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Nonlinear tracking-differentiator and nonlinear combination were used to improve the behavior of classical PID controller. The result nonlinear PID controller has better adaptability and robustness. An anti-windup compensator was used on the nonlinear PID controller to deal with input constraints in winged missile control system. The use of nonlinear PID controller releases us from complicated work of making gain scheduling table. Characteristic point simulation and full trajectory simulation show validity of the anti-windup NLPID controller.