doc_disturbance_rejection_kang

Syntax

Description

This function is used to compute the new measure representing degree of controllability for disturbance rejection.

For the following LTI system

x˙=Ax(t)+Bu(t)+Dw(t)

where w(t) is the disturbance vector. The disturbance is assumed to be Gaussian white noise with the known correlation function. Its Covariance matrix is Sw.

A new measure representing degree of controllability for disturbance rejection in presented in [1].

The controllability Grammian of the system can be calculated by solving the following differential equation:

W˙(t)=AW(t)+W(t)A+BB

Similarly, the disturbance-sensitivity Grammian satisfies the following differential equation:

Σ˙(t)=AΣ(t)+Σ(t)A+DSwD

Then,

ρ=tr{W(T)1Σ(T)}

To eliminate this dependency of the measure on T, consider steady-state solutions of Eqs. (5) and (6), satisfying Eqs. (16) and (17) in [1] for asymptotically stable systems:

AW¯+W¯A+BB=0AΣ¯+Σ¯A+DSωD=0

Then

ρ=tr{W¯1Σ¯}

Details of the proof and other details can be found in the original literature.

Examples

Input Arguments

A —— System transition matrix of the state-space model of an LTI system, specified as an n-by-n square matrix.


B —— Input coefficient matrix of the state-space model of an LIT system, specified as an n-by-r matrix.


D —— Disturbance matrix, specified as an n-by-l matrix.


Sw —— Covariance matrix of disturbance vectors, specified as an l-by-l square matrix.

Properties of Arguments

Name of the parametersIs optional?Source, dialog or input port?
ANoInput port
BNoInput port
DNoInput port
SwNoInput port

References

[1] O. Kang, Y. Park, Y. S. Park, M. Suh, "New measure representing degree of controllability for disturbance rejection," Journal of Guidance, Control, and Dynamics, vol. 32, no. 5, pp. 1658-1661, 2009. DOI: 10.2514/1.43864.