EECE 574 - Adaptive Control
EECE 574 - Adaptive Control
EECE 574 - Adaptive Control
Guy Dumont
January 2013
dθ ∂J ∂e
= −γ = −γ sign(e)
dt ∂θ ∂θ
The sign-sign algorithm used in telecommunications where simple
implementation and fast computations are required, is
dθ ∂J ∂e
= −γ = −γsign sign(e)
dt ∂θ ∂θ
∂e k
= kG(p)uc = ym
∂θ k0
MIT rule
dθ k
= γ 0 ym e = −γym e
dt k0
Figure: MIT rule for adjustment of feedforward gain: Simulation results (from
textbook).
This implies
am − a
s0 =
b
bm
t0 =
b
∂e b
= uc
∂ t0 p + a + bs0
∂e b 2 t0 b
= 2
uc = y
∂ s0 (p + a + bs0 ) p + a + bs0
However, a and b are unknown3 . For the nominal parameters, we know that
a + bs0 = am
p + a + bs0 ≈ p + am
Then
dt0 0 1 am
= −γ b uc e = −γ uc e
dt p + am p + am
ds0 0 1 am
= γb y e=γ y e
dt p + am p + am
with γ = γ 0 b/am , i.e. b is absorbed in γ and the filter is normalized with static
gain of one.
3 after all, we want to design an adaptive controller!
Guy Dumont (UBC EECE) EECE 574: MRAC - 1 January 2013 12 / 73
MIT Rule Examples
∂e ym
= Guc =
∂θ θ0
dθ ∂e ym
= −γ 0 e = −γ 0 e = −γeym
dt ∂θ θ0
d 2 ym dym
+ a1 + a2 ym = θ0 uc
dt2 dt
d2 y dy
+ a1 + a2 y = θ uc
dt2 dt
dθ
= −γ(y − ym )ym
dt
This is difficult to solve analytically
d3 y d2 y dy duc
3
+ a1 2
+ a2 + γuc ym y = θ + γuc y2m
dt dt dt dt
Assume uoc and yom constant, equilibrium is
θ0 uoc
y(t) = yom =
a2
which is stable if
γ o 2
a1 a2 > γuoc yom = (u )
a2 c
Thus, if γ or uc is sufficiently large, the system will be unstable
Figure: Influence on convergence and stability of signal amplitude for MIT rule
(from textbook)
dθ
= −γϕe
dt
The normalized MIT rule is then
dθ −γϕe
= 2
dt α + ϕTϕ
For the previous example,
dθ −γeym /θ0
= 2
dt α + y2m /θ02
Figure: Influence on convergence and stability of signal amplitude for modified MIT
rule (from textbook)
Aleksandr M Lyapunov
(1857-1918, Russia)
Classmate of Markov, taught by
Chebyshev
Doctoral thesis The general
problem of the stability of motion
became a fundamental
contribution to the study of
dynamic systems stability
He shot himself three days after
his wife died of tuberculosis
The Lyapunov function has similarities with the energy content of the system and must
be decreasing with time.
This result can be used in the following way to design a stable a stable adaptive
controller
1 First, the error equation, i.e. a differential equation describing either the output
error y − ym or the state error x − xm is derived.
2 Second, a Lyapunov function, function of both the signal error e = x − xm and the
parameter error φ = θ − θm is chosen. A typical choice is
V = eT Pe + φ T Γ−1 φ
Putting the extra terms to zero will ensure negative definiteness for V̇ if Q is
positive definite, and will provide the adaptive law.
Process model
dy
= −ay + ku
dt
Desired response
dym
= −aym + k0 uc
dt
Controller
u = θ uc
Introduce error e = y − ym
The error equation is
de
= −ae + (kθ − k0 )uc
dt
System model
dy
= −ay + ku
dt
dθ
= ??
dt
Desired equilibrium
e = 0
k0
θ = θ0 =
k
dθ
= −γuc e
dt
gives
dV
= −γae2
dt
dθ
Lyapunov rule: dt = −γuc e MIT rule: dθ
dt = −γym e
First-order System
Process model
dy
= −ay + bu
dt
Desired response
dym
= −am ym + bm uc
dt
Controller
u = θ1 uc − θ2 y
Introduce error e = y − ym
The error equation is
de
= −am e − (bθ2 + a − am )y + (bθ1 − bm )uc
dt
First-order System
Derivative
dV de 1 dθ 1 dθ
= + (bθ2 + a − am ) 2 + (bθ1 − bm ) 1
dt dt γ dt γ dt
1 dθ 2 1 dθ
= −am e2 + (bθ2 + a − am )( − γye) + (bθ1 − bm )( 1 + γuc e)
γ dt γ dt
First-order System
First-order System
AT P + PA = −Q
AT P + PA = −Q
State Feedback
Process: ẋ = Ax + Bu
Desired response: ẋm = Am xm + Bm uc
Control law: u = Muc − Lx
Closed-loop system
Error Equation
ė = ẋ − ẋm = Ax + Bu − Axm − Bm uc
Hence
Try
1
γeT Pe + (θ − θ0 )T (θ − θ0 )
V(e, θ ) =
2
Differentiating V
γ
V̇ = (ėT Pe + eT Pė) + (θ − θ0 )T θ̇
2
Then with ė = Am e + Ψ(θ − θ0 ) we can write
γ T T
e Am + Ψ(θ − θ0 ) Pe + eT (Am e + Ψ(θ − θ0 )
V̇ =
2
+(θ − θ0 )T θ̇
With
ẋ = Ax + B(θ − θ0 )uc
e = Cx
Differentiating V
γ T
ẋ Px + xT Pẋ + (θ − θ0 )θ̇
V̇ =
2
Which after using the model for ẋ and the Lyapunov equation gives
γ
V̇ = − xT Qx + (θ − θ0 ) θ̇ + γuc BT Px
2
Using the adaptation law
dθ
= −γuc BT Px
dt
gives
dV γ
= − xT Qx
dt 2
Output Feedback
dθ
= −γuc e
dt
i.e. this is now output feedback and the state x is not required
When is it possible to do so?
Kalman-Yakubovich Lemma
Re G(s) ≥ 0 for Re s ≥ 0
Kalman-Yakubovich Lemma
ẋ = Ax + Bu
y = Cx
is strictly positive real if and only if there exist positive definite matrices P and
Q such that
AT P + PA = −Q
BT P = C
L2 norm
Z ∞
21
2
kuk = u (t)dt
−∞
L∞ norm
Truncation operator:
x(t) 0 ≤ t ≤ T
xT (t) =
0 t>T
kSuk
γ(S) = sup
u∈Xe kuk
BIBO Stability
Definition
A system is bounded-input, bounded-output (BIBO) stable if it has bounded
gain
A BIBO stable system is a system for which the outputs will remain
bounded for all time, for any finite initial condition and input.
A continuous-time linear time-invariant system is BIBO stable if and
only if all the poles of the system have real parts less than 0.
Let γ1 and γ2 be the gains of the systems H1 and H2 . The closed-loop system is
then BIBO stable if
γ1
γ1 γ2 < 1 and its gain is less than γ=
1 − γ1 γ2
ẋ = Ax + bu
y = cT x
If s = jω, it means that the Nyquist diagram of H(jω) must lies in the
right half plane, including the imaginary axis.
Thus, the phase shift must be between −90 deg and +90 deg.
The Kalman-Yakubovich lemma states that the system H(s) is strictly
positive real if there exist positive definite matrices P and Q such that:
AT P + PA = −Q
Pb = c
If the input u and output y are such that the external power input is
expressed as uT y, then
The system is passive if hy|ui ≥ 0
The system is input strictly passive (ISP) if there exists ε > 0 such that
hy|ui ≥ kuk2
The system is output strictly passive (OSP) if there exists ε > 0 such that
hy|ui ≥ kyk2
Examples include electrical networks (power proportional to product of
current and voltage), mass-spring systems (mechanical power is force ×
velocity).
A rational transfer function G(s) with real coefficients is PR if and only if the
following conditions hold
1 The function has no poles in the right half-plane
2 If the function has poles on the imaginary axis or at infinity, they are
simple poles with positive residues
3 The real part of G is nonnegative along the iω axis
Re(G(iω)) ≥ 0
G is SPR if conditions 1 and 3 hold and if G(s) has no poles or zeros on the
imaginary axis
Theorem (Lemma)
Let r be a bounded square integrable function, and let G(s) be a positive real
transfer function. The system whose input-output relation is given by
y = r(G(p)ru)
is then passive.
Lyapunov rule:
Analysis
Redraw (b) as:
Analysis
Augmented Error
Factor G as
G = G1 G2
where G1 is SPR
ε = e+η
Augmented Error
Augmented Error
Active Suspension
Active Suspension
Active Suspension