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Control Optimization

Introduction   ignore

When controlling a MIMO system (specifically parallel manipulator such as the Stewart platform?)

Several considerations:

  • Section ref:sec:detail_control_multiple_sensor: How to most effectively use/combine multiple sensors
  • Section ref:sec:detail_control_decoupling: How to decouple a system
  • Section ref:sec:detail_control_optimization: How to design the controller

Multiple Sensor Control

<<sec:detail_control_multiple_sensor>>

Introduction   ignore

Look at what was done in the introduction Stewart platforms: Control architecture

Explain why multiple sensors are sometimes beneficial:

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  % Blocs
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  \coordinate[] (input)   at ($(P.south west)!0.5!(P.north west)$);
  \coordinate[] (outputH) at ($(P.south east)!0.2!(P.north east)$);
  \coordinate[] (outputL) at ($(P.south east)!0.8!(P.north east)$);

  \node[block, above=0.2 of P] (Klac) {$K_\text{LAC}$};
  \node[addb, left=0.5 of input] (addF) {};
  \node[block, left=0.6 of addF] (Khac) {$K_\text{HAC}$};
  % \node[addb={+}{}{}{}{-}, left=0.5 of Khac] (subr) {};

  % Connections and labels
  \draw[->] (outputL) -- ++(0.5, 0) coordinate(eastlac) |- (Klac.east);
  \node[above right] at (outputL){$x^\prime$};
  \draw[->] (Klac.west) -| (addF.north);
  \draw[->] (addF.east) -- (input) node[above left]{$u$};

  % \draw[<-] (subr.west)node[above left]{$r$} -- ++(-0.5, 0);
  % \draw[->] (outputH) -- ++(0.5, 0)  -- ++(0, -1.0) -| (subr.south);
  \draw[->] (outputH) -- ++(0.5, 0)  -- ++(0, -0.7) -| ($(Khac.west)+(-0.5, 0)$) -- (Khac.west);
  \node[above right] at (outputH){$x$};
  % \draw[->] (subr.east) -- (Khac.west) node[above left]{$\epsilon$};
  \draw[->] (Khac.east) node[above right]{$u^\prime$} -- (addF.west);

  \begin{scope}[on background layer]
    \node[fit={(Klac.north-|eastlac) (addF.west|-P.south)}, fill=black!20!white, draw, dashed, inner sep=4pt] (Pi) {};
    % \node[anchor={north west}, align=left] at (Pi.north west){\scriptsize{Damped}\\\scriptsize{Plant}};
    \node[above=0 of Pi]{\scriptsize{Damped Plant}};
  \end{scope}
\end{tikzpicture}
\begin{tikzpicture}
  % Blocs
  \node[block={2.0cm}{2.0cm}] (P) {Plant};
  \coordinate[] (input)    at ($(P.south west)!0.5!(P.north west)$);
  \coordinate[] (outputH)  at ($(P.south east)!0.2!(P.north east)$);
  \coordinate[] (outputL)  at ($(P.south east)!0.8!(P.north east)$);
  \coordinate[] (outputSS) at ($(P.south east)!0.5!(P.north east)$);

  \node[block, right=0.8 of outputH] (KH) {$H_\text{HPF}$};
  \node[block, right=0.8 of outputL] (KL) {$H_\text{LPF}$};
  \node[addb={+}{}{}{}{}, right=2.2 of outputSS] (addss) {};
  \node[block, left=0.6 of input] (K) {$K_{ss}$};

  % Connections and labels
  \draw[->] (outputL) -- (KL.west);
  \draw[->] (outputH) -- (KH.west);
  \node[above right] at (outputL){$x_L$};
  \node[above right] at (outputH){$x_H$};
  \draw[->] (KL.east) -| (addss.north);
  \draw[->] (KH.east) -| (addss.south);
  \draw[->] (addss.east) -- ++(0.9, 0);
  \draw[->] ($(addss.east) + (0.5, 0)$)node[branch]{}node[above]{$x_{ss}$} -- ++(0, -1.6) -| ($(K.west)+(-0.5, 0)$) -- (K.west);
  \draw[->] (K.east) -- (input) node[above left]{$u$};

  \begin{scope}[on background layer]
    \node[fit={(KL.north west) (KH.south-|addss.east)}, fill=black!20!white, draw, dashed, inner sep=4pt] (Pss) {};
    \node[above=0 of Pss]{\scriptsize{Sensor Fusion}};
  \end{scope}
\end{tikzpicture}
\begin{tikzpicture}
  % Blocs
  \node[block={2.0cm}{2.0cm}] (P) {Plant};
  \coordinate[] (input)    at ($(P.south west)!0.5!(P.north west)$);
  \coordinate[] (output1)  at ($(P.south east)!0.8!(P.north east)$);
  \coordinate[] (output2)  at ($(P.south east)!0.2!(P.north east)$);

  \node[addb={+}{}{}{}{}, left=0.8 of input] (addF) {};
  \coordinate[left= 1.0 of addF] (Ks);
  \node[block] (K1) at (Ks|-output1) {$K_\text{1}$};
  \node[block] (K2) at (Ks|-output2) {$K_\text{2}$};

  \draw[->] (output1) -| ++(0.6, 1.2) -| ($(K1.west)+(-0.5, 0)$) -- (K1.west);
  \draw[->] (output2) -| ++(0.6,-1.0) -| ($(K2.west)+(-0.5, 0)$) -- (K2.west);

  \draw[->] (K1.east)node[above right]{$u_1$} -| (addF.north);
  \draw[->] (K2.east)node[above right]{$u_2$} -| (addF.south);
  \draw[->] (addF.east) -- (input) node[above left=0 and 0.2]{$u$};

  \node[above right] at (output1){$x_1$};
  \node[above right] at (output2){$x_2$};

  \begin{scope}[on background layer]
    \node[fit={(K1.north west) (K2.south-|addF.east)}, fill=black!20!white, draw, dashed, inner sep=4pt] (Pss) {};
    \node[above=0 of Pss]{\scriptsize{Two-Sensor Control}};
  \end{scope}
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_architecture_hac_lac.png

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_architecture_two_sensor_control.png

\bigskip

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_architecture_sensor_fusion.png

Cascaded control / HAC-LAC Architecture was already discussed during the conceptual phase. This is a very comprehensive approach that proved to give good performances.

On the other hand of the spectrum, the two sensor approach yields to more control design freedom. But it is also more complex.

In this section, we wish to study if sensor fusion can be an option for multi-sensor control:

  • may be used to optimize the noise characteristics
  • optimize the dynamical uncertainty

While there are different ways to fuse sensors:

  • complementary filters
  • kalman filtering

The focus is made here on complementary filters, as they give a simple frequency analysis.

Measuring a physical quantity using sensors is always subject to several limitations. First, the accuracy of the measurement is affected by several noise sources, such as electrical noise of the conditioning electronics being used. Second, the frequency range in which the measurement is relevant is bounded by the bandwidth of the sensor. One way to overcome these limitations is to combine several sensors using a technique called "sensor fusion" cite:&bendat57_optim_filter_indep_measur_two. Fortunately, a wide variety of sensors exists, each with different characteristics. By carefully choosing the fused sensors, a so called "super sensor" is obtained that can combines benefits of the individual sensors.

In some situations, sensor fusion is used to increase the bandwidth of the measurement cite:&shaw90_bandw_enhan_posit_measur_using_measur_accel;&zimmermann92_high_bandw_orien_measur_contr;&min15_compl_filter_desig_angle_estim. For instance, in cite:&shaw90_bandw_enhan_posit_measur_using_measur_accel the bandwidth of a position sensor is increased by fusing it with an accelerometer providing the high frequency motion information. For other applications, sensor fusion is used to obtain an estimate of the measured quantity with lower noise cite:&hua05_low_ligo;&hua04_polyp_fir_compl_filter_contr_system;&plummer06_optim_compl_filter_their_applic_motion_measur;&robert12_introd_random_signal_applied_kalman. More recently, the fusion of sensors measuring different physical quantities has been proposed to obtain interesting properties for control cite:&collette15_sensor_fusion_method_high_perfor;&yong16_high_speed_vertic_posit_stage. In cite:&collette15_sensor_fusion_method_high_perfor, an inertial sensor used for active vibration isolation is fused with a sensor collocated with the actuator for improving the stability margins of the feedback controller.

Practical applications of sensor fusion are numerous. It is widely used for the attitude estimation of several autonomous vehicles such as unmanned aerial vehicle cite:&baerveldt97_low_cost_low_weigh_attit;&corke04_inert_visual_sensin_system_small_auton_helic;&jensen13_basic_uas and underwater vehicles cite:&pascoal99_navig_system_desig_using_time;&batista10_optim_posit_veloc_navig_filter_auton_vehic. Naturally, it is of great benefits for high performance positioning control as shown in cite:&shaw90_bandw_enhan_posit_measur_using_measur_accel;&zimmermann92_high_bandw_orien_measur_contr;&min15_compl_filter_desig_angle_estim;&yong16_high_speed_vertic_posit_stage. Sensor fusion was also shown to be a key technology to improve the performance of active vibration isolation systems cite:&tjepkema12_sensor_fusion_activ_vibrat_isolat_precis_equip. Emblematic examples are the isolation stages of gravitational wave detectors cite:&collette15_sensor_fusion_method_high_perfor;&heijningen18_low such as the ones used at the LIGO cite:&hua05_low_ligo;&hua04_polyp_fir_compl_filter_contr_system and at the Virgo cite:&lucia18_low_frequen_optim_perfor_advan.

There are mainly two ways to perform sensor fusion: either using a set of complementary filters cite:&anderson53_instr_approac_system_steer_comput or using Kalman filtering cite:&brown72_integ_navig_system_kalman_filter. For sensor fusion applications, both methods are sharing many relationships cite:&brown72_integ_navig_system_kalman_filter;&higgins75_compar_compl_kalman_filter;&robert12_introd_random_signal_applied_kalman;&fonseca15_compl. However, for Kalman filtering, assumptions must be made about the probabilistic character of the sensor noises cite:&robert12_introd_random_signal_applied_kalman whereas it is not the case with complementary filters. Furthermore, the advantages of complementary filters over Kalman filtering for sensor fusion are their general applicability, their low computational cost cite:&higgins75_compar_compl_kalman_filter, and the fact that they are intuitive as their effects can be easily interpreted in the frequency domain.

A set of filters is said to be complementary if the sum of their transfer functions is equal to one at all frequencies. In the early days of complementary filtering, analog circuits were employed to physically realize the filters cite:&anderson53_instr_approac_system_steer_comput. Analog complementary filters are still used today cite:&yong16_high_speed_vertic_posit_stage;&moore19_capac_instr_sensor_fusion_high_bandw_nanop, but most of the time they are now implemented digitally as it allows for much more flexibility.

Several design methods have been developed over the years to optimize complementary filters. The easiest way to design complementary filters is to use analytical formulas. Depending on the application, the formulas used are of first order cite:&corke04_inert_visual_sensin_system_small_auton_helic;&yeh05_model_contr_hydraul_actuat_two;&yong16_high_speed_vertic_posit_stage, second order cite:&baerveldt97_low_cost_low_weigh_attit;&stoten01_fusion_kinet_data_using_compos_filter;&jensen13_basic_uas or even higher orders cite:&shaw90_bandw_enhan_posit_measur_using_measur_accel;&zimmermann92_high_bandw_orien_measur_contr;&stoten01_fusion_kinet_data_using_compos_filter;&collette15_sensor_fusion_method_high_perfor;&matichard15_seism_isolat_advan_ligo.

As the characteristics of the super sensor depends on the proper design of the complementary filters cite:&dehaeze19_compl_filter_shapin_using_synth, several optimization techniques have been developed. Some are based on the finding of optimal parameters of analytical formulas cite:&jensen13_basic_uas;&min15_compl_filter_desig_angle_estim;&fonseca15_compl, while other are using convex optimization tools cite:&hua04_polyp_fir_compl_filter_contr_system;&hua05_low_ligo such as linear matrix inequalities cite:&pascoal99_navig_system_desig_using_time. As shown in cite:&plummer06_optim_compl_filter_their_applic_motion_measur, the design of complementary filters can also be linked to the standard mixed-sensitivity control problem. Therefore, all the powerful tools developed for the classical control theory can also be used for the design of complementary filters. For instance, in cite:&jensen13_basic_uas the two gains of a Proportional Integral (PI) controller are optimized to minimize the noise of the super sensor.

The common objective of all these complementary filters design methods is to obtain a super sensor that has desired characteristics, usually in terms of noise and dynamics. Moreover, as reported in cite:&zimmermann92_high_bandw_orien_measur_contr;&plummer06_optim_compl_filter_their_applic_motion_measur, phase shifts and magnitude bumps of the super sensors dynamics can be observed if either the complementary filters are poorly designed or if the sensors are not well calibrated. Hence, the robustness of the fusion is also of concern when designing the complementary filters. Although many design methods of complementary filters have been proposed in the literature, no simple method that allows to specify the desired super sensor characteristic while ensuring good fusion robustness has been proposed.

Fortunately, both the robustness of the fusion and the super sensor characteristics can be linked to the magnitude of the complementary filters cite:&dehaeze19_compl_filter_shapin_using_synth. Based on that, this paper introduces a new way to design complementary filters using the $\mathcal{H}_\infty$ synthesis which allows to shape the complementary filters' magnitude in an easy and intuitive way.

Sensor Fusion and Complementary Filters Requirements

<<ssec:detail_control_sensor_fusion_requirements>>

Introduction   ignore

Complementary filtering provides a framework for fusing signals from different sensors. As the effectiveness of the fusion depends on the proper design of the complementary filters, they are expected to fulfill certain requirements. These requirements are discussed in this section.

Sensor Fusion Architecture

A general sensor fusion architecture using complementary filters is shown in Fig. ref:fig:detail_control_sensor_fusion_overview where several sensors (here two) are measuring the same physical quantity $x$. The two sensors output signals $\hat{x}_1$ and $\hat{x}_2$ are estimates of $x$. These estimates are then filtered out by complementary filters and combined to form a new estimate $\hat{x}$.

The resulting sensor, termed as super sensor, can have larger bandwidth and better noise characteristics in comparison to the individual sensors. This means that the super sensor provides an estimate $\hat{x}$ of $x$ which can be more accurate over a larger frequency band than the outputs of the individual sensors.

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  \node[block, below right=0.3 and 0.5 of x](sensor2){Sensor 2};

  \node[block, right=1.1 of sensor1](H1){$H_1(s)$};
  \node[block, right=1.1 of sensor2](H2){$H_2(s)$};

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  \draw[->] (sensor2.east) -- node[midway, above]{$\hat{x}_2$} (H2.west);
  \draw[->] (H1) -| (add.north);
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  \begin{scope}[on background layer]
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    \node[below] at (supersensor.north) {Super Sensor};

    \node[fit={(sensor2.south west) (sensor1.north east)}, fill=black!20!white, draw, inner sep=6pt] (sensors) {};
    \node[align=center] at (sensors.center) {{\tiny Normalized}\\[-0.5em]{\tiny Sensors}};

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    \node[align=center] at ($(filters.center) + (-0.3, 0)$) {{\tiny Complementary}\\[-0.5em]{\tiny Filters}};
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/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sensor_fusion_overview.png

Schematic of a sensor fusion architecture using complementary filters.

The complementary property of filters $H_1(s)$ and $H_2(s)$ implies that the sum of their transfer functions is equal to one. That is, unity magnitude and zero phase at all frequencies. Therefore, a pair of complementary filter needs to satisfy the following condition:

\begin{equation}\label{eq:detail_control_comp_filter} H_1(s) + H_2(s) = 1

\end{equation}

It will soon become clear why the complementary property is important for the sensor fusion architecture.

Sensor Models and Sensor Normalization

In order to study such sensor fusion architecture, a model for the sensors is required. Such model is shown in Fig. ref:fig:detail_control_sensor_model and consists of a linear time invariant (LTI) system $G_i(s)$ representing the sensor dynamics and an input $n_i$ representing the sensor noise. The model input $x$ is the measured physical quantity and its output $\tilde{x}_i$ is the "raw" output of the sensor.

Before filtering the sensor outputs $\tilde{x}_i$ by the complementary filters, the sensors are usually normalized to simplify the fusion. This normalization consists of using an estimate $\hat{G}_i(s)$ of the sensor dynamics $G_i(s)$, and filtering the sensor output by the inverse of this estimate $\hat{G}_i^{-1}(s)$ as shown in Fig. ref:fig:detail_control_sensor_model_calibrated. It is here supposed that the sensor inverse $\hat{G}_i^{-1}(s)$ is proper and stable. This way, the units of the estimates $\hat{x}_i$ are equal to the units of the physical quantity $x$. The sensor dynamics estimate $\hat{G}_i(s)$ can be a simple gain or a more complex transfer function.

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\begin{tikzpicture}
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  \node[block, right=0.8 of G1](G1inv){$\hat{G}_i^{-1}(s)$};

  \draw[->] ($(add1.west)+(-0.7, 0)$) node[above right]{$x$} -- (add1.west);
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  \draw[->] (add1.east) -- (G1.west);
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  \draw[->] (G1inv.east) -- ++(0.8, 0) node[above left]{$\hat{x}_i$};

  \begin{scope}[on background layer]
    \node[fit={(add1.west |- G1inv.south) (n1.north -| G1inv.east)}, fill=black!10!white, draw, inner sep=6pt] (sensor1cal) {};
    \node[below left, align=right] at (sensor1cal.north east) {{\tiny Normalized}\\[-0.5em]{\tiny sensor}};

    \node[fit={(add1.west |- G1.south) (n1.north -| G1.east)}, fill=black!20!white, draw, inner sep=3pt] (sensor1) {};
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\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sensor_model.png

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sensor_model_calibrated.png

Two normalized sensors are then combined to form a super sensor as shown in Fig. ref:fig:detail_control_fusion_super_sensor. The two sensors are measuring the same physical quantity $x$ with dynamics $G_1(s)$ and $G_2(s)$, and with uncorrelated noises $n_1$ and $n_2$. The signals from both normalized sensors are fed into two complementary filters $H_1(s)$ and $H_2(s)$ and then combined to yield an estimate $\hat{x}$ of $x$.

The super sensor output is therefore equal to:

\begin{equation}\label{eq:detail_control_comp_filter_estimate} \hat{x} = \Big( H_1(s) \hat{G}_1-1(s) G_1(s) + H_2(s) \hat{G}_2-1(s) G_2(s) \Big) x + H_1(s) \hat{G}_1-1(s) G_1(s) n_1 + H_2(s) \hat{G}_2-1(s) G_2(s) n_2

\end{equation}

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\tikzset{node distance=0.6}
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  \node[block, right=0.8 of G1inv](H1){$H_1(s)$};
  \node[block, right=0.8 of G2inv](H2){$H_2(s)$};
  \node[addb, right=7 of x](add){};

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\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_fusion_super_sensor.png

Sensor fusion architecture with two normalized sensors.

Noise Sensor Filtering

In this section, it is supposed that all the sensors are perfectly normalized, such that:

\begin{equation}\label{eq:detail_control_perfect_dynamics} \frac{\hat{x}_i}{x} = \hat{G}_i(s) G_i(s) = 1

\end{equation}

The effect of a non-perfect normalization will be discussed in the next section.

Provided eqref:eq:detail_control_perfect_dynamics is verified, the super sensor output $\hat{x}$ is then equal to:

\begin{equation}\label{eq:detail_control_estimate_perfect_dyn} \hat{x} = x + H_1(s) n_1 + H_2(s) n_2

\end{equation}

From eqref:eq:detail_control_estimate_perfect_dyn, the complementary filters $H_1(s)$ and $H_2(s)$ are shown to only operate on the noise of the sensors. Thus, this sensor fusion architecture permits to filter the noise of both sensors without introducing any distortion in the physical quantity to be measured. This is why the two filters must be complementary.

The estimation error $\delta x$, defined as the difference between the sensor output $\hat{x}$ and the measured quantity $x$, is computed for the super sensor eqref:eq:detail_control_estimate_error.

\begin{equation}\label{eq:detail_control_estimate_error} δ x ≜ \hat{x} - x = H_1(s) n_1 + H_2(s) n_2

\end{equation}

As shown in eqref:eq:detail_control_noise_filtering_psd, the Power Spectral Density (PSD) of the estimation error $\Phi_{\delta x}$ depends both on the norm of the two complementary filters and on the PSD of the noise sources $\Phi_{n_1}$ and $\Phi_{n_2}$.

\begin{equation}\label{eq:detail_control_noise_filtering_psd} Φδ x(ω) = ≤ft|H_1(jω)\right|^2 Φn_1(ω) + ≤ft|H_2(jω)\right|^2 Φn_2(ω)

\end{equation}

If the two sensors have identical noise characteristics, $\Phi_{n_1}(\omega) = \Phi_{n_2}(\omega)$, a simple averaging ($H_1(s) = H_2(s) = 0.5$) is what would minimize the super sensor noise. This is the simplest form of sensor fusion with complementary filters.

However, the two sensors have usually high noise levels over distinct frequency regions. In such case, to lower the noise of the super sensor, the norm $|H_1(j\omega)|$ has to be small when $\Phi_{n_1}(\omega)$ is larger than $\Phi_{n_2}(\omega)$ and the norm $|H_2(j\omega)|$ has to be small when $\Phi_{n_2}(\omega)$ is larger than $\Phi_{n_1}(\omega)$. Hence, by properly shaping the norm of the complementary filters, it is possible to reduce the noise of the super sensor.

Sensor Fusion Robustness

In practical systems the sensor normalization is not perfect and condition eqref:eq:detail_control_perfect_dynamics is not verified.

In order to study such imperfection, a multiplicative input uncertainty is added to the sensor dynamics (Fig. ref:fig:detail_control_sensor_model_uncertainty). The nominal model is the estimated model used for the normalization $\hat{G}_i(s)$, $\Delta_i(s)$ is any stable transfer function satisfying $|\Delta_i(j\omega)| \le 1,\ \forall\omega$, and $w_i(s)$ is a weighting transfer function representing the magnitude of the uncertainty.

The weight $w_i(s)$ is chosen such that the real sensor dynamics $G_i(j\omega)$ is contained in the uncertain region represented by a circle in the complex plane, centered on $1$ and with a radius equal to $|w_i(j\omega)|$.

As the nominal sensor dynamics is taken as the normalized filter, the normalized sensor can be further simplified as shown in Fig. ref:fig:detail_control_sensor_model_uncertainty_simplified.

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  \node[block, above right= 0.4 and 0.4 of input](W1){$w_1(s)$};
  \node[block, right=0.4 of W1](delta1){$\Delta_1(s)$};
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  \node[addb, right=0.4 of addu] (addn) {};
  \node[block, right=0.4 of addn] (G1) {$\hat{G}_1(s)$};
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    \node[fit={(input.west |- G1inv.south) (delta1.north -| G1inv.east)}, fill=black!10!white, draw, inner sep=6pt] (sensor1cal) {};
    \node[below left, align=right] at (sensor1cal.north east) {{\tiny Normalized}\\[-0.5em]{\tiny sensor}};

    \node[fit={(input.west |- G1.south) (delta1.north -| G1.east)}, fill=black!20!white, draw, inner sep=3pt] (sensor1) {};
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  \node[block, right=0.4 of W1](delta1){$\Delta_1(s)$};
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  \draw[->] (delta1.east) -| (addu.north);
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  \draw[<-] (addn.north) -- ++(0, 0.6)node[below right](n1){$n_1$};
  \draw[->] (addn.east) -- ++(0.9, 0) node[above left]{$\hat{x}_1$};

  \begin{scope}[on background layer]
    \node[fit={(input.west |- addu.south) ($(delta1.north -| addn.east) + (0.1, 0)$)}, fill=black!10!white, draw, inner sep=6pt] (sensor1cal) {};
    \node[below left, align=right] at (sensor1cal.north east) {{\tiny Normalized}\\[-0.5em]{\tiny sensor}};
  \end{scope}
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sensor_model_uncertainty.png

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sensor_model_uncertainty_simplified.png

The sensor fusion architecture with the sensor models including dynamical uncertainty is shown in Fig. ref:fig:detail_control_sensor_fusion_dynamic_uncertainty.

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  \node[block, above right= 0.4 and 0.3 of input2](W2){$w_2(s)$};
  \node[block, right=0.4 of W1](delta1){$\Delta_1(s)$};
  \node[block, right=0.4 of W2](delta2){$\Delta_2(s)$};
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  \node[addb, right=0.4 of addu2] (addn2) {};
  \node[block, right=0.9 of addn1](H1){$H_1(s)$};
  \node[block, right=0.9 of addn2](H2){$H_2(s)$};

  \node[addb, right=7 of x](add){};


  \draw[] ($(x)+(-0.7, 0)$) node[above right]{$x$} -- (x.center);
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  \draw[->] (addn1.east) -- (H1.west) node[above left]{$\hat{x}_1$};
  \draw[->] (addn2.east) -- (H2.west) node[above left]{$\hat{x}_2$};
  \draw[->] (H1) -| (add.north);
  \draw[->] (H2) -| (add.south);
  \draw[->] (add.east) -- ++(0.7, 0) node[above left]{$\hat{x}$};

  \begin{scope}[on background layer]
    \node[fit={(addn2.south-|x) (delta1.north-|add.east)}, fill=black!10!white, draw, inner sep=9pt] (supersensor) {};
    \node[below left] at (supersensor.north east) {Super Sensor};

    \node[fit={(input1.west |- addu1.south) ($(delta1.north -| addn1.east) + (0.1, 0.0)$)}, fill=colorblue!20!white, draw, inner sep=6pt] (sensor1cal) {};
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/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sensor_fusion_dynamic_uncertainty.png

Sensor fusion architecture with sensor dynamics uncertainty

The super sensor dynamics eqref:eq:detail_control_super_sensor_dyn_uncertainty is no longer equal to $1$ and now depends on the sensor dynamical uncertainty weights $w_i(s)$ as well as on the complementary filters $H_i(s)$.

\begin{equation}\label{eq:detail_control_super_sensor_dyn_uncertainty} \frac{\hat{x}}{x} = 1 + w_1(s) H_1(s) Δ_1(s) + w_2(s) H_2(s) Δ_2(s)

\end{equation}

The dynamical uncertainty of the super sensor can be graphically represented in the complex plane by a circle centered on $1$ with a radius equal to $|w_1(j\omega) H_1(j\omega)| + |w_2(j\omega) H_2(j\omega)|$ (Fig. ref:fig:detail_control_uncertainty_set_super_sensor).

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    % Uncertainty Circle
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    \path[draw, fill=colorred!20!white] (135:1.0) circle [radius=0.8];
    \path[draw, dashed] (0, 0) circle [radius=1.0];

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    \node[] (l1) at (2, 1.5) {$|w_1 H_1|$};
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    \node[] (l2) at (-3.2, 1.2) {$|w_2 H_2|$};
    \draw[->, out=0, in=-180] (l2.east) to (r2);

    \draw[<->] (0, 0) -- coordinate[near end](r3) ++(200:1.8);
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    \draw[->, out=90, in=-90] (l3.north) to (r3);
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  % Real and Imaginary Axis
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  \draw[->] (0, -1.7) -- (0, 1.7) node[below left]{Im};

  \draw[dashed] (0, 0) -- (tangent cs:node=c,point={(0, 0)},solution=2);
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/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_uncertainty_set_super_sensor.png

Uncertainty region of the super sensor dynamics in the complex plane (grey circle). The contribution of both sensors 1 and 2 to the total uncertainty are represented respectively by a blue circle and a red circle. The frequency dependency $\omega$ is here omitted.

The super sensor dynamical uncertainty, and hence the robustness of the fusion, clearly depends on the complementary filters' norm. For instance, the phase $\Delta\phi(\omega)$ added by the super sensor dynamics at frequency $\omega$ is bounded by $\Delta\phi_{\text{max}}(\omega)$ which can be found by drawing a tangent from the origin to the uncertainty circle of the super sensor (Fig. ref:fig:detail_control_uncertainty_set_super_sensor) and that is mathematically described by eqref:eq:detail_control_max_phase_uncertainty.

\begin{equation}\label{eq:detail_control_max_phase_uncertainty} Δɸ_\text{max}(ω) = arcsin\big( |w_1(jω) H_1(jω)| + |w_2(jω) H_2(jω)| \big)

\end{equation}

As it is generally desired to limit the maximum phase added by the super sensor, $H_1(s)$ and $H_2(s)$ should be designed such that $\Delta \phi$ is bounded to acceptable values. Typically, the norm of the complementary filter $|H_i(j\omega)|$ should be made small when $|w_i(j\omega)|$ is large, i.e., at frequencies where the sensor dynamics is uncertain.

Complementary Filters Shaping

<<ssec:detail_control_hinf_method>>

Introduction   ignore

As shown in Section ref:ssec:detail_control_sensor_fusion_requirements, the noise and robustness of the super sensor are a function of the complementary filters' norm. Therefore, a synthesis method of complementary filters that allows to shape their norm would be of great use. In this section, such synthesis is proposed by writing the synthesis objective as a standard $\mathcal{H}_\infty$ optimization problem. As weighting functions are used to represent the wanted complementary filters' shape during the synthesis, their proper design is discussed. Finally, the synthesis method is validated on an simple example.

Synthesis Objective

The synthesis objective is to shape the norm of two filters $H_1(s)$ and $H_2(s)$ while ensuring their complementary property eqref:eq:detail_control_comp_filter. This is equivalent as to finding proper and stable transfer functions $H_1(s)$ and $H_2(s)$ such that conditions eqref:eq:detail_control_hinf_cond_complementarity, eqref:eq:detail_control_hinf_cond_h1 and eqref:eq:detail_control_hinf_cond_h2 are satisfied.

\begin{subequations}\label{eq:detail_control_comp_filter_problem_form}

\begin{align} & H_1(s) + H_2(s) = 1 \label{eq:detail_control_hinf_cond_complementarity} \\ & |H_1(j\omega)| \le \frac{1}{|W_1(j\omega)|} \quad \forall\omega \label{eq:detail_control_hinf_cond_h1} \\ & |H_2(j\omega)| \le \frac{1}{|W_2(j\omega)|} \quad \forall\omega \label{eq:detail_control_hinf_cond_h2} \end{align}

\end{subequations}

$W_1(s)$ and $W_2(s)$ are two weighting transfer functions that are carefully chosen to specify the maximum wanted norm of the complementary filters during the synthesis.

Shaping of Complementary Filters using $\mathcal{H}_\infty$ synthesis

In this section, it is shown that the synthesis objective can be easily expressed as a standard $\mathcal{H}_\infty$ optimization problem and therefore solved using convenient tools readily available.

Consider the generalized plant $P(s)$ shown in Fig. ref:fig:detail_control_h_infinity_robust_fusion_plant and mathematically described by eqref:eq:detail_control_generalized_plant.

\begin{equation}\label{eq:detail_control_generalized_plant} \begin{bmatrix} z_1 \\ z_2 \\ v \end{bmatrix} = P(s) \begin{bmatrix} w\\u \end{bmatrix}; \quad P(s) = \begin{bmatrix}W_1(s) & -W_1(s) \\ 0 & \phantom{+}W_2(s) \\ 1 & 0 \end{bmatrix} = P(s) \begin{bmatrix} w\\u \end{bmatrix}; \quad P(s) = \begin{bmatrix}W_1(s) & -W_1(s) \\ 0 & \phantom{+}W_2(s) \\ 1 & 0 \end{bmatrix}; \quad P(s) = \begin{bmatrix}W_1(s) & -W_1(s) \\ 0 & \phantom{+}W_2(s) \\ 1 & 0 \end{bmatrix}

\end{equation}

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  \node[block={4.0cm}{3.0cm}, fill=black!10!white] (P) {};
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  \draw[->] (inputw) node[above right]{$w$} -- (sub.west);
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\begin{tikzpicture}
  \node[block={4.0cm}{3.0cm}, fill=black!10!white] (P) {};
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  \coordinate[] (inputw)  at ($(P.south west)!0.75!(P.north west) + (-0.7, 0)$);
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  \coordinate[] (output1) at ($(P.south east)!0.75!(P.north east) + ( 0.7, 0)$);
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  \coordinate[] (outputv) at ($(P.south east)!0.1!(P.north east) + ( 0.4, 0)$);

  \node[block, left=1.4 of output1] (W1){$W_1(s)$};
  \node[block, left=1.4 of output2] (W2){$W_2(s)$};
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  \draw[->] (inputw) node[above right]{$w$} -- (sub.west);
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  \draw[->] ($(sub.west)+(-0.6, 0)$) node[branch]{} |- (outputv) |- (H2.east);
  \draw[->] (H2.west) -| (inputu) -- (W2.west);
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/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_h_infinity_robust_fusion_plant.png

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_h_infinity_robust_fusion_fb.png

Applying the standard $\mathcal{H}_\infty$ synthesis to the generalized plant $P(s)$ is then equivalent as finding a stable filter $H_2(s)$ which based on $v$, generates a signal $u$ such that the $\mathcal{H}_\infty$ norm of the system in Fig. ref:fig:detail_control_h_infinity_robust_fusion_fb from $w$ to $[z_1, \ z_2]$ is less than one eqref:eq:detail_control_hinf_syn_obj.

\begin{equation}\label{eq:detail_control_hinf_syn_obj} ≤ft\|\begin{matrix} \left(1 - H_2(s)\right) W_1(s) \\ H_2(s) W_2(s) \end{matrix}\right\|_∞ ≤ 1

\end{equation}

By then defining $H_1(s)$ to be the complementary of $H_2(s)$ eqref:eq:detail_control_definition_H1, the $\mathcal{H}_\infty$ synthesis objective becomes equivalent to eqref:eq:detail_control_hinf_problem which ensures that eqref:eq:detail_control_hinf_cond_h1 and eqref:eq:detail_control_hinf_cond_h2 are satisfied.

\begin{equation}\label{eq:detail_control_definition_H1} H_1(s) ≜ 1 - H_2(s)

\end{equation}

\begin{equation}\label{eq:detail_control_hinf_problem} ≤ft\|\begin{matrix} H_1(s) W_1(s) \\ H_2(s) W_2(s) \end{matrix}\right\|_∞ ≤ 1

\end{equation}

Therefore, applying the $\mathcal{H}_\infty$ synthesis to the standard plant $P(s)$ eqref:eq:detail_control_generalized_plant will generate two filters $H_2(s)$ and $H_1(s) \triangleq 1 - H_2(s)$ that are complementary eqref:eq:detail_control_comp_filter_problem_form and such that there norms are bellow specified bounds eqref:eq:detail_control_hinf_cond_h1, eqref:eq:detail_control_hinf_cond_h2.

Note that there is only an implication between the $\mathcal{H}_\infty$ norm condition eqref:eq:detail_control_hinf_problem and the initial synthesis objectives eqref:eq:detail_control_hinf_cond_h1 and eqref:eq:detail_control_hinf_cond_h2 and not an equivalence. Hence, the optimization may be a little bit conservative with respect to the set of filters on which it is performed, see Chap. 2.8.3. In practice, this is however not an found to be an issue.

Weighting Functions Design

Weighting functions are used during the synthesis to specify the maximum allowed complementary filters' norm. The proper design of these weighting functions is of primary importance for the success of the presented $\mathcal{H}_\infty$ synthesis of complementary filters.

First, only proper and stable transfer functions should be used. Second, the order of the weighting functions should stay reasonably small in order to reduce the computational costs associated with the solving of the optimization problem and for the physical implementation of the filters (the synthesized filters' order being equal to the sum of the weighting functions' order). Third, one should not forget the fundamental limitations imposed by the complementary property eqref:eq:detail_control_comp_filter. This implies for instance that $|H_1(j\omega)|$ and $|H_2(j\omega)|$ cannot be made small at the same frequency.

When designing complementary filters, it is usually desired to specify their slopes, their "blending" frequency and their maximum gains at low and high frequency. To easily express these specifications, formula eqref:eq:detail_control_weight_formula is proposed to help with the design of weighting functions.

\begin{equation}\label{eq:detail_control_weight_formula} W(s) = ≤ft( \frac{ \hfill{} \frac{1}{ω_c} \sqrt{\frac{1 - ≤ft(\frac{G_0}{G_c}\right)^{\frac{2}{n}}}{1 - ≤ft(\frac{G_c}{G_∞}\right)^{\frac{2}{n}}}} s + ≤ft(\frac{G_0}{G_c}\right)^{\frac{1}{n}} }{ ≤ft(\frac{1}{G_∞}\right)^{\frac{1}{n}} \frac{1}{ω_c} \sqrt{\frac{1 - ≤ft(\frac{G_0}{G_c}\right)^{\frac{2}{n}}}{1 - ≤ft(\frac{G_c}{G_∞}\right)^{\frac{2}{n}}}} s + ≤ft(\frac{1}{G_c}\right)^{\frac{1}{n}} }\right)^n

\end{equation}

The parameters in formula eqref:eq:detail_control_weight_formula are:

  • $G_0 = \lim_{\omega \to 0} |W(j\omega)|$: the low frequency gain
  • $G_\infty = \lim_{\omega \to \infty} |W(j\omega)|$: the high frequency gain
  • $G_c = |W(j\omega_c)|$: the gain at a specific frequency $\omega_c$ in $\si{rad/s}$.
  • $n$: the slope between high and low frequency. It also corresponds to the order of the weighting function.

The parameters $G_0$, $G_c$ and $G_\infty$ should either satisfy eqref:eq:detail_control_cond_formula_1 or eqref:eq:detail_control_cond_formula_2.

\begin{subequations}\label{eq:detail_control_condition_params_formula}

\begin{align} G_0 < 1 < G_\infty \text{ and } G_0 < G_c < G_\infty \label{eq:detail_control_cond_formula_1}\\ G_\infty < 1 < G_0 \text{ and } G_\infty < G_c < G_0 \label{eq:detail_control_cond_formula_2} \end{align}

\end{subequations}

The typical magnitude of a weighting function generated using eqref:eq:detail_control_weight_formula is shown in Fig. ref:fig:detail_control_weight_formula.

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_weight_formula.png

Magnitude of a weighting function generated using formula eqref:eq:detail_control_weight_formula, $G_0 = 1e^{-3}$, $G_\infty = 10$, $\omega_c = \SI{10}{Hz}$, $G_c = 2$, $n = 3$.

Validation of the proposed synthesis method

The proposed methodology for the design of complementary filters is now applied on a simple example. Let's suppose two complementary filters $H_1(s)$ and $H_2(s)$ have to be designed such that:

  • the blending frequency is around $\SI{10}{Hz}$.
  • the slope of $|H_1(j\omega)|$ is $+2$ below $\SI{10}{Hz}$. Its low frequency gain is $10^{-3}$.
  • the slope of $|H_2(j\omega)|$ is $-3$ above $\SI{10}{Hz}$. Its high frequency gain is $10^{-3}$.

The first step is to translate the above requirements by properly designing the weighting functions. The proposed formula eqref:eq:detail_control_weight_formula is here used for such purpose. Parameters used are summarized in Table ref:tab:detail_control_weights_params. The inverse magnitudes of the designed weighting functions, which are representing the maximum allowed norms of the complementary filters, are shown by the dashed lines in Fig. ref:fig:detail_control_weights_W1_W2.

%% Synthesis of Complementary Filters using H-infinity synthesis
% Design of the Weighting Functions
W1 = generateWF('n', 3, 'w0', 2*pi*10, 'G0', 1000, 'Ginf', 1/10, 'Gc', 0.45);
W2 = generateWF('n', 2, 'w0', 2*pi*10, 'G0', 1/10, 'Ginf', 1000, 'Gc', 0.45);
Parameter $W_1(s)$ $W_2(s)$
$G_0$ $0.1$ $1000$
$G_{\infty}$ $1000$ $0.1$
$\omega_c$ $2 \pi \cdot 10$ $2 \pi \cdot 10$
$G_c$ $0.45$ $0.45$
$n$ $2$ $3$

\hfill

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_weights_W1_W2.png
Inverse magnitude of the weights

The standard $\mathcal{H}_\infty$ synthesis is then applied to the generalized plant of Fig. ref:fig:detail_control_h_infinity_robust_fusion_plant. The filter $H_2(s)$ that minimizes the $\mathcal{H}_\infty$ norm between $w$ and $[z_1,\ z_2]^T$ is obtained. The $\mathcal{H}_\infty$ norm is here found to be close to one eqref:eq:detail_control_hinf_synthesis_result which indicates that the synthesis is successful: the complementary filters norms are below the maximum specified upper bounds. This is confirmed by the bode plots of the obtained complementary filters in Fig. ref:fig:detail_control_hinf_filters_results.

\begin{equation}\label{eq:detail_control_hinf_synthesis_result} ≤ft\|\begin{matrix} \left(1 - H_2(s)\right) W_1(s) \\ H_2(s) W_2(s) \end{matrix}\right\|_∞ ≈ 1

\end{equation}

The transfer functions in the Laplace domain of the complementary filters are given in eqref:eq:detail_control_hinf_synthesis_result_tf. As expected, the obtained filters are of order $5$, that is the sum of the weighting functions' order.

\begin{subequations}\label{eq:detail_control_hinf_synthesis_result_tf}

\begin{align} H_2(s) &= \frac{(s+6.6e^4) (s+160) (s+4)^3}{(s+6.6e^4) (s^2 + 106 s + 3e^3) (s^2 + 72s + 3580)} \\ H_1(s) &\triangleq H_2(s) - 1 = \frac{10^{-8} (s+6.6e^9) (s+3450)^2 (s^2 + 49s + 895)}{(s+6.6e^4) (s^2 + 106 s + 3e^3) (s^2 + 72s + 3580)} \end{align}

\end{subequations}

% Generalized Plant
P = [W1 -W1;
     0   W2;
     1   0];

% H-Infinity Synthesis
[H2, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');

% Define H1 to be the complementary of H2
H1 = 1 - H2;

% The function generateCF can also be used to synthesize the complementary filters.
% [H1, H2] = generateCF(W1, W2);

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_hinf_filters_results.png

Bode plot of the obtained complementary filters

This simple example illustrates the fact that the proposed methodology for complementary filters shaping is easy to use and effective. A more complex real life example is taken up in the next section.

"Closed-Loop" complementary filters

<<ssec:detail_control_closed_loop_complementary_filters>>

An alternative way to implement complementary filters is by using a fundamental property of the classical feedback architecture shown in Fig. ref:fig:detail_control_feedback_sensor_fusion. This idea is discussed in cite:&mahony05_compl_filter_desig_special_orthog;&plummer06_optim_compl_filter_their_applic_motion_measur;&jensen13_basic_uas.

\tikzset{block/.default={0.8cm}{0.8cm}}
\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\begin{tikzpicture}
  \node[addb={+}{}{}{}{-}] (addfb) at (0, 0){};
  \node[block, right=1 of addfb] (L){$L(s)$};
  \node[addb={+}{}{}{}{}, right=1 of L] (adddy){};

  \draw[<-] (addfb.west) -- ++(-1, 0) node[above right]{$\hat{x}_2$};
  \draw[->] (addfb.east) -- (L.west);
  \draw[->] (L.east) -- (adddy.west);
  \draw[->] (adddy.east) -- ++(1.4, 0) node[above left]{$\hat{x}$};
  \draw[->] ($(adddy.east) + (0.5, 0)$) node[branch]{} -- ++(0, -0.8) coordinate(botc) -| (addfb.south);
  \draw[<-] (adddy.north) -- ++(0, 1) node[below right]{$\hat{x}_1$};

  \begin{scope}[on background layer]
    \node[fit={(L.north-|addfb.west) (botc)}, fill=black!10!white, draw, inner sep=6pt] (supersensor) {};
  \end{scope}
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_feedback_sensor_fusion.png

"Closed-Loop" complementary filters.

Consider the feedback architecture of Fig. ref:fig:detail_control_feedback_sensor_fusion, with two inputs $\hat{x}_1$ and $\hat{x}_2$, and one output $\hat{x}$. The output $\hat{x}$ is linked to the inputs by eqref:eq:detail_control_closed_loop_complementary_filters.

\begin{equation}\label{eq:detail_control_closed_loop_complementary_filters} \hat{x} = _brace{\frac{1}{1 + L(s)}}S(s) \hat{x}_1 + _brace{\frac{L(s)}{1 + L(s)}}T(s) \hat{x}_2

\end{equation}

As for any classical feedback architecture, we have that the sum of the sensitivity transfer function $S(s)$ and complementary sensitivity transfer function $T_(s)$ is equal to one eqref:eq:detail_control_sensitivity_sum.

\begin{equation}\label{eq:detail_control_sensitivity_sum} S(s) + T(s) = 1

\end{equation}

Therefore, provided that the the closed-loop system in Fig. ref:fig:detail_control_feedback_sensor_fusion is stable, it can be used as a set of two complementary filters. Two sensors can then be merged as shown in Fig. ref:fig:detail_control_feedback_sensor_fusion_arch.

\tikzset{block/.default={0.8cm}{0.8cm}}
\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\begin{tikzpicture}
  \node[addb={+}{}{}{}{-}] (addfb) at (0, 0){};
  \node[block, right=1 of addfb] (L){$L(s)$};
  \node[addb={+}{}{}{}{}, right=1 of L] (adddy){};

  \node[block, left=1.2 of addfb]    (sensor2){Sensor 2};
  \node[block, above=0.4 of sensor2] (sensor1){Sensor 1};
  \node[branch, left=0.6 of sensor2] (x){};

  \draw[->] (addfb.east) -- (L.west);
  \draw[->] (L.east) -- (adddy.west);
  \draw[->] (adddy.east) -- ++(1.4, 0) node[above left]{$\hat{x}$};
  \draw[->] ($(adddy.east) + (0.5, 0)$) node[branch]{} -- ++(0, -0.8) coordinate(botc) -| (addfb.south);
  \draw[->] (x.center) |- (sensor1.west);
  \draw[->] ($(x)-(0.8,0)$) node[above right]{$x$} -- (sensor2.west);
  \draw[->] (sensor2.east)node[above right=0 and 0.25]{$\hat{x}_2$} -- (addfb.west);
  \draw[->] (sensor1.east)node[above right=0 and 0.25]{$\hat{x}_1$} -| (adddy.north);

  \begin{scope}[on background layer]
    \node[fit={(x|-sensor1.north) (botc)}, fill=black!10!white, draw, inner sep=9pt] (supersensor) {};
    \node[fit={(sensor1.north-|addfb.west) (botc)}, fill=black!20!white, draw, inner sep=6pt] (feedbackfilter) {};
    \node[fit={(sensor2.west|-botc) (sensor1.north east)}, fill=black!20!white, draw, inner sep=6pt] (sensors) {};
    \node[above, align=center] at (sensors.south) {{\tiny Normalized}\\[-0.5em]{\tiny sensors}};
    \node[below, align=center] at (feedbackfilter.north) {{\tiny "Closed-Loop"}\\[-0.5em]{\tiny complementary filters}};
  \end{scope}
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_feedback_sensor_fusion_arch.png

Classical feedback architecture used for sensor fusion.

One of the main advantage of implementing and designing complementary filters using the feedback architecture of Fig. ref:fig:detail_control_feedback_sensor_fusion is that all the tools of the linear control theory can be applied for the design of the filters. If one want to shape both $\frac{\hat{x}}{\hat{x}_1}(s) = S(s)$ and $\frac{\hat{x}}{\hat{x}_2}(s) = T(s)$, the $\mathcal{H}_\infty$ mixed-sensitivity synthesis can be easily applied.

To do so, weighting functions $W_1(s)$ and $W_2(s)$ are added to respectively shape $S(s)$ and $T(s)$ (Fig. ref:fig:detail_control_feedback_synthesis_architecture). Then the system is rearranged to form the generalized plant $P_L(s)$ shown in Fig. ref:fig:detail_control_feedback_synthesis_architecture_generalized_plant. The $\mathcal{H}_\infty$ mixed-sensitivity synthesis can finally be performed by applying the standard $\mathcal{H}_\infty$ synthesis to the generalized plant $P_L(s)$ which is described by eqref:eq:detail_control_generalized_plant_mixed_sensitivity.

\begin{equation}\label{eq:detail_control_generalized_plant_mixed_sensitivity} \begin{bmatrix} z \\ v \end{bmatrix} = P_L(s) \begin{bmatrix} w_1 \\ w_2 \\ u \end{bmatrix} = P_L(s) \begin{bmatrix} w_1 \\ w_2 \\ u \end{bmatrix}; \quad P_L(s) = \begin{bmatrix} \phantom{}W_1(s) & 0 & \phantom{}1
-W_1(s) & W_2(s) & -1

\end{bmatrix}

\end{equation}

The output of the synthesis is a filter $L(s)$ such that the "closed-loop" $\mathcal{H}_\infty$ norm from $[w_1,\ w_2]$ to $z$ of the system in Fig. ref:fig:detail_control_feedback_sensor_fusion is less than one eqref:eq:detail_control_comp_filters_feedback_obj.

\begin{equation}\label{eq:detail_control_comp_filters_feedback_obj} ≤ft\| \begin{matrix} \frac{z}{w_1} \\ \frac{z}{w_2} \end{matrix} \right\|_\infty = \left\| \begin{matrix} \frac{1}{1 + L(s)} W_1(s) \\ \frac{L(s)}{1 + L(s)} W_2(s) \end{matrix} \right\|_∞ = ≤ft\| \begin{matrix} \frac{1}{1 + L(s)} W_1(s) \\ \frac{L(s)}{1 + L(s)} W_2(s) \end{matrix} \right\|_∞ ≤ 1

\end{equation}

If the synthesis is successful, the transfer functions from $\hat{x}_1$ to $\hat{x}$ and from $\hat{x}_2$ to $\hat{x}$ have their magnitude bounded by the inverse magnitude of the corresponding weighting functions. The sensor fusion can then be implemented using the feedback architecture in Fig. ref:fig:detail_control_feedback_sensor_fusion_arch or more classically as shown in Fig. ref:fig:detail_control_sensor_fusion_overview by defining the two complementary filters using eqref:eq:detail_control_comp_filters_feedback. The two architectures are equivalent regarding their inputs/outputs relationships.

\begin{equation}\label{eq:detail_control_comp_filters_feedback} H_1(s) = \frac{1}{1 + L(s)}; \quad H_2(s) = \frac{L(s)}{1 + L(s)}

\end{equation}

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\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\begin{tikzpicture}
  \node[block] (W2) at (0,0) {$W_2(s)$};
  \node[addb={+}{}{}{}{-}, right=0.8 of W2] (addfb){};
  \node[addb={+}{}{}{}{}, right=4.5 of W2] (adddy){};
  \node[block, above=0.8 of adddy] (W1){$W_1(s)$};

  \draw[<-] (W2.west) -- ++(-0.8, 0) node[above right]{$w_2$};
  \draw[->] (W2.east) -- (addfb.west) node[above left]{$\tilde{w}_2$};
  \draw[->] (addfb.east) -- ++(1, 0) node[above left]{$v$};
  \draw[<-] (adddy.west) -- ++(-1, 0) node[above right]{$u$};
  \draw[->] (adddy.east) -- ++(1.4, 0) node[above left]{$z$};
  \draw[->] (W1.south) -- (adddy.north) node[above right]{$\tilde{w}_1$};
  \draw[<-] (W1.north) -- ++(0, 0.8) node[below right]{$w_1$};
  \draw[->] ($(adddy.east) + (0.5, 0)$) node[branch]{} -- ++(0, -0.8) -| (addfb.south);
\end{tikzpicture}
\tikzset{block/.default={0.8cm}{0.8cm}}
\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\begin{tikzpicture}
  \node[block={4.5cm}{3.0cm}, fill=black!10!white] (P) {};
  \node[above] at (P.north) {$P_L(s)$};

  \coordinate[] (inputw1) at ($(P.south west)!0.75!(P.north west) + (-0.7, 0)$);
  \coordinate[] (inputw2) at ($(P.south west)!0.40!(P.north west) + (-0.7, 0)$);
  \coordinate[] (inputu)  at ($(P.south west)!0.15!(P.north west) + (-0.7, 0)$);

  \coordinate[] (outputz) at ($(P.south east)!0.75!(P.north east) + ( 0.7, 0)$);
  \coordinate[] (outputv) at ($(P.south east)!0.40!(P.north east) + ( 0.7, 0)$);

  \node[block, right=1.2 of inputw2] (W2){$W_2(s)$};
  \node[block, right=1.2 of inputw1] (W1){$W_1(s)$};
  \node[addb={+}{}{}{}{}, right=0.8 of W1] (add) {};
  \node[addb={+}{}{-}{}{},  right=1.8 of W2] (sub) {};

  \draw[->] (inputw2) node[above right]{$w_2$} -- (W2.west);
  \draw[->] (inputw1) node[above right]{$w_1$} -- (W1.west);
  \draw[->] (inputu)  node[above right]{$u$}   -| (add.south);
  \draw[->] (W2.east) -- (sub.west);
  \draw[->] (W1.east) -- (add.west);
  \draw[->] (add.east) -- (outputz)node[above left]{$z$};
  \draw[->] (sub.east) -- (outputv)node[above left]{$v$};
  \draw[->] (add-|sub) node[branch]{} -- (sub.north);
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_feedback_synthesis_architecture.png

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_feedback_synthesis_architecture_generalized_plant.png

As an example, two "closed-loop" complementary filters are designed using the $\mathcal{H}_\infty$ mixed-sensitivity synthesis. The weighting functions are designed using formula eqref:eq:detail_control_weight_formula with parameters shown in Table ref:tab:detail_control_weights_params. After synthesis, a filter $L(s)$ is obtained whose magnitude is shown in Fig. ref:fig:detail_control_hinf_filters_results_mixed_sensitivity by the black dashed line. The "closed-loop" complementary filters are compared with the inverse magnitude of the weighting functions in Fig. ref:fig:detail_control_hinf_filters_results_mixed_sensitivity confirming that the synthesis is successful. The obtained "closed-loop" complementary filters are indeed equal to the ones obtained in Section ref:ssec:detail_control_hinf_method.

%% Design of "Closed-loop" complementary filters
% Design of the Weighting Functions
W1 = generateWF('n', 3, 'w0', 2*pi*10, 'G0', 1000, 'Ginf', 1/10, 'Gc', 0.45);
W2 = generateWF('n', 2, 'w0', 2*pi*10, 'G0', 1/10, 'Ginf', 1000, 'Gc', 0.45);

% Generalized plant for "closed-loop" complementary filter synthesis
P = [ W1 0   1;
     -W1 W2 -1];

% Standard H-Infinity Synthesis
[L, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');

% Complementary filters
H1 = inv(1 + L);
H2 = 1 - H1;

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_hinf_filters_results_mixed_sensitivity.png

Bode plot of the obtained complementary filters after $\mathcal{H}_\infty$ mixed-sensitivity synthesis

Synthesis of a set of three complementary filters

<<sec:detail_control_hinf_three_comp_filters>>

Some applications may require to merge more than two sensors cite:&stoten01_fusion_kinet_data_using_compos_filter;&fonseca15_compl. For instance at the LIGO, three sensors (an LVDT, a seismometer and a geophone) are merged to form a super sensor cite:&matichard15_seism_isolat_advan_ligo.

When merging $n>2$ sensors using complementary filters, two architectures can be used as shown in Fig. ref:fig:detail_control_sensor_fusion_three. The fusion can either be done in a "sequential" way where $n-1$ sets of two complementary filters are used (Fig. ref:fig:detail_control_sensor_fusion_three_sequential), or in a "parallel" way where one set of $n$ complementary filters is used (Fig. ref:fig:detail_control_sensor_fusion_three_parallel).

In the first case, typical sensor fusion synthesis techniques can be used. However, when a parallel architecture is used, a new synthesis method for a set of more than two complementary filters is required as only simple analytical formulas have been proposed in the literature cite:&stoten01_fusion_kinet_data_using_compos_filter;&fonseca15_compl. A generalization of the proposed synthesis method of complementary filters is presented in this section.

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\begin{tikzpicture}
  \node[branch] (x) at (0, 0);

  \node[block, right=0.4 of x] (sensor2) {Sensor 2};
  \node[block, above=0.4 of sensor2] (sensor1) {Sensor 1};
  \node[block, below=0.4 of sensor2] (sensor3) {Sensor 3};

  \node[block, right=1.1 of sensor1](H1){$H_1(s)$};
  \node[block, right=1.1 of sensor2](H2){$H_2(s)$};
  \node[addb] (add) at ($0.5*(H1.east)+0.5*(H2.east)+(0.6, 0)$){};

  \node[block, right=0.8 of add](H1p)  {$H_1^\prime(s)$};
  \node[block] (H2p) at (H1p|-sensor3) {$H_2^\prime(s)$};

  \node[addb] (addp) at ($0.5*(H1p.east)+0.5*(H2p.east)+(0.6, 0)$){};

  \draw[->] ($(x)+(-0.8, 0)$) node[above right]{$x$} -- (sensor2.west);
  \draw[->] (x.center)     |- (sensor1.west);
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  \draw[->] (sensor1.east) -- (H1.west)  node[above left]{$\hat{x}_1$};
  \draw[->] (sensor2.east) -- (H2.west)  node[above left]{$\hat{x}_2$};
  \draw[->] (sensor3.east) -- (H2p.west) node[above left]{$\hat{x}_3$};
  \draw[->] (H1)           -| (add.north);
  \draw[->] (H2)           -| (add.south);
  \draw[->] (add.east)     -- (H1p.west) node[above left]{$\hat{x}_{12}$};
  \draw[->] (H1p)          -| (addp.north);
  \draw[->] (H2p)          -| (addp.south);
  \draw[->] (addp.east)    -- ++(0.8, 0) node[above left]{$\hat{x}$};

  \begin{scope}[on background layer]
    \node[fit={(x.west|-sensor3.south) (sensor1.north-|addp.east)}, fill=black!10!white, draw, inner sep=6pt] (supersensor) {};

    \node[fit={(x.west|-sensor1.north) (add.east|-sensor2.south)}, fill=black!20!white, draw, inner sep=3pt] (superinertialsensor) {};
  \end{scope}
\end{tikzpicture}
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\begin{tikzpicture}
  \node[branch] (x) at (0, 0);
  \node[block, right=0.4 of x] (sensor2) {Sensor 2};
  \node[block, above=0.3 of sensor2] (sensor1) {Sensor 1};
  \node[block, below=0.3 of sensor2] (sensor3) {Sensor 3};

  \node[block, right=1.1 of sensor1](H1){$H_1(s)$};
  \node[block, right=1.1 of sensor2](H2){$H_2(s)$};
  \node[block, right=1.1 of sensor3](H3){$H_3(s)$};

  \node[addb, right=0.6 of H2](add){};

  \draw[->] (x.center)                             |- (sensor1.west);
  \draw[] ($(x)+(-0.8, 0)$) node[above right]{$x$} -- (sensor2.west);
  \draw[->] (x.center)                             |- (sensor3.west);

  \draw[->] (sensor1.east) -- (H1.west) node[above left]{$\hat{x}_1$};
  \draw[->] (sensor2.east) -- (H2.west) node[above left]{$\hat{x}_2$};
  \draw[->] (sensor3.east) -- (H3.west) node[above left]{$\hat{x}_3$};

  \draw[->] (H1) -| (add.north);
  \draw[->] (H2) -- (add.west);
  \draw[->] (H3) -| (add.south);

  \draw[->] (add.east) -- ++(0.8, 0) node[above left]{$\hat{x}$};

  \begin{scope}[on background layer]
    \node[fit={(H3.south-|x) (H1.north-|add.east)}, fill=black!10!white, draw, inner sep=6pt] (supersensor) {};
  \end{scope}
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sensor_fusion_three_sequential.png

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sensor_fusion_three_parallel.png

The synthesis objective is to compute a set of $n$ stable transfer functions $[H_1(s),\ H_2(s),\ \dots,\ H_n(s)]$ such that conditions eqref:eq:detail_control_hinf_cond_compl_gen and eqref:eq:detail_control_hinf_cond_perf_gen are satisfied.

\begin{subequations}\label{eq:detail_control_hinf_problem_gen}

\begin{align} & \sum_{i=1}^n H_i(s) = 1 \label{eq:detail_control_hinf_cond_compl_gen} \\ & \left| H_i(j\omega) \right| < \frac{1}{\left| W_i(j\omega) \right|}, \quad \forall \omega,\ i = 1 \dots n \label{eq:detail_control_hinf_cond_perf_gen} \end{align}

\end{subequations}

$[W_1(s),\ W_2(s),\ \dots,\ W_n(s)]$ are weighting transfer functions that are chosen to specify the maximum complementary filters' norm during the synthesis.

Such synthesis objective is closely related to the one described in Section ref:ssec:detail_control_hinf_method, and indeed the proposed synthesis method is a generalization of the one previously presented.

A set of $n$ complementary filters can be shaped by applying the standard $\mathcal{H}_\infty$ synthesis to the generalized plant $P_n(s)$ described by eqref:eq:detail_control_generalized_plant_n_filters.

\begin{equation}\label{eq:detail_control_generalized_plant_n_filters} \begin{bmatrix} z_1 \\ \vdots \\ z_n \\ v \end{bmatrix} = P_n(s) \begin{bmatrix} w \\ u_1 \\ \vdots \\ u_{n-1} \end{bmatrix} = P_n(s) \begin{bmatrix} w \\ u_1 \\ \vdots \\ u_{n-1} \end{bmatrix}; \quad P_n(s) = \begin{bmatrix} W_1 & -W_1 & … & … & -W_1
0 & W_2 & 0 & … & 0
\vdots & \ddots & \ddots & \ddots & \vdots
\vdots & & \ddots & \ddots & 0
0 & … & … & 0 & W_n
1 & 0 & … & … & 0

\end{bmatrix}

\end{equation}

If the synthesis if successful, a set of $n-1$ filters $[H_2(s),\ H_3(s),\ \dots,\ H_n(s)]$ are obtained such that eqref:eq:detail_control_hinf_syn_obj_gen is verified.

\begin{equation}\label{eq:detail_control_hinf_syn_obj_gen} ≤ft\|\begin{matrix} \left(1 - \left[ H_2(s) + H_3(s) + \dots + H_n(s) \right]\right) W_1(s) \\ H_2(s) W_2(s) \\ \vdots \\ H_n(s) W_n(s) \end{matrix}\right\|_∞ ≤ 1

\end{equation}

$H_1(s)$ is then defined using eqref:eq:detail_control_h1_comp_h2_hn which is ensuring the complementary property for the set of $n$ filters eqref:eq:detail_control_hinf_cond_compl_gen. Condition eqref:eq:detail_control_hinf_cond_perf_gen is satisfied thanks to eqref:eq:detail_control_hinf_syn_obj_gen.

\begin{equation}\label{eq:detail_control_h1_comp_h2_hn} H_1(s) ≜ 1 - \big[ H_2(s) + H_3(s) + … + H_n(s) \big]

\end{equation}

An example is given to validate the proposed method for the synthesis of a set of three complementary filters. The sensors to be merged are a displacement sensor from DC up to $\SI{1}{Hz}$, a geophone from $1$ to $\SI{10}{Hz}$ and an accelerometer above $\SI{10}{Hz}$. Three weighting functions are designed using formula eqref:eq:detail_control_weight_formula and their inverse magnitude are shown in Fig. ref:fig:detail_control_three_complementary_filters_results (dashed curves).

Consider the generalized plant $P_3(s)$ shown in Fig. ref:fig:detail_control_comp_filter_three_hinf_gen_plant which is also described by eqref:eq:detail_control_generalized_plant_three_filters.

\begin{equation}\label{eq:detail_control_generalized_plant_three_filters} \begin{bmatrix} z_1 \\ z_2 \\ z_3 \\ v \end{bmatrix} = P_3(s) \begin{bmatrix} w \\ u_1 \\ u_2 \end{bmatrix}; \quad P_3(s) = \begin{bmatrix}W_1(s) & -W_1(s) & -W_1(s) \\ 0 & \phantom{+}W_2(s) & 0 \\ 0 & 0 & \phantom{+}W_3(s) \\ 1 & 0 & 0 \end{bmatrix} = P_3(s) \begin{bmatrix} w \\ u_1 \\ u_2 \end{bmatrix}; \quad P_3(s) = \begin{bmatrix}W_1(s) & -W_1(s) & -W_1(s) \\ 0 & \phantom{+}W_2(s) & 0 \\ 0 & 0 & \phantom{+}W_3(s) \\ 1 & 0 & 0 \end{bmatrix}; \quad P_3(s) = \begin{bmatrix}W_1(s) & -W_1(s) & -W_1(s) \\ 0 & \phantom{+}W_2(s) & 0 \\ 0 & 0 & \phantom{+}W_3(s) \\ 1 & 0 & 0 \end{bmatrix}

\end{equation}

\tikzset{block/.default={0.8cm}{0.8cm}}
\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\begin{tikzpicture}
  \node[block={5.0cm}{4.5cm}, fill=black!10!white] (P) {};
  \node[above] at (P.north) {$P_3(s)$};

  \coordinate[] (inputw)  at ($(P.south west)!0.8!(P.north west) + (-0.7, 0)$);
  \coordinate[] (inputu)  at ($(P.south west)!0.4!(P.north west) + (-0.7, 0)$);

  \coordinate[] (output1) at ($(P.south east)!0.8!(P.north east)  + (0.7, 0)$);
  \coordinate[] (output2) at ($(P.south east)!0.55!(P.north east) + (0.7, 0)$);
  \coordinate[] (output3) at ($(P.south east)!0.3!(P.north east)  + (0.7, 0)$);
  \coordinate[] (outputv) at ($(P.south east)!0.1!(P.north east)  + (0.7, 0)$);

  \node[block, left=1.4 of output1] (W1){$W_1(s)$};
  \node[block, left=1.4 of output2] (W2){$W_2(s)$};
  \node[block, left=1.4 of output3] (W3){$W_3(s)$};
  \node[addb={+}{}{}{}{-}, left=of W1] (sub1) {};
  \node[addb={+}{}{}{}{-}, left=of sub1] (sub2) {};

  \node[block, below=0.3 of P, opacity=0] (H) {$\begin{bmatrix}H_2(s) \\ H_3(s)\end{bmatrix}$};

  \draw[->] (inputw) node[above right](w){$w$} -- (sub2.west);
  \draw[->] (W3-|sub1)node[branch]{} -- (sub1.south);
  \draw[->] (W2-|sub2)node[branch]{} -- (sub2.south);
  \draw[->] ($(sub2.west)+(-0.5, 0)$) node[branch]{} |- (outputv);
  \draw[->] (inputu|-W2) -- (W2.west);
  \draw[->] (inputu|-W3) -- (W3.west);

  \draw[->] (sub2.east) -- (sub1.west);
  \draw[->] (sub1.east) -- (W1.west);
  \draw[->] (W1.east) -- (output1)node[above left](z){$z_1$};
  \draw[->] (W2.east) -- (output2)node[above left]{$z_2$};
  \draw[->] (W3.east) -- (output3)node[above left]{$z_3$};
  \node[above] at (W2-|w){$u_1$};
  \node[above] at (W3-|w){$u_2$};
  \node[above] at (outputv-|z){$v$};
\end{tikzpicture}
\tikzset{block/.default={0.8cm}{0.8cm}}
\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\begin{tikzpicture}
  \node[block={5.0cm}{4.5cm}, fill=black!10!white] (P) {};
  \node[above] at (P.north) {$P_3(s)$};

  \coordinate[] (inputw)  at ($(P.south west)!0.8!(P.north west) + (-0.7, 0)$);
  \coordinate[] (inputu)  at ($(P.south west)!0.4!(P.north west) + (-0.7, 0)$);

  \coordinate[] (output1) at ($(P.south east)!0.8!(P.north east)  + (0.7, 0)$);
  \coordinate[] (output2) at ($(P.south east)!0.55!(P.north east) + (0.7, 0)$);
  \coordinate[] (output3) at ($(P.south east)!0.3!(P.north east)  + (0.7, 0)$);
  \coordinate[] (outputv) at ($(P.south east)!0.1!(P.north east)  + (0.7, 0)$);

  \node[block, left=1.4 of output1] (W1){$W_1(s)$};
  \node[block, left=1.4 of output2] (W2){$W_2(s)$};
  \node[block, left=1.4 of output3] (W3){$W_3(s)$};
  \node[addb={+}{}{}{}{-}, left=of W1] (sub1) {};
  \node[addb={+}{}{}{}{-}, left=of sub1] (sub2) {};

  \node[block, below=0.3 of P] (H) {$\begin{bmatrix}H_2(s) \\ H_3(s)\end{bmatrix}$};

  \draw[->] (inputw) node[above right](w){$w$} -- (sub2.west);
  \draw[->] (W3-|sub1)node[branch]{} -- (sub1.south);
  \draw[->] (W2-|sub2)node[branch]{} -- (sub2.south);
  \draw[->] ($(sub2.west)+(-0.5, 0)$) node[branch]{} |- (outputv) |- (H.east);
  \draw[->] ($(H.south west)!0.7!(H.north west)$) -| (inputu|-W2) -- (W2.west);
  \draw[->] ($(H.south west)!0.3!(H.north west)$) -| ($(inputu|-W3)+(0.4, 0)$) -- (W3.west);

  \draw[->] (sub2.east) -- (sub1.west);
  \draw[->] (sub1.east) -- (W1.west);
  \draw[->] (W1.east) -- (output1)node[above left](z){$z_1$};
  \draw[->] (W2.east) -- (output2)node[above left]{$z_2$};
  \draw[->] (W3.east) -- (output3)node[above left]{$z_3$};
  \node[above] at (W2-|w){$u_1$};
  \node[above] at (W3-|w){$u_2$};
  \node[above] at (outputv-|z){$v$};
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_comp_filter_three_hinf_gen_plant.png

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_comp_filter_three_hinf_fb.png

The standard $\mathcal{H}_\infty$ synthesis is performed on the generalized plant $P_3(s)$. Two filters $H_2(s)$ and $H_3(s)$ are obtained such that the $\mathcal{H}_\infty$ norm of the closed-loop transfer from $w$ to $[z_1,\ z_2,\ z_3]$ of the system in Fig. ref:fig:detail_control_comp_filter_three_hinf_fb is less than one. Filter $H_1(s)$ is defined using eqref:eq:detail_control_h1_compl_h2_h3 thus ensuring the complementary property of the obtained set of filters.

\begin{equation}\label{eq:detail_control_h1_compl_h2_h3} H_1(s) ≜ 1 - \big[ H_2(s) + H_3(s) \big]

\end{equation}

Figure ref:fig:detail_control_three_complementary_filters_results displays the three synthesized complementary filters (solid lines) which confirms that the synthesis is successful.

%% Synthesis of a set of three complementary filters
% Design of the Weighting Functions
W1 = generateWF('n', 2, 'w0', 2*pi*1, 'G0', 1/10, 'Ginf', 1000, 'Gc', 0.5);
W2 = 0.22*(1 + s/2/pi/1)^2/(sqrt(1e-4) + s/2/pi/1)^2*(1 + s/2/pi/10)^2/(1 + s/2/pi/1000)^2;
W3 = generateWF('n', 3, 'w0', 2*pi*10, 'G0', 1000, 'Ginf', 1/10, 'Gc', 0.5);

% Generalized plant for the synthesis of 3 complementary filters
P = [W1 -W1 -W1;
     0   W2  0 ;
     0   0   W3;
     1   0   0];

% Standard H-Infinity Synthesis
[H, ~, gamma, ~] = hinfsyn(P, 1, 2,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');

% Synthesized H2 and H3 filters
H2 = tf(H(1));
H3 = tf(H(2));

% H1 is defined as the complementary filter of H2 and H3
H1 = 1 - H2 - H3;

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_three_complementary_filters_results.png

Bode plot of the inverse weighting functions and of the three complementary filters obtained using the $\mathcal{H}_\infty$ synthesis

Conclusion

A new method for designing complementary filters using the $\mathcal{H}_\infty$ synthesis has been proposed. It allows to shape the magnitude of the filters by the use of weighting functions during the synthesis. This is very valuable in practice as the characteristics of the super sensor are linked to the complementary filters' magnitude. Therefore typical sensor fusion objectives can be translated into requirements on the magnitudes of the filters. Several examples were used to emphasize the simplicity and the effectiveness of the proposed method.

However, the shaping of the complementary filters' magnitude does not allow to directly optimize the super sensor noise and dynamical characteristics. Future work will aim at developing a complementary filter synthesis method that minimizes the super sensor noise while ensuring the robustness of the fusion.

Decoupling Strategies

<<sec:detail_control_decoupling>>

Introduction   ignore

When dealing with MIMO systems, a typical strategy is to:

  • first decouple the plant dynamics
  • apply SISO control for the decoupled plant

Assumptions:

  • parallel manipulators

Review of decoupling strategies for Stewart platforms:

  • What example should be taken? 3dof system? stewart platform? Maybe simpler.

Interaction Analysis

Decentralized Control (actuator frame)

Center of Stiffness and center of Mass

  • Example
  • Show

Modal Decoupling

Data Based Decoupling

  • Static decoupling
  • SVD

Conclusion

Table that compares all the strategies.

Closed-Loop Shaping using Complementary Filters

<<sec:detail_control_optimization>>

Introduction   ignore

Performance of a feedback control is dictated by closed-loop transfer functions. For instance sensitivity, transmissibility, etc… Gang of Four.

There are several ways to design a controller to obtain a given performance.

Decoupled Open-Loop Shaping:

  • As shown in previous section, once the plant is decoupled: open loop shaping
  • Explain procedure when applying open-loop shaping
  • Lead, Lag, Notches, Check Stability, c2d, etc…
  • But this is open-loop shaping, and it does not directly work on the closed loop transfer functions

Other strategy: Model Based Design:

  • Multivariable Control
  • Talk about Caio's thesis?
  • Review of model based design (LQG, H-Infinity) applied to Stewart platform
  • Difficulty to specify robustness to change of payload mass

In this section, an alternative is proposed in which complementary filters are used for closed-loop shaping. It is presented for a SISO system, but can be generalized to MIMO if decoupling is sufficient. It will be experimentally demonstrated with the NASS.

Paper's introduction:

Model based control

SISO control design methods

This works well because the open loop transfer function is linearly dependent of the controller.

However, the specifications are given in terms of the final system performance, i.e. as closed-loop specifications.

Norm-based control $\hinf$ loop-shaping cite:&skogestad07_multiv_feedb_contr. Far from standard in industry as it requires lot of efforts.

Problem of robustness to plant uncertainty:

  • Trade off performance / robustness. Difficult to obtain high performance in presence of high uncertainty.
  • Robust control $\mu\text{-synthesis}$. Takes a lot of effort to model the plant uncertainty.
  • Sensor fusion: combines two sensors using complementary filters. The high frequency sensor is collocated with the actuator in order to ensure the stability of the system even in presence of uncertainty. cite:&collette15_sensor_fusion_method_high_perfor;&collette14_vibrat

Complementary filters: cite:&hua05_low_ligo.

In this paper, we propose a new controller synthesis method

  • based on the use of complementary high pass and low pass filters
  • inverse based control
  • direct translation of requirements such as disturbance rejection and robustness to plant uncertainty

Control Architecture

<<ssec:detail_control_control_arch>>

Virtual Sensor Fusion

Let's consider the control architecture represented in Fig. ref:fig:detail_control_sf_arch where $G^\prime$ is the physical plant to control, $G$ is a model of the plant, $k$ is a gain, $H_L$ and $H_H$ are complementary filters ($H_L + H_H = 1$ in the complex sense). The signals are the reference signal $r$, the output perturbation $d_y$, the measurement noise $n$ and the control input $u$.

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\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\def\cdist{0.7}

\begin{tikzpicture}
  \node[addb={+}{}{}{}{-}] (addfb) at (0, 0){};
  \node[block, right=of addfb] (K){$k$};
  \node[block, right=1.2 of K] (G){$G^\prime$};
  \node[addb={+}{}{}{}{}, right=of G] (adddy){};
  \coordinate[] (KG) at ($0.5*(K.east)+0.5*(G.west)$);
  \node[block, below=of KG] (Gm){$G$};
  \node[block, below=of Gm] (Hh){$H_H$};
  \node[addb={+}{}{}{}{}, below=of Hh] (addsf){};
  \node[block] (Hl) at (addsf-|G) {$H_L$};
  \node[addb={+}{}{}{}{}, right=1.2 of Hl] (addn) {};


  \draw[->] (addfb.east) -- (K.west) node[above left]{};
  \draw[->] (K.east) -- (G.west) node[above left]{$u$};
  \draw[->] (KG) node[branch]{} -- (Gm.north);
  \draw[->] (Gm.south) -- (Hh.north);
  \draw[->] (Hh.south) -- (addsf.north) node[above left]{};
  \draw[->] (Hl.west) -- (addsf.east);
  \draw[->] (addsf.west) -| (addfb.south) node[below right]{};
  \draw[->] (G.east) -- (adddy.west);
  \draw[<-] (addn.east) -- ++(\cdist, 0) coordinate[](endpos) node[above left]{$n$};
  \draw[->] (adddy.east) -- (G-|endpos) node[above left]{$y$};
  \draw[->] (adddy-|addn) node[branch]{} -- (addn.north);
  \draw[<-] (addfb.west) -- ++(-\cdist, 0) node[above right]{$r$};
  \draw[->] (addn.west) -- (Hl.east) node[above right]{$y_m$};
  \draw[<-] (adddy.north) -- ++(0, \cdist) node[below right]{$d_y$};
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sf_arch.png

Sensor Fusion Architecture

The dynamics of the closed-loop system is described by the following equations \begin{alignat}{5} y &= \frac{1+kGH_H}{1+L} dy &&+ \frac{kG}{1+L} r &&- \frac{kGH_L}{1+L} n
u &= -\frac{kH_L}{1+L} dy &&+ \frac{k}{1+L} r &&- \frac{kH_L}{1+L} n

\end{alignat} with $L = k(G H_H + G^\prime H_L)$.

The idea of using such architecture comes from sensor fusion cite:&collette14_vibrat;&collette15_sensor_fusion_method_high_perfor where we use two sensors. One is measuring the quantity that is required to control, the other is collocated with the actuator in such a way that stability is guaranteed. The first one is low pass filtered in order to obtain good performance at low frequencies and the second one is high pass filtered to benefits from its good dynamical properties.

Here, the second sensor is replaced by a model $G$ of the plant which is assumed to be stable and minimum phase.

One may think that the control architecture shown in Fig. ref:fig:detail_control_sf_arch is a multi-loop system, but because no non-linear saturation-type element is present in the inner-loop (containing $k$, $G$ and $H_H$ which are all numerically implemented), the structure is equivalent to the architecture shown in Fig. ref:fig:detail_control_sf_arch_eq.

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\begin{tikzpicture}
  \node[addb={+}{}{}{}{-}] (addfb) at (0, 0){};
  \node[addb={+}{}{}{}{-}, right=of addfb] (addK){};
  \node[block, right=of addK] (K){$k$};
  \node[block, right=1.8 of K] (G){$G^\prime$};
  \node[addb={+}{}{}{}{}, right=of G] (adddy){};
  \node[block, below right=0.5 and -0.2 of K] (Gm){$G$};
  \node[block, below left =0.5 and -0.2 of K] (Hh){$H_H$};
  \node[block, below=1.5 of G] (Hl) {$H_L$};
  \node[addb={+}{}{}{}{}, right=1 of Hl] (addn) {};

  \draw[->] (addfb.east) -- (addK.west);
  \draw[->] (addK.east) -- (K.west);
  \draw[->] (K.east) -- (G.west) node[above left]{$u$};
  \draw[->] (G.east) -- (adddy.west);
  \draw[->] ($(G.west)+(-0.8, 0)$) node[branch](sffb){} |- (Gm.east);
  \draw[->] (Gm.west) -- (Hh.east);
  \draw[->] (Hh.west) -| (addK.south);
  \draw[<-] (addn.east) -- ++(\cdist, 0) coordinate[](endpos) node[above left]{$n$};
  \draw[->] (adddy.east) -- (G-|endpos) node[above left]{$y$};
  \draw[->] (adddy-|addn) node[branch]{} -- (addn.north);
  \draw[<-] (addfb.west) -- ++(-\cdist, 0) node[above right]{$r$};
  \draw[->] (addn.west) -- (Hl.east) node[above right]{$y_m$};
  \draw[<-] (adddy.north) -- ++(0, \cdist) node[below right]{$d_y$};
  \draw[->] (Hl.west) -| (addfb.south) node[below right]{};

  \begin{scope}[on background layer]
    \node[fit={($(addK.west|-Hh.south)+(-0.1, 0)$) (K.north-|sffb)}, inner sep=5pt, draw, fill=black!20!white, dashed, label={$K$}] (Kfb) {};
  \end{scope}
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sf_arch_eq.png

Equivalent feedback architecture

The dynamics of the system can be rewritten as follow \begin{alignat}{5} y &= \frac{1}{1+G K H_L} dy &&+ \frac{G K}{1+G K H_L} r &&- \frac{G K H_L}{1+G K H_L} n
u &= \frac{-K H_L}{1+G K H_L} dy &&+ \frac{K}{1+G K H_L} r &&- \frac{K H_L}{1+G K H_L} n

\end{alignat} with $K = \frac{k}{1 + H_H G k}$

Asymptotic behavior

We now want to study the asymptotic system obtained when using very high value of $k$

\begin{equation} \lim_{k\to\infty} K = \lim_{k\to\infty} \frac{k}{1+H_H G k} = \left( H_H G \right)^{-1} \end{equation}

If the obtained $K$ is improper, a low pass filter can be added to have its causal realization.

Also, we want $K$ to be stable, so $G$ and $H_H$ must be minimum phase transfer functions.

For now on, we will consider the resulting control architecture as shown on Fig. ref:fig:detail_control_sf_arch_class where the only "tuning parameters" are the complementary filters.

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\begin{tikzpicture}
  \node[addb={+}{}{}{}{-}] (addfb) at (0, 0){};
  \node[block, right=of addfb] (K){$K$};
  \node[block, right=of K] (G){$G^\prime$};
  \node[addb={+}{}{}{}{}, right=of G] (adddy){};
  \node[addb={+}{}{}{}{}, below right=and 0.5 of adddy] (addn) {};
  \node[block] (Hh) at (G|-addn) {$H_L$};

  \draw[->] (addfb.east) -- (K.west) node[above left]{};
  \draw[->] (K.east) -- (G.west) node[above left]{$u$};
  \draw[->] (G.east) -- (adddy.west);
  \draw[<-] (addn.east) -- ++(\cdist, 0) coordinate[](endpos) node[above left]{$n$};
  \draw[->] (G-|addn)node[branch]{} -- (addn.north);
  \draw[->] (adddy.east) -- (G-|endpos) node[above left]{$y$};
  \draw[<-] (addfb.west) -- ++(-\cdist, 0) node[above right]{$r$};
  \draw[->] (addn.west) -- (Hh.east);
  \draw[->] (Hh.west) -| (addfb.south);
  \draw[<-] (adddy.north) -- ++(0, \cdist) node[below right]{$d_y$};
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sf_arch_class.png

Equivalent classical feedback control architecture

The equations describing the dynamics of the closed-loop system are

\begin{align} y &= \frac{ H_H dy + G^{\prime} G^{-1} r - G^{\prime} G^{-1} H_L n }{H_H + G^\prime G^{-1} H_L} \label{eq:detail_control_cl_system_y}\\ u &= \frac{ -G^{-1} H_L dy + G^{-1} r - G^{-1} H_L n }{H_H + G^\prime G^{-1} H_L} \label{eq:detail_control_cl_system_u} \end{align}

At frequencies where the model is accurate: $G^{-1} G^{\prime} \approx 1$, $H_H + G^\prime G^{-1} H_L \approx H_H + H_L = 1$ and

\begin{align} y &= H_H dy + r - H_L n \label{eq:detail_control_cl_performance_y} \\ u &= -G^{-1} H_L dy + G^{-1} r - G^{-1} H_L n \label{eq:detail_control_cl_performance_u} \end{align}

We obtain a sensitivity transfer function equals to the high pass filter $S = \frac{y}{dy} = H_H$ and a transmissibility transfer function equals to the low pass filter $T = \frac{y}{n} = H_L$.

Assuming that we have a good model of the plant, we have then that the closed-loop behavior of the system converges to the designed complementary filters.

Translating the performance requirements into the shapes of the complementary filters

<<ssec:detail_control_trans_perf>>

Introduction   ignore

The required performance specifications in a feedback system can usually be translated into requirements on the upper bounds of $\abs{S(j\w)}$ and $|T(j\omega)|$ cite:&bibel92_guidel_h. The process of designing a controller $K(s)$ in order to obtain the desired shapes of $\abs{S(j\w)}$ and $\abs{T(j\w)}$ is called loop shaping.

The equations eqref:eq:detail_control_cl_system_y and eqref:eq:detail_control_cl_system_u describing the dynamics of the studied feedback architecture are not written in terms of $K$ but in terms of the complementary filters $H_L$ and $H_H$.

In this section, we then translate the typical specifications into the desired shapes of the complementary filters $H_L$ and $H_H$.\\

Nominal Stability (NS)

The closed-loop system is stable if all its elements are stable ($K$, $G^\prime$ and $H_L$) and if the sensitivity function ($S = \frac{1}{1 + G^\prime K H_L}$) is stable.

For the nominal system ($G^\prime = G$), we have $S = H_H$.

Nominal stability is then guaranteed if $H_L$, $H_H$ and $G$ are stable and if $G$ and $H_H$ are minimum phase (to have $K$ stable).

Thus we must design stable and minimum phase complementary filters.\\

Nominal Performance (NP)

Typical performance specifications can usually be translated into upper bounds on $|S(j\omega)|$ and $|T(j\omega)|$.

Two performance weights $w_H$ and $w_L$ are defined in such a way that performance specifications are satisfied if

\begin{equation} |w_H(j\omega) S(j\omega)| \le 1,\ |w_L(j\omega) T(j\omega)| \le 1 \quad \forall\omega \end{equation}

For the nominal system, we have $S = H_H$ and $T = H_L$, and then nominal performance is ensured by requiring

\begin{subnumcases}{\text{NP} ⇔}\label{eq:detail_control_nominal_performance}

w_H(jω) H_H(jω) ≤ 1 \quad ∀ω \label{eq:detail_control_nominal_perf_hh}\\
w_L(jω) H_L(jω) ≤ 1 \quad ∀ω \label{eq:detail_control_nominal_perf_hl}

\end{subnumcases}

The translation of typical performance requirements on the shapes of the complementary filters is discussed below:

  • for disturbance rejections, make $|S| = |H_H|$ small
  • for noise attenuation, make $|T| = |H_L|$ small
  • for control energy reduction, make $|KS| = |G^{-1}|$ small

We may have other requirements in terms of stability margins, maximum or minimum closed-loop bandwidth.\\

Closed-Loop Bandwidth

The closed-loop bandwidth $\w_B$ can be defined as the frequency where $\abs{S(j\w)}$ first crosses $\frac{1}{\sqrt{2}}$ from below.

If one wants the closed-loop bandwidth to be at least $\w_B^*$ (e.g. to stabilize an unstable pole), one can required that $|S(j\omega)| \le \frac{1}{\sqrt{2}}$ below $\omega_B^*$ by designing $w_H$ such that $|w_H(j\omega)| \ge \sqrt{2}$ for $\omega \le \omega_B^*$.

Similarly, if one wants the closed-loop bandwidth to be less than $\w_B^*$, one can approximately require that the magnitude of $T$ is less than $\frac{1}{\sqrt{2}}$ at frequencies above $\w_B^*$ by designing $w_L$ such that $|w_L(j\omega)| \ge \sqrt{2}$ for $\omega \ge \omega_B^*$.\\

Classical stability margins

Gain margin (GM) and phase margin (PM) are usual specifications on controlled system. Minimum GM and PM can be guaranteed by limiting the maximum magnitude of the sensibility function $M_S = \max_{\omega} |S(j\omega)|$:

\begin{equation} \text{GM} \geq \frac{M_S}{M_S-1}; \quad \text{PM} \geq \frac{1}{M_S} \end{equation}

Thus, having $M_S \le 2$ guarantees a gain margin of at least $2$ and a phase margin of at least $\SI{29}{\degree}$.

For the nominal system $M_S = \max_\omega |S| = \max_\omega |H_H|$, so one can design $w_H$ so that $|w_H(j\omega)| \ge 1/2$ in order to have

\begin{equation} |H_H(j\omega)| \le 2 \quad \forall\omega \end{equation}

and thus obtain acceptable stability margins.\\

Response time to change of reference signal

For the nominal system, the model is accurate and the transfer function from reference signal $r$ to output $y$ is $1$ eqref:eq:detail_control_cl_performance_y and does not depends of the complementary filters.

However, one can add a pre-filter as shown in Fig. ref:fig:detail_control_sf_arch_class_prefilter.

\tikzset{block/.default={0.8cm}{0.6cm}}
\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\def\cdist{0.7}

\begin{tikzpicture}
  \node[addb={+}{}{}{}{-}] (addfb) at (0, 0){};
  \node[block, left=of addfb] (Kr){$K_r$};
  \node[block, right=of addfb] (K){$K$};
  \node[block, right=of K] (G){$G^\prime$};
  \node[addb={+}{}{}{}{}, right=of G] (adddy){};
  \node[addb={+}{}{}{}{}, below right=0.7 and 0.3 of adddy] (addn) {};
  \node[block, left=of addn] (Hl) {$H_L$};

  \draw[->] (addfb.east) -- (K.west) node[above left]{};
  \draw[->] (K.east) -- (G.west) node[above left]{$u$};
  \draw[->] (G.east) -- (adddy.west);
  \draw[<-] (addn.east) -- ++(\cdist, 0) coordinate[](endpos) node[above left]{$n$};
  \draw[->] (G-|addn)node[branch]{} -- (addn.north);
  \draw[->] (adddy.east) -- (G-|endpos) node[above left]{$y$};
  \draw[<-] (Kr.west) -- ++(-\cdist, 0) node[above right]{$r$};
  \draw[->] (Kr.east) -- (addfb.west);
  \draw[->] (addn.west) -- (Hl.east);
  \draw[->] (Hl.west) -| (addfb.south);
  \draw[<-] (adddy.north) -- ++(0, \cdist) node[below right]{$d_y$};
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_sf_arch_class_prefilter.png

Prefilter used to limit input usage

The transfer function from $y$ to $r$ becomes $\frac{y}{r} = K_r$ and $K_r$ can we chosen to obtain acceptable response to change of the reference signal. Typically, $K_r$ is a low pass filter of the form

\begin{equation} K_r(s) = \frac{1}{1 + \tau s} \end{equation}

with $\tau$ corresponding to the desired response time.\\

Input usage

Input usage due to disturbances $d_y$ and measurement noise $n$ is determined by $\big|\frac{u}{d_y}\big| = \big|\frac{u}{n}\big| = \big|G^{-1}H_L\big|$. Thus it can be limited by setting an upper bound on $|H_L|$.

Input usage due to reference signal $r$ is determined by $\big|\frac{u}{r}\big| = \big|G^{-1} K_r\big|$ when using a pre-filter (Fig. ref:fig:detail_control_sf_arch_class_prefilter) and $\big|\frac{u}{r}\big| = \big|G^{-1}\big|$ otherwise.

Proper choice of $|K_r|$ is then useful to limit input usage due to change of reference signal.\\

Robust Stability (RS)

Robustness stability represents the ability of the control system to remain stable even though there are differences between the actual system $G^\prime$ and the model $G$ that was used to design the controller. These differences can have various origins such as unmodelled dynamics or non-linearities.

To represent the differences between the model and the actual system, one can choose to use the general input multiplicative uncertainty as represented in Fig. ref:fig:detail_control_input_uncertainty.

\tikzset{block/.default={0.8cm}{0.6cm}}
\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\def\cdist{0.7}

\begin{tikzpicture}
  % Blocs
  \node[block] (G) {$G$};

  \node[addb, left= of G] (addi) {};
  \node[block, above left=0.3 and 0.3 of addi] (deltai) {$\Delta_I$};
  \node[block, left= of deltai] (wi) {$w_I$};
  \node[branch] (branch) at ($(wi.west|-addi)+(-0.4, 0)$) {};

  % Connections and labels
  \draw[->] (branch.center) |- (wi.west);
  \draw[->] ($(branch)+(-0.6, 0)$) -- (addi.west);
  \draw[->] (wi.east) -- (deltai.west);
  \draw[->] (deltai.east) -| (addi.north);
  \draw[->] (addi.east) -- (G.west);
  \draw[->] (G.east) -- ++(0.6, 0);

  \begin{scope}[on background layer]
    \node[fit={(branch|-wi.north) (G.south east)}, inner sep=6pt, draw, dashed, fill=black!20!white] (Gp) {};
    \node[below left] at (Gp.north east) {$G\prime$};
  \end{scope}
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_input_uncertainty.png

Input multiplicative uncertainty

Then, the set of possible perturbed plant is described by

\begin{equation}\label{eq:detail_control_multiplicative_uncertainty} Π_i: \quad G_p(s) = G(s)\big(1 + w_I(s)Δ_I(s)\big); \quad \abs{Δ_I(j\w)} ≤ 1 \ ∀\w

\end{equation} and $w_I$ should be chosen such that all possible plants $G^\prime$ are contained in the set $\Pi_i$.

Using input multiplicative uncertainty, robust stability is equivalent to have cite:&skogestad07_multiv_feedb_contr:

\begin{align*} \text{RS} \Leftrightarrow & |w_I T| \le 1 \quad \forall G^\prime \in \Pi_I, \ \forall\omega \\ \Leftrightarrow & \left| w_I \frac{G^\prime K H_L}{1 + G^\prime K H_L} \right| \le 1 \quad \forall G^\prime \in \Pi_I ,\ \forall\omega \\ \Leftrightarrow & \left| w_I \frac{G^\prime G^{-1} {H_H}^{-1} H_L}{1 + G^\prime G^{-1} {H_H}^{-1} H_L} \right| \le 1 \quad \forall G^\prime \in \Pi_I ,\ \forall\omega \\ \Leftrightarrow & \left| w_I \frac{(1 + w_I \Delta) {H_H}^{-1} H_L}{1 + (1 + w_I \Delta) {H_H}^{-1} H_L} \right| \le 1 \quad \forall \Delta, \ |\Delta| \le 1 ,\ \forall\omega \\ \Leftrightarrow & \left| w_I \frac{(1 + w_I \Delta) H_L}{1 + w_I \Delta H_L} \right| \le 1 \quad \forall \Delta, \ |\Delta| \le 1 ,\ \forall\omega \\ \Leftrightarrow & \left| H_L w_I \right| \frac{1 + |w_I|}{1 - |w_I H_L|} \le 1, \quad 1 - |w_I H_L| > 0 \quad \forall\omega \\ \Leftrightarrow & \left| H_L w_I \right| (2 + |w_I|) \le 1, \quad 1 - |w_I H_L| > 0 \quad \forall\omega \\ \Leftrightarrow & \left| H_L w_I \right| (2 + |w_I|) \le 1 \quad \forall\omega \end{align*}

Robust stability is then guaranteed by having the low pass filter $H_L$ satisfying eqref:eq:detail_control_robust_stability.

\begin{equation}\label{eq:detail_control_robust_stability} \text{RS} ⇔ |H_L| ≤ \frac{1}{|w_I| (2 + |w_I|)}\quad ∀ ω

\end{equation}

To ensure robust stability condition eqref:eq:detail_control_nominal_perf_hl can be used if $w_L$ is designed in such a way that $|w_L| \ge |w_I| (2 + |w_I|)$.\\

Robust Performance (RP)

Robust performance is a property for a controlled system to have its performance guaranteed even though the dynamics of the plant is changing within specified bounds.

For robust performance, we then require to have the performance condition valid for all possible plants in the defined uncertainty set: \begin{subnumcases}{\text{RP} ⇔}

w_H S ≤ 1 \quad ∀ G^ ∈ Π_I, \ ∀ω \label{eq:detail_control_robust_perf_S}\\
w_L T ≤ 1 \quad ∀ G^ ∈ Π_I, \ ∀ω \label{eq:detail_control_robust_perf_T}

\end{subnumcases}

Let's transform condition eqref:eq:detail_control_robust_perf_S into a condition on the complementary filters

\begin{align*} & \left| w_H S \right| \le 1 \quad \forall G^\prime \in \Pi_I, \ \forall\omega \\ \Leftrightarrow & \left| w_H \frac{1}{1 + G^\prime G^{-1} H_H^{-1} H_L} \right| \le 1 \quad \forall G^\prime \in \Pi_I, \ \forall\omega \\ \Leftrightarrow & \left| \frac{w_H H_H}{1 + \Delta w_I H_L} \right| \le 1 \quad \forall \Delta, \ |\Delta| \le 1, \ \forall\omega \\ \Leftrightarrow & \frac{|w_H H_H|}{1 - |w_I H_L|} \le 1, \ \forall\omega \\ \Leftrightarrow & | w_H H_H | + | w_I H_L | \le 1, \ \forall\omega \\ \end{align*}

The same can be done with condition eqref:eq:detail_control_robust_perf_T

\begin{align*} & \left| w_L T \right| \le 1 \quad \forall G^\prime \in \Pi_I, \ \forall\omega \\ \Leftrightarrow & \left| w_L \frac{G^\prime G^{-1} H_H^{-1} H_L}{1 + G^\prime G^{-1} H_H^{-1} H_L} \right| \le 1 \quad \forall G^\prime \in \Pi_I, \ \forall\omega \\ \Leftrightarrow & \left| w_L H_L \frac{1 + w_I \Delta}{1 + w_I \Delta H_L} \right| \le 1 \quad \forall \Delta, \ |\Delta| \le 1, \ \forall\omega \\ \Leftrightarrow & \left| w_L H_L \right| \frac{1 + |w_I|}{1 - |w_I H_L|} \le 1 \quad \forall\omega \\ \Leftrightarrow & \left| H_L \right| \le \frac{1}{|w_L| (1 + |w_I|) + |w_I|} \quad \forall\omega \\ \end{align*}

Robust performance is then guaranteed if eqref:eq:detail_control_robust_perf_a and eqref:eq:detail_control_robust_perf_b are satisfied.

\begin{subnumcases}\label{eq:detail_control_robust_performance} {\text{RP} ⇔}

w_H H_H + w_I H_L ≤ 1, \ ∀ω \label{eq:detail_control_robust_perf_a}\\

≤ft| H_L \right| ≤ \frac{1}{|w_L| (1 + |w_I|) + |w_I|} \quad ∀ω \label{eq:detail_control_robust_perf_b}

\end{subnumcases}

One should be aware than when looking for a robust performance condition, only the worst case is evaluated and using the robust stability condition may lead to conservative control.

TODO [C] Analytical formulas for complementary filters?

<<ssec:detail_control_analytical_complementary_filters>>

Numerical Example

<<ssec:detail_control_simulations>>

Procedure

In order to apply this control technique, we propose the following procedure:

  1. Identify the plant to be controlled in order to obtain $G$
  2. Design the weighting function $w_I$ such that all possible plants $G^\prime$ are contained in the set $\Pi_i$
  3. Translate the performance requirements into upper bounds on the complementary filters (as explained in Sec. ref:ssec:detail_control_trans_perf)
  4. Design the weighting functions $w_H$ and $w_L$ and generate the complementary filters using $\hinf\text{-synthesis}$ (as further explained in Sec. ref:ssec:detail_control_hinf_method). If the synthesis fails to give filters satisfying the upper bounds previously defined, either the requirements have to be reworked or a better model $G$ that will permits to have a smaller $w_I$ should be obtained. If one does not want to use the $\mathcal{H}_\infty$ synthesis, one can use pre-made complementary filters given in Sec. ref:ssec:detail_control_analytical_complementary_filters.
  5. If $K = \left( G H_H \right)^{-1}$ is not proper, a low pass filter should be added
  6. Design a pre-filter $K_r$ if requirements on input usage or response to reference change are not met
  7. Control implementation: Filter the measurement with $H_L$, implement the controller $K$ and the pre-filter $K_r$ as shown on Fig. ref:fig:detail_control_sf_arch_class_prefilter
Plant

Let's consider the problem of controlling an active vibration isolation system that consist of a mass $m$ to be isolated, a piezoelectric actuator and a geophone.

We represent this system by a mass-spring-damper system as shown Fig. ref:fig:detail_control_mech_sys_alone where $m$ typically represents the mass of the payload to be isolated, $k$ and $c$ represent respectively the stiffness and damping of the mount. $w$ is the ground motion. The values for the parameters of the models are \[ m = \SI{20}{\kg}; \quad k = 10^4\si{\N/\m}; \quad c = 10^2\si{\N\per(\m\per\s)} \]

\tikzset{block/.default={0.8cm}{0.6cm}}
\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\def\cdist{0.7}

\begin{tikzpicture}
  % ====================
  % Parameters
  % ====================
  \def\massw{2.2}  % Width of the masses
  \def\massh{0.8}  % Height of the masses
  \def\spaceh{1.2} % Height of the springs/dampers
  \def\dispw{0.3}  % Width of the dashed line for the displacement
  \def\disph{0.5}  % Height of the arrow for the displacements
  \def\bracs{0.05} % Brace spacing vertically
  \def\brach{-10pt} % Brace shift horizontaly
  % ====================


  % ====================
  % Ground
  % ====================
  \draw (-0.5*\massw, 0) -- (0.5*\massw, 0);
  \draw[dashed] (0.5*\massw, 0) -- ++(\dispw, 0);
  \draw[->] (0.5*\massw+0.5*\dispw, 0) -- ++(0, \disph) node[right]{$w$};
  % ====================

  \begin{scope}[shift={(0, 0)}]
    % Mass
    \draw[fill=white] (-0.5*\massw, \spaceh) rectangle (0.5*\massw, \spaceh+\massh) node[pos=0.5]{$m$};

    % Spring, Damper, and Actuator
    \draw[spring] (-0.4*\massw, 0) -- (-0.4*\massw, \spaceh) node[midway, left=0.1]{$k$};
    \draw[damper] (0, 0)           -- ( 0, \spaceh)          node[midway, left=0.2]{$c$};
    \draw[actuator] ( 0.4*\massw, 0) -- (	0.4*\massw, \spaceh) node[midway, left=0.1](F){$F$};

    % Displacements
    \draw[dashed] (0.5*\massw, \spaceh) -- ++(\dispw, 0);
    \draw[->] (0.5*\massw+0.5*\dispw, \spaceh) -- ++(0, \disph) node[right]{$x$};

    % Legend
    % \draw[decorate, decoration={brace, amplitude=8pt}, xshift=\brach] %
    % (-0.5*\massw, \bracs) -- (-0.5*\massw, \spaceh+\massh-\bracs) %
    % node[midway,rotate=90,anchor=south,yshift=10pt]{};
  \end{scope}
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_mech_sys_alone.png

Model of the positioning system

The model of the plant $G(s)$ from actuator force $F$ to displacement $x$ is then

\begin{equation} G(s) = \frac{1}{m s^2 + c s + k} \end{equation}

Its bode plot is shown on Fig. ref:fig:detail_control_bode_plot_mech_sys.

m = 10;  % mass [kg]
k = 1e4; % stiffness [N/m]
c = 1e2; % damping [N/(m/s)]

G = 1/(m*s^2 + c*s + k);

% The uncertainty weight
wI = generateWF('n', 2, 'w0', 2*pi*80, 'G0', 0.1, 'Ginf', 10, 'Gc', 1);

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_bode_plot_mech_sys.png

Bode plot of the transfer function $G(s)$ from $F$ to $x$
Requirements

The control objective is to isolate the displacement $x$ of the mass from the ground motion $w$.

The disturbance rejection should be at least $10$ at $\SI{2}{\hertz}$ and with a slope of $-2$ below $\SI{2}{\hertz}$ until a rejection of $10^4$.

Closed-loop bandwidth should be less than $\SI{20}{\hertz}$ (because of time delay induced by limited sampling frequency?).

Noise attenuation should be at least $10$ above $\SI{40}{\hertz}$ and $100$ above $\SI{500}{\hertz}$

Robustness to unmodelled dynamics. We model the uncertainty on the dynamics of the plant by a multiplicative weight

\begin{equation} w_I(s) = \frac{\tau s + r_0}{(\tau/r_\infty) s + 1} \end{equation}

where $r_0=0.1$ is the relative uncertainty at steady-state, $1/\tau=\SI{100}{\hertz}$ is the frequency at which the relative uncertainty reaches $\SI{100}{\percent}$, and $r_\infty=10$ is the magnitude of the weight at high frequency.

All the requirements on $H_L$ and $H_H$ are represented on Fig. ref:fig:detail_control_spec_S_T.

  • TODO: Make Matlab code to plot the specifications

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_spec_S_T.png

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_hinf_filters_result_weights.png

Design of the filters

Or maybe use analytical formulas as proposed here: Complementary filters using analytical formula

We then design $w_L$ and $w_H$ such that their magnitude are below the upper bounds shown on Fig. ref:fig:detail_control_hinf_filters_result_weights.

\begin{subequations} \begin{align} w_L &= \frac{(s+22.36)^2}{0.005(s+1000)^2}\\ w_H &= \frac{1}{0.0005(s+0.4472)^2} \end{align} \end{subequations}
omegab = 2*pi*9;
wH = (omegab)^2/(s + omegab*sqrt(1e-5))^2;
omegab = 2*pi*28;
wL = (s + omegab/(4.5)^(1/3))^3/(s*(1e-4)^(1/3) + omegab)^3;

P = [0   wL;
     wH -wH;
     1   0];

[Hl_hinf, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');

Hh_hinf = 1 - Hl_hinf;

After the $\hinf\text{-synthesis}$, we obtain $H_L$ and $H_H$, and we plot their magnitude on phase on Fig. ref:fig:detail_control_hinf_filters_result_weights.

\begin{subequations} \begin{align} H_L &= \frac{0.0063957 (s+1016) (s+985.4) (s+26.99)}{(s+57.99) (s^2 + 65.77s + 2981)}\\ H_H &= \frac{0.9936 (s+111.1) (s^2 + 0.3988s + 0.08464)}{(s+57.99) (s^2 + 65.77s + 2981)} \end{align} \end{subequations}
Controller analysis

The controller is $K = \left( H_H G \right)^{-1}$. A low pass filter is added to $K$ so that it is proper and implementable.

The obtained controller is shown on Fig. ref:fig:detail_control_bode_Kfb.

omega = 2*pi*500;
K = 1/(Hh_hinf*G) * 1/((1+s/omega)*(1+s/omega+(s/omega)^2));
K = zpk(minreal(K));

It is implemented as shown on Fig. ref:fig:detail_control_mech_sys_alone_ctrl.

\tikzset{block/.default={0.8cm}{0.6cm}}
\tikzset{addb/.append style={scale=0.7}}
\tikzset{node distance=0.6}
\def\cdist{0.7}

\begin{tikzpicture}
  % ====================
  % Parameters
  % ====================
  \def\massw{2.2}  % Width of the masses
  \def\massh{0.8}  % Height of the masses
  \def\spaceh{1.2} % Height of the springs/dampers
  \def\dispw{0.3}  % Width of the dashed line for the displacement
  \def\disph{0.5}  % Height of the arrow for the displacements
  \def\bracs{0.05} % Brace spacing vertically
  \def\brach{-10pt} % Brace shift horizontaly
  % ====================


  % ====================
  % Ground
  % ====================
  \draw (-0.5*\massw, 0) -- (0.5*\massw, 0);
  \draw[dashed] (0.5*\massw, 0) -- ++(\dispw, 0);
  \draw[->] (0.5*\massw+0.5*\dispw, 0) -- ++(0, \disph) node[below right]{$w$};
  % ====================

  \begin{scope}[shift={(0, 0)}]
    % Mass
    \draw[fill=white] (-0.5*\massw, \spaceh) rectangle (0.5*\massw, \spaceh+\massh) node[pos=0.5]{$m$};

    % Spring, Damper, and Actuator
    \draw[spring] (-0.4*\massw, 0) -- (-0.4*\massw, \spaceh) node[midway, left=0.1]{$k$};
    \draw[damper] (0, 0)           -- ( 0, \spaceh)          node[midway, left=0.2]{$c$};
    \draw[actuator] ( 0.4*\massw, 0) -- (	0.4*\massw, \spaceh) coordinate[midway, right=0.15](F);

    % Displacements
    \draw[dashed] (0.5*\massw, \spaceh) -- ++(\dispw, 0);
    \draw[->] (0.5*\massw+0.5*\dispw, \spaceh) -- ++(0, \disph) node[right](x){$x$};
  \end{scope}

  \node[block, right=1 of F] (Kfb) {$K$};
  \node[addb={+}{}{-}{}{}, right=2*\cdist of Kfb] (add) {};
  \node[addb] (addn) at (x-|Kfb) {};
  \node[block, right=of addn] (Hl) {$H_L$};

  \draw[->] (x) -- (addn.west);
  \draw[->] (addn.east) -- (Hl.west);
  \draw[->] (Hl.east) -| (add.north);
  \draw[->] (add.west) -- (Kfb.east);
  \draw[->] (Kfb.west) -- (F) node[above right]{$F$};
  \draw[<-] (addn.north) -- ++(0,\cdist) node[below right]{$n$};
  \draw[<-] (add.east) -- ++(\cdist,0) node[above left]{$r$};
\end{tikzpicture}

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_mech_sys_alone_ctrl.png

Control of a positioning system

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_bode_Kfb.png

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_bode_plot_loop_gain_robustness.png

Robustness analysis

The robust stability can be access on the nyquist plot (Fig. ref:fig:detail_control_nyquist_robustness).

Gds = usample(G*(1+wI*ultidyn('Delta', [1 1])), 20);

S = 1/(K*G*Hl_hinf + 1);
T = K*G*Hl_hinf/(K*G*Hl_hinf + 1);

Ts = Gds*K*Hl_hinf/(Gds*K*Hl_hinf + 1);
Ss = 1/(Gds*K*Hl_hinf + 1);

The robust performance is shown on Fig. ref:fig:detail_control_robust_perf.

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_nyquist_robustness.png

/tdehaeze/phd-control/media/commit/e080db4bec491758caf834583a8d4c45a55a5282/figs/detail_control_robust_perf.png

TODO [C] Experimental Validation?

<<ssec:detail_control_exp_validation>>

Experimental Validation

Conclusion

  • Discuss how useful it is as the bandwidth can be changed in real time with analytical formulas of second order complementary filters. Maybe make a section about that. Maybe give analytical formulas of second order complementary filters in the digital domain?
  • Say that it will be validated with the nano-hexapod
  • Disadvantages:

    • not optimal
    • computationally intensive?
    • lead to inverse control which may not be wanted in many cases. Add reference.

Conclusion

<<sec:detail_control_conclusion>>

Bibliography   ignore