International Journal of Control Taylor Francs Vol. 82, No. 3, March 2008, 525-40 An optimal control approach to robust tracking of linear systems Haihua Tan’, Shaolong Shut and Feng Lin*™* ‘School of Electronics and Information Engineering, Tong University Shanghai, China; "Department of Electrical and Computer Engineering, Wayne State Unversity, Detroit, ML. USA (Received 1 October 2007; final version recelved 7 May 2008) In our early work, we show that one way to solve a robust control problem ofan uncertain system i to translate the robust control problem into an optimal control problem. Ifthe system is linear, then the optimal control problem becomes a linear quadratic regulator (LQR) problem, which can be solved by solving an algebraic Riocath equation. Ia this article, we extend the optimal control approach to robust tracking of linear systems ‘We assume that the control objective is not simply to drive the sate to zero but rather to track a non-2et0 reference signal. We assume thatthe reference signal to be tracked is a polynomial function of time. We fist investigated the tracking problem under the conditions that all state variables are availble fr feedback and show that the robust tracking problem can be solved by solving an algebraic Riceati equation. Because the slate feedback is not always available in practice, we also investigated the output feedback. We show that if We place the pole ofthe observer sufficiently let of the imaginary xis, the robust tracking problem can be solved. ‘As in the case of the state feedback, the observer and feedback can be oblained by solving two algebraic Riccati equations. Keywords: robust control; optimal eontrok LOR problem; tracking problem; observer i 1. Introduction which can be solved by solving an algebraic Riccati i In real life, the systems to be controlled have many equation. In our early work, we focused on the robust 4 uncertainties that can make the performance deviate _Tegulator problem, that is, the objective of control is to a from the nominal design. So designing efective robust drive the states and outputs (o zero. In this article, we 3 cconteollers for such systems becomes significant. In the investigate the robust tracking problem, that is, the i Dist, there have been many works (Leitmann 1979; objective of control is to track a non-zero reference z Barmish, Corless and Leitmann 1983; Barmish 1985; signal. We consider two cases: the case based on state 5 Okada, Kihara and Furihata 1985; Petersen and feedback and the case using output feedback, For a I Hollot 1986; Schmitendort and Barmish 1986; Chen linear system with the state feedback, the robust i 1988; Beale and Shafai 1989; Salford and Chao 1989; tracking problem is similar to the robust regulator i Dawson, Qu, Lewis and Dorsey 1990; Banda, Yeh and problem, which can be solved by solving an algebraic Heise 1991; Faryar and Schmitendorf 1991; Swei and Corless 1991; Tadmor 1991; Han and Chen 1992; Chen 1993; Wang and Zhang 1994; Amato, Pironti and Scala 1996; Battloti 1997; Benson and Schmitendort 1997; Chen and Tarng 1997; Ionescu, Oarabreve, Weiss, Oara and Weiss 1999: Shieh, Liang and Mao 2003) on robust control design of uncertain systems We also contributed to robust control design by proposing an optimal control approach that translates a robust control problem into an optimal control problem (Lin, Brandt and Sun 1992; Lin and Zhang 1994; Lin and Olbrot 1996; Lin and Brandt 1998; Lin, Zhang and Brandt 1999; Lin 2000; Lin 2007). If the system is linear, then the optimal contro! problem becomes a linear quadratic regulator (LQR) problem, "Corresponding author. Email Hing@ece.eng.waynecda ISSN 000-719 piISSNV 1846-800 one 2209 Thr & Fanci itp aermawricom Riccati equation. The case of output feedback is much more complex because we need to design an observer to obtain online state estimation of the states NNevertholess, we show that, as in the case of state feedback, the observer and feedback can be obtained by solving two algebraic Riccati equations. ‘The robust tracking problem is also investigated in (Schmitendorf and Barmish 1986; Benson and Schnmitendorf 1997; Shieh et al. 2003). Schmitendort and Barmish (1986) developed a robust tracking method for linear systems with time-invariant uncertainties and constant but unknown disturbances. Shich et al. (2003) investigated a robust output tracking. control problem for a class of uncertain linear systems Via a modified optimal linear-quadratic method.526 H. Tan eb al Benson and Schmitendorf considered a robust obser- ver-based augmented system tracking control problem in Benson and Schmitendorf (1997). Tn comparison with the work of (Schmitendorf and Barmish, 1986; Benson and Schmitendorf, 1997; Shieh et al, 2003) for the robust tracking of uncertain systems, our approach is simpler and easier to implement. For example, Schmitendorf and Barmish (1986); Bonson and Schmitendorf (1997) solve the robust tracking of uncertain systems by solving some linear matrix inequality (LMI) and there are many parameters which need to be selected. Since no effective procedures are given, itis difficult to select those parameters. The Riecati equation is also used in Shieh et al. 2003) to solve the robust tracking problem, However, it considers only the case that the ‘uncertainty is matched and state feedback is available We consider both matched and unmatched uncertain ties as well as both state and output feedback. ‘The article is organised as follows: Soction 2 reviews the background of robust control design using the optimal control approach, In §3, we consider the design of a state feedback controller for robust tracking of an uncertain system. We consider systems with both matched and unmatched uncertainties In $4, we investigate the robust tracking problem of uncertain systems using output feedback. Due to the complexity of the problem, we assume that uncertainty is matched in the case of output feedback. Some concluding remarks are given in §5. 2, Background We propose an optimal control approach to robust control in Lin et al. (1992); Lin and Zhang (1994); Lin and Olbrot (1996), Lin and Brandt (1998); Lin et al. (1999), Lin (2000) and the results are smmarised in a recently published book (Lin 2007). For linear systems, the approach considers the following system (ox + Bu, where xe.R" are state variables, we R" are control inputs, and peP are uncertain parameters. If the uncertainty of A(p) is in the range of B, that is, the uncertainty in A(p) can be written as A(p)— Alp.)= BA) for some Xp.) where pee P is the nominal value of p, then we say that the matching condition is satisfied; otherwise, the matching condi- tion is not satisfied. The optimal control approach considers both matched and unmatched uncertainties. We briefly review the results for matched uncertainties, here. For the robust control, the control objective is to solve the following problem. Robust control problem: Find a feedback control law u=Kx such that the closed-loop system A(prx + Bu= Alpe lx-+ But BED) is asymptotically stable for any pe P. Our approach is to translate the above robust control problem into an optimal control problem. Since we consider linear systems here, the optimal control problem becomes the following LQR problem, Linear quadratic regulator problem: For the nominal system Alpe) + Bu, find a feedback control law u= Kx that minimises the cost functional [ * (Text xT 4 Tu), Where F is an upper bound on the uncertainty 9PM); that is, for all pe P, WP) = F. ‘To solve the LOR problem, we first solve the algebraic Riecati equation (note that R- A(pe)"S + SA(p.) + F + T~ SBBTS for S. Then the solution to the LQR problem is given by u= Kx =—B"Sx, ‘The following theorem shows that we can solve the robust control problem by solving the LOR problem. ‘Theorem 1 (Lin 2007): The above robust control problem is solvable if the matching condition is satisfied ‘and there exists a nominal value p,eP such that (A(p.),B) is controllable. Furthermore, the solution to the LOR problem is a solution t0 the robust control problem. Therefore, solving the robust control problem boils down to solving an algebraic Riceati equation. We will use this idea to solve the robust tracking problem of uncertain systems. 3. Robust tracking using state feedback In this section, we extend the optimal control approach in another direction, that is, we consider robust tracking of a non-zero reference signal. We consider both matched uncertainty and unmatched uncertainty. 3.1 Matched uncertainty We first consider the case when the matching condition is satisfied, that is, the system is described by 4 = Apex + But Boe pace.International Journal of Control 327 We want to design a feedback control to ensure that the output y is tracking a reference signal yy We assume that the reference signal is a polynomial function of time, . Ps) where aj, i=0,1,...,d—1 are some constant coeffi- cients. Our objective is to design a control law w under Which the output asymptotically tracks the reference signal with no error, that is, y—>y, as foo. In determining the control law, we assume that the following information is available for contro: (1) state variables x and (2) integrals of error e=y~ yp To formalise this, let us define new state variables as ay habe pag 4 ‘Clearly, qs the ith integral of e, which is available to the controller. The overall structure of the controlled system is therefore shown in Figure | The state equation with original and new state variables can be written as 6 a= ieee nda = 4 z ‘Afp.) 9 0 OF[ x iB 4 co oolla| fo al=| 0 1 oolfalsfo wl) Lo wi olla) Lo x) pe) po a| fof |= x[o) 0.0... off 2/4] 0 fut] o Iy. a} lol Lo Denote the above equation as = Adpe)= + Beppe + But Myr, where * Alpe) 0 0 0 G 00 a Adp)=| 9 1 00 e 0 10. B ° 0 ” 1 + ¥ a % Figure 1. Robust tracking with state feedback. Formally, the robust tracking problem with state Feedback can be stated as follows, Robust tracking problem using state feedback: Find a feedback control law u= K,z such that the controlled system $= Alpe)x + But BEPx = Alpe) + BKe2 + BO) pecs is asymptotically stable and y—> y, for all possible peP. ‘The upper bound on the uncertainty ¢.(p) [9) 0 + 0) is denoted by F. We further assume that (4,(p,), 8.) is controllable, otherwise, the solution may not exist. To solve the robust tracking problem using state feedback, we first solve the following algebraic Riceati equation ATip_)S- + S:A:(s) ~ S:B:BIS. + F:+1=0. ‘The control for robust tracking can then be obtained as w= Kr =~B!S.2 ‘Theorem 2: Assume that the matching condlvion is satisfied and there exists a nominal value pa P such that (Ap) B.) is controllable. Then the solution to robust tracking problem using state feedback exists and 1s given by u=K,2=~BIS, where Sis th solution to the algebraic Ricati equation AT ()S-+ SAPs) S.BBYS. + F.528 H. Tan et a Proof: Since (4.(p,),.) is controllable, the solution to the algebraic Riccati equation exists. We want to show that the closed-loop system eps) + Bu BOMp x Algo) + BK.2 + BEXp)x peer is asymptotically stable and y—> y, for all possible per. ‘We first show that the system is asymptotically stable for all p€ P. To this end, let us consider the following Lyapunov function candidate: Vea) = 278.2 Clearly, Vie)>0, 240 W@)=0, 2=0. To show 7 (2) <0 for all 20, we have He) = #8242788 = (Alpi + BKe2 + BBA). +27 S(A.Kpo)2 + BeKe2 + Bebe) = 2 (AN 00)S.+ S:AdAps) + 25.B.K + OT DDBES. + S-B.b0))2 = 27 (AT): + S:APo) — 28-B.BE: + OTDBTS. + $.B,040))2 because OT @)BTS, + S.Beb(p) <5 S. + 6! b.(0), We have Ha) <2" (AT O)S.+ S.A) ~25.B.BYS.+S.B.BIS.+ 4! pbeQp)= =a (AT PS. +S:AdlPe) ~S.B.BES; + 6p \bn))z 2 (AT DS: S:Ao)~S. 15,4 F)e In other words, By the Lyapunov Stability Theorem, the controlled system is asymptotically stable and 290 ast oo, Let us now consider the extended system pe + BaKie + My. Taking the dth derivative on both sizes, we have HN Alpha + BK,2, ‘This equation has the same form as P= Ae + BAK Therefore, £940 ato. In particular, df =y-¥,>0 ast. a Example 1: Let us consider the following second- te ol Lik 1 Oj where p<(0, 10] is the uncertainty. We would like to sign a state feedback control law to ensure that the output y is tracking a reference signal yy=1 for all pel0, 10]. We first construct the augmented system as follows AD) + Bu + Myr whereInternational Journal of Control 529 9 08 10 15 20 2 BO 35 40 45 50 t Figure 2, Simulation results of Example | for p= 1 To solve this problem, let us pick p,=0 and verify that (4.(p,), 8.) is controllable. We then calculate F | | a4coy=[ 4) al- AO) = Hence, we solve the following algebraic Riccati equation AT)S. +S: to obtain BS. Bet 23.8461 12,1529 11.1940 S.=] 12.1529 11.1940 1.0000 11.1940 1.0000 11,1529. By Theorem 2, the solution to the robust tracking using state feedback exists and is given the following state feedback matrix BTS, = ~[12.1529 11.1940 1.0000}, To soe the performance of the closed-loop system, wwe conduct simulations, whose results are shown in Figure 2. oS io 18 20 BS 80 85 40 a8 60 t From the simulation results of Figure 2, we see that the system response is not fast. This is because the poles of the controlled system are not far away from the imaginary axis, that is, the stability margin is not large. If we want a large stability margin and fast response, we may want to place the poles of the controlled system at least y distance away from the imaginary axis. In other words, we want to solve the following problem. Robust tracking problem with guarantced stability margin: For an arbitrary positive real number y, find a feedback control law = K.z such that the controlled system Ap) + But Bop re Apa) + BKez + BOK) yecx hhas all its poles om the left of —y and yy; for all possible pe P. ‘The solution to the above problem is given in the following theorem. ‘Theorem 3: Assume that the matching condition 4s satisfied and there exists a nominal value py P such that (AspojB,) is controllable. Then the solution 10 robust tracking problem with guaranteed stability margin exists and is given by u=K.2=~B!S.2, where S_ is the solution 10 the algebraic Riecati equation (Aloo) + yD" Proof: Since (4,(p,), Be) and hence (A(p,) +, B.) is controllable (for all positive real 7) the solution to the algebraic Riccati equation exists. By Theorem 2,330 H. Tan ot al we know its solution w= K.2=—BTS.2 has the following property: the system FS AMP + BAKE + 2 As(pele + B.K-2 + B:¥(D ye is asymptotically stable and y->y, for all possible EP. Denote te real part of complex numbers 5 by Re(s) and the determinant of matrix A by |4\ Then we have (Wp € PXvs,Rels) > O)ist = A.lpe) ~ yI~ BK: ~ B-9.AP\ #0 > (pe PHWs,Rels) = O}Ks — YF = AslPe)~ BK; — BeblP #0 Let ¥=s—y then Re(s) = Re(d + )) = Re(s)+ 20.4 Re(s) > ~y. Therefore, By Theorem 3, the feedback matrix i given by K,= HES, = [100.1170 19.5053. 150.7905} The simulation results are shown in Figure 3 ‘Compared with the tracking showed in Figure 2, the tracking in Figure 3 is much faster. 32 Unmatched uncertainty We now relax the matching condition, that is, the system is deseribed by = Ap) + Bu Ce. Our goal is the same as in §3.1. The overall structure of the controlled system is the same as shown in Figure 1 ‘The state equation is then written as x] paw 0 0 Of] pay po (ip € PUY, Role’) = pid a| [eo oollal fo] |- = Aspe) ~ BLK: — B..(0)| #0 @]=|0 1 oolfalslolu+|o |p, which implies that the controlled system has all its ' E poles on the left of =y. Furthermore, itis clear that — Lda] LO lia] lol lo ¥->¥, for al possible pe P. Denote the above equation as Example 2 Consider the system discussed in Corey Example 1. We would lke to design a state feedback 2 2 contro! to ensure that the output y is tacking a where reference signal y,—1 and has all its poles on the left of =2 (that is, 72) for all pe[0, 10). The augmented x ee ea system is same as in Example 1, but the algebraic a oe Riceati equation to be solved is diferent: o 10 (Aloo) + yD. + SAD.) + YD. ie = S.BBES.+R +1 » co ne The solution is given by o a 1291.347 100.7170 2338.0859 0] w=| 0 100.7170 19.5083 150.7908 2338.0439 150.7908. $684,1965 ° ° 14 1 12 raf) ih : — a oal | x wos} | os) oa} | oa 02 o2| | o| oak TESTS ST TT MOTT TIT Th Figuee 3, Simulation results of Example 2 for p=International Journal of Controt 331 The robust tracking problem with unmatched uncertainty ean be formally stated as follows. Robust tracking problem with unmatched uncertainty: Find a feedback control law u=K,z such that the controlled system = Aye + Bu = AQ) + BK pace is asymptotically stable and y—> y, for all possible peP. In order to solve this robust tracking problem, we first decompose the uncertainty 44,(0) Asp) — Apa) inka the sum of a matched component ‘and an unmatched component by projecting it into the range of B,, that is, AAx(p) = B.B] AAz(p) + (I BBE) AAP) where BP isthe pseudo inverse of B,, We then define F, and H, as the following upper bounds on the uncertainty (BE AAd())" (BE 4A.) 5 Fe AAT) where «> 0 is a design parameter. To solve the robust tracking problem with state feedback, we first solve the following algebraic Riceati equation 4+ S.A) ~ S.(B,BE +02 BBY )S. PH. P1=0 +, where B>0 and p>0 are design parameters. ‘The control for robust tracking can then be obtained as u= Kez =—BPS.2 ‘Theorem 4: Assume that there exists a nominal value Poe P such that (A,(), B.) is controllable. If there exist design parameters a > 0, B > 0 and p> O such thar the Solutions to the following algebraic Riccati equation Al (p¢)S: + S:AcKPo) — S(B:BE + 0 p*(I — BeBSP)S; +R + PH BL satisfies 1202p ?S.(1~ B.B!)(I- B.B!Y"S. > 0 then the solution to robust tracking problem with unmatched uncertainty exists and is given by u=K.2= BES Proof: Since (4,(p.), 8B.) is controllable, the solution to the algebraic Riccati equation exists. We want to shown that the closed-loop system Ax + Bu = Ax + BK is asymptotically stable and yy, for all possible pe P. We first show that the system 2S AQ + BK2 is asymptotically stable forall p P. To this end, let us consider the following Lyapunov function candidate: Va) = 278.2 Clearly, Vey>0, 240 Vay=0, 2=0. To show (2) <0 for all £0, we have We) = 378.24 278.2 = (Alpe + B:Ke2)"8.2-+2"S4A.(p)2 + BKe2) T(AT(p)S. + S.A(p))z ~ 2278. (AT (p.)S. + S-A(p) + SATp)BI" BS; + AAT p)(I- B.Bt)"S. + S.B.BE AAP) 48:(1 ~ BLBE)AA.(p)): ~ 2275. B.BES, = STANDS: + S:Adpa))2 + (-2"S.BeBES.2 +27 MAT ()BITBTS.2 + 27S,B_B! AAD)2) + (2 AATpy(t- B.82)"S.2 $275.(I— BB!) AALp):) LB.BIS: Since, ATip»)S. + SAP) (BBE +B). + Ft eH, + 6 1=0 wwe have FAT PIS: + SAPO 5.(a.87 + a?o"*(0- BBY), -f- eH, pide532 H, Tan et a Furthermore, BBs ST AATp)BYTBES.2 + 27S, B,BEAALDE = -2"(-BES, + BEAA.(o)"(-BIS. + BEAA.(p))z + 27(B2 AAs)" (B! AAz(P) 7(BS Aap)" (BP AA.) sha and 2M(aATion(t~ 8. Tal p78,(0~ BB!) I~ B.BE)'S.2 + Ta PadTipad.(ole ‘a? p-*5,(1— B.Bt)(I— B.Bt)'S, oP Hz. Therefore, Vee) = 27(S. (BBE + oo If the sufficient condition (7 ~ 2a*p (I~ B.B})'S. > 0 is satisfied, then Wie) == 2" (1-202 6°*5.(I- BB!) (I B.B!)"S.)2 <0 In other words, We)<0, 240 Ve)=0, 2=0. By the Lyapunov Stability Theorem, 290 a8 1-00. Let us now consider the extended system eb BAK, +My. Taking dh derivative on both sizes, we have 1 = Aly + BK. ‘This equation has the same form as = Aspe + B. Therefore, 2930 ast co. In particular, WP =v y 70 ast ce. a Example 3: Consider the following second-order system p Wp], fo (hee [te yell oy where p¢ [0.1 0.1}sthe uncertainty. We woul ike to design a feedback control to ensure that the output y is tracking a reference signal y,=1 for all PE[-Ol, O.l], We construct the augmented system as follows. AAD) + Bat Myo, where py 10+p | wo [3g] seo-['2 g]-[E Ss To solve this problem, let p,=0. It is not difficult to check that (4.(?.),8.) is controllable, Take «=0.01, |, P= 10, we calculate F., as follows. p 10+p 0 AAW)=4.W)- AP) =|1 00 p 0 07/f0 pepo =|P 0 offi|to 1 oo 0 0 o o}lo 000 o 0 100 100 0 <| 100 100 0 ooInternational Journal of Control 533 Solve the following algebraic Riccati equation AL(py)Sz + S:A(Ps) — +E, +H, +f81=0 ‘BeBT + 02 p*(1— 3.83). wwe obtain 25,3050 16,7024 22.8407 16.7024 23,1087 9.8757 22.8407 9.8757 155.4857, Since ~ 2a 48, (0— BBE) I~ B.BtY'S, 99.7675 ~0.1297 0.8259 =| -0.1297 99.9247 0.3835 | > 0 0.8259 0.3835 95.0602 by Theorem 4, the state feedback for robust tracking. exists and is given the following feedback matrix —B. x. [16.7024 23.1087 9.8757] TThe simulation results are shown in Figure 4 Similarly, we can solve the robust tracking problem with guaranteed stability margin as follows. Theorem S: Assume that there exists a nominal value Po P such that (A,(p.) B.) is controllable. If there exist design parameters a > 0, 6 > 0 and p > 0 such that the solutions to the following algebraic Riccati equation (AT(p.) + YDS: + SlA(po) + ¥D (8.87 +<%p (1 B.83)*)s. + Ft eH + BI=0 -5, satisfies BRI — 22 p*8,(1— BB?) (I~ B-B2)'S: > 0 Figure 4, Simulation results of Example 3 for then the solution to robust tracking problem exists and is given by Is. Furthermore, all the poles of the system are on the left of ~y. Proof: The proofis similar to that of Theorem 3, ‘Example 4: Consider again the system in Example 3. We would like to design a feedback control to ensure that the output y is tracking a reference signal y, and has all its poles on the left of —1 for all e[-O.l, 0.1}, The augmented system Adp)z + Bout My, is the same as in Example 3. Take «=0.01, p=1, 10, y=1 as in Example 3 and solve the following algebraic Riccati equation (AT) + YDS: + SA Ac(Po) + YD = 8,(B.BF +<%p (I~ B.03)*)S. +A PH + PI=0 wwe obtain 37.7248 22.0892 84.5814 22.0892 26.3499 34.6476 84.5814 34.6476 566.6389 Since BI 202p 8, (1 — BBE) (I~ B.BE)'S. 98.2847 0.7528 ~10.2234 0.7528 99,6623 —4,3005 } >0 10.2234 4.3005 34.3531 by Theorem 5, the state feedback matrix is given [22.0892 26.3499 34.6476). K.=—218,34 Hi, Tan etal 4—-—— ote 43 oval 1 ae eal cal oce| | wal / 05) | oot ooa} \ oat] ae] Ma oa} ° ° 002 Passer ae w ‘ Figure S. Simulation results of Example 4 for p=0.1 ‘Tho simulation results of the controlled system are shown in Figure 5 Compared with the tracking showed in Figure 4, the tracking in Figure 5 is faster. Note that robust tracking problem with matched uncertainty isa special ease of robust tracking problem. with unmatched uncertainty, However, the solution to robust tracking problem with matched uncertainty is not a special case of the solution to robust ‘racking problem with unmatched uncertainty, Indeed, the solution to robust tracking problem with matched uncertainty is much simpler and always exists, while the solution to robust tracking problem with unmatched uncertainty is more complex and only exists if appropriate design parameters can be found, 4, Robust tracking with output feedback In this section, we discuss the robust tracking problem when stale variables are not directly available for feedback control and hence we need 10 use observers. In this case, the difficully in finding a control law increases significantly. Hence, we consider the robust tracking problem under the assumption that the matching condition is satisfied. The systom is described by $= Alpe + But Bap) yeee, The reference signal to be tracked and the new state variables are the same as in state feedback. In particular, (po) + B.b.(9)2 + Bu + Myr We augment the output equation as =Cz where C,=[C C;] and C; is chosen so that the augmented system (4,(?,),C;) is observable. We construct an observer (As(ps) + LC)3— Ly, + Bau to estimate state variables 2. The feedback is based on 2 u=K.2, The overall structure of the controlled system is shown in Figure 6. Let us define the estimation error as ‘Then the state equation for the overall system is as follows. 2 = (Alps) + BK Jz + Bob.(p)e ~ BAKE + My, (As(p) + LC.)E + Bel ‘The robust tracking problem to be solved can be stated as follows. Robust tracking problem based on observer: Find a feedback control gain K, and an observer gain L such that the closed-loop system (Apa) + BAK.)2 + Ba.lp)t~ BAReE-+ My, (Ax(po) + LC;)E + Bebe(p)z is asymptotically stable and y—> y, for any pe P. ‘As before, we find K, and L by solving algebraic Riccati equations, In particular, let be the solution 0 the algebraic Riceati equation Allpas +5. where G is an upper bound on 4¢!(p},(p); that is, for ape P, 4gl(pya) © G. Let P be the solution to the algebraic Riecati equation P(A:(P9)} + 21)! + (Alpe) + DP ~ roPCICP +p =0Internanional Journal of Control 535 Figure 6, Robust tracking using observer where 0, r and r, are three design parameters to be selected. After solving the above two algebraic Riccati equations, the gain matrices K, and L can be obtained as follows: K.=-5TS rgPCE ‘Theorem 6: Assume that the matching condition is satisfied and there exists a nominal value p,¢P such that (AP.),B2) is controllable and (A.(,),C.) is observable. If there exist design parameters > 0, ry > O and re > 0 such thatthe solutions to the following algebraic Riccati equations AM p,)S + SAA) 4 sp.sTs+G+1=0 PLAL(p.) + a1)" + (Asta) + DP satisfy ea then the solution to robust tracking problem based on observer exists and the gain matrices are given by K.=-BIS L=-nPCt Proof: Since(,(p.),B.)is controllable and (4.(p2),C:) is observable, the solutions to the algebraic Riceati equations exist. Suppose that there exist design para meters o > 0, r, > 0 and r, > 0, such that the sofution satisfy 20" rgCPC, + (ifr SB.BIS <0. We first show thatthe closed-loop system (Alpe) + BK 2 + Beb(P)2 ~ BRE (AQ) + LOVE+ BeBAD is asymptotically stable for all p¢P. Let us consider the following Lyapunov function candidate: 1 tse43 Clearly,536 H. Tan eal To show P(z,3) <0 for all 240 and 2.40, we have napaliseslitesriesir't =LA.00)+ BK Budpye ~ BK,3)" + LPIA) + BAKE + BO 4 (Alpe) + ECE + B.d.(p)2)" PE B99)? eT (AT p.)S + SA) + 2B: + OTP BIS + SB.9.(0))2 Lergratse — Lisp, (T@.)P + Palos) +2P'LC)E 4 TQTDBEP'2 4 37P' Rodos 2"(AT(p,)S + SAAPo) —2SB,BIS + $1(p)BIS + SB.¢.(p))z ’9B.BESe + 1219p, BE Se +27 (ATp)Po! + PA.) — 2r9CTC,)3 ol (p)BT P12 +27 PB. Bocause Alips)S+ SAdpy) ~ZSB,BES+6+1=0 P(AAPe) + 0)" + (AdlPo) + oP +27 (AT(p.)P + PAM) —2roCIC.)E +2 Folios Sea. aT Ps (Aliwas-+ 84.00) —!sp, SH 4gFiedn))= 42 (AT DAP PAP) ~ 2roC1C +9 ast +7 saats\e eat oP! =r,C1C ( 2oP-!=r,CTC. 4+ tsa.) If the sufficient condition —26P-' —r6CTC, + (1/r)SB_BIS < 0s satisfied, then In other words, VEN<0, 240VE40 Ve, =0, 0. =0A2 Therefore, by the Lyapunov Stability Theorem, 20 aston, Let us now consider the extended system 2=(Adp.) + 0 = (Alpe) + LCE + Bedale Taking ath derivative on both sizes, we have 1) = (Ad) + B.K.)2 + Bedale — B. 1) (Adkpe) + LC 29 + Be dp)e ‘This equation has the same form as Alpe) + BEK)2+ Basel)? ~ BEKE Ap) + LC. Lp Therefore, 2950 ast oe. In particular, GP =y—2 +0 ast 00 5Invernational Journal of Control 337 Example 5: Consider the following second-order en aelS, tae y=U Ob where p ¢ [~2, 2] is the uncertainty. We would like to design an observer-based feedback control to ensure that the output y is tracking a reference signal y,=1 for all p € [=2, 2]. We construct the augmented system as follows, AQ) + Baus My, [c Gk where 40) ‘| co To solve this problem, let py 1. Then (4lp.), B) is controllable and (4.(p,),C,) is observa- ble. G can be calculated as follows. 0 0 0) fo SA.) = A.) - 4p.) =|0 p Of =] 1 x0 po} Looo} Lo = Bed. AoW OVO) 0 0 0 0 =4|p 0 p o1=|0 47 0 ° 0 0 0 000 s|o 6 o]=e 0 00 We solve the algebraic Riceati equation Al(pe)S + SAr +64+1=0 to obtain 20.6435 1.1922 4.6243, 11922 4.5398 1.4142 4.6243 14142 6.4999 Take ¢=1, r.=20, r=150 and solve the algebraic Riceati equation P(A) +61)" + (A.D) + ODP ~rePCICP + B.BE =0 wwe obtain 0.4183 0.1265 0.0612 0.1265 2.4446 0.1183 0.0612 0.1183 0.0745 Since <20P CTC. + i sa.ats =193.4835 4.5865 —192.5306 =| 45865 0.2834 5.9508 | <0 192.5306 5.9508 220.6638 by Theorem 6, the solution to the robust tracking exists and is given by K, = ~BTS = -[0.5961 2.2699 0.7071] L=—roPCE =[8.5695 36.7185 2.0000)" ‘The simulation results are shown in Figure 7 ‘If we want a faster tracking by placing all the poles of the system which are on the lef of ~y, then we can use the following theorem, ‘Theorem 7: Asswne that the matching condition is satisfied and there exists a nominal value poe P such that (A.(p,),B.) i controllable and (A.(p,),C) observable. If there exist design parameters a > 0, rp > 0 andr. > O such that the solutions to the algebraic Riccati equations (A%(p0) + 7DS + S(A.toe) + yl) -48B.BIS +6 41=0 PUAAPo) + (7 + OM! + (Act o) +(y + ODP = rePCIC.P +E B.BE = 0 saaisfy 27 + 0)P ~roCC: +} SB_BES <0 then the solution to the robust tracking problem Based on “observer exists and is given by B's rPC! Kea Furthermore, all the poles of the system are on the left of-y. Proof: The proof is similar to that of Theorem 3. C1538 H. Tan etal Fl 3 \ Figure 7. Simulation results of Example $ for p= Example 6 Consider the system discussed in Example 5, We would like to design an observer- based feedback control to ensure that the output » is tracking @ reference signal y,=1 with y=I for all Pe[-2, 2]. The augmented system is the same as that of Example 5. We solve the algebraic Riccati equation ne) + YTS + (A.D) +70) | op pr: = = 588.898 +6-41 to obtain 188.5285 32.4346 203.7107 32.4346 12.7960 37.7381 203.7107 37.7381 355.5406. Take ¢=0001, r,=8000, r,=1500 and solve the algebraic Riceati equation r+ (04 PNT + (Alp) + (0+ YIDP we obtain 5.0679 ~3.9717 ~5.0288 =| -39717 120.5163 5.6117 5.0288 5.6117 5.0377 Since 1 = 29--oP = nclee+ts —1581.5696 1.2174 —1582.7023 12m 0.0138 1202 | <0 =1582.7023 1.262 —1584,2706 by Theorem 7, the solution to the robust tracking exists, and is given by [16.2173 6.3980 18.8690] 98.6562 24599342 13.3341)". ‘The simulation results are shown in Figure 8 For the simulation, we know that the system response is faster than that in Figure 7. ‘5. Conclusion In this article, we investigated the robust tracking problem. The signal to be tracked is assumed to be a polynomial function of time, New state variables were introduced to represent errors and their integrals. Two types of control were considered: state feedback control and output feedback control. For state feedback control, a state feedback matrix is to be designed. 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