Robust H∞ control for uncertain discrete-time systems with time-varying delays via exponential output feedback controllers

This paper considers the problem of robust H_∞ control for uncertain discrete systems with time-varying delays. The system under consideration is subject to time-varying norm-bounded parameter uncertainties in both the state and measured output matrices. Attention is focused on the design of a full-order exponential stable dynamic output feedback controller which guarantees the exponential stability of the closed-loop system and reduces the effect of the disturbance input on the controlled output to a prescribed level for all admissible uncertainties. In terms of a linear matrix inequality (LMI), a sufficient condition for the solvability of this problem is presented, which is dependent on the size of the delay. When this LMI is feasible, the explicit expression of the desired output feedback controller is also given. Finally, an example is provided to demonstrate the effectiveness of the proposed approach.     

On the stability of the information state system

The purpose of this paper is to present some preliminary results on the stability of the information state system. The information state system underlies the (infinite dimensional) dynamics of an H_∞ controller for a nonlinear system. Thus it is important to understand its stability and the structure of its equilibrium points. We analyse the important case corresponding to the mixed sensitivity problem. We prove the existence of an equilibrium information state, convergence under very general conditions to such an equilibrium state p_e and uniqueness of this state (up to an irrelevant constant). In this case the equilibrium p_e is usually singular in the sense that it takes on the value − ∞ except on a low dimensional subset of its domain.This meshes with the article [9] which analysed the effect of using p_e to initialize the information state controller and gave explicit formulas which in many cases produce a dramatic reduction in the amount of computation required to implement the controller. What this article suggests is that indeed p_e is the only equilibrium initialization possible.     

Asynchronous hybrid systems with jumps – analysis and synthesis methods

In this paper we show that the H_∞ synthesis problem for a class of linear systems with asynchronous jumps can be reduced to a purely discrete-time synthesis problem. The system class considered includes continuous-time systems with discrete jumps, or discontinuities, in the state. New techniques are developed for the analysis of asynchronous time-varying hybrid systems which allow a particularly simple treatment, and provide an elementary proof for the sampled-data H_∞ problem.     

Robust H∞ estimation of stationary discrete-time linear processes with stochastic uncertainties

The problem of H_∞ filtering of stationary discrete-time linear systems with stochastic uncertainties in the state space matrices is addressed, where the uncertainties are modeled as white noise. The relevant cost function is the expected value, with respect to the uncertain parameters, of the standard H_∞ performance. A previously developed stochastic bounded real lemma is applied that results in a modified Riccati inequality. This inequality is expressed in a linear matrix inequality form whose solution provides the filter parameters. The method proposed is applied also to the case where, in addition to the stochastic uncertainty, other deterministic parameters of the system are not perfectly known and are assumed to lie in a given polytope. The problem of mixed H₂/H_∞ filtering for the above system is also treated. The theory developed is demonstrated by a simple tracking example.     

An H-minimax approach to the design of robust control systems, part II: All solutions, all-pass form solutions and the ‘best’ solution

We characterize all solutions to a robustness optimization problem as the solutions of a two-parameter interpolation problem. From this characterization it is easy to show that an all-pass form solution always exists as long as a solution exists. We also study the possibility of using non-all-pass form solutions and by introducing other optimization objectives (motivated by improvements in disturbance rejection and robust stability) we search for the 'best' solution.     

Achieving nonvanishing stability regions with high-gain cheap control using H techniques: the second-order case

This paper demonstrates how to use an asymptotically H^∞-optimal controller to stabilize a second-order system subject to unknown disturbances such that the stability region does not vanish as the feedback gains increase. The high-gain feedback arises when one attempts to achieve the lowest achievable limit of the disturbance attenuation under the H^∞ design. This type of gain increase can cause the stability region to vanish if the disturbance contains nonlinear terms. The analysis using Lyapunov techniques derives a sufficient condition on the design parameters to prevent the stability region from vanishing. In addition to describing exact solutions for six different cases, the paper provides simulations to illustrate the results.     

On stability, -gain and control for switched systems

This paper addresses the issues of stability, L₂-gain analysis and H_∞ control for switched systems via multiple Lyapunov function methods. A concept of general Lyapunov-like functions is presented. A necessary and sufficient condition for stability of switched systems is given in terms of multiple generalized Lyapunov-like functions, which enables derivation of improved stability tests, an L₂-gain characterization and a design method for stabilizing switching laws. A solution to the H_∞ control problem for switched systems is also provided.     

Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems

We study a finite-horizon robust minimax filtering problem for time-varying discrete-time stochastic uncertain systems. The uncertainty in the system is characterized by a set of probability measures under which the stochastic noises, driving the system, are defined. The optimal minimax filter has been found by applying techniques of risk-sensitive LQG control. The structure and properties of resulting filter are analyzed and compared to H_∞ and Kalman filters.     

Robust/H∞ filtering for nonlinear systems

A robust (or H_∞) approach to filtering for nonlinear systems is considered. A bound on the estimate error as a function of the disturbance energy is obtained. The corresponding dynamic programming equation is a first-order PDE. This has computational ramifications. The case where the measurements are discrete time is considered also. A numerical method is discussed.     

H∞-state-feedback control of linear systems with small state delay

In this note, a H_∞ controller for systems with state delay is presented. For a prechosen γ the controller is obtained by solving Riccati partial differential inequalities (RPDIs). For small time delays, an asymptotic approximation of the controller is achieved by expanding the solution in powers of the delay. It is shown that a higher-order accuracy controller improves the performance. An example is brought where the results of the new method provide a satisfactory solution for a delay length comparable with the system ‘bandwidth’. The performance of the system under the zero-order accuracy controller, which corresponds to systems without delay, is studied. Explicit formula for the guaranteed performance level is obtained for the delay lengths that preserve the internal stability of the system.     

An alternative solution to the H∞-optimal control problem

In this paper we present an alternative solution to the problem min _{X ε H^n×n∞} |A + BXC|_∞ where A, B, rmand C are rational matrices in H^n×n_∞. The solution circumvents the need to extract the matrix inner factors of B and C, providing a multivariable extension of Sarason's H^∞-interpolation theory [1] to the case of matrix-valued B(s) and C(s). The result has application to the diagonally-scaled optimization problem int |D(A + BXC)D⁻¹|_∞, where the infimum is over D, X εH^n×n_∞, D diagonal.     

Stability,L2‐gain and asynchronous H ∞ control for continuous‐time switched systems

This paper is concerned with the stability and L₂‐gain problems for a class of continuous‐time linear switched systems with the existed asynchronous behaviors, where ‘asynchronous’ means that the switching of the controllers to be designed has a lag to the switching of the system modes. Firstly, a new sufficient condition on the asymptotic stability and weighted L₂‐gain analysis is obtained by using multiple Lyapunov functions combined with the average dwell time technique. Moreover, a result that is formulated in form of linear matrix inequalities is derived for the problem of asynchronous H _∞ control. Based on the result, the mode‐dependent controllers can be designed. Finally, an illustrative numerical example is presented to show the effectiveness of the obtained results.Copyright © 2013 John Wiley & Sons, Ltd.     

Relating H2 and H∞ bounds for finite-dimensional systems

For a linear time invariant system, the infinity-norm of the transfer function can be used as a measure of the gain of the system. This notion of system gain is ideally suited to the frequency domain design techniques such as H_∞ optimal control. Another measure of the gain of a system is the H₂ norm, which is often associated with the LQG optimal control problem. The only known connection between these two norms is that, for discrete time transfer functions, the H₂ norm is bounded by the H_∞ norm. It is shown in this paper that, given precise or certain partial knowledge of the poles of the transfer function, it is possible to obtain an upper bound of the H_∞ norm as a function of the H₂ norm, both in the continuous and discrete time cases. It is also shown that, in continuous time, the H₂ norm can be bounded by a function of the H_∞ norm and the bandwidth of the system.     

Robust stabilization of nonlinear systems by H∞ state feedback

This paper is concerned with robust stabilization of nonlinear systems with unstructured uncertainty via state feedback. First, a robust stability condition is given for a closed loop system which is composed of a nonlinear nominal system and an unstructured uncertainty. Second, based on the obtained robust stability condition, a sufficient condition for robust stabilization by state feedback is given in terms of the solvability of some H_∞ state feedback control.     

H∞ control design in bilinear systems: a tensor formal series approach

In this paper, the H_∞ disturbance attenuation problem of bilinear system is discussed. Dynamic game theory is used to solve this bilinear minimax problem. The solvability of H_∞ disturbance attenuation in bilinear system is also discussed. The techniques of tensor products and formal power series are employed to solve the nonlinear Bellman-Isaac differential equation. Furthermore, the convergence for the tensor formal series approach of this H_∞ control problem is discussed, and the radius of convergence for this H_∞ control to be well defined is also obtained.     

H∞ and BIBO stabilization of delay systems of neutral type

Frequency-domain tests for the H_∞ and BIBO stability of large classes of delay systems of neutral type are derived. The results are applied to discuss the stabilizability of such systems by finite-dimensional controllers.     

H∞ control of two-time-scale systems

H_∞ control of linear time-invariant singularly perturbed systems is considered. A sequential procedure is described to decompose the problem into slow and fast subproblems. The fast problem is solved first. Then the slow problem is solved under a constraint on the value of the compensator at infinity. A composite compensator is formed as the parallel connection of the fast compensator with the strictly proper part of the slow compensator. The asymptotic validity of the composite compensator is established.     

H∞ model reduction of Markovian jump linear systems

In this paper, the H_∞ model reduction problem for linear systems that possess randomly jumping parameters is studied. The development includes both the continuous and discrete cases. It is shown that the reduced order models exist if a set of matrix inequalities is feasible. An effective iterative algorithm involving linear matrix inequalities is suggested to solve the matrix inequalities characterizing the model reduction solutions. Using the numerical solutions of the matrix inequalities, the reduced order models can be obtained. An example is given to illustrate the proposed model reduction method.     

Dissipativity and nonlinear systems with finite power gain

In this paper we present a generalization of the concept of dissipativity to include systems which exhibit finite power gain. Included in this is a generalization of supply rate, available storage, and the integral and differential forms of the appropriate dissipation inequality. We show that under certain conditions, systems which are power dissipative are also stable in the sense that the trajectory is eventually bounded. © 1998 John Wiley & Sons, Ltd.     

On the gap between H2 and entropy performance measures in H∞ control design

Recent papers have considered the problem of minimizing an entropy functional subject to an H_∞ performance constraint. Since the entropy is an upper bound for the H₂ cost, there remains a gap between entropy minimization and H₂ minimization. In this paper we consider a generalized cost functional involving both H₂ and entropy aspects. This approach thus provides a means for optimizing H₂ performance within H_∞ control design.