PARAMETER DEPENDENT H CONTROLLER DESIGN BY FINITE DIMENSIONAL LMI OPTIMIZATION: APPLICATION TO TRADE-OFF DEPENDENT CONTROL
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1 PARAMETER DEPEDET H COTROLLER DESIG BY FIITE DIMESIOAL LMI OPTIMIZATIO: APPLICATIO TO TRADE-OFF DEPEDET COTROL M Dinh, G Scorletti V Fromion E Magarotto GREYC Equipe Automatique, ISMRA 6 boulevard du Maréchal Juin, F45 Caen cedex, France LASB, IRA Montpellier 2 place Viala, F346 Montpellier, France Abstract: The design of a parameter dependent H controller for a parameter dependent plant is considered A solution can be proposed as a parameter dependent LMI optimization problem, that is, an infinite dimensional problem In the case of rational dependence, an approach is proposed involving an optimization problem over parameter independent LMI constraints which is finite dimensional) The obtained conditions are less conservative than previous ones An application to the trade-off dependent controller design with the control of a DC motor is developed to emphasize the interest of our approach Keywords: Parameter dependent H control, Linear Matrix Inequality LMI) optimization, trade-off dependent control ITRODUCTIO In this paper, we focus on the design of a parameter dependent H controller for a parameter dependent plant This problem can be applied to numerous controller design problems: gain scheduling control Stilwell and Rugh, 999), saturated system control Megretski, 996), spatial system control de Castro and Paganini, 22), trade-off dependent control Dinh et al, 23), to cite a few It can be naturally cast into optimization problems involving parameter dependent Linear Matrix Inequalities, that is, an infinite dimensional optimization problem whose solution cannot be efficiently computed The major difficulty is to replace it by a parameter independent LMI optimization problem while avoiding the introduction of conservatism Remember that parameter independent LMI optimization problems are finite dimensional ones which can be efficiently solved Such an approach was considered in numerous problems: robust analysis, LPV control The reader is referred to Dinh et al, accepted in 25) for the bibliography on these approaches For sake of shortness, it is not developed here In these approaches, the choice of function sets for the decision variables of the infinite dimensional optimization problem is the crucial point, as pointed out in Dinh et al, 23) In this last paper, we investigated the choice of rational functions with fixed denominator, which encompasses all previous ones In this paper, we consider LMI which rationally depend on a scalar parameter θ We prove that when the set of decision variables is the set of rational functions of a given order whose denominator is free), a considered parameter dependent LMI constraint can be equivalently replaced by parameter independent LMI constraints This
2 point is a dramatic improvement with respect to previous approaches, eg Dinh et al, 23): we improve this approach by deriving conditions of similar complexity The proposed approach can be applied to several parameters but by introducing conservatism It is based on an extension of the Kalman Yakubovich Popov lemma The obtained result allows to derive a parameter independent LMI formulation for the parameter dependent control problem in the next section In Section 3, this solution is applied to the trade-off dependent control with the control of a DC motor as a numerical example A trade-off dependent controller is a controller Ks, θ) such that a set of specification trade-offs parameterized by a scalar θ, is satisfied for a given LTI plant Dinh et al, 23) A trade-off is, here, formulated as an optimization problem involving a weighted H norm A motivating application is controller re)tuning otations I n respectively m p ) denotes the n n identity matrix resp the m p zero matrix) The subscribes will be dropped when they are clear from the context P > denotes that P is positive definite The Redheffer star product Skogestad and Postlethwaite, 996) is denoted by Let us also introduce R H = H H, Rd,p = d I p d I p I p, Λ p = { R H H i = Hi T R p p, i =,, }, I p J p = I p c I p c I p I p I p c I p c I p I p where c i, i =,,, are given real scalars such that for any θ, + i= θi c i, C T LA, B, C, D, M, S, G) = D T M C D + A T S G) + S + G)A 2S S + G)B + B T S G) 2 PARAMETER DEPEDET COTROLLER DESIG 2 Problem formulation We consider the following generalized plant P s, θ): ẋt) = Aθ)xt)+ B w θ)wt)+ B u θ)ut) zt) = C z θ)xt)+d zw θ)wt)+d zu θ)ut) ) yt) = C y θ)xt)+d yw θ)wt) where xt) R n, ut) R n u, yt) R n y, zt) R nz, wt) R nw and where θ is a constant parameter conventionally θ, ) The state space matrices of P s, θ) are assumed to be rational functions of θ, well-posed on, Problem: Given P s, θ) as in ) and γ >, compute, if there exists, a parameter dependent controller Ks, θ) = s I AK θ) B n K θ) 2) C K θ) D K θ) where A K θ), B K θ), C K θ) and D K θ) are rational functions of θ, well-posed on,, ensuring for any θ, : the asymptotic stability of P s, θ) Ks, θ); P s, θ) Ks, θ) < γ A K θ), B K θ), C K θ) and D K θ) are required to be rational in θ in order to obtain a controller implementation of reasonable complexity The proposed approach can be readily applied to other criteria such as H 2 norm, multiobjective) 22 Proposed approach ote that Problem is in fact an extension of the H control problem as both the controller and the generalized plant are, here, dependent on a parameter θ Thus a solution to Problem can be straightforwardly obtained by extending the LMI solution of Scherer et al, 997) conditions 4) and 42)) to the H control problem We obtain the optimization problem over parameter dependent LMI constraints presented in Dinh et al, 23) This is an infinite dimensional optimization problem along two aspects: as functions of θ, the decision variables are in an infinite dimensional space; as parameterized by θ, there is an infinite number of constraints This infinite nature prevents an efficient computation of a solution to the optimization problem The proposed approach is an interesting way to compute a solution to this infinite dimensional optimization problem via a finite dimensional one Following Rossignol et al, 23), it is obtained along two steps For the first step, we introduce for a decision variable, say Υθ), the following finite parameterization i= Υθ) = θi Υ i +, 3) i= θi d i parameterized by the + matrices Υ i and the scalars d i In order to obtain a finite number of constraints, the second step is based on the following lemma, which is an extension of the Kalman Yakubovich Popov lemma Lemma 2 Rossignol et al, 23) Let M be a symmetric matrix and let Φθ) be a rational
3 matrix function of θ, well-posed on,, and define one of its LFT realization by AΦ B Φθ) = θi Φ C Φ D Φ Then the following condition holds θ,, Φθ) T MΦθ) < if and only if there exist S = S T > and G = G T such that LA Φ, B Φ, C Φ, D Φ, M, S, G) < We can then state the following lemma Lemma 22 Let H θ) and H 2 θ) be two matrices of rational functions of θ, well-posed on, Let C be a matrix and be a positive integer There exists a possibly structured) matrix Υθ) as defined in 3), well-posed on,, such that θ,, H θ)c + Υθ))H 2 θ) + + H θ)c + Υθ))H 2 θ)) T < 4) if and only if there exist + matrices Υ i, i =,, and scalars d i, i =,,, such that the two following conditions hold: i) there exist S d =Sd T> and G d = Gd T such that ) R L A d, B d, C d, D d, d,, R T S d, d, G d < 5) where Ad B θi d = C d D d θ J ii) there exist S =S T > and G = G T such that ) UΥ L A H, B H, C H, D H, i, d i ) UΥ i, d i ) T, S, G < 6) where AH B θi H H θ) = T C H D H Hθ)H 2 θ) and where UΥ i, d i ) is an affine function of Υ i and of d i such that UΥ i, d i ) Hθ)= Υ +C)+ i= θi Υ i +d i C) + 7) i= θi c i ote that the infinite dimensional optimization problem defined by 4) is equivalently replaced by the finite dimensional optimization problem over the LMI constraints 5) and 6) ote also that the factorization 7) is always possible although not unique Proof of Lemma 22 The well-posedness of Υθ) on, is equivalent to θ,, + i= d iθ i As + i= d iθ i is a real valued polynomial, it is sign positive) definite The well-posedness of Υθ) on, is then further equivalent to θ,, + i= d iθ i + i= c iθ i > 8) for any polynomial + i= c iθ i that does not vanish on, Since + i= d iθ i + i= c iθ = R i d, θ J, condition 8) is equivalent to condition 5) by applying Lemma 2 Using 8), condition 4) can be rewritten as: θ,, H θ)uυ i, d i ) Hθ)H 2 θ) + + H θ)uυ i, d i ) Hθ)H 2 θ)) T 9) < with UΥ i, d i ) and Hθ) as defined in 7) Condition 9) is then equivalent to condition 6) by applying Lemma 2 23 Finite dimensional solution From the previous result, we have the following theorem Theorem 2 Given, there exists a controller 2) solving Problem if there exist matrices R X Λ n, R Y Λ n, and a matrix R V R n+n u) +)n+n y ) ; scalars d i, i =,, such that the two following conditions hold: i) there exist S =S T > and G = G T such that W L A Ω, B Ω, C Ω, D Ω, W T, S, G )< ) RX R with W = d,n and with R Y I 2n AΩ B θi Ω = ; C Ω D Ω θi J n θi J n ii) there exist S =S T > and G = G T such that ) Z L A Ω, B Ω, C Ω, D Ω, Z T, S, G < ) with R V R X R d,n R Y Z = R d,n R d,nw γr d,nw γr d,nz and with AΩ B θi Ω F = θ) T C Ω D Ω F 2 θ)f 3 θ) where F θ)= B uθ) Aθ) I n Aθ) T B w θ) T B w θ) T 2 I nw D zu θ) C z θ) D zw θ) 2 I nz
4 θi J n+ny θi J n F 2 θ) = θi J n θi J nw θi J nz I n F 3 θ) = C y θ) D yw θ) I n+n+nw +n z If a controller exists, its state space matrices are then obtained with AK θ) B K θ) Lθ) Mθ) = 2) I nu C K θ) D K θ) I n B u θ) I nu Vθ) X θ) + Aθ) C y θ) I ny with Lθ) Mθ) given by In X θ) I I n Yθ) ) I n I n I n I n n and where i= X θ)= θi X i + i=, Yθ)= θi Y i i= θi d i +, i= θi d i i= Vθ)= θi V i + i= θi d i 3) Proof of Theorem 2 It is proved by the application of Lemma 22 to the optimization problem over parameter dependent LMI constraints presented in Dinh et al, 23), that is, the extension of conditions 4) and 42) in Scherer et al, 997) Computation: for a given value of γ, the optimization problem defined by ) and ) is an LMI feasibility problem Another interesting problem is to minimize γ over LMI constraints ) and ) As this minimization is a quasi convex optimization problem, the minimum value of γ can be found by performing a dichotomy on γ 24 Discussion of our approach X θ), Yθ) and Vθ) are in fact the parameter dependent decision variables of the infinite dimensional optimization problem presented in Dinh et al, 23) The dependence assumed in 3) is not restricting with respect to Problem since, from equation 2), this dependence is enforced as rational matrices function of θ are wanted for the state spaces matrices of the controller 2) is the trade-off parameter: increasing allows to decrease the performance level γ with the drawback of increasing the controller complexity, that Quasi convexity can be proved by a simple adaptation of the proof of the LMI) Generalized Eignevalue Problems, see Boyd et al, 994) is its state space matrices are rational functions of increasing degree As is the only tradeoff parameter, a trade-off is easily obtained The numerical example of Section 32 illustrates that good performance can be obtained with a small For a given, the approach of this paper gives a better performance level γ than the one of Dinh et al, 23); or equivalently for a given performance level γ, a lower is needed, that is, a controller of lower complexity is obtained Furthermore, we consider here a more general problem 3 APPLICATIO: DESIG OF A TRADE-OFF DEPEDET COTROLLER 3 Problem formulation In the H control approach see Figure ), the w w j w nw W i W i W ij W inw u p p j p nw P w K? Fig General H problem W o q W o q k W ok q nz W onz P y z z k z nz design of a controller K is recast as an optimization problem on weighted closed-loop transfer functions The considered closed-loop transfer functions are defined by P w which depends on the plant): ẋ w t) = A w x w t) + Bp w pt) + Bu w ut) qt) = Cq w x w t) + D w qppt) + Dzuut) w yt) = Cy w x w t) + Dyppt) w The desired performance specifications are introduced through the choice of the weighting functions W i and W o A set of performance trade-offs parameterized by a scalar θ, is then defined by weighting functions that are dependent on θ: W i s, θ) = s I AWi θ) B Wi θ) C Wi θ) D Wi θ) W o s, θ) = s I AWo θ) B Wo θ) C Wo θ) D Wo θ), where the state space matrices are assumed rational functions of θ, well-posed on, The generalized plant is then defined by: P s, θ) = Wo s, θ) I P w Wi s, θ) I
5 Given γ >, the problem is to compute a controller Ks, θ) whose state space matrices are explicit) rational functions of θ such that θ,, P s, θ) Ks, θ) < γ 4) The considered problem is thus a subcase of Problem Theorem 2 can then be applied 32 umerical example: DC motor control A DC motor can be modeled by 235 G = s s 66 + ) = s I 32 5 The purpose is to design a one degree of freedom controller ensuring that the closed-loop system output is able to track, with a small error, step and low frequency sinusoidal reference signals with a specified transient time response from 6 s for θ = down to 2 s for θ = ) and with the most limited possible control input energy It should also be able to reject step and low frequency sinusoidal input disturbance signals Such a problem is addressed by the weighted H problem depicted in Figure 2 Skogestad and Postlethwaite, 996) A trade-off depends on the z z 2 P s, θ) W s, θ) W 2 s, θ) w 2 W 3 s, θ) w + Ks, θ)? + G y u + Fig 2 Weighted sensitivity H problem time response, which is related to the crossover frequency of W s, θ) leading to choose it from 2 rad/s for θ = up to 8 rad/s for θ = θ is chosen as an affine function of the crossover frequency of W s, θ) for a clear interpretation of θ W 3 s, θ) is chosen in order to specify the input disturbance rejection The crossover frequency of W 2 s, θ) is chosen to limit the most possible the control input energy leading to set it as follows: 2333 rad/s for θ =, 8 rad/s for θ = 5 and 7 rad/s for θ = Using a least square technique, we obtain it as a function of θ The weighting functions W i s, θ) can be written as: s ω G 2 i ciθ) G 2 i ω ci θ)g i G i ) G 2 i G 2 i G i where G i = W i, θ), G i = lim ω W i jω, θ) and ω ci θ) such that W i jω ci θ), θ) =, with: 2 logg ) = 4dB, 2 logg ) = 6dB, ω c = 2 + 6θ; 2 logg 2 ) = db, 2 logg 2 ) = 6dB, ω c2 θ) = θ 7θ ; for simplicity, W 3 s, θ) is set to 5 P s, θ) is then obtained where the parameter dependent matrices Aθ) and C z θ)) are rational functions of θ with the denominator 7θ+θ 2 For comparison, several experiments are performed: = 2 and a fixed denominator the scalars d i are a priori chosen) A natural choice is 7θ as it is the denominator obtained for the state space matrices of P s, θ); = 2 to evaluate the benefit of a free denominator; = 3 for the benefit of increasing For a given, the question of performance level γ loss arises with respect to more general function sets for the decision variables A possible evaluation can be obtained by i) finding the smallest γ, denoted γ r, such that there exists a controller of the considered structure solving Problem, ii) comparing γ r with the smallest γ, denoted γ best, by considering Ks, θ) without any constraint on its state space matrices except well-posedness) Even if the computation of γ best is still open, a lower bound γ l can be easily obtained: γ l = max θi γ θi where γ θi is the smallest γ such that there exists K θi with P s, θ i ) K θi < γ In the sequel, K θi is referred to as a pointwise controller The following criterion is then evaluated: γ r γ l γ l For this example, γ l = 998 The optimization problems are solved using Matlab 65 with the LMI control toolbox Gahinet et al, 995) For an easier numerical resolution, we choose + c θ + c 2 θ 2 = 7θ for = 2 and +c θ+c 2 θ 2 +c 3 θ 3 = 7θ)+3θ) for = 3 The term 7θ allows to obtain a low order realization of Ωθ) The term + 3θ is arbitrary Table Results: performance level γ =3 =2 =2, fixed denominator γ r 6 5 γ r γ l γ l < % 6% % The results are presented in Table As planned, the results are better when optimizing with = 3 than with = 2 and when optimizing with = 2 than with = 2 and a fixed denominator ote that for = 3, γ r is very close to γ best To illustrate the difficulty of choosing a priori the denominator, let us focus on the obtained one when optimizing on its coefficients We obtain 2θ + 337θ 2 for = 2 with complex roots It is difficult to a priori select such roots ow, let us focus on the case = 3 Even for this low value of, the results are perfect in the sense that the transient responses obtained with
6 the parameter dependent controller and with the pointwise controllers are superposed see Figure 3) 2 The same statement holds for the magnitude output Ks,) Ks,5) Ks,) K K 5 K control input θ = to θ = which corresponds to usual tuning know-how Moreover, using classical rules of automatic control, know-how a qualitative link between the performance specifications and the controller gains can be established Our approach allows to express the controller gains as an explicit function of the performance specifications A quantitative link between performance specifications and the controller gains is thus obtained Fig 3 Transient responses to a unit step reference signal top) and to a unit step disturbance signal bottom) with = 3 of the closed-loop transfer functions The figure is omitted due to space limitation Due to the problem formulation, if it is natural that the magnitude of the closed-loop transfer functions and the transient responses can be recovered, it is interesting to see that the usual pointwise controllers are also recovered: a PI with a lead effect and a low pass filter with the variation of 37 for the lead effect recovered see Figure 4) Magnitude db) Phase deg) K K 5 K Ks,) Ks,5) Ks,) Fig 4 Bode plots of controllers with = 3 33 Interest of our approach For θ =, the lead effect is close to : the structure can be readily reduced to a PI with a low pass filter Whereas for θ =, the lead effect is important 25 ) and cannot be neglected Thus for this set of specifications the structure of the parameter dependent controller changes from 2 In Figure 3, the figure at the top right does not have the same time scale than the others The figures at the top left and at the bottom right are the same since the considered transfer functions are the same GKI + GK) ) REFERECES Boyd, S, L El Ghaoui, E Feron and V Balakrishnan 994) Linear Matrix Inequalities in Systems and Control Theory Vol 5 of Studies in Appllied Mathematics SIAM Philadelphia, USA de Castro, G Ayres and F Paganini 22) Convex synthesis of localized controllers for spatially invariant systems Automatica 383), Dinh, M, G Scorletti, V Fromion and E Magarotto 23) Parameterized H controller design for adaptative trade-off by finite dimensional lmi optimization In: European Control Conference Cambridge, UK Dinh, M, G Scorletti, V Fromion and E Magarotto accepted in 25) Parameter dependent H control by finite dimensional LMI optimization: application to trade-off dependent control International Journal of Robust and onlinear Control Gahinet, P, A emirovski, AJ Laub and M Chilali 995) LMI Control Toolbox The Mathworks Partner Series The Mathworks, Inc Megretski, A 996) L 2 BIBO output feedback stabilization with saturated control In: 996 IFAC Triennal World Congress pp Rossignol, L, G Scorletti and V Fromion 23) Filter design: a finite dimensional convex optimization approach International Journal of Robust and onlinear Control 3, Scherer, C, P Gahinet and M Chilali 997) Multiobjective Output-Feedback control via LMI optimization IEEE Transactions Automatic Control 427), Skogestad, S and I Postlethwaite 996) Multivariable Feedback Control, Analysis and Design John Wiley & Sons, Chichester, England Stilwell, DJ and WJ Rugh 999) Interpolation of observer state feedback controllers for gain scheduling IEEE Transactions Automatic Control 446),
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