Documentation Center

  • Trial Software
  • Product Updates

Worst-Case Performance of Uncertain System

This example shows how to calculate the worst-case performance of the closed-loop system described in System with Uncertain Parameters. The following commands construct that system.

m1 = ureal('m1',1,'percent',20);
m2 = ureal('m2',1,'percent',20);
k  = ureal('k',1,'percent',20);

s = zpk('s');
G1 = ss(1/s^2)/m1;
G2 = ss(1/s^2)/m2;


F = [0;G1]*[1 -1]+[1;-1]*[0,G2];
P = lft(F,k);

C = 100*ss((s+1)/(.001*s+1))^3;

T = feedback(P*C,1); % Closed-loop uncertain system

This uncertain state-space model T has three uncertain parameters, k, m1, and m2, each equal to 1±20% uncertain variation. To analyze whether the closed-loop system T is robustly stable for all combinations of values for these three parameters, you can execute the commands:

[StabilityMargin,Udestab,REPORT] = robuststab(T);
REPORT
REPORT =

Uncertain system is robustly stable to modeled uncertainty.                     
 -- It can tolerate up to 301% of the modeled uncertainty.                      
 -- A destabilizing combination of 500% of the modeled uncertainty was found.   
 -- This combination causes an instability at 0.944 rad/seconds.                
 -- Sensitivity with respect to the uncertain elements are:                     
     'k' is 20%.  Increasing 'k' by 25% leads to a 5% decrease in the margin.   
     'm1' is 60%.  Increasing 'm1' by 25% leads to a 15% decrease in the margin.
     'm2' is 58%.  Increasing 'm2' by 25% leads to a 14% decrease in the margin.

The report tells you that the control system is robust for all parameter variations in the ±20% range, and that the smallest destabilizing combination of real variations in the values k, m1, and m2 has sizes somewhere between 301% and 500% greater than ±20%, i.e., between ±62.2% and ±100%. The value Udestab returns an estimate of the 500% destabilizing parameter variation combination:

Udestab
Udestab = 

     k: 2.1221e-08
    m1: 3.1662e-05
    m2: 0.1409

You have a comfortable safety margin of between 311% to 500% larger than the anticipated ±20% parameter variations before the closed loop goes unstable. But how much can closed-loop performance deteriorate for parameter variations constrained to lie strictly within the anticipated ±20% range? The following code computes worst-case peak gain of T, and estimates the frequency and parameter values at which the peak gain occurs:

[PeakGain,Uwc] = wcgain(T);
Twc = usubs(T,Uwc);   % Worst case closed-loop system T
Trand = usample(T,4); % 4 random samples of uncertain system T
bodemag(Twc,'r',Trand,'b-.',{.5,50});
legend('T_{wc}   - worst-case','T_{rand} - random samples',...
       'Location','SouthWest');

Was this topic helpful?