root/applications/dual/texts/pmsm_system.lyx @ 1465

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description of reduced order system

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1#LyX 1.6.7 created this file. For more info see http://www.lyx.org/
2\lyxformat 345
3\begin_document
4\begin_header
5\textclass scrartcl
6\begin_preamble
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10\begin_modules
11theorems-ams
12theorems-ams-extended
13\end_modules
14\language english
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55\author ""
56\author ""
57\end_header
58
59\begin_body
60
61\begin_layout Standard
62\begin_inset FormulaMacro
63\newcommand{\isa}[1]{i_{\alpha#1}}
64{i_{\alpha#1}}
65\end_inset
66
67
68\begin_inset FormulaMacro
69\newcommand{\isb}[1]{i_{\beta#1}}
70{i_{\beta#1}}
71\end_inset
72
73
74\begin_inset FormulaMacro
75\newcommand{\Dt}{\Delta t}
76{\Delta t}
77\end_inset
78
79
80\begin_inset FormulaMacro
81\newcommand{\om}{\omega}
82{\omega}
83\end_inset
84
85
86\begin_inset FormulaMacro
87\newcommand{\th}{\vartheta}
88{\vartheta}
89\end_inset
90
91
92\begin_inset FormulaMacro
93\newcommand{\usa}[1]{u_{\alpha#1}}
94{u_{\alpha#1}}
95\end_inset
96
97
98\begin_inset FormulaMacro
99\newcommand{\usb}[1]{u_{\beta#1}}
100{u_{\beta#1}}
101\end_inset
102
103
104\end_layout
105
106\begin_layout Title
107PMSM system description
108\end_layout
109
110\begin_layout Section
111Model of PMSM Drive
112\end_layout
113
114\begin_layout Standard
115Permanent magnet synchronous machine (PMSM) drive with surface magnets on
116 the rotor is described by conventional equations of PMSM in the stationary
117 reference frame:
118\begin_inset Formula \begin{align}
119\frac{d\isa{}}{dt} & =-\frac{R_{s}}{L_{s}}\isa{}+\frac{\Psi_{PM}}{L_{s}}\omega_{me}\sin\th+\frac{\usa{}}{L_{s}},\nonumber \\
120\frac{d\isb{}}{dt} & =-\frac{R_{s}}{L_{s}}\isb{}-\frac{\Psi_{PM}}{L_{s}}\omega_{me}\cos\th+\frac{\usb{}}{L_{s}},\label{eq:simulator}\\
121\frac{d\om}{dt} & =\frac{k_{p}p_{p}^{2}\Psi_{pm}}{J}\left(\isb{}\cos(\th)-\isa{}\sin(\th)\right)-\frac{B}{J}\om-\frac{p_{p}}{J}T_{L},\nonumber \\
122\frac{d\th}{dt} & =\omega_{me}.\nonumber \end{align}
123
124\end_inset
125
126Here,
127\begin_inset Formula $\isa{}$
128\end_inset
129
130,
131\begin_inset Formula $\isb{}$
132\end_inset
133
134,
135\begin_inset Formula $\usa{}$
136\end_inset
137
138 and
139\begin_inset Formula $\usb{}$
140\end_inset
141
142 represent stator current and voltage in the stationary reference frame,
143 respectively;
144\begin_inset Formula $\om$
145\end_inset
146
147 is electrical rotor speed and
148\begin_inset Formula $\th$
149\end_inset
150
151 is electrical rotor position.
152 
153\begin_inset Formula $R_{s}$
154\end_inset
155
156 and
157\begin_inset Formula $L_{s}$
158\end_inset
159
160 is stator resistance and inductance respectively,
161\begin_inset Formula $\Psi_{pm}$
162\end_inset
163
164 is the flux of permanent magnets on the rotor,
165\begin_inset Formula $B$
166\end_inset
167
168 is friction and
169\begin_inset Formula $T_{L}$
170\end_inset
171
172 is load torque,
173\begin_inset Formula $J$
174\end_inset
175
176 is moment of inertia,
177\begin_inset Formula $p_{p}$
178\end_inset
179
180 is the number of pole pairs,
181\begin_inset Formula $k_{p}$
182\end_inset
183
184 is the Park constant.
185\end_layout
186
187\begin_layout Standard
188The sensor-less control scenario arise when sensors of the speed and position
189 (
190\begin_inset Formula $\om$
191\end_inset
192
193 and
194\begin_inset Formula $\th$
195\end_inset
196
197) are missing (from various reasons).
198 Then, the only observed variables are:
199\begin_inset Formula \begin{equation}
200y_{t}=\left[\begin{array}{c}
201\isa{}(t),\isb{}(t),\usa{}(t),\usb{}(t)\end{array}\right].\label{eq:obs}\end{equation}
202
203\end_inset
204
205Which are, however, observed only up to some precision.
206\end_layout
207
208\begin_layout Standard
209Discretization of the model (
210\begin_inset CommandInset ref
211LatexCommand ref
212reference "eq:simulator"
213
214\end_inset
215
216) was performed using Euler method with the following result:
217\begin_inset Formula \begin{align*}
218\isa{,t+1} & =(1-\frac{R_{s}}{L_{s}}\Dt)\isa{,t}+\frac{\Psi_{pm}}{L_{s}}\Dt\omega_{t}\sin\vartheta_{e,t}+\usa{,t}\frac{\Dt}{L_{s}},\\
219\isb{,t+1} & =(1-\frac{R_{s}}{L_{s}}\Dt)\isb{,t}-\frac{\Psi_{pm}}{L_{s}}\Dt\omega_{t}\cos\vartheta_{t}+\usb{,t}\frac{\Dt}{L_{s}},\\
220\om_{t+1} & =(1-\frac{B}{J}\Dt)\om_{t}+\Dt\frac{k_{p}p_{p}^{2}\Psi_{pm}}{J}\left(\isb{,t}\cos(\th_{t})-\isa{,t}\sin(\th_{t})\right)-\frac{p_{p}}{J}T_{L}\Dt,\\
221\vartheta_{t+1} & =\vartheta_{t}+\omega_{t}\Dt.\end{align*}
222
223\end_inset
224
225In this work, we consider parameters of the model known, we can make the
226 following substitutions to simplify notation,
227\begin_inset Formula $a=1-\frac{R_{s}}{L_{s}}\Dt$
228\end_inset
229
230,
231\begin_inset Formula $b=\frac{\Psi_{pm}}{L_{s}}\Dt$
232\end_inset
233
234,
235\begin_inset Formula $c=\frac{\Dt}{L_{s}}$
236\end_inset
237
238,
239\begin_inset Formula $d=1-\frac{B}{J}\Dt$
240\end_inset
241
242,
243\family roman
244\series medium
245\shape up
246\size normal
247\emph off
248\bar no
249\noun off
250\color none
251
252\begin_inset Formula $e=\Dt\frac{k_{p}p_{p}^{2}\Psi_{pm}}{J}$
253\end_inset
254
255, which results in a simplified model:
256\family default
257\series default
258\shape default
259\size default
260\emph default
261\bar default
262\noun default
263\color inherit
264 
265\begin_inset Formula \begin{align}
266\isa{,t+1} & =a\,\isa{,t}+b\omega_{t}\sin\vartheta_{t}+c\usa{,t},\nonumber \\
267\isb{,t+1} & =a\,\isb{,t}-b\omega_{t}\cos\vartheta_{t}+c\usb{,t},\label{eq:model-simple}\\
268\om_{t+1} & =d\om_{t}+e\left(\isb{,t}\cos(\th_{t})-\isa{,t}\sin(\th_{t})\right),\nonumber \\
269\vartheta_{t+1} & =\vartheta_{t}+\omega_{t}\Dt.\nonumber \end{align}
270
271\end_inset
272
273
274\end_layout
275
276\begin_layout Standard
277The above equations can be aggregated into state
278\begin_inset Formula $x_{t}=[\isa{,t},\isb{,t},\om_{t},\th_{t}]$
279\end_inset
280
281 will be denoted as
282\begin_inset Formula $x_{t+1}=g(x_{t},u_{t})$
283\end_inset
284
285.
286\end_layout
287
288\begin_layout Subsection
289Transformation to d-q coordinates
290\end_layout
291
292\begin_layout Standard
293For many applications, it is advantageous to consider altervative coordinate
294 system denoted d-q as follows
295\begin_inset Formula \begin{eqnarray*}
296\left[\begin{array}{c}
297d\\
298q\end{array}\right] & = & \left[\begin{array}{cc}
299\cos\vartheta & \sin\vartheta\\
300-\sin\vartheta & \cos\vartheta\end{array}\right]\left[\begin{array}{c}
301\alpha\\
302\beta\end{array}\right]\\
303\left[\begin{array}{c}
304\alpha\\
305\beta\end{array}\right] & = & \left[\begin{array}{cc}
306\cos\vartheta & -\sin\vartheta\\
307\sin\vartheta & \cos\vartheta\end{array}\right]\left[\begin{array}{c}
308d\\
309q\end{array}\right]\end{eqnarray*}
310
311\end_inset
312
313Under this transformation, the whole model (
314\begin_inset CommandInset ref
315LatexCommand ref
316reference "eq:model"
317
318\end_inset
319
320) can be transformed into d-q coordinates.
321\end_layout
322
323\begin_layout Standard
324In this text, we will transform only one single quantity,
325\begin_inset Formula $L_{d}$
326\end_inset
327
328 and
329\begin_inset Formula $L_{q}$
330\end_inset
331
332 for which it holds
333\begin_inset Formula $L_{d}=kL_{q}$
334\end_inset
335
336.
337 Then,
338\begin_inset Formula \begin{eqnarray*}
339\left[\begin{array}{c}
340L_{\alpha}\\
341L_{\beta}\end{array}\right] & = & \left[\begin{array}{cc}
342\cos\vartheta & -\sin\vartheta\\
343\sin\vartheta & \cos\vartheta\end{array}\right]\left[\begin{array}{c}
344L_{d}\\
345L_{q}\end{array}\right].\\
346 & = & L_{d}\left[\begin{array}{cc}
347\cos\vartheta & -\sin\vartheta\\
348\sin\vartheta & \cos\vartheta\end{array}\right]\left[\begin{array}{c}
349k\\
3501\end{array}\right]\\
351 & = & L\left[\begin{array}{cc}
352k\cos\vartheta & -\sin\vartheta\\
353k\sin\vartheta & \cos\vartheta\end{array}\right]=L\left[\begin{array}{c}
354k_{c\vartheta}\\
355k_{s\vartheta}\end{array}\right].\end{eqnarray*}
356
357\end_inset
358
359Then, model of the drive is changed to
360\begin_inset Formula \begin{align*}
361\isa{,t+1} & =(1-\frac{R_{s}}{L_{s}k_{c\vartheta}}\Dt)\isa{,t}+\frac{\Psi_{pm}}{L_{s}k_{c\vartheta}}\Dt\omega_{t}\sin\vartheta_{e,t}+\usa{,t}\frac{\Dt}{L_{s}k_{c\vartheta}},\\
362\isb{,t+1} & =(1-\frac{R_{s}}{L_{s}k_{s\vartheta}}\Dt)\isb{,t}-\frac{\Psi_{pm}}{L_{s}k_{s\vartheta}}\Dt\omega_{t}\cos\vartheta_{t}+\usb{,t}\frac{\Dt}{L_{s}k_{s\vartheta}},\\
363\om_{t+1} & =(1-\frac{B}{J}\Dt)\om_{t}+\Dt\frac{k_{p}p_{p}^{2}\Psi_{pm}}{J}\left(\isb{,t}\cos(\th_{t})-\isa{,t}\sin(\th_{t})\right)-\frac{p_{p}}{J}T_{L}\Dt,\\
364\vartheta_{t+1} & =\vartheta_{t}+\omega_{t}\Dt.\end{align*}
365
366\end_inset
367
368Transformation to full d-q
369\begin_inset Formula \begin{eqnarray*}
370i_{d,t+1} & = & (1-\frac{R_{s}}{L_{d}}\Dt)i_{d,t}+\frac{L_{q}}{L_{d}}i_{q,t}\Dt\omega_{t}+u_{d,t}\frac{\Dt}{L_{d}},\\
371i_{q,t+1} & = & -\frac{L_{d}}{L_{q}}\Dt\omega_{t}i_{d,t}+(1-\frac{R_{s}}{L_{q}}\Dt)i_{q,t}-\frac{\Psi_{pm}}{L_{q}}\Dt\omega_{t}+u_{q,t}\frac{\Dt}{L_{q}},\\
372\omega_{t+1} & = & \underbrace{(1-\frac{B}{J}\Dt)}_{\approx1}\om_{t}+\Dt\frac{k_{p}p_{p}^{2}}{J}((L_{d}-L_{q})i_{d}+\Psi_{pm})i_{q}\\
373\vartheta_{t+1} & = & \vartheta_{t}+\Delta t\omega_{t}\end{eqnarray*}
374
375\end_inset
376
377
378\end_layout
379
380\begin_layout Standard
381Observation:
382\begin_inset Formula \[
383\left[\begin{array}{c}
384i_{\alpha}\\
385i_{\beta}\end{array}\right]=\left[\begin{array}{cc}
386\cos\vartheta & -\sin\vartheta\\
387\sin\vartheta & \cos\vartheta\end{array}\right]\left[\begin{array}{c}
388i_{d}\\
389i_{q}\end{array}\right]+e_{t}\]
390
391\end_inset
392
393
394\end_layout
395
396\begin_layout Subsection
397Gaussian model of disturbances
398\end_layout
399
400\begin_layout Standard
401This model is motivated by the well known Kalman filter, which is optimal
402 for linear system with Gaussian noise.
403 Hence, we model all disturbances to have covariance matrices
404\begin_inset Formula $Q_{t}$
405\end_inset
406
407 and
408\begin_inset Formula $R_{t}$
409\end_inset
410
411 for the state
412\begin_inset Formula $x_{t}$
413\end_inset
414
415 and observations
416\begin_inset Formula $y_{t}$
417\end_inset
418
419 respectively.
420\begin_inset Formula \begin{align}
421x_{t+1} & \sim\mathcal{N}(g(x_{t}),Q_{t})\label{eq:model}\\
422y_{t} & \sim\mathcal{N}([\isa{,t},\isb{,t}]',R_{t})\nonumber \end{align}
423
424\end_inset
425
426
427\end_layout
428
429\begin_layout Standard
430Under this assumptions, Bayesian estimation of the state,
431\begin_inset Formula $x_{t}$
432\end_inset
433
434, can be approximated by so called Extended Kalman filter which approximates
435 posterior density of the state by a Gaussian
436\begin_inset Formula \[
437f(x_{t}|y_{1}\ldots y_{t})=\mathcal{N}(\hat{x}_{t},S_{t}).\]
438
439\end_inset
440
441Its sufficient statistics
442\begin_inset Formula $S_{t}=\left[\hat{x}_{t},P_{t}\right]$
443\end_inset
444
445 is evaluated recursively as follows:
446\begin_inset Formula \begin{eqnarray}
447\hat{x}_{t} & = & g(\hat{x}_{t-1})-K\left(y_{t}-h(\hat{x}_{t-1})\right).\label{eq:ekf_mean}\\
448R_{y} & = & CP_{t-1}C'+R_{t},\nonumber \\
449K & = & P_{t-1}C'R_{y}^{-1},\nonumber \\
450S_{t} & = & P_{t-1}-P_{t-1}C'R_{y}^{-1}CP_{t-1},\\
451P_{t} & = & AS_{t}A'+Q_{t}.\label{eq:ekf_cov}\end{eqnarray}
452
453\end_inset
454
455where
456\begin_inset Formula $A=\frac{d}{dx_{t}}g(x_{t})$
457\end_inset
458
459,
460\begin_inset Formula $C=\frac{d}{dx_{t}}h(x_{t})$
461\end_inset
462
463,
464\begin_inset Formula $g(x_{t})$
465\end_inset
466
467 is model (
468\begin_inset CommandInset ref
469LatexCommand ref
470reference "eq:model-simple"
471
472\end_inset
473
474) and
475\begin_inset Formula $h(x_{t})$
476\end_inset
477
478 direct observation of
479\begin_inset Formula $y_{t}=[\isa{,t},\isb{,t}]$
480\end_inset
481
482, i.e.
483\begin_inset Formula \[
484A=\left[\begin{array}{cccc}
485a & 0 & b\sin\th & b\om\cos\th\\
4860 & a & -b\cos\th & b\om\sin\th\\
487-e\sin\th & e\cos\th & d & -e(\isb{}\sin\th+\isa{}\cos\th)\\
4880 & 0 & \Dt & 1\end{array}\right],\quad C=\left[\begin{array}{cccc}
4891 & 0 & 0 & 0\\
4900 & 1 & 0 & 0\end{array}\right]\]
491
492\end_inset
493
494
495\end_layout
496
497\begin_layout Standard
498\begin_inset Formula \[
499B=\left[\begin{array}{cc}
500c & 0\\
5010 & c\\
5020 & 0\\
5030 & 0\end{array}\right]\]
504
505\end_inset
506
507
508\end_layout
509
510\begin_layout Standard
511Covariance matrices of the system
512\begin_inset Formula $Q$
513\end_inset
514
515 and
516\begin_inset Formula $R$
517\end_inset
518
519 are supposed to be known.
520\end_layout
521
522\begin_layout Subsubsection
523Reduced order version
524\end_layout
525
526\begin_layout Standard
527Equations (
528\begin_inset CommandInset ref
529LatexCommand ref
530reference "eq:model"
531
532\end_inset
533
534) ca be restructured by considering
535\begin_inset Formula $i_{s\alpha}$
536\end_inset
537
538 and
539\begin_inset Formula $i_{s\beta}$
540\end_inset
541
542 as external observations.
543 Then the state variables are
544\begin_inset Formula $x_{t}=[\omega_{t},\vartheta_{t}]$
545\end_inset
546
547 and as follows:
548\begin_inset Formula \begin{align}
549\om_{t+1} & =d\om_{t}+e\left(\isb{,t}\cos(\th_{t})-\isa{,t}\sin(\th_{t})\right),\label{eq:rord-state}\\
550\vartheta_{t+1} & =\vartheta_{t}+\omega_{t}\Dt.\nonumber \end{align}
551
552\end_inset
553
554and the onbservation equations are
555\begin_inset Formula \begin{align}
556\isa{,t+1} & =a\,\isa{,t}+b\omega_{t}\sin\vartheta_{t}+c\usa{,t},\nonumber \\
557\isb{,t+1} & =a\,\isb{,t}-b\omega_{t}\cos\vartheta_{t}+c\usb{,t},\label{eq:rord-obs}\end{align}
558
559\end_inset
560
561These equations are used by the EKF to update estimates of mean values.
562 The new matrices
563\begin_inset Formula $A$
564\end_inset
565
566 and
567\begin_inset Formula $C$
568\end_inset
569
570 are
571\begin_inset Formula \[
572A=\left[\begin{array}{cc}
573d & -e(\isb{}\sin\th+\isa{}\cos\th)\\
574\Dt & 1\end{array}\right],\quad C=\left[\begin{array}{cc}
575b\sin\th & b\om\cos\th\\
576-b\cos\th & b\om\sin\th\end{array}\right].\]
577
578\end_inset
579
580
581\end_layout
582
583\begin_layout Subsection
584Test system
585\end_layout
586
587\begin_layout Standard
588A real PMSM system on which the algorithms will be tested has parameters:
589\end_layout
590
591\begin_layout Standard
592\begin_inset Formula \begin{eqnarray*}
593R_{s} & = & 0.28;\\
594L_{s} & = & 0.003465;\\
595\Psi_{pm} & = & 0.1989;\\
596k_{p} & = & 1.5\\
597p & = & 4.0;\\
598J & = & 0.04;\\
599\Delta t & = & 0.000125\end{eqnarray*}
600
601\end_inset
602
603which yields
604\begin_inset Formula \begin{eqnarray*}
605a & = & 0.9898\\
606b & = & 0.0072\\
607c & = & 0.0361\\
608d & = & 1\\
609e & = & 0.0149\end{eqnarray*}
610
611\end_inset
612
613The covaraince matrices
614\begin_inset Formula $Q$
615\end_inset
616
617 and
618\begin_inset Formula $R$
619\end_inset
620
621 are assumed to be known.
622 For the initial tests, we can use the following values:
623\end_layout
624
625\begin_layout Standard
626\begin_inset Formula \begin{eqnarray*}
627Q & = & \mathrm{diag}(0.0013,0.0013,5e-6,1e-10),\\
628R & = & \mathrm{diag}(0.0006,0.0006).\end{eqnarray*}
629
630\end_inset
631
632
633\end_layout
634
635\begin_layout Standard
636Limits:
637\begin_inset Formula \begin{align*}
638u_{\alpha,max} & =50V, & u_{\alpha,min} & =-50V,\\
639u_{\beta,max} & =50V. & u_{\beta,min} & =-50V,\end{align*}
640
641\end_inset
642
643
644\end_layout
645
646\begin_layout Standard
647Perhaps better:
648\begin_inset Formula \[
649u_{\alpha}^{2}+u_{\beta}^{2}<100^{2}.\]
650
651\end_inset
652
653
654\end_layout
655
656\begin_layout Standard
657
658\end_layout
659
660\begin_layout Section
661Control
662\end_layout
663
664\begin_layout Standard
665The task is to reach predefined speed
666\begin_inset Formula $\overline{\omega}_{t}$
667\end_inset
668
669.
670\end_layout
671
672\begin_layout Standard
673For simplicity, we will assume additive loss function:
674\begin_inset Formula \begin{eqnarray*}
675l(x_{t},u_{t}) & = & (\omega_{t}-\overline{\omega}_{t})^{2}+q(\usa{,t}^{2}+\usb{,t}^{2}).\\
676 & = & (\omega_{t}-\overline{\omega}_{t})\Xi(\omega_{t}-\overline{\omega}_{t})+[\usa t,\usb t]\underbrace{\left[\begin{array}{cc}
677\upsilon & 0\\
6780 & \upsilon\end{array}\right]}_{\Upsilon}\left[\begin{array}{c}
679\usa t\\
680\usb t\end{array}\right]\end{eqnarray*}
681
682\end_inset
683
684Here,
685\begin_inset Formula $\Upsilon$
686\end_inset
687
688 is the chosen penalization of the inputs, which remains to be tuned.
689\end_layout
690
691\begin_layout Standard
692
693\series bold
694Note
695\series default
696: classical notation of penalization matrices is
697\begin_inset Formula $Q$
698\end_inset
699
700 and
701\begin_inset Formula $R$
702\end_inset
703
704, but it conflicts wit
705\begin_inset Formula $Q$
706\end_inset
707
708 and
709\begin_inset Formula $R$
710\end_inset
711
712 in (
713\begin_inset CommandInset ref
714LatexCommand ref
715reference "eq:model"
716
717\end_inset
718
719).
720\end_layout
721
722\begin_layout Standard
723Following the standard dynamic programming approach, optimization of the
724 loss function can be done recursively, as follows:
725\begin_inset Formula \[
726V(x_{t-1},u_{t-1})=\arg\min_{u_{t}}\mathsf{E}_{f(x_{t},y_{t}|x_{t-1})}\left\{ l(x_{t},u_{t})+V(x_{t},u_{t})\right\} ,\]
727
728\end_inset
729
730where
731\begin_inset Formula $V(x_{t},u_{t})$
732\end_inset
733
734 is the Bellman function.
735 Since the model evolution is stochastic, we can reformulate it in terms
736 of sufficient statistics,
737\begin_inset Formula $S$
738\end_inset
739
740 as follows:
741\begin_inset Formula \[
742V(S_{t-1})=\min_{u_{t}}\mathsf{E}_{f(x_{t},y_{t}|x_{t-1})}\left\{ l(x_{t},u_{t})+V(S_{t})\right\} .\]
743
744\end_inset
745
746
747\end_layout
748
749\begin_layout Standard
750Representation of the Bellman function depends on chosen approximation.
751\end_layout
752
753\begin_layout Subsection
754LQG control
755\end_layout
756
757\begin_layout Standard
758Control of linear state-space model with Gaussian noise
759\begin_inset Formula \begin{eqnarray*}
760x_{t} & = & Ax_{t-1}+Bu_{t}+Q^{\frac{1}{2}}v_{t},\\
761y_{t} & = & Cx_{t}+Du_{t}+R^{\frac{1}{2}}w_{t}.\end{eqnarray*}
762
763\end_inset
764
765to minimize loss function
766\begin_inset Formula \[
767L_{t}=(x_{t}-\overline{x}_{t})'\Xi(x_{t}-\overline{x}_{t})+u_{t}'\Upsilon u_{t}.\]
768
769\end_inset
770
771
772\end_layout
773
774\begin_layout Standard
775Optimal solution in the sense of dynamic programming on horizon
776\begin_inset Formula $t+h$
777\end_inset
778
779 is:
780\begin_inset Newline newline
781\end_inset
782
783
784\begin_inset Formula \begin{eqnarray*}
785u_{t} & = & L_{t}\left(\hat{x}_{t}-\overline{x}_{t}\right),\\
786L_{t} & = & -(B'S_{t+1}B+\Upsilon)^{-1}B'S_{t+1}A,\\
787S_{t} & = & A'(S_{t+1}-S_{t+1}B(B'S_{t+1}B+\Upsilon)^{-1}B'S_{t+1})A+\Xi,\end{eqnarray*}
788
789\end_inset
790
791This solution is certainty equivalent, i.e.
792 only the first moment,
793\begin_inset Formula $\hat{x}$
794\end_inset
795
796, of the Kalman filter is used.
797\end_layout
798
799\begin_layout Subsection
800PI control
801\end_layout
802
803\begin_layout Standard
804The classical control is based on transformation to
805\begin_inset Formula $dq$
806\end_inset
807
808 reference frame:
809\begin_inset Formula \begin{eqnarray*}
810i_{d} & = & i_{\alpha}\cos(\vartheta)+i_{\beta}\sin(\vartheta),\\
811i_{q} & = & i_{\beta}\cos(\vartheta)-i_{\alpha}\sin(\vartheta).\end{eqnarray*}
812
813\end_inset
814
815Desired
816\begin_inset Formula $i_{q}$
817\end_inset
818
819 current,
820\begin_inset Formula $\overline{i}_{q}$
821\end_inset
822
823, is derived using PI controller
824\begin_inset Formula \[
825\overline{i}_{q}=PI(\overline{\omega}-\omega,P_{i},I_{i}).\]
826
827\end_inset
828
829This current needs to be achieved through voltages
830\begin_inset Formula $u_{d},u_{q}$
831\end_inset
832
833 which are again obtained from a PI controller
834\begin_inset Formula \begin{eqnarray*}
835u_{d} & = & PI(-i_{d},P_{u},I_{u}),\\
836u_{q} & = & PI(\overline{i}_{q}-i_{q},P_{u},I_{u}).\end{eqnarray*}
837
838\end_inset
839
840These are compensated (for some reason) as follows:
841\begin_inset Formula \begin{eqnarray*}
842u_{d} & = & u_{d}-L_{S}\omega\overline{i}_{q},\\
843u_{q} & = & u_{q}+\Psi_{pm}\omega.\end{eqnarray*}
844
845\end_inset
846
847Conversion to
848\begin_inset Formula $u_{\alpha},u_{\beta}$
849\end_inset
850
851 is
852\begin_inset Formula \begin{align*}
853u_{\alpha} & =|U|\cos(\phi), & u_{\beta} & =|U|\sin(\phi)\\
854|U| & =\sqrt{u_{d}^{2}+u_{q}^{2}}, & \phi & =\begin{cases}
855\arctan(\frac{u_{q}}{u_{d}})+\vartheta & u_{d}\ge0\\
856\arctan(\frac{u_{q}}{u_{d}})+\pi+\vartheta & u_{d}<0\end{cases}\end{align*}
857
858\end_inset
859
860
861\end_layout
862
863\begin_layout Standard
864PI controller is defined as follows:
865\begin_inset Formula \begin{eqnarray*}
866x & = & PI(\epsilon,P,I)\\
867 & = & P\epsilon+I(S_{t-1}+\epsilon)\\
868S_{t} & = & S_{t-1}+\epsilon\end{eqnarray*}
869
870\end_inset
871
872Constants for the system:
873\begin_inset Formula \[
874P_{i}=3,\,\, I_{i}=0.00375,\,\, P_{u}=20,\,\, I_{u}=0.5.\]
875
876\end_inset
877
878The requested values for
879\begin_inset Formula $\omega$
880\end_inset
881
882 should be kept in interval
883\begin_inset Formula $<-30,30>$
884\end_inset
885
886.
887\end_layout
888
889\begin_layout Subsection
890Cautious LQG control
891\end_layout
892
893\begin_layout Standard
894Uncertainty in
895\begin_inset Formula $A$
896\end_inset
897
898.
899\end_layout
900
901\begin_layout Standard
902Sigma points:
903\begin_inset Formula $x^{(i)}=\hat{x}+hv_{i}$
904\end_inset
905
906,
907\begin_inset Formula $v_{i}$
908\end_inset
909
910 are eigenvectors of
911\begin_inset Formula $P$
912\end_inset
913
914.
915\end_layout
916
917\begin_layout Standard
918\begin_inset Formula \begin{eqnarray*}
919E\{x'A(x)QA(x)x\} & = & \frac{1}{n}\sum x'A(x^{(i)})QA^{(i)}(x)x\\
920 & = & x'Zx'\end{eqnarray*}
921
922\end_inset
923
924
925\end_layout
926
927\begin_layout Standard
928Uncented transform...
929\end_layout
930
931\begin_layout Subsection
932Poor-man's dual LQG control
933\end_layout
934
935\begin_layout Standard
936Various heuristic solutions to dual extension of LQG has been proposed.
937 Most of them is based on approximation of the loss function
938\begin_inset Formula \[
939L_{t}=(x_{t}-\overline{x}_{t})'\Xi(x_{t}-\overline{x}_{t})+(u_{t}-\overline{u}_{t})'\Upsilon(u_{t}-\overline{u}_{t})+DUAL\_TERM.\]
940
941\end_inset
942
943where DUAL_TERM is typically a function of
944\begin_inset Formula $P_{t+2}$
945\end_inset
946
947.
948 
949\end_layout
950
951\begin_layout Standard
952To be continued...
953\end_layout
954
955\begin_layout Subsection
956Test Scenarios
957\end_layout
958
959\begin_layout Standard
960With almost full information, design of the control strategy should be almost
961 trivial:
962\begin_inset Formula \begin{eqnarray*}
963\hat{\isa{}} & = & 0,\,\hat{\isb{}}=0,\hat{\omega}=1,\th=\frac{\pi}{2},\\
964P_{t} & = & \mathrm{diag}([0.01,0.01,0.01,0.01]).\end{eqnarray*}
965
966\end_inset
967
968
969\end_layout
970
971\begin_layout Standard
972The difficulty arise with growing initial covariance matrix:
973\begin_inset Formula \begin{eqnarray*}
974\hat{\isa{}} & = & 0,\,\hat{\isb{}}=0,\hat{\omega}=1,\th=\frac{\pi}{2},\\
975P_{t} & = & \mathrm{diag}([0.01,0.01,0.01,1]).\end{eqnarray*}
976
977\end_inset
978
979
980\end_layout
981
982\begin_layout Standard
983Or even worse:
984\begin_inset Formula \begin{eqnarray*}
985\hat{\isa{}} & = & 0,\,\hat{\isb{}}=0,\hat{\omega}=1,\th=\frac{\pi}{2},\\
986P_{t} & = & \mathrm{diag}([0.01,0.01,0.01,10]).\end{eqnarray*}
987
988\end_inset
989
990==\SpecialChar \-
991=
992\end_layout
993
994\begin_layout Standard
995The requested value
996\begin_inset Formula $\overline{\omega}_{t}=1.0015.$
997\end_inset
998
999
1000\end_layout
1001
1002\begin_layout Conjecture
1003It is sufficient to consider hyper-state
1004\begin_inset Formula $H=[\hat{i}_{\alpha},\hat{i}_{\beta},\hat{\omega},\hat{\vartheta},P(3,3),P(4,4)]$
1005\end_inset
1006
1007.
1008\end_layout
1009
1010\begin_layout Conjecture
1011\begin_inset CommandInset bibtex
1012LatexCommand bibtex
1013bibfiles "bibtex/vs,bibtex/vs-world,bibtex/world_classics,bibtex/world,new_bib_PS"
1014options "plain"
1015
1016\end_inset
1017
1018
1019\end_layout
1020
1021\end_body
1022\end_document
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