On conditions of optimality for singular control problems

Satisfaction of the generalized Legendre-Clebsch condition is known to be a necessary condition of optimality in singular control problems. Recently, a new additional necessary condition of optimality was discovered. In this note, we demonstrate by means of an example that together these two necessary conditions are, in general, insufficient for optimality in singular control problems.     

A note on Jacobson's necessary condition for an optimal singular control

An example is used to show why some solutions to singular optimal control problems satisfy the generalized Legendre-Clebsch condition, but violate Jacobson's necessary condition. This example also demonstrates that Jacobson's condition may help in establishing if and when switching from a singular to a nonsingular subarc occurs in some problems.     

GENERALIZED QUADRATIC STABILIZATION FOR DISCRETE‐TIME SINGULAR SYSTEMS WITH TIME‐DELAY AND NONLINEAR PERTURBATION

This paper discusses a generalized quadratic stabilization problem for a class of discrete‐time singular systems with time‐delay and nonlinear perturbation (DSSDP), which the satisfies Lipschitz condition. By means of the S‐procedure approach, necessary and sufficient conditions are presented via a matrix inequality such that the control system is generalized quadratically stabilizable. An explicit expression of the static state feedback controllers is obtained via some free choices of parameters. It is shown in this paper that generalized quadratic stability also implies exponential stability for linear discrete‐time singular systems or more generally, DSSDP. In addition, this new approach for discrete singular systems (DSS) is developed in order to cast the problem as a convex optimization involving linear matrix inequalities (LMIs), such that the controller can stabilize the overall system. This approach provides generalized quadratic stabilization for uncertain DSS and also extends the existing robust stabilization results for non‐singular discrete systems with perturbation. The approach is illustrated here by means of numerical examples.     

The generalized center problem of resonant infinity for a polynomial differential system

This paper explores the problems of generalized center conditions and integrability of resonant infinity for a complex polynomial differential system. The method is based on converting resonant infinity into an elementary singular point by a homeomorphic transformation. The calculation of generalized singular point quantities is an effective way of finding necessary conditions for integrable systems. A new recursive algorithm for computing generalized singular point quantities at the origin of the transformed system is derived. At the same time, a necessary and sufficient condition for resonant infinity to be a generalized complex center is presented. As an application of the new recursive algorithm, the generalized center conditions for resonant infinity for a class of cubic systems are discussed. To the best of our knowledge, this is the first time that the generalized center problem has been considered for p:−q resonant infinity.     

An approach to a singular optimal control problem for non-linear systems using differential form theory

By applying differential form theory, we consider the singular control problem for non-linear systems with control variables appearing linearly in both the system dynamics and the performance index. First, we derive necessary conditions of singular optimality for a single-input system, including the relation to the Euler-Poisson equation and to the generalized Legendre-Clebsch condition. Defining the degree of singularity, we develop necessary conditions satisfied by the singular trajectory embedded in a reduced space. For a time-invariant system, we clarify the relation between the dynamic and the related static optimality. Second, we derive necessary conditions for singular optimality for a multi-input system where the dimension of the control vector is equal to that of the state space. We show that the Shima-Sawaragi condition for the optimality of boundary controls and the generalized Legendre-Clebsch condition are obtained from these conditions. The results are also applied to the analysis of a time-invariant system.     

Robust stability and stabilization of discrete singular systems: an equivalent characterization

This note deals with the problems of robust stability and stabilization for uncertain discrete-time singular systems. The parameter uncertainties are assumed to be time-invariant and norm-bounded appearing in both the state and input matrices. A new necessary and sufficient condition for a discrete-time singular system to be regular, causal and stable is proposed in terms of a strict linear matrix inequality (LMI). Based on this, the concepts of generalized quadratic stability and generalized quadratic stabilization for uncertain discrete-time singular systems are introduced. Necessary and sufficient conditions for generalized quadratic stability and generalized quadratic stabilization are obtained in terms of a strict LMI and a set of matrix inequalities, respectively. With these conditions, the problems of robust stability and robust stabilization are solved. An explicit expression of a desired state feedback controller is also given, which involves no matrix decomposition. Finally, an illustrative example is provided to demonstrate the applicability of the proposed approach.     

Passivity-based sliding mode control of uncertain singular time-delay systems

In this paper the problem of sliding mode control (SMC) with passivity of a class of uncertain nonlinear singular time-delay systems is studied. An integral-type switching surface function is designed by taking the singular matrix into account, thus the resulting sliding mode dynamics is a full-order uncertain singular time-delay system. By introducing some slack matrices, a delay-dependent sufficient condition is proposed in terms of linear matrix inequality (LMI), which guarantees the sliding mode dynamics to be generalized quadratically stable and robustly passive. The passification solvability condition is then established. Moreover, a SMC law and an adaptive SMC law are synthesized to drive the system trajectories onto the predefined switching surface in a finite time. Finally, a numerical example is provided to illustrate the effectiveness of the proposed theory.     

广义区间系统的稳定性与二次能稳分析

对于一类广义区间系统,利用Lyapunov方法,研究了该系统的稳定性.通过广义Lyapunov不等式的建立,得到了此系统结构稳定的充分必要条件是广义Lyapunov不等式有解.在此基础上,建立了广义Riccati不等式,由此不等式得到了此系统二次能稳的充要条件是广义Riccati不等式有解.这些结果将对进一步研究此系统有着重要的基础作用.最后,举例说明了主要结果.     

On the optimal control of systems having pure time delays and singular arcsI,Some necessary conditions for optimality†

The problem of singular arcs in the optimal control of systems having time delays is discussed. An expanded Legendre-Clebsch necessary condition is derived, and junction conditions for the boundary between non-singular and singular arcs is presented for a general class of problems. These and other ideas are illustrated by a number of examples.     

Totally singular quadratic minimization problems

A survey of necessary, sufficient, and necessary and sufficient conditions for optimality for a class of time-varying singular quadratic minimization problems is presented. The development of the theory is traced from the time of discovery of the generalized Legendre-Clebsch condition. The most important conditions are stated in the form of theorems and are proved. Certain lengthy proofs are only outlined and the reader is referred to the literature for details. The reference list is not intended to be a complete bibliography; rather, it contains, in this author's opinion, the most important references in this area.     

时变不确定切换广义系统的鲁棒最优保性能控制

针对一类时变参数不确定切换广义系统,对其鲁棒最优保性能控制问题进行研究,假定其中的时变不确定性项是范数有界的,但不需要满足匹配条件。通过构造广义Lyapunov函数和线性矩阵不等式方法,给出系统鲁棒最优保性能控制器存在的充分条件。进一步,建立一个具有线性矩阵不等式约束的凸优化问题,得到鲁棒最优保性能控制律及闭环性能指标上界。最后用示例说明该方法的有效性。     

Robust stability and stabilization for singular systems with statedelay and parameter uncertainty

Considers the problems of robust stability and stabilization for uncertain continuous singular systems with state delay. The parametric uncertainty is assumed to be norm bounded. The purpose of the robust stability problem is to give conditions such that the uncertain singular system is regular, impulse free, and stable for all admissible uncertainties, while the purpose of the robust stabilization is to design a state feedback control law such that the resulting closed-loop system is robustly stable. These problems are solved via the notions of generalized quadratic stability and generalized quadratic stabilization, respectively. Necessary and sufficient conditions for generalized quadratic stability and generalized quadratic stabilization are derived. A strict linear matrix inequality (LMI) design approach is developed. An explicit expression for the desired robust state feedback control law is also given. Finally, a numerical example is provided to demonstrate the application of the proposed method     

Singular linear-quadratic optimal control problem for a class of discrete singular systems with multiple time-delays

The singular linear-quadratic optimal control problem for a class of discrete-time linear singular systems with multiple time-delays is investigated. The equivalent relationship between this problem and the non-singular linear-quadratic problem for standard state-space discrete-time linear systems without time-delay is derived, and the necessary and sufficient condition guaranteeing this equivalent relationship is also given. The optimal control is synthesized as state feedback, and the closed-loop system is regular, impulse-free and without time-delay. An example is given to show the validity of the proposed method.     

线性广义系统的鲁棒严格耗散控制

利用线性矩阵不等式(LMI)方法,给出线性广义系统容许且严格耗散的充分必要条件,由此得到状态反馈和动态输出反馈严格耗散控制器的存在条件及设计方法.考虑除E外所有系数矩阵均具有范数有界时变不确定性的广义系统的鲁棒严格耗散控制问题,给出了系统广义二次稳定且严格耗散的充分条件,以及状态反馈和动态输出反馈鲁棒严格耗散控制器的存在条件及构造方法.     

区间离散广义系统的鲁棒稳定性分析

讨论一类区间离散广义系统的鲁棒稳定性问题。在给出区间离散广义系统的等价描述之后,基于线性矩阵不等式,得到了问题的充要条件,数值例子说明了该方法的正确性。     

Toward a theory of robust compensation for systems with unknownparasitics

The problem of designing a robust compensator based on a plant model with order uncertainty is considered. The uncertainty is characterized mathematically as a class of generalized singular perturbations of the plant. The case of static compensation is examined. A necessary and sufficient condition is established under which actual closed-loop behavior is close to that predicted by the plant model under sufficiently small singular perturbations. The condition is shown to be generic     

一类不确定广义时滞系统的弹性保性能控制

研究同时具有状态时滞和控制输入时滞的一类不确定广义系统的弹性保性能控制。基于线性矩阵不等式（LMI）方法,给出广义系统弹性保性能的充分必要条件及相应控制器的设计方法,数值例子验证该方法的可行性。     

滞后广义系统的状态反馈H∞控制

研究了一类状态方程和输出方程均带有时滞的滞后广义系统的H_∞控制问题.利用线性矩阵不等式,首先给出滞后广义系统零解渐近稳定且具有H_∞范数约束的充分条件,进而分别设计无记忆和有记忆状态反馈控制律,保证闭环系统具有上述性能,同时基于线性矩阵不等式的解得到了相应控制器构造方法.最后给出一个数值算例说明文中结论的有效性.     

Necessary conditions of optimality for vector-valued impulsive control problems

A vector-valued impulsive control problem is considered whose dynamics, defined by a differential inclusion, are such that the vector fields associated with the singular term do not satisfy the so-called Frobenius condition. A concept of robust solution based on a new reparametrization procedure is adopted in order to derive necessary conditions of optimality. These conditions are obtained by taking a limit of those for an appropriate sequence of auxiliary “standard” optimal control problems approximating the original one. An example to illustrate the nature of the new optimality conditions is provided.     

Analysis and control of the jump modes behavior of 2-D singular systems—Part I: Structural stability

This paper considers the problem of structural stability of 2-D singular systems. Firstly, some properties of structural stability of 2-D general singular systems are presented. Sufficient and necessary conditions for the structural stability of the 2-D singular systems are given. Then, by extending the Lyapunov approach for the structural stability of 1-D continuous singular systems to the discrete case, a generalized Lyapunov equation approach to the analysis of the structural stability of 2-D singular Roesser models (2-D SRM) is proposed. The existence of a solution to the generalized Lyapunov equation gives a sufficient condition for the structural stability of the 2-D SRM.