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"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."

--IEEE Group Correspondence

"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control."

--Control

Publisher: Academic PressReleased: Mar 14, 1996ISBN: 9780080529905Format: book

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Page 1 of 1

**Techniques in Discrete and Continuous Robust Systems **

First Edition

Cornelius T. Leondes

*School of Engineering and Applied Science University of California, Los Angeles Los Angeles, California *

ACADEMIC PRESS

San Diego New York Boston

London Sydney Tokyo Toronto

**Cover image **

**Title page **

**Copyright page **

**Contributors **

**Preface **

**Optimal and Robust Controllers for Periodic and Multirate Systems **

**I INTRODUCTION **

**II MATHEMATICAL PRELIMINARIES **

**III PERIODIC SYSTEMS: LIFTING AND THE OPTIMAL DISTURBANCE REJECTION PROBLEM **

**IV OPTIMAL ℓ∞ TO ℓ∞ DISTURBANCE REJECTION IN PERIODIC SYSTEMS **

**V OPTIMAL SOLUTIONS FOR THE ℓ2 TO ℓ2 DISTURBANCE REJECTION AND LQG PROBLEMS IN PERIODIC SYSTEMS **

**VI MULTIRATE SYSTEMS: OPTIMAL DISTURBANCE REJECTION AND ROBUST STABILITY **

**VII CONCLUSIONS **

**Discrete-Time Robust Adaptive Control Systems **

**I INTRODUCTION **

**II NOTATION AND TERMINOLOGY **

**III ROBUST ULTIMATE BOUNDEDNESS THEOREM **

**IV ROBUST ADAPTIVE CONTROL **

**V ROBUST ADAPTIVE CONTROL WITHOUT BURSTINGS **

**VI CONCLUSION **

**VII APPENDIX **

**A Two-Riccati, Feasible Algorithm for Guaranteeing Output L∞ Constraints **

**I INTRODUCTION **

**II STATEMENT OF THE EOL∞ PROBLEM **

**III SOLUTIONS OF CONTINUOUS TIME EOL∞ PROBLEM **

**IV DISCRETE TIME VERSION **

**V EXAMPLE **

**VI CONCLUSIONS **

**VII APPENDIX A **

**Techniques of Analysis and Robust Control via Zero-Placement of Periodically Compensated Discrete-Time Plants **

**I Introduction **

**II Controller Configuration **

**III Analytical Techniques for Discrete Periodic Systems **

**IV Salient Features of the CE of Periodically Compensated Systems **

**V Zero Placement by Periodic Controllers **

**VI Gain Margin Compensation using Periodic Controllers **

**VII Conclusions and Discussions **

**IX Appendices **

**Robust Fault Detection and Isolation (FDI) Systems **

**I INTRODUCTION **

**II MODEL-BASED METHODS FOR FDI **

**III RESIDUAL GENERATION METHODS **

**IV THE NEED FOR ROBUSTNESS IN FDI **

**V ROBUST FDI FOR DISTURBANCES **

**VI ROBUST FDI FOR MODELLING ERRORS **

**VII ROBUST FDI VIA FREQUENCY DOMAIN APPROACHES **

**VIII ROBUST DECISION-MAKING IN TO FDI **

**IX CONCLUDING DISCUSSION **

**IX ACKNOWLEDGEMENTS **

**Absolute Stability of Discrete Nonlinear Feedback Systems **

**I INTRODUCTION **

**II STATEMENT OF THE PROBLEM **

**III CIRCLE CRITERION **

**IV CONTRACTION MAPPING APPROACH **

**V ALGEBRAIC RICCATI INEQUALITY APPROACH **

**VI CONCLUSIONS **

**Continuous Time and Discrete Time Lyapunov Equations: Review and New Directions **

**I INTRODUCTION **

**II HISTORICAL BACKGROUND **

**III SOLUTIONS OF THE LYAPUNOV EQUATIONS **

**IV IMPORTANT APPLICATIONS OF THE LYAPUNOV EQUATIONS **

**V NEW DIRECTIONS IN THE APPLICATION OF LYAPUNOV THEORY **

**VI CONCLUSION **

**APPENDIX 1 CONTINUIZATION EXAMPLE **

**Index **

**Copyright **

**Contributors **

Effective control concepts and applications date back over millennia. One very familiar example of this is the windmill. It was designed to derive maximum benefit from windflow, a simple but highly effective optimization technique. Harold Hazen’s 1932 paper in the *Journal of the Franklin Institute *was one of the earlier reference points wherein an analytical framework for modern control theory was established. There were many other notable items along the way, including the MIT Radiation Laboratory series volume on servomechanisms, the Brown and Campbell book, *Principles of Servomechanisms*, and Bode’s book, *Network Analysis and Synthesis Techniques*, all published shortly after mid-1945. However, it remained for Kalman’s papers of the late 1950s (wherein a foundation for modern state-space techniques was established) and the tremendous evolution of digital computer technology (which was founded on the continuous giant advances in integrated electronics) to establish truly powerful control systems techniques for increasingly complex systems to be developed. Today we can look forward to a future that is rich in possibilities in many systems of major significance: manufacturing, electric power, robotics, aerospace, and others with significant economic, safety, cost, and reliability implications. Thus, this volume is devoted to the most timely theme of Techniques in Discrete and Continuous Robust Systems.

The first contribution to this volume is Optimal and Robust Controllers for Periodic and Multirate Systems,

by Petros G. Voulgaris and Munther A. Dahleh. The problems of optimal disturbance rejection and robust stability in periodic and multirate systems are treated in this contribution, and techniques for dealing with these in several major cases are presented. This contribution further notes that the problem of robust stabilization in periodic and multirate systems can be treated without introducing conservatism by considering the problem for the equivalent linear time invariant (LTI) system. Other important results and techniques are also discussed, and as such it is a most appropriate chapter to begin this volume.

The second contribution is Discrete-Time Robust Adaptive Control Systems,

by Miloje S. Radenkovic and Anthony N. Michel. The robust adaptive control problem has been the topic of numerous studies, publications, and discussions over the past decade, and it has been observed that algorithms designed for the case of perfect system models cannot provide global stability of the adaptive system in the presence of unmodeled dynamics and external disturbances. Techniques are presented for establishing the global stability of adaptive systems for unmodeled system dynamics and external disturbances which are unstructured, complex, and large at high frequencies. It is worth noting that results similar to those presented in this contribution can be established for the general delay case.

The next contribution is "A Two-Riccati, Feasible Algorithm for Guaranteeing Output *L*∞ Constraints," by Guoming G. Zhu and Robert E. Skelton. This contribution presents a rather powerful new and computationally efficient methodology for designing measurement or dynamic controllers that guarantee requisite output bounds for measures of bounded input disturbances while minimizing a weighted summation of measures of the upper bound of the outputs for each control channel. The substantial effectiveness of the results presented in this contribution is illustrated by several examples.

Techniques for the design of a linear, discrete periodic controller structure that has the maximum possible degrees of freedom for its order are presented in Techniques of Analysis and Robust Control via Zero-Placement of Periodically Compensated Discrete-Time Plants,

by Sarit K. Das and R. K. Rajagopalan. Analytical methods for dealing with periodic systems and the zero placement capability of periodic controllers are also presented. The role of periodic controllers in gain margin improvement of unstable plants with nonminimum phase zeros via the zero placement approach and periodic controllers is treated. Numerous examples demonstrate the effectiveness of the techniques.

Robust Fault Detection and Isolation (FDI) Systems,

by R. J. Patton and J. Chen, is an in-depth treatment of the techniques in the field of robustness for fault diagnosis that rest on the model-based residual generation methods (which are defined in this contribution). This approach to fault detection and isolation offers rather significant potential, particularly in view of the role it can and probably will play in future industrial systems, process plants, and other applications of major significance.

The next contribution, Absolute Stability of Discrete Nonlinear Feedback Systems,

by Yasuhiko Mutoh, Tielong Shen, and Peter N. Nikiforuk, presents various approaches for the establishment of the stability of discrete-time nonlinear feedback systems. Techniques are presented for both single-input–single-output (SISO) systems and multiple-input–multiple-output (MIMO) systems. Examples illustrate the utility of the methods presented.

The final contribution to this volume is Continuous Time and Discrete Time Lyapunov Equations: Review and New Directions,

by Ahmad A. Mohammad and J. A. De Abreu-Garcia. The fundamental reasons for robust design techniques include among other factors the maintenance of satisfactory system performance in the face of model uncertainties and, perhaps more importantly, the maintenance of system stability. This contribution is an in-depth treatment of one of the most powerful means for confirming stability for both linear and nonlinear systems. As such this is a most suitable contribution with which to conclude this volume.

The contributors to this volume are all to be highly commended for their contributions to this comprehensive treatment of techniques in discrete and continuous robust systems. They have produced a work which should provide a unique and useful reference on this broad subject internationally for years to come.

**Optimal and Robust Controllers for Periodic and Multirate Systems **

*Petros G. Voulgaris Coordinated Science Laboratory, University of Illinois at Urbana-Champaign *

*Munther A. Dahleh Laboratory of Information and Decision Systems, Massachusetts Institute of Technology *

The study of periodically time varying systems is a topic great practical and theoretical importance. In **[13] an equivalence between m-input, p-output, linear, N-periodic, causal, discrete-time systems and a class of discrete-time linear, time invariant, causal systems was established. Namely, this class consists of mN-input, pN-output, linear time invariant (LTI) systems with λis a block lower triangular matrix. This equivalence is strong in the sense that it preserves the algebraic structure (isomorphism) and the norm (isometry). This equivalence is termed **

liftingand the LTI system that lifting associates with the N-periodic system is called the

liftedsystem. Hence, we can effectively use the theory of LTI systems to study periodic ones. In fact, the authors in [13] use this equivalence to prove that although the performance is not improved, periodic compensators for LTI plants offer significant advantages in terms of robustness to parametric uncertainty.

In this chapter, we define the problem of optimal disturbance rejection in periodic systems and present solutions to the following three cases:

1. Optimal *ℓ*∞ to *ℓ*∞ disturbance rejection.

2. Optimal *ℓ*² to *ℓ*² disturbance rejection.

3. Optimal rejection of stochastic disturbances (the LQG problem).

Utilizing the power of lifting and the results in **[3] we can easily infere that in all three cases the optimal controller for the N-periodic system can be obtained by solving the equivalent LTI problem. This problem however, includes a constraint on the optimal LTI compensator Ĉ(λ), namely Ĉ(0) should be block lower triangular matrix so that C corresponds to a causal N-periodic controller. This constraint makes the optimization problem a non-standard one and its solution is the theme of sections IV and V. Furthermore in section VI we demonstrate that the problem of optimal disturbance rejection for multirate sampled systems can be treated analogously. In particular, we show how with a simple modification the same approach can be used to obtain the optimal multirate compensator. Also in this chapter, we consider the problem of robust stabilization in periodic and multirate plants. We indicate that this problem can be analyzed without introducing conservatism by considering the same problem for the equivalent LTI system. **

This section presents the notation and definitions to be used throughout the chapter. Also, some important to our development mathematical results are provided. References are given to cover all of the needed mathematical background.

In this section we give some generic notation that is used throughtout the thesis.

ρ(A) The spectral radius of the matrix *A*.

The maximum singular value of the matrix *A*.

|x|p The *p*-norm of the finite dimensional vector *x *= (*x*1*x*2 … *xn*)*T *given as

|A|1 The 1-norm of the *m *× *n *matrix *A *= (*Aij*) given as

Ĥ(λ) The *λ*-transform of a *m *× *n *defined as:

X* The dual space of the normed linear space *X*.

BX The closed unit ball of *X*.

⊥ S The left annihilator of *S *⊂ *X**.

S ⊥ The right annihilator *of S *⊂ *X*.

∏ S The projection operator onto the subset *S *of the Hilbert space *X*.

〈x, x*〉 The value of the bounded linear functional *x** at point *x *∈ *X*.

T* The adjoint of the operator *T*.

Πmk The *kth*-truncation operator acting on a *m *as

Λ m The right shift operator acting on a *m *as

In this section we define certain important normed linear spaces that we very frequently refer to in the course of our development. These spaces are the following (for details look at **[22,16,14,28]): **

: The Banach space of all *m *× *n *matrices *H *. The norm is deiined as:

: The Banach space of real *m *× 1 vectors *u *. The norm is defined as:

space: it is the space of all real right sided *m *× 1 vector valued sequences.

*ℓm*²: The Hilbert space of real *m *× 1 vectors *u *. The norm is defined as:

*Am *× *n*: The real Banach space of all *m *× *n *matrices *Ĥ*(λ) such that *Ĥ*(λ) is the *λ*sequence *H*. The norm is defined as

: The Banach space of all *m *× *n *matrices *H *. The norm is deiined as:

elements which converge to zero.

: The Banach space of all *m *× *n *matrix valued functions *F *defined on the unit circle of the complex plain with

: The Banach space of all *m *× *n *matrix valued functions *F *analytic in the open unit disk of the complex plain with

.

: The Hilbert space of matrix valued functions *F *defined on the unit circle of the complex plain with

: The Hilbert space of all *m *× *n *matrix valued functions *F *analytic in the open unit disk of the complex plane with

.

In this section we consider the input-output characterization of systems by viewing them as linear operators.

We start with the notion of a causal operator

*Let **be *an *operator*. *T is called *causal if

*T is called strictly causal if *

The class of all causal operators *T *on *ℓ∞,e *will be denoted by *Lm *× *n*. Such operators can be represented by infite block lower triangular matrices (Toeplitz) of the form

where *Tk*(*i*) are *m *× *n *matrices for all *i*, *k*. This representation is another way to state that these operators are convolution operators; i.e., if *y *= *Tu *then

Next, we consider the notion of *ℓ*α-stability where α = ∞, 2.

*Let T be *a *causal operator *in *L*m × n. Then *T is ℓα-stable if its induced norm over ℓα is bounded*; *i*.*e*., *if *

The class of all *ℓα*as the space of Bounded-Input-Bounded-Output (BIBO) stable, or simply, stable systems. Moreover, the following fact can be easily checked.

**Fact 3.1***The space **can be repreaented as the space of all infinite m *× *n block lower triangular matrices of the form *

*where Tk*(*i*) *are m *× *n matrices for all i*, *k such that *

We now present a sufficient condition for *ℓα*-stability known as the small gain theorem **[10]. Let H1, H2 be ℓαThen **

*The closed loop is ℓα-stable *(*i*.*e*., *all signais in the loop lie in ℓ*α*of appropriate dimensions) if *

**Figure 1 **Feedback Loop

In the case when a system *T *is given in terms of a finite dimensional state- space description of the form

*t *= 0, 1, 2, … with (A(·), *B*(·), *C*(·), *D*(·)) being time varying matrices then

The *system T is exponentially stable if there are constants *c1, c2 > 0 *such tbat for all t*0*and x*(*t*0) *the following holds *

We also define the notion of stabilizability and detectability as follows

*The pair *(*A*(·), B(·)) *is called stabilizable if there exists a bounded matrix function K*(·) *such that the system x*(*t *+ 1) = (*A*(*t*) – *B*(*t*)*K*(*t*))*x*(*t*) *is exponentially stable*. *Similarly*, *the pair *(*A*(·), *C*(·)) *is detectable if there is a bounded matrix function L*(·) *such that the system x*(*t *+ 1) = (*A*(*t*) – *L*(*t*)*C*(*t*))*x*(*t*) *is exponentially stable*.

A finite dimensional system with (*A*(·), *B*(·)) stabilizable and (*A*(·), *C*(·)) detectable is called stabilizable.

An important subclass of the general time varying systems of the class *Lm *× *n *then

*T is time invariant if it commutes with the shift operator*; *i*.*e*.,

The space of time invariant operators that are also *ℓα*where *α *= ∞, 2.

To avoid proliferation of notation we will often drop the *m *and *n *in the notation given in the previous sections when the dimension is not important or when it is clear from the context. Also, subscripts on the norms are dropped when there is no ambiguity.

In this section we provide the connections between the spaces of **section 1.3 and BTI(ℓα) where α = ∞, 2. We start with BIBO time invariant operators. The following fact can be easily checked: **

**Fact 5.1***Every element of **defines an operator in **via convolution *(*multiplication in the λ*-*domain*) *and vice versa*. *Moreover*, *the spaces **are isometrically isomorphic*; *i*.*e*.,

The above fact means that a *ℓ∞*-stable operator *T *which is the impulse response. This can be easily seen from the Toeplitz representation of *T*:

The induced operator norm over *ℓ∞ *is exactly the *ℓ*to produce the output sequence of *T*. In the space *A *this translates to multiplication of the corresponding *λ*-transforms. Finally, the isomorphy establishes that composition (of operators) in *BTI*/(*ℓ*∞) translates to convolution in *ℓ*¹ and, of course, multiplication in *A*.

Next we encounter the *ℓ*²-stable operators. First, we have the following **²: **

**Fact 5.2***An element **defines an operator from **via multiplication*. *Moreover*, *any operator from **can be represented with some *; *the induced operator norm is exactly *.

² are characterized by the next fact **[11]: **

**Fact 5.3 **An *element **defines *an *operator from **via multiplication and vice versa*. *Moreover*, *any operator from **can be represented with some *; *induced operator norm is exactly *.

it is not hard to establish that

**Fact 5.4***An element in **defines *an *operator in **via multiplication in the λ*-*domain and vice versa*. *Moreover*, *any operator in **can be represented with an element in **and also the spaces **are isometricaly isomorphic*; *i*.*e*.,

defines an operator *T *in *BTI*(*ℓ*²) by multiplication and vice versa. The induced operator norm over *ℓ*of the output sequence; then, by inverse tranform we obtain the output *Tu *∈ *ℓ*².

Here, we present without proofs some theorems from mathematical analysis **[22,16,14] which play a central role in our development. **

We start with the two Duality theorems which we use in **section IV. Let X be some normed linear space and let X* denote its dual. That is, X* is the space of all bounded linear functionals r on X. X* is a normed linear space equipped with the induced norm; i.e., if r ∈ X* then **

where 〈*x*, *r*〉 means the value of the functional r at *x*. The right annihilator (or orthogonal complement) space of a subspace *S *of *X *is defined as

Suppose that *Q *is a subspace in the dual space *X** of *X*. Then the left annihilator of *Q *is defined as

Finally, we say that *r *∈ *X**, *x *∈ *X *are aligned if 〈*x*, *r*〉 = ||*x*|| ||*r*||. We now state the two main theorems:

*Let x be an element in a real normed linear space X and let *μ *denote its distance from the subspace S*. *Then *

*where the maximum is achieved for some r0 in S*⊥. *Moreover*, *if the infimum on the left is achieved for some k0 *∈ *S*, *then *r0 is *aligned with x *– *k0*.

*Let S be a subspace of a real normed linear space X*. *Let x** ∈ *X** *be a distance *μ *from S*⊥. *Then *

*where the minimum on the left is achieved for some *. *Moreover*, *if the supremum on the right is achieved for some x0 *∈ *BS then x** − *r***0*, *x0 are aligned*.

In our development we use the second theorem although the first can be used equally well.

.

**Fact 6.1***Every *

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