Control System Design Based On Frequency Response Analysis: Closed-Loop Behavior
Control System Design Based On Frequency Response Analysis: Closed-Loop Behavior
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Control System Design Based on
Frequency Response Analysis
Frequency response concepts and techniques play an important
role in control system design and analysis.
Closed-Loop Behavior
In general, a feedback control system should satisfy the following
design objectives:
1. Closed-loop stability
2. Good disturbance rejection (without excessive control action)
3. Fast set-point tracking (without excessive control action)
4. A satisfactory degree of robustness to process variations and
model uncertainty
5. Low sensitivity to measurement noise
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The block diagram of a general feedback control system is
shown in Fig. 14.1.
It contains three external input signals: set point Y
sp
, disturbance
D, and additive measurement noise, N.
(14-1)
1 1 1
m c v p
d c
sp
c c c
K G G G
G G G
Y D N Y
G G G G G G
= +
+ + +
(14-2)
1 1 1
d m m m
sp
c c c
G G G K
E D N Y
G G G G G G
= +
+ + +
(14-3)
1 1 1
d m c v m c v m c v
sp
c c c
G G G G G G G K G G
U D N Y
G G G G G G
= +
+ + +
where G G
v
G
p
G
m
.
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Figure 14.1 Block diagram with a disturbance D and
measurement noise N.
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Example 14.1
Consider the feedback system in Fig. 14.1 and the following
transfer functions:
0.5
, 1
1 2
p d v m
G G G G
s
= = = =
=
+
Evaluate closed-loop stability and characterize the output
response for a sustained disturbance.
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Solution
The characteristic equation, 1 + G
c
G = 0, becomes:
or
2.5 0 s + =
In view of the single root at s = -2.5, it appears that the closed-
loop system is stable. However, if we consider Eq. 14-1 for
N = Y
sp
= 0,
3 (1 2 ) 0.5
1 0
1 1 2
s
s s
+ =
+
( )
0.5 1
1 (1 2 )( 2.5)
d
c
s
G
Y D D
G G s s
+
= =
+ +
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This transfer function has an unstable pole at s = +0.5. Thus,
the output response to a disturbance is unstable.
Furthermore, other transfer functions in (14-1) to (14-3) also
have unstable poles.
This apparent contradiction occurs because the characteristic
equation does not include all of the information, namely, the
unstable pole-zero cancellation.
Example 14.2
Suppose that G
d
= G
p
, G
m
= K
m
and that G
c
is designed so that the
closed-loop system is stable and |GG
c
| >> 1 over the frequency
range of interest. Evaluate this control system design strategy for
set-point changes, disturbances, and measurement noise. Also
consider the behavior of the manipulated variable, U.
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Solution
Because |GG
c
| >> 1,
1
0 and 1
1 1
c
c c
G G
G G G G
~ ~
+ +
The first expression and (14-1) suggest that the output response
to disturbances will be very good because Y/D 0. Next, we
consider set-point responses. From Eq. 14-1,
1
m c v p
sp c
K G G G
Y
Y G G
=
+
Because G
m
= K
m
, G = G
v
G
p
K
m
and the above equation can be
written as,
1
c
sp c
G G Y
Y G G
=
+
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For |GG
c
| >> 1,
1
sp
Y
Y
~
Thus, ideal (instantaneous) set-point tracking would occur.
Choosing G
c
so that |GG
c
| >> 1 also has an undesirable
consequence. The output Y becomes sensitive to noise because
Y - N (see the noise term in Eq. 14-1). Thus, a design tradeoff
is required.
Bode Stability Criterion
The Bode stability criterion has two important advantages in
comparison with the Routh stability criterion of Chapter 11:
1. It provides exact results for processes with time delays, while
the Routh stability criterion provides only approximate results
due to the polynomial approximation that must be substituted
for the time delay.
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Before considering the basis for the Bode stability criterion, it is
useful to review the General Stability Criterion of Section 11.1:
A feedback control system is stable if and only if all roots of the
characteristic equation lie to the left of the imaginary axis in the
complex plane.
Before stating the Bode stability criterion, we need to introduce
two important definitions:
2. The Bode stability criterion provides a measure of the relative
stability rather than merely a yes or no answer to the question,
Is the closed-loop system stable?
1. A critical frequency is defined to be a value of for
which . This frequency is also referred to as
a phase crossover frequency.
2. A gain crossover frequency is defined to be a value of
for which .
c
( )
180
OL
=
g
( )
1
OL
AR =
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For many control problems, there is only a single and a
single . But multiple values can occur, as shown in Fig. 14.3
for .
c
Figure 14.3 Bode plot exhibiting multiple critical frequencies.
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Bode Stability Criterion. Consider an open-loop transfer function
G
OL
=G
c
G
v
G
p
G
m
that is strictly proper (more poles than zeros) and
has no poles located on or to the right of the imaginary axis, with
the possible exception of a single pole at the origin. Assume that
the open-loop frequency response has only a single critical
frequency and a single gain crossover frequency . Then the
closed-loop system is stable if AR
OL
( ) < 1. Otherwise it is
unstable.
c
g
c
Some of the important properties of the Bode stability criterion
are:
1. It provides a necessary and sufficient condition for closed-
loop stability based on the properties of the open-loop transfer
function.
2. Unlike the Routh stability criterion of Chapter 11, the Bode
stability criterion is applicable to systems that contain time
delays.
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In order to gain physical insight into why a sustained oscillation
occurs at the stability limit, consider the analogy of an adult
pushing a child on a swing.
The child swings in the same arc as long as the adult pushes at
the right time, and with the right amount of force.
Thus the desired sustained oscillation places requirements on
both timing (that is, phase) and applied force (that is,
amplitude).
3. The Bode stability criterion is very useful for a wide range of
process control problems. However, for any G
OL
(s) that does
not satisfy the required conditions, the Nyquist stability
criterion of Section 14.3 can be applied.
4. For systems with multiple or , the Bode stability
criterion has been modified by Hahn et al. (2001) to provide a
sufficient condition for stability.
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By contrast, if either the force or the timing is not correct, the
desired swinging motion ceases, as the child will quickly
exclaim.
A similar requirement occurs when a person bounces a ball.
To further illustrate why feedback control can produce
sustained oscillations, consider the following thought
experiment for the feedback control system in Figure 14.4.
Assume that the open-loop system is stable and that no
disturbances occur (D = 0).
Suppose that the set point is varied sinusoidally at the critical
frequency, y
sp
(t) = A sin(
c
t), for a long period of time.
Assume that during this period the measured output, y
m
, is
disconnected so that the feedback loop is broken before the
comparator.
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Figure 14.4 Sustained oscillation in a feedback control system.
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After the initial transient dies out, y
m
will oscillate at the
excitation frequency
c
because the response of a linear system
to a sinusoidal input is a sinusoidal output at the same frequency
(see Section 13.2).
Suppose that two events occur simultaneously: (i) the set point
is set to zero and, (ii) y
m
is reconnected. If the feedback control
system is marginally stable, the controlled variable y will then
exhibit a sustained sinusoidal oscillation with amplitude A and
frequency
c
.
To analyze why this special type of oscillation occurs only when
=
c
, note that the sinusoidal signal E in Fig. 14.4 passes
through transfer functions G
c
, G
v
, G
p
, and G
m
before returning to
the comparator.
In order to have a sustained oscillation after the feedback loop is
reconnected, signal Y
m
must have the same amplitude as E and a
-180 phase shift relative to E.
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Note that the comparator also provides a -180 phase shift due
to its negative sign.
Consequently, after Y
m
passes through the comparator, it is in
phase with E and has the same amplitude, A.
Thus, the closed-loop system oscillates indefinitely after the
feedback loop is closed because the conditions in Eqs. 14-7
and 14-8 are satisfied.
But what happens if K
c
is increased by a small amount?
Then, AR
OL
(
c
) is greater than one and the closed-loop system
becomes unstable.
In contrast, if K
c
is reduced by a small amount, the oscillation
is damped and eventually dies out.
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Example 14.3
A process has the third-order transfer function (time constant in
minutes),
3
2
( )
(0.5 1)
p
s
G
s
=
+
Also, G
v
= 0.1 and G
m
= 10. For a proportional controller, evaluate
the stability of the closed-loop control system using the Bode
stability criterion and three values of K
c
: 1, 4, and 20.
Solution
For this example,
3 3
2
2
( )(0.1) (10)
(0.5 1) (0.5 1)
c
c OL c v p m
K
G G G G G K
s s
= = =
+ +
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Figure 14.5 shows a Bode plot of G
OL
for three values of K
c
.
Note that all three cases have the same phase angle plot because
the phase lag of a proportional controller is zero for K
c
> 0.
Next, we consider the amplitude ratio AR
OL
for each value of K
c
.
Based on Fig. 14.5, we make the following classifications:
K
c
Classification
1 0.25 Stable
4 1 Marginally stable
20 5 Unstable
( )
for
OL c
AR =
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Figure 14.5 Bode plots for G
OL
= 2K
c
/(0.5s+1)
3
.
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In Section 12.5.1 the concept of the ultimate gain was introduced.
For proportional-only control, the ultimate gain K
cu
was defined to
be the largest value of K
c
that results in a stable closed-loop
system. The value of K
cu
can be determined graphically from a
Bode plot for transfer function G = G
v
G
p
G
m
. For proportional-
only control, G
OL
= K
c
G. Because a proportional controller has
zero phase lag if K
c
> 0,
c
is determined solely by G. Also,
AR
OL
()=K
c
AR
G
() (14-9)
where AR
G
denotes the amplitude ratio of G. At the stability limit,
=
c
, AR
OL
(
c
) = 1 and K
c
= K
cu
. Substituting these expressions
into (14-9) and solving for K
cu
gives an important result:
1
(14-10)
( )
cu
G c
K
AR
=
The stability limit for K
c
can also be calculated for PI and PID
controllers, as demonstrated by Example 14.4.
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Nyquist Stability Criterion
The Nyquist stability criterion is similar to the Bode criterion
in that it determines closed-loop stability from the open-loop
frequency response characteristics.
The Nyquist stability criterion is based on two concepts from
complex variable theory, contour mapping and the Principle
of the Argument.
Nyquist Stability Criterion. Consider an open-loop transfer
function G
OL
(s) that is proper and has no unstable pole-zero
cancellations. Let N be the number of times that the Nyquist plot
for G
OL
(s) encircles the -1 point in the clockwise direction. Also
let P denote the number of poles of G
OL
(s) that lie to the right of
the imaginary axis. Then, Z = N + P where Z is the number of
roots of the characteristic equation that lie to the right of the
imaginary axis (that is, its number of zeros). The closed-loop
system is stable if and only if Z = 0.
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Some important properties of the Nyquist stability criterion are:
1. It provides a necessary and sufficient condition for closed-
loop stability based on the open-loop transfer function.
2. The reason the -1 point is so important can be deduced from
the characteristic equation, 1 + G
OL
(s) = 0. This equation can
also be written as G
OL
(s) = -1, which implies that AR
OL
= 1
and , as noted earlier. The -1 point is referred to
as the critical point.
3. Most process control problems are open-loop stable. For
these situations, P = 0 and thus Z = N. Consequently, the
closed-loop system is unstable if the Nyquist plot for G
OL
(s)
encircles the -1 point, one or more times.
4. A negative value of N indicates that the -1 point is encircled
in the opposite direction (counter-clockwise). This situation
implies that each countercurrent encirclement can stabilize
one unstable pole of the open-loop system.
180
OL
=
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5. Unlike the Bode stability criterion, the Nyquist stability
criterion is applicable to open-loop unstable processes.
6. Unlike the Bode stability criterion, the Nyquist stability
criterion can be applied when multiple values of or
occur (cf. Fig. 14.3).
c
g
Example 14.6
Evaluate the stability of the closed-loop system in Fig. 14.1 for:
4
( )
5 1
s
p
e
s
G
s
=
+
(the time constants and delay have units of minutes)
G
v
= 2, G
m
= 0.25, G
c
= K
c
Obtain
c
and K
cu
from a Bode plot. Let K
c
=1.5K
cu
and draw
the Nyquist plot for the resulting open-loop system.
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Solution
The Bode plot for G
OL
and K
c
= 1 is shown in Figure 14.7. For
c
= 1.69 rad/min, |
OL
= -180 and AR
OL
= 0.235. For K
c
= 1,
AR
OL
= AR
G
and K
cu
can be calculated from Eq. 14-10. Thus,
K
cu
= 1/0.235 = 4.25. Setting K
c
= 1.5K
cu
gives K
c
= 6.38.
Figure 14.7
Bode plot for
Example 14.6,
K
c
= 1.
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Figure 14.8 Nyquist
plot for Example 14.6,
K
c
= 1.5K
cu
= 6.38.
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Gain and Phase Margins
Let AR
c
be the value of the open-loop amplitude ratio at the
critical frequency . Gain margin GM is defined as:
c
1
(14-11)
c
GM
AR
Phase margin PM is defined as
The phase margin also provides a measure of relative stability.
In particular, it indicates how much additional time delay can be
included in the feedback loop before instability will occur.
Denote the additional time delay as .
For a time delay of , the phase angle is .
180 (14-12)
g
PM +
max
A
max
A
max
A
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Figure 14.9 Gain
and phase margins
in Bode plot.
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max c
180
= (14-13) PM
t
| |
A
|
|
\ .
or
max
c
PM
= (14-14)
180
t
| |
| |
A
| |
\ .
\ .
where the factor converts PM from degrees to radians.
( )
/180 t
The specification of phase and gain margins requires a
compromise between performance and robustness.
In general, large values of GM and PM correspond to sluggish
closed-loop responses, while smaller values result in less
sluggish, more oscillatory responses.
Guideline. In general, a well-tuned controller should have a gain
margin between 1.7 and 4.0 and a phase margin between 30 and
45.
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Figure 14.10 Gain and phase margins on a Nyquist plot.
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Recognize that these ranges are approximate and that it may not
be possible to choose PI or PID controller settings that result in
specified GM and PM values.
Example 14.7
For the FOPTD model of Example 14.6, calculate the PID
controller settings for the two tuning relations in Table 12.6:
1. Ziegler-Nichols
2. Tyreus-Luyben
Assume that the two PID controllers are implemented in the
parallel form with a derivative filter ( = 0.1). Plot the open-loop
Bode diagram and determine the gain and phase margins for each
controller.
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Figure 14.11
Comparison of G
OL
Bode plots for
Example 14.7.
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For the Tyreus-Luyben settings, determine the maximum
increase in the time delay that can occur while still
maintaining closed-loop stability.
Solution
From Example 14.6, the ultimate gain is K
cu
= 4.25 and the
ultimate period is P
u
= . Therefore, the PID
controllers have the following settings:
max
A
2 /1.69 3.72 min t =
Controller
Settings
K
c
(min)
(min)
Ziegler-
Nichols
2.55 1.86 0.46
Tyreus-
Luyben
1.91 8.27 0.59
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The open-loop transfer function is:
2
5 1
s
e
G G G G G G
OL c v p m c
s
= =
+
Figure 14.11 shows the frequency response of G
OL
for the two
controllers. The gain and phase margins can be determined by
inspection of the Bode diagram or by using the MATLAB
command, margin.
Controller GM PM e
c
(rad/min)
Ziegler-
Nichols
1.6 40 1.02
Tyreus-Luyben 1.8 76 0.79
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The Tyreus-Luyben controller settings are more conservative
owing to the larger gain and phase margins. The value of
is calculated from Eq. (14-14) and the information in the above
table:
Thus, time delay can increase by as much as 70% and still
maintain closed-loop stability.
max
A
max
(76) ( rad)
= =1.7min
(0.79 rad/min)(180)
A
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Figure 14.12 Nyquist plot where the gain and phase margins are
misleading.
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Closed-Loop Frequency Response and
Sensitivity Functions
Sensitivity Functions
The following analysis is based on the block diagram in Fig.
14.1. We define G as and assume that G
m
=K
m
and
G
d
= 1. Two important concepts are now defined:
v p m
G G G G
1
sensitivity function (14-15a)
1
complementary sensitivity function (14-15b)
1
c
c
c
S
G G
G G
T
G G
+
+
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Comparing Fig. 14.1 and Eq. 14-15 indicates that S is the
closed-loop transfer function for disturbances (Y/D), while T is
the closed-loop transfer function for set-point changes (Y/Y
sp
). It
is easy to show that:
1 (14-16) S T + =
As will be shown in Section 14.6, S and T provide measures of
how sensitive the closed-loop system is to changes in the
process.
Let |S(j )| and |T(j )| denote the amplitude ratios of S and T,
respectively.
The maximum values of the amplitude ratios provide useful
measures of robustness.
They also serve as control system design criteria, as discussed
below.
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Define M
S
to be the maximum value of |S(j )| for all
frequencies:
max | ( ) | (14-17)
S
M S j
The second robustness measure is M
T
, the maximum value of
|T(j )|:
max | ( ) | (14-18)
T
M T j
M
T
is also referred to as the resonant peak. Typical amplitude
ratio plots for S and T are shown in Fig. 14.13.
It is easy to prove that M
S
and M
T
are related to the gain and
phase margins of Section 14.4 (Morari and Zafiriou, 1989):
1
1
GM , PM 2sin (14-19)
1 2
S
S S
M
M M
| |
> >
|
\ .
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Figure 14.13 Typical S and T magnitude plots. (Modified from
Maciejowski (1998)).
Guideline. For a satisfactory control system, M
T
should be in the
range 1.0 1.5 and M
S
should be in the range of 1.2 2.0.
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It is easy to prove that M
S
and M
T
are related to the gain and
phase margins of Section 14.4 (Morari and Zafiriou, 1989):
1
1
GM , PM 2sin (14-19)
1 2
S
S S
M
M M
| |
> >
|
\ .
1
1 1
GM 1 , PM 2sin (14-20)
2
T T
M M
| |
> + >
|
\ .
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Bandwidth
In this section we introduce an important concept, the
bandwidth. A typical amplitude ratio plot for T and the
corresponding set-point response are shown in Fig. 14.14.
The definition, the bandwidth
BW
is defined as the frequency at
which |T(j)| = 0.707.
The bandwidth indicates the frequency range for which
satisfactory set-point tracking occurs. In particular,
BW
is the
maximum frequency for a sinusoidal set point to be attenuated
by no more than a factor of 0.707.
The bandwidth is also related to speed of response.
In general, the bandwidth is (approximately) inversely
proportional to the closed-loop settling time.
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Figure 14.14 Typical closed-loop amplitude ratio |T(j)| and
set-point response.
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Closed-loop Performance Criteria
Ideally, a feedback controller should satisfy the following
criteria.
1. In order to eliminate offset, |T(j)| 1 as 0.
2. |T(j)| should be maintained at unity up to as high as
frequency as possible. This condition ensures a rapid
approach to the new steady state during a set-point change.
3. As indicated in the Guideline, M
T
should be selected so that
1.0 < M
T
< 1.5.
4. The bandwidth
BW
and the frequency
T
at which M
T
occurs, should be as large as possible. Large values result in
the fast closed-loop responses.
Nichols Chart
The closed-loop frequency response can be calculated analytically
from the open-loop frequency response.
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Figure 14.15 A Nichols chart. [The closed-loop amplitude ratio
AR
CL
( ) and phase angle are shown in families
of curves.]
( )
CL
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Example 14.8
Consider a fourth-order process with a wide range of time
constants that have units of minutes (strm et al., 1998):
1
(14-22)
( 1)(0.2 1)(0.04 1)(0.008 1)
v p m
G G G G
s s s s
= =
+ + + +
Calculate PID controller settings based on following tuning
relations in Chapter 12
a. Ziegler-Nichols tuning (Table 12.6)
b. Tyreus-Luyben tuning (Table 12.6)
c. IMC Tuning with (Table 12.1)
d. Simplified IMC (SIMC) tuning (Table 12.5) and a second-
order plus time-delay model derived using Skogestads model
approximation method (Section 6.3).
0.25 min
c
=
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Determine sensitivity peaks M
S
and M
T
for each controller.
Compare the closed-loop responses to step changes in the set-
point and the disturbance using the parallel form of the PID
controller without a derivative filter:
( ) 1
1 (14-23)
( )
c D
I
P s
K s
E s s
( '
= + +
(
Assume that G
d
(s) = G(s).
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Controller K
c
M
S
M
T
Ziegler-
Nichols
18.1 0.28 0.070 2.38 2.41
Tyreus-
Luyben
13.6 1.25 0.089 1.45 1.23
IMC 4.3 1.20 0.167 1.12 1.00
Simplified
IMC
21.8 1.22 0.180 1.58 1.16
(min)
I
(min)
D
Controller Settings for Example 14.8
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Figure 14.16 Closed-loop responses for Example 14.8. (A set-
point change occurs at t = 0 and a step disturbance at t = 4 min.)
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Robustness Analysis
In order for a control system to function properly, it should
not be unduly sensitive to small changes in the process or to
inaccuracies in the process model, if a model is used to design
the control system.
A control system that satisfies this requirement is said to be
robust or insensitive.
It is very important to consider robustness as well as
performance in control system design.
First, we explain why the S and T transfer functions in
Eq. 14-15 are referred to as sensitivity functions.
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Sensitivity Analysis
In general, the term sensitivity refers to the effect that a
change in one transfer function (or variable) has on another
transfer function (or variable).
Suppose that G changes from a nominal value G
p0
to an
arbitrary new value, G
p0
+ dG.
This differential change dG causes T to change from its
nominal value T
0
to a new value, T
0
+ dT.
Thus, we are interested in the ratio of these changes, dT/dG,
and also the ratio of the relative changes:
/
sensitivity (14-25)
/
dT T
dG G
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We can write the relative sensitivity in an equivalent form:
/
(14-26)
/
dT T dT G
dG G dG T
| |
=
|
\ .
The derivative in (14-26) can be evaluated after substituting the
definition of T in (14-15b):
2
(14-27) *
c
dT
G S
dG
=
Substitute (14-27) into (14-26). Then substituting the definition of
S in (14-15a) and rearranging gives the desired result:
/ 1
(14-28)
/ 1
c
dT T
S
dG G G G
= =
+
( )
( ) ( )
1
2
2 2
*Agregado por CMH:
1 1
1
1 1
1 1
c
dT d GcG d GcG GcG GcG
Gc G GcG Gc Gc G S
dG dG GcG dG GcG
GcG GcG
( (
+ | |
(
( ( = = + = = =
|
+ +
\ . ( ( + +
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Equation 14-28 indicates that the relative sensitivity is equal to
S.
For this reason, S is referred to as the sensitivity function.
In view of the important relationship in (14-16), T is called the
complementary sensitivity function.
Effect of Feedback Control on Relative Sensitivity
Next, we show that feedback reduces sensitivity by comparing
the relative sensitivities for open-loop control and closed-loop
control.
By definition, open-loop control occurs when the feedback
control loop in Fig. 14.1 is disconnected from the comparator.
For this condition:
(14-29)
OL c
sp
OL
Y
T G G
Y
| |
=
|
|
\ .
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Substituting T
OL
for T in Eq. 14-25 and noting that dT
OL
/dG = G
c
gives:
Thus, the relative sensitivity is unity for open-loop control and
is equal to S for closed-loop control, as indicated by (14-28).
Equation 14-15a indicates that |S| <1 if |G
c
G
p
| > 1, which
usually occurs over the frequency range of interest.
Thus, we have identified one of the most important properties
of feedback control:
Feedback control makes process performance less sensitive to
changes in the process.
/
1 (14-30)
/
OL OL OL
c
OL c
dT T dT G G
G
dG G dG T G G
| |
= = =
|
\ .