H∞ tracking of linear continuous‐time systems with stochastic uncertainties and preview

The problem of finite‐horizon H_∞ tracking for linear continuous time‐invariant systems with stochastic parameter uncertainties is investigated for both, the state‐feedback and the output‐feedback control problems. We consider three tracking patterns depending on the nature of the reference signal i.e. whether it is perfectly known in advance, measured on line or previewed in a fixed time‐interval ahead. The stochastic uncertainties appear in both the dynamic and measurement matrices of the system. In the state‐feedback case, for each of the above three cases a game theory approach is applied where, given a specific reference signal, the controller plays against nature which chooses the initial condition and the energy‐bounded disturbance. The problems are solved using the expected value of the standard performance index over the stochastic parameters, where, in the state‐feedback case, necessary and sufficient conditions are found for the existence of a saddle‐point equilibrium. The corresponding infinite‐horizon time‐invariant tracking problem is also solved for the latter case, where a dissipativity approach is considered. The output‐feedback control problem is solved as a max–min problem for the three tracking patterns, where necessary and sufficient condition are obtained for the solution. The theory developed is demonstrated by a simple example where we compare our solution with an alternative solution which models the tracking signal as a disturbance. Copyright © 2004 John Wiley & Sons, Ltd.     

Output tracking control for networked control systems with time delay and packet dropout

This article studies the problems of H _∞ output tracking performance analysis and controller design for networked control systems (NCSs) with time delay and packet dropout. By using linear matrix inequality (LMI)-based method, H _∞ output tracking performance analysis and controller design are presented for NCSs with constant sampling period. For NCSs with time-varying sampling period, a multi-objective optimisation methodology in terms of LMIs is used to deal with H _∞ output tracking performance analysis and controller design. The designed controllers can guarantee asymptotic tracking of prescribed reference outputs while rejecting disturbances. The simulation results illustrate the effectiveness of the proposed H _∞ output tracking controller design.     

H∞ output tracking control for uncertain networked control systems via a switched system approach

In this paper, the problem of H_∞ output tracking control for networked control systems with random time delays and system uncertainties is investigated. Effective sampling instant that is tightly related with transmission delay from sensor to actuator is proposed to ensure that the random variable time delay is always shorter than one effective sampling period. By using both active time‐varying sampling period strategy and hybrid node‐driven mechanism, the switching instant is coincided with the effective sampling instant. An augmented time‐varying networked tracking system model is provided by including the output tracking error as an additional state. However, random transmission delay causes indeterminate sampling period, which induces infinite subsystems. Gridding approach is introduced to transform the continuous time axis into discrete‐time sequences, which guarantees the finite number of switching rules. By employing multiple Lyapunov–Krasovskii functions, linear matrix inequality (LMI)‐based output tracking H_∞ performance analysis is presented, and robust switching H_∞ model reference tracking controller for networked control systems with communication constraints and system uncertainties is designed to guarantee asymptotic tracking of prescribed reference outputs while rejecting disturbances. Finally, simulation results illustrate the correctness and effectiveness of the proposed approaches. Copyright © 2015 John Wiley & Sons, Ltd.     

A dynamic game approach to mixed H∞/H2 estimation

A deterministic, two-person, zero-sum, linear quadratic estimation game, which is closely related to the mixed H_∞/H₂ estimation problem, is introduced. The strategy of the estimator in this game must guarantee a prescribed H_∞-performance level γ. If the desired H_∞-performance level is not achieved by an H₂-optimal estimator, the H₂-performance of the estimator must be degraded. An optimal estimator, in the sense of this game, minimizes the ratio between the resulting H₂-performance degradation, and the performance degradation that would have been obtained if one had used the standard H_∞-central filter. Both the continuous and the discrete-time cases are treated.     

<Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> suboptimal tracking controller design for a class of nonlinear systems

In this paper, a new technique is proposed to solve the H _∞ tracking problem for a broad class of nonlinear systems. Towards this end, based on a discounted cost function, a nonlinear two-player zero-sum differential (NTPZSD) game is defined. Then, the problem is converted to another NTPZSD game without any discount factor in its corresponding cost function. A state-dependent Riccati equation (SDRE) technique is applied to the latter NTPZSD game in order to find its approximate solution which leads to obtain a feedback-feedforward control law for the original game. It is proved that the tracking error between the system state and its desired trajectory converges asymptotically to zero under mild conditions on the discount factor. The proposed H _∞ tracking controller is applied to two nonlinear systems (the Vander Pol’s oscillator and the insulin-glucose regulatory system of type I diabetic patients). Simulation results demonstrate that the proposed H _∞ tracking controller is so effective to solve the problem of tracking time-varying desired trajectories in nonlinear dynamical systems.     

Robust tracking control design for uncertain robotic systems with persistent bounded disturbances

In this study, a robust nonlinear L_∞‐gain tracking control design for uncertain robotic systems is proposed under persistent bounded disturbances. The design objective is that the peak of the tracking error in time domain must be as small as possible under persistent bounded disturbances. Since the nonlinear L_∞ ‐gain optimal tracking control cannot be solved directly, the nonlinear L_∞ ‐gain optimal tracking problem is transformed into a nonlinear L_∞ ‐gain tracking problem by given a prescribed disturbance attenuation level for the L_∞ ‐gain tracking performance. To guarantee that the L_∞ ‐gain tracking performance can be achieved for the uncertain robotic systems, a sliding‐mode scheme is introduced to eliminate the effect of the parameter uncertainties. By virtue of the skew‐symmetric property of the robotic systems, sufficient conditions are developed for solving the robust L_∞ ‐gain tracking control problems in terms of an algebraic equation instead of a differential equation. The proposed method is simple and the algebraic equation can be solved analytically. Therefore, the proposed robust L_∞ ‐gain tracking control scheme is suitable for practical control design of uncertain robotic systems. Copyright © 2008 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Optimal discrete-time H∞/γ0 filtering and control under unknown covariances

New stochastic γ₀ and mixed H_∞/γ₀ filtering and control problems for discrete-time systems under completely unknown covariances are introduced and solved. The performance measure γ₀ is the worst-case steady-state averaged variance of the error signal in response to the stationary Gaussian white zero-mean disturbance with unknown covariance and identity variance. The performance measure H_∞/γ₀ is the worst-case power norm of the error signal in response to two input disturbances in different channels, one of which is the deterministic signal with a bounded energy and the other is the stationary Gaussian white zero-mean signal with a bounded variance provided the weighting sum of disturbance powers equals one. In this framework, it is possible to consider at the same time both deterministic and stochastic disturbances highlighting their mutual effects. Our main results provide the complete characterisations of the above performance measures in terms of linear matrix inequalities and therefore both the γ₀ and H_∞/γ₀ optimal filters and controllers can be computed by convex programming. H_∞/γ₀ optimal solution is shown to be actually a trade-off between optimal solutions to the H_∞ and γ₀ problems for the corresponding channels.     

Continuous-time tracking problems in an H∞setting: a game theory approach

This paper investigates the problem of finite-horizon H_∞ tracking for linear time-varying systems. Three tracking problems are considered, depending on whether the reference signal is perfectly known in advance, measured on-line, or previewed in fixed interval of time ahead. No a priori knowledge of a dynamic model for the reference signal is assumed. A game theory approach to the latter tracking problems is presented where, given a specific reference signal, the controllers play against nature which can choose any initial state and any bounded energy disturbance input and measurement noise. Necessary and sufficient conditions for the existence of a saddle-point equilibrium are determined, and H_∞ tracking controllers for both the cases of state and output feedback are derived. Tracking problems for time-invariant systems on infinite-horizon are also analyzed, and time invariant tracking controllers are obtained for zero initial conditions     

Linear discrete-time H∞-optimal tracking withpreview

The problem of finite-time H_∞-tracking for linear, discrete, time-varying systems is considered. No a prior knowledge of the dynamics of the reference signal is assumed. A distinction between three cases is made, depending on whether the reference signal is perfectly known in advance, measured online, or previewed in a fixed interval of time ahead. The tracking problem is formulated as a game, where the controller plays against nature which may choose the initial condition or the system and any energy bounded driving disturbance and measurement noise inputs. Necessary and sufficient conditions are derived for the existence of saddle-point equilibrium solutions to the three different information structures of the reference, and the corresponding tracking controllers are derived     

Event-triggered Networked H∞ Output Tracking Control Based on Dynamic Compensation Controller

In this paper, the event-triggered H_∞ output tracking problem is investigated for networked control systems. In order to reduce the output tracking error as well as to improve network resource utilization, we propose an idea of dynamic compensation controller with the discrete-time event-triggered mechanism, that is, the integral term of tracking error and the state of the reference system are introduced to form states of the augmented system. We first examine the dynamic compensation idea by the H_∞ output tracking control problem for linear time-invariant (LTI) systems. Then, we model the closed-loop event-triggered networked control system as a time-delay augmented linear system. By constructing a Lyapunov-Krasovskii functional with the delay fractioning technique, the stability conditions with lower conservatism are derived in the form of the linear matrix inequalities (LMIs). Furthermore, a method is proposed to design the H_∞ dynamic compensation controllers and the discrete-time event-triggered mechanisms. Finally, the satellite tracking control problem is used as an example to show that the dynamical compensation idea is effective in reducing the tracking error and that the proposed method in this paper can achieve better performance than that in the existing literature.

     

H ∞ output-feedback control for switched linear discrete-time systems with time-varying delays

In this paper, the problem of H _∞ output feedback control for switched linear discrete-time systems with time delays is investigated. The time delay is assumed to be time-varying and bounded. By constructing a switched quadratic Lyapunov function for the underlying system, both static and dynamic H _∞ output feedback controllers are designed respectively such that the corresponding closed-loop system under arbitrary switching signals is asymptotically stable and a prescribed H _∞ noise-attenuation level bound is guaranteed. A cone complementary linearization algorithm is exploited to design the controllers. A numerical example is presented to show the effectiveness of the developed theoretical results.     

H ∞ filter design for continuous-time systems with quantised signals

This article studies the quantised H _∞ filtering problem for continuous-time systems with a type of dynamic quantisers, which are conjuncted with static quantisers via dynamic scalings. The static quantiser ranges are fully considered here for practical transmission channels requirements. A quantised H _∞ filter design strategy is proposed, where a convex optimisation method is developed to minimise static quantiser ranges. The resulting design guarantees that the quantised augmented system is asymptotically stable and with a prescribed H _∞ performance bound. The effectiveness of the proposed filter design method is demonstrated by a numerical example.     

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.     

H∞ Model Reduction for Positive Fractional Order Systems

This paper focuses on the H_∞ model reduction problem of positive fractional order systems. For a stable positive fractional order system, we aim to construct a positive reduced‐order fractional system such that the associated error system is stable with a prescribed H_∞ performance. Then, based on the bounded real lemma for fractional order systems, a sufficient condition is given to characterize the model reduction problem with a prescribed H_∞‐norm error bound in terms of a linear matrix inequality (LMI). Furthermore, by introducing a new flexible real matrix variable, the desired reduced‐order system matrices are decoupled with the complex matrix variable and further parameterized by the new matrix variable. A corresponding iterative LMI algorithm is also proposed. Finally, several illustrative examples are given to show the effectiveness of the proposed algorithms.     

Exponential H∞ filtering for switched linear systems with interval time‐varying delay

This paper deals with the problem of exponential H_∞ filtering for a class of continuous‐time switched linear system with interval time‐varying delay. The time delay under consideration includes two cases: one is that the time delay is differentiable and bounded with a constant delay‐derivative bound, whereas the other is that the time delay is continuous and bounded. Switched linear filters are designed to ensure that the filtering error systems under switching signal with average dwell time are exponentially stable with a prescribed H_∞ noise attenuation level. Based on the free‐weighting matrix approach and the average dwell technology, delay‐dependent sufficient conditions for the existence of such a filter are derived and formulated in terms of linear matrix inequalities (LMIs). By solving that corresponding LMIs, the desired filter parameterized matrices and the minimal average dwell time are obtained. Finally, two numerical examples are presented to demonstrate the effectiveness of the developed results. Copyright © 2008 John Wiley & Sons, Ltd.     

H∞ tracking control for linear discrete‐time systems via reinforcement learning

In this paper, the H_∞ tracking control of linear discrete‐time systems is studied via reinforcement learning. By defining an improved value function, the tracking game algebraic Riccati equation with a discount factor is obtained, which is solved by iteration learning algorithms. In particular, Q‐learning based on value iteration is presented for H_∞ tracking control, which does not require the system model information and the initial allowable control policy. In addition, to improve the practicability of algorithm, the convergence analysis of proposed algorithm with a discount factor is given. Finally, the feasibility of proposed algorithms is verified by simulation examples.     

H∞ filtering for singular systems with time‐varying delay

This paper is concerned with the delay‐dependent H_∞ filtering problem for singular systems with time‐varying delay in a range. In terms of linear matrix inequality approach, the delay‐range‐dependent bounded real lemmas are proposed, which guarantee the considered system to be regular, impulse free and exponentially stable while satisfying a prescribed H_∞ performance level. The sufficient conditions are proposed for the existence of linear H_∞ filter. Numerical examples are given to demonstrate the effectiveness and the benefits of the proposed methods. Copyright © 2009 John Wiley & Sons, Ltd.     

ROBUST H∞ CONTROL AND QUADRATIC STABILIZATION OF DISCRETE‐TIME SWITCHED SYSTEMS WITH NORM‐BOUNDED TIME‐VARYING UNCERTAINTIES

We focus on robust H_∞ control analysis and synthesis for discretetime switched systems with norm‐bounded time‐varying uncertainties. Sufficient conditions are derived to guarantee quadratic stability along with a prescribed H_∞‐norm bound. Each of them can be dealt with as a linear matrix inequality (LMI) which can be tested with efficient algorithms. All the switching rules are constructively designed, and do not rely on any uncertainties.     

Robust H∞ nonlinear control via measurement feedback

This paper deals with the problem of finite-time-horizon robust H_∞ control via measurement feedback, for affine nonlinear systems with nonlinear time-varying parameter uncertainty. The problem addressed is the design of a control law, which processes the measured output and guarantees a prescribed level of closed-loop disturbance attenuation. Conditions for the existence of such a controller are obtained by solving an auxiliary control problem for a related system which is obtained from the original one by converting the parameter uncertainty into exogenous bounded energy signals. This approach allows us to apply the recently developed H_∞ nonlinear control techniques to solve the robust control problem. The problem is investigated in both the continuous- and discrete-time cases. The results are demonstrated by a simple example. © 1997 by John Wiley & Sons, Ltd.