This book provides an introduction to the mathematics needed to model, analyze, and design feedback systems. It is an ideal textbook for undergraduate and graduate students, and is indispensable for researchers seeking a self-contained reference on control theory. Unlike most books on the subject, Feedback Systems develops transfer functions through the exponential response of a system, and is accessible across a range of disciplines that utilize feedback in physical, biological, information, and economic systems.
Karl Åström and Richard Murray use techniques from physics, computer science, and operations research to introduce control-oriented modeling. They begin with state space tools for analysis and design, including stability of solutions, Lyapunov functions, reachability, state feedback observability, and estimators. The matrix exponential plays a central role in the analysis of linear control systems, allowing a concise development of many of the key concepts for this class of models. Åström and Murray then develop and explain tools in the frequency domain, including transfer functions, Nyquist analysis, PID control, frequency domain design, and robustness. They provide exercises at the end of every chapter, and an accompanying electronic solutions manual is available. Feedback Systems is a complete one-volume resource for students and researchers in mathematics, engineering, and the sciences.
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Karl Johan Åström is professor of automatic control at the Lund Institute of Technology in Sweden. His books include Adaptive Control. Richard M. Murray is professor of control and dynamical systems at the California Institute of Technology. He is the coauthor of A Mathematical Introduction to Robotic Manipulation.
"This book is a significant contribution. It provides an accessible treatment for a wide audience who would otherwise have to labor through difficult mathematical or engineering treatments. The only prerequisite is a basic understanding of differential equations and linear algebra."--Brian Ingalls, University of Waterloo
"A very useful addition to the literature on the basic principles and theory of feedback systems. This is a unique and excellent book. I believe it will appeal to a broad audience."--Elling W. Jacobsen, Royal Institute of Technology, Stockholm
"This book is a significant contribution. It provides an accessible treatment for a wide audience who would otherwise have to labor through difficult mathematical or engineering treatments. The only prerequisite is a basic understanding of differential equations and linear algebra."--Brian Ingalls, University of Waterloo
"A very useful addition to the literature on the basic principles and theory of feedback systems. This is a unique and excellent book. I believe it will appeal to a broad audience."--Elling W. Jacobsen, Royal Institute of Technology, Stockholm
Feedback is a central feature of life. The process of feedback governs how we grow, respond to stress and challenge, and regulate factors such as body temperature, blood pressure and cholesterol level. The mechanisms operate at every level, from the interaction of proteins in cells to the interaction of organisms in complex ecologies. M. B. Hoagland and B. Dodson, The Way Life Works, 1995 [99].
In this chapter we provide an introduction to the basic concept of feedback and the related engineering discipline of control. We focus on both historical and current examples, with the intention of providing the context for current tools in feedback and control. Much of the material in this chapter is adapted from, and the authors gratefully acknowledge the contributions of Roger Brockett and Gunter Stein to portions of this chapter.
1.1 What Is Feedback?
A dynamical system is a system whose behavior changes over time, often in response to external stimulation or forcing. The term feedback refers to a situation in which two (or more) dynamical systems are connected together such that each system influences the other and their dynamics are thus strongly coupled. Simple causal reasoning about a feedback system is difficult because the first system influences the second and the second system influences the first, leading to a circular argument. This makes reasoning based on cause and effect tricky, and it is necessary to analyze the system as a whole. A consequence of this is that the behavior of feedback systems is often counterintuitive, and it is therefore necessary to resort to formal methods to understand them.
Figure 1.1 illustrates in block diagram form the idea of feedback. We often use the terms open loop and closed loop when referring to such systems. A system is said to be a closed loop system if the systems are interconnected in a cycle, as shown in Figure 1.1a. If we break the interconnection, we refer to the configuration as an open loop system, as shown in Figure 1.1b.
As the quote at the beginning of this chapter illustrates, a major source of examples of feedback systems is biology. Biological systems make use of feedback in an extraordinary number of ways, on scales ranging from molecules to cells to organisms to ecosystems. One example is the regulation of glucose in the bloodstream through the production of insulin and glucagon by the pancreas. The body attempts to maintain a constant concentration of glucose, which is used by the body's cells to produce energy. When glucose levels rise (after eating a meal, for example), the hormone insulin is released and causes the body to store excess glucose in the liver. When glucose levels are low, the pancreas secretes the hormone glucagon, which has the opposite effect. Referring to Figure 1.1, we can view the liver as system 1 and the pancreas as system 2. The output from the liver is the glucose concentration in the blood, and the output from the pancreas is the amount of insulin or glucagon produced. The interplay between insulin and glucagon secretions throughout the day helps to keep the blood-glucose concentration constant, at about 90 mg per 100 mL of blood.
An early engineering example of a feedback system is a centrifugal governor, in which the shaft of a steam engine is connected to a flyball mechanism that is itself connected to the throttle of the steam engine, as illustrated in Figure 1.2. The system is designed so that as the speed of the engine increases (perhaps because of a lessening of the load on the engine), the flyballs spread apart and a linkage causes the throttle on the steam engine to be closed. This in turn slows down the engine, which causes the flyballs to come back together. We can model this system as a closed loop system by taking system 1 as the steam engine and system 2 as the governor.
When properly designed, the flyball governor maintains a constant speed of the engine, roughly independent of the loading conditions. The centrifugal governor was an enabler of the successful Watt steam engine, which fueled the industrial revolution.
Feedback has many interesting properties that can be exploited in designing systems. As in the case of glucose regulation or the flyball governor, feedback can make a system resilient toward external influences. It can also be used to create linear behavior out of nonlinear components, a common approach in electronics. More generally, feedback allows a system to be insensitive both to external disturbances and to variations in its individual elements.
Feedback has potential disadvantages as well. It can create dynamic instabilities in a system, causing oscillations or even runaway behavior. Another drawback, especially in engineering systems, is that feedback can introduce unwanted sensor noise into the system, requiring careful filtering of signals. It is for these reasons that a substantial portion of the study of feedback systems is devoted to developing an understanding of dynamics and a mastery of techniques in dynamical systems.
Feedback systems are ubiquitous in both natural and engineered systems. Control systems maintain the environment, lighting and power in our buildings and factories; they regulate the operation of our cars, consumer electronics and manufacturing processes; they enable our transportation and communications systems; and they are critical elements in our military and space systems. For the most part they are hidden from view, buried within the code of embedded microprocessors, executing their functions accurately and reliably. Feedback has also made it possible to increase dramatically the precision of instruments such as atomic force microscopes (AFMs) and telescopes.
In nature, homeostasis in biological systems maintains thermal, chemical and biological conditions through feedback. At the other end of the size scale, global climate dynamics depend on the feedback interactions between the atmosphere, the oceans, the land and the sun. Ecosystems are filled with examples of feedback due to the complex interactions between animal and plant life. Even the dynamics of economies are based on the feedback between individuals and corporations through markets and the exchange of goods and services.
1.2 What Is Control?
The term control has many meanings and often varies between communities. In this book, we define control to be the use of algorithms and feedback in engineered systems. Thus, control includes such examples as feedback loops in electronic amplifiers, setpoint controllers in chemical and materials processing, "fly-by-wire" systems on aircraft and even router protocols that control traffic flow on the Internet. Emerging applications include high-confidence software systems, autonomous vehicles and robots, real-time resource management systems and biologically engineered systems. At its core, control is an information science and includes the use of information in both analog and digital representations.
A modern controller senses the operation of a system, compares it against the desired behavior, computes corrective actions based on a model of the system's response to external inputs and actuates the system to effect the desired change. This basic feedback loop of...
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