On minimality and stable minimality of time-varying linear systems with well-posed boundary conditions

For time-varying linear systems with well-posed boundary conditions the concept of stable minimality is introduced. A complete characterization is given of stably minimal systems with analytic coefficients.     

Hankel norm approximation for well-posed linear systems

The sub-optimal Hankel norm approximation problem is solved for a well-posed linear system with generating operators (A,B,C) and transfer function G satisfying some mild assumptions. In the special case of the sub-optimal Nehari problem, an explicit parameterization of all solutions is obtained in terms of the system parameters A, B, C and G(0).     

New Riccati equations for well-posed linear systems

We consider the classic problem of minimizing a quadratic cost functional for well-posed linear systems over the class of inputs that are square integrable and that produce a square integrable output. As is well-known, the minimum cost can be expressed in terms of a bounded nonnegative self-adjoint operator X that in the finite-dimensional case satisfies a Riccati equation. Unfortunately, the infinite-dimensional generalization of this Riccati equation is not always well-defined. We show that X always satisfies alternative Riccati equations, which are more suitable for algebraic and numerical computations.     

Admissible factorizations of Hankel operators induce well-posed linear systems

One of the basic axioms of a well-posed linear system says that the Hankel operator of the input–output map of the system factors into the product of the input map and the output map. Here we prove the converse: every factorization of the Hankel operator of a bounded causal time-invariant map from L² to L² which satisfies a certain admissibility condition induces a stable well-posed linear system. In particular, there is a one-to-one correspondence between the set of all minimal stable well-posed realizations of a given stable causal time-invariant input–output map (or equivalently, of a given H^∞ transfer function) and all minimal stable admissible factorizations of the Hankel operator of this input–output map.     

Feedback representations of critical controls for well-posed linear systems

This is the first part in a three part study of the suboptimal full information H^∞ problem for a well-posed linear system with input space U, state space H, and output space Y. We define a cost function Q(x₀,u)=∫〈y(s),Jy(s)〉_Yds, where y∈L²_loc( R ⁺; Y) is the output of the system with initial state x₀∈H and control u∈L²_loc( R ⁺; U), and J is a self-adjoint operator on Y. The cost function Qis quadratic in x₀ and u, and we suppose (in the stable case) that the second derivative of Q(x₀, u) with respect to u is non-singular. This implies that, for each x₀∈H, there is a unique critical control u^crit such that the derivative of Q(x₀, u) with respect to u vanishes at u=u^crit. We show that u^crit can be written in feedback form whenever the input/output map of the system has a coprime factorization with a (J, S)-inner numerator; here S is a particular self-adjoint operator on U. A number of properties of this feedback representation are established, such as the equivalence of the (J, S)-losslessness of the factorization and the positivity of the Riccati operator on the reachable subspace. © 1998 John Wiley & Sons, Ltd.     

Realisation of linear time-varying systems

In this paper, the realisation problem of linear multi-input multi-output, time-varying systems is studied. The approach, based on the theory of non-commutative polynomial rings, yields explicit and simple formulas for computation of the state coordinates as well as for state equations in observable canonical form. The formulas are based on (left) Euclidean polynomial division.     

Stabilizability of linear time-varying and uncertain linear systems

Feedback stabilization of linear time-varying and uncertain linear systems is considered. It is proved that given a stabilizing dynamic linear state-feedback controller, one can always construct a stabilizing nondynamic linear state-feedback controller. A similar result is shown for uncertain linear systems. A linear time-varying system can be stabilized by dynamic output feedback if and only if it admits a coprime factorization     

Stability analysis of linear time-varying systems

This paper addresses the issue of the stability of linear time-varying systems. Recently developed elemental perturbation bound analysis is extended to obtain stability bounds on the parameters of linear time-varying systems. In particular, systems governed by the Mathieu equation are considered. The bounds obtained with the proposed method are compared with those of the circle criterion and matrix decomposition methods. The proposed method is computationally simple and the bounds obtained fare well with the other methods considered.     

Driven dynamics of time-varying linear systems

Motivated by applications to automatic control of aircraft, we consider the problem of output tracking for time-varying linear systems. The signals to be tracked are bounded on (-∞, ∞), and our goal is to compute bounded controls and bounded state trajectories that result in the desired tracking. A convolution integral representation for the desired solution is given in the literature, and we show that certain integrability assumptions can be eliminated from the associated results. Despite the fact that our system is time varying and our signals do not necessarily have Fourier transforms in the classical sense, we show that computations can be carried out using “generalized” Fourier transforms. We also consider an output tracking problem in which the driven dynamical equation is an ordinary differential equation     

Balanced truncation of linear time-varying systems

In this paper, balanced truncation of linear time-varying systems is studied in discrete and continuous time. Based on relatively basic calculations with time-varying Lyapunov equations/inequalities we are able to derive both upper and lower error bounds for the truncated models. These results generalize well-known time-invariant formulas. The case of time-varying state dimension is considered. Input-output stability of all truncated balanced realizations is also proven. The method is finally successfully applied to a high-order model.     

Minimum-state realizations of linear time-varying systems

An algorithm for removing uncontrollable (unobservable) state variables from time-varying systems is presented. The algorithm makes use of the time-variable controllability (observability) matrix which is augmented with the identity matrix and transformed into Hermite normal form. In this new set of coordinates, the uncontrollable (unobservable) state variables are easily identified and removed. An example is given.     

Adaptive control of time-varying linear systems

The authors present a global bounded-input-bounded-state stability theory for a class of continuously adapting controllers applied to time-varying linear systems. This gives theoretical support to the application of many of the algorithms used in practice. A key feature of the analysis is that no persistence of excitation requirement is needed     

Hyperstability of linear time-varying discrete systems

The hyperstability of a class of linear time-varying discrete systems is studied. Sufficient conditions for hyperstability and for stability in the sense of Lyapunov are obtained.     

Adaptive control of linear time-varying systems

Single-input single-output uncertain linear time-varying systems are considered, which are affected by unknown bounded additive disturbances; the uncertain time-varying parameters are required to be smooth and bounded but are neither required to be sufficiently slow nor to have known bounds. The output, which is the only measured variable, is required to track a given smooth bounded reference trajectory. The undisturbed system is assumed to be minimum-phase and to have known and constant relative degree, known sign of the ‘high frequency gain’, known upper bound on the system order. An adaptive output feedback control algorithm is designed which assures: (i) boundedness of all closed-loop signals; (ii) arbitrarily improved transient performance of the tracking error; (iii) asymptotically vanishing tracking error when parameter time derivatives are L₁ signals and disturbances are L₂ signals.     

The stability of linear time-varying systems

It is shown that for the system [xdot](t) = A(t)×(t) where the matrix A(t) is normal, the eigenvalues of A(t) characterize the stability of the system in a manner similar to when A (t) is a constant matrix. Also, for linear systems with time-varying feedback gains, simple, easily applicable analytic criteria are obtained for stability.     

Liapunov equations for time-varying linear systems

Liapunov equations for time-varying linear systems in Hilbert space are given. This generalizes Datko's result for semigroups. Time-varying linear stochastic systems are also considered and analogous results are obtained.