Structural

safety
ELSEVIER StructuralSafety15 (1994)111-129

Reliability-based measures of structural control robustness *

B.F. Spencer, Jr. *.l, M.K. Sain 2, C.-H. Won 3, D.C. Kaspari 4, P.M. Sain ’
University of Notre Dame, Notre Dame, IN 46556, USA

Abstract

Because of the uncertainty inherent in engineering structures, consistent probabilistic stability/performance

measures are essential to accurately assessing and comparing the robustness of structural control systems. An
approach is presented herein for calculating such probabilistic measures for a controlled structure. First and second
order reliability methods (FORM/SORM) are shown to be appropriate for the required calculations. The concepts
are illustrated through several examples of seismically excited structures with active protective systems.

Key words: Structural control; Robust control; Protective systems; Stability; Performance

1. Introduction

The past decade has seen greatly increased activity in active control research for civil
engineering applications (see, for example, [l,S,lS]>. The goal of much of this research is to
increase the reliability of these structures against dynamic loadings caused by severe earth-
quakes and strong winds. To date, direct means of control design to achieve this goal do not
seem to be available.
Uncertainty is inherent in the control of all engineering structures. This uncertainty can arise
from control hardware malfunctions, neglected system dynamics and other inadequacies of the

* Discussion is open until March 1995 (please submit your discussion paper to the Editor, Ross B. Corotis).
* Corresponding author.
’ Associate Professor, Department of Civil Engineering and Geological Sciences.
’ Freimann Professor, Department of Electrical Engineering.
3 Graduate Research Assistant, Department of Electrical Engineering.
4 Graduate Research Assistant, Department of Civil Engineering and Geological Sciences.

0167-4730/94/$07.00
Q 1994ElsevierScienceB.V. All rights reserved
SUN 0167-4730(94)00014-H
112 B.F. Spencer, Jr. et al./Structural Safety 15 (1994) Ill-129

mathematical model, errors in identifying the structural parameters, model reduction, degrada-
tion of the structure over time, etc. If the uncertainties are not properly considered in the
design of a control strategy, the performance of the controlled structure may be severely
degraded, and an otherwise stable nominal structure may even become unstable due to
actuator control forces. To be effective in the presence of uncertainty, a control strategy must
have a robust performance and stability characteristics.
Existing tools for robust control analysis and synthesis have undergone a decade of rapid
development. This development has been largely based on Hz/H, theories for which the
control problem consists of performance specifications, a nominal plant model, and some sort
of uncertainty description (see, for example, [6,7,24-281). The basic design problem is to find a
stable control which satisfies the performance constraints for all possible cases, including the
worst case. This abstract problem, however, avoids the practical difficulty of describing the
model uncertainty in the first place and the central question of developing a quantitative
probabilistic procedure for robust control design. Rather, it generally bounds the uncertainty
on the model parameters and produces margins that are worst-case measures of the system
performance/ stability.
For many problems in structural control, the hard bounds on uncertain parameters required
for a worst-case design are not meaningful. A probabilistic description provides a more natural
and realistic portrayal; and, in the case of multiple uncertain parameters, a probabilistic
description is essential to avoid unreasonable conservatism and associated cost. In addition,
performance/stability margins based on such worst-case analyses do not provide a consistent
measure of the relative likelihood of a structure achieving design specifications (e.g., one
structure possessing a larger stability margin than another structure does not necessarily imply
that the likelihood of system instability is smaller). This limitation results because traditional
performance/stability margins do not explicitly account for the variability or probabilistic
structure of the uncertain parameters. Through providing consistent performance/stability
measures for controlled structures in probabilistic terms, one can quantitatively assess the
ability of various control strategies to perform adequately in the presence of the uncertainties
inherent in engineering structures. With such quantitative assessments,one can make more
effective use of the resources available in a given structural control situation and provide for
more realistic and cost-effective tradeoffs between control performance, stability and uncer-
tainty.
Ray and Stengel [14] have addressed certain aspects of this problem using Monte Carlo
simulation (MCS) techniques. While effective for determining the central probabilistic tenden-
cies, the major limitation of this approach is that the MCS techniques are usually computation-
ally intractable for the small limit-state probabilities expected for highly reliable controlled
structures. Alternatively, Spencer et al. [21-231 have shown first and second order reliability
methods (FORM/SORM) to be appropriate for the probability calculations required in these
types of problems.
This paper formulates several consistent, reliability-based, performance/stability measures
to assessstructural control robustness. To illustrate the concepts, we examine several examples
of seismically excited structures with active protective systems. This work is an initial step
toward developing robust control strategies which maximize the overall reliability of a con-
trolled structure.
 B.F. Spencer, Jr. et al./Structural Safety 15 (1994) Ill-129 113

2. Problem formulation

In the equations of motion for the structure, we assume the existence of uncertainty which
can be modeled by a q-dimensional vector of random parameters A, with a given mean F~,
covariance XA, and joint probability distribution F,(6). The state space representation of the
equations of motion for an n-degree-of-freedom structure is given by
i=A(A)z+B(A)u +E(A)w, (1)
with measurement equation
y =C(A)z+D(A)u +F(A)v, (2)
where the vector z is a 2n-dimensional state vector of displacements and velocities, A is a
2n x 2n matrix composed of the parameters of the structure (masses, stiffnesses, damping
values, etc.), u is an r-dimensional vector of control forces, B is a 2n X 2n matrix specifying the
points of application of the control forces, w is an I-dimensional excitation vector, E is a 2n x 1
matrix specifying the manner in which the excitation affects the structure, y is an m-dimen-
sional measurement vector, C is an m X 2n matrix through which combinations of the states
are measured, D is an m X r matrix specifying the feed-through terms in the measurement, F
is an m x m matrix indicating how the measurement noise affects the measurement, and v is
an m-dimensional measurement noise vector. The vector [w’ Y’Y is assumed to be a white noise
with mean and joint autocorrelation given by

[v1 ’
EW =o
E w(t)
v(t) {w’(t
ii 1 1
+ T) v’(t + 7)) = 2TSS(T),

where E[*] is the expected value operator, S is a constant two-sided spectral density matrix,
and 6(s) is the Dirac delta function. Nonwhite noises can be incorporated into the problem
formulation by augmenting the equations of motion with appropriate disturbance shaping
filters [29].
For a broad class of control strategies, the closed-loop state space description can be written
as
;=A,,(A)Z+E,, (5)
where i: is the state vector (n.b., f may also contain states of the controller or the disturbance
shaping filter), A,,(A) is the closed-loop state matrix, and E,, is the matrix indicating how the
disturbance and measurement noise affect the dynamics of the closed-loop system. For
example, if we assume that the structure state variables are perfectly measurable and that state
feedback control is employed, i.e., u = -& then z’= z and the closed-loop state space matrix is
given by
-%,(A>=A@) -B(A)&
where K is the control gain matrix.
114 B.F. Spencer, Jr. et al./Stntctrcral Safety IS (1994) III-129

Stability is essential to any controlled system. The following section details probabilistic
measures of stability robustness for a linear controlled system such as Eq. (1). The subsequent
sections propose a tractable measure of performance robustness in terms of the structural
response and the required control action.

2.1. Probabilistic stability measures

Traditional methods for characterizing the effect of parametric uncertainties on the stability
of controlled systems have been formulated through defining certain stability margins (e.g.,
[5,17]). Based on MCS, Ray and Stengel [14] proposed an alternative measure of stability
robustness in terms of the probability of instability for the controlled system. Spencer et al.
[21,23] presented a systematic and tractable approach for determining the probability of
instability based on FORM/ SORM. Two criteria were discussed for characterizing the stability
of linear systems: (i) an eigenvalue criterion and (ii) the Routh-Hurwitz criterion. For
completeness, the eigenvalue criterion employed herein is briefly reviewed in this section.
For the class of structures described in the previous section, the stability limit-state
probability, ps (i.e., the probability that the controlled structure is unstable), depends on the
real parts of the eigenvalues of the closed-loop state space matrix A,,. The system is
asymptotically stable if the real parts of all the eigenvalues of the closed-loop state space matrix
are negative; or conversely, the system is unstable if the real part of any of the eigenvalues fails
to be negative. The limit-state probability ps is then given by

Ps=l-P jfiIRe[*j(A)] <O)=l-P(m,vRe[n,(A)] <O}

=P 6 Re[hj(A)] 20 =P(maxRe[h,(A)] >O),

j=l i

where the Aj are roots of det[d,,(A) - ~11= 0. In terms of the probability density function
fa(S), the stability 1imit-state probability is

ps= J../ f&j) d8= J../ f@)dK

mnxRe[Aj(S)] > 0
i fi Re[Aj(G)] z 0
j-l

The domain of integration for Eq. (8) is illustrated in Fig. 1 for two uncertain parameters.
This multi-dimensional integral is generally too complex to evaluate directly for arbitrary
probability distributions over arbitrary domains. An upper bound on the probability of the
system being unstable when fa(S> is jointly Gaussian is presented in [9]. Alternatively, the
system whose limit-state probability is described by Eqs. (7) and (8) can be viewed as a classical
reliability problem for a series of components with limit-state functions g;(A) = - Re[hj(A)]. If
any of the components fail (i.e., g;(A) < 0), then the entire system is considered failed (i.e., the
structure is unstable). First and second order reliability methods (FORM/SORM) are well-
suited to calculate the associated limit-state probability, i.e., the probability of system instabil-
 B.F. Spencer, Jr. et al./Structural Safety 15 (1994) Ill-129 115

UnstableRegion

Fig. 1. Illustration of the region of stability in terms of eigenvalues for two uncertain parameters.

ity, as formulated in this section. Madsen et al. [lo] and Melchers [12] provide more detailed
discussions of FORM/ SORM approaches.
In addition to control system stability, control performance and the associated control costs
must be examined in making a robustness assessment of a particular control strategy.

2.2. Objective performance measures

For stochastically excited structures, a tractable measure of performance robustness can be

given in terms of the RMS structural responses. For example, if one is concerned with the RMS
responses a, exceeding specified target values co,, then a series of performance limit-state
functions can be defined as
g:[A; u, t] =ao,-o+; u, t]. (9)
Here, the notation a,,[A;u,t] is chosen to reinforce the fact that the RMS response is a time
varying function depending on both the parametric uncertainty A and the chosen control
strategy u(e), 0 f 8 Q t. We can define the performance limit-state probability pP as

pp = oI$yt,p
.
6 @[A; u, t] GO (10)
( i=l 1

where t, is some time larger than the duration of the disturbance, and v is the number of
critical responses. Thus, pP represents the probability of exceedance of one or more of the
target RMS structural responses.
A further problem simplification can be made by concentrating on the stationary response.
For many problems of interest, the RMS structural responses take maximum values when the
they achieve stationarity [29]. Under this assumption, Eq. (10) reduces to

pP=P ;@(A;u)<o (11)

i=l
116 B.F. Spencer, Jr. et al./Smtctwal Safety 15 (1994) III-129

where gp(A;u> = aO,- azj[A;u], and a,,[A;u] represents the ith stationary RMS displacement
response. In terms of the probability density function f*(S), the performance limit-state
probability can be written as

P,= /-/ f&j) ds, (12)

"
u ~z,lW 2 go,
j-1

which can be viewed as a reliability problem for a series of components gp(A;u). To evaluate
this expression, FORM/SORM can be employed.
For the linear dynamical system in Eq. (51, the RMS responses, or equivalently the response
covariance matrix ZZf= E[Z’], are obtained as the solution of the Lyapunov equation,
zif = Ac,XC,+ &4’,, + 2lrE,,SE~,) (13)
with the initial condition Xci(O>= Z, [19]. The stationary covariance matrix can be obtained by
solving Eq. (13) with ki = 0.

2.3. Control actuation requirements

The control actuation required to achieve a certain performance must also be factored into
control robustness assessment. Similarly to the previous section, the measure of control
actuation requirements adopted herein is given in terms of the stationary RMS control action.
The control limit-state probability (i.e., the probability of the RMS control actions exceeding
specified actuation levels) is defined as

PC = P ; q+[ A] z ao,ii
i=l
where c,,,[A] represents the ith stationary RMS control action, and ooll. is the target control
action level. Equation (14) can be written in terms of the probability density function fJS> a:

PC= j-1 f*(S) d.6. (151

r
u o,,,[Sl * Dbl,,
j-l

FORM/SORM can be employed to evaluate this expression. The probability integral in Eq

(15) is rewritten as

pc=P (J&(A)<0 , (16

( i=l 1

where the limit-state function is given by

gi”@> = go,,,- s,[Al> (17)
and can be viewed as a reliability problem for a series of components g;(A). The stationar
RMS control action required for evaluation of gf(A> is a linear function. of the responsl
covariance matrix Xi, which is obtained from the solution of the Lyapunov equation given i:
Eq. (13).
 B.F. Spencer, Jr. et al. /Structural Safety 15 (1994) Ill-129 117

The next section examines the robustness of several strategies for control of structures
subjected to earthquake excitation.

3. Numerical examples

The probabilistic robustness measures just presented will be illustrated using two examples
of seismically excited structures. The first example deals with the single degree-of-freedom
(SDOF) tendon controlled structure reported by Chung et al. [4]. A more complex structure, a
three degree-of-freedom (3DOF), single-bay building with tendon controller, is examined in the
second example. This structure is similar to that reported in [3]. Because the maximum
nonstationary RMS response are often well represented by the stationary responses [29], the
examples will focus on the robustness measures based on the stationary responses.

3.1. Single degree-of-freedom structure

Consider the single degree-of-freedom (SDOF) controlled structure depicted in Fig. 2. The
governing equation of motion is
mi+ci+kx= -(4k, cos a)u-m..& (18)
where x is the displacement of the first floor mass with respect to the ground, u is the position
of the hydraulic actuator, k is the stiffness and c is the damping of the walls of the structure, m
is the mass of the floor, and jt, is the ground acceleration. Control is obtained by positioning
the cylinder at the base of the structure, thereby stretching one set of active tendons and

i=[ 11
releasing the second set of active tendons to induce forces into the structure. The state space
representation of the equations of motion is then
0 I- 0
k c z+ 4k, cos a (19)
-- -- -
m m m

where z = [x ,?I’.

Fig. 2. Single degree-of-freedom structure with active tendon control.

118 B.F. Spencer, Jr. et al./Stncctural Safety 15 (1994) Ill-129

Excitation

Fig. 3. Block diagram representation for the single degree-of-freedom structure with a delayed controller.

For this example, a time delay with a magnitude T = 20 ms is assumed to be present in the
control loop which can be modeled as shown in Fig. 3. A pure time delay has the transfer
function P(s) = eBTS,which has an infinite dimensional state space representation. Herein we
employ a third-order Pad& approximation which was shown by Sain et al. [15,16] to model
adequately the time delay in the neighborhood of the crossover frequency for this example
structure.
The controller is obtained by assuming that the ground acceleration can be modeled as a
Gaussian white noise and minimizing the quadratic performance index given by

f(kXZ + yk,u2)dt ,
0 1 (20)
where y is a control design parameter. The probabilistic robustness measures are examined for
three specific control strategies. The first control strategy neglects the system time delay and
minimizes the performance index given in Eq. (20) to obtain a constant gain, state feedback
controller. This control strategy is denoted the Linear Quadratic Regulator (LQR) controller.
The second control strategy employs modified LQR feedback control gains which are phase-
corrected to account for the time delay effect [4,11,18]. Finally, we also consider a control
strategy that explicitly accounts for the time delay in the control design. This approach is
detailed in [15,16], and is denoted the Kalman filter controller.

Table 1
Model parameters for the single degree-of-freedom structure
Mean P, Standard deviation, u
m (lb-s*@) 16.69 1.669
c (lb-s/in) 9.02 9.02
(d = 1.24%)
k (lb/in) 7934 793.4
7 (ms) 20 2
k, (lb/in) 2124 0.0
a (degrees) 36 0.0
 B.F. Spencer, Jr. et al. /Structural Safety 15 (3994) 111-129 119

Table 2
Transfer functions for controllers used in the examples
k,(s) k,(s)
LQR control - 1.0969 - 0.07169
Phase-corrected control -0.28656 -0.08576
Kalman filter control { - 1.4660~~- 1667.2~~ (- 104.69~~- 63941~~
(y=O.207) -6.9015e+05s2 - 1.3931e-k08s - 1.6381e+07s2 - 1.7397e+09 s
- 1.1715e+ 10)/(s5 + 1250.8~~ - 1.6945e+ 10)/{s5 + 1250.8~~
+6.1634e+05s3+1.0764e+08s2 +6.1634e + 05s3 + 1.0764e+ 08s*
+2.1319e+ 10s +3.3562e+ 10) +2.1319e+lOs +3.3562e+lO)

In what follows, we assume that the controllers are known and deterministic. The mass m,
stiffness k, damping c, and time delay 7 are assumed to have mean values equal to their
nominal values and to have a coefficient of variation of 10%. Although not a limitation of the
FORM/SORM approach, for simplicity the variates are assumed to be statistically independ-
ent Gaussian variates. Table 1 provides a summary of the problem parameters.
For the LQR and phase-corrected controllers, we have chosen y = 1 for the performance
index in Eq. (20). The Kalman filter control design uses y = 0.207 so as to match the RMS
control action of the phase-corrected controller. The three controllers are given in Table 2. The
nominal RMS displacement responses a,, a, the RMS control action a;, and the performance
index ,J for the nominal structure subjected to a unit intensity white noise are given in Table 3.
Note that the smallest performance index is obtained by the Kalman filter controller.
Table 4 provides a summary of the SORM results using the probabilistic analysis software
PROBAN [13]. As shown here, the stability limit-state probability ps is reduced by a factor of 5
when the phase-corrected controller is employed as compared to the uncorrected LQR
controller. Note that the phase-corrected controller provides a smaller nominal RMS response
while requiring smaller RMS control action. Results for the Kalman filter compensator are also
listed in Table 4. Here we see that the Kalman filter approach reduces the stability limit-state
probability by two orders of magnitude over the phase-corrected approach, while achieving a
smaller nominal RMS displacement.
Several other interesting results are also obtained by comparing the importance factors in
Table 4 resulting from use of the various control strategies. Here we see that by correcting for
the system time delay, the relative importance of the uncertainty in the time delay is reduced,
while the importance factor for the mass increases. This result indicates that, if we compensate

Table 3
Summary of RMS responses for the nominal structure subject to a unit intensity white noise excitation
ux ci % JB
(in) (in/s> (in) (in-lbs)
LQR control 1.564e-02 6.124e-01 4.713e-02 6.659
Phase-corrected control 1.417e-02 4.931e-01 4.248e-02 5.425
Kalman filter control 1.327e-02 4.656e-01 4.248e-02 5.229
’ For comparison, all values of the performance index are calculated for y = 1.
120 B.F. Spencer,Jr. et al. /Structural Safety 15 (1994) 111-129

Table 4
Summary of SORM stability robustness results for the SDOF structure
Reliability PS
Squared importance factors (%)
index, p 7 m c k
LQR control 3.384 3.571e-04 49 49 0 2
Phase-corrected control 3.832 6.354e-05 32 67 0 1
Kalman filter control 4.801 7.897e-07 24 75 0 1

for time delay in the control design, reducing the variance in the mass would provide the
greatest reduction in the probability of failure. Somewhat surprisingly, the importance of the
uncertainty in the damping c is negligible. This occurs because the structural damping and its
associated uncertainty are small in comparison with the additional damping added by the
controller. The control also has the effect of modifying the effective structural stiffness and
lessening the importance of uncertainty in its nominal value.
In terms of the performance robustness, Fig. 4 provides the cumulative probability distribu-
tion function for the RMS displacement response. As shown here, use of the phase-corrected
control results in a greater likelihood of the occurrence of large RMS displacement responses
than for the Kalman filter control. In particular, in the upper tails of the distribution, the
Kalman filter approach shows significantly superior robustness. For example, in Table 5 we see
that the probability of the RMS displacement response being greater than 0.018 inches is
3.261e-03 for the phase-corrected control and is 3.830e-04 for the Kalman filter control, which
is an order of magnitude smaller. Also note that in contrast to the stability limit-state results,
the stiffness plays an important role in the likelihood of the occurrence of extreme responses.

0.01 0.012 0.014 0.016 0.018 0.02 0.022 0.024 0.026

RMS DisplacementResponse,0; (inches)
Fig. 4. Cumulative probability distribution function of RMS displacement response.
 B.F. Spencer,Jr. et al. /Structural Safety IS (1994) 111-129 121

Table 5
Summary of SORM stability robustness results for response performance robustness (co - 0.018 in.)
Reliability PI, Squared importance factors (%)
index, /3 (P(q. z 0.018)) 7 m c k
LQR control 1.075 1.41e-01 87 12 0 1
Phase-corrected control 2.720 3.261e-03 12 69 0 19
Kalman filter control 3.365 3.830e-04 14 72 0 14

KalmanFilter

0.036 0.04 0.046 0.05 0.054 0.06 0.065 0.07

RMS Control Action, uU (inches)
Fig. 5. Cumulative probability distrruution function of RMS control action.

The robustness with respect to the control actuation requirements can be assessed by
examining the cumulative probability distribution functions for the RMS control action as given
in Fig. 5. Here we see that even though the nominal control action is the same for the
phase-corrected and Kalman filter controllers, the likelihood of large control action is much
greater for the phase-corrected control. In Table 6 we see that the probability that the RMS
control action exceeds 0.055 inches is 1.630e-02 for the phase-corrected control and 6.320e-04

Table 6
Summary of SORM stability robustness results for response performance robustness (~a,, = 0.055 in.)
Reliability PC Squared importance factors (%)
index, fl (P(o;, 2 0.055)) 7 m C k
LQR control 1.1304 1.292e-01 92 7 0 1
Phase-corrected control 2.1369 1.630e-02 64 34 0 2
Kalman fitter control 3.1728 7.550e-04 21 78 0 1
122 B.F. Spencer, Jr. et al. /Structural Safety 15 (1994) III-129

Fig. 6. Three degree-of-freedom structure with active tendon control.

for the Kalman filter control, which is 25 times smaller. Here we see that the most important
uncertainty is with regard to the mass.
Of the control strategies considered in this section, both the phase-corrected controller and
the Kalman filter controller are more robust to parameter uncertainties than the simple LQR
controller. However, the stability limit-state probability associated with the Kalman filter
controller is two orders of magnitude smaller than that for the phase-corrected controller,
while providing a smaller likelihood of extreme RMS displacement response and RMS control
effort.

3.2. Three degree-of-freedom structure

We now turn our attention to a more complex structure, a three-story, single-bay building
subjected to a one-dimensional earthquake excitation jt, with tendon controller, depicted in
Fig. 6. Assuming a simple shear frame model for the building, the governing equations of
motion are
ml 0 0 2, c,+c, -c2 0 5, \
0 m2 0 i2 + -c2 c,+c, -cj i,
0 m3
[
0
II i, I 1 0 -c3 c3 I- ,x3 I

II
k,+k, -k, 0 Xl
+ 42 k,+k, -k, x2
0 43 k3 x3 [ -,kC’cosaju-[m, i2 %,
 B.F. Spencer, Jr. et al. /Structural Safety 15 (1994) III-129 123

Table 7
Model parameters of the three-story structure
Mean, p Standard deviation, u
ml (lb-s2/in) 5.6 0.56
nz2(lb-s2/in) 5.6 0.56
m3 (lb-s2/in) 5.6 0.56
cI (lb-s/in) 2.6 0.26
c2 (lb-s/in) 6.3 0.63
cg (lb-s/in) 0.35 0.035
kI (lb/in) 5034 503.4
k2 (lb/in) 10965 1096.5
k3 (lb/in) 6135 613.5
7 (ms> 36 3.6
k, (lb/in) 2124 0.0
CY(degrees) 36 0.0

where mi, Ci, ki, are the mass, damping and stiffness, respectively, associated with the ith floor
of the building, and u is the position of the hydraulic actuator. Equation (21) can be written in
matrix form as
M,l+C,~+KK,x=B,u-M,r,f,. (22)
Defining the state vector of the system as z = [.I!.?], the state space matrices in Eq. (1) are
then
0
A= -~lcs]y B= [M$s], and E= [ -ors].
[ - iIf,- %,
As in the previous example, a time delay is assumed to be present in the control loop which
can be modeled as shown in Fig. 3, and the delay is modeled with a third-order Pad6
approximation. The controller is assumed to be known and deterministic, and the variables
modeling the mass, damping, stiffness and time delay are assumed to be Gaussian random
variates with a 10% coefficient of variation. Table 7 provides a summary of the model
parameters. Note that the nominal parameters were chosen to match closely the characteristics
of the experimental structure reported by Chung et al. [3], in that it has similar modal
frequencies and dampings.
For this example, attention will be restricted to the Kalman filter control strategies because
of their superior robustness properties, as demonstrated in the previous example. As in 131,the
controller is obtained by minimizing the quadratic performance index given by

]=(x’K,x
0
+ ykcu2) dt .
1
Three Kalman filter control strategies will be examined for the three-story building. The
first, termed the “structural state feedback control”, assumes that the displacement and
velocity of the three building floors (i.e., all structural states) are available for control
determination. Here, we have chosen y = 200. The other two control strategies are based on
124 B.F. Spencer, Jr. et al./Strzcctrwal Safety I5 (1993) 111-129

the measured response being the acceleration of the building floors, i.e., acceleration feedback
control strategies [24,25]. Here, the associated case in which y = 200 is considered, as well as a
lower authority controller in which y = 5000. In all cases, the ratio of the intensity of the
disturbance to that of the measurement noise was chosen to be 25, and the disturbance and the
noise are assumed to be statistically independent.
Figure 7 shows the cumulative probability distribution for the maximum of the real parts of
the eigenvalues of the controlled structure. These results were obtained via Monte Carlo
simulation (MCS), which is well suited for determining the central tendencies of a random
event. Note that the median value for the maximum of the real parts of the eigenvalues is the
most negative for the acceleration feedback case in which y = 200. If one looks only at the
nominal behavior of the system, this result may have led one to believe that the stability
robustness of this acceleration feedback control strategy is better than for the other two
controllers. When we examine the upper tails of the distribution, however, this conclusion is
not so tenable. MCS is generally not a tractable approach for determining the probability of the
occurrence of rare events such as the instability of this system, and FORM/SORM is
employed to more closely examine the stability limit-state probabilities, i.e., the probability that
the system is unstable. Table 8 provides a summary of the SORM results for the stability
limit-state. These results are more complex than those for the previous SDOF example, in that
multiple design points exist which contribute significantly to the limit-state probability. Accord-
ingly, system reliability methods are employed [23]. Be examining the eigenvectors of the
closed-loop system matrix A,, associated with the zero eigenvalues that occur at each respec-
tive design points, we see that all except one of the design points correspond to destabilization
of the second mode of vibration of the structure. The first design point in the acceleration
controller with y = 200 corresponds to destabilization of the third vibrational mode. For the

StructumlState Acceleration
Feedback -
y=5000
J-

-1.5 -1.0 -0.5 0.0 0.5

max Re[AJ
i

Fig. 7. Cumulative probability distribution of the maximum real part of the eigenvalues of the closed loop dynamical
matrix.
 B.F. Spencer,Jr. et al. /Structwal Safety IS (1994) 111-129 125

Table 8
Summary of SORM stability robustness results for three-story building
Reliability ps Squared importance factors (%) a
index, p 7 tn, tn2 rn3 cl ~2 ~3 k, k2 k,
Structural state feedback control, y = 200
Design point #l 6.724 &816e-12 45 28 6 3 11 0 1 5 0 0
Design point #2 6.747 7.533e-12 4 3 6 20 22 0 3 2 0 41
Series system 6.634 1.635e-11 23 24 8 11 21 0 3 5 0 5
Acceleration feedback control, y = 200
Design point #l 2.314 l.O33e-02 10 44 6 0 0 2 0 1 36 1
Design point #2 2.747 3.004e-03 10 24 5 19 0 0 0 4 0 38
Design point #3 3.368 3.786e-04 9 5 1 16 0 0 0 3 0 66
Series system 2.299 l.O74e-02 11 43 6 0 0 2 0 1 36 0
Acceleration feedback control, y = 5000
Design point #l 4.026 2.834e-05 7 38 4 16 1 0 0 5 1 28
Design point #2 4.569 2.449e-06 6 3 1 11 1 0 0 2 0 76
Series system 4.007 3.080e-05 7 41 5 16 1 0 0 5 1 24
’ Due to round-off, these numbers may not add up to 100%.

structural state feedback controller, we see that the stability limit-state probability is only
1.635e-11, indicating that the system possessesgreat stability robustness. (Note that estimating
this probability would be nearly impossible using simple MCS.) The limit-state probability for
the corresponding acceleration feedback control strategy is l.O74e-02, which indicates a
significant reduction in the stability robustness of the system using this output feedback
approach.

Structural State

0.1 0.2 0.3 0.4 0.5 0.6

Top Floor FWS DisplacementResponse,yr, (inches)
Fig. 8. Cumulative probability distribution function of the top floor RMS displacement response.
126 B.F. Spencer, Jr. et al. /Structural Safety 15 (1994) Ill-129

I.0

0.0
0.0 2.0 4.0 6.0 8.0 10.0
RMS Control Action, a,, (inchesx 10m3)
Fig. 9. Cumulative probability distribution function of RMS control action.

There are two natural approaches to increasing the stability robustness of the acceleration
feedback strategy to an acceptable level. Because this control strategy is quite authoritative, the
first approach to increasing the stability robustness of the acceleration feedback control
strategy is to design the controller more conservatively. Table 8 presents results for such a
controller with y = 5000, where we see that the stability limit-state probability is reduced to
3.080e-05, which is a more acceptable result. The second approach is to decrease the time
delay in the system. Spencer et al. [20] have presented experimental results which indicate that
time delays of less than 1 ms can be readily obtained. Thus, if the random time delay were to
have a mean of 1 ms and a coefficient of variation of lo%, a dramatic increase in the stability
robustness can be achieved. For this case, the stability limit state probabilities are 8.599e-34
and 7.769e-24 for y = 200 and y = 5000, respectively. To understand fully the implications of
these results, one must also examine the performance robustness of the controllers.
Figures 8 and 9 present the cumulative probability distributions for the top floor RMS
displacement response and the RMS control action, respectively, obtained via MCS. As seen in
Fig. 8, all three controllers significantly reduce the uncontrolled response. The controller in
which y = 200 produces the greatest reduction in the top floor RMS displacement response.
However, the more conservative acceleration feedback control strategy still produces a signifi-
cant reduction in the RMS response (i.e., nominally, a 47% reduction in the RMS response is
achieved over the uncontrolled structure). Examining Fig. 9, we see that the required RMS
control action is very similar for the two more authoritative controllers, whereas the control
action required by the second acceleration feedback controller is nominally 65% smaller.
To look at the extreme responses, FORM/SORM is again employed. We have chosen the
critical response to be the top floor displacement. Thus, the performance and the control
limit-state probabilities are respectively given by
Pp = PIQ 2 QIJ)> (25)
 B.F. Spencer, Jr. et al. /Structural Safety I5 (1994) Ill-129 127

Table 9
Summary of SORM response performance robustness results for three-story building
Reliability pP Squared importance factors (%) a
index, P ( Pb,, > UIJ) 7 ml m2 m3 Cl c2 c3 kl k2 k3

Structural state feedback control, y = 200, wa = 0.16 in.

2.432 1.384e-03 1 6 13 37 0 0 0 29 7 8
Acceleration feedback control, y = 200, ua = 0.16 in.
3.513 2.213e-04 1 7 12 45 0 0 0 20 6 8
Acceleration feedback control, y = 5000, ma= 0.30 in.
2.980 1.440e-03 0 6 14 44 2 0 0 17 6 10
a Due to round-off, these numbers may not add up to 100%.

(26)
Table 9 shows the SORM results for the response performance robustness. For structural
state feedback control the limit-state probability of SORM displacement response being greater
than 0.16 in. is 1.384e-03, while it is 2.213e-04 for the acceleration feedback control (y = 200).
For the acceleration feedback case with y = 5000 we find P(a, 2 0.30) = 9.631e-02. Note that
the squared importance factors are similar in all three cases; the mass of the third floor being
most critical, with k, and m2 being second and third in importance, respectively.
To complete the picture of the robust performance, we need to consider control perfor-
mance as well. Table 10 shows that larger extremes occur in the RMS control action of
acceleration feedback control (y = 200) than structural state feedback control or the accelera-
tion feedback (y = 5000) control. It is interesting to note that the most critical squared
importance factors of the structural state feedback case are masses of each floor, while for the
more authoritative acceleration feedback case (y = 200) the most critical factor is the stiffness
of the third floor k,, whereas for the more conservative controller (y = 5000), the most critical
importance factor is associated with the stiffness of the first floor k,.

Table 10
Summary of SORM control performance robustness results for three-story building
Reliability pc Squared importance factors (%) *
index, p (P(a,, > u(g) 7 ml m2 m3 Cl c2 c3 k, ‘~2 k

Structural state feedback control, y = 200, ~a,, = 8.5e-03 in.

4.446 4.369e-06 11 10 21 37 1 0 0 7 11 3
Acceleration feedback control, y = 200, ~a,, = 8Se-03 in.
2.530 5.701e-03 11 20 5 16 0 0 0 8 0 40
Acceleration feedback control, y = 5000, uaol,= 3.0e-03 in.
3.118 9.120e-04 2 2 0 1 7 1 0 85 1 0
’ Due to round-off, these numbers may not add up to 100%.
128 B.F. Spencer, Jr. et al. /Structural Safety IS (1994) Ill-129

4. Conclusions

Analysis methods have been presented which provide objective robustness measures for
comparing the capabilities of competing structural control strategies in an inherently uncertain
environment. By example, we have shown that certain control strategies are significantly more
robust to parametric uncertainties. For the single-degree-of-freedom example, the Kalman
filter controller has been shown to achieve a greater reliability, in terms of smaller likelihood of
extreme RMS displacement response, while maintaining a probability of instability two orders
of magnitude lower than the phase-corrected control. Moreover, the probability of the occur-
rence of extreme control action is the smallest for the Kalman filter controller. For the example
of the three-story building, the Kalman filter controller employing all of the structural states
proved to have excellent robustness characteristics. The acceleration feedback control strate-
gies also had good robustness properties. Reduction of the system time delay to levels that are
readily achievable via current hardware technology allowed the acceleration feedback control
strategies to yield very reliable and authoritative controllers, thus making practical implementa-
tion of these controllers very promising.
With the probabilistic robustness measures developed herein, a control designer has the
ability to make more realistic tradeoff choices among reliability, stability, and uncertainty, and
as a result, to use more effectively the available resources in a given structural control situation.

Acknowledgment

This research is partially supported by National Science Foundation Grants No. BCS
90-06781 and No. BCS 93-01584.

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