Extended Nehari problem for time-variant discrete systems

In this paper a suboptimal solution to the time-variant discrete version of the extended Nehari problem is given. The main tool used to obtain such a solution, with prescribed tolerance, is the so-called anticausal stabilizing solution to the reverse discrete-time Riccati equation.     

A convex optimization approach to the mode acceleration problem

The purpose of this note is to introduce an alternative procedure to the mode acceleration method when the underlying structure model includes damping. We will show that the problem can be cast as a convex optimization problem that can be solved via linear matrix inequalities.     

H∞ control of dead-time systems based on a transformation

This paper presents a transformation that makes all the robust control problems of dead-time systems able to be solved similarly as in the finite-dimensional situations. With trade-off of the performance, some advantages obtained are: (i) the controller has a quite simple and transparent structure; (ii) there are no any additional hidden modes in the Smith predictor and, hence, there is no additional hidden possibility to destabilize the system; (iii) it can be applied to systems with long dead-time without any difficulty. Hence, the practical significance is obvious.     

Nehari problems and equalizing vectors for infinite-dimensional systems

For a class of infinite-dimensional systems we obtain a simple frequency domain solution for the suboptimal Nehari extension problem. The approach is via J-spectral factorization, and it uses the concept of an equalizing vector. Moreover, the connection between the equalizing vectors and the Nehari extension problem is given.     

Extensive theoretical/numerical comparative studies on H2 and generalised H2 norms in sampled-data systems

This paper is concerned with linear time-invariant (LTI) sampled-data systems (by which we mean sampled-data systems with LTI generalised plants and LTI controllers) and studies their H₂ norms from the viewpoint of impulse responses and generalised H₂ norms from the viewpoint of the induced norms from L₂ to L_∞. A new definition of the H₂ norm of LTI sampled-data systems is first introduced through a sort of intermediate standpoint of those for the existing two definitions. We then establish unified treatment of the three definitions of the H₂ norm through a matrix function G(τ) defined on the sampling interval [0, h). This paper next considers the generalised H₂ norms, in which two types of the L_∞ norm of the output are considered as the temporal supremum magnitude under the spatial 2-norm and ∞-norm of a vector-valued function. We further give unified treatment of the generalised H₂ norms through another matrix function F(θ) which is also defined on [0, h). Through a close connection between G(τ) and F(θ), some theoretical relationships between the H₂ and generalised H₂ norms are provided. Furthermore, appropriate extensions associated with the treatment of G(τ) and F(θ) to the closed interval [0, h] are discussed to facilitate numerical computations and comparisons of the H₂ and generalised H₂ norms. Through theoretical and numerical studies, it is shown that the two generalised H₂ norms coincide with neither of the three H₂ norms of LTI sampled-data systems even though all the five definitions coincide with each other when single-output continuous-time LTI systems are considered as a special class of LTI sampled-data systems. To summarise, this paper clarifies that the five control performance measures are mutually related with each other but they are also intrinsically different from each other.     

Bounded Real Lemmas for Fractional Order Systems

This paper derives the bounded real lemmas corresponding to L∞norm and H∞norm(L-BR and H-BR) of fractional order systems. The lemmas reduce the original computations of norms into linear matrix inequality(LMI) problems, which can be performed in a computationally efficient fashion. This convex relaxation is enlightened from the generalized Kalman-YakubovichPopov(KYP) lemma and brings no conservatism to the L-BR. Meanwhile, an H-BR is developed similarly but with some conservatism.However, it can test the system stability automatically in addition to the norm computation, which is of fundamental importance for system analysis. From this advantage, we further address the synthesis problem of H∞control for fractional order systems in the form of LMI. Three illustrative examples are given to show the effectiveness of our methods.     

An innovation approach to H∞ prediction for continuous-time systems with application to systems with delayed measurements

This paper studies the problem of H_∞ prediction for linear continuous-time systems. By developing a new method of characterizing the innovation process and applying a novel innovation analysis approach in Krein space, a necessary and sufficient condition for the existence of a finite horizon H_∞ predictor is derived. The solution to the H_∞ prediction is given in terms of solutions of Riccati and matrix differential equations. We further extend our study to give a necessary and sufficient condition for the H_∞ filtering of linear continuous-time systems with both instantaneous and delayed measurements.     

An LMI solution to the robust synthesis problem for multi-rate sampled-data systems

In this paper we address the asynchronous multi-rate sampled-data H_∞ synthesis problem. Necessary and sufficient conditions are given for the existence of a controller achieving the desired performance, and the problem is shown to be equivalent to a convex optimization problem expressed in the form of linear operator inequalities. In the case where the sample and hold rates are synchronous, these operator inequalities reduce to linear matrix inequalities, for which standard numerical software is available.     

Another look at finite horizon H control problems for systems with input delays

We discuss a finite horizon H^∞ control problem for time-varying systems with input delays. Clarifying a relationship between two H^∞ control problems in input delay case and in measurement delay case, we derive a solution in input delay case based on the known result for the H^∞ control problem in measurement delay case, and show that the solution has the same predictor-observer structure as the solution in measurement delay case has. Using this structural information on the solution, we also present an elementary proof of the solution to the finite horizon H^∞ control problem for systems with input delays, which is based only on completion of squares.     

Robust H∞ filtering with error variance constraints for discrete time-varying systems with uncertainty

The robust H_∞ filtering problem with error variance constraints is considered for discrete time-varying systems subject to norm-bounded parameter uncertainties in both the state and the output matrices of the state-space model. Sufficient conditions for a finite-horizon filter to satisfy state estimation error variance constraints as well as prescribed H_∞ performance for all admissible perturbations are given in terms of two discrete Riccati difference equations, which are of a form suitable for recursive computation. The results are extended to cover the case of stationary filtering over an infinite-horizon for uncertain time-invariant systems.     

On the static H∞ control problem

The problem of existence of static controller in standard H_∞ control problem or, equivalently, solvability of a couple of Riccati inequalities with respect to the same Hermitian matrix is reduced to solvability of a single Riccati inequality. This inequality is presented in a form which is bilinear with respect to unknown parameters. In a special case the inequality is transformed to LMI.     

Synthesis of non-rational controllers for linear delay systems

This paper addresses the control of linear delay systems using non-rational controllers. The structure of the controller is chosen so as to copy the structure of the plant, reproducing the delays in the state and in the output. The resulting stabilization and performance design problems are entirely expressed as linear matrix inequalities. Although the design inequalities are based on delay independent stability conditions, the overall design is delay dependent, in the sense that the controller makes use of the delay parameter of the plant. This parameter is assumed to be constant yet arbitrary. Using non-rational controllers we overcome the main difficulty faced when designing rational controllers for linear delay systems, which is to incorporate in the design problem the matrix multiplier used to prove stability with respect to the delayed part of the system. We illustrate the paper with several examples and provide extensive comparisons with existent results.     

New results on H∞ filtering for fuzzy systems with interval time-varying delays

This paper investigates the problem of H_∞ filtering for continuous Takagi-Sugeno (T-S) fuzzy systems with an interval time-varying delay in the state. Based on the delay partitioning idea, a new approach is proposed for solving this problem, which can achieve much less conservative feasibility conditions. The attention is focused on the design of an H_∞ filter via the parallel distributed compensation scheme such that the filter error system is asymptotically stable and the H_∞ attenuation level from disturbance to estimation error is below a prescribed scalar. The constructed Lyapunov-Krasovskii functional, by applying the delay partitioning method, can potentially guarantee the obtained delay-dependent conditions to be less conservative than those in the literature. The obtained results are formulated in the form of linear matrix inequalities (LMIs), which can be readily solved via standard numerical software. Finally, an example is illustrated to show the reduction in conservatism of the proposed filter design method.     

H2/H∞ Control of discrete singularly perturbed systems: the state feedback case

The design of a mixed H₂/H_∞ linear state variable feedback suboptimal controller for a discrete-time singularly perturbed system using reduced order slow and fast subsystems is described. It is shown that the designed controller based on reduced order models and the corresponding performance index both are O(ε) close to those synthesized using the full order system.     

A parametric optimization approach to H∞ and H2 strong stabilization

This paper presents an approach for designing stable MIMO H_∞ and H₂ controllers by directly computing the norm-constrained stable transfer matrices Q in the H_∞ and H₂ suboptimal controller parameterizations. This is done by first converting the H₂ and H_∞ strong stabilization problems into some nonlinear unconstrained optimization problems through explicit parameterization of the norm-constrained Q's for any fixed order. Then, a two-stage numerical search is carried out by using a combination of a genetic algorithm and a quasi-Newton algorithm in order to reach an optimal solution. The effectiveness of the proposed algorithms is illustrated through some benchmark numerical examples.     

不确定线性时变时滞系统的鲁棒H∞ 滤波

研究一类不确定线性连续时滞系统的改进鲁棒H∞滤波问题.采用时滞分解方法,构造一种新的Lyapunov-Krasovskii泛函,并基于一种积分不等式讨论了确定性系统的H∞性能分析问题.然后,借助于线性化技术,以线性矩阵不等式(LMI)的形式给出了滤波器存在的充分条件,并将确定性系统滤波器设计方法扩展到凸多面体不确定性情形.最后通过仿真算例说明了该方法的有效性.     

Synthesis of H∞ PID controllers: A parametric approach

This paper considers the problem of synthesizing proportional-integral-derivative (PID) controllers for which the closed-loop system is internally stable and the H_∞-norm of a related transfer function is less than a prescribed level for a given single-input single-output plant. It is shown that the problem to be solved can be translated into simultaneous stabilization of the closed-loop characteristic polynomial and a family of complex polynomials. It calls for a generalization of the Hermite-Biehler theorem applicable to complex polynomials. It is shown that the earlier PID stabilization results are a special case of the results developed here. Then a linear programming characterization of all admissible H_∞ PID controllers for a given plant is obtained. This characterization besides being computationally efficient reveals important structural properties of H_∞ PID controllers. For example, it is shown that for a fixed proportional gain, the set of admissible integral and derivative gains lie in a union of convex sets.     

Use of integrator in nonlinear H∞ design for disturbance rejection

The disturbance suppression problem for nonlinear systems is examined in this paper. We review the so-called nonstandard mixed sensitivity problem, which introduces an integrator to a selected weight, as well as the linear classical disturbance suppression problem and the linear H_∞ disturbance suppression problem. We extend this H_∞ problem to the nonlinear case, and present a method to reduce the order of the state feedback Hamilton-Jacobi (HJ) partial differential equation for this nonlinear H_∞ problem by extending the concept of comprehensive stability (Proceedings of the 36th Conference on Decision and Control, 1997, p. 4653; IEEE Trans. Ind. Electron. (1998) 488). Finally, we investigate the structure of the output feedback H_∞ controller for disturbance suppression, and draw the conclusion that, as in the linear case, there must also be an integrator in the controller.     

On the solution of coupled Riccati equations used in mixed H2 and H∞ optimal control

This paper considers a set of three coupled Riccati equations. The solution of these equations constitutes necessary conditions for mixed H₂ and H_∞ control problems. The main contributions of the paper are related to the conditions under which the solution of these equations is unique as well as to characterize necessary and sufficient conditions for the existence of solutions.