Control Theory Explained
Control Theory Explained
Control theory is
The concept of the feedback loop to control the dynamic behavior
of the system: this is negative feedback, because the sensed value
is subtracted from the desired value to create the error signal, • a theory that deals with influencing the behavior of
which is amplified by the controller. dynamical systems
1
2 2 CLASSIFICATION
system output is the car’s speed, and the control itself is • Nonlinear control theory - This covers a wider class
the engine’s throttle position which determines how much of systems that do not obey the superposition prin-
power the engine delivers. ciple, and applies to more real-world systems, be-
A primitive way to implement cruise control is simply to cause all real control systems are nonlinear. These
lock the throttle position when the driver engages cruise systems are often governed by nonlinear differential
control. However, if the cruise control is engaged on a equations. The few mathematical techniques which
stretch of flat road, then the car will travel slower going have been developed to handle them are more dif-
uphill and faster when going downhill. This type of con- ficult and much less general, often applying only
to narrow categories of systems. These include
troller is called an open-loop controller because there is no
feedback; no measurement of the system output (the car’s limit cycle theory, Poincaré maps, Lyapunov sta-
bility theorem, and describing functions. Nonlinear
speed) is used to alter the control (the throttle position.)
As a result, the controller cannot compensate for changes systems are often analyzed using numerical methods
on computers, for example by simulating their oper-
acting on the car, like a change in the slope of the road.
ation using a simulation language. If only solutions
In a closed-loop control system, data from a sensor mon- near a stable point are of interest, nonlinear systems
itoring the car’s speed (the system output) enters a con- can often be linearized by approximating them by a
troller which continuously subtracts the quantity repre- linear system using perturbation theory, and linear
senting the speed from the reference quantity represent- techniques can be used.[2]
ing the desired speed. The difference, called the error,
determines the throttle position (the control). The re-
sult is to match the car’s speed to the reference speed
2.2 Frequency domain versus time domain
(maintain the desired system output). Now, when the
car goes uphill, the difference between the input (the
Mathematical techniques for analyzing and designing
sensed speed) and the reference continuously determines
control systems fall into two different categories:
the throttle position. As the sensed speed drops below
the reference, the difference increases, the throttle opens,
and engine power increases, speeding up the vehicle. In • Frequency domain - In this type the values of the
this way, the controller dynamically counteracts changes state variables, the mathematical variables repre-
to the car’s speed. The central idea of these control sys- senting the system’s input, output and feedback are
tems is the feedback loop, the controller affects the sys- represented as functions of frequency. The in-
tem output, which in turn is measured and fed back to the put signal and the system’s transfer function are
controller. converted from time functions to functions of fre-
quency by a transform such as the Fourier transform,
Laplace transform, or Z transform. The advantage
2 Classification of this technique is that it results in a simplifica-
tion of the mathematics; the differential equations
that represent the system are replaced by algebraic
2.1 Linear versus nonlinear control theory
equations in the frequency domain which are much
simpler to solve. However, frequency domain tech-
The field of control theory can be divided into two
niques can only be used with linear systems, as men-
branches:
tioned above.
• Linear control theory - This applies to systems made
of devices which obey the superposition principle, • Time-domain state space representation - In this type
which means roughly that the output is propor- the values of the state variables are represented as
tional to the input. They are governed by linear functions of time. With this model the system being
differential equations. A major subclass is systems analyzed is represented by one or more differential
which in addition have parameters which do not equations. Since frequency domain techniques are
change with time, called linear time invariant (LTI) limited to linear systems, time domain is widely used
systems. These systems are amenable to powerful to analyze real-world nonlinear systems. Although
frequency domain mathematical techniques of great these are more difficult to solve, modern computer
generality, such as the Laplace transform, Fourier simulation techniques such as simulation languages
transform, Z transform, Bode plot, root locus, and have made their analysis routine.
Nyquist stability criterion. These lead to a de-
scription of the system using terms like bandwidth,
frequency response, eigenvalues, gain, resonant fre- 2.3 SISO vs MIMO
quencies, poles, and zeros, which give solutions for
system response and design techniques for most sys- Control systems can be divided into different categories
tems of interest. depending on the number of inputs and outputs.
3
• Single-input single-output (SISO) - This is the sim- tem may lead to overcompensation and unstable behav-
plest and most common type, in which one output is ior. This generated a flurry of interest in the topic, dur-
controlled by one control signal. Examples are the ing which Maxwell’s classmate, Edward John Routh, ab-
cruise control example above, or an audio system, in stracted Maxwell’s results for the general class of linear
which the control input is the input audio signal and systems.[4] Independently, Adolf Hurwitz analyzed sys-
the output is the sound waves from the speaker. tem stability using differential equations in 1877, result-
ing in what is now known as the Routh–Hurwitz theo-
• Multiple-input multiple-output (MIMO) - These are rem.[5][6]
found in more complicated systems. For exam-
ple, modern large telescopes such as the Keck and A notable application of dynamic control was in the area
MMT have mirrors composed of many separate seg- of manned flight. The Wright brothers made their first
ments each controlled by an actuator. The shape of successful test flights on December 17, 1903 and were
the entire mirror is constantly adjusted by a MIMO distinguished by their ability to control their flights for
active optics control system using input from mul- substantial periods (more so than the ability to produce
tiple sensors at the focal plane, to compensate for lift from an airfoil, which was known). Continuous, reli-
changes in the mirror shape due to thermal expan- able control of the airplane was necessary for flights last-
sion, contraction, stresses as it is rotated and distor- ing longer than a few seconds.
tion of the wavefront due to turbulence in the atmo- By World War II, control theory was an important part of
sphere. Complicated systems such as nuclear reac- fire-control systems, guidance systems and electronics.
tors and human cells are simulated by computer as
Sometimes, mechanical methods are used to improve the
large MIMO control systems.
stability of systems. For example, ship stabilizers are fins
mounted beneath the waterline and emerging laterally. In
contemporary vessels, they may be gyroscopically con-
3 History trolled active fins, which have the capacity to change their
angle of attack to counteract roll caused by wind or waves
acting on the ship.
The Sidewinder missile uses small control surfaces placed
at the rear of the missile with spinning disks on their outer
surfaces and these are known as rollerons. Airflow over
the disks spins them to a high speed. If the missile starts
to roll, the gyroscopic force of the disks drives the control
surface into the airflow, cancelling the motion. Thus, the
Sidewinder team replaced a potentially complex control
system with a simple mechanical solution.
The Space Race also depended on accurate spacecraft
control, and control theory has also seen an increasing
use in fields such as economics.
aged to develop stable negative feedback amplifiers 5.1 Closed-loop transfer function
in the 1930s.
For more details on this topic, see closed-loop transfer
• Harry Nyquist (1889–1976) developed the Nyquist
function.
stability criterion for feedback systems in the 1930s.
• Richard Bellman (1920–1984) developed dynamic
The output of the system y(t) is fed back through a sensor
programming since the 1940s.[7]
measurement F to the reference value r(t). The controller
• Andrey Kolmogorov (1903–1987) co-developed the C then takes the error e (difference) between the refer-
Wiener–Kolmogorov filter in 1941. ence and the output to change the inputs u to the system
under control P. This is shown in the figure. This kind
• Norbert Wiener (1894–1964) co-developed the
of controller is a closed-loop controller or feedback con-
Wiener–Kolmogorov filter and coined the term
troller.
cybernetics in the 1940s.
This is called a single-input-single-output (SISO) control
• John R. Ragazzini (1912–1988) introduced digital system; MIMO (i.e., Multi-Input-Multi-Output) systems,
control and the use of Z-transform in control theory with more than one input/output, are common. In such
(invented by Laplace) in the 1950s. cases variables are represented through vectors instead of
• Lev Pontryagin (1908–1988) introduced the simple scalar values. For some distributed parameter sys-
maximum principle and the bang-bang principle. tems the vectors may be infinite-dimensional (typically
functions).
• Pierre-Louis Lions (1956) developed viscosity so-
lutions into stochastic control and optimal control
methods. r + e u y
C P
–
5 Classical control theory F
There exists a nice example of the closed-loop system dis- 7 Topics in control theory
cussed above. If we take:
PID controller transfer function in series form 7.1 Stability
For simplicity, the following descriptions focus on which has a pole at z = 1.5 and is not BIBO stable since
continuous-time and discrete-time linear systems. the pole has a modulus strictly greater than one.
Mathematically, this means that for a causal linear sys- Numerous tools exist for the analysis of the poles of a sys-
tem to be stable all of the poles of its transfer function tem. These include graphical systems like the root locus,
must have negative-real values, i.e. the real part of each Bode plots or the Nyquist plots.
pole must be less than zero. Practically speaking, stabilityMechanical changes can make equipment (and control
requires that the transfer function complex poles reside:
systems) more stable. Sailors add ballast to improve the
stability of ships. Cruise ships use antiroll fins that extend
• in the open left half of the complex plane for con- transversely from the side of the ship for perhaps 30 feet
tinuous time, when the Laplace transform is used to (10 m) and are continuously rotated about their axes to
obtain the transfer function. develop forces that oppose the roll.
• inside the unit circle for discrete time, when the Z-
transform is used.
7.2 Controllability and observability
The difference between the two cases is simply due to Main articles: Controllability and Observability
the traditional method of plotting continuous time versus
discrete time transfer functions. The continuous Laplace
transform is in Cartesian coordinates where the x axis is Controllability and observability are main issues in the
the real axis and the discrete Z-transform is in circular analysis of a system before deciding the best control strat-
coordinates where the ρ axis is the real axis. egy to be applied, or whether it is even possible to control
or stabilize the system. Controllability is related to the
When the appropriate conditions above are satisfied a sys- possibility of forcing the system into a particular state by
tem is said to be asymptotically stable: the variables of using an appropriate control signal. If a state is not con-
an asymptotically stable control system always decrease trollable, then no signal will ever be able to control the
from their initial value and do not show permanent os- state. If a state is not controllable, but its dynamics are
cillations. Permanent oscillations occur when a pole has stable, then the state is termed stabilizable. Observability
a real part exactly equal to zero (in the continuous time instead is related to the possibility of observing, through
case) or a modulus equal to one (in the discrete time case). output measurements, the state of a system. If a state is
If a simply stable system response neither decays nor not observable, the controller will never be able to deter-
grows over time, and has no oscillations, it is marginally mine the behaviour of an unobservable state and hence
stable: in this case the system transfer function has non- cannot use it to stabilize the system. However, similar
repeated poles at complex plane origin (i.e. their real and to the stabilizability condition above, if a state cannot be
complex component is zero in the continuous time case). observed it might still be detectable.
Oscillations are present when poles with real part equal
to zero have an imaginary part not equal to zero. From a geometrical point of view, looking at the states of
each variable of the system to be controlled, every “bad”
If a system in question has an impulse response of state of these variables must be controllable and observ-
able to ensure a good behaviour in the closed-loop system.
That is, if one of the eigenvalues of the system is not both
x[n] = 0.5n u[n] controllable and observable, this part of the dynamics will
then the Z-transform (see this example), is given by remain untouched in the closed-loop system. If such an
eigenvalue is not stable, the dynamics of this eigenvalue
will be present in the closed-loop system which therefore
1 will be unstable. Unobservable poles are not present in
X(z) =
1 − 0.5z −1 the transfer function realization of a state-space represen-
tation, which is why sometimes the latter is preferred in
which has a pole in z = 0.5 (zero imaginary part). This
dynamical systems analysis.
system is BIBO (asymptotically) stable since the pole is
inside the unit circle. Solutions to problems of uncontrollable or unobservable
system include adding actuators and sensors.
However, if the impulse response was
A control problem can have several specifications. Sta- (called “nominal parameters”) are never known with ab-
bility, of course, is always present: the controller must solute precision; the control system will have to behave
ensure that the closed-loop system is stable, regardless of correctly even when connected to physical system with
the open-loop stability. A poor choice of controller can true parameter values away from nominal.
even worsen the stability of the open-loop system, which Some advanced control techniques include an “on-line”
must normally be avoided. Sometimes it would be desired identification process (see later). The parameters of the
to obtain particular dynamics in the closed loop: i.e. that model are calculated (“identified”) while the controller it-
the poles have Re[λ] < −λ , where λ is a fixed value self is running: in this way, if a drastic variation of the pa-
strictly greater than zero, instead of simply asking that
rameters ensues (for example, if the robot’s arm releases
Re[λ] < 0 . a weight), the controller will adjust itself consequently in
Another typical specification is the rejection of a step dis- order to ensure the correct performance.
turbance; including an integrator in the open-loop chain
(i.e. directly before the system under control) easily Analysis
achieves this. Other classes of disturbances need differ-
ent types of sub-systems to be included.
Analysis of the robustness of a SISO (single input sin-
Other “classical” control theory specifications regard the gle output) control system can be performed in the fre-
time-response of the closed-loop system: these include quency domain, considering the system’s transfer func-
the rise time (the time needed by the control system tion and using Nyquist and Bode diagrams. Topics in-
to reach the desired value after a perturbation), peak clude gain and phase margin and amplitude margin. For
overshoot (the highest value reached by the response be- MIMO (multi input multi output) and, in general, more
fore reaching the desired value) and others (settling time, complicated control systems one must consider the the-
quarter-decay). Frequency domain specifications are usu- oretical results devised for each control technique (see
ally related to robustness (see after). next section): i.e., if particular robustness qualities are
Modern performance assessments use some variation of needed, the engineer must shift his attention to a control
integrated tracking error (IAE,ISA,CQI). technique by including them in its properties.
Constraints
7.4 Model identification and robustness
A particular robustness issue is the requirement for a con-
A control system must always have some robustness prop- trol system to perform properly in the presence of input
erty. A robust controller is such that its properties do not and state constraints. In the physical world every signal is
change much if applied to a system slightly different from limited. It could happen that a controller will send control
the mathematical one used for its synthesis. This specifi- signals that cannot be followed by the physical system: for
cation is important: no real physical system truly behaves example, trying to rotate a valve at excessive speed. This
like the series of differential equations used to represent it can produce undesired behavior of the closed-loop sys-
mathematically. Typically a simpler mathematical model tem, or even damage or break actuators or other subsys-
is chosen in order to simplify calculations, otherwise the tems. Specific control techniques are available to solve
true system dynamics can be so complicated that a com- the problem: model predictive control (see later), and
plete model is impossible. anti-wind up systems. The latter consists of an additional
control block that ensures that the control signal never ex-
System identification ceeds a given threshold.
so observers must be included and incorporated in pole List of the main control techniques
placement design.
• Adaptive control uses on-line identification of the
process parameters, or modification of controller
8.2 Nonlinear systems control gains, thereby obtaining strong robustness proper-
ties. Adaptive controls were applied for the first
Main article: Nonlinear control time in the aerospace industry in the 1950s, and have
found particular success in that field.
Processes in industries like robotics and the aerospace • A hierarchical control system is a type of control sys-
industry typically have strong nonlinear dynamics. In tem in which a set of devices and governing software
control theory it is sometimes possible to linearize such is arranged in a hierarchical tree. When the links in
classes of systems and apply linear techniques, but in the tree are implemented by a computer network,
many cases it can be necessary to devise from scratch the- then that hierarchical control system is also a form
ories permitting control of nonlinear systems. These, e.g., of networked control system.
feedback linearization, backstepping, sliding mode con-
trol, trajectory linearization control normally take advan- • Intelligent control uses various AI computing ap-
tage of results based on Lyapunov’s theory. Differential proaches like neural networks, Bayesian probability,
geometry has been widely used as a tool for generaliz- fuzzy logic,[11] machine learning, evolutionary com-
ing well-known linear control concepts to the non-linear putation and genetic algorithms to control a dynamic
case, as well as showing the subtleties that make it a more system.
challenging problem.
• Optimal control is a particular control technique in
which the control signal optimizes a certain “cost in-
8.3 Decentralized systems control dex": for example, in the case of a satellite, the jet
thrusts needed to bring it to desired trajectory that
Main article: Distributed control system consume the least amount of fuel. Two optimal con-
trol design methods have been widely used in indus-
When the system is controlled by multiple controllers, the trial applications, as it has been shown they can guar-
problem is one of decentralized control. Decentraliza- antee closed-loop stability. These are Model Predic-
tion is helpful in many ways, for instance, it helps control tive Control (MPC) and linear-quadratic-Gaussian
systems to operate over a larger geographical area. The control (LQG). The first can more explicitly take
agents in decentralized control systems can interact using into account constraints on the signals in the system,
communication channels and coordinate their actions. which is an important feature in many industrial pro-
cesses. However, the “optimal control” structure in
MPC is only a means to achieve such a result, as it
8.4 Deterministic and stochastic systems does not optimize a true performance index of the
closed-loop control system. Together with PID con-
control trollers, MPC systems are the most widely used con-
trol technique in process control.
Main article: Stochastic control
• Robust control deals explicitly with uncertainty in
A stochastic control problem is one in which the evolution its approach to controller design. Controllers de-
of the state variables is subjected to random shocks from signed using robust control methods tend to be able
outside the system. A deterministic control problem is to cope with small differences between the true sys-
not subject to external random shocks. tem and the nominal model used for design. The
early methods of Bode and others were fairly ro-
bust; the state-space methods invented in the 1960s
and 1970s were sometimes found to lack robustness.
9 Main control strategies Examples of modern robust control techniques in-
clude H-infinity loop-shaping developed by Duncan
Every control system must guarantee first the stability of McFarlane and Keith Glover of Cambridge Uni-
the closed-loop behavior. For linear systems, this can versity, United Kingdom and Sliding mode control
be obtained by directly placing the poles. Non-linear (SMC) developed by Vadim Utkin. Robust methods
control systems use specific theories (normally based on aim to achieve robust performance and/or stability
Aleksandr Lyapunov's Theory) to ensure stability without in the presence of small modeling errors.
regard to the inner dynamics of the system. The possibil-
ity to fulfill different specifications varies from the model • Stochastic control deals with control design with un-
considered and the control strategy chosen. certainty in the model. In typical stochastic control
9
• Self-organized criticality control may be defined as • Christopher Kilian (2005). Modern Control Tech-
attempts to interfere in the processes by which the nology. Thompson Delmar Learning. ISBN 1-
self-organized system dissipates energy. 4018-5806-6.
[5] Routh, E.J. (1877). A Treatise on the Stability of a Given • Andrei, Neculai (2005). “Modern Control Theory
State of Motion, Particularly Steady Motion: Particularly - A historical Perspective” (PDF). Retrieved 2007-
Steady Motion. Macmillan and co. 10-10.
[6] Hurwitz, A. (1964). “On The Conditions Under Which • Sontag, Eduardo (1998). Mathematical Control
An Equation Has Only Roots With Negative Real Parts”. Theory: Deterministic Finite Dimensional Systems.
Selected Papers on Mathematical Trends in Control The-
Second Edition (PDF). Springer. ISBN 0-387-
ory.
98489-5.
[7] Richard Bellman (1964) Control Theory, Scientific Amer-
ican 211(3):186–200 • Goodwin, Graham (2001). Control System Design.
Prentice Hall. ISBN 0-13-958653-9.
[8] Ang, K.H., Chong, G.C.Y., and Li, Y. (2005). PID con-
trol system analysis, design, and technology, IEEE Trans • Christophe Basso (2012). Designing Control Loops
Control Systems Tech, 13(4), pp.559-576. for Linear and Switching Power Supplies: A Tutorial
[9] Donald M Wiberg. State space & linear systems. Schaum’s Guide. Artech House. ISBN 978-1608075577.
outline series. McGraw Hill. ISBN 0-07-070096-6.
• Briat, Corentin (2015). Linear Parameter-Varying
[10] Terrell, William (1999). “Some fundamental control and Time-Delay Systems. Analysis, Observation, Fil-
theory I: Controllability, observability, and duality — tering & Control. Springer Verlag Heidelberg. ISBN
AND— Some fundamental control Theory II: Feed- 978-3-662-44049-0.
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Amer. Math. Monthly 106: 705–719 and 812–828.
doi:10.2307/2589614. For Chemical Engineering
[11] Liu, Jie; Wang, Golnaraghi, Kubica (2010). “A
novel fuzzy framework for nonlinear system con- • Luyben, William (1989). Process Modeling, Simula-
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doi:10.1016/j.fss.2010.04.009. Hill. ISBN 0-07-039159-9.
10 13 EXTERNAL LINKS
13 External links
• Control Tutorials for Matlab, a set of worked-
through control examples solved by several different
methods.
14.2 Images
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12 14 TEXT AND IMAGE SOURCES, CONTRIBUTORS, AND LICENSES