Università di Siena Clearance of flight control laws using optimization Andrea Garulli Dipartimento di Ingegneria dell’Informazione, Università di Siena garulli@dii.unisi.it Scuola Nazionale di Dottorato SIDRA Bertinoro – 20 Luglio 2012 Università di Siena 1 Scope of the presentation What this talk is about: ⇒ A control engineering perspective on the validation of flight control systems Basic assumptions (inputs from industry): Flight control system designed Models available Criteria defined Bertinoro – 20 Luglio 2012 Università di Siena 2 Main references Springer LNCIS vol. 283 Springer LNCIS vol. 416 Bertinoro – 20 Luglio 2012 Università di Siena 3 EU Projects • GARTEUR: Group for the Aeronautical Research and Technology in Europe: Flight Mechanics Action Group 11 (1999-2002) 19 partners benchmark: military aircraft • COFCLUO: Clearance Of Flight Control Laws Using Optimization (2007-2010) 6 partners benchmark: civil aircraft (models provided by Airbus) Bertinoro – 20 Luglio 2012 Università di Siena 4 Outline • Current practice • Models • Criteria • Worst case search • Robustness analysis • Two case studies Aeroelastic stability Comfort analysis wrt wind turbulence Bertinoro – 20 Luglio 2012 Università di Siena 5 Clearance of flight control laws Clearance of flight control laws (CFCL) Before an aircraft can be tested in flight, it has to be proven to the authorities that the flight control system is safe and reliable, and has the desired performance under all possible operational conditions, and in the presence of failures. State of the art: CFCL is a key issue in terms of time and costs Baseline solution in industry mainly relies on brute force simulation in a huge number of flight points Bertinoro – 20 Luglio 2012 Università di Siena 6 Baseline solution courtesy of Airbus Bertinoro – 20 Luglio 2012 Università di Siena 7 Industrial objective Bertinoro – 20 Luglio 2012 Università di Siena 8 CFCL using optimization The use of optimization techniques in CFCL is still a research topic (difficult to change standards in aerospace industry) Objectives: Worst case detection: detect worst cases faster and/or more reliably than using Monte Carlo based techniques Robustness analysis: give guarantees for whole regions of flight envelope to be cleared Bertinoro – 20 Luglio 2012 Università di Siena 9 Modeling Main problem in optimization-based CFCL is the construction of an appropriate model for the considered criterion ⇒ Trade-off between accuracy and complexity Two main family of models: Nonlinear Differential Equation (NDE) models of closed-loop aircraft dynamics used for worst-case detection Linear Fractional Representation (LFR) models, including rigid and flexible modes, for clearing whole regions Bertinoro – 20 Luglio 2012 Università di Siena 10 NDE model for rigid aircraft Pilot and wind inputs Actuators: position and rate saturations Flight mechanics: quaternions, neural network models of aerodynamic coefficients Sensors: main filters and delays Flight control law: full system including protections Bertinoro – 20 Luglio 2012 Università di Siena 11 NDE model for flexible aircraft Pilot and wind inputs Actuators and sensors Integral model: coupling of structural model and aerodynamic loads Kernel part of the control laws (without protections): roughly linear but scheduled Bertinoro – 20 Luglio 2012 Università di Siena 12 Clearance criteria for rigid aircraft Examples: Unpiloted aircraft stability Manoeuvrability requirements in the peripheral flight domain Flight domain protections Conditions: For any initial flight conditions within the flight envelope For any pilot inputs For any wind perturbations within the certified set Assuming uncertainties on aerodynamic coefficients Bertinoro – 20 Luglio 2012 Università di Siena 13 Clearance criteria for flexible aircraft Examples: Aeroelastic stability: Eigenvalues stability Gain margin Phase margins Comfort in turbulence: kTwind→acc (s)k2 ≤ c̄ Bertinoro – 20 Luglio 2012 Università di Siena 14 Worst case detection c(p, F C): clearance criterion p: uncertain parameters F C: flight conditions c0 : limiting acceptable value of criterion min c(p, F C) − c0 p∈P Proposed solutions (nonlinear programming): Differentia evolution Genetic algorithms Evolution strategies Particle swarm optimization ... Bertinoro – 20 Luglio 2012 Università di Siena 15 Example: worst case pilot input Search over all possible pilot inputs (parameterized) Search over the whole flight domain (balance, weight, mass, height) Optimization over 27 parameters Use global search algorithms Parallelization Bertinoro – 20 Luglio 2012 Università di Siena 16 Example: worst case pilot input Bertinoro – 20 Luglio 2012 Università di Siena 17 Comparison with baseline (Monte Carlo) Optimization is usually better at finding worst cases (higher probability) Monte Carlo also gives info about fault probability Bertinoro – 20 Luglio 2012 Università di Siena 18 LFR models for robustness analysis y r ⇒ q M (s) p ∆(θ) M (s): closed loop aeroelastic model ∆(θ): parametric uncertainty block Steps: 1. Generation of consistent linear models on a parameter grid 2. Polynomial interpolation and LFR modeling 3. LFR model reduction Bertinoro – 20 Luglio 2012 Università di Siena 19 Two case studies Techniques for clearing entire regions of the flight envelope: 1) robust aeroelastic stability (Lyapunov-based analysis) 2) comfort criterion (robust H2 analysis) Bertinoro – 20 Luglio 2012 Università di Siena 20 Robust aeroelastic stability The largest real part of the closed-loop eigenvalues has to be negative, for all possible values taken by the uncertain parameters (aircraft mass configuration) and the trimmed flight variables (Mach number and calibrated air speed) Techniques adopted: Lyapunov-based analysis µ analysis IQCs Bertinoro – 20 Luglio 2012 Università di Siena 21 Robust stability of LFR uncertainty models Consider the LFR system Σ: −1 ẋ(t) = A(θ)x(t) = A + B∆(θ)(I − D∆(θ)) C x(t) where ∆(θ) = diag(θ1 Is1 , . . . , θnθ Isnθ ) An equivalent representation of Σ is given by: ẋ = Ax + Bq Σ: p = Cx + Dq , q = ∆(θ)p where x ∈ Rn , q, p ∈ Rd and d = Assumptions: Pn θ i=1 si . θ ∈ Θ = [θ1 , θ1 ] × · · · × [θnθ , θnθ ] with 2nθ vertices Ver[Θ] θ̇(t) = 0 (time-invariant uncertainty) Bertinoro – 20 Luglio 2012 Università di Siena 22 System Σ is said to be: Quadratically stable, if there exists a common quadratic Lyapunov Function (LF) V (x) = xT P x, for all matrices A(θ), θ ∈ Θ Robustly stable, if A(θ) is Hurwitz, for all θ ∈ Θ. Known facts: quadratic stability implies robust stability, while the converse is not true quadratic stability is a sufficient condition for global exponential stability of the equilibrium x = 0 also for time-varying parameters θi (t) parameter-dependent and/or polynomial LFs provide less conservative sufficient conditions for robust stability Bertinoro – 20 Luglio 2012 Università di Siena 23 Convex relaxations A number of Lyapunov based sufficient conditions for robust stability of LFR systems have been formulated as SemiDefinite Programs (SDPs), which are a special class of convex optimization problems Classic example: Linear Matrix Inequalities (LMIs) Given symmetric matrices Fi = FiT , i = 0, , . . . , m, check if there exists x ∈ Rm such that m X xi Fi > 0 F0 + i=1 Bertinoro – 20 Luglio 2012 Università di Siena 24 Methods based on quadratic parameter-dependent LFs Three examples: Dettori & Scherer (2000) Fu & Dasgupta (2001) Wang & Balakrishnan (2002) Possible alternative: methods based on polynomial LFs suitable for problems of moderate size usually much less conservative Bertinoro – 20 Luglio 2012 Università di Siena 25 [Dettori & Scherer ’00] If there exist: a symmetric Lyapunov matrix P (θ) ∈ Rn×n , multiaffine in θ two matrices S0 , S1 ∈ Rd×d such that ∀θ ∈ Ver[Θ] P (θ) > 0 T 0 I A B 0 I C D where W (θ) = 0 P (θ) P (θ) 0 S1 + 0 0 S1T −S0T − ∆(θ)S1T then the system Σ is robustly stable. I 0 A 0 0 W (θ) C 0 B < 0, I D −S0 − S1 ∆(θ) S0T ∆(θ) + ∆(θ)S0 , Bertinoro – 20 Luglio 2012 Università di Siena 26 Remarks: • multiaffine LF V (x; θ) = xT P0 + nθ X θ j Pj + j=1 nθ nθ X X θi θj Pij + · · · i=1 j=i+1 ! x • parameter-dependent multiplier W (θ), parameterized by S0 , S1 • 2nθ LMIs of dimension (n + d), 2nθ LMIs of dimension n • 2d2 + 2nθ n(n + 1) free variables 2 Bertinoro – 20 Luglio 2012 Università di Siena 27 [Fu & Dasgupta ’01] Let Ti = blockdiag(0s1 , . . . , 0si−1 , Isi , 0si+1 , . . . , 0snθ ), Ci = Ti C, Di = Ti D for i = 1, . . . , nθ , and D0 = −I. If there exist 2nθ + 2 matrices Cµ,i ∈ Rd×n , Dµ,i ∈ Rd×d , i = 0, . . . , nθ , s.t. # # " " h i h i T T Cµ,i Ci ≤ 0, i = 1, . . . , nθ + Ci Di Cµ,i Dµ,i T T Dµ,i Di and a symmetric P (θ) ∈ Rn×n , multiaffine in θ, such that ∀θ ∈ Ver[Θ] (θ) > 0 P AT (θ)P (θ) + P (θ)A(θ) where Π(θ) = ΠT (θ) P (θ)BD−1 (θ) Π(θ) − Dµ − CµT (θ) C(θ) = ∆(θ)C, Cµ (θ) = Cµ,0 + (θ)D−1 (θ) + T (θ) D−T (θ)Dµ T (θ) C T (θ)D−T (θ)Dµ < 0, D(θ) = ∆(θ)D − I, Pnθ Pnθ + i=1 θi Cµ,i , Dµ (θ) = Dµ,0 + i=1 θi Dµ,i then the system Σ is robustly stable. Bertinoro – 20 Luglio 2012 Università di Siena 28 Remarks: • multiaffine LF • parameter-dependent multipliers Cµ (θ) and Dµ (θ), parameterized by Cµ,i , Dµ,i , i = 0, . . . , nθ • nθ + 2nθ LMIs of dimension (n + d), 2nθ LMIs of dimension n • (nθ + 1)(nd + d2 ) + 2nθ n(n + 1) free variables 2 Bertinoro – 20 Luglio 2012 Università di Siena 29 [Wang & Balakrishnan ’02] If there exist: nθ + 1 symmetric matrices Q0 , . . . , Qnθ ∈ Rn×n a symmetric scaling matrix N ∈ Rd×d such that, ∀θ ∈ Ver[Θ], N >0 Q(θ) = Q0 + Pnθ θj Qj > 0 j=1 AQ(θ) + Q(θ)AT + B∆(θ)N ∆(θ)B T T T T Q(θ)C + B∆(θ)N ∆(θ)D then the system Σ is robustly stable. Q(θ)C T + B∆(θ)N ∆(θ)DT <0 T −N + D∆(θ)N ∆(θ)D Bertinoro – 20 Luglio 2012 Università di Siena 30 Remarks: • candidate LF nθ T V (x) = x Q0 + X j=1 θj Qj !−1 x • 2nθ LMIs of dimension (n + d), 2nθ LMIs of dimension n, 1 LMI of dimension d d(d + 1) n(n + 1) + (nθ + 1) free variables 2 2 • easily extended to slowly time-varying parameters • • generalized to polynomial Lyapunov functions [Chesi et al., ’04] Bertinoro – 20 Luglio 2012 Università di Siena 31 Dealing with complexity The considered methods are generally computationally unfeasible for the clearance problems at hand ⇒ Find appropriate relaxations (trade off conservatism and computational burden) ⇒ Divide into simpler problems (partition the uncertainty domain) Strong industrial requirement: easy-to-use tools Bertinoro – 20 Luglio 2012 Università di Siena 32 Relaxations • Lyapunov function: multiaffine (mapdlf), affine (apdlf), constant (clf) • Multipliers: affine, constant, diagonal • Scalings: constant, diagonal Relaxation Characteristics FD-cµ FD method with constant multipliers Cµ,0 , Dµ,0 FD-cdµ FD method with constant diagonal multipliers Cµ,0 , Dµ,0 DS-dS DS method with diagonal multipliers S0 , S1 WB-dN WB method with diagonal scaling matrix N Bertinoro – 20 Luglio 2012 Università di Siena 33 Progressive tiling LTI uncertainty: partition the uncertainty domain into rectangular tiles, then test robustness in each tile Algorithm: 1) start with an hyperbox containing the entire uncertainty domain Θ if cleared then: done! if not 2) reduce the size of the uncleared tiles (by bisecting each side) 3) repeat until every tile is cleared or minimum tile size is reached Remark: for each tile the LFR is re-parameterized. Bertinoro – 20 Luglio 2012 Università di Siena 34 Adaptive tiling Idea: combine progressive tiling approach with an adaptive choice of the relaxation (different Lyapunov function or multiplier) Rationale: use conservative but fast methods first, then switch to more powerful and computationally demanding ones only for the uncleared tiles Tested on clearance problems: adaptation on the Lyapunov function constant → affine → multiaffine Bertinoro – 20 Luglio 2012 Università di Siena 35 Gridding Before attempting to clear a tile, the tile is gridded and stability of models on the grid is checked If at least one model on the grid is unstable, the tile is skipped and temporarily marked as unstable (portions of the tile can be later cleared, as partitioning proceeds) Three types of tiles when max number of partitions is reached: Cleared Unstable (contain unstable models found by gridding) Unknown (not cleared and no unstable models) Bertinoro – 20 Luglio 2012 Università di Siena 36 Software and GUI All techniques implemented in MATLAB using: LFR toolbox YALMIP SDPT3 A Graphical User Interface (GUI) developed to set up clearance problems and display results Bertinoro – 20 Luglio 2012 Università di Siena 37 Bertinoro – 20 Luglio 2012 Università di Siena 38 Example of GUI output (Ma,Vc) 1 0.8 0.6 0.4 Vc 0.2 0 −0.2 −0.4 −0.6 −0.8 −1 −1 −0.8 −0.6 −0.4 −0.2 0 Ma 0.2 0.4 0.6 0.8 1 Green tiles: cleared Red tiles: unstable (contain unstable models found by gridding) White tiles: unknown (not cleared and no unstable models) Bertinoro – 20 Luglio 2012 Università di Siena 39 Main GUI features Inputs: model selection choice of methods, relaxations and tiling options restriction to polytopic flight envelopes shifted stability (for slowly divergent modes) Outputs: 2D plots of cleared, unstable and unknown regions number of optimization problems solved and elapsed time rates of cleared, unstable and unknown domain clearance rate: ratio between cleared region and “clearable” domain (tiles that do not contain unstable models found by gridding). Bertinoro – 20 Luglio 2012 Università di Siena 40 New version available A new version of the GUI is available at: www.dii.unisi.it/∼garulli/lfr rai/ ... try it! (any feedback is welcome) Bertinoro – 20 Luglio 2012 Università di Siena 41 Closed-loop integral longitudinal models Uncertain parameters and trim flight variables Symbol Description C central tank O outer tank P payload X center of gravity M Mach number V calibrated air speed Nominal value 0.5 0 0.5 0 0.86 310 kt Bertinoro – 20 Luglio 2012 Università di Siena 42 LFR models for aeroelastic stability Models representative of closed-loop aeroelastic longitudinal dynamics in frequency range [0,15] rad/sec. Model n d θ1 , s1 θ2 , s2 θ3 , s3 θ4 , s4 C 20 16 C, 16 − − − CX 20 18 C, 14 − − X, 4 OC 20 50 C, 26 O, 24 − − OCX 20 50 C, 24 O, 22 − X, 4 POC 20 79 C, 42 O, 24 P , 13 − MV 20 54 M , 26 V , 28 − − Parameters not appearing in ∆ block are set to the nominal values Bertinoro – 20 Luglio 2012 Università di Siena 43 Example 1: OC and OCX models OCX model: progressive tiling OC model: progressive tiling Method (lf) Cleared NOPs Method (lf) t (h:m:s) Cleared NOPs DS (clf) 1 185 t (h:m:s) 327 : 00 : 28 DS-dS (clf) 1 73 0 : 26 : 32 DS (apdlf) 1 1 3 : 07 : 22 DS-dS (apdlf) 1 41 0 : 31 : 51 DS-dS (clf) 1 745 11 : 10 : 09 FD-cµ (clf) 1 33 2 : 55 : 30 DS-dS (apdlf) 1 265 10 : 53 : 36 FD-cµ (apdlf) 1 1 0 : 06 : 11 FD-cµ (clf) 1 185 41 : 31 : 34 FD-cdµ (clf) 1 85 0 : 22 : 00 FD-cµ (apdlf) 1 1 0 : 17 : 47 FD-cdµ (apdlf) 1 49 0 : 31 : 50 FD-cdµ (clf) 1 841 8 : 52 : 25 WB-dN 1 169 0 : 14 : 48 FD-cdµ (apdlf) 1 385 13 : 34 : 34 WB-dN 1 2129 4 : 34 : 12 Cleared: rate of uncertainty domain cleared NOPs: number of LMI tests performed Bertinoro – 20 Luglio 2012 Università di Siena 44 Example 2: MV model MV model: progressive tiling Time Time/OP (h:m:s) (h:m:s) 1030 24 : 35 : 25 0 : 01 : 25 0.9875 1282 12 : 32 : 13 0 : 00 : 35 1 174 30 : 09 : 45 0 : 10 : 24 FD-cµ (clf) 0.9993 218 34 : 00 : 29 0 : 09 : 21 FD-cdµ (apdlf) 0.9921 1202 20 : 59 : 54 0 : 01 : 02 FD-cdµ (clf) 0.9895 1346 8 : 28 : 02 0 : 00 : 22 Method Rate NOPs DS-dS (apdlf) 0.9931 DS-dS (clf) FD-cµ (apdlf) Rate: clearance rate (cleared / clearable) Bertinoro – 20 Luglio 2012 Università di Siena 45 (Ma,Vc) 1 0.8 0.8 0.6 0.6 0.4 0.4 0.2 0.2 Vc Vc (Ma,Vc) 1 0 0 −0.2 −0.2 −0.4 −0.4 −0.6 −0.6 −0.8 −0.8 −1 −1 −0.5 0 Ma DS-ds with clf 0.5 1 −1 −1 −0.5 0 Ma 0.5 1 DS-ds with apdlf Bertinoro – 20 Luglio 2012 Università di Siena 46 (Ma,Vc) 1 0.8 0.8 0.6 0.6 0.4 0.4 0.2 0.2 Vc Vc (Ma,Vc) 1 0 0 −0.2 −0.2 −0.4 −0.4 −0.6 −0.6 −0.8 −0.8 −1 −1 −0.5 0 Ma FD-cµ with clf 0.5 1 −1 −1 −0.5 0 Ma 0.5 1 FD-cµ with apdlf Bertinoro – 20 Luglio 2012 Università di Siena 47 (Ma,Vc) 1 0.8 0.8 0.6 0.6 0.4 0.4 0.2 0.2 Vc Vc (Ma,Vc) 1 0 0 −0.2 −0.2 −0.4 −0.4 −0.6 −0.6 −0.8 −0.8 −1 −1 −0.5 0 Ma FD-cdµ with clf 0.5 1 −1 −1 −0.5 0 Ma 0.5 1 FD-cdµ with apdlf Bertinoro – 20 Luglio 2012 Università di Siena 48 Comments apdlf conditions need to solve fewer optimization problems than clf ones but this reduces the computational time only if number of problems is significantly smaller (compare FD-cµ and FD-cdµ for OC and OCX) choosing structurally simpler multipliers can increase the time if the number of optimization problems grows too much (see FD with apdlf for OC and OCX) choosing the most powerful method is not always wise (or possible) difficult to pick “best” method a priori Bertinoro – 20 Luglio 2012 Università di Siena 49 Comfort analysis Joint work with Anders Hansson and Ragnar Wallin (Linköping University) Comfort index formulated as H2 performance from wind velocity to acceleration at specific points along the aircraft fuselage Need robust H2 analysis to account for uncertainty in the flight parameters Limited frequency range: – industrial practice computes comfort index on a limited freq interval – LFR models are valid only in specific freq range Bertinoro – 20 Luglio 2012 Università di Siena 50 Comfort index Jc = s 1 π Z ω |W (jω)|2 |T (jω; δ)|2 Φv (ω) dω ω Φv (ω): power spectral density of wind velocity T (jω; δ): aircraft transfer function (with uncertain parameters δ) W (jω): comfort filter ≫ Current industrial practice: gridding of the parameter space + numerical integration in desired frequency range (lower bound to worst-case comfort performance) ≫ Contribution: robust finite-frequency H2 analysis (upper bound to worst-case comfort performance) Bertinoro – 20 Luglio 2012 Università di Siena 51 Robust H2 analysis Vaste literature (Paganini, Feron, Stoorvogel, Iwasaki, Sznaier,...) Both time-domain and frequency-domain techniques Frequency-domain techniques provide an upper bound to the system frequency gains, for all frequencies ω and admissible uncertainties δ → Need tools to compute finite-frequency H2 norm Bertinoro – 20 Luglio 2012 Università di Siena 52 Finite-frequency H2 norm Given the system ẋ(t) = Ax(t) + Bw(t) z(t) = Cx(t) with transfer function G(s), the finite-frequency H2 norm is defined as Z ω̄ o n 1 2 ∗ T kG(jω)k2,ω̄ = Tr {G(jν) G(jν)} dν = Tr B Wo (ω)B 2π −ω̄ where 1 Wo (ω̄) = 2π Z ω̄ (jνI − A)−∗ C T C(jνI − A)−1 dν. −ω̄ is the finite-frequency observability Gramian Bertinoro – 20 Luglio 2012 Università di Siena 53 Finite-frequency observability Gramian The finite-frequency observability Gramian can be computed as Wo (ω̄) = L(ω̄)∗ Wo + Wo L(ω̄), where Wo is the standard observability Gramian and L(ω̄) = j ln (A + j ω̄I)(A − j ω̄I)−1 . 2π Main idea: use the above result together with standard robust H2 theory to provide an upper bound to the robust finite frequency H2 norm of a system with parametric uncertainty Bertinoro – 20 Luglio 2012 Università di Siena 54 Problem formulation LFR system: ẋ(t) = Ax(t) + Bq q(t) + Bw w(t) p(t) = Cp x(t) + Dpq q(t) z(t) = Cz x(t) + Dzq q(t) q(t) = ∆(δ)p(t) ∆(δ) = diag(δ1 Is1 , . . . , δnδ Isnδ ) ∈ ∆ := {∆(δ) : −1 ≤ δi ≤ 1} Bq Bw A M11 M12 M= = Cp Dpq 0 M21 M22 0 Cz Dzq S(M ; ∆) = M22 + M21 ∆(I − M11 ∆)−1 M12 The robust finite-frequency H2 norm of the system is defined as Z ω̄ 1 sup kS(M ; ∆)k22,ω̄ = Tr {S(M ; ∆)∗ S(M ; ∆)} dν sup 2π ∆∈∆ −ω̄ ∆∈∆ Bertinoro – 20 Luglio 2012 Università di Siena 55 Robust H2 theory The system S(M, ∆) has robust H2 norm less than γ 2 if there exist Hermitian matrices Wo , P+ , P− > 0, X > 0 (X commuting with ∆) , satisfying T T T T AP− + P− A + Bq XBq P− C + Bq XD " # <0 X 0 CP− + DXBqT DXDT − 0 I AP+ + P+ AT + Bq XBqT P+ C T + Bq XDT " # <0 (SDP ) X 0 T T CP+ + DXBq DXD − 0 I Wo I >0 I P+ − P− T Tr Bw Wo Bw < γ 2 [Paganini, ACC’97] Bertinoro – 20 Luglio 2012 Università di Siena 56 Main result Let Wo , P+ , P− , X, be the solution of (SDP ). Then, an upper bound to the robust finite-frequency H2 norm is given by o n ∗ T 2 sup kS(M ; ∆)k2,ω̄ ≤ Tr Bw (Wo L(ω̄) + L(ω̄) Wo )Bw ∆∈∆ where with j −1 L(ω̄) = ln (A + j ω̄I)(A − j ω̄I) 2π A = A + (P− C T + Bq XDT )R−1 C and R= X 0 0 I − DXDT Bertinoro – 20 Luglio 2012 Università di Siena 57 Skecth of the proof • From standard robust H2 , (SDP ) guarantees that there exists Y (jω) such that S(M, ∆)(jω)∗ S(M, ∆)(jω) ≤ Y (jω), ∀ω, ∀∆ ∈ ∆ • Y (jω) admits a spectral factorization Y = (N −1 M2 )∗ (N −1 M2 ), whose state space realization is given by A + (P− C T + Bq XDT )R−1 C Bw −1 N M2 = 1 R− 2 C 0 and Wo is its (standard) observability Gramian • The finite-frequency observability Gramian of the spectral factor N −1 M2 is given by Wo L(ω̄) + L(ω̄)∗ Wo Bertinoro – 20 Luglio 2012 Università di Siena 58 Extension to dynamic scaling Choosing constant scaling matrices X in (SDP ) leads in general to conservative upper bounds Standard robust H2 theory exploits dynamic scaling matrices of the form ∗ X(s) = Cψ (sI − Aψ )−1 I X Cψ (sI − Aψ )−1 I An upper bound to the robust finite-frequency H2 norm is obtained by solving a slightly more involved SDP Bertinoro – 20 Luglio 2012 Università di Siena 59 Numerical example A= −2.5 0.5 0 0 −1 0.5 −0.5 0 0 0 0 0 0 Cp Cz 0 −50 0 0 −5 0 0 0 Bq = 100 0 −100 1 0 0 = 0 0 0 1 0 0 0 0 0 0 0 0 0 0.25 −0.5 0 0 0 0 0 0 0 0 Dpq Dzq 0 5 Bw = 0 0 5 0 0 = 1 0 0 0 ∆(δ) = δI2 , − 1 ≤ δ ≤ 1 Exact robust H2 norm: γ 2 = 1.5311, attained for δ = 0.25 Exercise: compute the robust finite-frequency H2 norm for ω = 50 rad/s (true value: 0.8919) Bertinoro – 20 Luglio 2012 Università di Siena 60 ← ω̄ = 50 |G(jω)|2 0.8 0.6 kS(M, ∆)k22,ω̄ 1 1.5 1 0.5 0.4 0 1 0.2 4 10 0.5 2 0 0 10 0 −0.5 −2 10 0 2 10 10 ω [rad/s] Gain plots for different values of δ δ 10 −1 −2 10 ω̄ [rad/s] Finite-frequency H2 norm for different values of ω̄ and δ Bertinoro – 20 Luglio 2012 Università di Siena 61 sup∆∈∆ kS(M, ∆)k22,ω̄ nψ = 0 nψ = 1 nψ = 2 2 kG(jω)k22,ω̄ 1.5 1 ← ω̄ = 50 0.5 0 −2 10 0 2 10 10 ω̄ [rad/s] Robust finite-frequency H2 norm Bertinoro – 20 Luglio 2012 Università di Siena 62 Comparison with low-pass filtering An approximation of the robust finite-frequency H2 norm can be obtained by p̄m cascading the system with a low-pass filter F (s) = (s+ and then p̄)m computing the standard robust H2 norm of the resulting system m 0 1 2 3 4 5 nψ = 0 2.0216 1.9660 1.9652 1.9649 1.9648 1.9648 nψ = 1 1.8836 1.8254 1.8117 1.8049 1.8093 1.8073 nψ = 2 1.8482 1.8002 1.7997 1.7994 1.7993 1.7994 nψ = 3 1.8421 1.7939 1.7929 1.7930 1.7930 1.7918 Robust H2 norm for the system with low-pass filter nψ 0 1 2 3 kGk22,50 1.2631 1.2233 1.1953 1.1931 Robust finite-frequency H2 norm Bertinoro – 20 Luglio 2012 Università di Siena 63 CFCL application Model of a civil aircraft including both rigid and flexible body dynamics δ: fuel tanks level, normalized in the range [−1, 1] Resulting uncertain system (including approximated Von Karman filter modeling the wind spectrum and output filters for the specified position): LFR with 21 states and ∆ block of size 14 Model derived in the frequency range between 0 and 15 rad/s (no physical meaning outside this range) Proposed solution: robust finite-frequency H2 norm with ω̄ = 15 rad/s, computed in Np partitions of the uncertainty interval [−1, 1] (constant scaling) Bertinoro – 20 Luglio 2012 Università di Siena 64 3.5 |G(jω)|2 3 ω̄ = 15 → 2.5 2 1.5 1 0.5 0 −2 10 −1 10 0 10 1 10 2 10 3 10 ω [rad/s] Gain plots for different values of δ Bertinoro – 20 Luglio 2012 Università di Siena 65 7 gridding + integration ω̄ = 15 Np = 200 ω̄ = 15 Np = 100 ω̄ = 15 Np = 50 ω̄ = 15 Np = 20 kS(M, ∆)k22,ω̄ 6 5 4 3 2 1 0 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 δ Robust finite-frequency H2 analysis (pos. #12) Bertinoro – 20 Luglio 2012 Università di Siena 66 robust, ω̄ = +∞ gridding, ω̄ = +∞ robust, ω̄ = 15 gridding, ω̄ = 15 7 kS(M, ∆)k22,ω̄ 6 5 4 3 2 1 0 −1 −0.5 0 0.5 1 δ Robust finite-frequency H2 analysis (Np = 20, pos. #4) Bertinoro – 20 Luglio 2012 Università di Siena 67 Final remarks: Worst-case analysis Mature technique Easy to be integrated in industrial process Tools implemented for A350 clearance Need care in the choice and tuning of optimization technique Bertinoro – 20 Luglio 2012 Università di Siena 68 Final remarks: Robustness analysis Closely related to control design Has proven to reduce conservatism with reasonable computational time (competitive with gridding approach) Efficient tools available for several techniques Difficult generation of LFR models (not fully automated yet) Need to propose an integrated framework for control design and validation to make modeling cost flexible Should be extended to nonlinear stability analysis Research area at the crossroad between theory and application, with many open problems Bertinoro – 20 Luglio 2012 Università di Siena 69 Thanks! Bertinoro – 20 Luglio 2012