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0066_Frame_C30  Page 28  Thursday, January 10, 2002  4:44 PM









                              for all w. This, in turn, implies that the associated sensitivity singular values satisfy

                                                                1
                                                  (
                                               [
                                           s max S KF jw)] =  -------------------------------------- ≤  1  ( 0dB)  (30.156)
                                                          s min S KF jw([  )] −1
                              for all w, where

                                                                   (
                                                      (
                                                   S KF jw) =  [ I + G KF jw)]  −1             (30.157)
                            • From the above sensitivity singular value relationship, we obtain the follow celebrated KBF loop
                              margins:
                                infinite upward gain margin,
                                      1
                                at least  (6 dB) downward gain margin,
                                      --
                                      2
                                at least ±60° phase margin.
                              The above gain margins apply to simultaneous and independent gain perturbations when the
                              loop is broken at the output. The same holds for the above phase margins. The above margins
                              are NOT guaranteed for simultaneous gain and phase perturbations. It should be noted that
                              these margins can be easily motivated using elementary SISO Nyquist stability arguments [2,8].
                            • From the above sensitivity singular value relations, we obtain the following complementary
                              sensitivity singular value relationship:

                                         (
                                                          (
                                                                           (
                                                                        [
                                                    [
                                      [
                                                      –
                                  s max T KF jw)] =  s max IS KF jw)] ≤ 1 + s max S KF jw)] ≤  2  ( 6dB)  (30.158)
                              for all w, where
                                                  T KF =  IS KF =  G KF 1 +  G KF ] −1         (30.159)
                                                                 [
                                                        –
                            2. Recovery of Target Loop L o  Using Model-Based Compensator. The second step is to use a model-
                              based compensator K opt  = [ A − BG c  − H f C, H f , G c  ] where G c  is found by solving the CARE
                              with A, B, M = C, R = rI n ×  n  with ρ a small positive scalar. Since r is small, we call this a
                                                   u  u
                              cheap control problem.
                              • If the plant P = [A, B, C] is minimum phase, then it can be shown that
                                                           lim  X =  0                         (30.160)
                                                          r → 0 +

                                                       lim  rG c =  WC                         (30.161)
                                                       r → 0 +
                                                          T
                                for some orthonormal W (i.e., W W = WW = I )
                                                                  T
                                                        lim  PK opt =  L o                     (30.162)
                                                        r → 0 +

                                In such a case, PK opt  ≈ L o  for small ρ and hence PK opt  will possess stability margins that are
                                close to those of L o  (at the plant output)—whatever method was used to design L o . It must
                                be noted that the minimum phase condition on the plant P is a suficient condition. It is
                                not necessary. Moreover, G c  need not be computed using a CARE. In fact, any G c  which (1)
                                satisfies a limiting condition  lim  rG c =  WC   for some invertible matrix W and which (2)
                                                      r → 0 +
                                ensures that A − BG c  is stable (for small r), will result in LTR at the plant output. This result


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