AUTOMATIC CONTROL

Collection of Formulae

Department of Automatic Control

Lund University
June 2017
2
Matrix theory

Notation
Matrix of order m x n
a 11 a 12 a 1n 
 
 ···
 
a 21 a 22 a 2n 

 
 ··· 
A=
 
..
 

 



 . 



 
a m1 a m2 ··· a mn

Vector of dimension n
x1 
 


 
x2 
 
 
x=
 
 .. 
 




 . 


  
xn

Transpose
B = AT
bi j = a ji
( AB)T = BT AT
The matrix is symmetric if a i j = a ji .

Determinant
a 11 a 12 ··· a 1n
a 21 a 22 ··· a 2n
det A = p Ap = ..
.
a n1 a n2 ··· a nn
If A is of order 2 x 2, then

det A = a 11 a 22 − a 12 a 21

In general
n
X
det A = a i j (−1)i+ j det Mi j
i=1
n
X
= a i j (−1)i+ j det Mi j
j=1

where Mi j is the matrix one obtains if row i and column j are removed from
the matrix A.

Inverse
A−1 A = A A−1 = I (det A ,= 0)
If A is of order 2 x 2, then

− a12 
 
−1 1  a 22
A =  
det A − a 21
 
a 11

1
In general,
1
A−1 = CT
det A
where the elements in C are given by

c i j = (−1)i+ j det Mi j

Eigenvalues and eigenvectors

The eigenvalues (λi , i = 1, 2, . . . , n) and the eigenvectors ( xi , i = 1, 2, . . . , n)
are given as the solutions to the equation system

Ax = λx

which has a solution if

det(λ I − A) = λn + α1 λn−1 + α2 λn−2 + · · · + αn = 0

λn + α1 λn−1 + α2 λn−2 + · · · + αn is called the characteristic polynomial.

det(λ I − A) = 0 is called the characteristic equation.

2
Dynamical systems

State-space equations
dx
= Ax + Bu
dt
y = C x + Du
Zt
x( t) = e At x(0) + e A( t−τ ) Bu(τ ) dτ
0

Weighting function
Zt
y( t) = h( t − τ )u(τ ) dτ
0
h( t) = Ce At B + Dδ ( t)

Transfer function
Y (s) = G(s)U (s)
G(s) = C (s I − A)−1 B + D = L h( t)
) *

The denominator of G is the characteristic polynomial to the matrix A.

Frequency response
u( t) = sin ω t
y( t) = a sin(ω t + φ )

a = pG(iω )p
φ = arg G(iω )

Linearization
If the nonlinear system

dx
= f ( x, u)
dt
y = ˆ( x, u)

is linearized around a stationary point ( x0 , u0 ), a change of variables

∆ x = x − x0
∆u = u − u0
∆ y = y − y0

then gives the linear system

d∆ x €f €f
= ( x0 , u 0 ) ∆ x + ( x0 , u0 ) ∆u
dt €x €u
€ˆ €ˆ
∆y = ( x0 , u 0 ) ∆ x + ( x0 , u0 ) ∆u
€x €u

3
State-space representations
1. Diagonal form

λ1 0  β1 
   

  
 
λ2 β2 
   
dz

 
 
 
= z+
   

.

 
.

 u
dt


 . .





 .
.




 
 
 
    
0 λn βn
 
y =  γ1 γ2 . . . γn  z + Du

2. Observable canonical form

− a1 1 0 . . . 0  b1 
   

  
 
− a 0 1 0 b

 
 
 


 2 
 
 2 

dz 
 .

 
 .


=

 .
.

 z+

 .
.

 u
dt  
  


 
 
 




 − an−1 0 0 1









    
− an 0 0 0 bn
 
y =  1 0 0 . . . 0  z + Du

3. Controllable canonical form

− a1 − a2 . . . − an−1 − an 
 
1

   
1 0 0 0 

 
 
 

0
 
dz

 
 
 
= 0 1 0 0 +
 
z u
 
.
   
.

dt
   
 .. .
 
 
 

 
.

 
  
 
 

 
 0
0 0 1 0
 
y =  b1 b2 . . . bn  z + Du

The transfer function of the system is

b1 sn−1 + b2 sn−2 + · · · + bn
G(s) = D +
sn + a 1 sn−1 + · · · + a n

β 1γ1 β 2γ2 β nγn

= D+ + + ··· +
s − λ1 s − λ2 s − λn

4
 The Laplace transform

Operator lexicon

Laplace transform F (s) Time function f ( t)

1 α F1 (s) + β F2 (s) α f1 ( t) + β f2 ( t) Linearity

2 F (s + a) e− at f ( t) Damping

I
f ( t − a) t−a>0
3 e− as F (s) Time delay
0 t−a<0
1 1s2
4 F ( a > 0) f ( at) Scaling in t-domain
a a
1 1t2
5 F ( as) ( a > 0) f Scaling in s-domain
a a
Zt
6 F1 (s) F2 (s) f1 ( t − τ ) f2 (τ ) dτ Convolution in t-domain
0
Z c+i∞
1
7 F1 (σ ) F2 (s − σ ) dσ f1 ( t) f2 ( t) Convolution in s-domain
2πi c−i∞

8 s F (s) − f (0) f ′ ( t) Differentiation in t-domain

9 s2 F (s) − s f (0) − f ′ (0) f ′′ ( t)

10 sn F (s) − sn−1 f (0) − · · · − f (n−1) (0) f (n) ( t)

d n F (s)
11 (− t)n f ( t) Differentiation in s-domain
dsn
Zt
1
12 F (s) f (τ ) dτ Integration in t-domain
s 0
Z∞
f ( t)
13 F (σ ) dσ Integration in s-domain
s t

14 lim s F (s) lim f ( t) Final value theorem

s→0 t→∞

15 lim s F (s) lim f ( t) Initial value theorem

s→∞ t→0

5
Transform lexicon

Laplace transform F (s) Time function f ( t)

1 1 δ ( t) Dirac function

1
2 1 Step function
s

1
3 t Ramp function
s2

1 1 2
4
s3 2 t Acceleration

1 tn
5
sn+1 n!

1
6 e− at
s+a

1
7 t · e− at
(s + a)2
s
8 (1 − at) e−at
(s + a)2

1
9 1
T e− t/T
1 + sT
a
10 sin at
s2 + a2
a
11 sinh at
s2 − a2
s
12 cos at
s2 + a2
s
13 cosh at
s2 − a2

1 1
1 − e− at
! "
14 a
s(s + a)

1
15 1 − e− t/T
s(1 + sT )

1 e−bt − e− at
16
(s + a)(s + b) a−b

6
Transform lexicon, continued

Laplace transform F (s) Time function f ( t)

s ae− at − be−bt
17
(s + a)(s + b) a−b
a
18 e−bt sin at
(s + b)2 + a2

s+b
19 e−bt cos at
(s + b)2 + a2

1
20
s2 + 2ζ ω 0 s + ω 20

1
ζ =0 ω0 sin ω 0 t

1 2
e−ζ ω 0 t sin ω 0
p
ζ <1 √1 1 −ζ2 t
ω0 1−ζ 2

ζ =1 te−ω 0 t

1 2
e−ζ ω 0 t sinh ω 0
p
ζ >1 √1 2 ζ2 − 1 t
ω0 ζ −1

s
21
s2 + 2ζ ω 0 s + ω 20
1 2
e−ζ ω 0 t sin ω 0
p
0 ≤τ ≤π : ζ <1 √1 1 −ζ2 t +τ
1−ζ 2

√
ω0 1−ζ 2
τ = arctan −ζ ω 0

ζ =0 cos ω 0 t

ζ =1 (1 − ω 0 t) e−ω 0 t
a 1
sin( at − φ ) + e−bt sin φ
! "
22 ! " √
s2 + a2 (s + b) 2
a +b 2

a
φ = arctan
b

7
Laplace transform table, continued

Laplace transform F (s) Time function f ( t)

s 1
cos( at − φ ) − e−bt cos φ
! "
23 ! " √
s2 + a2 (s + b) a2 + b2
a
φ = arctan
b

ab ae−bt − be− at
24 1+
s(s + a)(s + b) b− a

a2
25 1 − (1 + at) e− at
s(s + a)2
a
26 t − 1a (1 − e− at )
s2 (s + a)

1 (b − c) e−at + (c − a) e−bt + ( a − b) e−ct

27
(s + a)(s + b)(s + c) (b − a)(c − a)(b − c)

ω 20
28
s(s2 + 2ζ ω 0 s + ω 20 )
1 2
e−ζ ω 0 t sin ω 0
p
0<ζ <1 1− √1 1 −ζ2 t +φ
1−ζ 2

φ = arccos ζ

ζ =0 1 − cos ω 0 t

1 1 n − at
29 t e
(s + a)n+1 n!

s a(b − c) e− at + b(c − a) e−bt + c( a − b) e−ct

30
(s + a)(s + b)(s + c) (b − a)(b − c)( a − c)
as t
31 "2 sin at
2
!
s2 + a2
1 1
32 √ √
s πt
Z∞
1 !√ " 1 2
33 √ F s √ e−σ /4t
f (σ ) dσ
s πt 0

8
 G G
G(s)=(1+sT), 1
1+sT
20 T=1

Bode plot. Standard curves

10
90

.
01 2 5 1 2 5 10
1 0
Radians/s

0.5

0.2

90
0.1

0.05

0.02
180
0.01
9
10

Bode plot. Standard curves, continued

G G
G(s)=e-sL
20 L=1

10
90

.
01 2 5 1 2 5 10
1 0
Radians/s

0.5

0.2

90
0.1

0.05

0.02
180
0.01
 G G
2
ω
G(s)= 0
s2 + 2ζω0s + ω02
20 ω0=1

Bode plot. Standard curves, continued

10
ζ=0.0
90
ζ=0.05
5 ζ=0.1

2 ζ=0.2

.
01 2 5 1 2 5 10
1 0
Radians/s

0.5 ζ=0.5

ζ=1.0
0.2

90
0.1
ζ=1.0
0.05 ζ=0.5
ζ=0.2
ζ=0.1
ζ=0.05
0.02 ζ=0.0
180
0.01
11
Stability

Asymptotic stability conditions for low-order polynomials

s + a1 a1 > 0
s2 + a 1 s + a 2 a 1 > 0, a2 > 0
3 2
s + a1 s + a2 s + a3 a 1 > 0, a 2 > 0, a 3 > 0, a1 a2 > a3

Routh’s algorithm
Consider the polynomial

F (s) = a 0 sn + b0 sn−1 + a 1 sn−2 + b1 sn−3 + · · ·

Assume that the coefficients a i , bi are real and that a 0 is positive. Form the
table
a0 a1 a2 . . .
b0 b1 b2 . . .
c0 c1 c2 . . .
d0 d1 d2 . . .
..
.
where
c 0 = a 1 − a 0 b1 /b0
c 1 = a 2 − a 0 b2 /b0
..
.
d 0 = b1 − b0 c 1 /c 0
d 1 = b2 − b0 c 2 /c 0
..
.
The number of sign changes in the sequence a 0 , b0 , c 0 , d 0 · · · equal the num-
ber of roots for the polynomial F (s) in the right half plane Re s > 0. All the
roots of the polynomial F (s) lie in the left half plane if all numbers a 0 , b0 ,
c 0 , d 0 , . . . are positive.

12
Stability margins

0.8

0.6 1/ Am

0.4

0.2

G0 (ω o )
0
φm
−0.2

−0.4

−0.6

−0.8
G0 (ω c )

−1

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

1
10

ωc
0
10
Gain

1
Am
−1
10

−2
10
−1 0
10 10

−50

−100
Phase

−150
φm

−200 ωo

−250
−1 0
10 10
Frekvens [rad/s]

Gain margin:
Am = 1/ pG0 (iω 0 )p
Phase margin:
φ m = π + arg G0 (iω c )
Delay margin:
L m = φ m /ω c

13
State feedback and Kalman filtering

State feedback
If the system
dx
= Ax + Bu
dt
y = Cx
has the control law
u = − Lx + {r r
then the closed-loop system is given by

dx
= ( A − BL) x + B{r r
dt
y = Cx

Criterion for controllability. The controllable states belong to the linear

subspace which is spanned by the columns of the matrix
 
Ws =  B AB · · · An−1 B 

A system is controllable if and only if the matrix Ws has n linearly indepen-

dent columns.

Kalman filtering
Assume that only the output signal y can be directly measured. Introduce
the model
d x̂
= A x̂ + Bu + K ( y − C x̂)
dt
The reconstruction error x̃ = x − x̂ satisfies

d x̃
= ( A − KC ) x̃
dt

Criterion for observability. The subspace of unobservable states is the

null space of the matrix
C
 

 

 CA

 

 
Wo = 

 .. 

.

 


 

C An−1
 

A system is observable if and only if the matrix W0 has n linearly independent

rows.

14
Lead-lag compensation

Lag compensator

s+a 1 + s/ a
G K (s) = =M M>1
s + a/ M 1 + sM / a
The rule of thumb
a = 0.1ω c
guarantees that the phase margin is reduced by less than 6○ .

Lead compensator

s+b 1 + s/b
G K (s) = K K N = KK N>1
s + bN 1 + s/(bN )
The maximum phase advance is given by the figure below:

60

50

40
∆φ

30

20

10

0
1 2 3 4 5 6 7 8 9 10

The peak of the phase curve is located at the frequency

√
ω=b N

The gain of the compensator at this frequency is

√
KK N

15
Simple PID tuning rules

The Ziegler–Nichols step response method

Consider the step response for the open-loop system. The tangent is drawn
from the point on the step response with the maximal slope. From the
intersection of the tangent and the coordinate axes the gain a and time b are
found. The PID-parameters are calculated from the table below.

a t

Controller K Ti Td
P 1/ a
PI 0.9/ a 3b
PID 1.2/ a 2b 0.5b

The Ziegler–Nichols frequency method

This method is based on observations of the closed-loop system. Outline of
the procedure:
1. Disconnect the integral and the derivative part of the PID-controller.
2. Adjust K until the system oscillates with constant amplitude. Denote
this value of K as K 0 .
3. Measure the period T0 for the oscillation. The different settings for the
controller parameters are given in the table below.

Controller K Ti Td
P 0.5 K 0
PI 0.45 K 0 T0 /1.2
PID 0.6 K 0 T0 /2 T0 /8

16
The Lambda method
The Lambda method is based on a step response experiment where the static
gain K p , a deadtime L, and a time constant T are determined according to
the following figure

Measurement signal

63 %
∆y

L T
Control signal

∆u

where
∆y
Kp =
∆u
The controller parameters for a PI controller are:

1 T
K=
Kp L + λ
Ti = T

The controller parameters for a PID controller in series and parallel form,
respectively, are:
1 T 1 L/2 + T
K′ = K=
K p L/2 + λ K p L/2 + λ
Ti′ = T Ti = T + L/2
L TL
Td′ = Td =
2 L + 2T

17