Dept. of Aeronautics and Astronautics. because the structure of the closed-loop system has not been

Size: px
Start display at page:

Download "Dept. of Aeronautics and Astronautics. because the structure of the closed-loop system has not been"

Transcription

1 LMI Synthesis of Parametric Robust H 1 Controllers 1 David Banjerdpongchai Durand Bldg., Room 110 Dept. of Electrical Engineering banjerd@isl.stanford.edu Jonathan P. How Durand Bldg., Room Dept. of Aeronautics and Astronautics howjo@sun-valley.stanford.edu Stanford University, Stanford CA 905 Abstract his paper presents a new algorithm for designing full order LI controllers for systems with real parametric uncertainty. he approach is based on the robust L gain analysis of the Lur'e system using Popov analysis and multipliers. he core algorithm, previously applied to the robust H performance synthesis problem, is shown to be applicable to the robust controller design with the H 1 cost. Although the performance metrics are dierent, we demonstrate that the same solution algorithm based on LMI synthesis leads to a very effective and ecient technique for real parametric robust H 1 control design. Furthermore, it is dicult to compare robust H controllers to =K m designs, but in this work we provide insights into the issue of conservatism for various robust H 1 control approaches, in particular, the Popov controller synthesis, the robust H 1 design, and the =K m synthesis. he detailed analysis of these approaches is demonstrated on a exible structure benchmark problem. Keywords: Lur'e system, real parametric uncertainty; L gain; Popov controller synthesis; bilinear matrix inequality; linear matrix inequality. 1 Introduction Robust H 1 control problems for complex/real parametric uncertainty have been studied in detail since the introduction of the structured singular value,, bydoyle [1] and the multivariable stability margin, K m,by Safonov []. It was shown that the optimally scaled singular values produce a nonconservative estimate of the structured singular value. A hybrid of the H 1 control theory and the diagonal scaling techniques for the =K m synthesis has proven to be eective for designing robust controllers for systems with complex uncertainty. he synthesis based on the D{K iteration was originally devised by Dolye [] and Safonov []. One major drawback with the D{K iteration approach is that it requires curve tting approximations after each D iteration which can signicantly increase the designer's input during the controller synthesis. Due to the diculties in curve tting for the complex and real parametric uncertainty case, Safonov and Chiang [5] showed that the curve-tting from the design procedure can be eliminated. he full =K m synthesis problem using Bilinear Matrix Inequalities (BMI's) is 1 his research was supported by Ananda Mahidol Foundation and in part by AFOSR under F Author to whom all correspondence should be addressed. el: (15) -98; Fax: (15) -8. formulated in Refs. [, ]. A key benet of the BMI approach is that the compensator architecture (reduced order, decentralized control) can be included in the design framework. However, the problem size in this formulation is quite large because the structure of the closed-loop system has not been fully exploited. Moreover, the problem of how to optimally select the basis of the scaling multipliers is still unresolved. In this paper we investigate the =K m synthesis problem by applying the Popov absolute stability analysis to the Lur'e system [8]. he design objective of minimizing an upper bound of the L gain, i.e., robust H 1 performance for real parametric uncertain systems, naturally leads to BMI's. El Ghaoui and Balakrishnan [9] propose an iterative solution procedure for these BMI's using a two-stage optimization process, called the V{K iteration. We have already successfully applied an extension of this algorithm to parametric robust H control design problem with Popov multipliers [10] and generalized multipliers [11]. his paper presents a similar algorithm for the =K m synthesis problem. A unique feature of this work is that we use the same core algorithm to solve both the parametric robust H and H 1 synthesis problems. Our problem statement is similar to the one in Refs. [, ], but we restrict our attention to the system subject to sector bounded nonlinear uncertainty. Moreover, we take advantage of the closed-loop system structure to eliminate some design parameters from the problem formulation using a simple algebraic technique [1]. his well-known approach signicantly reduces the problem size and the number of design parameters. However, the coupling in the BMI is not completely removed when the multipliers are added to the design problem. Hence, an iterative algorithm is still required, but it is quite distinct from the D{K iteration for the =K m synthesis. For example, some variables are shared between the two main stages of our iterative solution and we conjecture that this plays an important role in the eciency and robustness of the solution approach. A slight computational advantage in our design framework is that the overbound of the robust performance can be simultaneously minimized over the design parameters. his allows us to bypass the - iteration in the previous =K m design approach. hus, while the multipliers in this paper are not as general as the ones in =K m synthesis, this technique oers an alternative to the well-known D{K iteration based synthesis algorithms. Our procedure also eliminates the curve-tting of the real structured singular value. In addition, the problem size is smaller than the BMI's of the original formulation of the =K m synthesis. With further investigation, these combined benets p. 1

2 could lead to a more robust solution algorithm for the control synthesis of mixed uncertain systems and mixed performance objectives. Problem Statement We consider an LI system subject to sector bounded nonlinear uncertainty, i.e., a Lur'e system (see Figure 1), described by _x = Ax + B pp + B ww + B uu q = C qx + D qpp + D qww + D quu z = C zx + D zpp + D zww + D zuu (1) y = C yx + D ypp + D yww + D yuu p = (q); where x : R +! R n is the state, u : R +! R nu is the control input, w : R +! R nw is the disturbance input, y : R +! R ny is the measured output and z : R +! R nz is the performance output. p : R +! R np are the input/output of the nonlinear uncertainty. he nonlinear perturbation is assumed to satisfy the sector bound [0; 1], i.e., where := f : R np! R np ; (q) = [ 1(q 1);:::; np (q np )] ; where 0 i()= 1; 8 i = 1;:::;n pg. As discussed in Ref. [1, page 19], a loop transformation can be used to handle the more general sector condition i i()= i. he description of the Lur'e system also includes an important class of uncertain systems described by _x =(A +A)x + B ww + B uu; A U; where U := fa R nn : A = B pdc q; D = diag( 1;:::; np ); where i [0; 1]; 8 i =1;:::;n pg. In control theory, this is referred to as the system subject to real parametric uncertainty [1, 1]. his special case of the Lur'e system (1) occurs when the functions i are linear, i.e., i() = i, where i [0; 1]; 8 i =1;:::;n p. o signicantly simplify the analysis and synthesis, we assume D zp, D zw, D qp, D qw, and D qu are identically zero. he objective of this paper is to design a strictly proper full order LI controller using Popov absolute stability theory for the system (1) such that the robust stability of the system is achieved and an overbound of the L gain is minimized. p w u G K q z y Figure 1: Elements of the robust synthesis problem Let U R np. U? is dened as an orthogonal complement of U, i.e., U U? = 0 and [U U?] is of maximum rank. L n is the Hilbert space of square-integrable signals R dened over R + with n components, i.e., w L n 1 satisfying w wdt<1. 0 L n is often abbreviated as L. A causal n-input n-output operator F : R n! R n is said to be L stable if there exist 0 and such that kfwk kwk + ; 8w L ; () where kk is dened as the L norm. he L gain of F is dened as the smallest such that () holds for some..1 Popov Robust H 1 Performance Analysis he Popov robust stability analysis is based on Lyapunov functions of the form V (x) =x Px+ n p X i=1 Z Ci;q x i i() d () where C i;q denotes the i th row ofc q. hus the data describing the Lyapunov function are the matrix P and the scalars i, i =1;:::;n p. We require P > 0 and i 0, which implies that V (x) x Px > 0 for nonzero x. For the case when i() = i, i.e., linear or real parametric uncertainty, the Lyapunov function will have the form V (x) = x (P + C q DC q)x, where D = diag( 1;:::; np ) and = diag( i;:::; np ). his Lyapunov function is referred to as a parameter-dependent Lyapunov function [1, 1]. For the nonlinear system (1), the robust performance is derived from the L gain, i.e., the RMS gain. While the exact L gain of the system (1) is dicult to compute, its upper bound can be easily computed as shown in the following theorem. heorem 1 ([1]) If there exists a Lyapunov function of the form (), :=diag np i=1 (i) 0, := diagnp i=1 (i) 0, and > 0 satisfying A P + PA+ PB p+ PB w Cz C z A Cq +Cq Bp P + C qb p+ C qb w C qa + C q Bp Cq, B wp B w C q, I 0 5 0; () then the upper bound on the L gain is nite and can be obtained by solving the optimization problem of minimizing over the variables, P,, and, i.e., minimize subject to (); P>0; 0; 0: Proof. See [1, page 1]. Note that while Ref. [1] states the convex optimization technique for analyzing the robust H 1 performance, it provides no insight onhow to solve the synthesis problem. In the following subsection, we will use this Popov robust H 1 performance analysis as a tool to design robust compensators.. Popov Controller Synthesis Our design goal is to nd a strictly proper full order LI controller that minimizes the upper bound of the L gain derived in the preceding subsection. he controller is of the form _x c = A cx c + B cy; u = C cx c; () where x c : R +! R n is the controller state; A c, B c, and C c are constant matrices of appropriate size. he closed-loop system of the Lur'e system (1) and the LI controller (), shown in Figure 1, is described by where _~x = A~x ~ + Bpp ~ + Bww ~ q = C ~ q ~x + D ~ qpp + D ~ qww z = C ~ z ~x + D ~ zpp + D ~ zww p = (q); ~A ~ Bp ~ Bw ~C q ~ Dqp ~ Dqw ~C z ~ Dzp ~ Dzw 5 = (5) () p.

3 A B uc c B p B w B cc y A c + B cd yuc c B cd yp B cd yw C q D quc c D qp D qw C z D zuc c D zp D zw 5 ; and ~x =[ x x c ]. hen it is straightforward to compute the upper bound of the L gain for the closed-loop system (). We note that () is equivalent to ~A P ~ + P ~ A+ ~ P ~ Bp+ ~ P ~ Bw ~ ~C z C ~ z A ~ C ~ q + C ~ q ~B p P ~ + Cq ~ Bp+ ~ Cq ~ Bw ~ Cq ~ A ~ + Cq ~ B ~ p C ~ q, ~B w ~ P ~ B w ~ C q, I 5 0: (8) In summary, the design objective is to solve the non-convex optimization problem over the parameters, ~ P,,, Ac, B c, and C c. minimize subject to (8); ~ P>0; 0; 0: (9) Design Procedure his section closely parallel the developments in Refs. [15, 10, 11]. As will be shown, controllers are developed in two main steps. Observing the structure of the compensator parameters in (8), the rst step is to eliminate some controller parameters from the problem formulation (9). We then solve for the remaining variables, and use these results to construct the controllers. An iterative algorithm is required to calculate the controllers, but in the process the procedure capitalizes on the very ecient design tools that are available for solving Linear Matrix Inequalities (LMI's) [1, 1]. he resulting compensators are full-order, and cannot include architecture constraints. However, the solution procedure is very robust, which signicantly reduces the user workload. Furthermore, this approach is easily expandable to include other sophisticated analysis tests such as analysis for systems with mixed uncertainty or linear time-invariant uncertainty..1 Controller Elimination We rst note that the controller matrix A c only appears in (8). hus it is possible to reduce the number of variables in the problem by eliminating A c.o proceed, we dene A B ~A 0 := uc c ; ~ 0 J := : B cc y B cd yuc c I hen ~ A can be written as ~ A = ~ A0 + ~ JAc ~ J and we rewrite (8) as ~G + VA c V + UA cu < 0; (10) where ~ G, V, and U are dened as ~G = ~A ~ 0 P + P ~ A0+ ~ P ~ Bp+ ~ P ~ Bw ~ ~C z C ~ z A ~ 0 C ~ q + C ~ q B w ~ P ~ B w ~ C q ~B p P ~ + Cq ~ Bp+ ~ Cq ~ Bw ~ Cq ~ A ~ + Cq ~ B ~ p C ~ q, 5 ; V := J ~ 0 0 ; U := J ~ P ~ 0 0 : Applying the Elimination Lemma [1, page ], we rst note that the orthogonal complements of V and U are as following. V? = ~ J? I I 5 ; U? = ~ P,1 ~ J? I I 5 : hen, it follows that (10) holds if and only if V? ~ GV? < 0; U? ~ GU? < 0: (11) o proceed, we partition P ~ and its inverse Q ~ as P M ~P = M ; Q ~ = P ~ Q N,1 = R N S ; (1) where P and Q R nn. N is related to P, Q, and M in the form satisfying N =(I, QP )M,.We dene Y := C cn and Z := MB c. hen, after some algebra, it can be shown that (11) is equivalent to F11 F1 F1 F 1 F F F 1 F I 5 < 0; H 11 H 1 H 1 H 1 H 1 H H 0 H 1 H, I 0 H 1 0 0,I 5 < 0; (1) where F 11 = PA + ZC y +(PA + ZC y) + C z C z; F 1 = PB p + ZD yp + A C q +C q ; F 1 = PB w + ZD yw; F = C qb p +(C qb p), ; F = C qb w; H 11 = AQ + B uy +(AQ + B uy ) ; H 1 = B p +(AQ + B uy ) C q + QC q ; H 1 = B w;h 1 =(C zq+d zuy ) ;H =C qb p + (C qb p), ; and H =C qb w. By the Completion Lemma [18], for every Q>0;P Q,1, the lower right n n block of P ~ and that of Q ~ in (1) can be shown to satisfy R = M (P, Q,1 ),1 M and S = N (Q, P,1 ),1 N respectively. he conditions P ~ > 0 and P ~ Q ~ = I with P ~ written in (1) imply P I 0: (1) I Q Restricting (1) to be positive denite, we are eectively searching for full-order controllers (i.e., of order n) [15]. We observe that the second matrix inequality in (1) is BMI, i.e., there are product terms involving (Q, Y ) and (, ). his is a direct consequence of optimizing both the compensator parameters (related to Q and Y ) and the analysis multiplier (, ) simultaneously. Note that if and are xed, then (1) is an LMI in Q and Y. Similarly, ifq and Y are xed, then (1) is an LMI in and. he positive denite constraint of P ~ and Q ~ is implied from the existence of symmetric matrices W and X such that X Z 0 0 Z P I 0 0 I Q Y 0 0 Y W 5 > 0: (15) In summary, after eliminating A c from the formulation the optimization problem (9) is equivalent to: minimize subject to (1); (15); 0; 0: (1). Controller Reconstruction Given that there exist, P, Q, Y, Z, W, X, and satisfying (1), we can construct a controller as follows. First we construct the quadratic term of the Lyapunov function, i.e., P ~, such that the condition (8) holds. he set of the p.

4 quadratic part of the closed-loop Lyapunov functions is parameterized by Eq. (1), where M is an arbitrary invertible matrix. Because M corresponds to a change of coordinates in the controller states x c, the choice of M has no eect on the controller transfer function [15]. After constructing the Lyapunov function, the set of input/output controller matrices (B c and C c) can be parameterized by B c = M,1 Z and C c = Y (I, PQ),1 M: With, ~ P,,, Bc, and C c determined, it suces to nd A c satisfying the condition (10), which can then be formulated as an LMI problem in A c.. Algorithm It has already been shown that BMI problems are NP-hard, and it is thought to be rather unlikely that there is a polynomial time algorithm to compute the optimal solutions [19]. Since there are product terms involving compensator parameters and the Popov parameters, our approach to solving the non-convex optimization problem is based on an iterative procedure. he proposed algorithm, which we call the V{K iteration, basically alternates between three dierent LMI problems, i.e., (9) with xed compensator parameters, (1) with xed multiplier parameters, and (10). he rst LMI problem, considered as the V step or analysis step, is to solve (9) with xed compensator parameters (A c, B c, and C c) which yields Popov multiplier parameters ( and ). For the K step or synthesis step, the second and third LMI problems are solved. he solution parameters of the second LMI problem, i.e., (1) with xed multiplier parameters, implicitly includes the input/output compensator matrices (B c and C c)asvariables. After obtaining B c and C c, the dynamics of the compensator A c can be computed by solving the third LMI problem (10). At this point a robust compensator, which guarantees the robust stability and satises the upper bound of the L gain, is completely calculated. We then repeat the procedure until the decrease in the upper bound of the L gain is suciently small. he solution algorithm to design a set of controllers with increasing robustness is briey summarized as the following: 1. Initialize the sector bound nonlinearities to be zero (a nominal system) and design the controller via H 1 controller synthesis.. Initialize and by by solving (9) where (A c;b c;c c) are xed.. Repeatf [Outer Loop] (a) Repeatf [Inner Loop] i. Solve the optimization problem (1) for (, P, Q, Y, Z, W, X) where (, ) are xed. hen compute P;Bc, ~ and C c by the Completion Lemma. ii. Compute A c by solving a feasibility LMI problem (10). iii. Compute and by by solving (9) where (A c;b c;c c) are xed. g [Inner Loop] Until stopping criterion satised. (b) Increase the sector bound nonlinearity to the next desired size and initialize and by the most recent values. g [Outer Loop] Until the desired robustness is achieved or the problem is infeasible. Remark 1. We note that this algorithm has been successfully applied to the parametric robust H control design problem with Popov multipliers [10] and generalized multipliers [11]. Although the robust performance metrics are dierent, the same solution procedure based on LMI synthesis is very eective and ecient for parametric robust H 1 control design. o be specic, the core algorithm is developed in two key steps. First, we eliminate the controller matrix A c from the problem formulation (9). hen, we solve for the remaining variables which are subsequently used to reconstruct the controller parameters. he V{K iteration is then used to compute the controller parameters. his shows a unique versatility of our solution algorithm for designing robust controllers, and may eventually lead to better insight into the relationship between these synthesis approaches. Remark. he procedure of alternating between the LMI problems is an iterative approach of solving a non-convex optimization problem, which is not guaranteed to converge in general. However, the same algorithm solving the parametric robust H synthesis has been analyzed for several examples in Ref. [0]. hese results show that, to the best of our knowledge, the algorithm does converge to the global optimal solution for the simple examples considered. However, much further analysis is required to generalize this statement. Each step of the iteration can be solved very eciently by a previously developed semidenite programming algorithm sp [1] and very easily coded using a user-friendly interface sdpsol [1]. Remark. An important distinction between the V{K iteration and the D{K iteration of the =K m synthesis is that in our approach there are shared variables between each iteration: specically, and ~ P are the common variables between the V step and K step (where ~ P appears as P, Q, Y, Z, W and X). However, for the D{K iteration, the D step (the robust analysis with or without curve tting) is entirely separate from the K step (the H 1 synthesis). We conjecture that these shared variables play a key role in the eciency and robustness of the convergence of this new algorithm to a local optimum, and are currently investigating this point further. Numerical Example he parametric H 1 control design algorithm is performed on the exible structural benchmark problem, which was previously considered for robust H control design [1, 10, 11]. he system is a cantilevered Bernoulli Euler beam with unit length and mass density, and stiness scaled so that the fundamental frequency is 1 rad/sec. he innite order dynamics of the beam are truncated at four modes, where w 1 =1 rad/sec, w =: rad/sec, w =1:55 rad/sec, w =:9 rad/sec and damping = 0:01. he changes in the system dynamics due to perturbations in the frequency of the third mode cause substantial variations in the system gain and phase in the 1, 5 rad/sec frequency range [1, 10]. he disturbance input, control input, sensor output and performance output are all collocated at the tip of the beam, and the frequency of the third mode of the system is considered to be uncertain. Note that this problem was chosen so that the realness of the parametric uncertainty in the design problem is accentuated. o proceed, a frequency dependent weighting function, W (s), was placed on the disturbance to the performance loop. For this study, wechoose W (s) = 10(s + 0)=(s + 00). Several controllers were designed by the Popov controller synthesis (PCS) approach described in x.. he controllers were p.

5 H1 Cost 1 0:9 0:8 0: H 1;0 PCS1 PCS PCS able : Achieved robust stability and H 1 performance for the robust H 1 control, =K m synthesis, and Popov controller synthesis with % guaranteed robust bounds. ype of % Change Lower Upper Control of Nominal Stability Stability Design H1 Cost Bound % Bound % H1 :8,5 > 00 =Km 1:5,5 5 PCS :0, 80, Percentage Change in the Uncertain Frequency Figure : Robust performance plots for Popov controllers with the guaranteed stability bounds 1,, and % and the nominal H 1 controller. designed for dierent levels of the frequency uncertainty (i.e., 1%, %, and %). With this reliable design technique, it is now feasible to undertake a comparison of the Popov controllers with the standard H 1 control technique. he curves in Figure are developed by computing the H 1 cost for the system with the given percentage change in the mode frequency. he controllers were designed using symmetric sector bounds, with the sizes (i.e., 1%) given in the gure legend. We rst note that the standard H 1 controller, labeled by H 1;0 in the gure, performs extremely well at the nominal frequency. However, it is clearly not robust to changes in the uncertain frequency because the H 1 controller was designed without a robust guarantee on the frequency change. As expected, for the Popov controllers the system is robustied to the parameter changes with a slight trade-o on the nominal performance. he plot illustrates that the guaranteed stability boundaries for Popov controllers are obtained and that the actual performance is quite at and asymmetric about the nominal frequency. his asymmetry was also observed in robust H control designs (see Refs. [10, 11]). able 1 summarizes the key points for the robust performance analysis of this plot: the percentage change of the nominal H 1 cost (i.e., the H 1 cost evaluated on the nominal system) for the Popov controllers compared with the nominal H 1 cost for the H 1 controller, and the lower (upper) achieved and guaranteed stability bounds. he achieved robust stability was determined by analyzing the closed-loop eigenvalues. Similar results are presented in Ref. [10] for the robust H case able 1: Robust stability and H 1 performance for Popov controllers with various robustness bounds. ype of % Change Lower Bound Upper Bound Control of Nominal of Stability % of Stability % Design H1 Cost Ach. Guar. Guar. Ach. H1;0 0, 0 0 PCS1 :,,1 1 PCS :0,, 80 PCS :8,1, 100 using weighting values that yield very similar loop properties (see detailed discussion in Ref. [1]). A thorough comparison of the H and H 1 controllers is quite dicult, but a comparison of the H and H 1 performance plots illustrates some interesting relationships. he rst observation is that the robust performance results are very similar with very at bottomed asymmetric curves. Furthermore, the changes in nominal performance are quite similar (i.e., relatively small), and both approaches show quite large gaps between the guaranteed and achieved stability bounds. he last characteristic is considered as a function of the conservatism in the Popov robust H 1 performance analysis, which has been improved for the H case in Ref. [11]. hus, using the core algorithm in x. we can design parametric robust H or H 1 controllers that yield a consistent closed-loop robust performance. We continue this discussion by directly comparing controllers from three dierent techniques: the robust H 1 control design, the =K m-synthesis via the D{K iteration with rst order scaling transfer function, and the Popov controller synthesis (PCS) using LMI synthesis. hese controllers are designed to guarantee the robust stability within % changes of the third mode frequency. he H 1 cost of the system with various percentage changes in the mode frequency for these controllers is shown in Figure. We rst note that the robust H 1 compensator assumes a full complex block of combined uncertainty and performance in the design methodology and its controller order is equal to the order of the nominal LI system plus that of the weighting function (8 + 1 = 9). On the other hand, the =K m synthesis exploits the structure of the uncertainty and performance blocks. As a consequence, it produces a higher order of the controller, i.e., the order of the nominal LI system augmented with the weighting function plus the order of rst order scaling function and its inverse (9 + ( ) = 15). he gure shows that all robust controllers achieve the desired stability bounds and that in the desired uncertainty region the Popov synthesis yields an improved H 1 performance, which ismuch lower than that of other approaches. Moreover, the actual performance for all controllers is quite at in this region of guaranteed robustness. able summarizes the key points for the achieved robust stability bounds and performance for this gure. For the Popov synthesis, the achieved lower stability bound is much closer to the lower guaranteed robustness bound and much smaller than that of the other designs. However, the achieved upper robustness bound is slightly larger than that of the =K m synthesis and much smaller comparing to the upper bound of the robust H 1 design. his robust stability and H 1 performance analysis provide insights into the issue of conservatism for these design techniques. Although the p. 5

6 H1 Cost 1: 1:1 0:9 0: H 1;0 H 1 =K m PCS, Percentage Change in the Uncertain Frequency Figure : Robust performance plots for the robust H 1 control, =K m synthesis, and Popov controller synthesis with the guaranteed stability bounds equal %. he performance analysis for the nominal H 1 controller is given as a reference. =K m controller is appropriate for systems with structured complex uncertainty, itobviously becomes conservative for the case of real parametric uncertainty. hus, the Popov controller synthesis provides a means to capture the realness of the uncertainty which results in a reduction of the conservatism in the control design. 5 Conclusions his paper presents an ecient and eective design technique for the real parametric =K m synthesis problem by applying the Popov robust H 1 performance analysis to a Lur'e system. As discussed, this approach oers several potential benets over the current D{K iteration and the BMI synthesis procedure. A unique feature of our approach is that the core solution algorithm can be used to solve both the parametric robust H and H 1 problems. We rst illustrate this approach by using the algorithm to design robust controllers for a simple system with real parametric uncertainty. A direct comparison of this approach with other robust H 1 control design techniques for systems with mixed uncertainty, such as=k m synthesis, indicates that the Popov controller synthesis yields less conservative designs. References [1] J. Doyle, \Analysis of Feedback Systems with Structured Uncertainties," IEE Proc., vol. 19-D, pp. {50, Nov [] M. G. Safonov, \Stability Margins of Diagonally Perturbed Multivariable Feedback Systems," IEE Proc., vol. 19-D, pp. 51{5, Nov [] J. Doyle, \Synthesis of Robust Controllers and Filters," in Proc. IEEE Conf. on Decision and Control, pp. 109{ 11, Dec [] M. G. Safonov, \L 1 Optimal Sensitivity vs. Stability Margin," in Proc. IEEE Conf. on Decision and Control, 198. [5] M. G. Safonov and R. Y. Chiang, \Real/Complex K m- Synthesis without Curve Fitting," in Control and Dynamic Systems (C.. Leondes, ed.), vol. 5, pp. 0{, New York: Academic Press, 199. [] M. G. Safonov, K. C. Goh, and J. H. Ly, \Control System Synthesis via Bilinear Matrix Inequalities," in Proc. American Control Conf., pp. 5{9, 199. [] K. C. Goh, J. H. Ly, L.urand, and M. G. Safonov, \=k m-synthesis via Bilinear Matrix Inequalities," in Proc. IEEE Conf. on Decision and Control, pp. 0{0, Dec [8] V. M. Popov, \Absolute Stability of Nonlinear Systems of Automatic Control," Automation and Remote Control, vol., pp. 85{85, 19. [9] L. El Ghaoui and V. Balakrishnan, \Synthesis of Fixed-structure Controllers via Numerical Optimization," in Proc. IEEE Conf. on Decision and Control, pp. 8{8, Dec [10] D. Banjerdpongchai and J. P. How, \Parametric Robust H Control Design Using LMI Synthesis," in he 199 AIAA Guidance, Navigation, and Control Conference, AIAA-9-, July 199. [11] D. Banjerdpongchai and J. P. How, \Parametric Robust H Control Design with Generalized Multipliers via LMI Synthesis," in Proc. IEEE Conf. on Decision and Control, pp. 5{0, Dec [1] S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, Linear Matrix Inequalities in System and Control heory, vol. 15 of Studies in Applied Mathematics. Philadelphia, PA: SIAM, June 199. [1] W. Haddad and D. Bernstein, \Parameter-Dependent Lyapunov Functions, Constant Real Parameter Uncertainty, and the Popov Criterion in Robust Analysis and Synthesis," in Proc. IEEE Conf. on Decision and Control, pp. {9, {, Dec [1] J. P. How, Robust Control Design with Real Parameter Uncertainty using Absolute Stability heory. PhD thesis, Massachusetts Institute of echnology, Cambridge, MA 019, Feb [15] L. El Ghaoui and J. P.Folcher, \Multiobjective Robust Control of LI Control Design for Systems with Unstructured Perturbations," Syst. Control Letters, vol. 8, pp. { 0, June 199. [1] L. Vandenberghe and S. Boyd, sp: Software for Semidenite Programming. User's Guide, Beta Version. K.U. Leuven and Stanford University, Oct [1] S.-P. Wu and S. Boyd, sdpsol: A Parser/Solver for Semidenite Programming and Determinant Maximization Problems with Matrix Structure. User's Guide, Beta Version. Stanford University, June 199. [18] A. Packard, K. Zhou, P. Pandey, and G. Becker, \A Collection of Robust Control Problems Leading to LMI's," in Proc. IEEE Conf. on Decision and Control, pp. 15{150, [19] O. oker and H. Ozbay, \On the NP-Hardness of Solving Bilinear Matrix Inequalities and Simultaneous Stabilization with Static Output Feedback," in Proc. American Control Conf., pp. 55{5, June [0] D. Banjerdpongchai and J. P. How, \Convergence Analysis of Parametric Robust H Synthesis Algorithm," in Proc. IEEE Conf. on Decision and Control, Dec Submitted. [1] S. C. O. Grocott, J. P. How, and D. W. Miller, \Comparison of Robust Control echniques for Uncertain Structural Systems," in AIAA Guidance, Navigation, and Control Conference, pp. 1{1, Aug p.

energy for systems subject to sector bounded nonlinear uncertainty ë15ë. An extension of this synthesis that incorporates generalized multipliers to c

energy for systems subject to sector bounded nonlinear uncertainty ë15ë. An extension of this synthesis that incorporates generalized multipliers to c Convergence Analysis of A Parametric Robust H Controller Synthesis Algorithm 1 David Banjerdpongchai Durand Bldg., Room 110 Dept. of Electrical Engineering Email: banjerd@isl.stanford.edu Jonathan P. How

More information

The model reduction algorithm proposed is based on an iterative two-step LMI scheme. The convergence of the algorithm is not analyzed but examples sho

The model reduction algorithm proposed is based on an iterative two-step LMI scheme. The convergence of the algorithm is not analyzed but examples sho Model Reduction from an H 1 /LMI perspective A. Helmersson Department of Electrical Engineering Linkoping University S-581 8 Linkoping, Sweden tel: +6 1 816 fax: +6 1 86 email: andersh@isy.liu.se September

More information

June Engineering Department, Stanford University. System Analysis and Synthesis. Linear Matrix Inequalities. Stephen Boyd (E.

June Engineering Department, Stanford University. System Analysis and Synthesis. Linear Matrix Inequalities. Stephen Boyd (E. Stephen Boyd (E. Feron :::) System Analysis and Synthesis Control Linear Matrix Inequalities via Engineering Department, Stanford University Electrical June 1993 ACC, 1 linear matrix inequalities (LMIs)

More information

On Computing the Worst-case Performance of Lur'e Systems with Uncertain Time-invariant Delays

On Computing the Worst-case Performance of Lur'e Systems with Uncertain Time-invariant Delays Article On Computing the Worst-case Performance of Lur'e Systems with Uncertain Time-invariant Delays Thapana Nampradit and David Banjerdpongchai* Department of Electrical Engineering, Faculty of Engineering,

More information

To appear in IEEE Trans. on Automatic Control Revised 12/31/97. Output Feedback

To appear in IEEE Trans. on Automatic Control Revised 12/31/97. Output Feedback o appear in IEEE rans. on Automatic Control Revised 12/31/97 he Design of Strictly Positive Real Systems Using Constant Output Feedback C.-H. Huang P.A. Ioannou y J. Maroulas z M.G. Safonov x Abstract

More information

Research Article An Equivalent LMI Representation of Bounded Real Lemma for Continuous-Time Systems

Research Article An Equivalent LMI Representation of Bounded Real Lemma for Continuous-Time Systems Hindawi Publishing Corporation Journal of Inequalities and Applications Volume 28, Article ID 67295, 8 pages doi:1.1155/28/67295 Research Article An Equivalent LMI Representation of Bounded Real Lemma

More information

Static Output Feedback Stabilisation with H Performance for a Class of Plants

Static Output Feedback Stabilisation with H Performance for a Class of Plants Static Output Feedback Stabilisation with H Performance for a Class of Plants E. Prempain and I. Postlethwaite Control and Instrumentation Research, Department of Engineering, University of Leicester,

More information

Rank-one LMIs and Lyapunov's Inequality. Gjerrit Meinsma 4. Abstract. We describe a new proof of the well-known Lyapunov's matrix inequality about

Rank-one LMIs and Lyapunov's Inequality. Gjerrit Meinsma 4. Abstract. We describe a new proof of the well-known Lyapunov's matrix inequality about Rank-one LMIs and Lyapunov's Inequality Didier Henrion 1;; Gjerrit Meinsma Abstract We describe a new proof of the well-known Lyapunov's matrix inequality about the location of the eigenvalues of a matrix

More information

H State-Feedback Controller Design for Discrete-Time Fuzzy Systems Using Fuzzy Weighting-Dependent Lyapunov Functions

H State-Feedback Controller Design for Discrete-Time Fuzzy Systems Using Fuzzy Weighting-Dependent Lyapunov Functions IEEE TRANSACTIONS ON FUZZY SYSTEMS, VOL 11, NO 2, APRIL 2003 271 H State-Feedback Controller Design for Discrete-Time Fuzzy Systems Using Fuzzy Weighting-Dependent Lyapunov Functions Doo Jin Choi and PooGyeon

More information

where m r, m c and m C are the number of repeated real scalar blocks, repeated complex scalar blocks and full complex blocks, respectively. A. (D; G)-

where m r, m c and m C are the number of repeated real scalar blocks, repeated complex scalar blocks and full complex blocks, respectively. A. (D; G)- 1 Some properties of an upper bound for Gjerrit Meinsma, Yash Shrivastava and Minyue Fu Abstract A convex upper bound of the mixed structured singular value is analyzed. The upper bound is based on a multiplier

More information

LOW ORDER H CONTROLLER DESIGN: AN LMI APPROACH

LOW ORDER H CONTROLLER DESIGN: AN LMI APPROACH LOW ORDER H CONROLLER DESIGN: AN LMI APPROACH Guisheng Zhai, Shinichi Murao, Naoki Koyama, Masaharu Yoshida Faculty of Systems Engineering, Wakayama University, Wakayama 640-8510, Japan Email: zhai@sys.wakayama-u.ac.jp

More information

LMI based output-feedback controllers: γ-optimal versus linear quadratic.

LMI based output-feedback controllers: γ-optimal versus linear quadratic. Proceedings of the 17th World Congress he International Federation of Automatic Control Seoul Korea July 6-11 28 LMI based output-feedback controllers: γ-optimal versus linear quadratic. Dmitry V. Balandin

More information

1.1 Notations We dene X (s) =X T (;s), X T denotes the transpose of X X>()0 a symmetric, positive denite (semidenite) matrix diag [X 1 X ] a block-dia

1.1 Notations We dene X (s) =X T (;s), X T denotes the transpose of X X>()0 a symmetric, positive denite (semidenite) matrix diag [X 1 X ] a block-dia Applications of mixed -synthesis using the passivity approach A. Helmersson Department of Electrical Engineering Linkoping University S-581 83 Linkoping, Sweden tel: +46 13 816 fax: +46 13 86 email: andersh@isy.liu.se

More information

Marcus Pantoja da Silva 1 and Celso Pascoli Bottura 2. Abstract: Nonlinear systems with time-varying uncertainties

Marcus Pantoja da Silva 1 and Celso Pascoli Bottura 2. Abstract: Nonlinear systems with time-varying uncertainties A NEW PROPOSAL FOR H NORM CHARACTERIZATION AND THE OPTIMAL H CONTROL OF NONLINEAR SSTEMS WITH TIME-VARING UNCERTAINTIES WITH KNOWN NORM BOUND AND EXOGENOUS DISTURBANCES Marcus Pantoja da Silva 1 and Celso

More information

Denis ARZELIER arzelier

Denis ARZELIER   arzelier COURSE ON LMI OPTIMIZATION WITH APPLICATIONS IN CONTROL PART II.2 LMIs IN SYSTEMS CONTROL STATE-SPACE METHODS PERFORMANCE ANALYSIS and SYNTHESIS Denis ARZELIER www.laas.fr/ arzelier arzelier@laas.fr 15

More information

FINITE HORIZON ROBUST MODEL PREDICTIVE CONTROL USING LINEAR MATRIX INEQUALITIES. Danlei Chu, Tongwen Chen, Horacio J. Marquez

FINITE HORIZON ROBUST MODEL PREDICTIVE CONTROL USING LINEAR MATRIX INEQUALITIES. Danlei Chu, Tongwen Chen, Horacio J. Marquez FINITE HORIZON ROBUST MODEL PREDICTIVE CONTROL USING LINEAR MATRIX INEQUALITIES Danlei Chu Tongwen Chen Horacio J Marquez Department of Electrical and Computer Engineering University of Alberta Edmonton

More information

Convex Optimization Approach to Dynamic Output Feedback Control for Delay Differential Systems of Neutral Type 1,2

Convex Optimization Approach to Dynamic Output Feedback Control for Delay Differential Systems of Neutral Type 1,2 journal of optimization theory and applications: Vol. 127 No. 2 pp. 411 423 November 2005 ( 2005) DOI: 10.1007/s10957-005-6552-7 Convex Optimization Approach to Dynamic Output Feedback Control for Delay

More information

w 1... w L z 1... w e z r

w 1... w L z 1... w e z r Multiobjective H H 1 -Optimal Control via Finite Dimensional Q-Parametrization and Linear Matrix Inequalities 1 Haitham A. Hindi Babak Hassibi Stephen P. Boyd Department of Electrical Engineering, Durand

More information

Linear Systems with Saturating Controls: An LMI Approach. subject to control saturation. No assumption is made concerning open-loop stability and no

Linear Systems with Saturating Controls: An LMI Approach. subject to control saturation. No assumption is made concerning open-loop stability and no Output Feedback Robust Stabilization of Uncertain Linear Systems with Saturating Controls: An LMI Approach Didier Henrion 1 Sophie Tarbouriech 1; Germain Garcia 1; Abstract : The problem of robust controller

More information

Linear Regression and Its Applications

Linear Regression and Its Applications Linear Regression and Its Applications Predrag Radivojac October 13, 2014 Given a data set D = {(x i, y i )} n the objective is to learn the relationship between features and the target. We usually start

More information

Design of Strictly Positive Real Systems Using Constant Output Feedback

Design of Strictly Positive Real Systems Using Constant Output Feedback IEEE RANSACIONS ON AUOMAIC CONROL, VOL. 44, NO. 3, MARCH 1999 569 Design of Strictly Positive Real Systems Using Constant Output Feedback C.-H. Huang, P. A. Ioannou, J. Maroul, M. G. Safonov Abstract In

More information

Robust linear optimization under general norms

Robust linear optimization under general norms Operations Research Letters 3 (004) 50 56 Operations Research Letters www.elsevier.com/locate/dsw Robust linear optimization under general norms Dimitris Bertsimas a; ;, Dessislava Pachamanova b, Melvyn

More information

A Riccati-Genetic Algorithms Approach To Fixed-Structure Controller Synthesis

A Riccati-Genetic Algorithms Approach To Fixed-Structure Controller Synthesis A Riccati-Genetic Algorithms Approach To Fixed-Structure Controller Synthesis A Farag and H Werner Technical University Hamburg-Harburg, Institute of Control Engineering afarag@tu-harburgde, hwerner@tu-harburgde

More information

THIS paper deals with robust control in the setup associated

THIS paper deals with robust control in the setup associated IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL 50, NO 10, OCTOBER 2005 1501 Control-Oriented Model Validation and Errors Quantification in the `1 Setup V F Sokolov Abstract A priori information required for

More information

Stanford University. September Abstract. We show that control system design via classical loop shaping and singular

Stanford University. September Abstract. We show that control system design via classical loop shaping and singular Closed-Loop Convex Formulation of Classical and Singular Value Loop Shaping Craig Barratt Stephen Boyd Department of Electrical Engineering Stanford University Stanford CA 9435 September 99 Abstract We

More information

Optimization based robust control

Optimization based robust control Optimization based robust control Didier Henrion 1,2 Draft of March 27, 2014 Prepared for possible inclusion into The Encyclopedia of Systems and Control edited by John Baillieul and Tariq Samad and published

More information

Chapter 7 Interconnected Systems and Feedback: Well-Posedness, Stability, and Performance 7. Introduction Feedback control is a powerful approach to o

Chapter 7 Interconnected Systems and Feedback: Well-Posedness, Stability, and Performance 7. Introduction Feedback control is a powerful approach to o Lectures on Dynamic Systems and Control Mohammed Dahleh Munther A. Dahleh George Verghese Department of Electrical Engineering and Computer Science Massachuasetts Institute of Technology c Chapter 7 Interconnected

More information

only nite eigenvalues. This is an extension of earlier results from [2]. Then we concentrate on the Riccati equation appearing in H 2 and linear quadr

only nite eigenvalues. This is an extension of earlier results from [2]. Then we concentrate on the Riccati equation appearing in H 2 and linear quadr The discrete algebraic Riccati equation and linear matrix inequality nton. Stoorvogel y Department of Mathematics and Computing Science Eindhoven Univ. of Technology P.O. ox 53, 56 M Eindhoven The Netherlands

More information

Robust Least Squares and Applications Laurent El Ghaoui and Herve Lebret Ecole Nationale Superieure de Techniques Avancees 3, Bd. Victor, 7739 Paris, France (elghaoui, lebret)@ensta.fr Abstract We consider

More information

Multi-Model Adaptive Regulation for a Family of Systems Containing Different Zero Structures

Multi-Model Adaptive Regulation for a Family of Systems Containing Different Zero Structures Preprints of the 19th World Congress The International Federation of Automatic Control Multi-Model Adaptive Regulation for a Family of Systems Containing Different Zero Structures Eric Peterson Harry G.

More information

LMI Based Model Order Reduction Considering the Minimum Phase Characteristic of the System

LMI Based Model Order Reduction Considering the Minimum Phase Characteristic of the System LMI Based Model Order Reduction Considering the Minimum Phase Characteristic of the System Gholamreza Khademi, Haniyeh Mohammadi, and Maryam Dehghani School of Electrical and Computer Engineering Shiraz

More information

Filter Design for Linear Time Delay Systems

Filter Design for Linear Time Delay Systems IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 49, NO. 11, NOVEMBER 2001 2839 ANewH Filter Design for Linear Time Delay Systems E. Fridman Uri Shaked, Fellow, IEEE Abstract A new delay-dependent filtering

More information

In: Proc. BENELEARN-98, 8th Belgian-Dutch Conference on Machine Learning, pp 9-46, 998 Linear Quadratic Regulation using Reinforcement Learning Stephan ten Hagen? and Ben Krose Department of Mathematics,

More information

- f? 6 - P f? Figure : P - loop literature, where stability of the system in Figure was studied for single-input single-output case, and is required t

- f? 6 - P f? Figure : P - loop literature, where stability of the system in Figure was studied for single-input single-output case, and is required t Stability Multipliers and Upper Bounds: Connections and Implications for Numerical Verication of Frequency Domain Conditions Y.S. Chou and A.L. Tits Department of Electrical Engineering and Institute for

More information

H 2 and H 1 cost estimates for time-invariant uncertain

H 2 and H 1 cost estimates for time-invariant uncertain INT. J. CONTROL, 00, VOL. 75, NO. 9, ±79 Extended H and H systems norm characterizations and controller parametrizations for discrete-time M. C. DE OLIVEIRAy*, J. C. GEROMELy and J. BERNUSSOUz This paper

More information

FIR Filter Design via Semidenite Programming and Spectral Factorization Shao-Po Wu, Stephen Boyd, Lieven Vandenberghe Information Systems Laboratory Stanford University, Stanford, CA 9435 clive@isl.stanford.edu,

More information

Technical Notes and Correspondence

Technical Notes and Correspondence 1108 IEEE RANSACIONS ON AUOMAIC CONROL, VOL. 47, NO. 7, JULY 2002 echnical Notes and Correspondence Stability Analysis of Piecewise Discrete-ime Linear Systems Gang Feng Abstract his note presents a stability

More information

Here, u is the control input with m components, y is the measured output with k componenets, and the channels w j z j from disturbance inputs to contr

Here, u is the control input with m components, y is the measured output with k componenets, and the channels w j z j from disturbance inputs to contr From Mixed to Multi-Objective ontrol arsten W. Scherer Mechanical Engineering Systems and ontrol Group Delft University of Technology Mekelweg, 8 D Delft, The Netherlands Paper ID: Reg Abstract. We revisit

More information

1 Introduction Semidenite programming (SDP) has been an active research area following the seminal work of Nesterov and Nemirovski [9] see also Alizad

1 Introduction Semidenite programming (SDP) has been an active research area following the seminal work of Nesterov and Nemirovski [9] see also Alizad Quadratic Maximization and Semidenite Relaxation Shuzhong Zhang Econometric Institute Erasmus University P.O. Box 1738 3000 DR Rotterdam The Netherlands email: zhang@few.eur.nl fax: +31-10-408916 August,

More information

Linear Matrix Inequalities in Control

Linear Matrix Inequalities in Control Linear Matrix Inequalities in Control Guido Herrmann University of Leicester Linear Matrix Inequalities in Control p. 1/43 Presentation 1. Introduction and some simple examples 2. Fundamental Properties

More information

Adaptive linear quadratic control using policy. iteration. Steven J. Bradtke. University of Massachusetts.

Adaptive linear quadratic control using policy. iteration. Steven J. Bradtke. University of Massachusetts. Adaptive linear quadratic control using policy iteration Steven J. Bradtke Computer Science Department University of Massachusetts Amherst, MA 01003 bradtke@cs.umass.edu B. Erik Ydstie Department of Chemical

More information

Control with Random Communication Delays via a Discrete-Time Jump System Approach

Control with Random Communication Delays via a Discrete-Time Jump System Approach Control with Random Communication Delays via a Discrete-Time Jump System Approach Lin Xiao Arash Hassibi Jonathan P How Information Systems Laboratory Stanford University Stanford, CA 9435, USA Abstract

More information

State feedback gain scheduling for linear systems with time-varying parameters

State feedback gain scheduling for linear systems with time-varying parameters State feedback gain scheduling for linear systems with time-varying parameters Vinícius F. Montagner and Pedro L. D. Peres Abstract This paper addresses the problem of parameter dependent state feedback

More information

Optimization in. Stephen Boyd. 3rd SIAM Conf. Control & Applications. and Control Theory. System. Convex

Optimization in. Stephen Boyd. 3rd SIAM Conf. Control & Applications. and Control Theory. System. Convex Optimization in Convex and Control Theory System Stephen Boyd Engineering Department Electrical University Stanford 3rd SIAM Conf. Control & Applications 1 Basic idea Many problems arising in system and

More information

Synthesis of Static Output Feedback SPR Systems via LQR Weighting Matrix Design

Synthesis of Static Output Feedback SPR Systems via LQR Weighting Matrix Design 49th IEEE Conference on Decision and Control December 15-17, 21 Hilton Atlanta Hotel, Atlanta, GA, USA Synthesis of Static Output Feedback SPR Systems via LQR Weighting Matrix Design Jen-te Yu, Ming-Li

More information

Lecture Note 5: Semidefinite Programming for Stability Analysis

Lecture Note 5: Semidefinite Programming for Stability Analysis ECE7850: Hybrid Systems:Theory and Applications Lecture Note 5: Semidefinite Programming for Stability Analysis Wei Zhang Assistant Professor Department of Electrical and Computer Engineering Ohio State

More information

Constructing Lyapunov-Krasovskii Functionals For Linear Time Delay Systems

Constructing Lyapunov-Krasovskii Functionals For Linear Time Delay Systems Constructing Lyapunov-Krasovskii Functionals For Linear Time Delay Systems Antonis Papachristodoulou, Matthew Peet and Sanjay Lall Abstract We present an algorithmic methodology for constructing Lyapunov-Krasovskii

More information

Appendix A Solving Linear Matrix Inequality (LMI) Problems

Appendix A Solving Linear Matrix Inequality (LMI) Problems Appendix A Solving Linear Matrix Inequality (LMI) Problems In this section, we present a brief introduction about linear matrix inequalities which have been used extensively to solve the FDI problems described

More information

On optimal quadratic Lyapunov functions for polynomial systems

On optimal quadratic Lyapunov functions for polynomial systems On optimal quadratic Lyapunov functions for polynomial systems G. Chesi 1,A.Tesi 2, A. Vicino 1 1 Dipartimento di Ingegneria dell Informazione, Università disiena Via Roma 56, 53100 Siena, Italy 2 Dipartimento

More information

DESIGN OF ROBUST OUTPUT FEEDBACK CONTROLLER VIA LMI APPROACH

DESIGN OF ROBUST OUTPUT FEEDBACK CONTROLLER VIA LMI APPROACH Journal of ELECTRICAL ENGINEERING, VOL. 52, NO. 9-1, 21, 273 277 DESIGN OF ROBUST OUTPUT FEEDBACK CONTROLLER VIA LMI APPROACH Vojtech Veselý Alena Kozáková Demetrios P. Papadopoulos In this paper, the

More information

Robust Observer for Uncertain T S model of a Synchronous Machine

Robust Observer for Uncertain T S model of a Synchronous Machine Recent Advances in Circuits Communications Signal Processing Robust Observer for Uncertain T S model of a Synchronous Machine OUAALINE Najat ELALAMI Noureddine Laboratory of Automation Computer Engineering

More information

New Lyapunov Krasovskii functionals for stability of linear retarded and neutral type systems

New Lyapunov Krasovskii functionals for stability of linear retarded and neutral type systems Systems & Control Letters 43 (21 39 319 www.elsevier.com/locate/sysconle New Lyapunov Krasovskii functionals for stability of linear retarded and neutral type systems E. Fridman Department of Electrical

More information

A Survey Of State-Feedback Simultaneous Stabilization Techniques

A Survey Of State-Feedback Simultaneous Stabilization Techniques University of New Mexico UNM Digital Repository Electrical & Computer Engineering Faculty Publications Engineering Publications 4-13-2012 A Survey Of State-Feedback Simultaneous Stabilization Techniques

More information

Robust Anti-Windup Controller Synthesis: A Mixed H 2 /H Setting

Robust Anti-Windup Controller Synthesis: A Mixed H 2 /H Setting Robust Anti-Windup Controller Synthesis: A Mixed H /H Setting ADDISON RIOS-BOLIVAR Departamento de Sistemas de Control Universidad de Los Andes Av. ulio Febres, Mérida 511 VENEZUELA SOLBEN GODOY Postgrado

More information

From Convex Optimization to Linear Matrix Inequalities

From Convex Optimization to Linear Matrix Inequalities Dep. of Information Engineering University of Pisa (Italy) From Convex Optimization to Linear Matrix Inequalities eng. Sergio Grammatico grammatico.sergio@gmail.com Class of Identification of Uncertain

More information

Riccati difference equations to non linear extended Kalman filter constraints

Riccati difference equations to non linear extended Kalman filter constraints International Journal of Scientific & Engineering Research Volume 3, Issue 12, December-2012 1 Riccati difference equations to non linear extended Kalman filter constraints Abstract Elizabeth.S 1 & Jothilakshmi.R

More information

An LQ R weight selection approach to the discrete generalized H 2 control problem

An LQ R weight selection approach to the discrete generalized H 2 control problem INT. J. CONTROL, 1998, VOL. 71, NO. 1, 93± 11 An LQ R weight selection approach to the discrete generalized H 2 control problem D. A. WILSON², M. A. NEKOUI² and G. D. HALIKIAS² It is known that a generalized

More information

UNCERTAINTY MODELING VIA FREQUENCY DOMAIN MODEL VALIDATION

UNCERTAINTY MODELING VIA FREQUENCY DOMAIN MODEL VALIDATION AIAA 99-3959 UNCERTAINTY MODELING VIA FREQUENCY DOMAIN MODEL VALIDATION Martin R. Waszak, * NASA Langley Research Center, Hampton, Virginia Dominick Andrisani II, Purdue University, West Lafayette, Indiana

More information

Benchmark problems in stability and design of. switched systems. Daniel Liberzon and A. Stephen Morse. Department of Electrical Engineering

Benchmark problems in stability and design of. switched systems. Daniel Liberzon and A. Stephen Morse. Department of Electrical Engineering Benchmark problems in stability and design of switched systems Daniel Liberzon and A. Stephen Morse Department of Electrical Engineering Yale University New Haven, CT 06520-8267 fliberzon, morseg@sysc.eng.yale.edu

More information

An Exact Stability Analysis Test for Single-Parameter. Polynomially-Dependent Linear Systems

An Exact Stability Analysis Test for Single-Parameter. Polynomially-Dependent Linear Systems An Exact Stability Analysis Test for Single-Parameter Polynomially-Dependent Linear Systems P. Tsiotras and P.-A. Bliman Abstract We provide a new condition for testing the stability of a single-parameter,

More information

and the nite horizon cost index with the nite terminal weighting matrix F > : N?1 X J(z r ; u; w) = [z(n)? z r (N)] T F [z(n)? z r (N)] + t= [kz? z r

and the nite horizon cost index with the nite terminal weighting matrix F > : N?1 X J(z r ; u; w) = [z(n)? z r (N)] T F [z(n)? z r (N)] + t= [kz? z r Intervalwise Receding Horizon H 1 -Tracking Control for Discrete Linear Periodic Systems Ki Baek Kim, Jae-Won Lee, Young Il. Lee, and Wook Hyun Kwon School of Electrical Engineering Seoul National University,

More information

Stability of linear time-varying systems through quadratically parameter-dependent Lyapunov functions

Stability of linear time-varying systems through quadratically parameter-dependent Lyapunov functions Stability of linear time-varying systems through quadratically parameter-dependent Lyapunov functions Vinícius F. Montagner Department of Telematics Pedro L. D. Peres School of Electrical and Computer

More information

Parameterized Linear Matrix Inequality Techniques in Fuzzy Control System Design

Parameterized Linear Matrix Inequality Techniques in Fuzzy Control System Design 324 IEEE TRANSACTIONS ON FUZZY SYSTEMS, VOL. 9, NO. 2, APRIL 2001 Parameterized Linear Matrix Inequality Techniques in Fuzzy Control System Design H. D. Tuan, P. Apkarian, T. Narikiyo, and Y. Yamamoto

More information

Control of Asynchronous Dynamical Systems with Rate Constraints on Events

Control of Asynchronous Dynamical Systems with Rate Constraints on Events Control of Asynchronous Dynamical Systems with Rate Constraints on Events Arash Hassibi 1 Stephen P. Boyd Jonathan P. How Information Systems Laboratory Stanford University Stanford, CA 94305-9510, USA

More information

Linear Algebra (part 1) : Vector Spaces (by Evan Dummit, 2017, v. 1.07) 1.1 The Formal Denition of a Vector Space

Linear Algebra (part 1) : Vector Spaces (by Evan Dummit, 2017, v. 1.07) 1.1 The Formal Denition of a Vector Space Linear Algebra (part 1) : Vector Spaces (by Evan Dummit, 2017, v. 1.07) Contents 1 Vector Spaces 1 1.1 The Formal Denition of a Vector Space.................................. 1 1.2 Subspaces...................................................

More information

2nd Symposium on System, Structure and Control, Oaxaca, 2004

2nd Symposium on System, Structure and Control, Oaxaca, 2004 263 2nd Symposium on System, Structure and Control, Oaxaca, 2004 A PROJECTIVE ALGORITHM FOR STATIC OUTPUT FEEDBACK STABILIZATION Kaiyang Yang, Robert Orsi and John B. Moore Department of Systems Engineering,

More information

Model reduction for linear systems by balancing

Model reduction for linear systems by balancing Model reduction for linear systems by balancing Bart Besselink Jan C. Willems Center for Systems and Control Johann Bernoulli Institute for Mathematics and Computer Science University of Groningen, Groningen,

More information

Robust Anti-Windup Compensation for PID Controllers

Robust Anti-Windup Compensation for PID Controllers Robust Anti-Windup Compensation for PID Controllers ADDISON RIOS-BOLIVAR Universidad de Los Andes Av. Tulio Febres, Mérida 511 VENEZUELA FRANCKLIN RIVAS-ECHEVERRIA Universidad de Los Andes Av. Tulio Febres,

More information

REGLERTEKNIK AUTOMATIC CONTROL LINKÖPING

REGLERTEKNIK AUTOMATIC CONTROL LINKÖPING Invariant Sets for a Class of Hybrid Systems Mats Jirstrand Department of Electrical Engineering Linkoping University, S-581 83 Linkoping, Sweden WWW: http://www.control.isy.liu.se Email: matsj@isy.liu.se

More information

6.241 Dynamic Systems and Control

6.241 Dynamic Systems and Control 6.241 Dynamic Systems and Control Lecture 24: H2 Synthesis Emilio Frazzoli Aeronautics and Astronautics Massachusetts Institute of Technology May 4, 2011 E. Frazzoli (MIT) Lecture 24: H 2 Synthesis May

More information

ROBUST STABILITY TEST FOR UNCERTAIN DISCRETE-TIME SYSTEMS: A DESCRIPTOR SYSTEM APPROACH

ROBUST STABILITY TEST FOR UNCERTAIN DISCRETE-TIME SYSTEMS: A DESCRIPTOR SYSTEM APPROACH Latin American Applied Research 41: 359-364(211) ROBUS SABILIY ES FOR UNCERAIN DISCREE-IME SYSEMS: A DESCRIPOR SYSEM APPROACH W. ZHANG,, H. SU, Y. LIANG, and Z. HAN Engineering raining Center, Shanghai

More information

A New Strategy to the Multi-Objective Control of Linear Systems

A New Strategy to the Multi-Objective Control of Linear Systems Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference 25 Seville, Spain, December 12-15, 25 TuC8.6 A New Strategy to the Multi-Objective Control of Linear

More information

Local Robust Performance Analysis for Nonlinear Dynamical Systems

Local Robust Performance Analysis for Nonlinear Dynamical Systems 2009 American Control Conference Hyatt Regency Riverfront, St. Louis, MO, USA June 10-12, 2009 WeB04.1 Local Robust Performance Analysis for Nonlinear Dynamical Systems Ufuk Topcu and Andrew Packard Abstract

More information

Eects of small delays on stability of singularly perturbed systems

Eects of small delays on stability of singularly perturbed systems Automatica 38 (2002) 897 902 www.elsevier.com/locate/automatica Technical Communique Eects of small delays on stability of singularly perturbed systems Emilia Fridman Department of Electrical Engineering

More information

Nonlinear Control Design for Linear Differential Inclusions via Convex Hull Quadratic Lyapunov Functions

Nonlinear Control Design for Linear Differential Inclusions via Convex Hull Quadratic Lyapunov Functions Nonlinear Control Design for Linear Differential Inclusions via Convex Hull Quadratic Lyapunov Functions Tingshu Hu Abstract This paper presents a nonlinear control design method for robust stabilization

More information

Chapter Robust Performance and Introduction to the Structured Singular Value Function Introduction As discussed in Lecture 0, a process is better desc

Chapter Robust Performance and Introduction to the Structured Singular Value Function Introduction As discussed in Lecture 0, a process is better desc Lectures on Dynamic Systems and Control Mohammed Dahleh Munther A Dahleh George Verghese Department of Electrical Engineering and Computer Science Massachuasetts Institute of Technology c Chapter Robust

More information

LMI Methods in Optimal and Robust Control

LMI Methods in Optimal and Robust Control LMI Methods in Optimal and Robust Control Matthew M. Peet Arizona State University Lecture 14: LMIs for Robust Control in the LF Framework ypes of Uncertainty In this Lecture, we will cover Unstructured,

More information

GLOBAL ANALYSIS OF PIECEWISE LINEAR SYSTEMS USING IMPACT MAPS AND QUADRATIC SURFACE LYAPUNOV FUNCTIONS

GLOBAL ANALYSIS OF PIECEWISE LINEAR SYSTEMS USING IMPACT MAPS AND QUADRATIC SURFACE LYAPUNOV FUNCTIONS GLOBAL ANALYSIS OF PIECEWISE LINEAR SYSTEMS USING IMPACT MAPS AND QUADRATIC SURFACE LYAPUNOV FUNCTIONS Jorge M. Gonçalves, Alexandre Megretski y, Munther A. Dahleh y California Institute of Technology

More information

Math Camp Notes: Linear Algebra I

Math Camp Notes: Linear Algebra I Math Camp Notes: Linear Algebra I Basic Matrix Operations and Properties Consider two n m matrices: a a m A = a n a nm Then the basic matrix operations are as follows: a + b a m + b m A + B = a n + b n

More information

Interval solutions for interval algebraic equations

Interval solutions for interval algebraic equations Mathematics and Computers in Simulation 66 (2004) 207 217 Interval solutions for interval algebraic equations B.T. Polyak, S.A. Nazin Institute of Control Sciences, Russian Academy of Sciences, 65 Profsoyuznaya

More information

Conjugate convex Lyapunov functions for dual linear differential inclusions

Conjugate convex Lyapunov functions for dual linear differential inclusions Conjugate convex Lyapunov functions for dual linear differential inclusions Rafal Goebel, Andrew R. Teel 2, Tingshu Hu 3, Zongli Lin 4 Abstract Tools from convex analysis are used to show how stability

More information

Chapter 9 Robust Stability in SISO Systems 9. Introduction There are many reasons to use feedback control. As we have seen earlier, with the help of a

Chapter 9 Robust Stability in SISO Systems 9. Introduction There are many reasons to use feedback control. As we have seen earlier, with the help of a Lectures on Dynamic Systems and Control Mohammed Dahleh Munther A. Dahleh George Verghese Department of Electrical Engineering and Computer Science Massachuasetts Institute of Technology c Chapter 9 Robust

More information

Absolute value equations

Absolute value equations Linear Algebra and its Applications 419 (2006) 359 367 www.elsevier.com/locate/laa Absolute value equations O.L. Mangasarian, R.R. Meyer Computer Sciences Department, University of Wisconsin, 1210 West

More information

Control for stability and Positivity of 2-D linear discrete-time systems

Control for stability and Positivity of 2-D linear discrete-time systems Manuscript received Nov. 2, 27; revised Dec. 2, 27 Control for stability and Positivity of 2-D linear discrete-time systems MOHAMMED ALFIDI and ABDELAZIZ HMAMED LESSI, Département de Physique Faculté des

More information

Journal of System Design and Dynamics

Journal of System Design and Dynamics Dynamic Anti-Windup Compensator Design Considering Behavior of Controller State Unggul WASIWITONO, Shunsuke TAKAMATSU, Masami SAEKI, Kiyoshi OCHI and Nobutada WADA Graduate School of Engineering, Hiroshima

More information

ThM06-2. Coprime Factor Based Closed-Loop Model Validation Applied to a Flexible Structure

ThM06-2. Coprime Factor Based Closed-Loop Model Validation Applied to a Flexible Structure Proceedings of the 42nd IEEE Conference on Decision and Control Maui, Hawaii USA, December 2003 ThM06-2 Coprime Factor Based Closed-Loop Model Validation Applied to a Flexible Structure Marianne Crowder

More information

Control of Chatter using Active Magnetic Bearings

Control of Chatter using Active Magnetic Bearings Control of Chatter using Active Magnetic Bearings Carl R. Knospe University of Virginia Opportunity Chatter is a machining process instability that inhibits higher metal removal rates (MRR) and accelerates

More information

Fast Algorithms for SDPs derived from the Kalman-Yakubovich-Popov Lemma

Fast Algorithms for SDPs derived from the Kalman-Yakubovich-Popov Lemma Fast Algorithms for SDPs derived from the Kalman-Yakubovich-Popov Lemma Venkataramanan (Ragu) Balakrishnan School of ECE, Purdue University 8 September 2003 European Union RTN Summer School on Multi-Agent

More information

Carsten Scherer. Mechanical Engineering Systems and Control Group. Delft University of Technology. Mekelweg CD Delft

Carsten Scherer. Mechanical Engineering Systems and Control Group. Delft University of Technology. Mekelweg CD Delft Mixed H =H ontrol arsten Scherer Mechanical Engineering Systems and ontrol Group Delft University of Technology Mekelweg 68 D Delft The Netherlands Abstract In this article we provide a solution to the

More information

arzelier

arzelier COURSE ON LMI OPTIMIZATION WITH APPLICATIONS IN CONTROL PART II.1 LMIs IN SYSTEMS CONTROL STATE-SPACE METHODS STABILITY ANALYSIS Didier HENRION www.laas.fr/ henrion henrion@laas.fr Denis ARZELIER www.laas.fr/

More information

Aalborg Universitet. Robust Structured Control Design via LMI Optimization Adegas, Fabiano Daher; Stoustrup, Jakob

Aalborg Universitet. Robust Structured Control Design via LMI Optimization Adegas, Fabiano Daher; Stoustrup, Jakob Aalborg Universitet Robust Structured Control Design via LMI Optimization Adegas, Fabiano Daher; Stoustrup, Jakob Published in: Proceedings of the 18th IFAC World Congress, 211 Publication date: 211 Document

More information

A NECESSARY AND SUFFICIENT CONDITION FOR STATIC OUTPUT FEEDBACK STABILIZABILITY OF LINEAR DISCRETE-TIME SYSTEMS 1

A NECESSARY AND SUFFICIENT CONDITION FOR STATIC OUTPUT FEEDBACK STABILIZABILITY OF LINEAR DISCRETE-TIME SYSTEMS 1 KYBERNETIKA VOLUME 39 (2003), NUMBER 4, PAGES 447-459 A NECESSARY AND SUFFICIENT CONDITION FOR STATIC OUTPUT FEEDBACK STABILIZABILITY OF LINEAR DISCRETE-TIME SYSTEMS 1 DANICA ROSINOVÁ, VOJTECH VESELÝ AND

More information

A Finite Element Method for an Ill-Posed Problem. Martin-Luther-Universitat, Fachbereich Mathematik/Informatik,Postfach 8, D Halle, Abstract

A Finite Element Method for an Ill-Posed Problem. Martin-Luther-Universitat, Fachbereich Mathematik/Informatik,Postfach 8, D Halle, Abstract A Finite Element Method for an Ill-Posed Problem W. Lucht Martin-Luther-Universitat, Fachbereich Mathematik/Informatik,Postfach 8, D-699 Halle, Germany Abstract For an ill-posed problem which has its origin

More information

A characterization of consistency of model weights given partial information in normal linear models

A characterization of consistency of model weights given partial information in normal linear models Statistics & Probability Letters ( ) A characterization of consistency of model weights given partial information in normal linear models Hubert Wong a;, Bertrand Clare b;1 a Department of Health Care

More information

LINEAR QUADRATIC OPTIMAL CONTROL BASED ON DYNAMIC COMPENSATION. Received October 2010; revised March 2011

LINEAR QUADRATIC OPTIMAL CONTROL BASED ON DYNAMIC COMPENSATION. Received October 2010; revised March 2011 International Journal of Innovative Computing, Information and Control ICIC International c 22 ISSN 349-498 Volume 8, Number 5(B), May 22 pp. 3743 3754 LINEAR QUADRATIC OPTIMAL CONTROL BASED ON DYNAMIC

More information

H 1 optimisation. Is hoped that the practical advantages of receding horizon control might be combined with the robustness advantages of H 1 control.

H 1 optimisation. Is hoped that the practical advantages of receding horizon control might be combined with the robustness advantages of H 1 control. A game theoretic approach to moving horizon control Sanjay Lall and Keith Glover Abstract A control law is constructed for a linear time varying system by solving a two player zero sum dierential game

More information

An LMI Approach to Robust Controller Designs of Takagi-Sugeno fuzzy Systems with Parametric Uncertainties

An LMI Approach to Robust Controller Designs of Takagi-Sugeno fuzzy Systems with Parametric Uncertainties An LMI Approach to Robust Controller Designs of akagi-sugeno fuzzy Systems with Parametric Uncertainties Li Qi and Jun-You Yang School of Electrical Engineering Shenyang University of echnolog Shenyang,

More information

Graph and Controller Design for Disturbance Attenuation in Consensus Networks

Graph and Controller Design for Disturbance Attenuation in Consensus Networks 203 3th International Conference on Control, Automation and Systems (ICCAS 203) Oct. 20-23, 203 in Kimdaejung Convention Center, Gwangju, Korea Graph and Controller Design for Disturbance Attenuation in

More information

INDEFINITE TRUST REGION SUBPROBLEMS AND NONSYMMETRIC EIGENVALUE PERTURBATIONS. Ronald J. Stern. Concordia University

INDEFINITE TRUST REGION SUBPROBLEMS AND NONSYMMETRIC EIGENVALUE PERTURBATIONS. Ronald J. Stern. Concordia University INDEFINITE TRUST REGION SUBPROBLEMS AND NONSYMMETRIC EIGENVALUE PERTURBATIONS Ronald J. Stern Concordia University Department of Mathematics and Statistics Montreal, Quebec H4B 1R6, Canada and Henry Wolkowicz

More information

An LMI Optimization Approach for Structured Linear Controllers

An LMI Optimization Approach for Structured Linear Controllers An LMI Optimization Approach for Structured Linear Controllers Jeongheon Han* and Robert E. Skelton Structural Systems and Control Laboratory Department of Mechanical & Aerospace Engineering University

More information