H∞ Control with Transients for Singular Systems

In this paper, the problem of a generalized type of H_∞ control is investigated for continuous‐time singular systems, which treats a mixed attenuation of exogenous inputs and initial conditions. First, a performance measure that is essentially the worst‐case norm of the regulated outputs over all exogenous inputs and initial conditions is introduced. A necessary and sufficient condition is obtained to ensure the singular system to be admissible and the performance measure to be less than a prescribed scalar. Based on the criterion a sufficient condition for the existence of a state‐feedback controller is established in terms of linear matrix inequalities. Moreover, the relationship between the performance measure and the standard H_∞ norm of the system is provided. Two numerical examples are given to demonstrate the properties of the obtained results.     

Reduction of H∞ state feedback control problems for the MIMO servo systems

We deal with H_∞ state feedback control problem for the multi‐input‐multi‐output (MIMO) servo system and discuss the advantages of the facial reduction (FR) to the resulting linear matrix inequality (LMI) problems. In fact, as far as our usual setting, the dual of the LMI problem is not strictly feasible because the generalized plant has always stable invariant zeros. Thus FR is available to such LMI problems, and we can reduce and simplify the original LMI problem to a smaller‐size LMI problem. As a result, we observe that the numerical performance of the SDP solvers is improved. Also, as a by‐product, we obtain the best performance index of the reduced LMI problem with a closed‐form expression. This helps the H_∞ performance limitation analysis. Another contribution is to reveal that the resulting LMI problem obtained from H_∞ control problem has a finite optimal value, but no optimal solutions under an additional assumption. This is also confirmed in the numerical experiment of this paper. FR also plays an essential role in this analysis.     

Robust H2 and H∞ Filter Design for Continuous‐time Uncertain Linear Fractional Transformation Systems via LMI

This paper considers the problem of robust H₂ and H_∞ filter design for uncertain continuous‐time linear systems. Linear fractional transformation (LFT) representation is considered for the uncertainty modeling and by definition of large number of slack variables, extra free dimensions are provided to the H₂ and H_∞ filter design optimization problem, so method presented in this paper expected to be less conservative than the existing methods for the polytopic uncertain systems and its efficiency for filter design is illustrated by means of numerical comparisons with some benchmark examples from the literature.     

Fixed-order H∞ compensator design

A method is presented for the construction of fixed-order compensators to provide H_∞ norm constraint for linear control systems with exogenous disturbances. The method is based on the celebrated bounded-real lemma that predicates the H_∞ norm constraint via a Riccati inequality. The synthesis of fixed-order controllers whose dimensions are less than the order of a given plant, is demonstrated by a set of sufficient conditions along with a numerical algorithm.     

H∞ control for linear systems with state saturation nonlinearities

The problem of H_∞ control for a class of linear systems with state saturation nonlinearities is considered in this paper. By introducing a row diagonally dominant matrix with negative diagonal elements and a diagonal matrix with positive elements, the H_∞ control problem is reduced to a matrix inequality feasibility problem that can be solved by the proposed iterative linear matrix inequality algorithm. The effectiveness of the presented method is demonstrated by a numerical example. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

H∞ balancing for nonlinear systems

In previously obtained balancing methods for nonlinear systems a past and a future energy function are used to bring the nonlinear system in balanced form. By considering a different pair of past and future energy functions that are related to the H_∞ control problem for nonlinear systems we define H_∞ balancing. Furthermore, we investigate the monotonicity of the Hamilton-Jacobi-Bellman equations that appear in this balancing method. The method is used as a tool for model reduction.     

Fixed‐Structure ℋ∞ Controller Design for Systems with Polytopic Uncertainty: An LMI Solution

This note provides a new method for fixed‐structure H_∞ controller design for discrete‐time single input single output (SISO) systems with polytopic uncertainty. New conditions are derived based on the concept of robust strict positive realness (SPRness) of an uncertain polynomial with respect to a parameter‐dependent polynomial. The quality of this approximation depends on this SPR‐maker. A procedure is proposed for choosing the parameter‐dependent SPR‐maker that guarantees the improvement of the performance for the designed controller in comparison with the traditional approaches employed fixed SPR‐makers. The proposed conditions are given in terms of solutions to a set of linear matrix inequalities. The effectiveness of the proposed approach is demonstrated by comparing with the existing results.     

Sufficient conditions for the synthesis of H∞ fixed‐order controllers

This brief note deals with the synthesis of H_∞ fixed‐order controllers for linear systems. It is well known that this problem can be formulated as a bilinear matrix inequality optimization problem which is non convex and NP hard to solve. In this paper sufficient conditions are provided which allow to convert the controller design into a linear matrix inequality feasibility problem. A numerical example on a practical control problem shows the application of the proposed technique. Copyright © 2000 John Wiley & Sons, Ltd.     

Comments on ‘Sufficient conditions for the synthesis of H∞ fixed‐order controllers’

This note points out that both theorems in Mattei (Int. J. Robust Nonlinear Control 2000; 10 : 1237–1248) are incorrect for a general plant model. Additionally, it presents the corrections of them. Copyright © 2004 John Wiley & Sons, Ltd.     

Robust H∞ control for uncertain discrete‐time systems with probabilistic state delays

In this paper, we propose a novel design problem of robust H_∞ control for discrete‐time systems with probabilistic time delay, where both the variation range of the delay and the probability distribution of the delay taking values in an interval are available. Based on the information on the probability distribution of the delay taking values in an interval, a new modeling method is put forward, with which the probabilistic effects of the delay are reflected into a parameter matrix of certain transformed system. Based on such a new model, criteria for the H_∞ control design are derived by using a combination of the convexity of the matrix equations, the Lyapunov functional method and the linear matrix inequality technique. It is shown via numerical examples that our developed method in the paper can lead to less conservative results than those obtained by existing methods and, furthermore, if the probability distribution of the delay occurrence is available, the allowable upper bound of the delay may be larger than those derived for the case when only the variation range of the delay can be known. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Low‐order H∞ controller design on the frequency domain by partial optimization

In this paper, an optimization method of low‐order multivariable controllers for H_∞ control is proposed. Starting from a low‐order stabilizing controller, our method gives a sequence of controllers for which the H_∞ norm performance index is monotonically non‐increasing by tuning the numerator coefficient matrices of the low‐order controller. This controller class includes multivariable PID controllers. The proposed method is a descent method where the feasible direction is calculated by solving a linear matrix inequality that represents a sufficient condition for the H_∞ criterion for each frequency. Usefulness is shown by two numerical examples. Copyright © 2009 John Wiley & Sons, Ltd.     

Robust H∞ Filtering For Uncertain Stochastic Time‐Delay Systems

This paper deals with the problem of robust H_∞ filtering for uncertain stochastic systems. The system under consideration is subject to time‐varying norm‐bounded parameter uncertainties and unknown time delays in both the state and measurement equations. The problem we address is the design of a stable filter that ensures the robust stochastic stability and a prescribed H_∞ performance level for the filtering error system irrespective of all admissible uncertainties and time delays. A suffient condition for the solvability of this problem is proposed and a linear matrix inequality approach is developed for the design of the robust H_∞ filters. An illustrative example is provided to demonstrate the effctiveness of the proposed approach.     

Guaranteed H∞ robustness bounds for Wiener filtering and prediction

The paper deals with special classes of H_∞ estimation problems, where the signal to be estimated coincides with the uncorrupted measured output. Explicit bounds on the difference between nominal and actual H_∞ performance are obtained by means of elementary algebraic manipulations. These bounds are new in continuous‐time filtering and discrete‐time one‐step ahead prediction. As for discrete‐time filtering, the paper provides new proofs that are alternative to existing derivations based on the Krein spaces formalism. In particular, some remarkable H_∞ robustness properties of Kalman filters and predictors are highlighted. The usefulness of these results for improving the estimator design under a mixed H₂/H_∞ viewpoint is also discussed. The dualization of the analysis allows one to evaluate guaranteed H_∞ robustness bounds for state‐feedback regulators of systems affected by actuator disturbances. Copyright © 2001 John Wiley & Sons, Ltd.     

Reliable H∞ Control for a Class of Nonlinear Networked Control Systems with Random Delays

In this paper, the problem of reliable H_∞ controller design is studied for a class of nonlinear networked control systems. A novel model is presented, which contains random transmission delays, faults of the sensor and actuator. The sensor‐to‐controller and controller‐to‐actuator transmission delays with upper bounds are considered, simultaneously. The working conditions of the sensor and actuator are formulated as two independent Markov chains, which take matrix values in finite sets, respectively. The resulting closed‐loop system is converted into a Markov switching system. On the basis of the cone complementary linearization algorithm, a mode‐dependent reliable controller is constructed such that the closed‐loop system is stochastically stable and attains the prescribed H_∞ disturbance attenuation level. Finally, a numerical example is given to show the effectiveness of the developed technique.     

Computationally Efficient Algorithm For Frequency‐Weighted Optimal H∞ Model Reduction

In this paper, a frequency‐weighted optimal H_∞ model reduction problem for linear time‐invariant (LTI) systems is considered. The objective of this class of model reduction problems is to minimize H_∞ norm of the frequency‐weighted truncation error between a given LTI system and its lower order approximation. A necessary and sufficient solvability condition is derived in terms of LMIs with one extra coupling rank constraint, which generally leads to a non‐convex feasibility problem. Moreover, it has been shown that the reduced‐order model is stable when both stable input and output weights are included, and its state‐space data are given explicitly by the solution of the feasibility problem. An efficient model reduction scheme based on cone complementarity algorithm (CCA) is proposed to solve the non‐convex conditions involving rank constraint.     

H∞ estimation for uncertain systems

This paper deals with the problem of H_∞ estimation for linear systems with a certain type of time-varying norm-bounded parameter uncertainty in both the state and output matrices. We address the problem of designing an asymptotically stable estimator that guarantees a prescribed level of H_∞ noise attenuation for all admissible parameter uncertainties. Both an interpolation theory approach and a Riccati equation approach are proposed to solve the estimation problem, with each method having its own advantages. The first approach seems more numerically attractive whilst the second one provides a simple structure for the estimator with its solution given in terms of two algebraic Riccati equations and a parameterization of a class of suitable H_∞ estimators. The Riccati equation approach also pinpoints the ‘worst-case’ uncertainty.     

Singular H∞ control for nonlinear systems

This paper presents a solution to the singular H_∞ control problem via state feedback for a class of nonlinear systems. It is shown that the problem of almost disturbance decoupling with stability plays a fundamental role in the solution of the considered problem. We also point out when the singular problem can be reduced to a regular one or solved via standard H_∞ technique. We must stress that the solution of the singular problem is obtained without making any approximation of it by means of regular problems. © 1997 John Wiley & Sons, Ltd.     

H∞ filtering for a class of stochastic Markovian jump systems with impulsive effects

In this paper, we discuss the problem of H_∞ filtering for a class of stochastic Markovian jump systems with impulsive effects. The aim is to design a stochastically stable filter, using the locally sampled measurements, which guarantee both the stochastic stability and a prescribed level of H_∞ performance for the filtering error dynamics. A sufficient condition for the existence of such a filter is given in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired filter is obtained. A numerical example is provided to show the effectiveness of the proposed results. Copyright © 2007 John Wiley & Sons, Ltd.     

Mixed H2/H∞ filtering

In paper we consider the problem of finding a filter or estimator that minimizes a mixed H₂/H_∞ filtering cost on the transfer matrix from a given noise input to the filtering error subject to an H_∞ constraint on the transfer matrix from a second noise input to the filtering error. This problem can be interpreted and motivated in many different ways; for instance, as a problem of optimal filtering in the presence of noise with fixed and known spectral characteristics subject to a bound on the filtering error due to a second noise source whose spectral characteristics are unknown. It is shown that one can come arbitrarily close to the optimal mixed H₂/H_∞ filtering cost using a standard Kalman-Luenberger estimator. Moreover, the problem of finding suitable Kalman-Luenberger estimator gains can be converted into a convex optimization problem involving affine symmetric matrix inequalities.