CHAPTER 77

TRACKING SYSTEMS

11.1 THE PROBLEM OF ACHIEVING A DESIRED

TRAJECTORY

In previous ch,~pters, the regulator problem—viz., the problem of return-

ing a system to its zero state in some optimal fashion—is considered. This
problem is, in fact, a special case of a wider class of problems where it is
required that the outputs of a system follow or track a desired trajectory in
some optimal sense. For the regulator, the desired trajectory is, of course,
simply the zero state. In this chapter, we apply regulator theory and give
extensions to solve the wider class of control problems that involves achiev-
ing a desired trajecl:ory.
It is convenient to refer to these problems by one of three technical
terms, the particular term used depending on the nature of the desired trajec-
tory. If the plant outputs are to follow a class of desired trajectories, e.g.,
all polynomials up to a certain order, the problem is referred to as a .rervo
(servomechanism) probiem; if the desired trajectory is a particular prescribed
function of time, the problem is called a tracking problem. When the outputs
of the plant are to follow the response of another plant (or model) to either
a specific command ir~put or class of command inputs, the problem is referred
to as the model-following problem.
The remainder of this section is devoted to a discussion of considerations
common to all three of these problems, with particular attention being given
to the selection of a performance index.
We recall that ir selecting a performance index for a regulator, cost
terms are constructed for the control energy and the energy associated with
247
248 TRACKING SYSTEMS Ch. 11
a

the states. More specifically, for the linear system

.i=Fx+Gu x(tO) given (11.1-1)

the principal performance index adopted throughout the book is the quad-
ratic index

~(x(fo), u(”), ~) = ~’(u’h

to
+ x’(2x)
dt (11.1.2)

where R is some positive definite matrix and Q is some nonnegative definite

matrix (the matrices being of appropriate dimensions). The quadratic nature
of the cost terms ensures that the optimal control law is linear, and the con-
straints on the matrices Q and R ensure that the control law leads to a finite
control.
When attempting to control the system (11.1-1) such that its output

y(”) given by

y = H’x (11.1-3)

tracks a desired trajectory I(. ), there clearly should be a cost term in the per-
formance ir dex involving the error (y – ~). A performance index that comes
to mind immediately as a natural extension of the index (1 1. 1-2) is the follow-
ing:

V(x(tO), u(.), T) = ~’ [u’Ru + (y – j)’Q(y – ~)] dt (11.1-4)

to
where Q a Id R are nonnegative definite and positive definite matrices,
respectively. Once again, we have quadratic terms that, as the next sections
show, give rise to linear control laws.
Another objective, apart from minimizing the error (y – ~) and the
control u, may be to achieve a smooth system output y. lt may be that the
error (y — j) is not critical at every instant in time, but a smooth response is
critical. One possible method that may be used to achieve the objective of
smoothness is to generalize the index (11.1-4) as follows:

V(X(I ,), u(.), ~) = j’to [u’Ru + x’Q,x + (y – j) ’Q,(y – ~)] tit

(11.1-5)
where QI ar d Qz are nonnegative definite symmetric matrices.
The term x’ Q, x tends to constrain the system states to be small, and
thereby to e lcourage a smooth response. (A response that is not smooth
must contair significant amounts of the output derivatives; thus, at least
some of the system states must accordingly be large.) Unfortunately, without
a restriction on QI, the two objectives represented by the second and third
terms in (11, 1-5) may be conflicting, for the following reason: The term
X’QI x is to encourage the entries of x to be small, and, in particular, the
entries of y == Hx to be small, whereas the term (y — ~) ’Qz(y — ~) is to
Sec. 11.1 THE PROBLEM OF ACHIEVING A DESIRED TRAJECTORY 249
.

encourage the retries of y = H’x to be close to those of ~, which, in general,

will not be small.
We now claim that this difficulty can be overcome by restricting QI
to being of the form
!~l = [1 – H(H’H)- ‘H’]’ QJZ — H(H’H)- 1H’] (11.1-6)
where Qj is an arbitrary nonnegative definite symmetric matrix. [It is implicitly
assumed here that (H’H)- 1 exists. This restriction is equivalent to the very
reasonable assumption arising from practical considerations, that the system
outputs are linearly independent.]
To establish the preceding claim, we first write x as the sum of two ortho-
gonal componenl.s xl and Xz, such that xl is in the range space of H’. That is,
we write
x=~1+x2 (11.1-7)
where
H1 == X1 and Hxz = O (11.1-8)
for some vector 1. These equations imply that
y=wx=wxl, (11.1-9)
which, in turn, implies that constraining y to follow j constrains xl, via
(11. 1-9), whereas no constraint on x, is implied. We conclude that any pair
of objectives represented by cost terms xj, Q~xz and (y — j)’ Qz(y — ~) would
not be in conflict for any Q~, whereas, as we have already seen, a pair of
objectives represented by cost terms x’ Qx and (y — J)’ Qz(y — ~) may be in
conflict.
But now it is easy to check that the vector 1 as defined is

l=(HH)-’Hx (11.1-10)
and, accordingly,
.xz = x — H1 = [1 — H(H’H)- *H’]x. (11.1-11)
Therefore, Eq. (11.1-6) implies that x’Q, x = XLQ~xz. Thus, since we have
shown that the terms xj Qqxz and (y — ~)’ Qz(y — ~) are not conflicting in the
sense implied by the previous discussion, and since XLQ~xz = x’ Q, x for the
case when Q, is defined as in (11.1-6), then the performance index (11.1-5)
with Q, given by (1 1.1-6) and Q~ arbitrary has three cost terms that are not
in direct conflict with one another. The first term is the control cost, the
second is a “smoothness” cost, and the third is an error cost.
We now show that the index(11. 1-5) with Q, defined by (1 1.1-6) maybe
written in an interesting form that will prove convenient to use in the next
sections. More precisely, we shall show that the index(11. 1-5) may be written

V(x(to), u(.), T) = j’to[u’Ru +(x – i)’Q(x – i)] d (11.1-12)

250 TRACKING SYSTEMS Ch. 11

where

Q = Q, + HQ# (11.1-13)
Z = HIH’H]-l~. (11.1-14)

The ir terpretation of the terms in the preceding index is straightforward

enough. It appears that the cost terms of the index (1 1.1-5) involving the
state and ihe error between the system output and the desired output are
replaced by a single term involving the error between the state and some spe-
cial state trajectory i?, related to the desired output trajectory j. We have
from (11. 1-14) that H’2 = ~, and thus, if by some means Z were to become
the state trajectory of (11. l-l), then the system output given by (11,1-3)
would, in .!act, be the desired output trajectory j. What characterizes the
trajectory X is the important property, to be proved, that its component Xz
in the null space of H’ is zero. In other words, if the system output vector y
were augmented by another vector output ~ = fix, with each entry of Y
linearly independent of the entries of y and with the combined dimension of
y and j equal to the state-vector dimension, then with 2 as the state trajectory
this output ~ would be zero. The specified properties of Z suggest that it
be referred to as the desired state trajectory.
We ha~e yet to prove that Z,, the component of i in the null space of
H’, is zero, and also that the indices (1 1.1-5) and (1 1.1-12) are, in fact, iden-
tical. Using reasoning similar to that used in deriving (11.1-11), we have that
2Z = [I — H(HH)- 1H’]2
= .i — H(HH)-]j
= o.

This result ;~ields immediately that .i’Q, 2 = O and, in fact, Qli == O, where
Q1 is defined as in (11.1-6). It then follows that
(x – Z) ’Q(.x – i) = X’QIX + (X – i)’HQ,H’(x – j)
= X’QIX + (y — j3’Q2(Y — ~)

where Q is c!efined as in (1 1.1-13). Our claim is established.

For any particular application of the performance index just developed,
selections have to be made of the matrices Qz, Q~, and 1?. Also, a selection
may have to be made of the terminal time T. It may be necessary to try a
range of values of these quantities and to select the particular one which is
most appropriate for any given situation. A case of particular interest is the
limiting case as the terminal time T approaches infinity. For this case, when
all the matrices are time invariant, part, if not all, of the optimal controller
becomes time invariant. However, difficulties may arise for this case because
it may not bt possible for the plant to track the desired trajectories so that
the error approaches zero as time becomes infinite with a finite control law.
Sec. 11.2 FINITE- TIME RESULTS 251

Moreover, even if it is possible to track in this sense using a finite control

law, unless the control approaches zero as time approaches infinity, other
difficulties arise due to the fact that the performance index would be infinite
for all controls and therefore attempts at its minimization would be mean-
ingless.
The next section considers finite terminal-time servo-, tracking-, and

model-followin~ problems. The final section considers the limiting situation

as the integration interval becomes infinite. Of particular interest in this
section are the cases where the desired trajectory is either a step, ramp, or
parabolic function. Key references for the material that follows are [1]
through [3].

11.2 FINITE-TllUE RESULTS

The servo problem. As stated in the previous section, the servo problem
is the task of controlling a system so that the system output follows a pre-
scribed signal, wk ere all that is known about the signal is that it belongs to
a known class of signals. We consider a particular specialization.

Optimal servo problem. Suppose we are given the n-dimensional linear

system having state equations
j= Fx+Gu x(tO) given (11.2-1)
y=ff’~ (11.2-2)

where the m entries of y are linearly independent or, equivalently, the

matrix H has rank m. Suppose we are also given an m-vector incoming
signal ~, which is the output of the known p-dimensional linear system
~=~z (11.2-3)
~ = c’= (11.2-4)
for some initial state z(t,). Without loss of generality, the pair [A, C]
is completely om,ervable. The optimal servo problem is to find the opti-
mal control u* for the system (1 1.2-l), such that the output y tracks the
incoming signal ~, minimizing the index

V(x(ro), z.(.), T) = J’ {u’Ru

;x’[1 – H(H’H)-’H’]’Q1 [1 – H(H’H)-’H’]x

+ (y – j) ’Q,(y – ;)} dt (11.2-5)

where QI and (!j are nonnegative definite symmetric matrices, and R
is positive definite symmetric. (As usual, all the various matrices are
assumed to have continuous entries.)