp(a1 κ + a2 κ2 ) . 110
Bibliography

K. J. Åström. Introduction to Stochastic Control Theory. Academic Press, New York,

1970.
B. D. O. Anderson and J. B. Moore. Linear Optimal Control. Prentice Hall, Englewood
Cliffs, New Jersey, 1971.
K. J. Åström. Theory and application of adaptive control – A survey. Automatica, 19:
471–486, 1983.
K. J. Åström and T. J. Hägglund. PID Controllers: Theory, Design, and Tuning. In-
strument Society of America, Research Triangle Park, 2 edition, 1995.
K. J. Åström and B. Wittenmark. On self-tuning regulators. Automatica, 9:185–189,
1973.
K. J. Åström and B. Wittenmark. Adaptive Control. Addison-Wesley, Massachusetts,
1989.
M. Athans and P. L. Falb. Optimal Control. McGraw-Hill, New York, 1966.
R. Bellman. Dynamic Programming. Princeton University Press, Princeton, New York,
1957.
G. J. Bierman. Factorization Methods for Discrete Sequential Estimation. Academic
Press, New York, 1977.
R. R. Bitmead, M. Gevers, and V. Wertz. Adaptive Optimal Control. Prentice Hall,
Englewood Cliffs, New Jersey, 1990.
S. Bittanti, P. Bolzern, and M. Campi. Exponential convergence of a modified directional
forgetting identification algorithm. Systems & Control Letters, 14:131–137, 1990.
V. Bobál, J. Böhm, R. Prokop, and J. Fessl. Practical Aspects of Self-Tuning Controllers:
Algorithms and Implementation. VUT, Brno, 1998. (in Czech).
E. F. Camacho and C. Bordons. Model Predictive Control. Springer-Verlag, London,
1999.
Ľ. Čirka and M. Fikar. Identification tool for Simulink. Technical report KAMF9803,
Department of Process Control, FCT STU, Bratislava, Slovakia, 1998.
Ľ. Čirka, M. Fikar, and J. Mikleš. A deterministic LQ tracking problem: Parametrisation
of the controller and the plant. Journal of Electrical Engineering, 53(5–6):126 – 131,
2002.
254 BIBLIOGRAPHY

D. W. Clarke, C. Mohtadi, and P. S. Tuffs. Generalized predictive control - part I. The

basic algorithm. Automatica, 23(2):137 – 148, 1987.

D. W. Clarke and R. Scattolini. Constrained receding-horizon predictive control. IEE

Proc. D, 138(4):347 – 354, 1991.

J.-P. Corriou. Commande des Procédés. Lavoisier, Paris, 1996.

Ja. Z. Cypkin. Grundlagen der Theorie automatischer Systeme. VEB Verlag Technik,
Berlin, 1981.

Y. Z. Cypkin. Foundations of Theory of Automatic Systems. Nauka, Moskva, 1977. (in

Russian).

J. C. Doyle, K. Glover, P. P. Khargonekar, and B. Francis. State-space solutions to the

standard H2 and H∞ control problems. IEEE Trans. Automatic Control, 34:831–847,
1989.

P. Eykhoff. Trends and Progress in System Identification. Pergamon Press, Oxford, 1981.

M. Fikar, P. Dostál, and J. Mikleš. Adaptive predictive control of tubular chemical

reactor. Petroleum and Coal, 38(3):51 – 57, 1996.

M. Fikar and A. Draeger. Adaptive predictive control of a neutralization reactor. In

Preprints of 10th Conf. Process Control’95, June 4 – 7, Tatranské Matliare, Slovakia,
volume 1, pages 153 – 157, 1995.

M. Fikar and S. Engell. Receding horizon predictive control based upon Youla-Kučera
parametrization. European Journal of Control, 3(4):304 – 316, 1997.

M. Fikar, S. Engell, and P. Dostál. Design of predictive LQ controller. Kybernetika, 35

(4):459–472, 1999.

M. Fikar and V. Kučera. On minimum finite length control problem. Int. J. Control, 73
(2):152 – 158, 2000.

M. Fikar and J. Mikleš. System Identification. STU Press, 1999. (in Slovak).

M. Fikar and H. Unbehauen. Youla-Kučera design of decoupled control systems. Int. J.

Control, 75(3):213 – 218, 2002.

T. R. Fortescue, L. S. Kershenbaum, and B. E. Ydsie. Implementation of self tuning

regulators with variable forgetting factors. Automatica, 17:831–835, 1981.

K. F. Gauss. Theoria motus corporum celestium. English translation: Theory of the

Motion of the Heavenly Bodies, Dover, New York, 1963, 1809.

G. C. Goodwin and K. S. Sin. Adaptive Filtering Prediction and Control. Prentice Hall,
Inc., Englewood Cliffs, New Jersey, 1984.

F. R. Hansen and G. F. Franklin. On a fractional representation approach to closed-loop

experiment design. In Proc. ACC’88, pages 1319–1320, Atlanta, GA, 1988.

B. Hanuš. Introduction to linear discrete control, volume I. ES VSŠT, Liberec, 1972. (in
Czech).
BIBLIOGRAPHY 255

P. Hudzovič. Identifcation and Modelling. ES SVŠT, Bratislava, 1986. (in Slovak).

R. Izermann. Digitale Regelsysteme. Springer - Verlag, Berlin, 1977.

E. I. Jury. Digital Control Design. GIFML, Moskva, 1963. (in Russian).

R. E. Kalman. Contribution to the theory of optimal control. Boletin de la Sociedad

Matematica Mexicana, 5:102–119, 1960.

R. E. Kalman. When is a linear system optimal? Trans. ASME, Series D, Journal of

Basic Engn., pages 51–60, 1964.

R. E. Kalman and R. S. Bucy. New results in linear filtering and prediction theory. J.
Basic Engr., 83:95 – 100, 1961.

B. Kouvaritakis, J. A. Rossiter, and A. O. T. Chang. Stable generalised predictive

control: an algorithm with guaranteed stability. IEE Proc. D, 139(4):349 – 362, 1992.

S. Kubı́k, Z. Kotek, V. Strejc, and J. Štecha. Theory of Automatic Control I.

SNTL/ALFA, Praha, 1982. (in Czech).

R. Kulhavý and M. Kárný. Tracking of slowly varying parameters by directional forget-

ting. In Proc. 9th IFAC World Congr., Budapest, pages 79–83, 1984.

V. Kučera. Stability of discrete linear feedback systems. In Proc. 6th IFAC World
Congress, volume 1, Boston, 1975. Paper 44.1.

V. Kučera. New results in state estimation and regulation. Automatica, 17:745–748,

1981.

V. Kučera. Diophantine equations in control – a survey. Automatica, 29:1361–1375, 1993.

V. Kučera. A tutorial on H2 control theory: The continuous-time case. In M. J. Grimble

and V. Kučera, editors, Polynomial Methods for Control System Design, pages 1–56.
Springer Verlag, London, 1996.

V. Kučera. A bridge between state-space and transfer-function methods. Annual Reviews

in Control, 23:177–184, 1999.

V. Kučera and D. Henrion. H2 optimal control via pole placement. In IFAC Symposium
Robust Control Design, Prague, 2000.

H. Kwakernaak. H2 -optimization – Theory and applications to robust control design. In

IFAC Symposium Robust Control Design, Prague, 2000.

H. Kwakernaak and R. Sivan. Linear Optimal Control Systems. Wiley, New York, 1972.

W. H. Kwon and A. E. Pearson. On feedback stabilization of time-varying discrete linear

systems. IEEE Tr. Aut. Control, 23(3):479 – 481, 1978.

J.-W. Lee, W. H. Kwon, and J. Choi. On stability of constrained receding horizon control
with finite terminal weighting matrix. In CD-ROM Proceedings of ECC’97, Bruxelles,
Paper No. 93, 1997.

L. Ljung. System Identification: Theory for the User. MIT Press, Cambridge, Mass.,
1987.
256 BIBLIOGRAPHY

L. Ljung and T. Söderström. Theory and Practice of Recursive Identification. MIT Press,
Cambridge, Mass., 1983.
D. G. Luenberger. An introduction to observers. IEEE Trans. AC, 16:596 – 602, 1971.
J. Lunze. Regelungstechnik 2. Springer, Berlin, 1997.
J. M. Maciejowski. Predictive Control with Constraints. Prentice Hall, London, 2002.
A. R. McIntosh, S. L. Shah, and D. G. Fisher. Analysis and tuning of adaptive generalized
predictive control. Can. J. Chem. Eng., 69:97 – 110, 1991.
G. Meinsma. The standard H2 problem. In IFAC Symposium Robust Control Design,
Prague, 2000.
J. Mikleš. A multivariable self-tuning controller based on pole-placement design. Auto-
matica, 26(2):293 – 302, 1990.
J. Mikleš. Encyclopedia of Life Support Systems (EOLSS), chapter E6-43-34 Automa-
tion and Control in Process Industries, edited by H. Unbehauen. EOLSS Publishers,
Oxford, UK, 2003. [http://www.eolss.net].
J. Mikleš and V. Hutla. Theory of Automatic Control. Alfa, Bratislava, 1986. (in Slovak).
J. Mikleš, Š. Kožka, and Čirka Ľ. PID controller and LQ control design. In IFAC
Workshop on Digital Control, pages 315–319, Terassa, 2000.
J. Mikleš, H. Unbehauen, and V. Keuchel. Entwurf eines adaptiven kontinuierlichen
Reglers für Mehrgrößenregelstrecken. Automatisierungstechnik, 40(9):333–342, 1992.
E. Mosca and J. Zhang. Stable redesign of predictive control. Automatica, 28:1229 –
1233, 1992.
K. Ogata. Discrete-time control systems. Prentice Hall, Englewood Cliffs, New Jersey,
1987.
V. Peterka. Adaptive digital regulation of noisy systems. In Proc. 2nd IFAC Symposium
on Identification and Process Parameter Estimation, Prague, 1970.
Polyx. The Polynomial Toolbox for MATLAB. PolyX, Ltd., Prague, 1999. http://www.
polyx.com.
L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F. Mishchenko. The
Mathematical Theory of Optimal Processes. Wiley, New York, 1962.
D. M. Prett and C. E. Garcı́a. Fundamental Process Control. Butterworths, 1988.
J. B. Rawlings and K. R. Muske. The stability of constrained receding horizon control.
IEEE Trans. Automatic Control, 38(10):1512 – 1516, 1993.
B. Roháľ-Iľkiv. System Identification. SjF SVŠT, Bratislava, 1987. (in Slovak).
J. A. Rossiter, J. R. Gossner, and B. Kouvaritakis. Infinite horizon stable predictive
control. IEEE Trans. Automatic Control, 41(10):1522 – 1527, 1996.
A. Rusnák, K. Fikar, M. Najim, and A. Mészaros. Generalized predictive control based
on neural networks. Neural Processing Letters, 4(2):107 – 112, 1996.
BIBLIOGRAPHY 257

U. Shaked. A general transfer function approach to linear stationary filtering and steady-
state optimal control problems. Int. J. Control, 24:741–770, 1976.
R. Shridhar and D. J. Cooper. A tuning strategy for unconstrained SISO model predictive
control. Ind. Eng. Chem. Res., 36(3):729 – 746, 1997.
R. Shridhar and D. J. Cooper. A tuning strategy for unconstrained multivariable model
predictive control. Ind. Eng. Chem. Res., 37(10):4003 – 4016, 1998.
T. Söderström and P. Stoica. System Identification. Prentice Hall, Inc., 1989.
V. Strejc. Approximation aperiodischer Übertragungscharakteristiken. Regelungstechnik,
7:124 – 128, 1959.
V. Strejc and kol. Control Design with Digital Computers. NČSAV, 1965. (in Czech).
K. K. Tan, Q.-G. Wang, C. C. Hang, and T. J. Hägglund. Advances in PID Control.
Springer Verlag, London, 1999.
H. Unbehauen. Regelungstechnik I. Vieweg, Braunschweig/Wiesbaden, 1986.
H. Unbehauen. Regelungstechnik II. Vieweg, Braunschweig/Wiesbaden, 1987.
H. Unbehauen and G. P. Rao. Identification of Continuous Systems. North-Holland,
Amsterdam, 1987.
L. N. Volgin. The Fundamentals of the Theory of Controllers. Soviet Radio, Moskva,
1962. (in Russian).
M. Šalamon. Control Theory. ES SVŠT, Bratislava, 1979. (in Slovak).

W. A. Wolovich. Linear Multivariable Systems. Springer Verlag, New York, 1974.

D. C. Youla, J. J. Bongiorno, and H.A. Jabr. Modern Wiener-Hopf design of optimal
controller, Part I: The single-input case. IEEE Trans. Automatic Control, 21:3–14,
1976a.
D. C. Youla, J. J. Bongiorno, and H.A. Jabr. Modern Wiener-Hopf design of optimal
controller, Part II: The multivariable case. IEEE Trans. Automatic Control, 21:319–
338, 1976b.
C.-C. Yu. Autotuning of PID Controllers. Relay Feedback Approach. Springer Verlag,
London, 1999.
P. Zelinka, B. Rohaľ-Ilkiv, and A.G. Kuznetsov. Experimental verification of stabilising
predictive control. Control Engineering Practice, 7(5):601–610, 1999.

A. Zheng and M. Morari. Stability of model predictive control with mixed constraints.
IEEE Trans. Automatic Control, 40(10):1818 – 1823, 1995.
K. Zhou, J. C. Doyle, and K. Glover. Robust and Optimal Control. Prentice Hall,
Englewood Cliffs, New Jersey, 1995.
J. G. Ziegler and N. B. Nichols. Optimum settings for automatic controllers. Trans.
ACME, 64(8):759–768, 1942.
Index

adaptive control, 236 PID, 85

ARMA model, 46 polynomial design, 159
ARMAX model, 47 proportional, 85
ARX model, 47 stabilising, 175
Åström-Hägglund methods, 106 state-space, 177
converter
bandwidth, 80 analog-to-digital, 15
Broida method of identification, 54 digital-to-analog, 15
bumpless transfer, 96 cost
IAE, 79
closed-loop system, 74 ISE, 79
control cutoff rate, 81
dead-beat, 182
direct digital, 15, 31 damping ratio, 78
integral action, 134 dead-beat control, 182
optimal, 112 Diophantine equation, 160
feedback, 120 solvability, 161
predictive, 204 directional forgetting, 63
problem, 73 dominant poles, 82
problem definition, 75 dominant time constant, 78
standard configuration, 197 dual parametrisation, 179
control error dynamic programming, 134
steady-state, 37, 78 continuous-time systems, 134
control performance, 77 discrete-time systems, 140
frequency indices, 80
integral criteria, 78 equation
time domain, 77 Diophantine, 160
Hamilton-Jacobi-Bellman, 138
control quality, 37
Riccati, 123
controllable canonical form, 34
exponential forgetting, 62
controller
H2 , 197
fractional representation, 173
derivative, 90
integral, 89 gain crossover frequency, 80
integral action, 163 gain margin, 80
LQ, 185
polynomial, 185 Hamilton-Jacobi-Bellman equation, 138
state-space, 185 Hamiltonian function, 115
LQG, 192
multivariable, 195 identifiability, 60
INDEX 259

identification integrator windup, 94

continuous-time transfer function, 67 tuning, 98
discrete-time transfer function, 55 Åström-Hägglund methods, 106
parameter convergence, 60 experimental methods, 104
step responses, 47 Naslin method, 99
Broida method, 54 pole placement, 101
first order system, 48 standard forms, 98
higher order system, 52 Strejc method, 100
second order system, 49 Ziegler-Nichols methods, 105
Strejc method, 52 PID controller structures, 93
identification methods, 45 pole placement, 101, 130, 159
integrator windup, 94 polynomial, 160
inverse Z transform, 23 pole placement design, 154
partial fraction expansion, 25 polynomial design, 159
polynomial division, 25 multivariable systems, 169
predictive control, 204
Kalman filter, 147 closed-loop, 211
constraints, 218
least squares method, 55 cost function, 207
recursive, 57 derivation, 207
LQ control, 185 implementation, 216
LQG control, 192, 193
model, 205
Luenberger observer, 145
stability, 219
magnitude frequency spectrum, 16 state-space, 212
matrix inversion lemma, 58 tuning, 224
maximum overshoot, 77 principle of optimality, 135
model principle of minimum, 112
discrete-time, 15 process identification, 44
controllability, 36 process models, 45
examples, 38 stochastic, 46
input-output, 30, 33
recursive least squares method, 57
observability, 37
modifications, 62
stability, 35
resonance peak, 81
state-space, 32
resonant frequency, 81
Naslin method, 99 Riccati equation, 123
rise time, 78
observable canonical form, 35
observer, 145 sampler, 15
optimal control, 112 sampling period, 15
optimal feedback, 142 self-tuning control, 236
optimal tracking, 130 continuous-time, 237
Output Error model, 47 discrete-time, 237
separation principle, 151
parametrisation servo problem, 131, 133
discrete-time systems, 182 settling time, 78
persistent excitation, 61 state estimation, 145
phase margin, 80 steady-state behaviour, 76
PID controller, 85 step responses
digital implementation, 97 identification, 47
260 INDEX

stochastic process models, 46

Strejc method of controller tuning, 100
Strejc method of identification, 52
system
poles, 32, 82
dominant, 82
zeros, 32

theorem
existence of optimal control, 139
LQ control with observer, 188
pole placement, 154
tracking problem, 131
transfer function
discrete-time, 27, 28
matrix, 35
parametrisation, 178

variational calculus, 114

Youla-Kučera parametrisation, 173

Ziegler-Nichols methods, 105

Z transform, 21
exponential function, 23
inverse, 23
linearity, 23
table, 24
unit step function, 22