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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTION ASSESSMENT IN LINEAR MULTIVARIABLE PROCESSES USING DIRECTED
SPECTRAL DECOMPOSITION
Arun K. Tangirala
Dept. of Chemical Engineering, IIT Madras Chennai, Tamilnadu, India
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
OUTLINE
2
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
OUTLINE
Motivation
Review
RGA, Dynamic RGA, Sensi0vity func0ons
Directed Analysis
Main results
Benchmark for interac0on assessment
Interac0on quan0ca0on
Simulation study
Concluding Remarks
2
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTIONS
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTIONS
u1
y1
G11-Gc1
ey1
eu1
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTIONS
u1 u2
y2y1
G11 G22
G21
G12-Gc2-Gc1
ey1
eu1 eu2
ey2
u1
y1
G11-Gc1
ey1
eu1
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTIONS
Interaction: Effect felt in one loop due to changes (disturbances / setpoint changes) in other loops (typical of all MIMO system)
Impact of interaction:
Reduces performance
Can lead to instabili0es
Not necessarily harmful!
Problems of interest:
1. Quantify interactions
2. Relate interactions to a performance metric
u1 u2
y2y1
G11 G22
G21
G12-Gc2-Gc1
ey1
eu1 eu2
ey2
u1
y1
G11-Gc1
ey1
eu1
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
WHATS THE USE?
Controller Design
For MIMO systems, two possible control congura0ons - (i) decentralized (mul0loop) controllers and (ii) mul0variable controllers
Control Loop Performance Assessment
A typical performance metric is variance. Can we determine the contribu0ons of interac0ons to variance?
4
Design controllers for multivariable systems such that interactions are at a minimum or even better, beneficial
For a given multivariable closed-loop system, assess the strength of interactions and relate it to performance
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
MEASURING INTERACTIONS
Relative Gain Array (Bristol, 1966)
Dynamic RGA (Witcher & McAvoy, 1977, Other researchers, later years)
Loop under study remains open
Outputs of all other loops held at their set-points
Both measures assume perfect control
5
ij =(yi/uj)all loops open
(yi/uj)all other loops closed except loop (yi - uj)
steady state
= KKT
(s) = G(s)G(s)T
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTION MEASURES
Generalized Dynamic Relative Gain (Huang et al, 1993)
Actual controllers rather than perfect controllers are used
Loop decomposition method (Zhu and Jutan, 1996)
Takes into account all perturba0ons; Rela0ve interac0on, Absolute interac0on
Joint stationary representation approach (Seppala et al, 2002)
Use the mul0variate impulse response func0on (the H matrix in the VMA representa0on)
Semi-quan0ta0ve approach to interac0on
Performance RGA (Skogestad et al)
Deni0on based on exact factoriza0on of sensi0vity func0on; limited interpreta0on
Several other methods
6
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
WHAT DO WE DESIRE?
The interaction measure should quantitatively correspond to a performance metric (e.g., variance)
We should be able to compute from models (for controller design)
We should be able to estimate it from data (for performance assessment)
7
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTION & DIRECTIONALITY
Interaction is a directed phenomenon (direction matters)
Effect felt (by an output) through indirect pathways arising due to connections with other loops
Dierence between a SISO loop and a MIMO control system
The direct & indirect transfer functions play a key role in quantifying interaction
Basic question:
8
What are the contributions of the indirect pathways to the variance of a closed-loop output?
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
DIRECTED VARIANCE DECOMPOSITION
Variance decomposition in frequency domain:
Set up
so that
Spectral Factorization (jointly stationary process driven by white-noise):
9
xx() = H()eH()
2yi =1
2
yiyi() d
xx() =
y1y1() y1u1() y1ym() y1um()u1y1() u1u1() u1ym() u1um()
......
.... . .
......
......
.... . .
......
ymy1() ymu1() ymym() ymum()umy1() umu1() umym() umum()
x =y1 ym u1 um
T
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
WHAT DOES H CONTAIN? DTF
The DTF (Saito and Harashima, Kaminski and Blinowska) is the normalized hij() and is a non-parametric quantity by definition
Its estimation, however, is carried out using a vector auto-regressive (VAR) modelling of the time-series
10
Directed Transfer Function (DTF)hij() is the net transfer function from the (white-noise) innovations in xj to the ith variable xi (in that direction)
H
ey1ey2eu1eu2
y1y2u1u2
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
ESTIMATION OF DTF
Construct VAR / VMA model
VAR models are easier to construct since LS es0ma0on methods can be used. Then,
Each element hij(): Total effect of the jth source on the ith variable
The transfer function hij() consists of direct and indirect components
11
x[k] =p
r=1
Ar x[k r] + e[k] OR x[k] =q
r=1
Hre[k r] + e[k]
H() = A1() =
h11() . . . h1m()h21() . . . h2m()
.... . .
...hm1() . . . hmm()
; A() = Ip
r=1
Arerj =
a11() . . . a1m()a21() . . . a2m()
.... . .
...am1() . . . amm()
hij() = hD,ij() + hI,ij() ; hD,ij() =aij()det(Mji())
det(A())i = j
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
DIRECT(ED) ENERGY TRANSFERS
The total energy transfer is the sum of direct, indirect and an interference terms
Interferences occur due to phase dierences between direct and indirect transfers
They can be either construc0ve or destruc0ve depending on the phase dierence
The term |hii()|2 quantifies the fraction of energy received by xi[k] from its own driving force (and due to unaccounted sources)
For analysis purposes, fix (or force)
12
|hij()|2 = |hD,ij()|2 + |hI,ij()|2 + 2|hD,ij()||hI,ij()|cos(D() I())
e = Inn
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
PATHWAYS FOR TRANSFER OF ENERGY
13
Total transfer function
Ej() Xi()
Direct transfer function
Ej() Xi()
Indirect transfer function
Indirect energy transfer
Direct energy transfer
Sejej () Sxixi()
Interference effect
Interference effect
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
A 2X2 SYSTEM
14
u1 u2
y2y1
G11 G22
G21
G12
-Gc2-Gc1
ey1
eu1 eu2
ey2
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
A 2X2 SYSTEM
Decompose spectrum of y1:
14
u1 u2
y2y1
G11 G22
G21
G12
-Gc2-Gc1
ey1
eu1 eu2
ey2
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
A 2X2 SYSTEM
Decompose spectrum of y1:
14
y1y1() = |hy1y1()|2 + |hy1u1()|2 + |hy1y2()|2 + |hy1u2()|2 Interaction eects
u1 u2
y2y1
G11 G22
G21
G12
-Gc2-Gc1
ey1
eu1 eu2
ey2
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
A 2X2 SYSTEM
Decompose spectrum of y1:
14
y1y1() = |hy1y1()|2 + |hy1u1()|2 + |hy1y2()|2 + |hy1u2()|2 Interaction eects
u1 u2
y2y1
G11 G22
G21
G12
-Gc2-Gc1
ey1
eu1 eu2
ey2
Due to past of y1 and unaccounted variables
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
A 2X2 SYSTEM
Decompose spectrum of y1:
14
|hy1u1()|2 = |hD,y1u1()|2 + |hI,y1u1()|2 + hIF,y1u1() Interaction eects
y1y1() = |hy1y1()|2 + |hy1u1()|2 + |hy1y2()|2 + |hy1u2()|2 Interaction eects
u1 u2
y2y1
G11 G22
G21
G12
-Gc2-Gc1
ey1
eu1 eu2
ey2
Due to past of y1 and unaccounted variables
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
A 2X2 SYSTEM
Decompose spectrum of y1:
14
|hy1u1()|2 = |hD,y1u1()|2 + |hI,y1u1()|2 + hIF,y1u1() Interaction eects
y1y1() = |hy1y1()|2 + |hy1u1()|2 + |hy1y2()|2 + |hy1u2()|2 Interaction eects
Feedback and interaction dependent
u1 u2
y2y1
G11 G22
G21
G12
-Gc2-Gc1
ey1
eu1 eu2
ey2
Due to past of y1 and unaccounted variables
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
A 2X2 SYSTEM
Decompose spectrum of y1:
14
|hy1u1()|2 = |hD,y1u1()|2 + |hI,y1u1()|2 + hIF,y1u1() Interaction eects
y1y1() = |hy1y1()|2 + |hy1u1()|2 + |hy1y2()|2 + |hy1u2()|2 Interaction eects
Feedback and interaction dependent
u1 u2
y2y1
G11 G22
G21
G12
-Gc2-Gc1
ey1
eu1 eu2
ey2
Due to past of y1 and unaccounted variables
Idea is to arrive at an interaction and feedback invariant term
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
DIRECT AND INDIRECT TRANSFER FUNCTIONS
15
hy1y1 =1 +G22Gc2
; hy1u1 =G11(1 +G22Gc2)
+G12G21Gc2
hy1y2 =
G12Gc2 ; hy1u2 =
G12
where = (1 +G11Gc1)(1 +G22Gc2)G12G21Gc2Gc1
u1 u2
y2y1
G11 G22
G21
G12
-Gc2-Gc1
ey1
eu1 eu2
ey2
hD,y1u1 =G11(1 +G22Gc2)
= G11hy1y1
hI,y1u1 =G12G21Gc2
=G12G21Gc21 +G22Gc2
hy1y1
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
SENSITIVITY FUNCTION & THE H MATRIX
16
whereGij() is the transfer function connecting the out-put yi and the input uj . The interaction experienced inith loop, ( yi paired with uj) from all other loops is
i() =yiyi()
|hyiyi()|2 |hD,yiuj ()|
2
|hyiyi()|2 1
=yiyi()
|hyiyi()|2 (1 + |Gij()|2) (27)
Contol engineers find it convenient to relate interactionto sensitivity function as it plays a role in controllerdesign and performance assessment. Also it will allow tocompare qualitatively with existing measures.
3.1 Relationship with Sensitivity Function
To observe the connection between multivariate sensi-tivity function matrix S0 and H matrix, we begin with
y
u
=
S0yy S0yuS0uy S0uu
eyeu
= H e (28)
The VARmodel for the process in terms of transfer func-tions is given by
I GpGc I
y
u
=
eyeu
(29)
=y
u
=
I GpGc I
1 eyeu
= H e (30)
Assuming all output disturbances to be white, by virtueof definition, the sensitivity function S0yy() can berelated to the multivariate frequency response matrixH(). By comparing (28) and (30), the multiloop sen-sitivity function given by
S0yy = (Imm +GpGc)1 (31)
Here we consider a multivariable process Gp and a de-centralized (diagonal) controller Gc.
Gp =
G11 G12 G1mG21 G22 G2m...
.... . .
...
Gm1 Gm2 Gmm
(32)
Gc=
Gc1 0 00 Gc2 0...
.... . .
...
0 0 Gcm
(33)
Knowing the transfer function matrices Gp and Gc,the process can be represented in a theoretical VARform as given in (29) and A() and H() can be calcu-lated. The term hy1y1() is S0(1, 1) = S011(). Similarrelationships holds for other elements as well, so thathyiyj () = S0ij() . Thus, for the ith loop of a decentral-ized control system,
yiyi()|S0ii()|2
=
Interactionfeedback invariant
1 + |Gij |2 +
Interactionfeedback dependent
i() (34)
The equations (25) / (26) / (34) thus decomposes thenormalized output spectrum into two components, (i)an interaction and feedback invariant (first two terms onRHS i.e. (1 + |Gij()|2) which depends on the chosencontrol loop pairing and (ii) an interaction and feedbackdependent (last term on RHS i.e. i()) term which isdepended on pairing as well as the controller settings.
The LHS of (34) can be nicely interpreted as the spec-trum of the output of the ith loop filtered by the inverseof the diagonal of the multiloop sensitivity function,
Yi,f () =1
S0ii()Yii()
= yifyif () =1
|S0ii()|2yiyi()
Thus, i() represents the contribution to the varianceof the filtered output.
Equation (34) attracts some nice interpretations. It iswidely known that filtering with the inverse of the sen-sitivity function provides the open loop system [1]. Inthis work, the output spectrum filtering is implementedon the inverse of the diagonal matrix of the sensitivityfunction. This amounts to opening up of that particularloop while keeping all other loops closed.
Proposition 1
S0yiyjS0yiyi
= S0yiyj (35)
S0yiyj = ijth element of the sensitivity matrix of the
equivalent process with ith loop open andS = Imm +GpGc
Proof:
S0yiyjS0yiyi
=cofactor(Syjyi)cofactor(Syiyi)
7
whereGij() is the transfer function connecting the out-put yi and the input uj . The interaction experienced inith loop, ( yi paired with uj) from all other loops is
i() =yiyi()
|hyiyi()|2 |hD,yiuj ()|
2
|hyiyi()|2 1
=yiyi()
|hyiyi()|2 (1 + |Gij()|2) (27)
Contol engineers find it convenient to relate interactionto sensitivity function as it plays a role in controllerdesign and performance assessment. Also it will allow tocompare qualitatively with existing measures.
3.1 Relationship with Sensitivity Function
To observe the connection between multivariate sensi-tivity function matrix S0 and H matrix, we begin with
y
u
=
S0yy S0yuS0uy S0uu
eyeu
= H e (28)
The VARmodel for the process in terms of transfer func-tions is given by
I GpGc I
y
u
=
eyeu
(29)
=y
u
=
I GpGc I
1 eyeu
= H e (30)
Assuming all output disturbances to be white, by virtueof definition, the sensitivity function S0yy() can berelated to the multivariate frequency response matrixH(). By comparing (28) and (30), the multiloop sen-sitivity function given by
S0yy = (Imm +GpGc)1 (31)
Here we consider a multivariable process Gp and a de-centralized (diagonal) controller Gc.
Gp =
G11 G12 G1mG21 G22 G2m...
.... . .
...
Gm1 Gm2 Gmm
(32)
Gc=
Gc1 0 00 Gc2 0...
.... . .
...
0 0 Gcm
(33)
Knowing the transfer function matrices Gp and Gc,the process can be represented in a theoretical VARform as given in (29) and A() and H() can be calcu-lated. The term hy1y1() is S0(1, 1) = S011(). Similarrelationships holds for other elements as well, so thathyiyj () = S0ij() . Thus, for the ith loop of a decentral-ized control system,
yiyi()|S0ii()|2
=
Interactionfeedback invariant
1 + |Gij |2 +
Interactionfeedback dependent
i() (34)
The equations (25) / (26) / (34) thus decomposes thenormalized output spectrum into two components, (i)an interaction and feedback invariant (first two terms onRHS i.e. (1 + |Gij()|2) which depends on the chosencontrol loop pairing and (ii) an interaction and feedbackdependent (last term on RHS i.e. i()) term which isdepended on pairing as well as the controller settings.
The LHS of (34) can be nicely interpreted as the spec-trum of the output of the ith loop filtered by the inverseof the diagonal of the multiloop sensitivity function,
Yi,f () =1
S0ii()Yii()
= yifyif () =1
|S0ii()|2yiyi()
Thus, i() represents the contribution to the varianceof the filtered output.
Equation (34) attracts some nice interpretations. It iswidely known that filtering with the inverse of the sen-sitivity function provides the open loop system [1]. Inthis work, the output spectrum filtering is implementedon the inverse of the diagonal matrix of the sensitivityfunction. This amounts to opening up of that particularloop while keeping all other loops closed.
Proposition 1
S0yiyjS0yiyi
= S0yiyj (35)
S0yiyj = ijth element of the sensitivity matrix of the
equivalent process with ith loop open andS = Imm +GpGc
Proof:
S0yiyjS0yiyi
=cofactor(Syjyi)cofactor(Syiyi)
7
whereGij() is the transfer function connecting the out-put yi and the input uj . The interaction experienced inith loop, ( yi paired with uj) from all other loops is
i() =yiyi()
|hyiyi()|2 |hD,yiuj ()|
2
|hyiyi()|2 1
=yiyi()
|hyiyi()|2 (1 + |Gij()|2) (27)
Contol engineers find it convenient to relate interactionto sensitivity function as it plays a role in controllerdesign and performance assessment. Also it will allow tocompare qualitatively with existing measures.
3.1 Relationship with Sensitivity Function
To observe the connection between multivariate sensi-tivity function matrix S0 and H matrix, we begin with
y
u
=
S0yy S0yuS0uy S0uu
eyeu
= H e (28)
The VARmodel for the process in terms of transfer func-tions is given by
I GpGc I
y
u
=
eyeu
(29)
=y
u
=
I GpGc I
1 eyeu
= H e (30)
Assuming all output disturbances to be white, by virtueof definition, the sensitivity function S0yy() can berelated to the multivariate frequency response matrixH(). By comparing (28) and (30), the multiloop sen-sitivity function given by
S0yy = (Imm +GpGc)1 (31)
Here we consider a multivariable process Gp and a de-centralized (diagonal) controller Gc.
Gp =
G11 G12 G1mG21 G22 G2m...
.... . .
...
Gm1 Gm2 Gmm
(32)
Gc=
Gc1 0 00 Gc2 0...
.... . .
...
0 0 Gcm
(33)
Knowing the transfer function matrices Gp and Gc,the process can be represented in a theoretical VARform as given in (29) and A() and H() can be calcu-lated. The term hy1y1() is S0(1, 1) = S011(). Similarrelationships holds for other elements as well, so thathyiyj () = S0ij() . Thus, for the ith loop of a decentral-ized control system,
yiyi()|S0ii()|2
=
Interactionfeedback invariant
1 + |Gij |2 +
Interactionfeedback dependent
i() (34)
The equations (25) / (26) / (34) thus decomposes thenormalized output spectrum into two components, (i)an interaction and feedback invariant (first two terms onRHS i.e. (1 + |Gij()|2) which depends on the chosencontrol loop pairing and (ii) an interaction and feedbackdependent (last term on RHS i.e. i()) term which isdepended on pairing as well as the controller settings.
The LHS of (34) can be nicely interpreted as the spec-trum of the output of the ith loop filtered by the inverseof the diagonal of the multiloop sensitivity function,
Yi,f () =1
S0ii()Yii()
= yifyif () =1
|S0ii()|2yiyi()
Thus, i() represents the contribution to the varianceof the filtered output.
Equation (34) attracts some nice interpretations. It iswidely known that filtering with the inverse of the sen-sitivity function provides the open loop system [1]. Inthis work, the output spectrum filtering is implementedon the inverse of the diagonal matrix of the sensitivityfunction. This amounts to opening up of that particularloop while keeping all other loops closed.
Proposition 1
S0yiyjS0yiyi
= S0yiyj (35)
S0yiyj = ijth element of the sensitivity matrix of the
equivalent process with ith loop open andS = Imm +GpGc
Proof:
S0yiyjS0yiyi
=cofactor(Syjyi)cofactor(Syiyi)
7
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
SENSITIVITY FUNCTION & THE H MATRIX
Multi-loop sensitivity for a 2 x 2 system:
16
Syy0 = (I+GpGc)
1 =1
1 +Gc2G22 G12Gc2G21Gc1 1 +Gc1G11
=
S0y1y1 S
0y1y2
S0y2y1 S0y2y2
where = (1 +G11Gc1)(1 +G22Gc2)G12G21Gc1Gc2
whereGij() is the transfer function connecting the out-put yi and the input uj . The interaction experienced inith loop, ( yi paired with uj) from all other loops is
i() =yiyi()
|hyiyi()|2 |hD,yiuj ()|
2
|hyiyi()|2 1
=yiyi()
|hyiyi()|2 (1 + |Gij()|2) (27)
Contol engineers find it convenient to relate interactionto sensitivity function as it plays a role in controllerdesign and performance assessment. Also it will allow tocompare qualitatively with existing measures.
3.1 Relationship with Sensitivity Function
To observe the connection between multivariate sensi-tivity function matrix S0 and H matrix, we begin with
y
u
=
S0yy S0yuS0uy S0uu
eyeu
= H e (28)
The VARmodel for the process in terms of transfer func-tions is given by
I GpGc I
y
u
=
eyeu
(29)
=y
u
=
I GpGc I
1 eyeu
= H e (30)
Assuming all output disturbances to be white, by virtueof definition, the sensitivity function S0yy() can berelated to the multivariate frequency response matrixH(). By comparing (28) and (30), the multiloop sen-sitivity function given by
S0yy = (Imm +GpGc)1 (31)
Here we consider a multivariable process Gp and a de-centralized (diagonal) controller Gc.
Gp =
G11 G12 G1mG21 G22 G2m...
.... . .
...
Gm1 Gm2 Gmm
(32)
Gc=
Gc1 0 00 Gc2 0...
.... . .
...
0 0 Gcm
(33)
Knowing the transfer function matrices Gp and Gc,the process can be represented in a theoretical VARform as given in (29) and A() and H() can be calcu-lated. The term hy1y1() is S0(1, 1) = S011(). Similarrelationships holds for other elements as well, so thathyiyj () = S0ij() . Thus, for the ith loop of a decentral-ized control system,
yiyi()|S0ii()|2
=
Interactionfeedback invariant
1 + |Gij |2 +
Interactionfeedback dependent
i() (34)
The equations (25) / (26) / (34) thus decomposes thenormalized output spectrum into two components, (i)an interaction and feedback invariant (first two terms onRHS i.e. (1 + |Gij()|2) which depends on the chosencontrol loop pairing and (ii) an interaction and feedbackdependent (last term on RHS i.e. i()) term which isdepended on pairing as well as the controller settings.
The LHS of (34) can be nicely interpreted as the spec-trum of the output of the ith loop filtered by the inverseof the diagonal of the multiloop sensitivity function,
Yi,f () =1
S0ii()Yii()
= yifyif () =1
|S0ii()|2yiyi()
Thus, i() represents the contribution to the varianceof the filtered output.
Equation (34) attracts some nice interpretations. It iswidely known that filtering with the inverse of the sen-sitivity function provides the open loop system [1]. Inthis work, the output spectrum filtering is implementedon the inverse of the diagonal matrix of the sensitivityfunction. This amounts to opening up of that particularloop while keeping all other loops closed.
Proposition 1
S0yiyjS0yiyi
= S0yiyj (35)
S0yiyj = ijth element of the sensitivity matrix of the
equivalent process with ith loop open andS = Imm +GpGc
Proof:
S0yiyjS0yiyi
=cofactor(Syjyi)cofactor(Syiyi)
7
whereGij() is the transfer function connecting the out-put yi and the input uj . The interaction experienced inith loop, ( yi paired with uj) from all other loops is
i() =yiyi()
|hyiyi()|2 |hD,yiuj ()|
2
|hyiyi()|2 1
=yiyi()
|hyiyi()|2 (1 + |Gij()|2) (27)
Contol engineers find it convenient to relate interactionto sensitivity function as it plays a role in controllerdesign and performance assessment. Also it will allow tocompare qualitatively with existing measures.
3.1 Relationship with Sensitivity Function
To observe the connection between multivariate sensi-tivity function matrix S0 and H matrix, we begin with
y
u
=
S0yy S0yuS0uy S0uu
eyeu
= H e (28)
The VARmodel for the process in terms of transfer func-tions is given by
I GpGc I
y
u
=
eyeu
(29)
=y
u
=
I GpGc I
1 eyeu
= H e (30)
Assuming all output disturbances to be white, by virtueof definition, the sensitivity function S0yy() can berelated to the multivariate frequency response matrixH(). By comparing (28) and (30), the multiloop sen-sitivity function given by
S0yy = (Imm +GpGc)1 (31)
Here we consider a multivariable process Gp and a de-centralized (diagonal) controller Gc.
Gp =
G11 G12 G1mG21 G22 G2m...
.... . .
...
Gm1 Gm2 Gmm
(32)
Gc=
Gc1 0 00 Gc2 0...
.... . .
...
0 0 Gcm
(33)
Knowing the transfer function matrices Gp and Gc,the process can be represented in a theoretical VARform as given in (29) and A() and H() can be calcu-lated. The term hy1y1() is S0(1, 1) = S011(). Similarrelationships holds for other elements as well, so thathyiyj () = S0ij() . Thus, for the ith loop of a decentral-ized control system,
yiyi()|S0ii()|2
=
Interactionfeedback invariant
1 + |Gij |2 +
Interactionfeedback dependent
i() (34)
The equations (25) / (26) / (34) thus decomposes thenormalized output spectrum into two components, (i)an interaction and feedback invariant (first two terms onRHS i.e. (1 + |Gij()|2) which depends on the chosencontrol loop pairing and (ii) an interaction and feedbackdependent (last term on RHS i.e. i()) term which isdepended on pairing as well as the controller settings.
The LHS of (34) can be nicely interpreted as the spec-trum of the output of the ith loop filtered by the inverseof the diagonal of the multiloop sensitivity function,
Yi,f () =1
S0ii()Yii()
= yifyif () =1
|S0ii()|2yiyi()
Thus, i() represents the contribution to the varianceof the filtered output.
Equation (34) attracts some nice interpretations. It iswidely known that filtering with the inverse of the sen-sitivity function provides the open loop system [1]. Inthis work, the output spectrum filtering is implementedon the inverse of the diagonal matrix of the sensitivityfunction. This amounts to opening up of that particularloop while keeping all other loops closed.
Proposition 1
S0yiyjS0yiyi
= S0yiyj (35)
S0yiyj = ijth element of the sensitivity matrix of the
equivalent process with ith loop open andS = Imm +GpGc
Proof:
S0yiyjS0yiyi
=cofactor(Syjyi)cofactor(Syiyi)
7
whereGij() is the transfer function connecting the out-put yi and the input uj . The interaction experienced inith loop, ( yi paired with uj) from all other loops is
i() =yiyi()
|hyiyi()|2 |hD,yiuj ()|
2
|hyiyi()|2 1
=yiyi()
|hyiyi()|2 (1 + |Gij()|2) (27)
Contol engineers find it convenient to relate interactionto sensitivity function as it plays a role in controllerdesign and performance assessment. Also it will allow tocompare qualitatively with existing measures.
3.1 Relationship with Sensitivity Function
To observe the connection between multivariate sensi-tivity function matrix S0 and H matrix, we begin with
y
u
=
S0yy S0yuS0uy S0uu
eyeu
= H e (28)
The VARmodel for the process in terms of transfer func-tions is given by
I GpGc I
y
u
=
eyeu
(29)
=y
u
=
I GpGc I
1 eyeu
= H e (30)
Assuming all output disturbances to be white, by virtueof definition, the sensitivity function S0yy() can berelated to the multivariate frequency response matrixH(). By comparing (28) and (30), the multiloop sen-sitivity function given by
S0yy = (Imm +GpGc)1 (31)
Here we consider a multivariable process Gp and a de-centralized (diagonal) controller Gc.
Gp =
G11 G12 G1mG21 G22 G2m...
.... . .
...
Gm1 Gm2 Gmm
(32)
Gc=
Gc1 0 00 Gc2 0...
.... . .
...
0 0 Gcm
(33)
Knowing the transfer function matrices Gp and Gc,the process can be represented in a theoretical VARform as given in (29) and A() and H() can be calcu-lated. The term hy1y1() is S0(1, 1) = S011(). Similarrelationships holds for other elements as well, so thathyiyj () = S0ij() . Thus, for the ith loop of a decentral-ized control system,
yiyi()|S0ii()|2
=
Interactionfeedback invariant
1 + |Gij |2 +
Interactionfeedback dependent
i() (34)
The equations (25) / (26) / (34) thus decomposes thenormalized output spectrum into two components, (i)an interaction and feedback invariant (first two terms onRHS i.e. (1 + |Gij()|2) which depends on the chosencontrol loop pairing and (ii) an interaction and feedbackdependent (last term on RHS i.e. i()) term which isdepended on pairing as well as the controller settings.
The LHS of (34) can be nicely interpreted as the spec-trum of the output of the ith loop filtered by the inverseof the diagonal of the multiloop sensitivity function,
Yi,f () =1
S0ii()Yii()
= yifyif () =1
|S0ii()|2yiyi()
Thus, i() represents the contribution to the varianceof the filtered output.
Equation (34) attracts some nice interpretations. It iswidely known that filtering with the inverse of the sen-sitivity function provides the open loop system [1]. Inthis work, the output spectrum filtering is implementedon the inverse of the diagonal matrix of the sensitivityfunction. This amounts to opening up of that particularloop while keeping all other loops closed.
Proposition 1
S0yiyjS0yiyi
= S0yiyj (35)
S0yiyj = ijth element of the sensitivity matrix of the
equivalent process with ith loop open andS = Imm +GpGc
Proof:
S0yiyjS0yiyi
=cofactor(Syjyi)cofactor(Syiyi)
7
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
SENSITIVITY FUNCTION & THE H MATRIX
Multi-loop sensitivity for a 2 x 2 system:
16
Syy0 = (I+GpGc)
1 =1
1 +Gc2G22 G12Gc2G21Gc1 1 +Gc1G11
=
S0y1y1 S
0y1y2
S0y2y1 S0y2y2
where = (1 +G11Gc1)(1 +G22Gc2)G12G21Gc1Gc2
whereGij() is the transfer function connecting the out-put yi and the input uj . The interaction experienced inith loop, ( yi paired with uj) from all other loops is
i() =yiyi()
|hyiyi()|2 |hD,yiuj ()|
2
|hyiyi()|2 1
=yiyi()
|hyiyi()|2 (1 + |Gij()|2) (27)
Contol engineers find it convenient to relate interactionto sensitivity function as it plays a role in controllerdesign and performance assessment. Also it will allow tocompare qualitatively with existing measures.
3.1 Relationship with Sensitivity Function
To observe the connection between multivariate sensi-tivity function matrix S0 and H matrix, we begin with
y
u
=
S0yy S0yuS0uy S0uu
eyeu
= H e (28)
The VARmodel for the process in terms of transfer func-tions is given by
I GpGc I
y
u
=
eyeu
(29)
=y
u
=
I GpGc I
1 eyeu
= H e (30)
Assuming all output disturbances to be white, by virtueof definition, the sensitivity function S0yy() can berelated to the multivariate frequency response matrixH(). By comparing (28) and (30), the multiloop sen-sitivity function given by
S0yy = (Imm +GpGc)1 (31)
Here we consider a multivariable process Gp and a de-centralized (diagonal) controller Gc.
Gp =
G11 G12 G1mG21 G22 G2m...
.... . .
...
Gm1 Gm2 Gmm
(32)
Gc=
Gc1 0 00 Gc2 0...
.... . .
...
0 0 Gcm
(33)
Knowing the transfer function matrices Gp and Gc,the process can be represented in a theoretical VARform as given in (29) and A() and H() can be calcu-lated. The term hy1y1() is S0(1, 1) = S011(). Similarrelationships holds for other elements as well, so thathyiyj () = S0ij() . Thus, for the ith loop of a decentral-ized control system,
yiyi()|S0ii()|2
=
Interactionfeedback invariant
1 + |Gij |2 +
Interactionfeedback dependent
i() (34)
The equations (25) / (26) / (34) thus decomposes thenormalized output spectrum into two components, (i)an interaction and feedback invariant (first two terms onRHS i.e. (1 + |Gij()|2) which depends on the chosencontrol loop pairing and (ii) an interaction and feedbackdependent (last term on RHS i.e. i()) term which isdepended on pairing as well as the controller settings.
The LHS of (34) can be nicely interpreted as the spec-trum of the output of the ith loop filtered by the inverseof the diagonal of the multiloop sensitivity function,
Yi,f () =1
S0ii()Yii()
= yifyif () =1
|S0ii()|2yiyi()
Thus, i() represents the contribution to the varianceof the filtered output.
Equation (34) attracts some nice interpretations. It iswidely known that filtering with the inverse of the sen-sitivity function provides the open loop system [1]. Inthis work, the output spectrum filtering is implementedon the inverse of the diagonal matrix of the sensitivityfunction. This amounts to opening up of that particularloop while keeping all other loops closed.
Proposition 1
S0yiyjS0yiyi
= S0yiyj (35)
S0yiyj = ijth element of the sensitivity matrix of the
equivalent process with ith loop open andS = Imm +GpGc
Proof:
S0yiyjS0yiyi
=cofactor(Syjyi)cofactor(Syiyi)
7
whereGij() is the transfer function connecting the out-put yi and the input uj . The interaction experienced inith loop, ( yi paired with uj) from all other loops is
i() =yiyi()
|hyiyi()|2 |hD,yiuj ()|
2
|hyiyi()|2 1
=yiyi()
|hyiyi()|2 (1 + |Gij()|2) (27)
Contol engineers find it convenient to relate interactionto sensitivity function as it plays a role in controllerdesign and performance assessment. Also it will allow tocompare qualitatively with existing measures.
3.1 Relationship with Sensitivity Function
To observe the connection between multivariate sensi-tivity function matrix S0 and H matrix, we begin with
y
u
=
S0yy S0yuS0uy S0uu
eyeu
= H e (28)
The VARmodel for the process in terms of transfer func-tions is given by
I GpGc I
y
u
=
eyeu
(29)
=y
u
=
I GpGc I
1 eyeu
= H e (30)
Assuming all output disturbances to be white, by virtueof definition, the sensitivity function S0yy() can berelated to the multivariate frequency response matrixH(). By comparing (28) and (30), the multiloop sen-sitivity function given by
S0yy = (Imm +GpGc)1 (31)
Here we consider a multivariable process Gp and a de-centralized (diagonal) controller Gc.
Gp =
G11 G12 G1mG21 G22 G2m...
.... . .
...
Gm1 Gm2 Gmm
(32)
Gc=
Gc1 0 00 Gc2 0...
.... . .
...
0 0 Gcm
(33)
Knowing the transfer function matrices Gp and Gc,the process can be represented in a theoretical VARform as given in (29) and A() and H() can be calcu-lated. The term hy1y1() is S0(1, 1) = S011(). Similarrelationships holds for other elements as well, so thathyiyj () = S0ij() . Thus, for the ith loop of a decentral-ized control system,
yiyi()|S0ii()|2
=
Interactionfeedback invariant
1 + |Gij |2 +
Interactionfeedback dependent
i() (34)
The equations (25) / (26) / (34) thus decomposes thenormalized output spectrum into two components, (i)an interaction and feedback invariant (first two terms onRHS i.e. (1 + |Gij()|2) which depends on the chosencontrol loop pairing and (ii) an interaction and feedbackdependent (last term on RHS i.e. i()) term which isdepended on pairing as well as the controller settings.
The LHS of (34) can be nicely interpreted as the spec-trum of the output of the ith loop filtered by the inverseof the diagonal of the multiloop sensitivity function,
Yi,f () =1
S0ii()Yii()
= yifyif () =1
|S0ii()|2yiyi()
Thus, i() represents the contribution to the varianceof the filtered output.
Equation (34) attracts some nice interpretations. It iswidely known that filtering with the inverse of the sen-sitivity function provides the open loop system [1]. Inthis work, the output spectrum filtering is implementedon the inverse of the diagonal matrix of the sensitivityfunction. This amounts to opening up of that particularloop while keeping all other loops closed.
Proposition 1
S0yiyjS0yiyi
= S0yiyj (35)
S0yiyj = ijth element of the sensitivity matrix of the
equivalent process with ith loop open andS = Imm +GpGc
Proof:
S0yiyjS0yiyi
=cofactor(Syjyi)cofactor(Syiyi)
7
whereGij() is the transfer function connecting the out-put yi and the input uj . The interaction experienced inith loop, ( yi paired with uj) from all other loops is
i() =yiyi()
|hyiyi()|2 |hD,yiuj ()|
2
|hyiyi()|2 1
=yiyi()
|hyiyi()|2 (1 + |Gij()|2) (27)
Contol engineers find it convenient to relate interactionto sensitivity function as it plays a role in controllerdesign and performance assessment. Also it will allow tocompare qualitatively with existing measures.
3.1 Relationship with Sensitivity Function
To observe the connection between multivariate sensi-tivity function matrix S0 and H matrix, we begin with
y
u
=
S0yy S0yuS0uy S0uu
eyeu
= H e (28)
The VARmodel for the process in terms of transfer func-tions is given by
I GpGc I
y
u
=
eyeu
(29)
=y
u
=
I GpGc I
1 eyeu
= H e (30)
Assuming all output disturbances to be white, by virtueof definition, the sensitivity function S0yy() can berelated to the multivariate frequency response matrixH(). By comparing (28) and (30), the multiloop sen-sitivity function given by
S0yy = (Imm +GpGc)1 (31)
Here we consider a multivariable process Gp and a de-centralized (diagonal) controller Gc.
Gp =
G11 G12 G1mG21 G22 G2m...
.... . .
...
Gm1 Gm2 Gmm
(32)
Gc=
Gc1 0 00 Gc2 0...
.... . .
...
0 0 Gcm
(33)
Knowing the transfer function matrices Gp and Gc,the process can be represented in a theoretical VARform as given in (29) and A() and H() can be calcu-lated. The term hy1y1() is S0(1, 1) = S011(). Similarrelationships holds for other elements as well, so thathyiyj () = S0ij() . Thus, for the ith loop of a decentral-ized control system,
yiyi()|S0ii()|2
=
Interactionfeedback invariant
1 + |Gij |2 +
Interactionfeedback dependent
i() (34)
The equations (25) / (26) / (34) thus decomposes thenormalized output spectrum into two components, (i)an interaction and feedback invariant (first two terms onRHS i.e. (1 + |Gij()|2) which depends on the chosencontrol loop pairing and (ii) an interaction and feedbackdependent (last term on RHS i.e. i()) term which isdepended on pairing as well as the controller settings.
The LHS of (34) can be nicely interpreted as the spec-trum of the output of the ith loop filtered by the inverseof the diagonal of the multiloop sensitivity function,
Yi,f () =1
S0ii()Yii()
= yifyif () =1
|S0ii()|2yiyi()
Thus, i() represents the contribution to the varianceof the filtered output.
Equation (34) attracts some nice interpretations. It iswidely known that filtering with the inverse of the sen-sitivity function provides the open loop system [1]. Inthis work, the output spectrum filtering is implementedon the inverse of the diagonal matrix of the sensitivityfunction. This amounts to opening up of that particularloop while keeping all other loops closed.
Proposition 1
S0yiyjS0yiyi
= S0yiyj (35)
S0yiyj = ijth element of the sensitivity matrix of the
equivalent process with ith loop open andS = Imm +GpGc
Proof:
S0yiyjS0yiyi
=cofactor(Syjyi)cofactor(Syiyi)
7
S0y1y1 S
0y1y2
S0y2y1 S0y2y2
=
hy1y1 hy1y2hy2y1 hy2y2
The multi-loop output sensitivity is identical to the output sub-block of H
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTION FACTORIZATIONSpectrum can now be expressed as
The quan0ty can be nega%ve, posi%ve or zero depending on the interference term
The interference term can cancel out the remaining terms only at select (nite) frequencies but not over a range of frequencies
17
01() = |S011|21()
The quantity 01() vanishes at all if and only if G12 = 0
01() = 0, G12 = 0
01()
Main Result: Factorization
y1y1 = |S011|2(1 + |G11|2)+ |S011|2|1 +G22Gc2|2|G12|2
|G21Gc2|2 + 2|G11|
G21G12S2 |Gc2|cos+ 1 + |Gc2|2
Interaction eects 01()
1() = |1 +G22Gc2|2|G12|2
|G21Gc2|2 + 2|G11| G21G12S2
|Gc2|cos+ 1 + |Gc2|2
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
GRAPHICAL REPRESENTATION
18
Graphical representation
u1 u2
y2y1
G11 G22
G21
G12
-Gc2-Gc1
ey1
eu1 eu2
ey2
Signal flow graph of 2 2 system
ey1
!
eu1
S011G11
-G21Gc2 !
eu2
-Gc2
ey2
y1
S2Loop 2
Direct transfer
Indirect transfer
G12
Transmission of eects of noise source through
direct and indirect paths
G. Sebastian and A. K. Tangirala (IIT-M) Interaction Analysis July 28, 2010 15 / 26
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTION AND FEEDBACK INVARIANCE
19
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTION AND FEEDBACK INVARIANCEFor any ith loop of a decentralized control loop
19
1
|S0ii()|2yiyi() =
Interactionfeedback invariant 1 + |Gii()|2 +
Interactionfeedback dependent
i()
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTION AND FEEDBACK INVARIANCEFor any ith loop of a decentralized control loop
For a SISO loop, the interac0on term vanishes and the result is an iden0ty
19
1
|S0ii()|2yiyi() =
Interactionfeedback invariant 1 + |Gii()|2 +
Interactionfeedback dependent
i()
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTION AND FEEDBACK INVARIANCEFor any ith loop of a decentralized control loop
For a SISO loop, the interac0on term vanishes and the result is an iden0ty
LHS is the spectrum of the output filtered by its sensitivity function
19
1
|S0ii()|2yiyi() =
Interactionfeedback invariant 1 + |Gii()|2 +
Interactionfeedback dependent
i()
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTION AND FEEDBACK INVARIANCEFor any ith loop of a decentralized control loop
For a SISO loop, the interac0on term vanishes and the result is an iden0ty
LHS is the spectrum of the output filtered by its sensitivity function
It can be calculated both from the knowledge of transfer func0ons as well as from data
19
1
|S0ii()|2yiyi() =
Interactionfeedback invariant 1 + |Gii()|2 +
Interactionfeedback dependent
i()
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
INTERACTION AND FEEDBACK INVARIANCEFor any ith loop of a decentralized control loop
For a SISO loop, the interac0on term vanishes and the result is an iden0ty
LHS is the spectrum of the output filtered by its sensitivity function
It can be calculated both from the knowledge of transfer func0ons as well as from data
19
1
|S0ii()|2yiyi() =
Interactionfeedback invariant 1 + |Gii()|2 +
Interactionfeedback dependent
i()
yifyif () = 1 + |Gii|2 = interaction eects are absent;yifyif () 1 + |Gii|2 = interaction eects are detrimental / beneficial
The invariant term is useful in detecting and quantifying the extent of interactions for design and assessment.
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
FILTERING BY THE INVERSE OF SENSITIVITY
20
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
FILTERING BY THE INVERSE OF SENSITIVITY
Filtering the output by inverse of diagonal of sensitivity function Opening up the corresponding loop while keeping other loops closed
20
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
FILTERING BY THE INVERSE OF SENSITIVITY
Filtering the output by inverse of diagonal of sensitivity function Opening up the corresponding loop while keeping other loops closed
20
u1 u2
y2y1
G11 G22
G21
G12-Gc2-Gc1
ey1
eu1 eu2
ey2
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
FILTERING BY THE INVERSE OF SENSITIVITY
Filtering the output by inverse of diagonal of sensitivity function Opening up the corresponding loop while keeping other loops closed
20
u1 u2
y2y1
G11 G22
G21
G12-Gc2-Gc1
ey1
eu1 eu2
ey2
y1[k]
S0y1y1(q1)
Y1()
S0y1y1()
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
FILTERING BY THE INVERSE OF SENSITIVITY
Filtering the output by inverse of diagonal of sensitivity function Opening up the corresponding loop while keeping other loops closed
20
u1 u2
y2y1
G11 G22
G21
G12-Gc2-Gc1
ey1
eu1 eu2
ey2
u1 u2
y2y1
G11 G22
G21
G12-Gc2
ey1
eu1 eu2
ey2
y1[k]
S0y1y1(q1)
Y1()
S0y1y1()
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
FILTERING BY THE INVERSE OF SENSITIVITY
Filtering the output by inverse of diagonal of sensitivity function Opening up the corresponding loop while keeping other loops closed
To understand this, recall
Filtering the output of a SISO loop by the inverse of sensi0vity opens up the loop (discounts for / cuts o the feedback)
Filtering the output vector of a MIMO system by the inverse of sensi0vity matrix is equivalent to opening up all loops
20
u1 u2
y2y1
G11 G22
G21
G12-Gc2-Gc1
ey1
eu1 eu2
ey2
u1 u2
y2y1
G11 G22
G21
G12-Gc2
ey1
eu1 eu2
ey2
y1[k]
S0y1y1(q1)
Y1()
S0y1y1()
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
ILLUSTRATION: 2 X 2 SYSTEM
21
Gp =
z1
10.4z1z1
10.2z1z1
10.1z1z1
10.3z1
Gc =
0.40.2z1
1z1 00 0.40.2z
11z1
Gc =
0.40.2z1
1z1 00 0.20.1z
11z1
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!
%
'()*+,-./
!$
01/2-/*34
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!
%
'()*+,-./
!%
01/2-/*34
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,+'/
'()*+,-./
8/9:;*9/
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
ILLUSTRATION: 2 X 2 SYSTEM
Interaction effects are negative (reduced variance) in frequency ranges at the cost of positive (larger variance) effects in other frequency ranges
Lesser interaction effect in loop 1 is achieved at the cost of larger settling times in loop 2
Change in loop 2 controller produces interaction effects only in loop 1 (in the invariance domain)
21
Gp =
z1
10.4z1z1
10.2z1z1
10.1z1z1
10.3z1
Gc =
0.40.2z1
1z1 00 0.40.2z
11z1
Gc =
0.40.2z1
1z1 00 0.20.1z
11z1
! !"# $ $"# % %"# &!%
!
%
'()*+,-./
!$
01/2-/*34
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!
%
'()*+,-./
!%
01/2-/*34
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,+'/
'()*+,-./
8/9:;*9/
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
NORMALIZED INTERACTIONS
22
Kc = 0.4 and KI = 0.2 in both loops
0 0.5 1 1.5 2 2.5 32
0
2
4
6
mag
nitu
de
loop 1
0 0.5 1 1.5 2 2.5 32
0
2
4
6
mag
nitu
de
loop 2
frequency
K=K0/|hy1y
1|2
zero lineK0 = absolute interactionK/(1+|G112
Kc = 0.2 and KI = 0.1 in loop 2
0 0.5 1 1.5 2 2.5 32
0
2
4
6
mag
nitu
de
loop 1
0 0.5 1 1.5 2 2.5 32
0
2
4
6
mag
nitu
de
loop 2
frequency
K=K0/|hy1y
1|2
zero lineK0= absolute interaction
K/(1+|G11|2)
The normalized interaction term should be as close to zero as possible
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
CONCLUDING REMARKS
23
-
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
CONCLUDING REMARKS
Quantification of interaction with respect to variance
Factoriza.on of interac.on term has been derived
Existence of an invariant term in the filtered domain has been established
Contributions of interaction to output variance involves indirect energy transfer as well as interference
Interference term can cause posi0ve or nega0ve interac0on depending on the phase dierence
Sensitivity function and the conditional sensitivity function are the keys
Road ahead: A single index for interaction, quantify margins, proof that negative valued interaction is beneficial,
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Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011
REFERENCES
Kaminski M. and Blinowska, K. (1991). A new method of the description of the information flow in the brain structures. Biological Cybernetics, 65, 203-210.
Gigi, S. and Tangirala, A.K. (2010). Quantitative analysis of directional strengths in jointly stationary linear multivariate processes. Biological Cybernetics, 103(2), 119-133.
Priestley, M. (1981). Spectral analysis and time series. Academic Press, London
Gevers, M. and Anderson, B. (1981). Representations of jointly stationary stochastic feedback processes. Int. J. Control 33(5), 777-809.
Lutkepohl, H. (2005). New introduction to multiple time series analysis. Springer, New York.
Gigi, S. and Tangirala, A.K. (2010). Frequency-domain quantification of interactions in MIMO systems using directed variance decomposition. In: 5th international symposium on Design, Operation and Control of Chemical Processes, PSE-Asia, Singapore.
Seppala, C.T., Harris, T.J. and Bacon, D.W. (2002). Time series methods for dynamic analysis of multiple controlled variables. Journal of Process Control, 12:257276.
Zhu, Z-X., and Jutan, A. (1996). Loop decomposition and dynamic interaction analysis of decentralized control systems. Chemical Engineering Science., 51(12), 3325-3335.
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