to the identification and subsequent stabilization of high-order dynamic systems: observers-based...

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To the identification and To the identification and subsequent stabilization of high- subsequent stabilization of high- order dynamic systems: observers- order dynamic systems: observers- based approach based approach Elena Rovenskaya Lomonosov Moscow State University Moscow, Russia ILC-CLIC LET Beam Dynamics Workshop, CERN, 23-25 June 2009

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Page 1: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

To the identification and subsequent To the identification and subsequent stabilization of high-order dynamic stabilization of high-order dynamic

systems: observers-based approachsystems: observers-based approach

Elena Rovenskaya

Lomonosov Moscow State UniversityMoscow, Russia

ILC-CLIC LET Beam Dynamics Workshop, CERN, 23-25 June 2009

Page 2: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Plan I.I. Identification of dynamic systemsIdentification of dynamic systems

• observers-based approach • high-dimension systems and systems under uncertainty• minimal-degree observers• numerical example

II.II. Stabilization of dynamic systemsStabilization of dynamic systems

• stabilization under uncertainty • simultaneous stabilization

2/20

Page 3: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

I. To the identification of dynamic systemsI. To the identification of dynamic systems

3/20

Page 4: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Model

)(f

)(x

)(uDynamic system

S

state vector

output observed signal

uncertainty

input signal (control)

disturbance

)(y)(

),( xtyy

• ODE,• difference equations

4/20

Page 5: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Identification: two basic problems

)(f

)(x

)(uS

)(y)(

Inverter ProblemInverter Problem

Given and

Reconstruct

)(y)(u

)(

Observer ProblemObserver Problem

Given and

Reconstruct

),(u )(

)(x

)(y

??

5/20

Page 6: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Observer

)(z

txx ,0)()(

)(f

)(x

)(uS

)(y)(

)(uO)(y

),(

),,(:

xty

uxtxS

),,(

),,,(:

uyzpx

uytzqzO

)()( xx

Challenges: high dimension and uncertaintyChallenges: high dimension and uncertainty

6/20

Page 7: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

State of the Art • Luenberger (1963-1967) – observers (incl. minimal) for linear stationary systems

• Formann, Williamson (1972), Moore, Ledwich (1975), Roman, Bullok (1973)

– functional observers (FO) for linear systems,

• Tsui (1996), Darouach (2000) – FO of the minimal degree

• Bhattacharyya (1978), Kobayashi, Nakamizo (1982), Hou, Muller (1982), Trihn, Ha (2000), Xiong, Saif (2003) -- synthesis of an observer for a system under uncertainty

• MSU group – Emel’yanov, Korovin, Iline, Fomichev, Fursov MSU group – Emel’yanov, Korovin, Iline, Fomichev, Fursov -- decomposition of systems, observers of the minimal degree-- decomposition of systems, observers of the minimal degree

7/20

Page 8: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

New resultsObserver Problem: high dimension and

uncertainty

high-dimension system without uncertainty

method of scalar

observers

method of virtual inputs

low-dimension system with uncertainty

observers for uncertain systems

Identification of hyper-input systems via decomposition Identification of hyper-input systems via decomposition

)(f

)(x

)(uS

)(y)(2 x

)(uS2

)(2 y)(1 y

)(f

)(1 y

)(u S1)(1 y

)(2 x))(),(()( 21 yyy

8/20

Page 9: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Solution scheme:

(i)

(ii)

(iii) observers for quadratic systems under uncertainty – the method of hierarchical coefficients

Example: reconstruction of the derivative: given derive

New resultsObserver Problem: high dimension and

uncertainty

)(u )(u

Identification of quadratic systems by the method of Identification of quadratic systems by the method of hierarchical hierarchical coefficients coefficients

)(uI

)(y

)(f

)()( ux O

)(y

fx

xuSge

:.,.

yuge .,.

9/20

Page 10: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Numerical Experiment: reconstructing the first derivative

u(t)=sin t

-1.5

-1

-0.5

0

0.5

1

1.5

0 2 4 6 8 10 12 14 16 18 20-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

The output signal and the error with respect to time(k1=10, k2=100) 10/20

Page 11: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

The output signal and the error with respect to time( к1=10, к2=100)

-6

-4

-2

0

2

4

6

8

0 2 4 6 8 10 12 14 16 18 20-8

-6

-4

-2

0

2

4

6

Numerical Experiment: reconstructing the second derivative

u(t)=sin t

11/20

Page 12: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

The output signal and the error with respect to time(k1=5 к2=25)

-6

-4

-2

0

2

4

6

0 2 4 6 8 10 12 14 16 18 20-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

1.2

Numerical Experiment: reconstructing the first derivative

u(t)=sin t with noise f(t)=0.02 sin 1000t

12/20

Page 13: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

The output signal and the error with respect to time (к1=5 к2=25)

-6

-4

-2

0

2

4

6

2 4 6 8 10 12 14 16 18 20-30

-20

-10

0

10

20

30

Numerical Experiment: reconstructing the second derivative

u(t)=sin t with noise f(t)=0.02 sin 1000t

13/20

Page 14: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

I. To the stabilization of dynamic I. To the stabilization of dynamic systems under uncertaintysystems under uncertainty

14/20

Page 15: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

State of the Art • Krasovskiy, Subbotin (1974)

-- general approach to constructing a feedback control stabilizing systems with uncertain dynamics

• Ledyaev, Sontag (1999), Clarke (2000), Bobylev et al (2002)-- classical stabilization methods based on constructing appropriate Lyapunov functions

• Kryazhimskiy, Maximov (2004) -- stabilization algorithms under completely uncertain

dynamics

• MSU group – Emel’yanov, Korovin, Iline, Fomichev, MSU group – Emel’yanov, Korovin, Iline, Fomichev, Fursov Fursov

-- stabilization by means of observers-- stabilization by means of observers15/20

Page 16: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Stabilization approach

)(f

)(x

)(uS

)(y)(

Stab.

Feedback controlFeedback control

An object workingin a few (n) qualitatively different modes

16/20

Applications from mechanics:• a flying object moving with subsonic, sonic and supersonic speed • a flying object functioning in normal and emergency modes

Page 17: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Simultaneous stabilization: New results

• Constructive necessary and sufficient conditions for the simultaneous stabilization of n objects by a regulator of a given degree

• A numerical algorithm deriving the simultaneously stabilizing regulator of a given degree for n objects

17/20

Saeks and Muller, 80-s: Simultaneous stabilization of 2 objectsSaeks and Muller, 80-s: Simultaneous stabilization of 2 objects

MSU group: Simultaneous stabilization of n objects (n>2): MSU group: Simultaneous stabilization of n objects (n>2):

Page 18: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Simultaneous stabilization: algorithm

)(

)()(

t

ttw

i

ii

niii

,...,1

)deg()deg(

)(

)()(

tq

tptR

ni

tqttptt iii

,...,1

)()()()()(

Let S1,…,Sn be described by transfer functions

To construct the regulator To construct polynomials

:)(),( tqtp

are stable

• localization of a searching area of p- and q-coefficients in a multi-dimensional cube• finding p- and q-coefficients by means of the method of interval calculations • synthesis of the regulator

18/20

Page 19: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

What to read S.K.Korovin, V.V.Fomichev. State Observers for Linear Systems under S.K.Korovin, V.V.Fomichev. State Observers for Linear Systems under

Uncertainty. Fizmatlit, 2007 (in Russian)Uncertainty. Fizmatlit, 2007 (in Russian)

A.V.Il’in, S.K.Korovin and V.V.Fomichev. Positional robust inversion in nonlinear dynamical systems\\ Computational Mathematics and Modeling, 18 (2), 2007

A.V.Il’in, S.K.Korovin and V.V.Fomichev. Methods for constructing observers for linear dynamical systems under uncertainty \\ Proceedings of the Steklov Institute of Mathematics, 262(1), 2008

A.V.Il’in, S.K.Korovin and V.V.Fomichev. Asymptotic observers for bilinear systems with vector output \\ Differential Equations, 44 (5), 2008

S.K.Korovin, A.V.Kraev and V.V.Fomichev. Some inversion algorithms for discrete systems \\ Computational Mathematics and Modeling, 18 (4), 2007.

S.K.Korovin and V.V.Fomichev. Asymptotic observers for n -dimensional bilinear systems \\ Computational Mathematics and Modeling, 18 (2), 2007 19/20

Page 20: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Application of the control theoryto beam dynamics?

20/20

Thank you for your attention!

Page 21: To the identification and subsequent stabilization of high-order dynamic systems: observers-based approach Elena Rovenskaya Lomonosov Moscow State University

Example: scalar observer

Fxx

Cxy

BuAxxS

:

nRxyxCLbuxAx ),(

Full-size observer

)(: LCAL is Gurwitz matrix

Theorem: },{ CAfor any observable

there exists a matrix Theorem:

eLCAexxe )(:

te ,0

error vector

observer

dynamic system

nl

Minimal-size observer

Theorem: },{ CAfor any observable

there exists an observer of degree with a given rate of convergence

ln