On the state space and frequency domain characterization of H-norm of sampled-data systems

This paper studies the problem of characterization and computation of the H^∞-norm of sampled-data systems using the time-invariant function space model via lifting. With the advantage of time-invariance, the treatment gives an eigenvalue-type characterization, first in the operator form in the frequency domain and then in the Hamiltonian-type finite-dimensional form. The form obtained can be adopted for use with the bisection algorithm for actual computation.     

Optimal and control of hybrid multirate systems

The problem of using a synchronous multirate digital controller for a continuous-time plant is considered. The performance objectives considered are the H^∞ and the H² norms of the periodically time-varying continuous-time input-output behavior of the closed loop system. A continuous-time lifting technique is used to solve these hybrid sampled-data problems. This approach yields equivalent purely discrete-time problems while preserving the multirate causality of the systems. The later problems can then be solved using known techniques.     

Synthesis of stable H controller via the chain scattering framework

A sufficient condition for the existence of suboptimal stable stabilizing H^∞ controllers is given. By exploiting the free parameter in the parameterization of stabilizing controllers and using the chain scattering framework, we reformulate the H^∞ strong stabilization problem as an equivalent H^∞ optimization problem which can be solved via only one algebraic Riccati equation. A parameterization of all suboptimal stable stabilizing H^∞ controllers is also given.     

Design of H 2 Controllers for Sampled-Data Systems with Input Time Delays

This paper presents a general framework based on lifting technique for sampled-data systems with input time delays. By analyzing the properties of operator-valued matrices of lifted systems with input time delays, an extended lifting technique is obtained. It is then shown that, with the proposed lifting technique, the complex behavior of the system can be illustrated by two simple lifted systems, which construct the extended lifted system. The extended lifted system has the same induced norm as that of the original system with an input time delay, since the proposed lifting technique is an isometric isomorphism. Through applying the proposed lifting technique to sampled-data systems with input time delays, the time-invariant discrete-time system with infinite-dimensional input and output spaces is obtained. The equivalent discrete-time system, which is derived from the extended lifted system, can satisfy the problem of H ₂ sampled-data control systems with input time delays. Simulation results are given to show that the proposed method can guarantee a more stable system response than the conventional H ₂ sampled-data controller for the sampled-data systems with the various input time delays.     

Stabilization and H control of symmetric systems: an explicit solution

In this paper we address the H^∞ control analysis, the output feedback stabilization, and the output feedback H^∞ control synthesis problems for state-space symmetric systems. Using a particular solution of the Bounded Real Lemma for an open-loop symmetric system we obtain an explicit expression to compute the H^∞ norm of the system. For the output feedback stabilization problem we obtain an explicit parametrization of all asymptotically stabilizing control gains of state-space symmetric systems. For the H^∞ control synthesis problem we derive an explicit expression for the optimally achievable closed-loop H^∞ norm and the optimal control gains. Extension to robust and positive real control of such systems are also examined. These results are obtained from the linear matrix inequality formulations of the stabilization and the H^∞ control synthesis problems using simple matrix algebraic tools.     

On pure H reduced-order dynamic controllers: an erratum

There are at least two approaches advocated to obtain a pure H^∞ reduced-order dynamic controller for a given augmented plant. One approach is to eliminate completely the H² aspect from a standard H²/H^∞ setting. A second approach is to equate the H² aspect with the H^∞ aspect in that same setting. This paper invalidates the first approach but affirms the second approach and produces the correct equations resulting therefrom.     

On the weighted sensitivity minimization problem for delay systems

We consider the H^∞-optimal sensitivity problem for delay systems. In particular, we consider computation of μ:= inf {|W-φq|_∞ : q ε H^∞(j )} where W(s) is any function in RH^∞(j ), and φ in H^∞(j ) is any inner function. We derive a new explicit solution in the pure delay case where φ = e^−sh, h > 0.     

An inequality governing nonlinear H∞ control

This note gives necessary and sufficient conditions for solving a reasonable version of the nonlinear H^∞ control problem. The most objectionable hypothesis is elegant and holds in the linear case, but every possibly may not be forced for nonlinear systems. What we discover in distinction to Isidori and Astolfi (1992) and Ball et al. (1993) is that the key formula is not a (nonlinear) Riccati partial differential inequality, but a much more complicated inequality mixing partial derivatives and an approximation theoretic construction called the best approximation operator. This Chebeshev-Riccati inequality when specialized to the linear case gives the famous solution to the H^∞ control problem found in Doyle et al. (1989). While complicated the Chebeshev-Riccati inequality is (modulo a considerable number of hypotheses behind it) a solution to the nonlinear H^∞ control problem. It should serve as a rational basis for discovering new formulas and compromises. We follow the conventions of Ball et al. (1993) and this note adds directly to that paper.     

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.     

H∞ filtering for a class of uncertain nonlinear systems

This paper investigates the problem of H_∞ filtering for a class of uncertain continuous-time nonlinear systems with real time-varying parameter uncertainty and unknown initial state. We develop an infinite horizon H_∞ filtering methodology which provides both robust stability and a guaranteed H_∞ performance for the filtering error irrespective of the parameter uncertainty.     

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.     

H optimization problem with sign-indefinite quadratic form

This paper presents the solution to min-max control problem arising when the matrix C₁^TC₁ of the cost function in the standard H^∞ control problem (Doyle et al., 1989) is replaced by an arbitrary matrix Q 0. This difference is proved to be sufficient for results obtained in (Doyle et al., 1989) not to cover such the case. Their derivations essentially base on the cost function being H^∞ norm and can not be adjusted to deal with sign-indefinite quadratic form. With some sort of strict frequency condition assumed, state space technique is fruitful to obtain the necessary and sufficient conditions of the solvability of the problem. The solution is given by two Riccati equations and has some difference when compared to that of (Doyle et al., 1989).     

An operator-theoretic approach to the mixed-sensitivity minimization problem

We consider the mixed-sensitivity minimization problem (scalar case). It gives rise to the so-called two-block problem on the algebra H^∞; we analyze this problem from an operator point of view, using Krein space theory. We obtain a necessary and sufficient condition for the uniqueness of the solution and a parameterization of all solutions in the non-uniqueness case. Moreover, an interpolation interpretation is given for the finite-dimensional case.     

Reduced-order filtering for singular systems

This paper solves the problem of reduced-order H_∞ filtering for singular systems. The purpose is to design linear filters with a specified order lower than the given system such that the filtering error dynamic system is regular, impulse-free (or causal), stable, and satisfies a prescribed H_∞ performance level. One major contribution of the present work is that necessary and sufficient conditions for the solvability of this problem are obtained for both continuous and discrete singular systems. These conditions are characterized in terms of linear matrix inequalities (LMIs) and a coupling non-convex rank constraint. Moreover, an explicit parametrization of all desired reduced-order filters is presented when these inequalities are feasible. In particular, when a static or zeroth-order H_∞ filter is desired, it is shown that the H_∞ filtering problem reduces to a convex LMI problem. All these results are expressed in terms of the original system matrices without decomposition, which makes the design procedure simple and directly. Last but not least, the results have generalized previous works on H_∞ filtering for state-space systems. An illustrative example is given to demonstrate the effectiveness of the proposed approach.     

On improving control-loop robustness of model-matching controllers

This note first characterizes the class of all stabilizing controllers for a two-degree-of-Freedom control system which achieve a prescribed achievable transfer function. The characterization is in terms of an arbitrary proper stable transfer function. With this characterization, robust model matching is formulated as a standard H^∞-optimization problem. This means that standard controller designs for a nominal plant, such as linear-quadratic Gaussian ones, can be enhanced to give improved robustness properties using H^∞-design techniques.     

Robust H∞ control for linear discrete-time systems with norm-bounded time-varying uncertainty

The problem of robust H_∞ analysis and synthesis for linear discrete-time systems with norm-bounded time-varying uncertainty is studied in this paper. It will be shown that this problem is equivalent to the problem of H_∞ analysis and synthesis of an auxiliary system. The necessary and sufficient conditions for the equivalency are proved. Thus the original problem can be solved by existing H_∞ control methods.     

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.     

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.     

Reduced-order filtering for linear systems with Markovian jump parameters

This paper addresses the reduced-order H_∞ filtering problem for continuous-time Makovian jump linear systems, where the jump parameters are modelled by a discrete-time Markov process. Sufficient conditions for the existence of the reduced-order H_∞ filter are proposed in terms of linear matrix inequalities (LMIs) and a coupling non-convex matrix rank constraint. In particular, the sufficient conditions for the existence of the zero-order H_∞ filter can be expressed in terms of a set of strict LMIs. The explicit parameterization of the desired filter is also given. Finally, a numerical example is given to illustrate the proposed approach.