H/sub /spl infin// filtering for singular systems

This note considers the H/sub /spl infin// filtering problem for linear continuous singular systems. The purpose is the design of a linear filter such that the resulting error system is regular, impulse-free and stable while the closed-loop transfer function from the disturbance to the filtering error output satisfies a prescribed H/sub /spl infin//-norm bound constraint. Without decomposing the original system matrices, a necessary and sufficient condition for the solvability of this problem is obtained in terms of a set of linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired filter is given. Finally, an illustrative example is presented to demonstrate the applicability of the proposed approach.     

An innovation approach to H/sub /spl infin// fixed-lag smoothing for continuous time-varying systems

This note studies the finite horizon H/sub /spl infin// fixed-lag smoothing problem for linear continuous time-varying systems. A technique named as reorganized innovation analysis in Krein space is developed to give a necessary and sufficient condition for the existence of an H/sub /spl infin// fixed-lag smoother. The condition is given in terms of the boundedness of two matrix functions which are derived from the solutions of two Riccati differential equations (RDEs), one standard H/sub /spl infin// filtering RDE and one H/sub 2/ type of RDE. Examples demonstrate the proposed H/sub /spl infin// fixed-lag smoother design and the fact that the existence of an H/sub /spl infin// smoother does not depend on the solvability of H/sub /spl infin// filtering.     

Fault detection in a mixed H/sub 2//H/sub /spl infin// setting

In this note, we study the problem of fault detection in linear time-invariant (LTI) systems which are simultaneously effected by two classes of unknown inputs: Noises having fixed spectral densities and unknown finite energy disturbances. This problem is formulated as a mixed H/sub 2//H/sub /spl infin// filtering problem. Necessary and sufficient conditions for local optimality are presented. Moreover, it is shown that suboptimal solutions can be computed by solving a convex minimization problem with a set of linear matrix inequality (LMI) constrains. A numerical example is given to illustrate the advantage of the mixed H/sub 2//H/sub /spl infin// approach as compared to existing techniques which are based on optimization of H/sub 2/ and H/sub /spl infin// criteria.     

Robust H/sub /spl infin// and mixed H/sub 2//H/sub /spl infin// filters for equalization designs of nonlinear communication systems: fuzzy interpolation approach

Generally, it is difficult to design equalizers for signal reconstruction of nonlinear communication channels with uncertain noises. In this paper, we propose the H/sub /spl infin// and mixed H/sub 2//H/sub /spl infin// filters for equalization/detection of nonlinear channels using fuzzy interpolation and linear matrix inequality (LMI) techniques. First, the signal transmission system is described as a state-space model and the input signal is embedded in the state vector such that the signal reconstruction (estimation) design becomes a nonlinear state estimation problem. Then, the Takagi-Sugeno fuzzy linear model is applied to interpolate the nonlinear channel at different operation points through membership functions. Since the statistics of noises are unknown, the fuzzy H/sub /spl infin// equalizer is proposed to treat the state estimation problem from the worst case (robust) point of view. When the statistics of noises are uncertain but with some nominal (or average) information available, the mixed H/sub 2//H/sub /spl infin// equalizer is employed to take the advantage of both H/sub 2/ optimal performance with nominal statistics of noises and the H/sub /spl infin// robustness performance against the statistical uncertainty of noises. Using the LMI approach, the fuzzy H/sub 2//H/sub /spl infin// equalizer/detector design problem is characterized as an eigenvalue problem (EVP). The EVP can be solved efficiently with convex optimization techniques.     

Fuzzy H/sub /spl infin// output feedback control design for singularly perturbed systems with pole placement constraints: an LMI approach

This paper examines the problem of designing an H/sub /spl infin// output feedback controller with pole placement constraints for singular perturbed Takagi-Sugeno (TS) fuzzy models. We propose a fuzzy H/sub /spl infin// output feedback controller that not only guarantees the /spl Lscr//sub 2/-gain of the mapping from the exogenous input noise to the regulated output to be less than some prescribed value, but also ensures closed-loop poles of each subsystem are in a prespecified linear matrix inequality (LMI) region. In order to alleviate the numerical stiffness caused by the singular perturbation /spl epsiv/, the design technique is formulated in terms of a family of /spl epsiv/-independent linear matrix inequalities. The proposed approach can be applied both standard and nonstandard singularly perturbed nonlinear systems. A numerical example is provided to illustrate the design developed in this paper.     

Robust H/sub /spl infin// static output feedback control of fuzzy systems: an ILMI approach

This paper examines the problem of robust H/sub /spl infin// static output feedback control of a Takagi-Sugeno fuzzy system. The proposed robust H/sub /spl infin// static output feedback controller guarantees the L/sub 2/ gain of the mapping from the exogenous disturbances to the regulated output to be less than or equal to a prescribed level. The existence of a robust H/sub /spl infin// static output feedback control is given in terms of the solvability of bilinear matrix inequalities. An iterative algorithm based on the linear matrix inequality is developed to compute robust H/sub /spl infin// static output feedback gains. To reduce the conservatism of the design, the structural information of membership function characteristics is incorporated. A numerical example is used to illustrate the validity of the design methodologies.     

An LPD approach to robust H/sub 2/ and H/sub /spl infin// static output-feedback design

A linear parameter dependent approach for designing a constant output feedback controller for a linear time-invariant system with uncertain parameters that achieves a minimum bound on either the H/sub 2/ or H/sub /spl infin// performance level is introduced. Assuming that the uncertain parameters reside in a given polytope, a parameter dependent Lyapunov function is described which enables the derivation of the required constant gain via a solution of a set of linear matrix inequalities that correspond to the vertices of the uncertainty polytope.     

Delay-dependent robust H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering for a class of uncertain nonlinear time-delay systems

This note presents delay-dependent robust H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filter designs for a class of nonlinear systems with multiple time-varying delays in the state and parameter uncertainties residing in a polytope. The nonlinearities are assumed to satisfy global Lipschitz conditions. Attention is focused on the design of robust full-order and reduced-order filters guaranteeing a prescribed noise attenuation level in an H/sub /spl infin// or L/sub 2/-L/sub /spl infin// sense. The admissible filters can be obtained from the solution of convex optimization problems in terms of linear matrix inequalities, which can be solved via efficient interior-point algorithms.     

${cal H}_{infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities

This technical note addresses the discrete-time Markov jump linear systems ${cal H}_{infty}$ filtering design problem. First, under the assumption that the Markov parameter is measurable, the main contribution is the linear matrix inequality (LMI) characterization of all linear filters such that the estimation error remains bounded by a given ${cal H}_{infty}$ norm level, yielding the complete solution of the mode-dependent filtering design problem. Based on this result, a robust filter design able to deal with polytopic uncertainty is considered. Second, from the same LMI characterization, a design procedure for mode-independent filtering is proposed. Some examples are solved for illustration and comparisons.      

A linear matrix inequality (LMI) approach to robust H/sub 2/ sampled-data control for linear uncertain systems

In this paper, we consider the H/sub 2/ sampled-data control for uncertain linear systems by the impulse response interpretation of the H/sub 2/ norm. Two H/sub 2/ measures for sampled-data systems are considered. The robust optimal control procedures subject to these two H/sub 2/ criteria are proposed. The development is primarily concerned with a multirate treatment in which a periodic time-varying robust optimal control for uncertain linear systems is presented. To facilitate multirate control design, a new result of stability of hybrid system is established. Moreover, the single-rate case is also obtained as a special case. The sampling period is explicitly involved in the result which is superior to traditional methods. The solution procedures proposed in this paper are formulated as an optimization problem subject to linear matrix inequalities. Finally, we present a numerical example to demonstrate the proposed techniques.     

Global H/sub /spl infin// controllers for a class of nonlinear systems

In this note, the problem of state feedback H/sub /spl infin// control for a class of nonlinear systems is considered. The class under study is a generalization of the well-known Lur'e systems. The H/sub /spl infin// problem is addressed via a class of storage functions of the Lur'e-Postnikov type whose integral term is parameterized by a nonlinear scalar function. The related H/sub /spl infin// controllers consist of a linear term, which is designed for the underlying linearized system, plus a nonlinear term which depends on the nonlinear function. A simple geometrical criterion is provided for the characterization of the set of controllers which ensure a given level of L/sub 2/-performance globally. Some guidelines for an effective design of the controller within this set are discussed via two examples.     

Robust H/sub 2/ and H/sub /spl infin// filters for uncertain LFT systems

In this note, robust H/sub 2/ and H/sub /spl infin// filter design problems are considered. The uncertainties, unstructured or structured, are norm bounded and represented by linear fractional transformation (LFT). The main result is that after upper-bounding the objectives, the problems of minimizing the upper bounds are converted to finite dimensional convex optimization problems involving linear matrix inequalities (LMIs). These are extensions of well-known results for systems with polytopic uncertainty. It is shown that for the unstructured, norm bounded uncertainty case, the upper bounds are directly minimized (without further overbounding), yielding less conservative results than previously available. An elementary numerical example is given to illustrate the results.     

Robust H/sub /spl infin// control for uncertain discrete-time-delay fuzzy systems via output feedback controllers

This work investigates the problem of robust output feedback H/sub /spl infin// control for a class of uncertain discrete-time fuzzy systems with time delays. The state-space Takagi-Sugeno fuzzy model with time delays and norm-bounded parameter uncertainties is adopted. The purpose is the design of a full-order fuzzy dynamic output feedback controller which ensures the robust asymptotic stability of the closed-loop system and guarantees an H/sub /spl infin// norm bound constraint on disturbance attenuation for all admissible uncertainties. In terms of linear matrix inequalities (LMIs), a sufficient condition for the solvability of this problem is presented. Explicit expressions of a desired output feedback controller are proposed when the given LMIs are feasible. The effectiveness and the applicability of the proposed design approach are demonstrated by applying this to the problem of robust H/sub /spl infin// control for a class of uncertain nonlinear discrete delay systems.     

H/sub /spl infin// observer design for lipschitz nonlinear systems

The problem of observer design for Lipschitz nonlinear systems is considered. A new dynamic framework which is a generalization of previously used Lipschitz observers is introduced and the generalized sufficient condition that ensures asymptotic convergence of the state estimates is presented. The equivalence between this condition and an H/sub /spl infin// optimal control problem which satisfies the standard regularity assumptions in H/sub /spl infin// optimization theory is shown and a parameterization of all possible observers is also presented. A design procedure which is less restrictive than the existing design approaches is proposed, and a simulation example is given to illustrate the observer design.     

Design of /spl lscr//sub 1/-optimal controllers with flexible disturbance rejection level

This note presents a new design methodology that allows for flexible management of the tradeoff between the ability of a system to attenuate disturbance signals versus its expected worst peak-to-peak amplification. The proposed strategy applies to linear time-invariant systems which are subject to persistent disturbance signals and combines a recently developed quasi-robust linear programming concept with a well-known /spl lscr//sub 1/-optimal controller synthesis approach. The benefit of the resulting technique is demonstrated using an example.     

Optimal estimation for continuous-time systems with delayed measurements

This note focuses on the traditional problem of the Kalman filtering for linear continuous-time systems. Although the problem has been studied widely in the past decades, little work has been done for the time-delayed systems and some fundamental problems remain to be solved. This note proposes a new tool, namely, reorganization innovation analysis approach , to investigate the filtering problem for systems with delayed measurements. The Kalman filter is given in terms of the solution of standard Riccati equations. The performance is clearly demonstrated through analytical results and simulation. The solved problem in this note is related with some more complicated problems such as H/sub /spl infin// fixed-lag smoothing, H/sub /spl infin// control with preview and control with input delays.     

H/sub /spl infin// design with first-order controllers

The problem of determining all first order controllers (C(s)=(x/sub 1/s+x/sub 2//s+x/sub 3/)) which stabilize a given single-input-single-output (SISO) linear time-invariant (LTI) plant of arbitrary order has been recently solved. In this note, these results are extended to determine the subset of controllers which also satisfy various robustness and performance specifications which can be formulated as specific H/sub /spl infin// norm constraints. The problem is solved by converting the H/sub /spl infin// problem into the simultaneous stabilization of the closed-loop characteristic polynomial and a family of related complex polynomials. The stability boundary of each of these polynomials can be computed explicitly for fixed x/sub 3/ by solving linear equations. The union of the resulting stability regions yields the set of all x/sub 1/ and x/sub 2/ which simultaneously satisfy the H/sub /spl infin// condition and closed-loop stability for a fixed x/sub 3/. The entire three-dimensional set meeting specifications is obtained by sweeping x/sub 3/ over the stabilizing range.     

New results on delay-dependent control of time-delay systems

This note presents new results pertaining to the delay-dependent stability and control design of a class of linear time-delay systems. A new state transformation is introduced to exhibit the delay-dependent dynamics. For stability, we construct an appropriate Lyapunov functional to derive delay-dependent linear matrix inequality-based sufficient condition. For the feedback control design, we establish schemes based on quadratic H/sub 2/ performance, H/sub /spl infin//, criteria and simultaneous H/sub 2//H/sub /spl infin// synthesis. Under the developed transformation, both the instantaneous and delayed feedback control yield identical results. Numerical examples are presented to illustrate the analytical development.     

Delay-dependent – filter design for stochastic time-delay systems

This paper is concerned with the problem of – filter design for a class of stochastic time-delay systems. A delay-dependent sufficient condition is presented, which guarantees the existence of a linear filter ensuring that the filtering error system is stochastically asymptotically stable and its – performance satisfies a prescribed level. A desired filter can be constructed by solving certain linear matrix inequalities. A numerical example is given to demonstrate the effectiveness of the proposed method.     

Optimizing simultaneously over the numerator and denominator polynomials in the Youla-Kuc/spl caron/era parametrization

Traditionally, when approaching controller design with the Youla-Kuc/spl caron/era parametrization of all stabilizing controllers, the denominator of the rational parameter is fixed to a given stable polynomial, and optimization is carried out over the numerator polynomial. In this note, we revisit this design technique, allowing to optimize simultaneously over the numerator and denominator polynomials. Stability of the denominator polynomial, as well as fixed-order controller design with H/sub /spl infin// performance are ensured via the notion of a central polynomial and linear matrix inequality (LMI) conditions for polynomial positivity.