Frequency Response Methods

System Modeling and Control · Chapter 11

John N. Chiasson and Aykut C. Satici

Contents

  • Bode Diagrams

  • Nyquist Theory

  • Relative Stability: Gain and Phase Margins

  • Closed-Loop Bandwidth

  • Lead and Lag Compensation

Bode Diagrams

Write the transfer function of some system in polar coordinate form, i.e., as

\[G(j\omega )=|G(j\omega )|e^{j\angle G(j\omega )}.\]

The Bode Diagram is a plot of

\[20\log _{10}|G(j\omega )|\;\text{versus}\;\log _{10}\omega\]

along with a plot of 

\[\angle G(j\omega )\;\text{versus}\;\log _{10}\omega .\]

  • The units of \(20\log _{10}|G(j\omega )|\) are decibels (dB).

  • The units of \(\angle G(j\omega )\) are degrees.

Example First-Order System

\[G(j\omega )=\frac{1}{\tau j\omega +1},\;\left\vert G(j\omega )\right\vert =\left\vert \frac{1}{\tau j\omega +1}\right\vert =\frac{1}{\sqrt{(\tau \omega )^{2}+1}}.\]

Bode Magnitude Plot

\[\begin{array}{|l|l|l|} \hline \omega & \log _{10}(\omega ) & 20\log _{10}|G(j\omega )|\;\text{in dB}\; \\ \hline 0 & -\infty & 20\log _{10}|1/1|=0 \\ \hline (0.1)/\tau & -1+\log _{10}(1/\tau ) & 20\log _{10}|\tfrac{1}{0.1j+1}|\approx 0 \\ \hline 1/\tau & \log _{10}(1/\tau ) & 20\log _{10}|\tfrac{1}{j+1}|=20\log _{10}|1/\sqrt{2}|=-3 \\ \hline 10/\tau & 1+\log _{10}(1/\tau ) & 20\log _{10}|\tfrac{1}{10j+1}|=20\log _{10}|1/\sqrt{101}|\approx -20 \\ \hline 100/\tau & 2+\log _{10}(1/\tau ) & 20\log _{10}|\tfrac{1}{100j+1}|\approx 20\log _{10}|1/100|=-40 \\ \hline 1000/\tau & 3+\log _{10}(1/\tau ) & 20\log _{10}|\tfrac{1}{1000j+1}|\approx 20\log _{10}|1/1000|=-60 \\ \hline \infty & \infty & 20\log _{10}|\tfrac{1}{\infty j+1}|=20\log _{10}\left\vert 0\right\vert =-\infty \\ \hline \end{array}\]

Example First-Order System(continued)

Magnitude plot:  \(20\log _{10}|G(j\omega )|\) versus \(\log _{10}\omega\)

This plot is a semilog graph, i.e., the horizontal axis is \(\log _{10}(\omega )\).

Asymptotic Magnitude Plot

\(G(j\omega )=\dfrac{1}{\tau j\omega +1}\)

\[20\log _{10}\!\left\vert \frac{1}{\tau j\omega +1}\right\vert \approx \left\{ \begin{array}{ll} \quad \!0, & \omega <1/\tau \\ -3, & \omega =1/\tau \\ 20\log _{10}\!\left( \dfrac{1}{\omega \tau }\right) =-20\log _{10}\!\left( \dfrac{\omega }{1/\tau }\right) , & \omega >1/\tau .\end{array}\right.\]

  • Every factor of 10 is referred to as decade.

  • \(10^{2}(1/\tau )\) is two decades above \(1/\tau .\)

  • \(10^{-1}(1/\tau )\) is one decade below \(1/\tau .\)

  • With \(\omega =10^{k}(1/\tau ),\)  \(k\geq 1\) we have

    \[-20\log _{10}\!\left( \dfrac{\omega }{1/\tau }\right) =-20\log _{10}\!\left( \dfrac{10^{k}(1/\tau )}{1/\tau }\right) =-20k\;\text{dB}\;\]

    and

    \[\log _{10}\omega =k+\log _{10}\!\left( \frac{1}{\tau }\right) \text{.}\]

  • For every decade above \(1/\tau\) the magnitude goes down by 20 dB.

Asymptotic Magnitude Plot(continued)

\(G(j\omega )=\dfrac{1}{\tau j\omega +1}\)

\[20\log _{10}|G(j\omega )|\;\approx \left\{ \begin{array}{cl} 0 & \;\text{for}\;\omega <1/\tau \\ -20\log _{10}\!\left( \dfrac{\omega }{1/\tau }\right) & \;\text{for}\;\omega >1/\tau .\end{array}\right.\]

Bode Phase Plot

\(G(j\omega )=\dfrac{1}{\tau j\omega +1}\)

  Plot \(\angle G(j\omega )\) versus \(\log _{10}\omega\).

\[\begin{array}{|l|l|l|} \hline \omega & \log _{10}(\omega ) & \angle G(j\omega )=\angle \dfrac{1}{\tau j\omega +1}=-\tan ^{-1}\!\left( \dfrac{\omega }{1/\tau }\right) \\ \hline 0 & -\infty & -\tan ^{-1}(0)=0^{\circ } \\ \hline (0.1)(1/\tau ) & -1+\log _{10}(1/\tau ) & -\tan ^{-1}(0.1)\approx -5.7^{\circ } \\ \hline 1/\tau & \log _{10}(1/\tau ) & -\tan ^{-1}(1)=-45^{\circ } \\ \hline 10(1/\tau ) & 1+\log _{10}(1/\tau ) & -\tan ^{-1}(10)=-84.3^{\circ } \\ \hline 100(1/\tau ) & 2+\log _{10}(1/\tau ) & -\tan ^{-1}(100)\approx -90^{\circ } \\ \hline \end{array}\]

Bode Diagram

\(G(j\omega )=\dfrac{1}{-\tau j\omega +1}\)

 with \(\tau =0.2\) so \(1/\tau =5\).

\[\begin{aligned} \left\vert G(j\omega )\right\vert &=&\left\vert \frac{1}{-\tau j\omega +1}\right\vert =\frac{1}{\sqrt{(\tau \omega )^{2}+1}} \\ \angle G(j\omega ) &=&\angle \dfrac{1}{-\tau j\omega +1}=-\tan ^{-1}\!\left( -\dfrac{\omega }{1/\tau }\right) =\tan ^{-1}\!\left( \dfrac{\omega }{1/\tau }\right) \end{aligned}\]

Bode Diagram

\(G(j\omega )=\tau j\omega +1\)

 with \(\tau =0.2\) so \(1/\tau =5\).

\[\begin{aligned} 20\log _{10}\left\vert G(j\omega )\right\vert &=&20\log _{10}\left\vert \tau j\omega +1\right\vert =20\log _{10}\!\left\vert \sqrt{(\tau \omega )^{2}+1}\right\vert =-20\log _{10}\!\frac{1}{\sqrt{(\tau \omega )^{2}+1}} \\ \angle G(j\omega ) &=&\angle \left( \tau j\omega +1\right) =\tan ^{-1}\!\left( \dfrac{\omega }{1/\tau }\right) \end{aligned}\]

Bode Plot

\(G(j\omega )=1/j\omega\)

\[\begin{aligned} 20\log _{10}|G(j\omega )| &=&20\log _{10}\!\left\vert 1/j\omega \right\vert =-20\log _{10}\omega \\ \angle G(j\omega ) &=&-90^{\circ }. \end{aligned}\]

  • Start at \(\omega =10^{0}=1\) as \(20\log _{10}|G(j1)|=-20\log _{10}\left\vert 1\right\vert =0.\)

  • Go to \(\omega =10\) as \(20\log _{10}|G(j\omega )|=-20\log _{10}\left\vert 10\right\vert =-20.\)

  • Then just draw a straight line going through these two points.

Bode Plot

\(G(j\omega )=\dfrac{1}{j\omega (j\omega +5)}=\dfrac{1}{5}\dfrac{1}{j\omega (j\omega /5+1)},\)

 \(\tau =1/5=0.2\)

\[20\log _{10}\!\left\vert \frac{1}{5}\frac{1}{j\omega (0.2j\omega +1)}\right\vert =20\log _{10}\!\left\vert \frac{1}{5}\right\vert +20\log _{10}\!\left\vert \frac{1}{j\omega }\right\vert +20\log _{10}\!\left\vert \frac{1}{j\omega /5+1}\right\vert .\]

Bode Plot

\(G(j\omega )=\dfrac{1}{j\omega (j\omega +5)}=\dfrac{1}{5}\dfrac{1}{j\omega (j\omega /5+1)},\ \ \tau =1/5=0.2\)

First do the Bode plot of \(-20\log _{10}\left\vert \dfrac{1}{j\omega }\right\vert -20\log _{10}\left\vert \dfrac{1}{j\omega /5+1}\right\vert .\)

Bode Plot

\(G(j\omega )=\dfrac{1}{j\omega (j\omega +5)}=\dfrac{1}{5}\dfrac{1}{j\omega (j\omega /5+1)},\ \ \tau =1/5=0.2\)

Finish the plot by simply adding the constant term \(20\log _{10}\!\left\vert 1/5\right\vert =-14\) dB.

Bode Phase Plot

\(G(j\omega )=\dfrac{1}{j\omega (j\omega +5)}=\dfrac{1}{5}\dfrac{1}{j\omega (j\omega /5+1)},\ \ \tau =1/5=0.2\)

\[\angle \frac{1}{5}\dfrac{1}{j\omega (j\omega /5+1)}=\angle \frac{1}{5}+\angle \dfrac{1}{j\omega }+\angle \dfrac{1}{j\omega /5+1}=0^{\circ }-90^{\circ }+\angle \dfrac{1}{j\omega /5+1}.\]

  • At \(\omega =\dfrac{1}{10}\dfrac{1}{\tau }\) we have \(\angle G(j\omega )=-90^{\circ }-5.7^{\circ }=-95.7^{\circ }.\)

  • At the break point \(1/\tau =5\) we have \(\angle G(j\omega )=-90^{\circ }-45^{\circ }=-135^{\circ }.\)

Bode Plot

\(G_{c}(j\omega )=\dfrac{j\omega +0.1}{j\omega +0.01}\)

\[\begin{aligned} 20\log _{10}|G_{c}(j\omega )| &=&20\log _{10}\left\vert \frac{0.1}{0.01}\frac{j\omega /0.1+1}{j\omega /0.01+1}\right\vert \\ &=&\underset{20\;\text{dB}\;}{\underbrace{20\log _{10}\left\vert 10\right\vert }}+20\log _{10}\left\vert j\omega /0.1+1\right\vert +20\log _{10}\left\vert \frac{1}{j\omega /0.01+1}\right\vert . \end{aligned}\]

Asymptotic approximations:

\[\begin{aligned} 20\log _{10}|10| &=&20\;\text{dB}\; \\ 20\log _{10}\left\vert \frac{1}{j\omega /0.01+1}\right\vert &=&\left\{ \begin{array}{cc} 0, & \omega <0.01 \\ -20\log _{10}\left( \dfrac{\omega }{0.01}\right) , & \omega >0.01\end{array}\right. \\ 20\log _{10}\left\vert j\omega /0.1+1\right\vert &=&\left\{ \begin{array}{cc} 0, & \quad \;\omega <0.1 \\ 20\log _{10}\left( \dfrac{\omega }{0.1}\right) , & \quad \;\omega >0.1\end{array}\right. \end{aligned}\]

Asymptotic magnitude plot:

\[20\log _{10}|G_{c}(j\omega )|=\left\{ \begin{array}{ll} 20\log _{10}|10|, & \omega <0.01 \\ 20\log _{10}|10|-20\log _{10}\left( \dfrac{\omega }{0.01}\right) , & 0.01<\omega <0.1 \\ \underset{0\;\text{dB}\;}{\underbrace{20\log _{10}|10|-20\log _{10}\left( \dfrac{\omega }{0.01}\right) +20\log _{10}\left( \dfrac{\omega }{0.1}\right) }}, & 0.1<\omega\end{array}\right.\]

Bode Plot Magnitude plot

\(G_{c}(j\omega )=\dfrac{j\omega +0.1}{j\omega +0.01}\)

Bode Phase Plot

\(\angle G_{c}(j\omega )=\angle (j\omega /0.1+1)+\angle \dfrac{1}{j\omega /0.01+1}\)

\[\begin{array}{llll} \omega & \angle (j\omega /0.1+1) & \angle 1/(j\omega /0.01+1) & \angle (j\omega /0.1+1)+\angle \dfrac{1}{j\omega /0.01+1} \\ 0.001 & \approx 0 & \approx -5.7^{\circ } & \approx -5.7^{\circ } \\ 0.01 & \approx 5.7^{\circ } & \approx -45^{\circ } & \approx -39.3^{\circ } \\ 0.1 & \approx 45^{\circ } & \approx -90^{\circ } & \approx -45^{\circ } \\ 1 & \approx 90^{\circ } & \approx -90^{\circ } & \approx 0^{\circ }\end{array}\]

Example

\(\ G_{c}(j\omega )=\dfrac{j\omega +2}{j\omega +4}\)

\[\begin{aligned} 20\log _{10}|G_{c}(j\omega )| &=&20\log _{10}\left\vert \frac{2}{4}\frac{j\omega /2+1}{j\omega /4+1}\right\vert \\ &=&\underset{-6\;\text{dB}\;}{\underbrace{20\log _{10}\left\vert \frac{1}{2}\right\vert }}+20\log _{10}\left\vert j\omega /2+1\right\vert +20\log _{10}\left\vert \frac{1}{j\omega /4+1}\right\vert . \end{aligned}\]

Asymptotic approximations:

\[\begin{aligned} 20\log _{10}|1/2| &=&-6\;\text{dB}\; \\ 20\log _{10}\left\vert j\omega /2+1\right\vert &=&\left\{ \begin{array}{ll} 0, & \omega <2 \\ 20\log _{10}\left( \dfrac{\omega }{2}\right) , & \omega >2\end{array}\right. \\ 20\log _{10}\left\vert \frac{1}{j\omega /4+1}\right\vert &=&\left\{ \begin{array}{cc} 0, & \omega <4 \\ -20\log _{10}\left( \dfrac{\omega }{4}\right) , & \omega >4\end{array}\right. \end{aligned}\]

Asymptotic magnitude plot:

\[20\log _{10}|G_{c}(j\omega )|=\left\{ \begin{array}{ll} 20\log _{10}|1/2|, & \omega <2 \\ 20\log _{10}|1/2|+20\log _{10}\left( \omega /2\right) , & 2<\omega <4 \\ \underset{0}{\underbrace{20\log _{10}|1/2|+20\log _{10}\left( \omega /2\right) -20\log _{10}\left( \omega /4\right) }}, & \omega >4\end{array}\right.\]

Example

\[20\log _{10}\left\vert \dfrac{1}{2}\dfrac{j\omega /2+1}{j\omega /4+1}\right\vert =\left\{ \begin{array}{ll} 20\log _{10}|1/2|, & \omega <2 \\ 20\log _{10}|1/2|+20\log _{10}\left( \omega /2\right) , & 2<\omega <4 \\ \underset{0}{\underbrace{20\log _{10}|1/2|+20\log _{10}\left( \omega /2\right) -20\log _{10}\left( \omega /4\right) }}, & \omega >4\end{array}\right.\]

Example

\(\ \angle G_{c}(j\omega )=\angle \dfrac{j\omega +2}{j\omega +4}=\angle (j\omega /2+1)+\angle \dfrac{1}{j\omega /4+1}\)

\[\begin{array}{lllll} \omega & & \angle (j\omega /2+1) & \angle (j\omega /4+1) & \angle (j\omega /2+1)+\angle \dfrac{1}{j\omega /4+1} \\ 0.2 & & 5.7^{\circ } & 0 & 5.7^{\circ } \\ 2 & & 45^{\circ } & \tan ^{-1}(1/2)=26.6^{\circ } & 18.4^{\circ } \\ 4 & & \tan ^{-1}(2)=63.2^{\circ } & 45^{\circ } & 18.2 \\ 20 & & 84.3^{\circ } & \tan ^{-1}(5)=78.7^{\circ } & 5.6^{\circ } \\ 40 & & 90^{\circ } & 84.3^{\circ } & 5.7^{\circ } \\ \infty & & 90^{\circ } & 90^{\circ } & 0^{\circ }\end{array}\]

Example

\(\ \) \(G(j\omega )=\dfrac{(j\omega +40)(j\omega /0.4+1)}{(j\omega /400+1)(j\omega +4)^{3}}=\dfrac{40}{4^{3}}\dfrac{(j\omega /40+1)(j\omega /0.4+1)}{(j\omega /400+1)(j\omega /4+1)^{3}}.\)

\[\begin{aligned} 20\log _{10}|G(j\omega )| &=&20\log _{10}\left\vert 40/64\right\vert +20\log _{10}|j\omega /0.4+1|+60\log _{10}|1/(j\omega /4+1)| \\ &&+20\log _{10}|j\omega /40+1|+20\log _{10}|1/(j\omega /400+1)| \end{aligned}\]

Example

\(\ \) \(\angle G(j\omega )=\angle \dfrac{(j\omega +40)(j\omega /0.4+1)}{(j\omega /400+1)(j\omega +4)^{3}}=\angle \dfrac{(j\omega /40+1)(j\omega /0.4+1)}{(j\omega /400+1)(j\omega /4+1)^{3}}\)

\[\begin{array}{|l|l|} \hline \omega & \angle G(j\omega ) \\ \hline & \\ 0.04 & 0 \\ \hline 0.4 & \approx \angle (j\omega /0.4+1)|_{\omega =0.4}=45^{\circ } \\ \hline 4 & \approx \angle (j\omega /0.4+1)|_{\omega =4}-3\angle (j\omega /4+1)_{|\omega =4} \\ & =90^{\circ }-3\times 45^{\circ }=-45^{\circ } \\ \hline 40 & \approx \angle (j\omega /0.4+1)|_{\omega =40}-3\angle (j\omega /4+1)_{|\omega =40}+\angle (j\omega /40+1)|_{\omega =40} \\ & =90^{\circ }-3\times 90^{\circ }+45^{\circ }=-135^{\circ } \\ \hline 400 & \approx \angle (j\omega /0.4+1)|_{\omega =400}-3\angle (j\omega /4+1)_{|\omega =400}+\angle (j\omega /40+1)|_{\omega =400} \\ & \quad -\angle (j\omega /400+1)|_{\omega =400}=90^{\circ }-3\times 90^{\circ }+90^{\circ }-45^{\circ }=-135^{\circ } \\ \hline 4000 & \approx \angle (j\omega /0.4+1)|_{\omega =4000}-3\angle (j\omega /4+1)_{|\omega =4000}+\angle (j\omega /40+1)|_{\omega =4000} \\ & \quad -\angle (j\omega /400+1)|_{\omega =4000}=90^{\circ }-3\times 90^{\circ }+90^{\circ }-90^{\circ }=-180^{\circ } \\ \hline \end{array}\]

Example

\(\ \)

\[\begin{array}{|c|r|r|r|r|r|r|} \hline \omega & 0.04 & 0.4 \ & 4\quad & 40\quad & 400 \ \ & 4000 \\ \hline \angle G(j\omega ) & 0^{\circ } \ & 45^{\circ } & -45^{\circ } & -135^{\circ } & -135^{\circ } & -180^{\circ } \\ \hline \end{array}\]

Bode Diagram with Complex Poles

\(G(s)=\dfrac{\omega _{n}^{2}}{s^{2}+2\zeta \omega _{n}s+\omega _{n}^{2}}\)

  \(0<\zeta <1\)

  • \(G(j\omega )=\dfrac{1}{(j\omega /\omega _{n})^{2}+2\zeta j\omega /\omega _{n}+1}=\dfrac{1}{1-(\omega /\omega _{n})^{2}+j2\zeta \omega /\omega _{n}}.\)

  • \(G(j0)=1,\)  \(G(j\omega _{n})=\dfrac{1}{2\zeta j}\)

  • \(G(j\omega )\approx \dfrac{1}{(j\omega /\omega _{n})^{2}},\)  \(\omega >>\omega _{n}\)

Asymptotic magnitude plot

\[20\log _{10}\left\vert \frac{1}{(j\omega /\omega _{n})^{2}}\right\vert =\left\{ \begin{array}{ll} 0, & \omega <\omega _{n} \\ 20\log _{10}\left\vert \dfrac{1}{(j\omega /\omega _{n})^{2}}\right\vert =-40\log _{10}\left\vert \omega /\omega _{n}\right\vert , & \omega >\omega _{n}.\end{array}\right.\]

Bode Diagram with Complex Poles

\(G(s)=\dfrac{\omega _{n}^{2}}{s^{2}+2\zeta \omega _{n}s+\omega _{n}^{2}}\)

  \(0<\zeta <1\)

\[20\log _{10}\left\vert \frac{1}{(j\omega /\omega _{n})^{2}}\right\vert =\left\{ \begin{array}{ll} 0, & \omega <\omega _{n} \\ 20\log _{10}\left\vert \dfrac{1}{(j\omega /\omega _{n})^{2}}\right\vert =-40\log _{10}\left\vert \omega /\omega _{n}\right\vert , & \omega >\omega _{n}.\end{array}\right.\]

  • \(\omega _{n}\) is a (double) breakpoint.

  • The asymptotic magnitude plot decreases at \(-40\) dB/decade after the breakpoint.

Bode Diagrams

\(G(s)=\omega _{n}^{2}/(s^{2}+2\zeta \omega _{n}s+\omega ^{2})\)

Peak and Resonant Values

\[\begin{aligned} G(j\omega ) &=&\dfrac{\omega _{n}^{2}}{(j\omega )^{2}+2\zeta \omega _{n}j\omega +\omega _{n}^{2}}=\dfrac{1}{(j\omega /\omega _{n})^{2}+2\zeta j\omega /\omega _{n}+1} \\ G(j0) &=&1,\ G(j\omega _{n})=\dfrac{1}{2\zeta j} \end{aligned}\]

Setting

\[\frac{d}{d\omega }20\log _{10}\left\vert G(j\omega )\right\vert =\frac{d}{d\omega }20\log _{10}\left\vert \dfrac{1}{(j\omega /\omega _{n})^{2}+2\zeta j\omega /\omega _{n}+1}\right\vert =0\]

gives

\[\begin{aligned} \omega _{r} &\triangleq &\omega _{n}\sqrt{1-2\zeta ^{2}}\;\text{for}\;0<\zeta <1/\sqrt{2}=0.707 \\ |G(j\omega _{r})| &=&\frac{1}{2\zeta \sqrt{1-\zeta ^{2}}}. \end{aligned}\]

  • For \(\zeta <<1\) we have \(\omega _{r}\approx \omega _{n}\) and \(|G(j\omega _{r})|\approx \dfrac{1}{2\zeta }.\)
Phase Plot with Complex Poles

\[\angle G(j\omega )=\angle \dfrac{1}{(j\omega /\omega _{n})^{2}+2\zeta j\omega /\omega _{n}+1}=-\tan ^{-1}\!\left( \frac{2\zeta (\omega /\omega _{n})}{1-(\omega /\omega _{n})^{2}}\right) .\]

\[\begin{array}{|l|l|l|} \hline \omega & \log _{10}\omega & \angle G(j\omega )=-\tan ^{-1}\!\left( \dfrac{2\zeta (\omega /\omega _{n})}{1-(\omega /\omega _{n})^{2}}\right) \\ \hline 0 & -\infty & 0 \\ \hline 0.1\omega _{n} & -1+\log _{10}\omega _{n} & -\tan ^{-1}\!\left( \dfrac{2\zeta /10}{1-1/100}\right) \approx -\tan ^{-1}(\zeta /5) \\ \hline \omega _{n} & \log _{10}\omega _{n} & -\tan ^{-1}\!\left( \dfrac{2\zeta }{0}\right) =-90^{\circ } \\ \hline 10\omega _{n} & 1+\log _{10}\omega _{n} & -\tan ^{-1}\!\left( \dfrac{20\zeta }{1-100}\right) \approx -180^{\circ }+\tan ^{-1}(\zeta /5) \\ \hline \infty & \infty & -180^{\circ } \\ \hline \end{array}\]

Phase Plot with Complex Poles

The phase plot where \(\omega _{n}=1\) and \(\zeta =0.1.\)

Example

\(G(j\omega )=\dfrac{j\omega /3+1}{(j\omega )^{2}/2+j\omega /2+1}=\dfrac{j\omega /3+1}{(j\omega /\omega _{n})^{2}+2\zeta j\omega /\omega _{n}+1}\) \(\Longrightarrow \omega _{n}^{2}=2,\)

 \(2\zeta /\omega _{n}=1/2\) or \(\omega _{n}=\sqrt{2},\ \ \zeta =1/(2\sqrt{2})=0.35.\)

For \(\omega >\sqrt{2}\) the magnitude \(\downarrow\) at \(-40\) dB/decade.

For \(\omega >3\) after breakpoint of the zero, magnitude \(\downarrow\) at only \(-20\) dB/decade.

Example

\(G(j\omega )=\dfrac{j\omega /3+1}{(j\omega )^{2}/2+j\omega /2+1}\)

Nyquist Theory
  • Gives a method to determine stability from the open-loop Bode diagram.

Principle of the Argument  Let

\[G(s)=s+1=s-(-1)=|s+1|e^{j\angle (s+1)}.\]

  • Let “\(s\)” go around \(\mathcal{C}\) once in the clockwise direction.

  • \(s\)” successively goes through \(s_{0},s_{1},s_{2},s_{3}\) and back to \(s_{0}.\)

  • \(\angle G(s_{i})=\angle (s_{i}+1)=0,-\pi /2,-\pi ,-3\pi /2,-2\pi ,\) respectively.

  • I.e., the image \(G(s)\) goes around the origin once in the clockwise direction.

Principle of the Argument

Let

\[G(s)=\frac{1}{s+1}=\frac{1}{|s+1|}e^{-j\angle (s+1)}\]

  • Let “\(s\)” go around \(\mathcal{C}\) once in the clockwise direction.

  • \(s\)” successively goes through \(s_{0},s_{1},s_{2},s_{3}\) and back to \(s_{0}.\)

  • \(\angle G(s_{i})=-\angle (s_{i}+1)=0,\pi /2,\pi ,3\pi /2,2\pi ,\) respectively.

  • The image \(G(s)\) goes around the origin once in the counterclockwise direction.

Principle of the Argument

Let

\[G(s)=s+1=s-(-1)=|s+1|e^{j\angle (s+1)}\]

  • The zero at \(s=-1\) is not inside the curve \(\mathcal{C}\).

  • Let “\(s\)” travel around closed curve \(\mathcal{C}\) once in the counterclockwise direction.

  • \(s\)” successively goes through \(s_{0},s_{1},s_{2},s_{3}\) and back to \(s_{0}\).

  • The image \(G(s)\) does not go around the origin.

  • This is because \(\angle (s+1)\) does not change by \(2\pi\) as we go around \(\mathcal{C}\).

Principle of the Argument

\[\begin{aligned} G(s)=\frac{(s-z_{1})(s-z_{2})}{(s-p_{1})(s-p_{2})} &=&\frac{|s-z_{1}|e^{j\angle (s-z_{1})}|s-z_{2}|e^{j\angle (s-z_{2})}}{|s-p_{1}|e^{j\angle (s-p_{1})}|s-p_{2}|e^{j\angle (s-p_{2})}} \\ &=&\frac{|s-z_{1}||s-z_{2}|}{|s-p_{1}||s-p_{2}|}e^{j\angle (s-z_{1})}e^{j\angle (s-z_{2})}e^{-j\angle (s-p_{1})}e^{-j\angle (s-p_{2})}. \end{aligned}\]

  • \(z_{2}\) is outside the curve

  • \(z_{1},p_{1},p_{2}\) are inside the curve.

Principle of the Argument

\[\begin{array}{|l|l|l|} \hline \text{Pole/Zero} & \text{Change in angle} & \;\text{Causes}\;G(s)\;\text{to go around the origin}\; \\ \hline \angle \dfrac{1}{s-p_{1}}=-\phi _{1} & +2\pi & \text{Once in the CCW direction} \\ \hline \angle \dfrac{1}{s-p_{2}}=-\phi _{2} & +2\pi & \text{Once in the CCW direction} \\ \hline \angle (s-z_{1})=\theta _{1} & -2\pi & \text{Once in the CW direction} \\ \hline \angle (s-z_{2})=\theta _{2} & \quad 0 & \text{Zero} \\ \hline \end{array}\]

As “\(s\)” goes around the closed curve once in the clockwise direction, the image \(G(s)\) goes around the origin once in the counterclockwise direction.

Principle of the Argument

Theorem  Principle of the Argument

Let \(G(s)\) be a rational function of \(s\) (ratio of two polynomials in \(s\)). E.g.,

\[G(s)=\frac{(s-z_{1})(s-z_{2})}{(s-p_{1})(s-p_{2})}.\]

Let \(\mathcal{C}\) be a simple closed curve in the complex plane.

Let \(s\) go around the curve \(\mathcal{C}\) once in the clockwise direction.

\(Z\) is the number of zeros \(G(s)\) inside the closed curve \(\mathcal{C}\) .

\(P\) is the number of poles inside the closed curve \(\mathcal{C}.\)

Then the number of times \(N\) the image \(G(s)\) of the curve

goes around the origin in the clockwise direction is

\[N=Z-P.\]

Proof:  Omitted

Example

Principle of the Argument \(G(s)=\dfrac{1}{(s+1)(s+3)}.\)

For \(\omega \geq 0\) we have

\[G(j\omega )=\frac{1}{(j\omega +1)(j\omega +3)}=\frac{(1-j\omega )(3-j\omega )}{(1+\omega ^{2})(9+\omega ^{2})}=\frac{3-\omega ^{2}-j4\omega }{(1+\omega ^{2})(9+\omega ^{2})}\]

so that

\[G(j0)=1/3,\;G(j\sqrt{3})=\frac{-j4\sqrt{3}}{(4)(12)}=-j0.144,\;G(j\omega )\approx -\frac{1}{\omega ^{2}}\;\text{for}\;\omega \;\text{large.}\;\]

Example

Principle of the Argument  \(G(s)=\dfrac{1}{(s+1)(s+3)}\) \(.\)

On the semicircle \(s=Re^{j\theta },\) \(-\pi /2\leq \theta \leq \pi /2\)

\[G(Re^{j\theta })=\frac{1}{(Re^{j\theta }+1)(Re^{j\theta }+3)}\approx \frac{1}{R^{2}}e^{-j2\theta }\;\text{as}\;R\;\text{is large.}\;\begin{array}{|c|l|} \hline \theta & G(Re^{j\theta })\approx e^{-j2\theta }/R^{2} \\ \hline \pi /2 & e^{-j\pi }/R^{2}=-1/R^{2} \\ \hline \pi /4 & e^{-j\pi /2}/R^{2}=-j/R^{2} \\ \hline 0 & e^{j0}/R^{2}=1/R^{2} \\ \hline -\pi /4 & e^{j\pi /2}/R^{2}=j/R^{2} \\ \hline -\pi /2 & e^{j\pi }/R^{2}=-1/R^{2} \\ \hline \end{array}\]

Example

Principle of the Argument  \(G(s)=\dfrac{1}{(s+1)(s+3)}\)

For \(\omega \leq 0\) the image \(G(j\omega )\) is simply the complex conjugate of the image for \(\omega \geq 0.\)

  • No poles nor zeros of \(G(s)\) inside the closed curve \(\mathcal{C}\) so \(P=Z=0.\)

  • By inspection the image of \(G(s)\) on \(\mathcal{C}\) does not go around the origin so \(N=0.\)

  • This verifies the principle of the argument, i.e.,

    \[N=Z-P.\]

Example

Principle of the Argument  \(G(s)=\dfrac{1}{(s+1)(s+3)}\) Choose \(\mathcal{C}\) to enclose the left half-plane.

For \(-\infty <\omega <\infty\) the image \(G(j\omega )\) is the same as in the previous example.

On the semicircle \(s=Re^{j\theta },\) \(-\pi /2\leq \theta \leq -3\pi /2\)

\[G(Re^{j\theta })=\frac{1}{(Re^{j\theta }+1)(Re^{j\theta }+3)}\approx \frac{1}{R^{2}}e^{-j2\theta }\;\text{as}\;R\;\text{is large.}\;\]

Example

Principle of the Argument  \(G(s)=\dfrac{1}{(s+1)(s+3)}\)

\[\begin{array}{|c|c|} \hline \theta & G(Re^{j\theta })\approx \dfrac{1}{R^{2}}e^{-j2\theta } \\ \hline -\pi /2 & e^{j\pi }/R^{2}=-1/R^{2} \\ \hline -3\pi /4 & e^{j3\pi /2}/R^{2}=-j/R^{2} \\ \hline -\pi & e^{j2\pi }/R^{2}=1/R^{2} \\ \hline -5\pi /4 & e^{j5\pi /2}/R^{2}=j/R^{2} \\ \hline -3\pi /2 & e^{j3\pi }/R^{2}=-1/R^{2} \\ \hline \end{array}\]

Example

Principle of the Argument  \(G(s)=\dfrac{1}{(s+1)(s+3)}\)

  • There are two poles of \(G(s)\) inside the closed curve \(\mathcal{C}\) so \(P=2.\)

  • There are no zeros of \(G(s)\) inside the closed curve \(\mathcal{C}\) so \(Z=0.\)

  • By inspection the image of \(G(s)\) on this curve goes around the origin twice

    in the counterclockwise direction so \(N=-2.\)

  • We have thus verified that

    \[N=Z-P.\]

Example

Principle of the Argument  \(G(s)=\dfrac{10(s+1)}{s(s-10)}=-\dfrac{s+1}{s(-s/10+1)}\)

The closed curve \(\mathcal{C}\) is taken to enclose the right half-plane.

  • Let \(s=Re^{j\theta }\) with \(-\pi /2\leq \theta \leq \pi /2\) and let \(R\rightarrow \infty .\)

  • Avoid pole at \(s=0\) by letting \(s=re^{j\theta },\) \(-\pi /2\leq \theta \leq \pi /2\) with \(r\rightarrow 0.\)

  • For \(s=j\omega\) we have

    \[\begin{aligned} G(j\omega )=-\frac{j\omega +1}{j\omega (-j\omega /10+1)} &=&-\frac{(j\omega +1)(-j\omega )(j\omega /10+1)}{\omega ^{2}(\omega ^{2}/100+1)} \\ &=&\frac{-\omega ^{2}(1+1/10)+j\omega (1-\omega ^{2}/10)}{\omega ^{2}(\omega ^{2}/100+1)}. \end{aligned}\]

Example

Principle of the Argument  \(G(s)=\dfrac{10(s+1)}{s(s-10)}=-\dfrac{s+1}{s(-s/10+1)}\)

\[\begin{aligned} G(j\omega ) &=&\frac{-\omega ^{2}(1+1/10)+j\omega (1-\omega ^{2}/10)}{\omega ^{2}(\omega ^{2}/100+1)} \\ G(j\omega ) &\approx &-1.1+\frac{j}{\omega }\;\text{for}\;0<\omega <<1 \\ G(j\sqrt{10}) &=&-\frac{10(1+1/10)}{10(10/100+1)}=-1 \\ G(j\omega ) &\approx &-\frac{j10}{\omega }\;\text{for}\;\omega >>1. \end{aligned}\]

Example

Principle of the Argument  \(G(s)=\dfrac{10(s+1)}{s(s-10)}=-\dfrac{s+1}{s(-s/10+1)}\)

\[G(re^{j\theta })=\frac{10(re^{j\theta }+1)}{re^{j\theta }(re^{j\theta }-10)}\approx \frac{10}{re^{j\theta }(-10)}=-e^{-j\theta }/r.\begin{array}{|c|c|} \hline \ \ \theta & G(re^{j\theta })\approx -\dfrac{1}{r}e^{-j\theta } \\ \hline -\pi /2 & -e^{j\pi /2}/r=-j/r \\ \hline -\pi /4 & -e^{j\pi /4}/r \\ \hline 0 \ \ & -1/r \\ \hline \pi /4 & -e^{-j\pi /4}/r \\ \hline \pi /2 & -e^{-j\pi /2}/r=j/r \\ \hline \end{array}\]

Example

Principle of the Argument  \(G(s)=\dfrac{10(s+1)}{s(s-10)}=-\dfrac{s+1}{s(-s/10+1)}\)

\(s=Re^{j\theta },\) \(-\pi /2\leq \theta \leq \pi /2\)

\[G(Re^{j\theta })=\frac{10(Re^{j\theta }+1)}{Re^{j\theta }(Re^{j\theta }-10)}\approx \frac{10Re^{j\theta }}{Re^{j\theta }Re^{j\theta }}=10e^{-j\theta }/R.\begin{array}{|c|c|} \hline \theta & G(Re^{j\theta })\approx \dfrac{10}{R}e^{-j\theta } \\ \hline \pi /2 & -j10/R \\ \hline 0 & \ \ \ 10/R \\ \hline \!\!\!-\pi /2 & \ \ j10/R \\ \hline \end{array}\]

Example

Principle of the Argument  \(G(s)=\dfrac{10(s+1)}{s(s-10)}=-\dfrac{s+1}{s(-s/10+1)}\)

  • \(G(s)\) has one pole inside the closed curve \(\mathcal{C}\) so \(P=1.\)

  • \(G(s)\) has no zeros of \(G(s)\) inside the closed curve \(\mathcal{C}\) so \(Z=0.\)

  • By inspection the image of \(G(s)\) on \(\mathcal{C}\) goes around the origin once

    in the counterclockwise direction. I.e., \(N=-1.\)

  • We have thus verified that \(N=Z-P\) as both sides equal \(-1.\)

Nyquist Contour Definition

Nyquist Contour

A simple closed-curve enclosing the right half-plane.

The direction of travel is the clockwise direction.

Examples  Nyquist Contour

In both examples below let \(R\rightarrow \infty .\)

An open-loop pole on the \(j\omega\) axis is bypassed using a semicircular detour with \(r\rightarrow 0.\)

Nyquist Polar Plots Definition

Nyquist Polar Plot

The Nyquist polar plot is a plot of \(G(s)\) as \(s\) goes around the Nyquist contour in a clockwise fashion.

Example  Nyquist Polar Plot  \(G(s)=\dfrac{1}{(s+1)(s+3)}\)

Key observation: The part of the Nyquist polar plot due to the \(j\omega\) axis is found from the Bode diagram of \(G(j\omega )\).

Nyquist Polar Plots

\(G(j\omega )=\dfrac{1}{(j\omega +1)(j\omega +3)}=\dfrac{1}{3}\dfrac{1}{(j\omega +1)(j\omega /3+1)}\)

Example Nyquist Polar Plots

\(G(s)=\dfrac{10(s+1)}{s(s-10)}=-\dfrac{s+1}{s(-s/10+1)}\)

Example Nyquist Polar Plots

\(G(s)=\dfrac{10(s+1)}{s(s-10)}=-\dfrac{s+1}{s(-s/10+1)}\)

  • \(G(Re^{j\theta })=\dfrac{10(Re^{j\theta }+1)}{Re^{j\theta }(Re^{j\theta }-10)}\approx \dfrac{10Re^{j\theta }}{Re^{j\theta }Re^{j\theta }}=\dfrac{10e^{-j\theta }}{R}\rightarrow 0\)  as \(R\rightarrow \infty .\)

  • \(G(re^{j\theta })=\dfrac{10(re^{j\theta }+1)}{re^{j\theta }(re^{j\theta }-10)}\approx \dfrac{10}{re^{j\theta }(-10)}=-\dfrac{e^{-j\theta }}{r}\)  

    where \(-\pi /2\leq \theta \leq \pi /2\) and \(r\rightarrow 0.\)

Nyquist Test for Stability

Open-loop transfer function: \(G(s)=\dfrac{1}{(s+1)(s+3)}\)

Proportional controller:

Closed-loop transfer function:

\[\frac{C(s)}{R(s)}=\frac{KG(s)}{1+KG(s)}=\frac{\dfrac{K}{(s+1)(s+3)}}{1+\dfrac{K}{(s+1)(s+3)}}=\frac{K}{(s+1)(s+3)+K}.\]

Closed-loop poles are the zeros of the Return Difference:

\[1+KG(s)=1+\dfrac{K}{(s+1)(s+3)}=\frac{(s+1)(s+3)+K}{(s+1)(s+3)}=0\]

Closed-loop system is stable if and only if

\[1+KG(s)\neq 0\;\text{for}\;\operatorname{Re}\{s\}\geq 0\]

or equivalently,

\[\frac{1}{K}+G(s)\neq 0\;\text{for}\;\operatorname{Re}\{s\}\geq 0.\]

Nyquist Test for Stability
  • \(1+KG(s)=1+\dfrac{K}{(s+1)(s+3)}=\dfrac{(s+1)(s+3)+K}{(s+1)(s+3)}=0\)

  • Nyquist stability test:  Apply the principle of the argument to

    \[\frac{1}{K}+G(s).\]

  • The curve \(\mathcal{C}\) encloses the right half-plane.

  • Draw the corresponding polar plot.

Nyquist Test for Stability

With \(K>0\) shift the polar plot to the right by \(1/K\).

Nyquist Test for Stability

\(\dfrac{1}{K}+G(s)=\dfrac{1}{K}\dfrac{(s+1)(s+3)+K}{(s+1)(s+3)}\)

  • The poles of \(1/K+G(s)\) are the poles of \(G(s)\).

    These are not inside the curve \(\mathcal{C}\) so \(P=0.\)

  • With \(K>0\) the image of \(1/K+G(s)\) does not go around the origin so \(N=0.\)

  • By the principle of the argument we have

    \[N=Z-P\]

    or

    \[Z=N+P=0+0=0.\]

  • So \(1/K+G(s)\) has no roots in the RHP \(\Longrightarrow\) closed-loop system is stable.

Slightly Easier Procedure:

\(\dfrac{1}{K}+G(s)=\dfrac{1}{K}\left( 1+KG(s)\!\right) =\dfrac{1}{K}\dfrac{(s+1)(s+3)+K}{(s+1)(s+3)}\)

  • \(1/K+G(s)\) goes around the origin if and only if \(G(s)\) goes around \(-1/K.\)

  • Draw the Nyquist plot of \(G(s)\) and mark the \(-1/K\) point on the plot.

  • With \(K>0\) the polar plot of \(G(s)\) does not go around \(-1/K\) \(\Longrightarrow N=0.\)

Nyquist Test for Stability

\(G(s)=\dfrac{10(s+1)}{s(s-10)}=-\dfrac{s+1}{s(-s/10+1)}\)

  • \(\dfrac{1}{K}\left( 1+KG(s)\!\right) =\dfrac{1}{K}\left( 1+K\dfrac{10(s+1)}{s(s-10)}\right) =\dfrac{1}{K}\dfrac{s(s-10)+K10(s+1)}{s(s-10)}.\)

  • The pole of \(G(s)\) at \(s=10\) is inside the curve \(\mathcal{C}\) so \(P=1.\)

  • The number of times \(1/K+G(s)\) goes around the origin is the same as the number of times \(G(s)\) goes around \(-1/K.\)

Case (1) Suppose \(-\infty <-1/K<-1\) which means \(0<K<1.\)

Then \(N=1\) as \(G(s)\) goes around \(-1/K\) once in the clockwise direction. As \(N=Z-P\)

\[Z=N+P=1+1=2\]

\(1/K+G(s)=0\) has two zeros in the right half-plane.

The closed-loop system is unstable for \(0<K<1.\)

Nyquist Test for Stability

\(G(s)=\dfrac{10(s+1)}{s(s-10)}=-\dfrac{s+1}{s(-s/10+1)}\)

Case (2)  Suppose \(-1<-1/K<0\) which means \(K>1.\)

\(N=-1\) as \(G(s)\) goes around \(-1/K\) once in the counterclockwise direction.

By the mapping theorem we have

\[Z=N+P=-1+1=0\]

\(1/K+G(s)=0\) has no zeros in the right half-plane.

The closed-loop system is stable for \(K>1.\)

Check: Apply the Routh-Hurwitz test to \(s(s-10)+10K(s+1)=0.\)

Example

\(G(s)=\dfrac{1}{(s+1)(s^{2}+\sqrt{2}s+1)}\) \(=\dfrac{1}{(s+1)(s-[-1/\sqrt{2}+j/\sqrt{2}])(s-[-1/\sqrt{2}-j/\sqrt{2}])}\)

Example

\(G(s)=\dfrac{1}{(s+1)(s^{2}+\sqrt{2}s+1)}\) \(=\dfrac{1}{(s+1)(s-[-1/\sqrt{2}+j/\sqrt{2}])(s-[-1/\sqrt{2}-j/\sqrt{2}])}\)

  • For what values of \(K>0\) are the zeros of \(\dfrac{1}{K}+G(s)=0\) in the open LHP?

Case (1) Let \(-1/K<-1/4.8\) so \(0<K<4.8.\)

\(P=0\) and we see above that \(N=0\) so

\[Z=N+P=0.\]

Thus \(1/K+G(s)\) has no zeros in the right half-plane for \(0<K<4.8\)

\(\Longrightarrow\) Closed-loop system is stable.

Example

\(G(s)=\dfrac{1}{(s+1)(s^{2}+\sqrt{2}s+1)}\) \(=\dfrac{1}{(s+1)(s-[-1/\sqrt{2}+j/\sqrt{2}])(s-[-1/\sqrt{2}-j/\sqrt{2}])}\)

Case (2) Let \(-1/4.8<-1/K\) so \(K>4.8\).

\(P=0\) and from the above plot we see \(N=2.\)  Thus

\[Z=N+P=2+0=2.\]

Thus \(1/K+G(s)\) has two zeros in the right half-plane for \(K>4.8.\)

\(\Longrightarrow\) Closed-loop system is unstable.

Check: Apply the Routh-Hurwitz test to \((s+1)(s^{2}+\sqrt{2}s+1)+K=0.\)

Example

Nyquist Stability Test   \(G(s)=\dfrac{1}{s(s+1)^{2}}\)

Example

Nyquist Stability Test   \(G(s)=\dfrac{1}{s(s+1)^{2}}\)

Let \(s=re^{j\theta }\) for \(-\pi /2\leq \theta \leq \pi /2\). Then

\[G(re^{j\theta })=\dfrac{1}{re^{j\theta }(re^{j\theta }+1)^{2}}\approx \dfrac{1}{re^{j\theta }}=\frac{1}{r}e^{-j\theta }\begin{array}{|c|c|} \hline \theta & G(re^{j\theta })\approx \dfrac{1}{r}e^{-j\theta } \\ \hline -\pi /2 & e^{j\pi /2}/r=j/r \\ \hline -\pi /4 & e^{j\pi /4}/r \\ \hline \quad 0 & 1/r \\ \hline +\pi /4 & e^{-j\pi /4}/r \\ \hline +\pi /2 & e^{-j\pi /2}/r=-j/r \\ \hline \end{array}\]

Example

Nyquist Stability Test   \(G(s)=\dfrac{1}{s(s+1)^{2}}\)

Case (1) Let \(-1/2<-1/K<0\) so \(K>2.\)

\(P=0\) and from the above plot that \(N=2,P=0\) so

\[Z=N+P=2.\]

Thus \(1/K+G(s)\) has two zeros in the right half-plane for \(K>2.\)

\(\Longrightarrow\)  Closed-loop system is unstable.

Example

Nyquist Stability Test   \(G(s)=\dfrac{1}{s(s+1)^{2}}\)

Case (2) Let \(-1/K<-1/2\) so \(0<K<2.\)

\(P=0\) and the above plot shows \(N=0\) so

\[Z=N+P=0.\]

Thus \(1/K+G(s)\) has no zeros in the right half-plane for \(0<K<2.\)

\(\Longrightarrow\)  Closed-loop system is stable.

Example

\(G(s)=\dfrac{100(s/10+1)}{s(s-1)(s/100+1)}=-\dfrac{100(s/10+1)}{s(-s+1)(s/100+1)}\)

Example

\(G(s)=\dfrac{100(s/10+1)}{s(s-1)(s/100+1)}=-\dfrac{100(s/10+1)}{s(-s+1)(s/100+1)}\)

Let \(s=re^{j\theta }\) for \(-\pi /2\leq \theta \leq \pi /2\). Then

\[G(re^{j\theta })=\dfrac{100(re^{j\theta }/10+1)}{re^{j\theta }(re^{j\theta }-1)(re^{j\theta }/100+1)}\approx -\dfrac{100}{re^{j\theta }}=-\frac{100}{r}e^{-j\theta }.\begin{array}{|c|c|} \hline \theta & G(re^{j\theta })\approx -\dfrac{100}{r}e^{-j\theta } \\ \hline -\pi /2 & -100e^{j\pi /2}/r=-j100/r \\ \hline -\pi /4 & -100e^{j\pi /4}/r \\ \hline 0 & -100/r \\ \hline \pi /4 & -100e^{-j\pi /4}/r \\ \hline \pi /2 & -100e^{-j\pi /2}/r=j100/r \\ \hline \end{array}\]

Example

\(G(s)=\dfrac{100(s/10+1)}{s(s-1)(s/100+1)}=-\dfrac{100(s/10+1)}{s(-s+1)(s/100+1)}\)

Case (1) \(-1/K<-9\) (\(0<K<1/9\)).

\(P=1\) and from the above plot \(N=1.\) Thus \(Z=N+P=2\).

\(1/K+G(s)\) has two zeros in the right half-plane.

\(\Longrightarrow\)  Closed-loop system is unstable for \(0<K<1/9.\)

Case (2) \(-9<-1/K<0\) (\(K>1/9\)).

\(P=1\) and \(N=-1.\) Thus \(Z=N+P=-1+1=0\).

\(1/K+G(s)\) has no zeros in the right half-plane.

\(\Longrightarrow\)  Closed-loop system is stable for \(K>1/9.\)

Relative Stability: Gain and Phase Margins
  • Closed-loop transfer function \(\dfrac{C(s)}{R(s)}=\dfrac{KG(s)}{1+KG(s)}.\) 

  • Closed-loop system is stable iff the zeros of \(1+KG(s)\) are in the open LHP.

The following statements are equivalent:

(1) \(\ G(j\omega ),-\infty <\omega <\infty\) goes around the \(-1/K+j0\) point \(N\) times.

(2) \(\ 1/K+G(j\omega ),-\infty <\omega <\infty\) goes around the origin \(N\) times.

(3) \(\ 1+KG(j\omega ),-\infty <\omega <\infty\) goes around the origin \(N\) times.

(4) \(\ KG(j\omega ),-\infty <\omega <\infty\) goes around the \(-1+j0\) point \(N\) times.

For the concept of gain and phase margins we use statement \(\mathbf{(4)}.\)

Example

\(G(s)=\dfrac{2}{(s+1)(s^{2}+\sqrt{2}s+1)}\) \(=\dfrac{2}{(s+1)(s-[-1/\sqrt{2}+j/\sqrt{2}])(s-[-1/\sqrt{2}-j/\sqrt{2}])}\)

  • \(\angle G(j1.55)=180^{\circ },\) \(\ G(j1.55)=-1/2.4\)

\(P=0\) and the Nyquist plot does not encircle the \(-1+j0\) point for \(0<K<2.4\).

\(\Longrightarrow 1+KG(s)=0\) does not have any zeros in the right half-plane for \(0<K<2.4\).

Example

\(G(s)=\dfrac{2}{(s+1)(s^{2}+\sqrt{2}s+1)}\) \(=\dfrac{2}{(s+1)(s-[-1/\sqrt{2}+j/\sqrt{2}])(s-[-1/\sqrt{2}-j/\sqrt{2}])}\)

We just showed the closed-loop system is stable for \(0<K<2.4.\)

The gain \(K\) can be increased to 2.4 before the system becomes unstable.

We say the gain margin is 2.4 or, in decibels, it is \(20\log _{10}2.4=7.6\) dB.

Example

\(G(s)=\dfrac{2}{(s+1)(s^{2}+\sqrt{2}s+1)},\)  \(G(j1)=\dfrac{2}{\sqrt{2}e^{j\pi /4}(\sqrt{2}j)}=1e^{-j3\pi /4}\)

  • Note the (dashed) circle of radius 1 centered at the origin.

  • \(\omega _{g}\) is the value of \(\omega\) for which \(|G(j\omega _{g})|=1.\)  Here \(\omega _{g}=1\) and \(G(j\omega _{g})=1e^{-j3\pi /4}.\)

  • The angle \(\phi _{m}\) between \(G(j\omega _{g})\) and the neg real axis is the phase margin, i.e.,

    \[\phi _{m}=\angle G(j\omega _{g})+180^{\circ }=-135^{\circ }+180^{\circ }=45^{\circ }.\]

  • The phase margin is how much the Nyquist plot can be rotated before it encloses the \(-1+j0\) point.

Example

\(G(s)=\dfrac{2}{(s+1)(s^{2}+\sqrt{2}s+1)}\) \(=\dfrac{2}{(s+1)(s-[-1/\sqrt{2}+j/\sqrt{2}])(s-[-1/\sqrt{2}-j/\sqrt{2}])}\)

Definition  Gain Crossover Frequency \(\omega _{g}\)

A gain crossover frequency is a frequency \(\omega _{g}\) at which

\[|G(j\omega _{g})|=1\;\iff \;20\log |G(j\omega _{g})|=0.\]

Definition  Phase Crossover Frequency \(\omega _{\phi }\)

A phase crossover frequency is a frequency \(\omega _{\phi }\) at which

\[\angle G(j\omega _{\phi })=-180^{\circ }.\]

Gain and Phase Margins from the Bode Diagram

\(G(s)=\dfrac{2}{(s+1)(s^{2}+\sqrt{2}s+1)}\)

The phase crossover frequency is \(\omega _{\phi }=1.55.\)

\(20\log _{10}|G(j1.55)|=20\log _{10}|-1/2.4|=-7.6\) dB.

\(\Longrightarrow\) Gain margin is \(7.6\) dB.

The gain crossover frequency is \(\omega _{g}=1\) and \(G(j\omega _{g})=G(j1)=1e^{-j3\pi /4}=1e^{-j135^{\circ }}.\)

\(\Longrightarrow\) Phase margin is \(45^{\circ }.\)

Gain and Phase Margins

\(G(s)=\dfrac{1}{s(s+1)^{2}}\)

  • \(\omega _{g}=1\) and \(G(j\omega _{g})=G(j1)=-1/2.\)

  • \(\omega _{\phi }=0.68\) and \(G(j\omega _{\phi })=G(j0.68)=1e^{-j159^{\circ }}\)

  • \(P=0\)

  • For \(0<K<2,\) we have \(N=0\) and thus \(Z=N+P=0.\) Stable!

  • For \(K>2\) we have \(N=2\) and thus \(Z=N+P=2.\) Unstable!

The gain margin is \(20\log _{10}2=6.02\) dB\(.\)

The phase margin is \(\phi _{m}=\angle G(j\omega _{g})+180=-159^{\circ }+180^{\circ }=21^{\circ }.\)

Gain and Phase Margins from the Bode Diagram

\(G(s)=\dfrac{1}{s(s+1)^{2}}\)

.

Important information at the crossover frequencies:

\[\begin{array}{|l|l|l|} \hline \omega _{g}=0.68 & 20\log _{10}|G(j\omega _{g})|=0 dB & \angle G(j\omega _{g})=-159^{\circ } \\ \hline \omega _{\phi }=1 & 20\log _{10}|G(j\omega _{\phi })|=20\log _{10}(1/2)=-6 dB & \angle G(j\omega _{\phi })=-180^{\circ } \\ \hline \end{array}\]

Gain and Phase Margins

\(G(s)=\dfrac{100(s/10+1)}{s(s-1)(s/100+1)},\) \(\ G(j3.35)=-9,\) \(\ G(j12.6)=1e^{-j140^{\circ }}\)

\[\begin{array}{|l|l|l|} \hline \omega _{g}=12.6 & 20\log _{10}|G(j\omega _{g})|=0 dB & \angle G(j\omega _{g})=-140^{\circ } \\ \hline \omega _{\phi }=3.35 & 20\log _{10}|G(j\omega _{\phi })|=20\log _{10}(|-9|)=19.1 dB & \angle G(j\omega _{\phi })=-180^{\circ }. \\ \hline \end{array}\]

  • \(P=1\)

  • For \(K>1/9\) we have \(N=-1\) and thus \(Z=N+P=-1+1=0.\)  Stable!

  • For \(K<1/9\) we have \(N=+1\) and thus \(Z=N+P=\quad \!1+1=2.\)  Unstable!

Gain and Phase Margins from the Bode Diagram

\(G(s)=\dfrac{100(s/10+1)}{s(s-1)(s/100+1)}\)

  • Here the gain margin is the amount \(K\) can reduced before becoming unstable.

    The gain margin is \(20\log _{10}(1/9)=-19.1\) dB

  • At the gain crossover frequency \(\omega _{g}=12.6\) and \(\angle G(j\omega _{g})=\angle G(j12.6)=-140^{\circ }.\)

    Nyquist plot can be rotated by \(40^{\circ }\) before becoming unstable.

    The phase margin is \(40^{\circ }.\)

Closed-Loop Bandwidth

A system \(G(s)\) has controller \(G_{c}(s).\)

The closed-loop transfer function \(T(s)\) is

\[\frac{Y(s)}{R(s)}=T(s)=\frac{G_{c}(s)G(s)}{1+G_{c}(s)G(s)}.\]

Objective: Design a controller based on the frequency response \(G(j\omega ).\)

To explain we need the Fourier transform. Let

\[\frac{Y(s)}{R(s)}=T(s)=\frac{b_{2}s^{2}+b_{1}s+b_{0}}{s^{3}+a_{2}s^{2}+a_{1}s+a_{0}},\]

with corresponding DiffyQ is

\[\frac{d^{3}}{dt^{2}}y(t)+a_{2}\frac{d^{2}}{dt}y(t)+a_{1}\frac{d}{dt}y(t)+a_{0}y(t)=b_{2}\frac{d^{2}}{dt}r(t)+a_{1}\frac{d}{dt}r(t)+a_{0}r(t).\]

The Fourier transform of \(y(t)\) and \(r(t)\) are, respectively, defined by

\[Y(j\omega )\triangleq \int_{-\infty }^{+\infty }y(t)e^{-j\omega t}dt\;\text{and}\;R(j\omega )\triangleq \int_{-\infty }^{+\infty }r(t)e^{-j\omega t}dt.\]

Closed-Loop Bandwidth

Fourier Transform of \(r(t)\) and \(y(t).\)

\[Y(j\omega )\triangleq \int_{-\infty }^{+\infty }y(t)e^{-j\omega t}dt\;\text{and}\;R(j\omega )\triangleq \int_{-\infty }^{+\infty }r(t)e^{-j\omega t}dt.\]

  • Continue to take all signals to be zero for \(t<0.\)

  • That is, \(r(t)=0\) for \(t<0\) and \(y(t)=0\) for \(t<0.\)

  • With this convention we have

    \[Y(j\omega )=Y(s)|_{s=j\omega }\;\text{and}\;R(j\omega )=R(s)|_{s=j\omega }.\]

  • \(y(t)\) and \(r(t)\) are recovered using the inverse Fourier transform.

    \[\begin{aligned} y(t) &=&\frac{1}{2\pi }\int_{-\infty }^{+\infty }Y(j\omega )e^{j\omega t}d\omega \\ r(t) &=&\frac{1}{2\pi }\int_{-\infty }^{+\infty }R(j\omega )e^{j\omega t}d\omega . \end{aligned}\]

Closed-Loop Bandwidth Inverse Fourier transform

\[\begin{aligned} y(t) &=&\frac{1}{2\pi }\int_{-\infty }^{+\infty }Y(j\omega )e^{j\omega t}d\omega \\ r(t) &=&\frac{1}{2\pi }\int_{-\infty }^{+\infty }R(j\omega )e^{j\omega t}d\omega . \end{aligned}\]

  • \(y(t)\) is made up of the sum (integral) of the pure sinusoids \(Y(j\omega )e^{j\omega t}d\omega .\)

  • \(Y(j\omega )d\omega\) is the frequency content of \(y(t)\) between \(\omega\) and \(\omega +d\omega .\)

    Similarly for \(r(t).\)

  • Differentiating with respect to \(t\) gives

    \[\begin{aligned} \frac{d}{dt}y(t) &=&\frac{1}{2\pi }\int_{-\infty }^{+\infty }j\omega Y(j\omega )e^{j\omega t}d\omega \\ \frac{d}{dt}r(t) &=&\frac{1}{2\pi }\int_{-\infty }^{+\infty }j\omega R(j\omega )e^{j\omega t}d\omega . \end{aligned}\]

  • Fourier transform of \(\dfrac{dy}{dt}\) is \(j\omega Y(j\omega ).\)

  • Fourier transform of \(\dfrac{dr}{dt}\) is \(j\omega R(j\omega ).\)

Closed-Loop Bandwidth

\[\begin{aligned} y(t) &=&\frac{1}{2\pi }\int_{-\infty }^{+\infty }Y(j\omega )e^{j\omega t}d\omega ,\;\dfrac{dy}{dt}\Leftrightarrow j\omega Y(j\omega ) \\ r(t) &=&\frac{1}{2\pi }\int_{-\infty }^{+\infty }R(j\omega )e^{j\omega t}d\omega ,\;\dfrac{dr}{dt}\Leftrightarrow j\omega R(j\omega ). \end{aligned}\]

The Fourier transform of

\[\frac{d^{3}}{dt^{2}}y(t)+a_{2}\frac{d^{2}}{dt}y(t)+a_{1}\frac{d}{dt}y(t)+a_{0}y(t)=b_{2}\frac{d^{2}}{dt}r(t)+a_{1}\frac{d}{dt}r(t)+a_{0}r(t).\]

is

\[\!(j\omega )^{3}Y(j\omega )\!+\!a_{2}(j\omega )^{2}Y(j\omega )\!+\!a_{1}(j\omega )Y(j\omega )\!+\!a_{0}Y(j\omega )=b_{2}(j\omega )^{2}R(j\omega )\!+\!a_{1}(j\omega )^{2}R(j\omega )\!+\!a_{0}R(j\omega ).\]

Then

\[\frac{Y(j\omega )}{R(j\omega )}=\frac{b_{2}(j\omega )^{2}+b_{1}(j\omega )+b_{0}}{(j\omega )^{3}+a_{2}(j\omega )^{2}+a_{1}(j\omega )+a_{0}}=T(j\omega ).\]

  • This is simply the transfer function \(T(s)\) evaluated at \(s=j\omega .\)
Closed-Loop Bandwidth

\(y(t)\)

may be written as

\[y(t)=\frac{1}{2\pi }\int_{-\infty }^{+\infty }Y(j\omega )e^{j\omega t}d\omega =\frac{1}{2\pi }\int_{-\infty }^{+\infty }T(j\omega )R(j\omega )e^{j\omega t}d\omega .\]

  • \(R(j\omega )d\omega\) is the frequency content of \(r(t)\) between \(\omega\) and \(\omega +d\omega .\)

  • The frequency content of \(y(t)\) in this same interval is \(T(j\omega )R(j\omega )d\omega .\)

  • \(y(t)\) is the sum (integral) of the pure sinusoids \(T(j\omega )R(j\omega )e^{j\omega t}d\omega .\)

  • The goal is to have \(y(t)\) track \(r(t)\).

  • Need to find \(G_{c}(j\omega )\) so that the closed-loop transfer function

    \[T(j\omega )=\dfrac{G_{c}(j\omega )G(j\omega )}{1+G_{c}(j\omega )G(j\omega )}\]

    satisfies

    \[T(j\omega )\approx \left\{ \begin{array}{cl} 1, & |\omega |\leq \omega _{B} \\ 0, & |\omega |>\omega _{B}.\end{array}\right.\]

Closed-Loop Bandwidth
  • \(\omega _{B}\) is the bandwidth of the closed-loop system.

    \[T(j\omega )=\dfrac{G_{c}(j\omega )G(j\omega )}{1+G_{c}(j\omega )G(j\omega )}\;\text{with}\;T(j\omega )\approx \left\{ \begin{array}{cl} 1, & |\omega |\leq \omega _{B} \\ 0, & |\omega |>\omega _{B}.\end{array}\right.\]

  • Tracking: Suppose \(R(j\omega )\approx 0\)  for  \(|\omega |>\omega _{B}\).

    \[\begin{aligned} \!\!\!\!y(t)=\frac{1}{2\pi }\!\!\int\limits_{-\infty }^{+\infty }\!\!\!T(j\omega )R(j\omega )e^{j\omega t}d\omega \!\!\!\!\! &\!\!\approx \!\!\!\!\!&\!\!\frac{1}{2\pi }\!\!\int\limits_{-\omega _{B}}^{+\omega _{B}}\!\!\!T(j\omega )R(j\omega )e^{j\omega t}d\omega \;\text{as}\;R(j\omega )\approx 0\;\text{for}\;|\omega |\!>\omega _{B} \\ &\approx &\frac{1}{2\pi }\int\limits_{-\omega _{B}}^{+\omega _{B}}R(j\omega )e^{j\omega t}d\omega \;\text{as}\;T(j\omega )\approx 1\;\text{for}\;|\omega |\leq \omega _{B} \\ &\approx &\frac{1}{2\pi }\int\limits_{-\infty }^{+\infty }R(j\omega )e^{j\omega t}d\omega \;\text{as}\;R(j\omega )\approx 0\;\text{for}\;|\omega |>\omega _{B} \\ &\approx &r(t). \end{aligned}\]

Closed-Loop Bandwidth
  • Design the controller so \(T(j\omega )\approx 1\) for \(|\omega |\leq \omega _{B}\) and \(T(j\omega )\approx 0\) for \(|\omega |>\omega _{B}.\)
  • If \(R(j\omega )\approx 0\) for \(|\omega |>\omega _{B}\), then should have good tracking.

  • With \(T(s)\) stable and \(r(t)=R_{0}\cos (\omega t)\),

    \[y(t)\rightarrow y_{ss}(t)=|T(j\omega )|R_{0}\cos (\omega t+\angle T(j\omega ))\approx R_{0}\cos (\omega t)\;\text{for}\;|\omega |\leq \omega _{B}.\]

  • A typical reference is a step input. Unit step does not have a Fourier transform.

    \[\int_{-\infty }^{\infty }u_{s}(t)e^{-j\omega t}dt=\int_{0}^{\infty }u_{s}(t)e^{-j\omega t}dt=\left. \frac{e^{-j\omega t}}{-j\omega }\right\vert _{0}^{\infty }=\underset{\text{does not converge}}{\underbrace{\lim_{t\rightarrow \infty }\frac{e^{-j\omega t}}{-j\omega }}}+\frac{1}{j\omega }\text{.}\]

Closed-Loop Bandwidth
  • Replace \(r(t)=u_{s}(t)\) with \(r(t)=e^{-\alpha t}u_{s}(t)\) with \(\alpha\) very small.

  • \(e^{-\alpha t}u_{s}(t)\approx 1\) for \(0\leq t\leq \dfrac{0.01}{\alpha }\) (\(e^{-0.01}=0.99).\)  The FT of \(e^{-\alpha t}u_{s}(t)\) is

    \[\int_{-\infty }^{\infty }e^{-\alpha t}u_{s}(t)e^{-j\omega t}dt=\frac{1}{\alpha +j\omega }.\]

  • With \(\omega _{B}=10,\) for \(|\omega |>\omega _{B}\) we have

    \[\left\vert R(j\omega )\right\vert =\left\vert \dfrac{1}{\alpha +j\omega }\right\vert \leq \dfrac{1}{10}<<\dfrac{1}{\alpha }\]

  • \(\dfrac{1}{\alpha }\) is the peak value of \(\left\vert R(j\omega )\right\vert\) (\(\alpha\) is very small).

  • If the controller provides a CL bandwidth of \(10\), good tracking of step functions.

Definition Closed-Loop Bandwidth

Let \(T(j\omega )\) be stable with \(T(j0)=1,|T(j\omega )|\approx 1\) for \(|\omega |\leq \omega _{B},\)

and \(|T(j\omega )|\rightarrow 0\) rapidly for \(|\omega |>\omega _{B}.\)

The closed-loop bandwidth \(\omega _{B}\) is the frequency \(\omega _{B}\) that satisfies

\[|T(j\omega _{B})|=|T(0)|/\sqrt{2}=1/\sqrt{2}.\]

Equivalently, \(20\log _{10}|T(j\omega _{B})|=20\log _{10}(1/\sqrt{2})=-3\) dB.

Closed-Loop Bandwidth

Bode Diagam of \(T(j\omega )=\dfrac{1}{\tau j\omega +1}=\dfrac{1/\tau }{j\omega +1/\tau }.\)

  • \(\tau =0.2\)

  • \(\omega _{b}=1/\tau =5\) as \(|T(j5)|=1/\sqrt{2}\) or  \(20\log _{10}(|T(j5)|)=\) \(-3\) dB.

  • \(p=-1/\tau =-5.\) The further in the LFP the pole resides, the larger the bandwidth.

Closed-Loop Bandwidth

Bode Diagam of \(\angle T(j\omega )=\angle \dfrac{1}{\tau j\omega +1}=\angle \dfrac{1/\tau }{j\omega +1/\tau }.\)

  • \(\tau =0.2\)

  • \(\omega _{b}=1/\tau =5\) as \(|T(j5)|=1/\sqrt{2}\) or  \(20\log _{10}(|T(j5)|)=\) \(-3\) dB.

  • The angle plot shows the frequency must be below \(0.1\omega _{B}\) for \(\angle T(j\omega )\approx 0.\)

  • That is, \(T(j\omega )\approx 1\) is only reasonable for \(|\omega |<0.1\omega _{B}.\)

Closed-Loop Bandwidth

Bode diagram of \(T(s)=\dfrac{\omega _{n}^{2}}{s^{2}+2\zeta \omega _{n}s+\omega _{n}^{2}}\)  with \(\omega _{n}=1,\zeta =0.1\).

  • The closed-loop poles are at \(p_{i}=-\zeta \omega _{n}\pm j\omega _{n}\sqrt{1-\zeta ^{2}}.\)

  • Normally the CL poles are placed so that \(\zeta \geq 0.6\).

  • At \(\omega _{n}\) we have \(|G(j\omega _{n})|=1/(2\zeta ).\)

  • At \(\omega _{n}\) with \(\zeta\) to \(1,\) the magnitude plot is down by \(1/2\) (\(-6\) dB)

  • At \(\omega _{n}\) with \(\zeta =0.6,\) the magnitude plot is down by \(1/1.2\) (\(-1.6\) dB).

  • For convenience just take the bandwidth to be \(\omega _{B}=\omega _{n}.\)

Closed-Loop Bandwidth

Bode diagram of \(T(s)=\dfrac{\omega _{n}^{2}}{s^{2}+2\zeta \omega _{n}s+\omega _{n}^{2}}\)  with \(\omega _{n}=1\).

  • For convenience just take the bandwidth to be \(\omega _{B}=\omega _{n}.\)

  • The phase plot shows \(\omega \leq 0.1\omega _{B}=0.1\omega _{n}\) for \(\angle T(j\omega )\approx 0.\)

  • That is, \(T(j\omega )\approx 1\) is only reasonable for \(|\omega |<0.1\omega _{B}.\)

  • The further the poles are in the left half-plane and the larger the bandwidth.

Closed-Loop Bandwidth

Choose \(G_{c}(s)\) so \(T(s)=\dfrac{G_{c}(s)G(s)}{1+G_{c}(s)G(s)}\) has the desired shape.

\[C(s)=\underset{T(s)}{\underbrace{\frac{G_{c}(s)G(s)}{1+G_{c}(s)G(s)}}}R(s)-\frac{G(s)}{1+G_{c}(s)G(s)}D(s)+\underset{S(s)}{\underbrace{\frac{1}{1+G_{c}(s)G(s)}}}\eta (s).\]

  • \(G(s)\) strictly proper and \(G_{c}(s)\) (at least) proper.

    \[|G_{c}(j\omega )G(j\omega )|\rightarrow 0\;\text{as}\;|\omega |\rightarrow \infty .\]

  • Need \(|G_{c}(j\omega )G(j\omega )|>>1\) for \(|\omega |\leq \omega _{B}\) so that

    \[T(j\omega )=\frac{G_{c}(j\omega )G(j\omega )}{1+G_{c}(j\omega )G(j\omega )}\approx \frac{G_{c}(j\omega )G(j\omega )}{G_{c}(j\omega )G(j\omega )}=1\;\text{for}\;|\omega |\leq \omega _{B}.\]

  • If the controller has an integrator then \(|G_{c}(j\omega )G(j\omega )|\rightarrow \infty\) as \(|\omega |\rightarrow 0.\)

  • Need \(|G_{c}(j\omega )G(j\omega )|\rightarrow 0\) fast for \(|\omega |>\omega _{B}\) so that

    \[T(j\omega )=\frac{G_{c}(j\omega )G(j\omega )}{1+G_{c}(j\omega )G(j\omega )}\approx 0\;\text{for}\;|\omega |>\omega _{B}.\]

Closed-Loop Bandwidth

\[C(s)=\underset{T(s)}{\underbrace{\frac{G_{c}(s)G(s)}{1+G_{c}(s)G(s)}}}R(s)-\frac{G(s)}{1+G_{c}(s)G(s)}D(s)+\underset{S(s)}{\underbrace{\frac{1}{1+G_{c}(s)G(s)}}}\eta (s).\]

  • Want the bandwidth \(\omega _{B}\) large enough so that \(R(j\omega )\approx 0\) for \(|\omega |>\omega _{B}.\)

    Then

    \[C_{R}(j\omega )\triangleq \frac{G_{c}(j\omega )G(j\omega )}{1+G_{c}(j\omega )G(j\omega )}R(j\omega )\approx R(j\omega ).\]

  • Disturbance rejection follows if \(|G_{c}(j\omega )|>>1\) for \(|\omega |<\omega _{B}\) as

    \[C_{D}(j\omega )\triangleq -\frac{G(j\omega )}{1+G_{c}(j\omega )G(j\omega )}D(s)\approx -\frac{1}{G_{c}(j\omega )}D(j\omega )\approx 0\;\text{for}\;|\omega |<\omega _{B}.\]

  • As \(|G_{c}(j\omega )G(j\omega )|\rightarrow 0\) as \(|\omega |\rightarrow \infty ,\) we also have \(|C_{D}(j\omega )|\rightarrow 0\) as \(|\omega |\rightarrow \infty .\)

  • Tracking and dist rej achievable using a strictly proper stabilizing controller \(G_{c}(j\omega )\)

    with \(|G_{c}(j\omega )|>>1\) for \(|\omega |<\omega _{B}\) and \(|G_{c}(j\omega )|\rightarrow 0\) rapidly for \(|\omega |>\omega _{B}\)

Closed-Loop Bandwidth

\[C(s)=\underset{T(s)}{\underbrace{\frac{G_{c}(s)G(s)}{1+G_{c}(s)G(s)}}}R(s)-\frac{G(s)}{1+G_{c}(s)G(s)}D(s)+\underset{S(s)}{\underbrace{\frac{1}{1+G_{c}(s)G(s)}}}\eta (s).\]

  • Effect of the measurement noise on output.

    \[C_{\eta }(j\omega )\triangleq \frac{1}{1+G_{c}(j\omega )G(j\omega )}\eta (j\omega )\approx \left\{ \begin{array}{cl} 0 & |\omega |\leq \omega _{B} \\ \eta (j\omega ) & |\omega |>\omega _{B}.\end{array}\right.\]

  • Low-frequency noise is attenuated by feedback.

  • High frequency noise is essentially unchanged.

Closed-Loop Bandwidth
  • Low-frequency sensor noise is a problem for the actuator!.

  • The output of the controller \(U_{\eta }(s)\) (actuator command) due to \(\eta (s)\) is

    \[U_{\eta }(s)\triangleq -\frac{G_{c}(j\omega )}{1+G_{c}(j\omega )G(j\omega )}\eta (j\omega )\approx \left\{ \begin{array}{ll} -\dfrac{1}{G(j\omega )}\eta (j\omega ) & |\omega |\leq \omega _{B} \\ -G_{c}(j\omega )\eta (j\omega )\rightarrow 0 & |\omega |>\omega _{B}.\end{array}\right.\]

  • As \(G(s)\) is strictly proper, \(1/G(s)\) is non proper resulting in the low-frequency noise being differentiated.

  • E.g., \(G(s)=\dfrac{b}{s(s+a)},\) \(-\eta (s)/G(s)=-\dfrac{1}{b}(s^{2}+as)\eta (s)\) so \(\eta (s)\) is differentiated twice.

  • Important to have sensors with essentially no noise for \(|\omega |\leq \omega _{B}.\)

  • The closed-loop bandwidth must be chosen so that it

    does not contain any significant frequency content of \(\eta (j\omega ).\)

Lead and Lag Compensation

Let \(G_{c}(s)=1\) so it is simply a proportional feedback control problem.

Let

\[G(s)=\frac{1}{(s+1)(s+2)(s+4)},\;R(s)=\frac{1}{s}.\]

If the closed-loop system is stable then

\[\begin{aligned} e(\infty )=\lim_{s\rightarrow 0}s\frac{1}{1+K\dfrac{1}{(s+1)(s+2)(s+4)}}\frac{1}{s} &=&\lim_{s\rightarrow 0}\frac{1}{1+K\dfrac{1}{(s+1)(s+2)(s+4)}} \\ &=&\frac{1}{1+K/8}. \end{aligned}\]

  • The larger the gain the smaller the steady-state error.

  • However, increasing the open-loop gain \(K\) usually decreases the phase margin.

Lead and Lag Compensation

\(G(s)=\dfrac{1}{(s+1)(s+2)(s+4)}\)

  • Increasing the gain too much makes the closed-loop system unstable.
Lag Compensation

\(G_{c}(s)=\dfrac{0.01}{0.1}\dfrac{s+0.1}{s+0.01}=\dfrac{s/0.1+1}{s/0.01+1}\)

  • \(KG_{c}(0)=K\)  and  \(KG_{c}(j\omega )\rightarrow \dfrac{K}{10}\) as \(\omega \rightarrow \infty .\)
  • \(\omega _{p}=0.01,\)  \(\omega _{z}=0.1\)  and \(\ \omega _{p}<\omega _{z}<<\omega _{g}.\)
Lag Compensation
Lead Compensation PD Controller

\(\mathbf{\approx }\)

Lead compensator \(KG_{c}(s)\) is of the form

\[KG_{c}(s)=K\frac{s/\omega _{z}+1}{s/\omega _{p}+1}=K\frac{1}{\omega _{z}}\frac{s+\omega _{z}}{s/\omega _{p}+1}\;\text{where}\;\omega _{z}<\omega _{p}.\]

At low frequencies where \(|s/\omega _{p}|<<1\) we have

\[KG_{c}(s)=K\frac{1}{\omega _{z}}\frac{s+\omega _{z}}{s/\omega _{p}+1}\approx K\frac{1}{\omega _{z}}(s+\omega _{z})=\underset{K_{D}}{\underbrace{K\frac{1}{\omega _{z}}}}s+\underset{K_{P}}{\underbrace{K}}\]

This is approximately a proportional plus derivative controller.

At high frequencies we have

\[KG_{c}(s)=K\frac{s/\omega _{z}+1}{s/\omega _{p}+1}\approx K\frac{\omega _{p}}{\omega _{z}},\]

which becomes a proportional controller.

The amplification of high-frequency noise by a pure derivative controller is avoided.

Summarizing: The lead compensator is an approximate PD controller.

Bode Diagram of a Lead Compensator

\[\begin{aligned} G_{c}(s) &=&\frac{s/\omega _{z}+1}{s/\omega _{p}+1}=\frac{\omega _{p}}{\omega _{z}}\frac{s+\omega _{z}}{s+\omega _{p}}\;\text{where}\;\omega _{z}<\omega _{p} \\ KG_{c}(0) &=&K \\ KG_{c}(j\omega ) &\rightarrow &\frac{\omega _{p}}{\omega _{z}}K>K\;\text{as}\;\omega \rightarrow \infty . \end{aligned}\]

Bode Diagram of a Lead Compensator
  • Key Requirement of Lead Compensators: \(\omega _{z}<\omega _{g}<\omega _{p}\)
Double Integrator Control via Lead-Lag Compensation
  • The gain crossover frequency is \(\omega _{cg}=1\) rad/sec
Double Integrator Control via Lead-Lag Compensation
  • Consider a lead controller \(G_{c}(s)=K\dfrac{s+z_{c}}{s+p_{c}}\).  

  • Choose \(z_{c}=0.1\) (decade below \(\omega _{cg}=1\) rad/sec).

  • Choose \(p_{c}=10\) (decade above \(\omega _{cg}=1\) rad/sec).

  • Then \(\dfrac{s+0.1}{s+10}\) contributes about \(90^{\circ }\) (actually only \(78.6^{\circ }\)) at \(\omega =\omega _{cg}=1.\)

  • As \(\left\vert \dfrac{j\omega +0.1}{j\omega +10}\right\vert _{\omega =\omega _{cg}=1}=0.1\) choose \(K=10\) to keep \(\omega _{cg}\) at \(1.\)

This results in the lead controller given by

\[G_{c}(s)=10\dfrac{s+0.1}{s+10}.\]

Double Integrator Control via Lead-Lag Compensation
  • Bode diagram of \(G_{c}(s)G(s)=10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}\).
  • At \(\omega =\omega _{cg}=1,G_{c}(j\omega )G(j\omega )=1e^{-j101.4^{\circ }}\) so the PM is \(180^{\circ }-101.4^{\circ }=78.6^{\circ }.\)
Double Integrator Control via Lead-Lag Compensation

The Nyquist contour for \(G_{c}(s)G(s)=10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}\).

  • Nyquist contour shows \(P=0.\)

  • For \(s=re^{j\theta }\) with \(r\) small \(\ G_{c}(re^{j\theta })G(re^{j\theta })=10\dfrac{re^{j\theta }+0.1}{re^{j\theta }+10}\dfrac{1}{r^{2}e^{j2\theta }}\approx \dfrac{0.1}{r^{2}}e^{-j2\theta }.\)

    \[\begin{array}{|c|l|} \hline \theta & G(re^{j\theta })G_{c}(re^{j\theta })\approx 0.1e^{-j2\theta }/r^{2} \\ \hline -\pi /2 & 0.1e^{j180^{\circ }}/r^{2} \\ \hline -\pi /4 & 0.1e^{j90^{\circ }}/r^{2} \\ \hline 0 & 0.1/r^{2} \\ \hline +\pi /4 & 0.1e^{-j90^{\circ }}/r^{2} \\ \hline +\pi /2 & 0.1e^{-j180^{\circ }}/r^{2} \\ \hline \end{array}\]

    .

Double Integrator Control via Lead-Lag Compensation

Polar plot for \(G_{c}(s)G(s)=10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}.\)

Double Integrator Control via Lead-Lag Compensation
  • \(P=0\) and \(N=0\) \(\ \Longrightarrow\) \(\ \ Z=N+P=0.\)

  • By inspection the gain margin is infinite.

  • The phase margin is \(78.6^{\circ }\) (via Matlab)

Step response

\[C(s)=\underset{G_{CL}(s)}{\underbrace{\frac{G_{c}(s)G(s)}{1+G_{c}(s)G(s)}}}R(s)=\frac{10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}}{1+10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}}\frac{1}{s}=\frac{10(s+0.1)}{(s+1)(s+0.11)(s+8.9)}\frac{1}{s}\]

Then

\[c(t)=u_{s}(t)+0.116e^{-0.11t}-1.3e^{-1.0t}+0.14e^{-8.9t}.\]

The coefficient of the slow decaying term \(Ae^{-0.11t}\) is small

due to the zero at \(-0.1,\) that is,

\[\begin{aligned} A &=&\lim_{s\rightarrow -0.11}(s+0.11)\frac{10(s+0.1)}{(s+1)(s+8.9)(s+0.11)}\frac{1}{s} \\ && \\ &=&\left. \frac{10(s+0.1)}{(s+1)(s+8.9)}\frac{1}{s}\right\vert _{s=-0.11} \\ && \\ &=&0.116. \end{aligned}\]

Response due to a Disturbance

\[E_{D}(s)=\frac{\dfrac{1}{s^{2}}}{1+10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}}\frac{D_{0}}{s}=\frac{s+10}{s^{3}+10s^{2}+10s+1}\frac{D_{0}}{s}\]

As \(sE_{D}(s)\) is stable

\[e_{D}(\infty )=\lim_{s\rightarrow 0}sE_{D}(s)=\lim_{s\rightarrow 0}s\frac{s+10}{s^{3}+10s^{2}+10s+1}\frac{D_{0}}{s}=10D_{0}.\;\text{Large!}\;\]

Add the lag compensator \(\dfrac{s+0.1}{s+0.01}\) for disturbance attenuation

\[\left. \dfrac{s+0.1}{s+0.01}\right\vert _{s=0}=10\;\text{and}\;\dfrac{j\omega +0.1}{j\omega +0.01}\approx 1\;\text{for}\;j\omega >>0.1.\]

  • It provides a gain of 10 at low frequencies.

  • Does not change the gain crossover point or phase margin (CL is still stable!).

  • The (lead-lag) controller is now \(G_{c}(j\omega )=\dfrac{s+0.1}{s+0.01}10\dfrac{s+0.1}{s+10}.\)

Response due to a Disturbance

Lead-Lag controller \(G_{c}(j\omega )=\dfrac{s+0.1}{s+0.01}10\dfrac{s+0.1}{s+10}.\)

\[E_{D}(s)=\frac{\dfrac{1}{s^{2}}}{1+\dfrac{s+0.1}{s+0.01}10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}}\frac{D_{0}}{s}=\frac{1}{s^{2}+\dfrac{s+0.1}{s+0.01}10\dfrac{s+0.1}{s+10}}\frac{D_{0}}{s}\]

As \(sE_{D}(s)\) is stable

\[e_{D}(\infty )=\lim_{s\rightarrow 0}s\frac{1}{s^{2}+\dfrac{s+0.1}{s+0.01}10\dfrac{s+0.1}{s+10}}\frac{D_{0}}{s}=D_{0}.\]

Disturbance error is reduced by a factor of 10!

\[\begin{aligned} C(s)=\frac{\dfrac{s+0.1}{s+0.01}10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}}{1+\dfrac{s+0.1}{s+0.01}10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}}\frac{1}{s} &=&\frac{10s^{2}+2s+0.1}{s^{4}+10.01s^{3}+10.1s^{2}+2s+0.1}\frac{1}{s} \\ &=&\frac{10(s+0.1)^{2}}{(s+0.08)(s+0.16)(s+0.87)(s+8.9)}\frac{1}{s}. \end{aligned}\]

Closed-Loop Gain and Phase Margins

\(\ G_{c}(s)G(s)=\dfrac{s+0.1}{s+0.01}10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}\)

Phase margin is \(73.5^{\circ }.\)

\(\left\vert \dfrac{j\omega +0.1}{j\omega +0.01}\right\vert _{\omega =\omega _{cg}=1}=1.005\)  and  \(\left. \angle \dfrac{j\omega +0.1}{j\omega +0.01}\right\vert _{\omega =\omega _{cg}=1}=-5.1^{\circ }\).

Nyquist Plot

\(\ G_{c}(s)G(s)=\dfrac{s+0.1}{s+0.01}10\dfrac{s+0.1}{s+10}\dfrac{1}{s^{2}}\)

  • \(G(re^{j\theta })G_{c}(re^{j\theta })=\dfrac{re^{j\theta }+0.1}{re^{j\theta }+0.01}10\dfrac{re^{j\theta }+0.1}{re^{j\theta }+10}\dfrac{1}{r^{2}e^{j2\theta }}\approx \dfrac{1}{r^{2}}e^{-j2\theta }\).

  • \(P=0,Z=0\rightarrow N=Z-P=0.\ \)

  • Phase margin is \(73.5^{\circ }.\)

  • Gain margin \(1/24.5=0.0408\) or \(20\log (0.0408)=-27.8\) dB.

  • The lag compensator has decreased the phase and gain margins.

Pitch Control

\[G(s)=\frac{\theta (s)}{\delta (s)}=\dfrac{1.51s+0.1774}{s^{3}+0.739s^{2}+0.921s}=\dfrac{1.51s+0.1774}{s(s^{2}+0.739s+0.9597)}.\]

Design specifications

(1) Overshoot less than \(10\%\)

(2) Rise time less than \(2\) seconds

(3) Settling time less than \(10\) seconds

(4) Steady-state error less than \(2\%\) for a step input.

(5) Maximum elevator deflection is \(25^{\circ }\) (\(0.436\) radians), i.e., \(-25^{\circ }\leq \delta \leq 25^{\circ }.\)

Pitch Control

Consider a cascade PID controller

\[G_{c}(s)=K\frac{T_{D}s+1}{\tau s+1}\frac{s+1/T_{I}}{s}.\]

Then

\[20\log (|G_{c}(j\omega )|)=20\log (K)+20\log \left( \left\vert \frac{T_{D}j\omega +1}{\tau j\omega +1}\right\vert \right) +20\log \left( \left\vert \frac{j\omega +1/T_{I}}{j\omega }\right\vert \right) .\]

Pitch Control (continued)

\(G(s)=\dfrac{1.51s+0.1774}{s^{3}+0.739s^{2}+0.921s}=\dfrac{1.51(s+0.1175)}{s(s^{2}+2\zeta \omega _{n}s+\omega _{n}^{2})},\)  \(\zeta =0.377\)  & \(\omega _{n}=0.9796\)

If \(G_{c}(s)=K=1\) then the gain crossover frequency is \(\omega _{cg}=1.42.\)

\(G(j1.42)=1e^{-141^{\circ }}\) giving a phase margin of \(39^{\circ }.\)

Nyquist & Polar Plot

\(G(s)=\dfrac{1.51s+0.1774}{s^{3}+0.739s^{2}+0.921s}\rightarrow \dfrac{1.51}{0.921}+\dfrac{0.1774}{0.921}\dfrac{1}{s}\)

 as \(|s|\rightarrow 0.\)

Consider \(G_{c}(s)=\dfrac{s+1/T_{I}}{s}.\)

Require \(1/T_{I}<<\omega _{c}=1.42\) so that at the crossover frequency \(\omega _{c}=1.42\).

\[\dfrac{s+1/T_{I}}{s}|_{s=j\omega _{c}}\approx 1.\]

Set \(T_{I}=10\) so \(1/T_{I}=0.1<<\omega _{c}=1.42\)  so \(\ G_{c}(s)=\dfrac{s+0.1}{s}.\)

Bode Diagram

\(G_{c}(s)G(s)=\dfrac{s+0.1}{s}\dfrac{1.51s+0.1774}{s^{3}+0.739s^{2}+0.921s}\)

The crossover frequency is still at \(1.42.\)

The phase margin is reduced to \(35^{\circ }.\)

Nyquist Plot

\(G_{c}(s)G(s)=\dfrac{s+0.1}{s}\dfrac{1.51s+0.1774}{s^{3}+0.739s^{2}+0.921s}\)

\(G_{c}(re^{j\theta })G(re^{j\theta })\overset{r\rightarrow 0}{\rightarrow }0.1\dfrac{1}{re^{j\theta }}\dfrac{0.1774}{0.921}\dfrac{1}{re^{j\theta }}=0.019\dfrac{1}{r^{2}}e^{-j2\theta }\).

Add the PD Compensator

\(T_{D}s+1\)

  • \(\angle (T_{D}j\omega +1)|_{\omega =1/T_{D}}=45^{\circ }\) and \(20\log |T_{D}j\omega +1)|_{\omega =1/T_{D}}=3\) dB \(\approx 0\).

  • Set \(1/T_{D}\) of \(T_{D}s+1\) close to \(\omega _{c}=1.42\) to increase the phase margin.

  • Set \(T_{D}=1/1.42=0.704\) so \(G_{c}(s)=(0.704s+1)\dfrac{s+0.1}{s}.\)

Bode diagram for \(G_{c}(s)G(s)=(0.704s+1)\dfrac{s+0.1}{s}\dfrac{1.51s+0.1774}{s^{3}+0.739s^{2}+0.921s}.\)

Nyquist plot

\(G_{c}(s)G(s)=(0.704s+1)\dfrac{s+0.1}{s}\dfrac{1.51s+0.1774}{s^{3}+0.739s^{2}+0.921s}\)

Nyquist plot (continued)

\(G_{c}(s)G(s)=\mathbf{K}(0.704s+1)\dfrac{s+0.1}{s}\dfrac{1.51s+0.1774}{s^{3}+0.739s^{2}+0.921s}\)

  • Set \(K=5\) so \(20\log (5)=14\) dB
  • Gain crossover frequency is now \(\omega _{cnew}=5.61\) rad/sec.

  • The phase margin is now \(81^{\circ }.\)

Pitch Response

\(G_{c}(s)=5(0.704s+1)\dfrac{s+0.1}{s}\)

(i.e., \(K=5\)).

No overshoot,  \(2\%\) settling time is \(t=7.2\) \(\sec\),  rise time \(<2\sec\).

Elevator Angle Response