Prof.tangirala Directionality Interaction

48
Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011 I NTERACTION A SSESSMENT IN L INEAR M ULTIVARIABLE P ROCESSES USING D IRECTED S PECTRAL D ECOMPOSITION Arun K. Tangirala Dept. of Chemical Engineering, IIT Madras Chennai, Tamilnadu, India

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Directionality detection

Transcript of Prof.tangirala Directionality Interaction

  • 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

  • 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

  • Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011

    INTERACTIONS

  • Arun K. Tangirala (IIT Madras) Lecture Series, University of Alberta June 10, 2011

    INTERACTIONS

    u1

    y1

    G11-Gc1

    ey1

    eu1

  • 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

  • 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

  • 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

  • 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

  • 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

  • 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?

  • 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

  • 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

  • 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

  • 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

  • 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

  • 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

  • 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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  • 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

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  • 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,

    23

  • 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.

    24