A new approach to static output feedback stabilization of linear dynamic systems

The topic of this study is output feedback control of linear control system with output. Use of condensed forms of the linear system under static output feedback (SOF) control is made to derive sufficient conditions for stabilization. A minimal-order control-free observer is presented.     

Normalized coprime factorizations for linear time-varying systems

In this paper we show that a finite dimensional linear time-varying continuous-time system admits normalized coprime factorizations if and only if it admits a stabilizable and detectable realization. We construct state-space formulas for these factorizations using the stabilizing solutions to standard Riccati differential equations. In the process, we give a simple proof that stabilizability and detectability are sufficient to ensure the existence of such solutions. Based on these results, and on recent advances in the theory of _∞ optimization, we present an algorithm to compute the distance between two systems in the gap metric.     

A transfer matrix framework approach to the synthesis of H∞ controllers

This paper presents a transfer matrix framework approach to the now well-known Riccati solution to the nonsingular H^∞ control problem. The approach taken is a frequency-domain one based on the concepts of coprime factorization and J-lossless transfer matrices that lead to the development of relatively simple method for obtaining the state-space solutions. Using two dual pairs of coupled coprime factorizations of certain chain scattering-matrices which describe the problem, we derive an identity, analogous to the Bezout identity for all stabilizing controllers, to generate all proper real-rational H^∞ controllers. We also point out the connections between algebraic Riccati solutions and J-lossless matrices.     

具有未知动态的线性系统二人零和博弈问题在线学习方案

针对具有未知动态线性系统的二人零和博弈问题,本文提出了一种新的基于单环迭代方法的在线学习方案.为保证单环迭代方法的收敛性,给出了一种新的分析方法.在系统内部矩阵A,控制输入矩阵B以及干扰输入矩阵D均未知的情况下,通过在线迭代策略,同步得到了博弈代数黎卡提方程的近似解,以及控制和干扰策略.仿真结果表明了所提方法的有效性.     

Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems

This paper discusses discrete-time stochastic linear quadratic (LQ) problem in the infinite horizon with state and control dependent noise, where the weighting matrices in the cost function are assumed to be indefinite. The problem gives rise to a generalized algebraic Riccati equation (GARE) that involves equality and inequality constraints. The well-posedness of the indefinite LQ problem is shown to be equivalent to the feasibility of a linear matrix inequality (LMI). Moreover, the existence of a stabilizing solution to the GARE is equivalent to the attainability of the LQ problem. All the optimal controls are obtained in terms of the solution to the GARE. Finally, we give an LMI -based approach to solve the GARE via a semidefinite programming.     

Analysis and design of complex-valued linear systems

This paper studies a class of complex-valued linear systems whose state evolution dependents on both the state vector and its conjugate. The complex-valued linear system comes from linear dynamical quantum control theory and is also encountered when a normal linear system is controlled by feedback containing both the state vector and its conjugate that can provide more design freedom. By introducing the concept of bimatrix and its properties, the considered system is transformed into an equivalent real-representation system and a non-equivalent complex-lifting system, which are normal linear systems. Some analysis and design problems including solutions, controllability, observability, stability, eigenvalue assignment, stabilisation, linear quadratic regulation, and state observer design are then investigated. Criterion, conditions, and algorithms are provided in terms of the coefficient bimatrices of the original system. The developed approaches are also utilised to investigate the so-called antilinear system which is a special case of the considered complex-valued linear system. The existing results on this system have been improved and some new results are established.     

线性多智能体系统在固定和切换拓扑下的领航跟随控制

研究线性多智能体系统的领航跟随一致性问题. 假设每个多智能体系统只能得到其邻域的输出测量信息, 在此条件下, 讨论多智能体在有向固定网络拓扑和无向切换网络拓扑两种情况下的一致性问题. 针对这两种情况, 提出含有一种分布式观测器的一致性控制算法. 应用Lyapunov 稳定性理论证明了若单个多智能体系统是可镇定和可检测的, 且网络连接拓扑只需满足简单的结构, 则系统能够达到领航跟随一致性. 仿真结果验证了理论分析的正确性.     

Root-mean-square gains of switched linear systems: A variational approach

We consider the problem of computing the root-mean-square (RMS) gain of switched linear systems. We develop a new approach which is based on an attempt to characterize the “worst-case” switching law (WCSL), that is, the switching law that yields the maximal possible gain. Our main result provides a sufficient condition guaranteeing that the WCSL can be characterized explicitly using the differential Riccati equations (DREs) corresponding to the linear subsystems. This condition automatically holds for first-order SISO systems, so we obtain a complete solution to the RMS gain problem in this case.     

The existence uniqueness and the fixed iterative algorithm of the solution for the discrete coupled algebraic Riccati equation

In this article, applying the properties of M-matrix and non-negative matrix, utilising eigenvalue inequalities of matrix's sum and product, we firstly develop new upper and lower matrix bounds of the solution for discrete coupled algebraic Riccati equation (DCARE). Secondly, we discuss the solution existence uniqueness condition of the DCARE using the developed upper and lower matrix bounds and a fixed point theorem. Thirdly, a new fixed iterative algorithm of the solution for the DCARE is shown. Finally, the corresponding numerical examples are given to illustrate the effectiveness of the developed results.     

Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems

In this paper we show that the sequences of the solutions of the decoupled algebraic Lyapunov equations are monotonic under proper initialization. These sequences converge from above to the positive-semidefinite stabilizing solutions of the system of coupled algebraic Riccati equations of the optimal control problem of jump parameter linear systems.     

在闭环极点约束条件下研究控制系统最大鲁棒稳定界

不仅研究了一类扰动控制系统鲁棒稳定界的定义、优化等问题, 而且通过研究控制系统鲁棒稳定界与Riccati矩阵方程解的关系, 提出了在闭环极点约束条件下研究鲁棒稳定界的方法, 并给出了基于LQ逆问题参数化解的极大化鲁棒稳定界的优化算法.     

A class of approximate inverse preconditioners for solving linear systems

Some preconditioners for accelerating the classical iterative methods are given in Zhang et al. [Y. Zhang and T.Z. Huang, A class of optimal preconditioners and their applications, Proceedings of the Seventh International Conference on Matrix Theory and Its Applications in China, 2006. Y. Zhang, T.Z. Huang, and X.P. Liu, Modified iterative methods for nonnegative matrices and M-matrices linear systems, Comput. Math. Appl. 50 (2005), pp. 1587–1602. Y. Zhang, T.Z. Huang, X.P. Liu, A class of preconditioners based on the (I+S(α))-type preconditioning matrices for solving linear systems, Appl. Math. Comp. 189 (2007), pp. 1737–1748]. Another kind of preconditioners approximating the inverse of a symmetric positive definite matrix was given in Simons and Yao [G. Simons, Y. Yao, Approximating the inverse of a symmetric positive definite matrix, Linear Algebra Appl. 281 (1998), pp. 97–103]. Zhang et al. ’s preconditioners and Simons and Yao's are generalized in this paper. These preconditioners are all of low construction cost, which all could be taken as approximate inverse of M-matrices. Numerical experiments of these preconditioners applied with Krylov subspace methods show the effectiveness and performance, which also show that the preconditioners proposed in this paper are better approximate inverse for M-matrices than Simons’.     

New results for near-optimal control of linear multiparameter singularly perturbed systems

In this paper, we consider the linear quadratic optimal control problem for multiparameter singularly perturbed systems in which N lower-level fast subsystems are interconnected through a higher-level slow subsystem. Different from the existing methods, a new method is developed to design a near-optimal controller which does not depend on the unknown small parameters. It is shown that the resulting controller in fact achieves an O(||μ||²) approximation to the optimal cost of the original optimal control problem.     

A stabilization algorithm for a class of uncertain linear systems

This paper presents an algorithm for the stabilization of a class of uncertain linear systems. The uncertain systems under consideration are described by state equations which depend on time-varying unknown-but-bounded uncertain parameters. The construction of the stabilizing controller involves solving a certain algebraic Riccati equation. Furthermore, the solution to this Riccati equation defines a quadratic Lyapunov function which is used to establish the stability of the closed-loop system. This leads to a notion of ‘quadratic stabilizability’. It is shown that the stabilization procedure will succeed if and only if the given uncertain linear system is quadratically stabilizable.The paper also deals with a notion of ‘overbounding’ for uncertain linear systems. This procedure enables the stabilization algorithm to be applied to a larger class of uncertain linear systems. Also included in the paper are results which indicate the degree of conservativeness introduced by this overbounding process.     

具有状态和测量时滞不确定系统的鲁棒H∞状态估计

考虑一类已知状态和测量时滞且范数有界参数不确定连续时间系统的鲁棒H∞状态估计问题.这个问题解的充分条件由二个代数Riccati不等式给出,它可以保证存在一个渐近稳定状态估计器使得对于所有不确定性从外界干扰到输出估计误差的传递函数满足指定的H∞指标.以上这些结果可以推广到一类未知状态和测量时滞且范数有界参数不确定连续系统的鲁棒H∞状态估计问题,对于已知状态和测量时滞系统,所得状态估计器与参数不确定性无关,而与时滞有关.对于未知状态和测量时滞系统,其状态估计器不仅与参数不确定性无关,而且与时滞也无关.     

Upper solution bounds of the continuous coupled algebraic Riccati matrix equation

In this article, by using some matrix identities, we construct the equivalent form of the continuous coupled algebraic Riccati equation (CCARE). Further, with the aid of the eigenvalue inequalities of matrix's product, by solving the linear inequalities utilising the properties of M-matrix and its inverse matrix, new upper matrix bounds for the solutions of the CCARE are established, which improve and extend some of the recent results. Finally, a corresponding numerical example is proposed to illustrate the effectiveness of the derived results.     

New matrix bounds,an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation

In this paper, combining the equivalent form of the unified coupled algebraic Riccati equation (UCARE) with the eigenvalue inequalities of a matrix's sum and product, using the properties of an M-matrix and its inverse matrix, we offer new lower and upper matrix bounds for the solution of the UCARE. Furthermore, applying the derived lower and upper matrix bounds and a fixed-point theorem, an existence uniqueness condition of the solution of the UCARE is proposed. Then, we propose a new fixed-point iterative algorithm for the solution of the UCARE. Finally, we present a corresponding numerical example to demonstrate the effectiveness of our results.     

矩阵代数Riccati方程的进一步研究

研究矩阵代数Ｒｉｃｃａｔｉ方程ＰＡ＋Ａ‘Ｐ＋Ｃ’ＰＣ－（ＰＢ＋Ｃ‘ＰＤ）（Ｒ＋Ｄ’ＰＤ）＋Ｑ＝０,所得结果改进了文献（７）的结论。