claudia lizet navarro hernández phd student supervisor: professor s.p.banks april 2004 monash...

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Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield Department of Automatic Control and Systems Engineering

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Page 1: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

Claudia Lizet Navarro Hernández

PhD StudentSupervisor: Professor S.P.Banks

April 2004Monash University Australia April 2004

The University of Sheffield

Department of Automatic Control and Systems Engineering

Page 2: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

1.- Iteration Technique for Nonlinear Systems

2.- Design of Observers for Nonlinear Systems

3.- Fault Detection for Nonlinear Systems

4.- Summary and Conclusions

1“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 3: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

.)0(,)( 0nxxxxAx

0][][]1[

][

0]2[]2[]1[

]2[

0]1[]1[

0

]1[

)0(),())(()(

)0(),())(()(

)0(),()()(

xxtxtxAtx

xxtxtxAtx

xxtxxAtx

iiii

Having the nonlinear system

where i=number of approximations, it can be shown that the solution of this sequence converges to the solution of the original nonlinear system if the Lipschitz condition is satisfied. 

and introducing the sequence of linear time varying equations:

2“Iteration technique for nonlinear systems and its applications to control theory” Monash University

yxyAxA )()(

Page 4: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

)(][ tx i

3“Iteration technique for nonlinear systems and its applications to control theory” Monash University

where is the solution of the original nonlinear

system.

-Tomas-Rodriguez, M., Banks, S., (2003) Linear approximations to nonlinear dynamical systems with applications to stability and spectral theory, IMA Journal of Mathematical Control and Information, 20, 89-103.

)()(][ txtxLim ii

is a Cauchy sequence and

)(tx

Page 5: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

Solution to Van der Pol oscillator

2

12

1

2

1

01

11

x

xx

x

x

)(

)(

01

11))((

)(

)(][

2

][1

2]1[1

][

2

][

1

tx

txtx

tx

txi

ii

i

i

and for the ith approximation,

Solution and Approximations for the Van der Pol Oscillator

4“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 6: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

5“Iteration technique for nonlinear systems and its applications to control theory” Monash University

-Optimal Control Theory (Banks & Dinesh, 2000)

-Nonlinear delay systems (Banks, 2002)

-Theory of chaos (Banks & McCaffrey, 1998)

-Stability and spectral theory (Tomas-Rodriguez & Banks, 2003)

-Design of Observers (Navarro Hernandez & Banks, 2003)

Page 7: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

1.- To represent a nonlinear system by a sequence of linear time-varying approximations

2.- To design an identity observer for linear time-varying systems

3.- To test the performance of the observer for the nonlinear system

6“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 8: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

)()( tButAxx

))(ˆ)(()()(ˆ)(ˆ txCtyGtButxAtx

).()(ˆ)( txtxte

0),()()( ttteGCAte

Fig.1.1 State Reconstruction Process (Open-loop)

Lineal invariant system:

Auxiliary dynamical system:

Mismatch

Objective 0)(ˆ)(lim

txtxt

Non-linear system: ))(()()),(()( txhtytxftx

Inaccessiblesystem state

x

SYSTEM OBSERVER Reconstructed state

00)(),()( xtxtCxty

7

“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 9: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

00)(),()()(

)()()()()(

xtxtxtCty

tutBtxtAtx

PROBLEM:

Find state estimator )()()()()(ˆ)(ˆ tutHtytGtxFtx

Design proposed: “Design of a State Estimator for a Class of Time-Varying Multivariable Systems” (NGUYEN and LEE)

Steps in design:

1.- Canonical transformation of the time-varying system

2.- Construction of a full order dynamical system

8“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 10: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

EXAMPLE:

)(5.00

010)(

)(

0

0

1

)(

30

022

0

)(3

2

txe

ty

tutx

e

ee

tx

t

t

tt

1.- Canonical transformation

a) Construction of the observability matrix

5.425.3

2442

5.15.2

022

5.00

010

)(

233

2

3

tttt

tt

ttt

t

eeee

ee

eee

e

tN

b) Check for uniform observability

c) Construction of an (n x n) matrix with rank n by eliminating the linearly dependent rows

d) Construction of a transformation matrix

9“Iteration technique for nonlinear systems and its applications to control theory” Monash University

e) Transformation of the original system into an equivalent system

)()(

)()(

txCty

tuBtxAx

Page 11: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

)(10

001)(

)(

0

2

0

)(

305

400

012

)(3

2

txe

ty

tutx

e

e

e

tx

t

t

t

t

2.- Construction of asymptotic estimator

a) Choice of n stable eigenvalues for the state estimator

b) Design of matrix such that is a constant matrix.

)(tG )()()( tCtGtAF

c) Construction of the state estimator of form:

)()()()()(ˆ)()(ˆ tutBtytGtxtFtx

d) Calculation of the estimate using the transformation matrix )(ˆ)()(ˆ txtPtx

)(ˆ

200

001

05.05.

)(ˆ

2

tx

e

tx

t

10“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 12: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

)())(()(

)0(,))(()())(()(][]1[][

0][][]1[][]1[

][

txtxCty

xxutxBtxtxAtxiii

iiiiii

0][][]1[][]1[][

][

)0(ˆ,)()()()(ˆ)(ˆ xxuxBtyxGtxFtx iiiiiii

0][][]1[][ )0(),(ˆ))(()(ˆ xxtxtxPtx iiii

)()()(

)0(),()()()()( 0

txxCty

xxtuxBtxxAtx

Given a nonlinear system

1. Reduction to a sequence of linear time varying approximations

2. Design of observer at each time varying approximation

3. Test of observer at final approximation

Proof as 0)(ˆlim)(lim ][][

txtx i

i

i

it

11“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 13: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

EXAMPLES

)(022

106)(

)(

0

0

1

)(

62111

100

010

txty

tutx

xx

x

Fig. 1 State X1 and Estimate

a)

12“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Fig. 2 State X2 and Estimate

Page 14: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

Fig. 4 Error of Estimates

Fig. 3 State X3 and Estimate

13“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 15: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

)(034

17)(

)(

0

0

1

)(

971

102.

5.25.0

2

32

1

3

txx

ty

tutx

xxx

x

x

x

b)

Fig. 5 State X1 and Estimate

Fig. 6 State X2 and Estimate

14“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 16: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

Fig. 7 State X3 and Estimate

Fig. 8 Error of Estimates

15“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 17: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

1.- To represent a nonlinear system by a sequence of linear time-varying approximations

2.- To design an unknown input observer for linear time-varying systems

3.- To apply the iteration technique to solve the nonlinear problem and test performance.

16“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Page 18: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

1111 fKdEBuAxx

Lineal invariant system:

Auxiliary dynamical system:

Non-linear system: ))(()()),(()( txhtytxftx

2222)( fKdECxty

17“Iteration technique for nonlinear systems and its applications to control theory” Monash University

Process

Unknown Input Observer

Measurements y

u

f d

r

Objective 01 f 002 rfand01 f or 002 rf

)ˆ(ˆˆ xCyLBuxAx

)ˆ( xCyHr

Page 19: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

18“Iteration technique for nonlinear systems and its applications to control theory” Monash University

00

2211

)(),()()()(

)()()()()()()()()()()(

xtxtvtxtCty

ttFttFtwtBtutBtxtAtx wu

PROBLEM:

Find linear observer ))(ˆ)()()(()()()(ˆ)()(ˆ txtCtytLtutBtxtAtx u

and residual ))(ˆ)()()(()( txtCtytHtr

Where u control input v noise

y measurement faults ( = target fault)

w process noise faults directions

i

iF

Such that is primarly affected by the target fault and minimally by noises

and nuissance faults

1

)(tr

Page 20: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

)())(()(

)0(),())(()())(()())(()())(()(][]1[][

0][][

2]1[

2][

1]1[

1][]1[][]1[

][

txtxCty

xxttxFttxFtutxBtxtxAtxiii

iiiiiiiiii

)()()(

)0(),()()()()()()()()( 02211

txxCty

xxtxFtxFtuxBtxxAtx

Given a nonlinear system

1. Reduction to a sequence of linear time varying approximations

2. Design of observer at each time varying approximation

3. Test of observer at final approximation in the presence of different target and nuissance faults

19“Iteration technique for nonlinear systems and its applications to control theory” Monash University

))(ˆ))(()())((()())(()(ˆ))(()(ˆ ][]1[][]1[][]1[][]1[][

txtxCtytxLtutxBtxtxAtx iiiiiiu

iii

0

][][]1[][]1[][ ˆ)0(ˆ)),(ˆ))(()())((()( xxtxtxCtytxHtr iiiiii

Page 21: Claudia Lizet Navarro Hernández PhD Student Supervisor: Professor S.P.Banks April 2004 Monash University Australia April 2004 The University of Sheffield

20“Iteration technique for nonlinear systems and its applications to control theory” Monash University

- New method to study nonlinear systems by using known linear techniques

- Nonlinear system replaced by a sequence of linear time-varying problems

- The linear time-varying problem must have a solution