Accommodation of External Disturbances in Linear
Regulator and Servomechanism Problems
c. D. JOHNSON, MEMBER, IEEE
Abstract-Modern linear regulator and servomechanism theories
(of the deterministic type) either ignore system disturbances alto-
gether or assume they can be represented by initial conditions on the
plant state vector. Controllers designed by such theories may fail to
meet performance specscations when the system is subjected to
persistently acting disturbances.In this paper, we show how one can
modify existing regulator and servomechanism theories to take into
account the presenceof persistent fluctuating disturbances. By this
means one can design a deterministic controller which consistently
maintains set-point regulation, or servotracking, in the face of a broad
class of realistic external disturbances.In addition, weshow how one
can systematically exploit any useful effects that may be present in
the action of external disturbances.
I. INTRODUCTION
I T is probably true that. most realistic control syst,ems
operat,e in environments where unknown ext,ernal dis-
turbances of one kind or a.nother are present.I n some cases
the dist,urbances canbe considered as equivalent to “initial
conditions” on the plant state vect,or, thereby permitt,ing
one to employ conventional linear-quadratic regulat,or and
servomechanism t,heories such as those described in [16].
On the other ha,nd, in many practical cases t.he distur-
bances take t.he form of persist,entlyacting fluct,uat,ing
forces, torques, voltages, et.c., which are not equivalent to
plant init,ial condit,ions. Some typical examples are: regu-
lat,or load fluct,uat.ions; flow rat.e variat>ionsin chemical
react,ors; wind gusts and updrafts acting on aircraft and
rockets; gravit.y gradients, crex motion, and ot.her distur-
bances acting on space stations; etc. Controllers designed
by convent,ional t>heories(assuming only initial condit.ion
dist,urba,nces) mayfail to mert closed-loop performance
specificat.ions when the plant is subjected to on-line dis-
t.urbances of t.his latter variet,y.
I n t.his paper, we will describe a modern state variable
met,hod for designing linear regulator controllerswhich will
consistently maintain plant,set.-point,regulation in theface
of a broad class of rea1ist.k external disturbances. Similar
results are obt,ained for t>he design of linear servomecha-
nism controllers where t.he plant out.put is required to “fol-
low” certain command inputs in the face of disturbances.
I n addition we will show how one can design linear regu-
lator a.nd servomechanism controllers which optimally
utilize the action of disturbances as an aid in carrying out,
the primary cont.ro1task.
Manuscript, received July 1.5, 1971. Paper recommended by D. L.
Xleinman, Associate Guest Editor.
Theauthor is withtheDepartment of Electrical Engineering,
Universit,y of Alabama in Huntsville, Huntsville, Ala. 3580’7.
FOR DISTURBANCE
11. ATTITTTDES ACCOMMODATION
There are essent.ially three primary att.itudes one can
adopt with respect t.0 accommoda.t.ingdisturba.nces in con-
trol problems. First,, one can take the point. of view that,
t,he effect of disturbances on t,he plant response is always
undesirable. This leads t o t>herat,her common attitude that
dishrbances are ideally accommodated when the control-
ler completely counteracts (e.g., cancels out) t.he effect of
the disturbance on the plant response.
Suppose it turnsoutthat one cannot. achieve exact
count.eract,ion of t,he dist.urbance, owing, say, t.0 the in-
herent st.ructura1 properties of the plant. Then one might
attempt t.o design a controller which minimizes t,he effect
of disturbances on the plant response, in some sense. This
representsa second primary attitude of disturbance a.c-
commodat,ion which can take on many different specific
forms, depending on the particular quantity one chooses to
minimize.
Finally, one can argue tha.t t.he effect of disturbances on
t.he plant, response is not necessarily completely undesir-
able, but in factsome of the action of the dist.urba.ncesmay
be useful toward accomplishing the primary control t.ask.
It is remarked t,hat the idea of trying t,o ma.ke construct.ive
use of disturba.nces is not. new in science (e.g., t.he classic
idea of harnessing t.he “free energy” of tides, st,ornx, etc.),
but this idea a.ppa.rent.lyhas not been exploited in aut,o-
matic cont.ro1theory. This leads to a t,hird primaryat,titude
of disturbance accommoda,tion in which one chooses the
controller so as t.0: 1) achieve t.he primary control t.ask, and
at. the sa.me time, 2) make maximum utilization of the
potentially useful effects of any disturba,nces that. may be
present. Keedless to say,thelatterfeat requires some
finesse in t.he choice of the controller.
111. EFFECTIVE
J’hTHEXATICAL I I O D E L
OF DISTURBSKCES
Disturbancesare by definit.ion plantinputs w ( t ) =
(zr1(t), . . ., z r p ( t ) ) which cannot. be nmnipulated by the de-
signer and are not, completely known beforeha.nd. Various
schemes have been proposed for mat.hematically modeling
partially unknown functions w ( t ) of this type. The tra-
ditional approach consist,s of using classical Fourier series
methods on representative experinlenbal recordings of w ( t )
t.o estimate t.he discrete harmonic content. of t.he distur-
bance. Anot,her met,hod consists of treating the disturbance
a.s arandom process and experiment.ally computing the
mean, covariance, power spect.ra1 density,andother

statist.ica1 properties of w(t). Thismethodisfrequently
used t.0 model disturbances w(t) as a continuous fusillade
of various hues of colored noise. A less common, and con-
cephally different, wag to model a. partially unknown
function w(t) is t.0 give a differentia.1equation which w ( t ) is
knon-n to satisfy. This 1at.t.ertechnique, called disturbance
‘‘state” modeling, is based on the idea of characterizing
t.he possible waveform modes of disturbances and nil1 be
used exclusively in this paper. We will show t,hat t.his ap-
proach is not.ably effective for the kind of disturbances
encounteredinpracticalregulatorand servomechanism
control problems. In particular, it enables onet.o design
feedback controllers xi-hich, by measuring only t,he plant.
outputs,can maint.ain effective set-pointregulation (or
effective servot,racking) in t.he face of unknown distur-
bances which consist, of anylinearcombination of c.on-
stants, ramps, polynomials in time,exponent,ials, sinusoids,
decaying or gron-ing sinusoids, pulses, etc., where the linear
weighting c0efficient.son these components a.re completely
unknown a.nd may even jump from t,ime to time in an un-
knon-n random-lil-\e manner.
The utilit,g of t,he st,ate approach t.o disturbance prob-
lems has been demonstrated in a series of earlier papers
[1]-[4]. In thispaper, m-e nill generalize t.he a.pproach used
in [1]-[4]and adopt) the following point, of view. The
p-vect,or disturbances w(t) considered in this st>udywill be
assumed t.0 be modeled by 6he differential equation
w(t) = H(t)z; w = (zL‘1, . ., 2 U P )
i = D(t)2 + d(t); 2 = (21, * * *, x,),
d = (cT~,
where H ( t ) , D ( t ) are presumed kno1t-n mat.rices and t.he
e1ement.s oi(t)of d(t) are complet.elyunknown sequences of
random-intensity random-occurring isolated’ delta func-
tions. We will refer t.o the p-vector z as t.he “stat.e” of the
disturbance w(t). All dist.urbances of the t.ype described in
the previous paragraph, and much more complex2 func-
tions as well, can be simula.ted with t.he model (1) by the
proper choice of ( H , 0). Some pract.ica1 techniques for
choosing t,he mat.rices ( H , D ) are given in Sect,ion VII. It.
is remarked that. disturbance models of the form (1) were
apparent.ly first used in [SI; see also [6], [’i].
We nill now proceed to demonst>rate hon- one can use
the model ( 1 ) to design physically realizable regulat.or and
servomechanism controllers which are remarkably effective
in accommodatingunknown unmea.surable external dis-
turbances.
1 It will be shown in the sequel that the smallest permissible dis-
tance 6 > 0 between adjacent impulses of the vector ( u l ( t ) , . . ‘, u p ( t ) )
will depend on the physical limitations of the available cont.ro1hard-
ware.
2 The model (1) can sirnulate any function ~ ( twhich
) is piecewise
expressible as linear combinations of the fundamental solutions of
some finite-dimensional time-varyinglinear differential equation. of the form Kg. If rank C = ?n < m, we can always find a maximal
This class of funct.ions includes the vast. majority of disturbances rank TLX n matrix such that, for any given K,Ky =
encountered in realistic control problems.
IEEE TR.~NSACTIOPV’S ON A ~ O N A T I C CONTROL, DECEMBER 1971
I T T . ACCOhtMODATION OF D l S T U R B A N C E S
IN LINEARREGUL4TOR P R O B L E M S
The primary linear regula.t,or problem considered here
may be stated as follows. The plant is governed by t.he
knoxn linear different,ial equation
i = A(t)x + B(t)u(t)+ F(t)w(t) (2a)
y = C(t)x (2b)
where the ??-vectorx is the pla.nt &ate vector,t,he r-vector u
is the cont,rol, the p-vect,or w is the disturba.nce, and the
m-vect.or y is the pla.nt output, n~ _< 1 2 . It is hereafter as-
sumed t,hat.C ( t ) is at least once differentiable and that3 rank
C(t) = nz. The objective of t,he cont.ro1u(t) may be speci-
fied in one or t.he ot,her of two forms: 1) regula.te the plant,
state x ( t ) to some specified set-point, x * , or 2) regulate the
plant) out,put y(t) to somespecified set-point) y*-in the
face of any initial condition x, and all dist,urbances w(t)
t.hat. can be generat.ed by (1). In this sect,ion, we assume
t,he set-points x * , y * are zero. The more general case of
nonzero set-p0int.s is considered in Section VI. To a.chieve
zero set-point regulation, we d l minimize a. quadratic
performa.nce index of the form
J [ u ; x0, to, TI = +x’(T)Sx(T)
++ ST
b
Ex’(OQ(t)x(t) + ? W , 0 1 dt (3)
(la) where t.he prime denot,es transpose, S , Q(t) are symmetric
nonnegat,ive-definite n X 12 matrices, ~ ( ut ,) is a positive-
definite scalar function of (u, t ) , and t,he t.ermina1t>imeT
e ‘ - , u,) (lb) may be eit,her fixed a priori or unspecified.
Since t.he availableplant. out.put. is y = C(t)x, rat.her
than x ( t ) , we nil1 further specify that, t,hr control u”(t)
n-hich minimizes (3) mustultimately be expressed in a
form which can be physically realized by an output-feed-
back controller: u”(t) = ~ [ y ( s ) s],, t, < s 5 t , to _< t 5 T ,
where x[. , . ] is a physically realizable functional.
A . Th,e Counteraction U o d e of Distwbance Accom.moclatwn
In [I], [2]it was shown that a control u(t) which regu-
lates x ( t ) ---t 0 , and simultaneously count,eract.s a class of
disturbances w(t) could be derived by minimizing a per-
formance index of t>hetype (3) where t,he term ?(. , - ) is
permit,ted t,o contain also a certain combinat.ion of higher
order t,ime derivatives of u(t). It n-as furt.her shown in [2]
t.hat t.he sameform of control could be derived by an
alternative, and computat.ionally more attractive, method
based on linear stabilization t,heory. In thissect>ionwe mill
utilize the la.t,ter met.hod, together with the t,echnique of
“st.at.ereconstruction” [ S I , as a device to solve the present
optimalregulator problem. Our final result will be a
I n this paper we ail1 reqilire only linear matrix operations on y
c
Ccx
for some
suitable matrix E.Similar remarks apply t.0 H in (la).
JOHKSON: ACCOMXODATIOK O F EXTERNAL DISTURB-4NCES 637

nat.ura,l generalizat,ion of the disturbance cont,rollers de- D = (TI2+ Z C ) [ ( A + B K )T12- fI2]

rived in [2]. + Tz2PT22 - P221, ('1 = d( (12)
We begin by sp1it)tingthe tot.al control effort u(t) int.0
two parts : E = -DZ + (Tn + Z C ) [ ( A+ BR)C+' - C;']
u = uc + UR (4) + dB/&, C+ (CC')C-l = (13)
where the component ucis assigned t,he task of count,eract,-
H = KT12 - rHT?z (14)
- the disturbance w ( t ) and t>hecomponent, uRis responsi- G = -Hz + KC+'.
ing (18
ble for regulating t.he state ~ ( t )In. particular, u R should
minimize ( 3 ) with The matrices Tlz(t),T p , ( t ) , Taa(t),T2,(t) are defined in Ap-
pendix I. The mat,rix Z ( t ) is to be designed as follows.

B(t)uc(t)= -F(t)w(t) for all a.dmissible w ( t ) . Assuming3

rank H = p , t.his canbe realized if and only if Xow replace 9 in (10) byitsequivalent expression from
(16) and incorp0rat.e (I), (10) into t,he plant equations (2).

F(t) = B ( t ) r ( t )
for some matrix r(t).
. . If (6) is satisfied and rank B(t) 'r,
r(t)is unique and is given by r(t)= (B'B)-lB'F. Other-
wise, r(t)is nonunique. Assuming (7) is sat.isfied, we nil1
choose the counteractioncomponent of u(t) as D = Tp2 [ ATi2 + FHTz - P12] + T22 [DTzz - f22] (18)
u,(t) = -r(t)$(t)
and the regulating component of u(t) as Examination of (17) reveals several important, facts.First,
note that) if ~ ( t ) 0 the behvior of x ( t ) would be t.otally
If&) = K(t)i (9) independent of the dist>urbanccw ( t ) . Of course, in pract,ice
t,hat. ideal condition is not. realized (e.g., &(to) # 0). HOW-
where $ ( t ) , i ( t ) are accurate estimates of w ( f ) , x ( t ) which ever, if ( t ) is chosen so that. ~ ( t+
) 0 rapidly for all initial
we will obt.ain from y ( t ) by an on-line real-time st.ate re- values of (x,, z, E,) t,he closed-loop plant, st>a.t,ex(t) will be
construct,or device, and K(t)x(t)is t.he cont,rol which would essent.ially insensitive to any and allexterna.1disturbances
minimize (3), (5) if disturbances were absent in (2). We that can be generat,ed by (1). Moreover, in that case x ( t )
will say more about the actualdesign of K(t) in t.hesequel. will be governed, to a close approximation, by the homo-
The details of building a st,at,ereconst,ruct>ordevice for geneous equation
generat.ing accurat,e estimat.esd(t),i ( t ) from on-line mea-
surements of y(s), t, < s <
t, t, t < <
T , are out,lined in +
i = [ A ( t ) B(t)K(t)]x, (E(!) = 0) (20)
Appendix I. The essential result4 is that (4)is finally ex- so that, theregula.t.ingmatrix K(t) can then bedesigned by
pressed in the form of a dynamic out,put-feedbackcont,rol- set,ting 7 = iiR'(t)R(t)iiR(t) in (3) and minimizing (3) for
ler t.he undisturbed system
u = GMy +
H(tE (10) f = A(t)x B(t)iiR(t).+ (21)
where t ( t ) is t,he ( n +p - m)-vect,or output^" of the
For t.his purpose, Q ( t ) in (3) maybe chosen positive
linear dynamic device
definite if one desires t,o regulate x ( t ) to zero, and may be
cZt/dt = D(t)t E(t)y + (11) chosen as Q(t) = C'(t)Q(t)C(t), > 0, if one desires only
t,o regula.te y ( t ) t.o zero. This latter minimization problem
and (herea.fter we occasionally dropt,heargument f on is a sta,ndardproblemin conTrent,ionallinear-qua&atic
matrices in order t.0 simplify t.he notation)
regulat.or
t,lleoV andcan
be
readily
carried
out,
using the
procedures discussed in [16]. The result. ist,hat,under
4 Owing to the uniform symbol convention imposed on all papers appropriate controlla,bility and observabilit,y assumptions,
in this special issue, the meaning of the symbols (y, C, B, F, etc.) in
[?] does not coincide R4t.h the mea,&@ used in this paper, In par- the opt'ima1' E o exist's, is unique, and is gvenby
t.lcular, (t,Z, F , B ) in t.his paper correspond to (- y, - K ~ IB,
, F ) in
PI. iiR,(t) = K(t)x (22)
638 IEEE TRANSACTIONS OK AUTOMATIC CONTROL, DECEMBER 1971

where K(t) is a well-defined matrix funct,ionwhich depends

parametrically on t, and T .
The condition x ( T ) + 0 [or y(T) + 01, T < m , is ob-

-
tained, if it is t,heoretically possible, by properly letting SI/
m [or Ils(l
-+ \\-here S = C ’ ( T ) S C ( T ) ]in (3). Other-
0)

wise, one can minimize various measures of I~x(T>II

[I~~(T)II
]
by suita.ble choice ofS [ S I . As T -+ ~0 it is essential that any
“uncontrollable states” of (21) which appear5 inX ‘ Q X (ap-
pear in x’Sx) be uniformly asymptotically st.able (uniformly
bounded) in orderthat, J [iiR; to, TI remain bounded. These
considerat,ions may be disregarded if it is known that the
pair ( A , B ) is completely controllable in the sense of ICal-
ma.n.
The one remaining task is to give a practical recipe’for
constructing a matrix B ( t ) which will make ~ ( t + ) 0
rapidly from any initialcondit.ion ~ ( t , )= E,. From (17) this
means that tJhesyst,em
+
k = [9@>Z(t)X(t)IE + T**(t)d(t)
must) be made strongly asymptotically stable so that, be-
tween adjacent impulses of d(t), the variable ~ ( t sett.les
) to
zero6 quickly. Fromthe t.heoretica1 point of view, this
settling time can be made arbitrarily small if and only if
t,he pair (a)(f), X(t)) is uniformly completely observable
[lo] on every positive subinterval of [to, TI. For that case,
a suitable Z ( t ) can be systematically const,ructed as fol-
lows. Set
Z(1) = -gP(t)X’(t)
where 6(t) is the symmet.ric positive-definite solut,ion of
the matric Riccati difEerent.ia.1equation
6 = 6%’+ 96 - 6X’X6 + Q @(to) = 6,i
:0
and ~ ( t )is an arbitrary positive-definite symmetric
matrix. Then, it. can be shown (see Appendix 11) that
for a.ng 6, > 0: 1) t.he homogeneous part of (23) is
uniformly asymptotically stable, and 2) the setkling time
) 0 can be made arbit,rarily smallby choosing l l ~ l l
for ~ ( t +
sufficiently large. For t,he cases where 9(t), X(t) are b0t.h
t.ime invariant (e.g., A , F , C , H , D areallconstant.), it,
suffices to choose I; as t,he constant matrix I; =
- (1/2)6*X’ where 6* is the unique consta.nt. positive-
definite symmetric solut,ion of (25) under the condition
that 6 = 0 and Q is aconstant, posit.ive-definite matrix
wit,h a sufficiently large norm. A novel alt.ernative to this
latt.er procedure is t.0 replace 9 in (25) by (9 al), a = + one obvious possibility is t o c.hooseucso as to minimize the
negative scalar constant, and set. Q = I. Then, all eigen-
values of (9 - (1/2)@*%’X)will lie to the left of t,he ver-
tical line t,hrough a in thecomplex pla.ne. Anexceptionally
5The uncont.rollable states which appear in x’Qx[x‘SX] may be
identified by transforming (2) to t.he Kalman canonical form [9].
6 This requirement can be relaxed somewhat, depending on certain
practical aspects of the physical problem. If the dist.urbance environ-
ment is such that impulses of ( u l ( t ) , . . ., up(t)) occur “too close,”
t.hen it. may be impossible for the controller to keep t.he state x ( t )
regulated acceptably close to theset-point. x = 0. On t.he other hand,
if xa # 0, close impulses of ( ~ ( t ). ,. ., u,,(t) can be tolerated for t <<
T so long as they are not too close as t + T.Thus, t.he minimum ac-
ceptable settling time of the homogeneous part. of (23) will depend
on the particular characteristics of each individual problem.
I]
DISTURBANCE
ACCOMMODATING
CONTROLLER (10)-(15)
(23)
Fig. 1. Opt,imal linearregulator with disturbanceaccommodating
controller (counteraction mode).
easy way t.o compute I;, for the t,ime-invariant. case where
y = scalar, is described in [ 2 , pp. 226-2271. The procedures
described aboveare reliable provided t.he constantpair
(9,X) is complet.ely observable. Otherwise, it. is necessary
to check t,ha.tthe “unobservable modes” of XI are naturally
asymptotically st*able and have sufficiently
a rapid natural
settling time. A procedure for carrying out such a check is
(24) explained in [4, a.ppendix 31.
A block diagram of t,he comp1et.e closed-loopsyst.em (2),
using t.he disturbance-accommodatingcontroller (10)-
( E ) , is illustratedin Fig. 1. The cont.roller in Fig. 1 is
(25)
“disturbance adaptive” in the sense that., if the distur-
bance w ( t ) should vanish during some interval, the con-
troller in Fig. 1 will automatically reduce to the conven-
tionaloptimal regula.tor controllerfor theundisturbed
plant (2).
B . The Minimization M o d e of Disturbame Accontnzodation
If it turnsout, that thecondit,ion (6) is not sat.isfied,then
it is not possible to choose uc(t)so as t.0 exactly counteract
the disturbance w ( t ) . In t.hat.event, one can adopt the
second att.itude of accommodation and proceed to choose
uc(t) so as to minimize the effects of w(t) in some sense.
There are a variety of quantities one can choose to mini-
mize in such a case. For instance, from inspection of (2a)
norm
I l m u c + F<t)w<t>ll. (26)
The vect,or u,“ which minimizes (26) is not. unique in
general. However, ifwe agree to choose t<hatpart,icular
minimizing vector u,“ which itself has a minimum norm,
t,hen that choice is unique and is expressed as
uco = -B%(t)F(t)w(t) (27)
where Be(t) is the classical Moore-Penrose generalized in-
verse of B ( t ) . Effective schemes for computing B ( t ) are
JOHNSON: ACCOMMODATION OF EXTERNAL DISTURBANCES 639

described in [ l l ] , [12]. It is remarked Ohat if rank B(t) = C. The Maximum Utilization Mode
r , then B f has the explicit form of Disturbance Accommdution
B+(t) = [B’(t)B(t)]-’B’(t). (28) The counteraction-type modes of dishrbance a.ccom-
modat.ion are effective mea.ns for realizing set-point regu-
If one uses (27) as a replacement. for ( 8 ) , replacing w in lationinthe face of persistently acting fluctuating
(27) by the est.imate 6,the corresponding cont,rol (4)has dishrbances. However, those
schemes essentially ig-
t,he same form as (lo), (11) wit.h the exception that the nore any pot,ent,ia,llyuseful regulatory effects t,hat may be
definitions (12)-(15) a.re replaced by associat.ed with the action of t,he exterm1 disturbances. If
+ + + one could somehow exploit the pot.entially useful effect.sof
D = (Tu X C ) [ ( A BK)Tlz ( I - BBf)FHTzz - PI,] the disturbances, it might be possible t o reduce st.ill furt.her
+ T ~ D -TP2d~ ~(29) the tot.al control effort (say, energy) required to achieve
+ + +
E = -DE (T, X C ) [ ( A BK)C*’ - &’I + dX/& regulation.
I n order to makemaximumutilisat.ion of the “free
(30)
energy” associat,ed with the disturbances, we will choose 7
H = KTE - BsFHT2, (31) in (3) as the positive-definite quadratic form
G = -HX + KC#‘. (32) 7 = u‘(t)R(t)u(t),
R(t) >0 (36)
The corresponding expression for (17) then turns out to and choose u(t) to minimize (3) for the plant (2) with dis-
be turbances (1). By t,his means, we\vi11 obtain a controller
(f)
+( -
-
o(t)
Tzzd(t)
) u0(O which lets the ext.erna.1disturbance a.ssist in the job
of regulation, whenever such assistance is available, and
which otherwise minimizes (3) when w ( t ) cont,ainsno useful
(33) effects.
where The minimizat-ion of (3), (36) subject to (l), (2) can be
carried out by st,andard techniques and an outline of such
o = (Z - BB+)FHz. (34) a procedure is given in Appendix111. The essential results
are t,hat,the optimal control uo(t) can be expressed as t.he
The regulating nlatxix K(t) must, now be chosen so as to folloning t,ime-varying 1inea.r funct,ion of ( x ( t ) , z ( t ) , t ) :
take into account the forcing function o(t).This step in-
volves adjoining (lb) to the first of (33) and will be illus- u’(x,Z, t; to, T ) = - [R-’(t)B’(t)K(t)]x
txated in the next section; see remarks below (51). It may - [R-’(t)B’(t)Pl(t)]z (37)
be observed that (29)-(32), (33) reduce to (12)-(15), (17)
whenever (6) is satisfied (because then ( I - BB+)F= 0 ) . where K(t) is an 11 x n nonnega.t.ive-definite symmet.ric
Anot,her possible approach, which is valid for the case matrix satisfying the Riccatidifferent,ial equation
when (1)-(3) are all time invariant,, w ( t ) = const.ant, and K = -A’K - K A +
KBR-IB’K - Q ,
T --t m , is t.0 choose uc so as t.0 minimize some spec.ified
K ( T ) = S (38)
function of the 1imit.ingterminal state x , = limT,, x(?”).
The latteris found by setting u = Kx + u,, i = 0 in (2a) and Pl(t) is an n. X p mat.rix sa.tisfying the differential
to obt.ain equation
X, = -(A + BK)-‘(Bu, + F w ) (35) PI = -( A - BR-’B’R)’Pl - PID - KFH,
where it is assumed that thechosen K is constant andsuch P l ( T ) = 0. (39)
that all eigenvalues of A +BK have negative real parts. Equat.ions(38), (39) canbesolved once and forallby
It is now a st.raightforward algebraic minimization problemintegrating in backwardt.ime using the “initial conditions”
to choose uct.o minimize some selected functionof x,, such K ( T ) = S, P l ( T ) = 0. I\Iat.hematical and computational
as a quadratic form’ x,’Wx,, W 2 0. The resulting solu- aspects of t,he matric Riccati equat,ion discussed are in [la].
tion u, = u,(w) is t.henphysically realized in the form The physical realization of t.he control (37) is carried out,
u,(G) as before. as before, by replacing ( x , z) mit,h (2, 2) where (2, 2) are
It should be noted that one must exercise care when genera.ted by an on-line stat,e reconst,ructordevice (Ap-

trhe disturbance cannot, beexact.ly count,eracted and T -

applying the performance index (3) t.0 problems in which pendix I).
In t,he derivation of (37) (see Appendix 111) we ignored
03. I n particular, the performance index (3) may t.hen be t,he presence of the impulse sequence d ( t ) in t,he disturbance
unbounded for cert,ain disturbances w ( t ) . model (1). Our rat,ionalefor this is as follows. The effect of
d ( t ) on (1) is t o impose isolated but, ot,herwise unknown
For instance, t.he choice W = I gives a minimum of lix,lI, the jumps in t,he state z(t). Since no other a priori informa.t,ion
choice I ’= C‘C Qves a miFimum of ,l~I!,;
p etc. The associated ucis is known about. these jumps in z ( t ) , the best strategy we
ue = - [B’2‘IpfAB]-’[B‘A’WA]Fu, A = ( A + B K ) - l , provided
rank B = r. can adopt is to make uo(. ) depend on the instantaneous
 640 IEEE TRANSACTIONS OX AUTOMATIC CONTROL, DECEMBER 1971

state z ( t ) . I n other words, there is no scientific way of im- bances [compare (40), (41) with ( l ) ] . I nthis way, we will
proving the control policy (37), in the sense of (3), when be able t.0 design a servocontroller which can “follow-” a
information about d(t) is completely lacking.* broad class of complex tracking comma,nds yJt) which are
It is remarked that,one must use care in letting T +- co not completely known a priori.
in (3), (36) since then the performance indexwill quite The primary servomechanism problem considered here
likely be unbounded for some disturbances w(t) [in fact,, if may be sta,ted as follows. Our plant is governed by (2),
Q > 0, for any disturbance such t,hat 1imt4- F(t)w(t) f where the unltnou-n disturbances w ( f )are modeled by (1).
01. This is the price one pays for using this particular mode The servocommands yc(t) are not known beforehand, but
of distmbance accommodation. A practical compromise are 1mon-n t>obe accurately modeled by .some solut>ion(s)of
would be to choose a dual mode controller which uses the (40),(41). The problem is to choose a feedback controller
dist.urbance utilization mode for the initial phase of regu- u( .) such t,hat>the plant, output y(t) faithfully follom any
lationandthedisturbance counteraction mode for the a.nd every servocommand yc(t) t,hat, can be generated by
final phase of regulation. (40), (41)-in the face of any plantinit,ial condit,ionsx, and
The ultimatedegree of regulation assistance t,hatr can be every disturbance w(t) that can be generat,ed by (1). We
exploited from the externaldisturbanceisconveniently further require that u ( - )be finally expressed in a phgsi-
measured by setting Q(t) = 0, S > 0 [or S > 01 in (3). cally realizable output-feedback form.
Then thedifference between t.he minimumof (3), (36) with To achieve the condition t.hat, y(t) follows y,(t) we mill
disturbances absent and theminimum of (3), (36) wit.11dis- minimize a performance index of t,he form
turbances present is a measure of the potential usefulness
J [ u ;x,, to, TI = +e’(T)Se(T)
contained in the disturbances.
V. ACCONMODATION
OF DISTURBANCES + 4 ST[e’(t)Q(t)e(t)+ M O ,
to
t ) ~ (42)
PROBLEMS
IN LINEARSERVOMECHANISM
where e denot,es the instantmaneow tracking error,e(t) =
The servomechanism problem is concerned w3h choos-
y c ( t ) - y(t),S, Q are posit,ive-definit,esymmetric matrices,
ing a feedback controller u( .) such that the plant, output
and q(. , .) is some positive-definit.e scalar function of u , t.
y ( t ) faithfully “follows” a t*ime-varyingcommand function
To accommodat,e t.he disturbances in t>his servomecha-
yc(t). I n many practical applications the plant is simul-
nism problem, we can use any of the accommodation modes
taneously subjected t.0 persistently acting external dist,ur-
discussed inSectionIV. To begin, we n-illconsider the
bances w(t) which make it more difficult for y(t) t,o ac-
counteraction mode.
curately follow yc(t). In this section we will show how the
disturbance accommodation techniques described in See- A . Th.e Cou.ntey.crctimLlfo& of D&uu.,.banE Accornmodotion
tion IV for the regulator problem can be adapted to the
Let, the t.otal control u be divided into t.wo parts:
servomechanism problem.
For purposes,
design the class of expect,ed servocom- u = us + uc (43)
mands {yc(t)] is traditionally anticipated a.s having t,he
where, as before, ucis reponsible forcounteract.ing w(t) and ’
form of steps, ra.mps, and other polynomials int.ime. Here,
usis responsible for making y(t) follow yc(t). Thedesign of
y e will expand and generalize this class of expect.ed com-
uc is now ca.rried out. just as in Sect,ion IV, starting wit.11
mands b17 assuming that the yC(t) are generat’ed by the dy- the Same assumptions[especially t,lle essential assumption
na&c command process
[S), (7)]
. .~ a.nd choosing t.he struct,ure (S). The resulting ex-

pression for uc,obtained by using t.he state reconstructor

described in Appendix I, is given by
uC= G ( t h
-
+ H(th (44)
where G, E are, respectively, m X v a.nd v X v known
mat,rices and p ( t ) is a u-vectorwhose components are
where y is the (91 + p - 772)-vector “output” of the linear
dynamic device
sequences of random-occurring random-intensity isolated
delta functions. I n other words, the expectedservocom- dyyldf = D(t)y + E(t)y + (Tu + 2C)Bu, (45)
man& y,(t) will be mathematically modeled by t.he same a,nd
form of dynamic process used to model external distur-
D = ( T n + XC)(ATp2 - PI?) + T ~ , ( D T ?-
B T,?) (46)
s If reliable stat.istical properties of the ai(l) mere available, t.hen
one could improve on the policy (37), in a statistical sense, by re-
E = --DX + (TI? + XC)(AC+‘ - C+’) + clX.:’dt (47)
formulat,ing the regulator problem as a stochastic optimal control H = --rHTz2 (48)
problem. This latter approach is discussed in [13, pp. 161-1621 ; see
also [TI,[14]. I n this regard, it should be noted that the deterministic -
controllers proposed in t.his paper accommodate evely particular dis- G = -HZ. (49)
turbance w ( t )which occurs during a partic7da.r control interval It., TI.
In other words, our controllers are designed to accommodate each Incorporating (43)-(49) into (l),( 2 ) , using the va.riable e
individual sample function ~ ( d rather
) than accommodating only the defined by (16), Kith f replaced by y, we find t,hat, the
!‘stat.istically average” w ( t )across some ensemble { w ( t )J . T h k repre-
sents an importantdifference in control philosophy. a.ctua.1 closed-loop plant state x ( t ) and the variable e are
JOHNSON: ACCOMMODATION OF EXTERNAL DISTURBANCPS 641

governed by t.he upper triangular set of equations [com- B . The Minimization Mode of Disturbance Accom.modution.
pare with ( 1 7 ) ] . If the condition (6) is not. satisfied, one can proceedjust
as in Section IV-B and design u , t.0 minimize the effect of
w ( t ) in some specified sense. The result is that the com-
posit,e system (50) then has t,he form (33) with K = 0 and
where a, and x are defined by (lS), (19). We now proceed the term Bus added t.0 i .
to design X so that, E --t 0 [e.g., dist.urbance is counter- Assuming that &(t) = 0 has been achievedbyproper
act,ed) quickly, using the various procedures described in choice of B ( t ) , one can proceed to design the servomecha-
Sect,ion IV-A. Then, for a.11 pra.ct,ica.lpurposes, the plant nism component us just, as in Section V-A. A new term
stat.e x ( t ) in (50) obeys the undisturbed equation analogous to o(t) in (34) nil1 now appea.r in (52); so one
(52) a.nd w.rit.e X = (x1 clz)’,
i = A(t)x +
B(t)u,. (51)
must add the dynamics (lb) to
e = [- CI GlOIX. The expression for uso\+-ill then be ob-
I n order t.0 design t,he servomechanismcomponent. us of tained in the form u,O = K l ( t ) x Kz(t)c &(t)z and the + +
u we now choose 7 in (42) as 71 = us’(t)R(t)us(t), R ( t ) > 0, implementation ca.n be carried out, just as in Sect,ionV-A,
and proceed t.0 minimize (42) along solutions of (40), (41), where for z^ we use (see Appendix I) 2 = T2B(y - zy).
(51). For this purpose, we set X = (x1 c)’, write (40), (41),
C . The Maaimunl Utilization Mod8
(51) as t,he composite system
of Disturbance Accommodation
It is entirely possible that, some of the actionof ext.ernal
disturbances can beput touseful work in t.he servomecha-
nism problem if u ( t ) is chosen appropriately. To explore
and express e as
this possibility, we can proceed as in Sect.ionIV-C choosing
e = [--ClG]i. (53) 71 as (36), setting X = (xlclz)’, e = [-ClGIO]X, and
minimizing (42) subject to t.he composite syst,em (l), (a),
Then, (42) has the form
(40), (41). Thisleadsto a problem a.nalogous to that
J[uS;io, to, TI = + i ’ ( T ) S X ( T ) treated in Section IV-C and can be solved by the same

+ a ST to
+ methods used there (see Appendix 111). The result is t.hat,
[ i ’ ( t ) O ( t ) i ( O u,’(t)R(t)us(t)1 dt (54) uo(t)can be expressed as uo = z ~ ( t ) x-I- z2(t)ci- Z3(t)z
where t,he f i ( t ) are comput,ed by solving mat,ric differen-
where,g S = [ - C l G ] ’ S [ - C I G ] , Q = [ - C l G ] ’ Q [ - C I G ] . tia.1equations of the type(3S), (39). As in Sect.ionV-B, the
The standard linea,r-quadratic regulator t.heory can now implementation of u” is carried out,by use of (45)-(47) (re-
be applied t.0 (52), (54) [disregarding the impulse sequence placing us by u ) and the relations f = (C$’ - T12X)y +
~ ( t for ) reasons analogous to those given below ( 3 9 ) ]with Tlzy; i = Tzz(y - X C ~ ) ; = ( E NG)? - Ny,.
the result that., if ( 2 ) , (54) satisfy certain pa.l%ialcontrol-
+
lability a.nd observability properties,u;(t) exist*, is unique, VI. ACCOMMODATION OF A MOKZERO
and can be expressed as REGULATION POINT
SET
+
u,o = K1(t)x K&)c (55) So far, we have consistently assumed that the desired
regulation set, point, is x = 0 or y = 0. If the desired set
where Kl(t),K2(t)are independent. of x , c and are det,er- point, is nonzero, one can proceed as follows. I n t,he caseof
mined by certa.in auxiliary matric differential equations. st.ate regulation, define the error stat,e vectorX , = X - X “
The case T -+ a must, be approached wit.h the same care and replace (2a) by
as previously indicated for ( 3 ) , (21). I n part.icular, the re-
ma.rksbelow (22) are applicable _. here. Finally, - . to imple-
+
f , = A(t)x, + +
B(t)u(t) F(t)w(t) A(t)x* (56)
ment, (55) me replace ~ ( t )c(t) , in (55) by accurate estimat,es
Itrhere now the object,ive of control is t o achieve Xe(t) = 0.
f ( i ) , ?(t) obtained from appropriate on-line est.imator de-
The termA(t)x* plays the role of an additionalkn.0zL.ndis-
vices operating on the available data (y(s), yc(s)), to < s
5 t, to 5 t _< T . For this latter purpose, we get, f immedi- t.urbance-t,ype term in (56).
One way to acconmlodate the term A ( t ) x * in (56) is to
ately from the already exist,inghardware (45)-(49) by not-
ing t,hat (see Appendix I) f = (C,’ - Tlz8)y Tlzy. The + + +
choose u ( t ) = u, u u p where t.he pa.ir ue,u R counter-
acts w and regulates x, + 0 , as before, and U P counteracts
estimate 2 can be obtained from t,he additional hardware
i? = ( E + N G ) ; - N y , where N is chosen to make the
A ( t ) x * . To a.ccomplish the latt.er, it. is necessary and s a -
cient that B ( t ) u p - A ( t ) x * , which means that @ [ A ( t ) x * ]
error e, = c - 2. approa.ch zero quickly. Since e,(t) is
governed by I., = ( E + +
NG)e,
c
p ( t ) , the stabilizat,ion
, 5 t 5 T , or, in ot.her words
@ [ B ( t ) ]to
methods described below (23) are applicable here. A(t)x* G B(t)<(t;x * ) , for
some
vector [ ( t ; x * ) . (57)

In that ca.se, one can simply choose u p = -<(t: X * ) since

’ TO make x(l) follow a state servocommand x&), modeled by
(40),-(41),rre set e = x c - x = [-IIG]t in (j3) and replace by presumably the value of x* will be known. If 3 exists and
I in S, Q . rank B(t) 2 T , the expression for [(t; xunique
*and
) is is
642 TR4NSACTIONS IEEE ON A U T O U T I C CONTROL, DECEMBER 1971

given by t(t;x*) = (B‘(t)B(t))-lB’(t)A(t)x*.Suppose u p holds, the model (1) can accommodate any and every un-
is chosen as indicated anduc,u R are designed as in Section known distmbanc.e function which can be piecewise repre-
IV-A. Then, the result,ing controller will consistently reg- sented as some 1inea.rcombination of the individual modes
ulate x ( t ) to any specified set-point x* in t.he face of any previously incorporated into (1). The “const.ant” weight-
disturbance that can be generated by (1). ing coefficients for t,he individual modes are, of course, as-
If (57) is not. sat,isfied, one can proceed in the spirit of sumed completely unknownand t,hey may even jump from
Sect.ion IV-B and choose u p to minimize, say, IIB(t)up + time to t>imein a random-like manner [this is t,he effect
A(t)x*ll. The minimal norm vector minimizing the latter modeled by t,he unknown impulse sequence d(t)].
quantity is u p = - B t ( t ) A ( t ) x * where B+ hasthe same The use of (1) as a model for disturbances implies that
meaning as in (27). This leaves the knoxm residual forcing the actual dist.urbances are to be imagined, over short, in-
term ( I - BB+)A(t)x*in (56), which must be taken into tervals of time, as the impulse response of some linear
account when choosing uR. homogeneous differential equation. Thus, the problem of
To exploit the possible useful regulatory effects of the choosing a specificnumerica.1 st.ructurefor (1) coincides
set.-point “forcing term” A(t)x*, one can write (3) as with the classic problem of “ident,ificat,ionof a linear dy-
namic system from observation of its impulse response.”
J [ u ;%eo, t o , TI = 3xe’(T)Sxe(T) The lat,ter problem has received considerable attention in
+ ST
4
to
[X;(t)Q(t)xe(t) + u ‘ ( t ) R ( t ) u ( t ) l dt (5s) t.he control literature where a variety of on-line experi-
mental identification schemes have been proposed. It is
and proceed to minimize (5s)subject t o (l),(56). The opti- remarked t.hat since modes of z(t) which do not appear in
mal cont.rol uofor this case can be determined by a minor (la) a.re of no int,erest,,one loses no generality by assuming
alt,eration of t.he procedure used t.0 obt.ain (37) [see Appen- the pair (D(t), H ( t ) ) in (I) is completelyobservable. This
dix IV]. The result. is means that (1) can always be assumed t o be in any one of
t,he canonical forms for complet.ely observable systems.
uqx, 2, t; x*, to, T ) = - [R-’(t)B‘(t)K(t)]x If the disturbance ca.n be mathematically described in
- [ R - l ( t ) B ’ ( t ) p l ( t ) ] z + R - ’ ( t ) ~ ’ ( t ) ~ ( t ) x *(59) piecewise analyticfashion,atime-invariant model (1) can
be obtained by use of the Laplace transform. For instance,
Where K ( t ) , arc given (381,(391, as before, and suppose lc(t) isa scalar and assume that u.(t) can be mathe-
L(t) is given by matically described as
L = [-A‘ + KBR-’B‘]L - Q, L(T) = S . (60) +
~ u ( O= cfi(t) + +
czfi(t) * * ~,ltfN(t) (61)
The case of nonzero output regulation set, point, y x # where t.he ci, i = 1,2, . . .,M , are unknown constants(over
0, can be accommodated inasimilar way. K;amely, we short intervals of time) and the fi(t) are known functions
simply set, v = m , G(t) I , E ( i ) = 0 in (40), (41), and (which are Laplace t,ransformable). Let. S [ f i ( t ) ]= ft(s) de-
writ,e c ( t ) =ys = a known out,put,set.-point.vect,or. Then, note t.he Lapla.cetransform of f f ( t ) and assume that ft(~) is,
proceeding as in Section IV, we set u = uc u R where uc + or can be closely approximated by, a rational algebraic
is designed as before and u R is now chosen as us in (50)- function of s. That is
+
(55). This gives u R = Kl(t)x &(t)y* where y * is com-
pletely known.

VII. CHOOSING
THE DISTURBANCEMODEL(1) where p i , qr a.re finite-degree real polynomials in s and qt
MODEL( M ) , (41)
AKD SERVOCOAIMAKD is monic.
The effectiveness of t,he disturbance controllers described Then, taking theLaplace t,ransform of (61), and collecting
in t.his paper is dependent upon how well the actual distur- terms, gives
bance functions w ( t ) are modeled by (1).Thus, inchoosing
a model (1) to “fit” experimental recordings of dist.urbance
data, the designer should make sure that all significant
waveform modes observed inthedisturbancedataare where O(s) is t.he monic LCD of the product (q1.q2. +

respresentedby corresponding modes in the model (1). .Q.4.

For inst.ance, if the actual disturbance is known, or ob- If the right side of (63) is now viewed as the “transfer
served, to be approximatelyconstant.during some t.ime funct,ion” of a scalar output. linear st,ationary syst,em vit,h
intervals, one should make sure that w ( t ) = k? k = arbi- a unit, impulse forcing funct.ion, then the polynomial Q(s)
trary constant, is one possible solution of (1). Similarly, if represent,s t.he characteristic equation of t,hat linear dynamic
the disturbance is observed to sometmimeschange approxi- system. I n other words,
matelylinearly with time (e.g., ramp) t,hen w ( t ) = kt $(s) = det, (sZ - 0)= sp + Bpsp-’
should be one possible so1ut)ionof (1). Observed behavior
of the exponential-t,ype, sinusoidal-t.ype, polynomials in + ... + + B?S B1 (64)
t-type, and othermodes is incorporated into (1) in a similar in ternls of t,he model (1). The information (64) serves to
fashion. Since it. is linear, and thereforesuperposition completely determine a suit,able and completely observable
JOHNSON: ACCOMMODATION OF E X T E R N A L DISTrmBANCES 643

model of the form (1). For instance, one could choose the the present paper can be extended to a more general class
canonicalform [2] w(t) = (1, 0, 0, ., 0)z; i = D,z + of optimal control problems. This topic is explored in [17].
d ( t ) , where Do is
I
APPENDIX
Let Tu@), T&) be, respectively, any pair of once-dif-
ferentia.ble n X (n + p - m) and p X (n + p - m) ma-
Do = . . tricessuch that. [C(t)lO][TlZ’(t)lT22’(1)]’ = 0 andrank
. . . [TI2‘(t)lT,’(t)] s n + p - m for all to 5 t I 5”. Suitable
0 1 choices for these mat.rices always exist and are nonunique -
in general. Then, set Tu = (TI2’Tl2f T22’T22)-lT12‘;TB
= (T12’T12 + T22’T22)-1T22‘. Motivation for t,he structure
Another possible canonical form one might choose is de- of (11) comes from the following. Introduce tThe auxiliary
scribed in [2, eq. (54b)l. variable J! = z y + T12x + T22zwhere z ( t ) is an arbitrary
+
In theevent that experimental dat,aabout actual distur- once-differentiable (n p - m) X m matxix. The deriva-
bances is lacking, one can invoke the argument that over tive of J!,using (l), (2), is comput,ed t o be
sufficiently short int,ervals of time each disturbance com-
ponent wi(t) should be represent.able as some low-order,
&/dt = (Df ZX)a + [(TI2 + XC)(AC” - 6:’)
+ + +
(say, 7nith degree) polpomia.1 int,ime with unknown coeffi- - (D Z X ) Z d X / d i ] y (T12 X C ) h TZd (66) + +
cients (e.g., the classical power series expa.nsionidea). This where a, X are defined by (18), (19).
leads to a very simplemodel (1) in which each independent Now, guided by the structareof (66), let a(t) be the out-
component wf(t) is modeled by dmi+’wi(t)/dtmi+‘= 0. I n put, of a dynamic device built according to the equation
many practical applications, the disturbances vary suffi-
ciently slowly that onecanassume them t.0 be essen- da/dt = (D + ZX)t; + +
[(Tu XC)(AC+’ - e:’)
tially piecewise constant (like randomsteps). For such + + + +
- (a SX)X d X / d t ] y (TI2 XC)BU (67)
cases, an accurate model (1) is obtained by simply set,t,ing
p = p, H = I, D = 0. The cont.rollers described in t.his where u(t),y ( t ) are the aclua2 cont.ro1input and plant out-
paper will t.hen have the form of cIa.ssica1 “proportional- put of ( 2 ) . Define ~ ( t )= -i(t) + +
Xy(t) TI&) +
plus-integral” (PI) or “proportional-plus-integal-plus- Tz2z(t), and let, i , 1 be defined as
derivative” (PID) cont.rollers [l], [3], [17]. The design of i ( t ) = (Ce’ - T12z)~(t) TaE(t),
such controllers for multi-input multi-output time-varying
+
1(t) = 7’22(T;(t) - Z y ( l ) ) (68)
plant,s has t,raditionally been a. difficult problem.
All of the disturbance modeling techniques described in where x ( t ) , z(t), y ( t ) are a d d m y solutions of (l), (2).
t,his section apply equally well to the problem of mat,he- Then, a simple calculat,ionl0shows that.
matically modeling servocommands y,(t). I n t,his way, the
(x(t.1 - i ( t ) ) = T12(04t) (694
elements of ( G ( t ) ,E ( t ) ) in the servocommand model (40),
(41) can be chosen t o fit experimental recordings of rea,l- (z(t) - i ( t ) ) = Tzz(t)e(t) (69b)
time commands y,(l) as measured under t.ypical field con-
ditions. and, from (11, (21, (671,
k = [D(t) + +
z(t>X(t)]E 1122(t)d(t). (70)
VIII. CONCLUSIONS Thus, t,he outputs (a, G ) , G = Hi,of the state reconstruc-
I n many realistic cont.ro1problems, t,he plant t.0 be con- tor (67), (68) are accurat.e est,imatesof (x, w ) provided Z ( t )
trolled is subjected t o persistently acting externa.1 distur- is chosen so t,hat ~ ( t+
) 0 rapidly between impulsesof d(t).
bances which a.re not known beforehand and are not ac- Substituting (68) into (4),(8), (9) gives (lo), and substi-
cessible for measurement, but. which do have a (more-or- tuting (10) int,o (67) gives (11)-(15). Expressions (45)-
less) known set. of possible waveforms. I n t.his paper it has (49) follow fromsimilarconsiderations[within(67),
been shown that if such disturbances can be modeled by (68) replaced by y]. An altermtive form of st,at,erecon-
it is pos-
solutions of some linear different,ial equation, t,hen st.ruct,or, which uses more integrators than (67), (68) but
sible to const.ruct> a dynamical feedback controller which, has a somewhat simpler algebraicst,ructure,is describedin
bymeasuringonly the availableplant. output y ( t ) , can ~71.
maint>ain accurate set-point, regulation(or accurate servo-
txacking) in the face of any such dist,urbances. Explicit, APPEKDIXI1
proceduresfordesigningt,hese“disturbance counterad- The st,abilitv properties of (23), (24) can be est,ablished
ing” controllers have been given. I n addition, it. has been by Lpapunov’s second method. For t,his purpose, choose
shown horn to design regulator and servomechanism con-
t,rollerswhich make optimal utilizationof any useful effects
that, may be present in the action of ext,ernal dist.urba.nces.
‘O-Herewe haJe made m e of the four_algekraic identities CI’C +
~ ~0 ; T % TI : -
T12TI? = 2; T I ? T = -= -
- 0: TZTB 2, which are a natural
The dist,urbance accommodat,ion t,echniques described in ~ ,T’?, T ~ ~ -
consequence of t,he definit,ions of T ~ T?~,
644
V ( t ) = e’@-l(t)& and note that, under t.he condition ( 2 9 ,
the derivative of V ( t )between impulses of d(t) is
3 = -e’@-l(t)o(t)@-i(t)e, g ( t ) > 0. (71)
Now, under the conditions stated below (23), t,he solu-
tions @(t) of (25), corresponding to any @ > 0,
, are always
positive definite and uniformly boundedawa.y from t,he null
matrix [15]. It, follows t.l& one can always choose Q ( t ) >
0 so t,hat : 1) is negat,ive definit,e and uniformly bounded
away from the null matrix, and 2) for any E # 0, 17 can be
made as small as desired.
APPEKDIXI11
The minimization of (3), (36) subject to (l),(2), and the
condit,ion t,hat d ( t ) = 0 can be ca.rried out by mca.ns of the
Hamilton-Jacobitheory. First, let, (I), ( 2 ) be combined
into onecomposite system x = Ax + Bu where x =
(xlz)’, and n-rit,e (3), (36) a.s J [ u ; To, t,, TI = (1/2)x‘(T)
%(T) + JE [X’GX+
(1/2) u’Ru] dt. Then, set v(?,f) =
J[u’; x , t , TI, X, = X , to = t. It. can beshown that thefunc-
tion u(X,t ) sat.isfiesthe Hamilton-Jacobi partial differen-
tial equation [16]
and t.he optimalcontrol uo is given by uo(X, t) =
- R-lB’V;W. m e now assume a nonnegative-definit.e spm-
metric solution t.0 (72) of the form W(X, t ) = (1,/2))x’P(t)X
where
Substituting the latt,er expression into (72) and requiring
(72) t o be sat>isfiedidentically in t, for all X, we find that
K(t), Pl(t) must satisfy (3S), (39). Expression (37) follows
from the fact that, B’V;u = (1/2)B’V;(X’Pi) = B‘Kx + Kans., on July 2 4 , 1934. He received t.he B.S.
B‘Plz.
IV
APPEWDIX
To minimize (5S), subject to (l),(SG), we first consoli-
date (l),(56) to obt,ainx = Ax + Bu where X = (x, z!x*)’
and where, inaccordancewith the remarks below (39),
d ( t ) has been set. equal to zero. Then, xrith (58) rev,-ritt.en
in t.erms of Z, we proceed just as in Appendix I11 wit11 P in
(73) now- wit>ten in the slight,ly alt.ered form
where t h e n e rterm L is an n X 71. matrix. Requiring (72)
t o be satisfied identically in t, for all X, we find that K(t),
IEEE TR4NS9CTIOh’S OK -4UTOMATIC CONTROL, DECEMBER 19’71
Pl(t) in (74) are given by (38), (39) just as before, and the
new t,erm L(t) is given by (60). Expression (59) then foI-
lon-s from the fact t,hat x, = x - x*.
REFEREKCES
C. D. Johnson, “Optimal control of the linear regulator wit.h
const.a.nt.disturbances,” I E E E Trans.Automat.Contr. (Short
Papers), vol. AC13, pp. 41+21, Aug. 1968.
-, ‘.Further studyof the h e a r regulator with dkturbances-
The case of vector disturbances satisfying a linear differential
equat,ion,” IEEE Tra.ns. Automat. Confr. (Short Papers), vol.
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_ _ , “Further commentson‘Optimalcontrol of the linear
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C. D. Johnson and R. E. Skelton,“Optimal desaturation of
momentum exchange cont,rol systems,” A I A A J., vol. 9, no. 1,
pp. 12-22, 1971.
R . E. Kalman and R.W . Koepcke, “Opt.imal synt.hesis of linear
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A. T. Fuller, “0pt.imization of non-linear control systems with
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-, “Optimization of non-linear control systems n-it,h random
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~
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R. E. Kalman, “Contribut.ions to the theory of opt,imal con-
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11.Athans and P. Falb, Optind Control; A n Introduction to the
Theory and Its Application. New York: AIcGraw-Hill, 1966.
C. D. Johnson, “Accommodation of disturbancesin optimal
control problems,” Int. J. Contr., to be published.
C. D. Johnson (LX’7l) was born in Topeka,
and MS. degrees from the University of
Tennessee, Knoxville, Tenn., in 1956and 1958,
respect,ivelp, andthePh.D. degree from
Purdue University, Lafayett.e, Ind., in 1963.
From 1958 to 1960 he Tas a member of the
engineering faculty at. ChristianBrothers Col-
lege, Memphis, Tenn. In1960 he was awarded
a National Science Fomdat.ion Science Fac-
ulty Fellowship t.o study for t.he Ph.D. degree
and subsequent.$ received a Ford Foundation Fellowship. He joined
t.he engineering facu1t.y of the UniversitJr of Alabama, Huntsville,
Ala., in 1963, where he is currently Professor of Elect.rica1Engineer-
ing. His activities include teaching graduate courses in linear, non-
linear, and optimal control theol? and participation in cont.ract. re-
search programs in automatic control theory. He has been a con-
sultant to the U.S. Army I\lissile Command, t.he General Electric
Company, General Dynamics Corporation, and Space Craft, Inc.
Dr. Johnson is a member of Sigma Xi, Pi Tau Sigma, American
Academy o f Mechanics, the Society for Natural Philosophy, and
Simulation Councils, Inc.