Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations...

60
LUND INSTITUTE OF TECHNOLOGY Black Boxes & White Noise Black Boxes & White Noise The Evolution of Automatic Control K. J. Åström Lund Institute of Technology Lund, Sweden

Transcript of Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations...

Page 1: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Black Boxes & White NoiseBlack Boxes & White NoiseThe Evolution of Automatic Control

K. J. Åström

Lund Institute of TechnologyLund, Sweden

Page 2: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

1. Introduction2. Early Ideas3. A Discipline Emerges4. The Second Wave5. Conclusions

Page 3: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 4: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 5: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 6: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 7: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 8: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 9: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 10: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 11: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 12: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 13: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 14: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 15: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 16: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 17: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Natural Science and Engineering ScienceNatural Science and Engineering ScienceMany similarities but also differencies

Natural PhenomenaAnalysis

Isolate phenomenaSimplicityBasic laws

Technical SystemsSynthesisInteractionComplexity

System principles

Page 18: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Page 19: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

1.1.1. IntroductionIntroductionIntroduction2. Early Ideas3.3.3. A Discipline EmergesA Discipline EmergesA Discipline Emerges4.4.4. The Second WaveThe Second WaveThe Second Wave5. 5. 5. ConclusionsConclusionsConclusions

Page 20: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Industrial Process ControlIndustrial Process Control

Windmills Mead 1787

Steam enginesWatt, Boulton 1788Maxwell 1868Routh 1875

Water turbinesStodola 1893Hurwitz 1895

Page 21: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Accuracy & StabilityAccuracy & Stability

PID Control

u (t ) = k( t ) + e (s)ds +Tddedt∫

HoneywellTaylor InstrumentLeeds & NorthrupFoxboro

e ( ITi

t

o)

Page 22: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Flight ControlFlight ControlThe Wright Brothers 1903

Sperry 1912

Fully Automatictransatlantic flight 1947

Apollo 1969

Page 23: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Minorsky 1922Minorsky 1922

It is an old adage that a stable ship is difficult to steer.

Page 24: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

TelecommunicationTelecommunication

SYSTEM DATECHANNELS

PER PAIRLOSS IN DB

(3000 MI)REPEATERS

(3000 MI)

1st Transcontinental 1914 1 60 3–6

2nd Transcontinental 1923 1–4 150–400 6–20

Open Wire Carrier 1938 16 1000 40

Cable Carrier 1936 12 12000 200

First Coaxial 1941 480 30000 600

Page 25: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

The Feedback AmplifierThe Feedback Amplifier

V2V1

= −R2R1

⋅1

1+ 1A

1+R2R1

⎝ ⎜

⎠ ⎟

–A

R1

2R

V21V

Black's patent 1928

Granted 1937

“Singing” = Instability

Nyquist 1932

Bode 1945Network Analysis andFeedback Amplifier Design

Page 26: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

1.1.1. IntroductionIntroductionIntroduction2.2.2. Early IdeasEarly IdeasEarly Ideas3. A Discipline Emerges4.4.4. The Second WaveThe Second WaveThe Second Wave5. 5. 5. ConclusionsConclusionsConclusions

Page 27: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Industrial Process ControlTelecommunications

Flight ControlMathematics

PrinciplesTheory

Design MethodologyApplications

A Discipline EmergesA Discipline Emerges

Page 28: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

War PressuresWar Pressures

National Defense Research CommitteeMIT Radiation LaboratoryMIT Servomechanism LaboratoryMIT Instrumentation LaboratoryMIT Lincoln Laboratory

Page 29: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

The Black Box ConceptThe Black Box Concept

OutputInput

AbstractionInformation hiding

Page 30: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

The Black Box View ofThe Black Box View ofDynamical SystemDynamical System

LinearitySuperpositionSinusoidsOne pair sufficies

Input Output

Page 31: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

2

0

–2

0 180° 360°

The Notion of Transfer FunctionThe Notion of Transfer Function

u y

G

G (s ) =L y{ }L u{ }

(s ) = e−stg (t )dt = L (g)0

Page 32: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

System PrinciplesSystem PrinciplesFeedforward Feedback

Combination

FF Process

FB Process

–1

Σ ΣProcess

FB Process

–1

Σ

FF

Page 33: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Two ParadigmsTwo Paradigms

Feedback

Open loopActs only on deviationsMarket drivenUnmeasurable disturbanceLess accurate model

Feedforward

Closed loopAct before deviations occurPlanningMeasurable disturbanceAccurate model

Page 34: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Servomechanism TheoryServomechanism Theory

FoundationsComplex variablesLaplace transforms

System ConceptsFeedbackFeedforward

Design methodologyFrequency responseGraphical methods

Analog simulation

Implementation

Page 35: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

ConsequencesConsequences

EducationApplicationIndustrialization

OrganisationJournalsConferences

Page 36: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

1.1.1. IntroductionIntroductionIntroduction2.2.2. Early IdeasEarly IdeasEarly Ideas3.3.3. A Discipline EmergesA Discipline EmergesA Discipline Emerges4. The Second Wave5. 5. 5. ConclusionsConclusionsConclusions

Page 37: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

The Second WaveThe Second Wave

Feedback from applicationsChallenging problemsNew technologyNew ideas

Page 38: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Key ElementsKey Elements

Reexamination of fundamentalsVital interaction with other disciplinesTheory to match new technology

Page 39: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Two views of Dynamical SystemsTwo views of Dynamical Systems

External DescriptionElectrical engineeringInput/OutputBlack Box

Internal descriptionsMechanical EngineeringThe notion of state

y = g (x,u)

dxdt

= f (x,u)

Page 40: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

““Modern” Control TheoryModern” Control Theory

Optimal controlComputer controlStochastic controlRobust control

CACESystem identificationAdaptive controlIntelligent control

Page 41: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Optimal ControlOptimal Control

EulerLagrangePontryaginHamiltonJacobiBellman

1707–17831736–181319621805–18651804–18511957

ATTITUDE AND THRUST CONTROL€ Swivel Outer Four Engines

€ Optimum to Desired End Conditions

€ Inertial Updating of Position and Velocity

GUIDANCE – SATURN

NAVIGATION

SII STAGEFive J-2 Engines

2, 500, 000N Thrust

Page 42: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Modeling DisturbancesModeling Disturbances

Power spectraWhite noiseInnovations

Page 43: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Stochastic Control TheoryStochastic Control Theory

Filtering and prediction

Merger of calculus ofvariations and theory ofrandom processes

Decision making underuncertainty

Industrial process control

••

Probability density

Set point for regulatorwith low variance

Set point for regulatorwith high variance

Testlimit

Process output

Page 44: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

System IdentificationSystem Identification

Simplified diagram of a kraft paper machine

Thick stockdilution valve

Thick stockflow valve Beta ray

gauge

Moisturemeter

White water

MODEL OF PROCESS DYNAMICS AND DISTURBANCES

Page 45: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Control of Basis WeightControl of Basis Weight

Wet basis weight

Set point of stuff gate level

Page 46: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Adaptive ControlAdaptive Control

Design Estimator

Regulator Processr

uy

Regulatorparameters

Page 47: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Dual ControlDual ControlControl actions should be both directing and investigating

Consequences for decision making decisions under uncertainty

Page 48: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Two PrinciplesTwo Principles

Certainty Equivalence (H. Simon 1956)Make the best estimate act as if it was true.

Dual ControlControl should be investigating as wellas directing.

Page 49: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Computer Aided Control EngineeringComputer Aided Control Engineering

How to disseminate complicated technology?Conceptual simplicity computational sophisticationCombine human intuition with computational powerNice way to package theory

Page 50: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Computer ControlComputer Control

Page 51: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Control Design & Process DesignControl Design & Process Design

Page 52: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

The Internal Model PrincipleThe Internal Model Principle

Controller Process

y

K� –LΣ

xC

B

–y–C

uB Σ � Σ

A

v e

A

Page 53: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

ApplicationsApplicationsEnergy generationEnergy transmissionProcess controlDiscrete manufacturingInstrumentationTelecommunication

TransportationHeating, ventilation, airconditionEntertainmentPhysicsBiologyEconomics

Page 54: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Mission CriticalMission Critical

Flight ControlSpace flightAutomotiveCD playerCamcorder manufacturing

DC-motor

photo diodes radial arm

Optical Pick-upUnit

Page 55: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

The Mercedes AThe Mercedes A--classclassAutomatic control gives extra freedom to the designer

Unstable behavior improved byElectronic Stabilization Program (ESP)

ESP

Page 56: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Committee on Policy Optimisation HSO 1978

To consider the present state of developmentof optimal control techniques as applied to macro-economic policy. To make recommendationsconcerning the feasibility and value of applyingthes techniques within Her Majesty’s Treasury.

Control and EconomicsControl and Economics

Page 57: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

1.1.1. IntroductionIntroductionIntroduction2.2.2. Early IdeasEarly IdeasEarly Ideas3.3.3. A Discipline EmergesA Discipline EmergesA Discipline Emerges4.4.4. The Second WaveThe Second WaveThe Second Wave5. Conclusions

Page 58: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Some ChallengesSome Challenges

The gap between theory and practice“Intelligent” systemsMan–machine interfacesTechnology / society interfacesAcademic positioning

Page 59: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

Mathematical Modeling

Implementation

Commission

Operation

Real World Automatic Control

EnergyTransportationCommunicationManufactoringInstrumentationEntertainmentBiologyEconomics

AnalysisSimulationSynthesis

Page 60: Black Boxes & White Noise - Automatic Control · 2012-09-28 · Servomechanism Theory Foundations Complex variables Laplace transforms System Concepts Feedback ... DC-motor photo

LUND INSTITUTE OF TECHNOLOGY

ConclusionsConclusions

A glimpse of an emerging fieldAutomatic control is pervasiveSome system principlesMany challenges ahead