There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

Preface 1. Introduction Overview A Brief History of LMIs in Control Theory Notes on the Style of the Book Origin of the Book 2. Some Standard Problems Involving LMIs. Linear Matrix Inequalities Some Standard Problems Ellipsoid Algorithm Interior-Point Methods Strict and Nonstrict LMIs Miscellaneous Results on Matrix Inequalities Some LMI Problems with Analytic Solutions 3. Some Matrix Problems. Minimizing Condition Number by Scaling Minimizing Condition Number of a Positive-Definite Matrix Minimizing Norm by Scaling Rescaling a Matrix Positive-Definite Matrix Completion Problems Quadratic Approximation of a Polytopic Norm Ellipsoidal Approximation 4. Linear Differential Inclusions. Differential Inclusions Some Specific LDIs Nonlinear System Analysis via LDIs 5. Analysis of LDIs: State Properties. Quadratic Stability Invariant Ellipsoids 6. Analysis of LDIs: Input/Output Properties. Input-to-State Properties State-to-Output Properties Input-to-Output Properties 7. State-Feedback Synthesis for LDIs. Static State-Feedback Controllers State Properties Input-to-State Properties State-to-Output Properties Input-to-Output Properties Observer-Based Controllers for Nonlinear Systems 8. Lure and Multiplier Methods. Analysis of Lure Systems Integral Quadratic Constraints Multipliers for Systems with Unknown Parameters 9. Systems with Multiplicative Noise. Analysis of Systems with Multiplicative Noise State-Feedback Synthesis 10. Miscellaneous Problems. Optimization over an Affine Family of Linear Systems Analysis of Systems with LTI Perturbations Positive Orthant Stabilizability Linear Systems with Delays Interpolation Problems The Inverse Problem of Optimal Control System Realization Problems Multi-Criterion LQG Nonconvex Multi-Criterion Quadratic Problems Notation List of Acronyms Bibliography Index.

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Linear Matrix Inequalities in System and Control Theory

This paper will very briefly review the history of the relationship between modern optimal control and robust control. The latter is commonly viewed as having arisen in reaction to certain perceived inadequacies of the former. More recently, the distinction has effectively disappeared. Once-controversial notions of robust control have become thoroughly mainstream, and optimal control methods permeate robust control theory. This has been especially true in H-infinity theory, the primary focus of this paper.

http://www.gbv.de/dms/goettingen/18606599X.pdf

Robust and Optimal Control

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Convex Analysisの二,三の進展について

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Forecasting, Structural Time Series Models and the Kalman Filter

In this paper we explore the applicability of the implicit small-gain guaranteed cost bound for controller synthesis. For flexibility in controller synthesis, we adopt the approach of fixed-structure controller design which allows consideration of arbitrary controller structures, including order, internal structure, and decentralization. A numerical example that has been addressed in the literature by means of alternative guaranteed cost bounds is presented to demonstrate the fixed-structure/implicit small-gain approach to robust controller synthesis.

Robust fixed-structure controller synthesis using the implicit small-gain bound

Stable stabilization with H2 and H∞ performance constraints

This paper proposes a fixed-structure technique for synthesizing controllers that are optimal with respect to various operator norms. An optimal control problem is developed for each of these operator norms, and necessary conditions for sub-optimal performance are derived. Mixed-norm optimal control problems are also formulated. A continuation algorithm using quasi-Newton corrections is used to compute approximate solutions of the necessary conditions for a sequence of problems whose solutions approach an optimal controller. Optimal controllers with respect to each of the operator norms are synthesized for a 4th-order mass-spring-dashpot system.

Fixed-structure synthesis of induced-norm controllers

We study a preloaded two-bar linkage that exhibits hysteresis due to the presence of multiple attracting equilibria. The dynamics at the unstable equilibrium, through which a snap-through buckle occurs, are not linearizable due to a singularity that is solution-dependent. We stabilize the unstable equilibrium using two distinct nonlinear controllers. The feedback linearization controller requires knowledge of the linkage parameters, whereas the potential shaping PD-type controller requires only an upper bound on the stiffness.

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Dennis S. Bernstein

Papers

Robust fixed-structure controller synthesis using the implicit small-gain bound

Stable stabilization with H2 and H∞ performance constraints

Fixed-structure synthesis of induced-norm controllers

Hysteresis Analysis and Feedback Stabilization of Snap-through Buckling

Technical Communique: H 2-optimal synthesis of controllers with relative degree two