BALAKRISHNAN

O CT 23, 2003

Solutions EE695R Homework #4

1. For the nonlinear mass-spring system shown on Page 9 of Handout “Robust Control Mod-
els”, verify that the corresponding:
• polytopic model is the one on Page 11.
• norm-bound model is the one on Page 12.
Solution: Straightforward verification.
2. Consider the minimal, stable continuous-time LTI system whose realization (A, B,C) is given
in the matlab .mat file http://www.ece.purdue.edu/~ragu/695R/for-web/balex.mat.

(a) Find a balanced realization (Abal , Bbal ,Cbal).

(b) Write down an approximate third-order model (A3 , B3 ,C3) for the original system, by
simply truncating the state-vector for the balanced realization to contain the first three
state components.
(c) Express the original transfer function as
C(sI − A)−1 B = C3(sI − A3)−1 B3 + ∆(s).
What is k∆k∞ ?

This exercise shows how a high-order model can be represented as a low-order model with
a dynamic uncertainty.
Solution: The code is in http://www.ece.purdue.edu/~ragu/695R/for-web/balexgen.m.
(a) Run the matlab code, and inspect Ab, Bb and Cb.
(b) Run the matlab code, and inspect A3, B3 and C3.
(c) Run the matlab code, and inspect Ad, Bd and Cd for a realization of ∆. Singular value
plots that you should get after running the matlab code are reproduced below:
Maximum Singular Value Plot
1.4

Original
Third−order
Neglected dynamics
1.2

0.8

0.6

0.4

0.2

0
−2 −1 0 1 2
10 10 10 10 10
Frequency (rad/sec)

1
 H(s)

2 
− 
?
+- k x1 + k - x2 s
+ - -
R R
+
− 6 +6
- +k +- +k
−

u1 + 6 − 6 y1
s − k
- +
u2 s + 6 y2
u3 s s s y3
u4 − ?+ y4
s - +k
u5 y5
PP- +k
+
u6 PP− y6
s 6
PP


q2 


q2 


q2 


q2 


q1 


q1 

∆

Using your favorite H∞ norm computation code, you will find that k∆k∞ = 0.1019,
achieved at ω = 21.5 rad/sec.

3. Consider a family of linear systems described by

 q2 
2
 1 + q2
ẋ =  q2 q1  x, where 1 ≤ q1 ≤ 2 and 0 ≤ q2 ≤ 0.5. (1)


1 + q1 1 + q22

Write down a norm-bound system whose set of state trajectories contains the state-trajectories
of each of the linear systems given by (1).
Solution: Using the techniques discussed in class, the family of systems in (1) can be repre-
sented in the block diagram:

2
 The state-space matrices corresponding to this representation are:
   
0 2 0 0 1 −1 0 0
A= , Bp = ,
0 0 −1 1 1 0 0 −1
   
0 0 −1 0 1 0 0 0

 0 1 


 0 0 0 0 0 0 

 1 0   0 0 0 0 0 0 
Cq =   , Dqp =  ,

 0 0 


 0 0 1 −1 0 0 

 0 0   0 1 0 0 0 −1 
0 0 0 0 0 0 1 0
and ∆ = diag(q1 , q1, q2, q2, q2, q2).

4. Let f : (α, β) → R be a twice continuously differentiable function. Show that f is convex

if and only if f 00 (x) ≥ 0 for x ∈ (α, β). Therefore, if f is convex, show that f (y) ≥ f (x) +
f 0 (x)(y − x) for all x, y ∈ (α, β).
Solution: Suppose that f 00 (x) ≥ 0 for x ∈ (α, β). This means that f 0 is a nondecreasing
function. Then, with α < x < y < β, λ ∈ [0, 1], and z = (1 − λ)x + λy, we have
Z z
f (z) − f (x) = f 0 (t) dt ≤ f 0 (z)(z − x)
Zx y
f (y) − f (z) = f 0 (t) dt ≥ f 0 (z)(y − z).
z

Since z − x = λ(y − x) and y − z = (1 − λ)(y − x), we have

f (z) ≤ f (x) + λ f 0 (z)(y − x)

f (z) ≤ f (y) − (1 − λ) f 0 (z)(y − x)

from which f (z) ≤ (1 − λ) f (x) + λ f (y) or f is convex.

Conversely, if f 00 (z) < 0 for some z ∈ (α, β), then from continuity of f 00 , there exist some
α1 , β1 such that f 00 (z) < 0 for all z ∈ (α1 , β1 ) ⊆ (α, β). Then, by an argument similar to the
earlier one, we have, over (α1 , β1 ),

f (z) − f (x) > f 0 (z)(z − x)

f (y) − f (z) < f 0 (z)(y − z),

and so f ((1 − λ)x + λy) > (1 − λ) f (x) + λ f (y), or f is not convex.

Finally, Z y
f (y) − f (x) = f 0 (t) dt ≥ f 0 (x)(y − x),
x
as f0 is nondecreasing.

3
5. Let f1 and f2 be convex functions. Show that f 1 + f2 and max{ f1 , f2 } are convex.
Solution: Since f1 and f2 are convex, we have

f1 ((1 − λ)x + λy) ≤ (1 − λ) f1 (x) + λ f1 (y)

f2 ((1 − λ)x + λy) ≤ (1 − λ) f2 (x) + λ f2 (y)

and therefore, with f = f 1 + f2 ,

f ((1 − λ)x + λy) ≤ (1 − λ) f (x) + λ f (y),

or f is convex.
Next, let f = max{ f1 , f2 }. Then f ((1 − λ)x + λy) is equal to either f 1 ((1 − λ)x + λy) or
f2 ((1 − λ)x + λy). In the former case,

f ((1 − λ)x + λy) = f1 ((1 − λ)x + λy)

≤ (1 − λ) f1 (x) + λ f1 (y)
≤ (1 − λ) max{ f1 (x), f2 (x)} + λ max{ f1 (y), f2 (y)}
≤ (1 − λ) f (x) + λ f (y)

(Proof follows similarly for the latter case.)

6. Plot the feasible set of the following LMIs:

(a)
 
x1 x2 0
 x2 1 0  > 0.
0 0 (x1 + x2)

(b)
 
x1 x2 0
 x2 1 0  > 0.
0 0 −(x1 + x2 )

(c)
 
x1 x2 0
 x2 1 0  > 0.
0 0 −x1

Solution: The first LMI is equivalent to x1 > x22 , x1 +x2 > 0, the second equivalent to x1 > x22 ,
x1 + x2 < 0, and the third equivalent to x1 > x22 , x1 < 0. The feasible regions are shown below
(the third LMI is obviously infeasible). (This problem shows that the feasible region may be
empty, bounded or unbounded.)

4
 1 1 1

0.8 0.8 0.8

0.6 0.6 0.6

0.4 0.4 0.4

0.2 0.2 0.2

0 0 0

−0.2 −0.2 −0.2

−0.4 −0.4 −0.4

−0.6 −0.6 −0.6

−0.8 −0.8 −0.8

−1 −1 −1
−1 0 1 −1 0 1 0 0.5 1

7. Let Q and S be symmetric matrices of appropriate dimensions that are affine functions of x.
Show that there exists x such that

Tr S(x)T Q(x)−1 S(x) < 1, Q(x) > 0, (2)

if and only if there exist x and a constant matrix X of appropriate dimensions such that

X S(x)T
 
Tr X < 1, > 0. (3)
S(x) Q(x)

Solution: Suppose there exists x such that (2) holds. Then let X = S(x)T Q(x)−1 S(x) + εI,
where ε > 0 is small enough that Tr X < 1. Then LMI (3) holds.
Conversely, suppose that LMI (3) holds. Then, since X > S(x)T Q(x)−1 S(x) and Tr X < 1,
LMI (2) holds.

8. Let fi : Rn → R, i = 1, . . .m be twice continuously differentiable, convex functions. Let

C = {x | fi (x) < 0, i = 1, . . ., m}

be nonempty. Show that the barrier function

 m

φ(x) = ∑
 − log(− f (x)) x ∈ C
i
i=1
+∞

otherwise

is convex.
Solution: For x ∈ C,
m
fi0 (x)
φ0 (x) = − ∑ ,
i=1 fi (x)

5
 and
m
fi (x) fi00 (x) − fi0 (x)2
φ00 (x) = − ∑ ≥ 0.
i=1 fi (x)2
Thus the function φ is convex over C. It can be shown in a straightforward manner, using the
definition of convexity, that the barrier φ is convex everywhere.

9. For linear inequalities aTi x ≤ bi , i = 1, . . ., m, you will now verify the interpretation of the
logarithmic barrier φ as the potential due to 1/r forces associated with each constraint.
−ai
Associate with constraint aTi x ≤ bi , at point x, the force Fi = . Show that:
bi − aTi x
(a) Fi points away from constraint plane
(b) kFi k = 1/dist(x, constraint plane)
(c) The barrier function
m
φ(x) = ∑ log(bi − aTi x)−1
i=1
is the potential due to the forces Fi .

Solution:

(a) Fi points in the direction −ai . This is normal to the plane {z | aTi z = bi }, pointing into
the half-space {z | aTi z ≤ bi }.
(b) kFi k = kai k/(bi − aTi x). Now, the distance from x to the constraint plane {z | aTi z = bi }
can be obtained by finding the point zi on the constraint plane that is “closest” to x.
Thus we need to minimize kx − zi k subject to aTi zi = b. The answer is given by the
(bi − aTi x)/kai k, thereby establishing the claim.
(c) Consider the function
φi (x) = log(bi − aTi x)−1 .
−ai
Its gradient is simply , which is the “force” Fi . Therefore the function φ(x) =
bi − aTi x
i=1 φi (x) ca be interpreted as the total potential due all the forces Fi .
∑m