Robust stabilization of uncertain linear systems: quadratic stabilizability and H/sup infinity / control theory
TL;DR: In this paper, the problem of robustly stabilizing a linear uncertain system is considered with emphasis on the interplay between the time-domain results on the quadratic stabilization of uncertain systems and the frequency domain results on H/sup infinity / optimization.
Abstract: The problem of robustly stabilizing a linear uncertain system is considered with emphasis on the interplay between the time-domain results on the quadratic stabilization of uncertain systems and the frequency-domain results on H/sup infinity / optimization. A complete solution to a certain quadratic stabilization problem in which uncertainty enters both the state and the input matrices of the system is given. Relations between these robust stabilization problems and H/sup infinity / control theory are explored. It is also shown that in a number of cases, if a robust stabilization problem can be solved via Lyapunov methods, then it can be also be solved via H/sup infinity / control theory-based methods. >
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Book•
01 Jan 1994
TL;DR: In this paper, the authors present a brief history of LMIs in control theory and discuss some of the standard problems involved in LMIs, such as linear matrix inequalities, linear differential inequalities, and matrix problems with analytic solutions.
Abstract: 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.
11,085 citations
Book•
17 Aug 1995TL;DR: This paper reviewed the history of the relationship between robust control and optimal control and H-infinity theory and concluded that robust control has become thoroughly mainstream, and robust control methods permeate robust control theory.
Abstract: 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.
6,945 citations
Book•
05 Oct 1997TL;DR: In this article, the authors introduce linear algebraic Riccati Equations and linear systems with Ha spaces and balance model reduction, and Ha Loop Shaping, and Controller Reduction.
Abstract: 1. Introduction. 2. Linear Algebra. 3. Linear Systems. 4. H2 and Ha Spaces. 5. Internal Stability. 6. Performance Specifications and Limitations. 7. Balanced Model Reduction. 8. Uncertainty and Robustness. 9. Linear Fractional Transformation. 10. m and m- Synthesis. 11. Controller Parameterization. 12. Algebraic Riccati Equations. 13. H2 Optimal Control. 14. Ha Control. 15. Controller Reduction. 16. Ha Loop Shaping. 17. Gap Metric and ...u- Gap Metric. 18. Miscellaneous Topics. Bibliography. Index.
3,471 citations
TL;DR: An overview of the literature concerning positively invariant sets and their application to the analysis and synthesis of control systems is provided.
2,186 citations
TL;DR: In this paper, the authors dealt with H ∞ control problem for systems with parametric uncertainty in all matrices of the system and output equations and derived necessary and sufficient conditions for quadratic stability with disturbance attenuation.
Abstract: This paper deals with H ∞ control problem for systems with parametric uncertainty in all matrices of the system and output equations. The parametric uncertainty under consideration is of a linear fractional form. Both the continuous and the discrete-time cases are considered. Necessary and sufficient conditions for quadratic stability with H ∞ disturbance attenuation are obtained.
1,557 citations
References
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TL;DR: In this article, simple state-space formulas are derived for all controllers solving the following standard H/sub infinity / problem: for a given number gamma > 0, find all controllers such that the H/ sub infinity / norm of the closed-loop transfer function is (strictly) less than gamma.
Abstract: Simple state-space formulas are derived for all controllers solving the following standard H/sub infinity / problem: For a given number gamma >0, find all controllers such that the H/sub infinity / norm of the closed-loop transfer function is (strictly) less than gamma . It is known that a controller exists if and only if the unique stabilizing solutions to two algebraic Riccati equations are positive definite and the spectral radius of their product is less than gamma /sup 2/. Under these conditions, a parameterization of all controllers solving the problem is given as a linear fractional transformation (LFT) on a contractive, stable, free parameter. The state dimension of the coefficient matrix for the LFT, constructed using the two Riccati solutions, equals that of the plant and has a separation structure reminiscent of classical LQG (i.e. H/sub 2/) theory. This paper is intended to be of tutorial value, so a standard H/sub 2/ solution is developed in parallel. >
5,272 citations
TL;DR: In this paper, the authors present an algorithm for the stabilization of a class of uncertain linear systems, which is described by state equations which depend on time-varying unknown-but-bounded uncertain parameters.
1,483 citations
TL;DR: In this paper, the optimal control of linear systems with respect to quadratic performance criteria over an infinite time interval is treated, and the integrand of the performance criterion is allowed to be fully quadratically in the control and the state without necessarily satisfying the definiteness conditions which are usually assumed in the standard regulator problem.
Abstract: The optimal control of linear systems with respect to quadratic performance criteria over an infinite time interval is treated. Both the case in which the terminal state is free and that in which the terminal state is constrained to be zero are treated. The integrand of the performance criterion is allowed to be fully quadratic in the control and the state without necessarily satisfying the definiteness conditions which are usually assumed in the standard regulator problem. Frequency-domain and time-domain conditions for the existence of solutions are derived. The algebraic Riccati equation is then examined, and a complete classification of all its solutions is presented. It is finally shown how the optimal control problems introduced in the beginning of the paper may be solved analytically via the algebraic Riccati equation.
1,436 citations
TL;DR: In this article, an LQG (linear quadratic Gaussian) control-design problem involving a constraint on H/sup infinity / disturbance attenuation is considered, and an algorithm is developed for the full-order design problem and illustrative numerical results are given.
Abstract: An LQG (linear quadratic Gaussian) control-design problem involving a constraint on H/sup infinity / disturbance attenuation is considered. The H/sup infinity / performance constraint is embedded within the optimization process by replacing the covariance Lyapunov equation by a Riccati equation whose solution leads to an upper bound on L/sub 2/ performance. In contrast to the pair of separated Riccati equations of standard LQG theory, the H/sup infinity /-constrained gains are given by a coupled system of three modified Riccati equations. The coupling illustrates the breakdown of the separation principle for the H/sup infinity /-constrained problem. Both full- and reduced-order design problems are considered with an H/sup infinity / attenuation constraint involving both state and control variables. An algorithm is developed for the full-order design problem and illustrative numerical results are given. >
865 citations
TL;DR: It is shown that the root locations of the entire family can be completely determined by examining only the roots of the polynomials contained in the exposed edges of the polytope.
Abstract: The presence of uncertain parameters in a state space or frequency domain description of a linear, time-invariant system manifests itself as variability in the coefficients of the characteristic polynomial. If the family of all such polynomials is polytopic in coefficient space, we show that the root locations of the entire family can be completely determined by examining only the roots of the polynomials contained in the exposed edges of the polytope. These procedures are computationally tractable, and this criterion improves upon the presently available stability tests for uncertain systems, being less conservative and explicitly determining all root locations. Equally important is the fact that the results are also applicable to discrete-time systems.
794 citations