Copyright @ IFAC Control Applications of Optimization,

SI. Petersburg, Russia, 2000

SOME OPTIMISATION PROBLEMS

IN MARINE AUTOPILOT DESIGN

Victor M. Korchanov', Evgeny I. Veremey"

• "Avrora" Corporation (Science & Production), St.-Petersburg, Russia,

e-mail: aurora@peterlink.ru
--Faculty ofApplied Mathematics and Control Processes,
St. Petersburg State University, J98904, St. Petersburg, Russia,
e-mail: veremei@vrm.apmath.spbu.ru

Abstract: This paper is devoted to the problem of analytical design of control lows for
marine autopilots. The complexity of this problem is determined by presence of an ex-
tensive population of the dynamic requirements and restrictions, which essentially ham-
pers use of classical methods of synthesis. The approach is offered which allows to re-
ceive the equations of the autopilot with the help of sequential solution of three optimi-
zation problems. Copyrighte 2000 IFAC

Keywords: marine systems, systems design, linear equations, ship control, functional,
optimization, controller.

1. INTRODUCTION linear synthesis gain the special urgency. The authors

Modem marine autopilots should provide auto-
matic heading control and ship position keeping, pre-
cise mooring, low speed movement and other special
operations under all sea conditions. In this connection
there is a necessity to develop the analytical and
computational methods of autopilots design. One of
the most suitable approaches to this multiple objec-
tive problem is to use the opportunities of the modem
optimization theory.
It is possible to apply the various approaches of op-
timization in the sense of norms H 2 and H 00' in
particular - methods of mean square synthesis (Pet-
rov, 1973; Lukomskij and Korchanov, 1996). Nev-
ertheless, mentioned situation is one of the most sig-
nificant examples when the classical statements of the
synthesis problem are not sufficient for adequate re-
flection of real practice of sheep's motion.
In this connection the non-classical problems of the
in a paper (Veremey and Korchanov, 1988) firstly
noted it and proposed new methods of multiple ob-
jective synthesis. Some of them use the basic posi-
tions of mean square optimization explained in a pa-
per (Veremey, 1985).
In given work the special approach, based on the de-
coupling of initial problem into three sequential op-
timization problems, is offered. It allows to realize
analytical synthesis of control laws for autopilots
taking into account all the population of the dynami-
cal requirements and restrictions.
2. PROBLEM STATEMENT
Let the linear equations of the ships motion in hori-
zontal plane are presented as follows
i = Ax + ba +CV/(t),
(I)
6=u,

177
where x E E 3 - state space vector, tS - scalar angular
deflection of the rudder surface, u - scalar control
signal, '1/ =(F M)' - external disturbance action
(F - force, M - moment), A,b,C - constant matri-
ces. The state vector consists of the basic rigid body
dynamics variables x = (13 Wy <p) T: 13 -
drift, Wy - yaw rate, <p - angle of yaw. The vari-
ables to be measured are <p = x3 and tS .
The basic problem of the autopilot design consists in
a construction of the stabilizing control law of an
aspect
The second optimization problem consists of minimi-
zation the functional J 2(h) = max x3(t,h) for the
le[O,OO)
closed-loop system (1), (3) under conditions
= =
'I/(t) 'l/o 1(t) and F(p) ~ = const . The value ~
should ensure the astatism on component x3 . Thus
angle of admissible set for vector h is posed by the given
regions for eigenvalues similarly (4).
And finally, the third problem is to fmd the optimal
transfer function <1>(s) of the filter to minimize H 2
or H 00 norm of the weighted transfer matrix
Wya) (s) or transfer matrix W!I'''(s) of the closed-

u = W(p)(<p ; tS)' ,
satisfying the population of all requirements and re-
strictions for the closed-loop system (1), (2).
It is necessary to notice that the posed problem is
very difficult for the solving on formal level. In this
connection it is possible to offer various methods of
its decoupling and also to specify the analytical and
numerical approaches to a solution of appropriate
particular problems.
Consider one of the possible variants of the basic
problem decomposition, reducing it to a series of
optimization problems.
Let controller (2) is represented in the form
where asymptotic observer with state vector z is
used. The structure (3) includes three unknown units:
row vector k = (k z ; k o ) of the base controller, col-
umn vector h of the observer and transfer function
<1>(s) of the additional filter. It is possible to show
that for searching of the units mentioned above, it is
necessary sequentially to solve the following three
optimization problems.
The first of them is the following:
(2) loop system. The first matrix should be considered
under high speed of ship and the second - under low
speed. In this case external disturbance 'I/(t) is posed
by the sea wave. It is possible to enter some addi-
tional requirements for this optimization problem.
3. PRELIMINARIES
Let consider some simple auxiliary statements, which
are directly used below for solving the optimization
problems mentioned above.
Theorem 1. For any vector yE End stability degree
ofpolynomial ~. (s,y), which is built in accordance
with the formulas given below, is greater or equal
then given value a > 0, and otherwise, if stability
degree of some polynomial ~(s) is greater or equal
then a > 0 , there exist real vector Y E End such. that
identity ~(s)=~·(s,y) isfulfilledwhere
d
~ .(s,y) = n(s 2 +aj(Y,a)s+aj
I 0 ),
(y,a) (6)
i=1
if nd is even;
~. (s,y) =~. (s,y)(s + ad+l(y,a»),
-.
~ (s,y) = nd ( 2

i=1
I 0)
s + ai (y,a)s + a, (y,a) ,
(7)

J1(k) ~ inf , (4)

keOo
if nd is odd, d = [nd 12],
where J 1 (k) is the overshoot for the plant (1) with
'I/(t) =0 and control signal a iI ( y,a ) =Yil2 + 2a,aio( y,a ) = y;22 + Yila
2 +a 2,
(8)
i = I,d,

a d +1(y,a) = yJo + a,
x; = const . The set no is posed by the restriction of
settling time and by the requirement to place the ei-
genvalues of the closed-loop system matrix in the Proof. The proof of both direct and reverse state-
given regions of the left half-plane. ments under even nd follows from elementary prop-

178
erties of square trinomials in fonnulas (6) - (9). J(k) of r variables:
Really, for any pair of real numbers Y;I 'Y;2 the roots
J o = min J(k) . (12)
if ith trinomial ~~(s) in (6) are presented by the ex- ken.
pression
Here Ok is an admissible set, which is determined by
the requirement of the polynomial ~(s,k) stability
with given stability degree a.
It follows from this fonnula, that the stability degree
of trinomial is defmed by equality Set any vector yE Er and with accordance of the
formulas (6) - (9) obtain polynomial ~. (s,y) with
ds[~'(s)]= -maxRepi =
1 j =IJ J given value of a . It allows to defme the special vec-
2 4 tor function k = k' (y) and to formulate the follow-
fu+ a if Y;I _y2 ~O·
_ 2 ' 4 ,2 , ing statement:

fu+a_~YiI
- 2 4 4
{ _y2 if llL_y 2 >0
2 4'2 ' 4 12 , Theorem 2. Optimization problem (12) with compli-
cated admissible set Ok is eqUivalent to the uncon-
ditional extremum problem
i.e. ds[~~(s)]~ a and direct statement is proved.

J~ = min J(k' (y)) (13)

To prove inverse statement, consider certain square
2
trinomial ~ k (s) = S + /31 s + /30 ' For its roots were
placed in the half plane Res ~ -a it is necessary and
sufficient that inequalities
/31 ~ 2a, /30 - a/31 + a 2 ~ 0,
should be fulfilled . It is easy to get this condition
from the requirement of polynomial
Ak(P)=~k(S)ls=p_a stability. In accordance with
inverse statement let the inequalities (10) be fulfilled.
It is possible to fmd Y;I and Yil to fulfill the identity
~~(s) == ~k(S) . From this identity obtain
reE'
in the sense that J 0 = J~ .
Proof. The proof of this theorem directly follows
from the posed one-to-one correspondence between
(10) vectors k and the roots of characteristic polynomial
~(s, k) . As a corollary, on the base of theorem lone
has one-to-one correspondence between vectors
k E Ok and vectors Y E Er . By other words, if vec-
tor ko is a solution of the problem (12) and vector
Yo is a solution of the problem (13), then
ko = k' (y0) , whence follows equality J 0 = J~ .

YH22/3
+ a= I, Yil2+YHa+a
2 2 a
=po , 4. METHODS OF OPTIMIZATION

whence follows First of a\1 give attention to a problem (4). Consider

contro\1ed plant (1) closed by the contro\1er

According to (10), radicands in (11) are non-negative

under conditions V/(t) == 0 , x(O) = 0, 0(0) = O. De-
i.e. YH and Yil are real.
note correspondent motion of the closed-loop system
as xx(t), ox(t). The fo\1owing statement is true:
The proof for odd nd is the similar and the theorem
is fully proved.
Theorem 3. Let the transfer matrix <I>(s) of a filter
Set any functional J = J(k) on the motions of the and matrix A - (0 ; 0 ; h) of the observer are stable.
Then the motion of controlled plant (1). closed by the
closed-loop system, where k E Er is the vector of
controller (under mentioned conditions)
turned parameters. Let there is one-to-one correspon-
dence between vectors k and the roots of character-
istic polynomial ~(s,k) (deg~ = r) of the closed-
z= Az + bo + h(x3 - z3)' z(O) =0,

loop system. Consider the following optimization u = kzz - k Z3X; + koo + <I>(P)(x3 - z3),
problem taking into account that with other equal
conditions this functional transfonns to the function is the same as the motion x x(t), oAt) .

179
The proof of this theorem directly follows from the
well-known properties of the asymptotic observers.
The theorem 3 allows to solve a problem (4) irre-
spective of a choice of h and <1>(p) . Let admissible
set no here is those that the roots of a characteristic
polynomial for system (I), (5) are located in area
shown on a fig. 1.
a
Fig. 1. Admissible area ne on the complex plane.
It is possible to offer the following method of an ap-
proximate solution of a problem (4). Consider the
functional J II = J II (k) = mlJI (k) + m2T(k) , where
T(k) is the settling time, ml,2 ~ 0 - weight multipli-
ers (ml + m2 = 1), and pose optimization problem
It is obvious, that at defmed values ml and m2 the
solution of a problem (15) will be an approximate
solution of a problem (4). In turn, the problem (15)
can be transformed with the help of theorem 2 to a
much simpler problem of unconditional extremum of
the form
(16)
Note that the formulas (6) - (9) were indicated under
condition /l = 90· . To use them for any /l it is nec-
essary to replace expression (8) on the following:
aJ(r,a)=ri1 +2a+pcos/l, p=2Iri21,
a? (r,a) = r;2 + rAa + a 2 + apcos /l,
To solve a problem (16), it is possible to apply any
numerical methods. In particular it is quite suitable to
use NCD blockset from MATLAB package.
Secondly, consider optimization problem
J 2 (b) = max x3(t,b) ~ min
le[O,"") hen.
to fmd unknown vector h of the observer. Here ad-
missible set n h C E3 is defmed similarly no by a
condition of the arrangement of eigenvalues of the
matrix A -(0 i 0 i h) in area ne (fig. 1). Func-
tional J 2 (b) is given on the motion of controlled
plant (1) with external disturbance ",(t) = "'01(/),
closed by the controller
z= Az + bb' + b(x3 - z3), (18)
u = pZ + kz3x3'
ne Note that in accordance with (1), if closed-loop sys-
tem (I), (18) is stable, this system is non-static in
relation to yaw angle x3' To ensure stability and the
same motion as x .. (I) , b'..(t) for closed system with
the command signal x;, consider the first equation of
the system (1) (",(I) == 0). It is possible to show that
R this one can be written as i = Ai, where A is non-
singular matrix, i = (XI x2 15)'. Hence follows
i = A-li and controller (4) or (14) accepts an aspect
u= .ui + k z3 (x3 - x;), where
Just a row vector p, indicated in (19), is used in
equation of the controller (18).
The next step consists of transformation (17) to an
equivalent optimization problem of the form
(15)
(20)
similarly the problem (17). The optimal vector h in
(20) can be found, using the mentioned numerical
methods.
And fmally, consider the problem of the optimal filter
design. Thus it is necessary to distinguish two possi-
ble situations: motion of the sheep with low and with
a high speed.
In the first case the effectiveness of rudders is insuffi-
cient in a comparison with sea disturbance. It makes
impossible essential raise of an accuracy of the stabi-
lization. In this case purpose of a filtration is the sup-
pression of rudders deviations caused by sea distur-
bance. Transfer function <1>o(s) of the filter should
satisfy the following condition
where nC%> is the set of stable strictly proper rational
(17) functions, S.,.(s) is determined by sea disturbance.
In the second case the effectiveness of rudders is suf-
ficient for the essential raise of an accuracy of the
stabilization. Transfer function <1>o(s) of the optimal
filter should minimize tracking error of the closed-
loop system with the transfer matrix WyaJ (s,<1».
180
 5. NUMERICAL EXAMPLE The next problem which should be considered, is the
construction of asymptotic observer of an aspect
Let a linear model of the ship motion is represented
by the following equations ZI = a l1 z 1 + a l2z 2 + 1>..0 + hI (x3 - z3),
XI = allxl + a\2x2 +1>..0 + cIF(t), Z2 =a21 z 1 +a22 z 2 +b20+h2(x3 -Z3), (23)
X2 = a21 x I + a22 x 2 + ~O + c2M(t), Z3 = Z2 +h3(x3 -z3)·
(22)
It is the second optimization problem, which has been
O=U mentioned above. For a solution of this problem fIrSt
with given numerical values of the coefficients of all present stabilizing control as follows :
(speed is 4 knots): a l1 = -0.0193, a\2 = 0.560, . . .
U = Plzl + P2z2 + P3z3 + v.t3, (24)
a21 = 0.00268 , an
= -0.1850 , I>.. = -0.00501 ,
b2 = -0.00108, Cl = 1.58 . 10- 3 , c2 = 7.80 · 10-6 . where coefficients Pi and v can be calculated under
the formulas (19) for the values of parameters k zi
Firstly consider optimization problem (4) under con-
dition of x; = 10° with admissible set no, which is and ko mentioned above. After evaluations obtain
PI = 3.91 , P2 = 74.3, P3 = 25.5, v = 0.797 .
defmed by area ne (fig. 1) with parameters
a = 0.038 , fJ = 50° . Applying a method of a solu- With the help of appropriate method from section 4,
tion of this problem, proposed in section 4, obtain the execute optimization of transient process for the
following coefficients of the base control law (5): closed-loop system (22), (23), (24) with constant
k zl = 0.124 , kZ2 = 13.96 , kZ3 = 0.797 , disturbance F = -49.5, M =-2482. As a result of
optimization obtain the following parameters of the
ko = -0.0883 . The base laws of control (5) for other
observer (23): hI = 0.226 , h2 = 0.0131,
values of speed in a range 4-24 knots can be similarly
found. Obtained dependencies kzi (V) can be ap- h3 =0.0863. Appropriate transient process is pre-
proximated by the simple piecewise linear functions, sented in fig. 3.
which are easy for realizing onboard.
Bin! dWind

Figure 2 represents the appropriate dynamic proc-

esses of a turn on 10 degrees at the yaw for the opti-
mal closed system in an indicated range of speeds. In
addition to the equations (22) here nonlinearities of
saturation type are taken into account. Saturation
functions are used both in relation to deviations of
rudders (with restriction 30°) and in relation to rud-
ders rate (with restriction 3° / s ).
TIm on 10 deg"ees

·25 ~ -·---+·--·---' --\-+-·---·-+·---" -+-----·"'----i·····---··---------_..--j

~~~ __ ~ __ L-~ __ ~ __ ~~ __ ~ __ L-~

o ro 20 30 40 50 60 ro ~ ~ 100
lime(s)

Fig. 3. Transient process under constant disturbances

for optimized controller (23), (24).
4

Finally, synthesize optimal transfer function of the

filter in the form

10 20 30 40 50 60 ~
lime(s)

Fig. 2. Transient processes on yaw angle for optimal

closed loop system under different ship's speed in in accordance with (21 for the wave disturbance with
a range 4 - 24 knots. average frequency of COo = 0.455 . Note that this ap-

ISI
proach is quite suitable for the situation being consid-
ered because of the ship's speed is low. As a result
obtain the following values of parameters of a filter:
m2 =-4.01 , m\ =-1.904, n2 =1.28 , n\ =0.545 ,
no = 0.0775 . At last, it is possible to present the
equations of a filter in a nonnal fonn
Y\ =Y2 +a\(x3 -z3),
Y2 =Y3'
Y3=-noY\ -n\Y2 -n2Y3 +a3(x3 -z3),
where a\ = 24.56 , a 3 = -4.01 .
Finally mathematical model of the synthesized con-
troller is represented by the equations (23) and (24),
if the filter is switched off, and by the equations (23),
(25) and the following
. . . controller.
u = #\z\ + #2z 2 + #3z3 + \X3 + Y3'
if the filter is switched on.
In fig. 4 dynamical process for the system, closed by
controller (23), (25), (26), under sea wave is shown.
Mark that additional output signal Y3 of the filter is
switched on only from 900 s. It allows to illustrate
efficiency of the optimized filter. For comparison,
fig. 5 represents the similar process for the system,
closed by PID-controller of the fonn
The values of its parameters were chosen as optimal
for the transient process under command signal
x; =10· .
OPT<OntroI\er lI1der Sea Waling
.10L-_---'_ _---'-_....:--'-_ _....i...._ _.i...-_---..I
600 700 800 900 1000 1100 1200
Time(s)
Fig. 4. Dynamical process under sea wave for opti-
mized controller (23), (25), (26).
PIO<:ontroller lI1der Sea Waling
(25)
Time(s)
Fig. 5. Dynamical process under sea wave for PID-
(26)
6. CONCLUSION
In this paper the problem of analytical design of con-
trol lows for marine autopilots is considered. The
complexity of this problem is detennined by presence
of an extensive population of the dynamic require-
ments and restrictions, which essentially hampers use
of classical methods of synthesis.
It is marked that the posed problem is very difficult
for the solving on fonnal level. In this connection one
variant of its decoupling into three particular optimi-
zation problems is proposed. The methods of a solu-
tion of these optimization problems in mUltiple ob-
jective statement are indicated. The numerical exam-
ple is considered which illustrates effectiveness of the
proposed approach.
REFERENCES
Lukomskij, Yu.A. and V.M. Korchanov (1996). Con-
tro/ of marine moving objects. Elmor, St. Pe-
tersburg (in Russian).
Petrov, Yu.P. (1973). Optimization of Controlled
System under Action of Wing and Sea Wave.
Sudostroenie, Leningrad (in Russian).
Veremey, E.L (1985). Frequency Method of Optimal
Controllers Synthesis for Linear Systems with
Scalar Perturbations: part I and part n. /zvestija
Vuzov SSSR, E/ectromekhanika, 10, 52-57, 12,
33-39 (in Russian).
Veremey, E.L and V.M. Korchanov (1988). Multiple
objective stabilization of one class of dynamical
system. Avtomatica i te/emekhanika, 9, 126-137
(in Russian).
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