On the Lyapunov theorem for singular systems

In this paper, we revisit the Lyapunov theory for singular systems. There are basically two well-known generalized Lyapunov equations used to characterize stability for singular systems. We start with the Lyapunov theorem of the work by Lewis. We show that the Lyapunov equation of that theorem can lead to incorrect conclusion about stability. Some cases where that equation can be used are clarified. We also show that an attempt to correct that theorem with a generalized Lyapunov equation similar to the original one leads naturally to the generalized equation of Takaba et al.     

带马尔科夫跳和乘积噪声的随机系统的最优控制

讨论了N个选手随机系统的最优控制问题. 设计了无限时间的带有马尔科夫跳和乘积噪声的随机系统的Pareto最优控制器. 应用推广的Lyapunov方法和解随机Riccati代数方程得到了系统的Pareto最优解, 证明了最优控制器是稳定的反馈控制器, 以及对应于最优控制器的反馈增益中的随机Riccati代数方程的解是最小解.     

Robust Control Using Interval Analysis

The synthesis procedure of a control law that guarantees properties of robust stability with respect to structured parameter perturbations is proposed. The solution of the considered problem is based on the Razumikhin's method for functional differential equations generalized for parameter perturbation systems with time delay. The extension is obtained by using interval Lyapunov functions. The robust control law is represented through a solution of an interval matrix Riccati type equation.     

A Lyapunov approach to analysis of discrete singular systems

In this paper, a new type generalized Lyapunov equation for discrete singular systems is proposed. Then it is applied to study problems such as pole clustering, controllability and observability for discrete singular systems. First, some necessary and sufficient conditions for pole clustering are derived via the solution of this new type Lyapunov equation. Further, the relationship between the solution of the Lyapunov equation and structure properties of discrete singular systems will be investigated based on these results. Finally, a type of generalized Riccati equation is proposed and its solution is used to design state feedback law for discrete singular systems such that all the finite poles of the closed-loop systems are clustered into a specified disk.     

Unified type non-stationary Lyapunov matrix equation — Simultaneous eigenvalue bounds

Simultaneous eigenvalue bounds for the solution of the unified non-stationary Lyapunov matrix equation are presented. When the solution becomes stationary, the results reduce to bounds of the unified type algebraic Lyapunov equation. In the limiting cases, the results reduce to bounds for the solution of the differential and difference Lyapunov equations. The bounds given in this paper are a generalization of some existing bounds obtained separately for the continuous and discrete type stationary and non-stationary Lyapunov equations.     

Analysis of singular systems using orthogonal functions

The use of orthogonal functions to analyze singular systems is investigated. It is shown that the differential-algebraic system equation may be converted to an algebraic generalized Lyapunov equation that can be solved for the coefficients ofx(t)in terms of the orthogonal basis functions. This generalized Lyapunov equation may be considered as a "discrete" equation on the slow subspace of the system, and as a "continuous" equation on its fast subspace. Necessary and sufficient conditions for the existence of a unique solution are given in terms of the relative spectrum of the system. A generalized Bartels/Stewart algorithm based on theQZalgorithm is presented for its efficient solution. Relations are drawn with the invariant subspaces of the system.     

Solving coupled matrix equations over generalized bisymmetric matrices

In this paper, an iterative algorithm is established for finding the generalized bisymmetric solution group to the coupled matrix equations (including the generalized (coupled) Lyapunov and Sylvester matrix equations as special cases). It is proved that proposed algorithm consistently converges to the generalized bisymmetric solution group for any initial generalized bisymmetric matrix group. Finally a numerical example indicates that proposed algorithm works quite effectively in practice.     

Bounds for the solution of the Lyapunov matrix equation — A unified approach

In recent years, several bounds have been reported for the solution of the continuous and the discrete Lyapunov equations. Using the unified Lyapunov equation, we give in this paper bounds for the solution of this equation. In the limiting cases, the bounds reduce to existing bounds for both the continuous and discrete Lyapunov equations.     

Unified parametrization for the solutions to the polynomial diophantine matrix equation and the generalized Sylvester matrix equation

The polynomial Diophantine matrix equation and the generalized Sylvester matrix equation are important for controller design in frequency domain linear system theory and time domain linear system theory, respectively. By using the so-called generalized Sylvester mapping, right coprime factorization and Bezout identity associated with certain polynomial matrices, we present in this note a unified parametrization for the solutions to both of these two classes of matrix equations. Moreover, it is shown that solutions to the generalized Sylvester matrix equation can be obtained if solutions to the Diophantine matrix equation are available. The results disclose a relationship between the polynomial Diophantine matrix equation and generalized Sylvester matrix equation that are respectively studied and used in frequency domain linear system theory and time domain linear system theory.     

PARAMETRIC SOLUTIONS TO THE GENERALIZED SYLVESTER MATRIX EQUATION AX ‐ XF = BY AND THE REGULATOR EQUATION AX ‐ XF = BY + R

In this paper, explicit parametric solutions to the generalized Sylvester matrix equation AX ‐ XF = BY and the regulator matrix equation AX ‐ XF = BY + R are proposed without any transformation and factorization. The proposed solutions are presented in terms of the Krylov matrix of matrix pair (A, B), a symmetric operator and the generalized observability matrix of matrix pair (Z, F) where Z is an arbitrary matrix and is used to denote the degree of freedom in the solution. Due to its elegant form and convenient computation, these proposed solutions will play an important role in solving and analyzing these types of equations in control systems theory.     

Bounds for the eigenvalues of the solution of the discrete Riccati and Lyapunov equations and the continuous Lyapunov equation

We present some bounds for the eigenvalues and certain sums and products of the eigenvalues of the solution of the discrete Riccati and Lyapunov matrix equations and the continuous Lyapunov matrix equation. Nearly all of our bounds for the discrete Riccati equation are new. The bounds for the discrete and continuous Lyapunov equations give a completion of some known bounds for the extremal eigenvalues and the determinant and the trace of the solution of the respective equation.     

The extended generalized distance problem in discrete time

We obtain the class of all solutions to the extended (two block) generalized distance problem for discrete-time systems by employing the so-called ‘signature condition’—a generalized Popov theory type argument which parallels the J-spectral factorization approach. The novelty is that we derive explicit state-space formulae in terms of one Riccati and one Lyapunov equation while we remove the usual assumption in the discrete case on the time reversibility (invertibility of the state matrix) of the system to be approximated. © 1998 John Wiley & Sons, Ltd.     

Bounds in the Lyapunov matrix differential equation

Upper and lower bounds for the trace of the solution of the Lyapunov matrix differential equation are derived. It is shown that they are obtained as solutions to simple scalar differential equations. As a special case, the bounds for the stationary solution give ones for the solution to the Lyapunov algebraic equation.     

An Algorithm for Nonparametric Decomposition of Differential Polynomials

Last decades, one of the most important problems of symbolic computations (see [7]) is the development of algorithms for solving algebraic and differential equations, in particular, those for factoring linear ordinary differential operators (LODO) [1–4]. In this paper, the problems of LODO factorization and decomposition of ordinary polynomials [5, 6] are generalized: an algorithm is proposed for decomposition of differential polynomials that allows one to find a particular solution to a complex algebraic differential equation (an example is provided in the end of the paper).     

Discrete generalized algebraic Riccati equations and polynomial matrix factorization

This paper presents an algorithm for solving discrete generalized algebraic Riccati equations with the help of an orthogonal projector. A generalization of the procedure of forming and correcting the orthogonal projector is considered and also that of correcting the proper solution by the Newton-Raphson scheme. The possibility to use the discrete generalized Riccati equations for polynomial matrix factorization with respect to the unit circle is demonstrated. A numerical example is given.     

On the generalized q-Markov cover models for discrete-time systems

A new method for obtaining generalized q-Markov cover models for discrete-time SISO systems is proposed and is based on the inverse solution of the Lyapunov equation. The reduced order models not only match the Markov parameters and high-frequency power moments like the conventional q-Markov cover techniques but also match time moments and low-frequency power moments of the original system     

摄动离散LYAPUNOV方程解的上下界估计

给出了离散Lyapunov方程在参数摄动下正定解上、下界的一种新估计,它允许的摄动结构更为一般,且只需解两个代数Riccati方程,从而避免了高阶代数方程的求解.从而为基于李雅普诺夫方程的系统分析及控制问题提供必要的理论分析基础.数值算例说明了本文结果的优越性.     

摄动离散矩阵Lyapunov方程解的估计

研究摄动离散矩阵Lyapunov方程解的估计问题,利用矩阵运算性质及Lyapunov稳定性理论,给出在结构不确定性假设下方程解的存在条件及解的上下界估计,估计结果由一个线性矩阵不等式(LMI)和两个矩阵代数Riccati方程确定．针对几种不确定性假设,进一步给出矩阵代数Riccati方程的具体形式．最后通过一个算例说明了所得结果的有效性．