LIDS-P-132 2 AUGUST 1983 ROBUSTNESS STUDIES IN ADAPTIVE CONTROL by James Krause, Michael Athans, Shankar S. Sastry and Lena Valavani Laboratory for Information and Decision Systems Massachusetts Institute of Technology Cambridge, Massachusetts 02139 ABSTRACT This paper examines robustness issues in .Model Reference Adaptive Control systems in the presence of unmodeled dynamics and output disturbances. We present an approximate technique, trend analysis, by which we can study the evolution of the parameter error trajectory under periodic excitation. This analysis provides new insights upon the size and spectral content of the excitation sufficient to guarantee local stability. I. INTRODUCTION Several similar Model Reference Adaptive Controllers (,MRAC's) have been shown to be globally stable under certain restrictive assumptions, including the assumption that the order and relative degree of the plant are exactly known, and that no disturbances are Under certain "sufficiently rich" present ((1]-(31). excitation conditions, the origin is globally asymptotically stable for the adaptive controller parameter error ([5], 6]). When the restrictive assumptions are violated, as they always are in practice, no proof of stability Furthermore, instability can exists [4],[9], [10]. occur under excitations which are "sufficiently rich" At the present state of our studies, the new richness conditions provide substantial insight into the type and size of excitation required for stability. With reasonable designer-known information, one can determine a desirable frequency range for the command input energy, and the most desirable subset of this range. One can also estimate the amplitude of command input required to prevent a dangerous slow drift of the parameter error due to an output disturbance of any frequency. We present the problem and establish notation in Section II. The approximate analysis technique is presented in Section III, and theorems which justify its use are stated. Sufficient excitation conditions for stability are given and discussed. The primary insights and results derived from the analysis are briefly stated and discussed. II. THE ADAPTIVE CONTROL SYSTEM The designer assumes that the low frecuency portion of the single-input-single-output plant can be described by y(s) = u(s) (1) P oles and zeroes of where G (s) is of order n. The P G (s) are unknown but are assumed to lie within some in the sense mentioned above. A stronger definition of sufficient richness is required to guarantee stability of the adaptive controller in the presence of urnmodeled dynamics and disturbances. The key factor to the stability of the adaptive known bounds. controller is the time-evolution of the parameter er-ut/output relationship is The actual plant input/output relationship is ror vector. This time-evolution is described by a complicated set of time-varying nonlinear differenv(s) = G (s)u(s) + d (s) (2) o p equations, putting a closed-form analytic solutial tion of reach. where This paper presents an approximate analysis techG (s) = G (s) (1+E (s)) (3) p p p nique for studying the long term trends of the parameter error vector trajectory for an adaptive controlThe uantity d s) is an ouut disturbance, and S To ler under periodic excitation. Certain measures of is a modeling error due to neglected high-frequency the error of this technique have been proven to applant d-namics. An upper bound E (X) on the magnitude proach zero as the adaptive gain (which controls the The relevant rate of adaptation) approaches zero. of E (jw) is generally known in practice [7]. p [8]. Thus the theorems are stated here and proven in A model output is constructed: analysis technique can be termed a trend analysis for slowly adapting controllers. y (s) = G (s)r(s) (4) The trend analysis provides a vector field, defined M M) where r(s) is the command input. as a function of the command input, which approximates The plant control input for adaptive control is (in a long term sense) the time-derivative of the parameter error vector. From this vector field one can (5) w (t)k(t) u(t) = determine potential limit sets of the parameter error vector, and associated regions of attraction and apwhere- k(t) is a 2n-vector of adjustable parameters, and vector, and associated regions of attraction and apNew excitation conproximate rates of convergence. ditions are defined which are sufficient for stability Of the adaptive controller in tIe presence of unmodeled (6) u(t) , W(t) = H(t) dynamics. Direction of future research are indicated which are required to enable analytic evaluation of some of the sufficient condition for a controller with a given adaptive cain. ' Research supported by ONR/N00014-82-K-0582 (NR 606-003), NSF/ECS-8210960 and NASA/NGL-22-009-124. To appear, Proc. 22nd IEEE Conf. on Decision and Control, San Antonio, TX, Dec. 1983. where,* denotes convolution and H(t) is the impulse response of a known causal linear time-invariant svstem. The vector W(t) is constructed by the adaptive controller. If k(t) is assigned a constant value k , a time-o invariant closed-loop plant results. Classical robustness techniques can be used to detera mine which values of k result in guaranteed stability -o of the closed-loon plant. Define -K s :o be the set of all such stabilizing k . a-o B. ered a sum of a constant desired value and an error: k* is such that k(t)=0 and F (s)=O0 results in'y(s)/r(s) -=y(s)/r(s). With an appropriately chosen model, such an(t) is proximate analysis echniques. A vector defined which has a much simpler trajectory and which represents the long term trends of the vector k(t). The accurracy of the trend analysis is shown to improve as the rate of adaptation is reduced. The trend vector trajectory is a function of the model matching can result in a desirable performance system excitation. improvement over a nonadaptive alternative design [8]. An error signal is defined: ic The adjustable parameter vector k(t) can be consid- k(t) = k* + k(t) (7) Presentation and Validation of the Trend Analvsis The trajectory of the adjustable parameter vector k(t) is critical to the stability of the system. If k(t) approaches a limit inside K , the system is stable. -- -- -s If k (t) strays outside of K , a rapid onset of instabily may occur and has been observed. The differential equations describing the time evolution of k(t) are highly nonlinear and rime-varying, and cannot be solved analytically, hence we employ ap- The command input studied is period- and of the form Z r(t) = r (11) r. sin(wit+rni);Z< + e(t)= y(t) - yC(t) (t)*(wT T(t)k(t) )+T (t) *r(t) +T (t) *d (t) (8) 3 0 2 1 where T1 (t), T2 (t), and T3 (t) are impulse responses of - causal linear systems. The lapiace transform Tl(s) of To show the relationship between the trajectory of the trend vector k' (t) and the actual trajectory of and to aid the definition of the trend, we first k(t), present the limiting case in which the rate of adaotation is zero: Tl(t) is of the form Pe K k(t) = k TL(s) = T (s)(l+E (s)) (12) vt (9) where T (s) is a strictly positive real known linear o E (s) is unknown but shares the characterissystem. By choosing a grid on the space tic shape or E (s). The usual parameter update law (10) may be modified to function as an observer: T (13) k(t) = -yw (t)e(t) of possible plant parameters, one can numerically man the known upper bound on 1E (jW) to an upper bound on With r(t) as in tity i(j')jT 2(jw), E E(j) and IT3(u) . in the aoplication of the trend analysis. The parameter update law is k(t) = k~t) -yw~t~e~t) k(t) _(t) == -yw(t)e(t) -- (10) (10) 0-ac bounded. With nonzero unmodeled dynamics, no stability proof has been given, and potential instability has been demonstrated [4],[9],[10]. A. PARPTME`R ERROR TRENDS WITH PERIODIC EXCITATION Introduction It is shown in this section that instability is a potential but not necessary consequence of unmodeledal high frequency dynamics. Whether or not instability occurs is largely a function of the command input. 'Low frequency components of the command aid in correct parameter adjustment, while high frequency components contribute -o misadjustment. .n output disturancenever of any frequency contributes to a hazardous "drift" the parameter error. An excitation condition is given which is bothr necessary and sufficient for local (with respect to the parameter error) stability of the adaptive controller. Rate of adaptation is also a factor; an excitation condition which is sufficient for the stability of a slowly adapting system may not be sufficient for the stability of a rapidly adapting systaem (14) yield k=~y(A where the adaptive gain y is any strictly positive scalar constant. Equations (8) and (10) characterize the parameter error behavior as a function of w(t). When E (s)-O _? and d (s)=O, the adaptive control system is stable in(t o the sense -that e(t)e L2 and all signals are uniformly III. (8), (13) and the iden- sin(x+y) = sin(x)cos(y) + cos(x)sin(y) Wnen Z (w)=O, These upper bounds are important = T2 (jw)=0. (11), equations where = c A +A ac (t))k - + yt -dc -ac (t) are 2nx2n and b ,b (t) are 2nxl. c -dc -ac The elements of A and b are constants, and the ele-dc -do ments of A (t) and b (t) are sums of sinusoids of nonzero frequencV. A readily-computed -a are -do and bc functions of accessible signals (w(t) which is a funcand as such can tion of r(t) and y(t)) and as such can be considered Aiding computation and analysis is the user-known. property that each of the frequency components present s present contributes independently in r(t) -de -cc In the absence of an output measurement, A.c and b are a function of r(t) and k , and are defined for -O -dc all r(t) of the form of equation (11) and all k B Ks Exact computation of c and b is no longer so easy. can be computed a priori values of A for each possible k B K . The actual values of A -do -o s b will be a perturbed version of these nominal values. The A bound on the perturbation can be calculated. compute sign of the real part of the eige-nvalues of the computed be changed by inclusion of any stable un-do modeled dynamics, but the presence of unnodeled dynamics in Tl(s) can cause such a change. To avoid confusion between the various sources of subsequently ignore the issue of a rior we will eror b without an an outnut outpu measuremeasurecalculation of of AA and bd calculation and without -do -dc ment, and shall concentrate only on the errors relevant Nominal values of A and b / to the stability of the system. city, the dependence of A and A', For notational simpli, and later A and on either r(t), y(t) cr r(t), k (t), -o shall usually not be shown explicitly. ntefine the trend = YA. k'(t) k A.ll o - theorems Thecrem 1: + yb. If the seauence (15) o {k(t +mT)},m={1,2,3...j < _D for some constant E. to follow are proven in [83. we have thus provided analytic justification for the use of a trend analysis in the study of an adaptive controller. The trend analysis can be made arbitrarily There exists a T>O such that k' (t +mT)=k(t +mT) for all positive integers m. o - o Theorem 2: Corollary: ot+T] converges to a limit k , then k(t) converces to a ball defined by tk k'(t ) = k(t ) - tt i- (t)-(t) accurrate by choice of a suitably small adaptive gain y, which is the designer's prerogative. If A. k + b. f0, then -c-o -cc (ki(t0+t I)-k (to t1) C. 1 1m Sufficient Conditions for Stability we now proceed to discuss the qualities of the trend itself and to present sufficient conditions for stabil- = O l l (t +t11 )IIity of the adaptive system. Given r(t) only, A' is a continuous function of is 1nd )-(t jlk(to+t t)| uniformly bounded. hne adaptive control problem is fundamentally different than the parameter observer problem above. TAS while Theorems 1 and 2 and eqn. (15) aid in the understazding of the trend analysis approach, they do not provide justification for use of the trend analysis in .ie control problem. We now provide such justification. (t ). Consider the trend vector field F(R ,r,y) 2 defined on K c R n by associating the corresponding s A'(k in Ks -0 ,r,y) with each point I As Y approaches zero, the direction of A' approaches a limit (see equation (17)): A' Let the parameter update law be given by eqn. (10). 'et A, and b be computed as before, assuming cons---c dc tant parameters. k' = yAd -dc- c yb + -dc 0 0 (17) S onsider any T satisfying theorem 1. Defne A = k(t +T) -- o k(t 0o Condition 1: -0o such that for all Y<~Y 0 ° Corcllary: x = F (x,r) (20) has a locally stable equilibrium point. For the case of a specific choice of a nonzero y, we must take into account the error of the approximate trend analysis. Because this can be done a variety of ways, a variety of sufficient conditions can be gener- <6 p ated. Given any 6 there exists a y1 such that for all Y<y Two will be presented here. In the process we will define constant upper bounds on various tvlpes of errors. A discussion of the computation of such bounds shall be given later. Given any scalar constant p, and vector constant x, 1 KL/(P'·e!L~~~ >I 1- r(t) is sufficient for local stability in the limit as y approaches zero if the system (18) Ila-AIl I 2 F (R ,r) be defined by associating the corresponding vector A' (: ,r) with each point k in K . s We now state, without proof, the first sufficient richness condition of this paper: Given any 6>0 and choice of a p-norm there exists a y >0 (19) -c O - '= k' (t +T) - k(t ) -heorem 3: t i 2 ¥° `L a k'(t ) = k(t )e K = ' =I By the corollary to Theorem 3, the direction of A approaches this same limit as y approaches zero. Let Define the trend vector f' A k(to)+bc = - 1 1 2I'A|2 define <6 ~2~~2 ~z where <-,-> denotes the dot product. Theorem 3 is somewhat analogous to Theorem 1. .at=-er than exact matching of the trend and the actual trajectory at a selected point in time, we now have .= 1 = il | {!:!l|- defines 2 } 2 (21) )|| _Inx- l'(K )-H(K K 1 -_ -° -= -- 2 < P- 1 near matching with a fractional error which can be made arbitrarily small. The corollary states that the angle bert-een the vector directions A and A' can be made ar.it-arily small by sufficiently slow adaptation. Theorem 3 treats the error at a specific point in t-re. For the intermediate points, we have the following: (23) (24) -o t 1 eft t +T] 1 o o 2 V {v: vER n lvil < 1} 2K' = {K :i +z v~K, vev} -S Theorem 4: (22) 2 - -a 2- 2' (25) (26) - Given a choice of a p-norm, there exists a constant C such that The bounds z1 small y, and z2 are known to exist for sufficiently and in fact approach zero as y approaches zero. Condition 2: The proof is simple and is left to the reader. r(t) is sufficient for local stability of tne adaptive controller if there exists a S >0 and an x such that 31 1s words must now be said about the practical application of these conditions, lest the reader be mislead as to the present state of our research. Testing of condition 1 for stability in the limit _ , + Partial oroof: f231 - (~7:-o) 6, (27) - (27) in the The use of K' rather than K S - ) = o (28) -o k(t +T) = k = k +6 (to+T) = - = k + k =t = (29) (29) + A' (30) if condition 2 is satisfied, then ' ~' tI i - fi- P z (31) 2 Thus i- <1 I-iz -R{-xI FL Equilibri= points R_ are - (37) = S condition is a subtlety that shall not be discussed here. enot k(t is currently feasible. defined by A few 11!3 -{ Since FL( ,r) is continuous, one can check for local stability of an equilibrium point through linearization. Testing of conditions 2 and 3 is not feasible without further research. Computation of the bounds z 2' and z3 is not currently possible. The theorems contained herein guarantee that any desired value for any of these bounds can be achieved through the use of some sufficiently small y, but the value of y required is not clear due to the nature of the proofs. The stabilization technique employed in [8] involves selection of a reference input which is sufficient for stability in the limit as y approaches zero, followed by an arbitrary selection of a "small" value for y. Simulations indicate that 1) thi-s process is often 2 < z1 + p -z1 = p Therefore e3 m=0,1,2,... ; -n- m and 3, is a locally stable region for 2(t). 2(32) very overconservative, and 2) the meaning of "small" changes substantially with different plants, models, and excitations. Tight bounds on zl, z, z3 as a 2 1 function of these different elements shows promise of allowing the use of much a larger y (hence faster adap(33) tation) with confidence. Completicn D. Trend Analysis Results D. Trend Analysis Results that equathat equaThe trend analysis technique constitutes an analytother sysic quantification of the relationship between parameter of the proof would involve a demonstration thewould proofinvolve a demonstration tion (33) and 6Ks implies boundedness of tem signals. emn signals. 1ondition 2 requires that n effect, condition 2 requires that F ' ...... inward arou.nd the boundary of a region, and nward ound the boundary xco of a region, and ~of ~ be oriented be oriented that this tgat this inward orientation exceed the error bound using a ?ar_-icular standard of measurement. Condition 3 to follow has a similar interpretation but employs a diflraent star.dard of measurement. For any positive p <P , define For Positive P3 P, define 1 '3 {i|2x = fI < } (34) 3 ~3 2---3342 (35) i, ij~c-xI I <+pCzr: 2 2+3 z =max 3=saxI -0o 1 -- m-o arccos -t~'(~ ,r),A~k ,r)> ) ---- *k ,r) fco 1 -o0° i 2 Ii(k ,r) -oo _- | 2 (36) -hat is '' . z r'3 is an upper bound on the angle between L' -- and A for all :~ in exists; arccos Determination of such an excitation is simplified by an empirically observed property of Lhe matrix (_,r). A and b vary relatively slowly neighborhood of an equilibrium point k by considering the FL resulting from 3: (k ,r)k' + k' = (t o (x--o ),A'(-O arcc _o (x-i7-s t it ) dc ~ 2 -I ° 2 where -93 denotes the complement of 3 3 = requirement that all the eigenvalues of A (_ ,r) -dc ' in the open left half plane in the oen left half con- -1 lie ane. We can place further requirements on A which enters (38) Hence we have, as a minimal condition for asymptotic iu i the the stability in the limit of an ecuilibrium point 90- z3 -3 voreovser any trajectory of i(t) verges to 54' are revealed the re-defined trend 3 K' and _15X s for all k oS1 n 1 '3' Given r, with i, such that the properties of F (X,r, ) in some r(t) is sufficient for local stability of the adaptive controller if there exists P P3 and a, x such that 0<P < I The excitation should be chosen to provide stability in the limit (condition 1), and allow wide margins for the errors with the unknown bounds z1 , z2 , and z3 . For a sufficiently small Y, z3 1. as y approaches zero, z3 approaches zero. Condition convergence and the spectral components of the excitai iton. As such it has provided new nfo.mat:on and insights into the stability of model reference adaptive shall e stated control systems. Some of these results shall be stated here witchout derivation. Though the stability problems of adaptive controllers has been well publicized recently, it is worth emphasizing that the trend analysis provides analytic verification of the potential instability of MRAC's. It also provides verification of a potential stability of the controllers and a means of obtaining stability without a modification of the basic algorithm. One can determine a periodic excitation which is capable of stabilizing the system, and add this excitation to the command input. (and hence indirectly on r(t)) to allow a margin for errors of the type appearing in conditions 2 and 3. For example, a large margin for z3 of equation (36) would be provided by an A. which gives a small value ain te (large provides a tool for designing a remedy to the stability negative to z , where direction) 4 problem through the filtering of the command input and the addition of a persistent excitation to the command. x A. x (39) T xx For the case of two adjustable parameters, the smallest values of Z4 are obtained by choice of a command with z - max 4 max IV. For several promising adaptive algorit-hms, in the absence of u.nodeled dynamics and output disturbances, weak richness conditions on the excitation guarantee convergence of th-e adaptive controller parameter error conveencef e adative cntoller aameer eror to zero. Under more realistic assumptions, convergence to zero frequency content concentrated near the model bandwi Spectral components of the command above a threshold frequency to ncrease serve z . Acting alone these to zero parameter error must be given up. T 4 high frequency components yield an A. with positive eigenvalues. The threshold frequency wT is the frequency at which Tl(ju) has a phase of 900 (see equation (8)). This has an interesting correspondence to the strictly positive real requirement placed on T (s) in nominal-system stability proofs [1]. Under the mild assumption that the designer knows 1) an upper bound on the magnitude of the open loop unmodeled dynamics as a function of frequency, and 2) bounds on the low frequency plant parameters (modeled uncertainty as opposed to unmodeled dynamics), -he designer can determine a lower bound on _T. Thus, the designer can determine a priori a low frequency band in which command energy is guaranteed to aid in parameter identification and stability of the adaptive controller. This is useful in determining the desired frequency content of a dither signal added to the command to maintain stability, and also suggests the desirability of prefiltering the command input to remove high frequency content. The amplitude of low frequency command required to maintain stability is largely a function of the spectr-=n of the output disturbance. Through algebraic manipulation, the effect of the output disturbance can be entirely contained in b . Thus an output distur- REFERENCES [1] [2] [3] [4] [5] after leaving K . s The frequency content of the disturbance is not a critical issue except for the fact that disturbance rejection varies with frequency. If unopposed by proper command-generated excitation, output disturbance at any frecuencyv contributes to a drift in the parameter error such that the loop gain increases without bound. For a given output disturbance, a sufficiently large low frequency reference input will give the systern described by equation (19) a stable equilibrium point in K . That is, local stability in the limit as y approaches zero will be achieved. Given a sinusoidal reference of a specified low frequency, the designer can conservatively determine an amplitude sufficient to guarantee stability of the system using the following -information: 1) bounds on the low frequency plant parameters, 2) the classical (gain margin) robustness constraint, and 3) the model choice. In summary, one can state that the trend analysis reveals the need for a different perspective on "sufficient richness of excitation" than that present in [51 and [6]. When unmodeled dynamics are considered, the frequency of excitation becomes an issue. The presence of output disturbances at any frequency creates amplitude constraints on the excitation. More than just highlighting these issues, the trend analysis K. Narendra and L. Valavani, "Stable Adaptive Controller Design-Direct Control," IEEE Trans. on Auto. Control, Vol. AC-23, August 1978, pp. 570-583. K. Narendra, Y. Lin, and L. Valavani, "Stable Adaptive Controller Design, Part II: Proof of Stability," IEEE Trans. on Auto. Control, Vol. AC-25, June 1980, pp. 440-448. S. Morse, "Global Stability of Parameter-Adaptive Control Systems," TEEE Trans. on Auto. Control, Vol. AC-25, June 1980, pp. 433-439. C. Rohrs, "Adaptive Control in the Presence of Unmodeled Dynamics," Ph.D. Thesis, M.I.T., September 1982. A.P. Morgan and K.S. Narendra, "On the Stability of Nonautonomous Differential Equations d/dt(x)=[A+B(t)lx, with Skew Syrmetric Matrix B(t)," SIAM Journal of Control and Optimization, Vol. 15, N. 1, Janiay 1977, np. 163-176. B.D.O. Anderson, "Exponential Stability of Linear ua s Arising in Adaptive Identification" IEEE Trans. on Auto. Control, Vol. AC-22, Feb. and beyond, where tine trend is not defined. In this situation we typically see the parameter error vector follow its predicted trend while in K , and then rapidly progress toward infinity shortly To achieve the weaker goal of stability and bounded parameter error without a modification of the algorithm, one must impose stronger conditions on the excitation. One can develop such conditions through the approximate analysis technique sketched in this paper. Valuable insights have resulted as to the type and size of excitation required. Further research is required to enhance the usefulness of the new richness conditions. bar.ce shifts the equilibrium point of the parameter error vector without seriously affecting the local error vector seriously wiout afecting te6] stability or instability of the equilibrium point. The danger is that the equilibrium point may be shifted to the edge of K CONCLUSIONS 1977, pp. 83-88. [ 7] £8] [9] [10] J. Dovle and G. Stein, "Multivariable Feedback Design: Concepts for a Classical/Modern Synthesis", IEEE Tran.s. on Auto. Control, Vol. AC-26, Feb. 1981, Dp. 4-16. J.M. Krause, "Adaptive Control in the Presence of High Frequency Modelling Errors," S.M. Thesis, MIT, May 1983. C.E. Rohrs, L. Valavani, M. Athans, and G. Stein, "Robustness of Adaptive Control Algorithms in the Presence of Unmodeled Dynamics," Proc. 21st I-=~ Conf. on Decision and Control, Orlando, Fla. Dec. 1982, pp. 3-11. C.E. Rohrs, L. Valavani, M. Athans and G. Stein, "Robustness of Continuous-Time Adaptive Control Algorilthms in the Presence of Unmodeled Dynamic," Paper LIDS-P-1302, MIT, Cambridge, Mass. April 1983 (submitted to IEEE Trans. on Auto. Control).