On the balanced truncation and coprime factors reduction of Markovian jump linear systems

The paper deals with the balanced truncation and coprime factors reduction of Markovian jump linear (MJL) systems, which can have mode-varying state, input, and output dimensions. We develop machinery for balancing mean square stable MJL system realizations using generalized Gramians and strict Lyapunov inequalities, and provide an improved a priori upper bound on the error induced in the balanced truncation process. We also generalize the coprime factors reduction method and, in doing so, extend the applicability of the balanced truncation technique to the class of mean square stabilizable and detectable MJL systems. We provide tools to establish mean square stabilizability and detectability of the considered MJL systems. In addition, a notion of right-coprime factorization of MJL systems and methods to construct such factorizations are given. The error measure in the coprime factors reduction approach, while still norm-based, does not directly capture the mismatch between the nominal system and the reduced-order model, as is the case in the balanced truncation approach where mean square stable models are considered. Instead, the error measure is given in terms of the distance between the coprime factors realizations, and thus has an interpretation in terms of robust feedback stability. The paper concludes with an illustrative example which demonstrates how to apply the coprime factors model reduction approach.     

Model reduction of uncertain systems retaining the uncertainty structure

Model reduction of high order linear-in-parameters discrete-time systems is considered. The main novelty of the paper is that the coefficients of the original system model are assumed to be known only within given intervals, and the coefficients of the derived reduced order model are also obtained in intervals, such that the complex value sets of the uncertain original and reduced models will be optimally close to each other on the unit circle. The issue of inclusion of one value set in another is also addressed in the paper. The meaning of model reduction is defined for linear-in-parameters systems. The algorithm for obtaining the value sets of such systems is derived in the paper. Then, applying a novel approach, the infinity norm of “distance” between two polygons representing the original and the reduced uncertain systems is minimized. A noteworthy point is that by a special definition of this distance the problem is formulated as a linear semi-infinite programming problem with linear constraints, thus reducing significantly the computational complexity. Numerical example is provided.     

Regulator problem for uncertain linear discrete-time systems with constrained control

A necessary and sufficient condition to test the robustness of a regulator of uncertain linear systems with constrained control is given. The candidate regulator for this test is that stabilizing nominal systems. An illustrative example is also given.     

Robust H∞ control for discrete-time polytopic uncertain systems with linear fractional vertices

The robust H∞ control problem for discrete-time uncertain systems is investigated in this paper. The uncertain systems are modelled as a polytopic type with linear fractional uncertainty in the vertices. A new linear matrix inequality (LMI) characterization of the H∞ performance for discrete systems is given by introducing a matrix slack variable which decouples the matrix of a Lyapunov function candidate and the parametric matrices of the system. This feature enables one to derive sufficient conditions for discrete uncertain systems by using parameter-dependent Lyapunov functions with less conservativeness. Based on the result, H∞ performance analysis and controller design are carried out. A numerical example is included to demonstrate the effectiveness of the proposed results.     

Controller reduction for linear parameter-varying systems with a priori bounds

In this paper we develop a controller reduction procedure for linear parameter-varying (LPV) systems. The method uses synthesis Riccati inequalities for the normalized robust stabilization problem as a basis for the approximation. The technique provides a priori error bounds which are used to obtain closed-loop stability conditions and performance degradation level. We also generalize the relative model reduction method to LPV systems and give an energy interpretation to the controller reduction procedure. To illustrate the method, a reduced order controller is synthesized and tested on a nonlinear missile model.     

Comparison of theoretical and computational characteristics of dimensionality reduction methods for large-scale uncertain systems

Synthesizing optimal controllers for large scale uncertain systems is a challenging computational problem. This has motivated the recent interest in developing polynomial-time algorithms for computing reduced dimension models for uncertain systems. Here we present algorithms that compute lower dimensional realizations of an uncertain system, and compare their theoretical and computational characteristics. Three polynomial-time dimensionality reduction algorithms are applied to the Shell Standard Control Problem, a continuous stirred-tank reactor (CSTR) control problem, and a large scale benchmark problem, where it is shown that the algorithms can reduce the computational effort of optimal controller synthesis by orders of magnitude. These algorithms allow robust controller synthesis and robust control structure selection to be applied to uncertain systems of increased dimensionality.     

Non-fragile positive real control for uncertain linear neutral delay systems

This paper is concerned with the problem of non-fragile positive real control for uncertain neutral delay systems with time-invariant norm-bounded parameter uncertainty. Time delays are assumed to appear in both the state and the controlled output equations. The state feedback gains are with norm-bounded controller uncertainties. For both the cases with additive and multiplicative controller uncertainties, we address the problem of designing memoryless state feedback controllers such that, for all admissible uncertainties, the resulting closed-loop system is stable and the closed-loop transfer function is extended strictly positive real. Sufficient conditions for the existence of desired controllers are given in terms of linear matrix inequalities (LMIs). When these LMIs are feasible, the expected memoryless state feedback controller can be easily constructed via convex optimization. An illustrative example is given to demonstrate the validity and applicability of the proposed approach.     

Design of state estimators for uncertain linear systems using quadratic boundedness

The notion of quadratic boundedness, which allows one to address the stability of a dynamic system in the presence of bounded disturbances, is applied to the design of state estimators for discrete-time linear systems with polytopic uncertainties. Necessary and sufficient stability conditions are stated and upper bounding sequences on the estimation error are derived. For the purpose of design, such conditions can be expressed in terms of linear matrix inequalities (LMIs), thus guaranteeing the numerical tractability. Simulation results are reported to show the effectiveness of the approach.     

Simplex sliding mode methods for the chattering reduction control of multi-input nonlinear uncertain systems

The simplex sliding mode control method is further developed by considering uncertain control systems non-affine in the control law. In order to reduce chattering effects, a set of integrators is added in the input channels. The augmented system is then controlled by a switching logic based on the simplex control method. As a result, the original control vector turns out to be continuous. A second order sliding mode observer is used when the sliding output is not available. Explicit conditions are identified about systems uncertainties and the simplex geometry in order to guarantee the convergence of the proposed methodology.     

Implicit improved vertex control for uncertain,time-varying linear discrete-time systems with state and control constraints

The problem of regulating an uncertain and/or time-varying linear discrete-time system with state and control constraints to the origin is addressed. It is shown that feasibility and a robustly asymptotically stable closed loop can be achieved using an interpolation technique. The design method can be seen as an alternative to optimization-based control schemes such as Robust Model Predictive Control. Especially for problems requiring complex calculations to find the optimal solution, the present method can provide a straightforward suboptimal solution. A simulation demonstrates the performance of this class of constrained controllers.     

Robust controllability of linear stochastic uncertain systems

The paper extends the concept of robust controllability via linear state feedback to stochastic uncertain systems. We show that the controllability of a stochastic uncertain system can be characterized using solutions to a game-type differential Riccati equation.     

A variable structure convex programming based control approach for a class of uncertain linear systems

A variable structure convex programming based control for a class of linear uncertain systems with accessible state is presented in this note. A convex programming problem is solved, on-line, by reformulating the problem in terms of a piecewise smooth penalty function, and relying on a suitable analog variable structure system implementing the gradient procedure. In this way, the controlled system reference movement, optimal with respect to a pre-specified scalar convex cost function and a set of suitable equality and inequality constraints, is generated. An inner control loop aimed at the finite time exact tracking of the reference movement is also designed. As a result, the controlled system trajectory starting in the feasible region there remains, and the optimal movement in the feasible region is proved to be an asymptotically stable equilibrium point of the controlled system.     

Resilient linear filtering of uncertain systems

The problem of resilient linear filtering for a class of linear continuous-time systems with norm-bounded uncertainties is investigated. We have considered additive filter gain variations to reflect the imprecision in filter implementation. The design problem of resilient linear filter is formulated as a convex optimization problem over linear matrix inequalities. As a limiting procedure, the case of resilient Kalman filter is derived. All the developed results are conveniently extended to the case of multiplicative filter gain variations. Simulation studies are carried out to support the theoretical findings.     

On LMI conditions to design observer-based controllers for linear systems with parameter uncertainties

This paper deals with the problem of observer-based stabilization for linear systems with parameter inequality. A new design methodology is proposed thanks to a judicious use of the famous Young relation. This latter leads to a less restrictive synthesis condition, expressed in term of Linear Matrix Inequality (LMI), than those available in the literature. Numerical comparisons are provided in order to show the validity and superiority of the proposed method.     

Robust filtering for uncertain linear systems: LMI based methods with parametric Lyapunov functions

This paper addresses the design of robust filters for linear continuous-time systems subject to parameter uncertainty in the state-space model. The uncertain parameters are supposed to belong to a given convex bounded polyhedral domain. Two methods based on parameter-dependent Lyapunov functions are proposed for designing linear stationary asymptotically stable filters that assure asymptotic stability and a guaranteed performance, irrespective of the uncertain parameters. The proposed filter designs are given in terms of linear matrix inequalities which depend on a scalar parameter that should be searched for in order to optimize the filter performance.     

Positive real control problem for uncertain linear time-invariant systems

This paper focuses on positive real control of linear time-invariant systems which are subjected to norm-bounded uncertainties in the state equation. We address the problem of designing a linear dynamic output feedback controller that robustly stabilizes the uncertain system and achieves the extended strict positive realness property for a given closed-loop transfer function. It is shown that a solution to the above problem can be obtained by solving a scaled strict positive real control problem for which no parameter uncertainty occurs.     

Ellipsoidal bounds for uncertain linear equations and dynamical systems

In this paper, we discuss semidefinite relaxation techniques for computing minimal size ellipsoids that bound the solution set of a system of uncertain linear equations. The proposed technique is based on the combination of a quadratic embedding of the uncertainty, and the -procedure. This formulation leads to convex optimization problems that can be essentially solved in O(n³)—n being the size of unknown vector—by means of suitable interior point barrier methods, as well as to closed form results in some particular cases. We further show that the uncertain linear equations paradigm can be directly applied to various state-bounding problems for dynamical systems subject to set-valued noise and model uncertainty.     

Designing cellular manufacturing systems under dynamic and uncertain conditions

The paper proposes a fuzzy programming based approach to design a cellular manufacturing system under dynamic and uncertain conditions. The dynamic condition indicates a multi-period planning horizon, in which the product mix and demand in each period can be different. As a result, the best cells designed for one period may not be efficient cells for subsequent periods and some of reconfigurations are required. Uncertain condition implicates to the imprecise nature of the part demand and also the availability of the manufacturing facilities in each period planning. An extended mixed-integer programming model of dynamic cellular manufacturing system, in which some of the coefficients in objective function and constraints are fuzzy quantities, is solved by a developed fuzzy programming based approach. The objective is to determine the optimal cell configuration in each period with maximum satisfaction degree of the fuzzy objective and constraint. To illustrate the behavior of the proposed model and verify the performance of the developed approach, a number of numerical examples are solved and the associated computational results are reported.