Robust Control

Robust Control
Ad Damen and Siep Weiland

(tekst bij het college:
Robuuste Regelingen
5P430, najaarstrimester)
Measurement and Control Group
Department of Electrical Engineering
Eindhoven University of Technology
P.O.Box 513
5600 MB Eindhoven
Draft version of July 17, 2002
2
Preface
Opzet
Dit college heeft het karakter van een werkgroep. Dit betekent dat u geen kant en klare
portie wetenschap ter bestudering krijgt aangeboden, maar dat van u een actieve partic-
ipatie zal worden verwacht in de vorm van bijdragen aan discussies en presentaties. In dit
college willen we een overzicht aanbieden van moderne, deels nog in ontwikkeling zijnde,
technieken voor het ontwerpen van robuuste regelaars voor dynamische systemen.
In de eerste helft van het trimester zal de theorie over robuust regelaarontwerp aan
de orde komen in reguliere hoorcolleges. Als voorkennis is vereist de basis klassieke regel-
techniek en wordt aanbevolen kennis omtrent LQG-control en matrixrekening/functionaal
analyse. In het college zal de nadruk liggen op het toegankelijk maken van robuust rege-
laarontwerp voor regeltechnici en niet op een uitputtende analyse van de benodigde math-
ematiek. Voor deze periode zijn zes oefenopgaven in het dictaat verwerkt, die bedoeld zijn
om u ervaring op te laten doen met zowel theoretische als praktische aspecten m.b.t. dit
onderwerp.
De bruikbaarheid en de beperkingen van de theorie zullen vervolgens worden getoetst
aan diverse toepassingen die in de tweede helft van het college door u en uw collega-
studenten worden gepresenteerd en besproken. De opdrachten zijn deels opgezet voor
individuele oplossing en deels voor uitwerking in koppels. U kunt hierbij een keuze maken
uit :
het kritisch evalueren van een artikel uit de toegepast wetenschappelijke literatuur
een regelaarontwerp voor een computersimulatie
een regelaarontwerp voor een laboratoriumproces.
Meer informatie hierover zal op het eerste college worden gegeven alwaar intekenlijsten
gereed liggen.
Iedere presentatie duurt 45 minuten, inclusief discussietijd. De uren en de verroost-
ering van de presentaties zullen nader bekend worden gemaakt. Benodigd materiaal voor
de presentaties (sheets, pennen, e.d.) zullen ter beschikking worden gesteld en zijn verkri-
jgbaar bij het secretariaat van de vakgroep Meten en Regelen (E-hoog 4.32 ). Er wordt
verwacht dat u bij tenminste 13 presentaties aanwezig bent en dat u aktief deelneemt aan
de discussies. Een presentielijst zal hiervoor worden bijgehouden.
Over uw bevindingen t.a.v. het door u gekozen onderwerp wordt een eindgesprek
gehouden, waar uit de discussie moet blijken of U voldoende inzicht en ervaring hebt
opgedaan. Bij dit eindgesprek wordt Uw presentatie-materiaal (augmented plant, l-
ters,. . . ) als uitgangspunt genomen.
3
4
Computers
Om praktische ervaring op te doen met het ontwerp van robuuste regelsystemen zal voor
enkele opgaven in de eerste helft van het trimester, alsmede voor de te ontwerpen regelaars
gebruik worden gemaakt van diverse Toolboxen in MATLAB. Deze software is door de
vakgroep Meten en Regelen op commerciele basis aangekocht voor onderzoeksdoeleinden.
U kunt deze toolboxen verkrijgen bij hr. Udo Batzke (E-hoog vloer 4) of op PCs te werken
hiervoor beschikbaar gesteld door de vakgroep CS (ook via Batrzke). Heel nadrukkelijk
wordt er op gewezen dat het niet is toegestaan software te kopieren.
Beoordeling
Het eindcijfer een gewogen gemiddelde is van de beoordeling van uw presentatie, uw dis-
cussiebijdrage bij andere presentaties en het eindgesprek. Ook de mate van coaching, die
U benodigde, is een factor.
Cursusmateriaal
Naast het collegediktaat is het volgende een beknopt overzicht van aanbevolen literatuur:
[1]
Zeer bruikbaar naslagwerk; voorradig in de TUE boekhandel
[2]
Geeft zeker een goed inzicht in de problematiek met methoden om voor SISO-
systemen zelf oplossingen te creeren. Mist evenwel de toestandsruimte aanpak voor
MIMO-systemen.
[3]
Zeer praktijk gericht voor procesindustrie. Mist behoorlijk overzicht.
[4]
Dankzij stormachtige ontwikkelingen in het onderzoeksgebied van H
regeltheorie,
was dit boek reeds verouderd op het moment van publikatie. Desalniettemin een
goed geschreven inleiding over H
regelproblemen.
[5]
Goed leesbaar standaardwerk voor vervolgstudie
[6]
Van de uitvinders zelf . . . Aanbevolen referentie voor analyse.
[7]
Een boek vol formules voor de liefhebbers van harde bewijzen.
[8]
Een korte introductie, die wellicht zonder al te veel details de hoofdlijnen verduideli-
jkt.
[9]
Robuuste regelingen vanuit een wat ander gezichtspunt.
5
[12]
Dit boek omvat een groot deel van het materiaal van deze cursus. Goed geschreven,
mathematisch georienteerd, met echter iets te weinig aandacht voor de praktische
aspecten aangaande regelaarontwerp.
[13]
Uitgebreide verhandeling vanuit een wat andere invalshoek: de parametrische be-
nadering.
[14]
Doorwrocht boek geschreven door degenen, die aan de mathematische wieg van
robuust regelen hebben gestaan. Wiskundig georienteerd.
[15]
Dit boek is geschreven in de stijl van het dictaat. Uitstekende voorbeelden, die ook
in ons college gebruikt worden.
6
Contents
1 Introduction 9
2 What about LQG? 15
3 Control goals 21
4 Internal model control 31
5 Signal spaces and norms 37
6 Weighting lters 61
7 General problem. 81
8 Performance robustness and -analysis/synthesis. 93
9 Filter Selection and Limitations. 111
10 Design example 141
11 Basic solution of the general problem 165
12 Solution to the general 1
control problem 171

13 Solution to the general 1
control problem 191

7
8 CONTENTS
Chapter 1
Introduction
1.1 Whats robust control?
In previous courses the processes to be controlled were represented by rather simple trans-
fer functions or state space representations. These dynamics were analysed and controllers
were designed such that the closed loop system was at least stable and showed some de-
sired performance. In particular, the Nyquist criterion used to be very popular in testing
the closed loop stability and some margins were generally taken into account to stay far
enough from instability. It was readily observed that as soon as the Nyquist curve passes
the point 1 too close, the closed loop system becomes nervous. It is then in a kind of
transition phase towards actual instability. And, if the dynamics of the controlled process
deviate somewhat from the nominal model, the shift may cause the encirclement of the
point 1 resulting in an unstable system. So, with these margins, stability was eectively
made robust against small perturbations in the process dynamics. The proposed margins
were really rules of thumb: the allowed perturbations in dynamics were not quantised and
only stability of the closed loop is guarded, not the performance. Moreover, the method
does not work for multivariable systems. In this course we will try to overcome these four
deciencies i.e. provide very strict and well dened criteria, dene clear descriptions and
bounds for the allowed perturbations and not only guarantee robustness for stability but
also for the total performance of the closed loop system even in the case of multivariable
systems. Consequently a denition of robust control could be stated as:
Design a controller such that some level of performance of the controlled system
is guaranteed irrespective of changes in the plant dynamics within a predened
class.
For facilitating the discussion consider a simple representation of a controlled system
in Fig. 1.1.
The control block C is to be designed such that the following goals and constraints
can be realised in some optimal form:
stability The closed loop system should be stable.
tracking The real output y should follow the reference signal ref.
disturbance rejection The output y should be free of the inuences of the disturbing
noise.
sensor noise rejection The noise introduced by the sensor should not aect the output
y.
9
10 CHAPTER 1. INTRODUCTION
Figure 1.1: Simple block scheme of a controlled system
avoidence of actuator saturation The actuator, not explicitly drawn here but taken
as the rst part of process P, should not become saturated but has to operate as a
linear transfer.
robustness If the real dynamics of the process change by an amount P , the per-
formance of the system, i.e. all previous desiderata, should not deteriorate to an
unacceptable level. (In specic cases it may be that only stability is considered.)
It will be clear that all above desiderata can only be fullled to some extent. It will be
explained how some constraints put similar demands on the controller C, while others
require contradictory actions, and as a result the nal controller can only be a kind of
compromise. To that purpose it is important that we can quantify the various aims
and consequently weight each claim against the others. As an example, emphasis on the
robustness requirement weakens the other achievable constraints, because a performance
should not only hold for a very specic process P, where the control action can be tuned
very specically, but also for deviating dynamics. The true process dynamics are then
given by:
P
true
= P + P (1.1)
where now P takes the role of the nominal model while P represents the additive
model perturbation. Their is no way to avoid P considering the causes behind it:
unmodelled dynamics The nominal model P will generally be taken linear, time-invariant
and of low order. As a consequence the real behaviour is necessarily approximated,
since real processes cannot be caught in those simple representations.
time variance Inevitably the real dynamics of physical processes change in time. They
are susceptable to wear during aging (e.g. steel rollers), will be aected by pollution
(e.g. catalysts) or undergo the inuence of temperature (or pressure, humidity . . . )
changes (e.g. day and night uctuations in glass furnaces).
varying loads Dynamics can substantially change, if the load is altered: the mass and
the inertial moment of a robot arm is determined considerably by the load unless
you are willing to pay for a very heavy robot that is very costly in operation.
manufacturing variance A prototype process may be characterised very accurately.
This is of no help, if the variance over the production series is high. A low variance
production can turn to be immensely costly, if one thinks e.g. of a CD-player.
Basically, one can produce a drive with tolerances in the micrometer-domain but,
thanks to control, we can be satised with less.
1.2. 1
IN A NUTSHELL 11
limited identication Even if the real process were linear and time-invariant, we still
have to measure or identify its characteristics and this cannot be done without an
error. Measuring equipment and identication methods, using nite data sets of
limited sample rate, will inevitably be suering from inaccuracies.
actuators & sensors What has been said about the process can be attributed to actu-
ators and sensors as well, that are part of the controlled system. One might require
a minimum level of performance (e.g. stability) of the controlled system in case of
e.g. sensor failure or actuator degradation.
In Fig. 1.2 the eect of the robustness requirement is illustrated.
Figure 1.2: Robust performance
In concedance to the natural inclination to consider something as being better if
it is higher, optimal performance is a maximum here. This is contrary to the criteria,
to be introduced later on, where the best performance occurs in the minimum. So here
the vertical axis represents a degree of performance where higher value indicate better
performance. Positive values are representing improvements by the control action com-
pared to the uncontrolled situation and negative values correspond to deteriorations by
the very use of the controller. For extreme values the system is unstable and + is
the extreme optimists performance. In this supersimplied picture we let the horizontal
axis represent all possible plant behaviours centered around the nominal plant P with a
deviation P living in the shaded slice. So this slice represents the class of possible plants.
If the controller is designed to perform well for just the nominal process, it can really be
ne-tuned to it, but for a small model error P the performance will soon deteriorate
dramatically. We can improve this eect by robustifying the control and indeed improve
the performance for greater P but unfortunately and inevitably at the cost of the per-
formance for the nominal model P. One will readily recognise this eect in many technical
designs (cars,bikes,tools,. . . ), but also e.g. in natural evolution (animals, organs,. . . ).
1.2 1
in a nutshell
The techniques, to be presented in this course, are named 1
-control and -analysis/synthesis.

They have been developped since the beginning of the eighties and are, as a matter of fact,
a well quantised application of the classical control design methods, fully applied in the
frequency domain. It thus took about forty years to evolve a mathematical context strong
enough to tackle this problem. However, the intermediate popularity and evolution of the
LQG-design in time domain was not in vain, as we will elucidate in the next chapter 2 and
in the discussion of the nal solution in chapters 11 and 13. It will then follow that LQG
is just one alternative in a very broad set of possible robust controllers each characterised
by their own signal and system spaces. This may appear very abstract at the moment but
these normed spaces are necessary to quantify signals and transfer functions in order to
be able to compare and weight the various control goals. The denitions of the various
normed spaces are given in chapter 5 while the translation of the various control goals is
described in detail in chapter 3. Here we will shortly outline the whole procedure starting
with a rearrangment in Fig.1.3 of the structure of the problem in Fig.1.1.
C P

,
`

`

`
`

P
`

`
, ,
d
r
+
+
+
+
+
+
+
+
u
z
e y
inputs
outputs
Figure 1.3: Structure dictated by exogenous inputs and outputs to be minimised
On the left we have gathered all inputs of the nal closed loop system that we do not
know beforehand but that will live in certain bounded sets. These so called exogenous
inputs consist in this case of the reference signal r,the disturbance d and the measurement
noise . These signals will be characterised as bounded by a (mathematical) ball of radius 1
in a normed space together with lters that represent their frequency contents as discussed
in chapter 5. Next, at the right side we have put together those output signals that have
to be minimised according to the control goals in a similar characterisation as the input
signals. We are not interested in minimising the actual output y (so this is not part of
the output) but only in the way that y follows the reference signal r. Consequently the
error z = r y is taken as an output to be minimised. Note also that we have taken
the dierence with the actual y and not the measured error e. As an extra output to be
minimised is shown the input u of the real process in order to avoid actuator saturation.
How strong this constraint is in comparison to the tracking aim depends on the quality
and thus price of the actuator and is going to be translated in forthcoming weightings
and lters. Another goal, i.e. the attenuation of eects of both the disturbance d and the
measurement noise is automatically represented by the minimisation of output z. In a
more complicated way also the eect of perturbation P on the robustness of stability
and performance should be minimised. As is clearly observed from Fig.1.3 P is an extra
transfer between output u and input d . If we can keep the transfer from d to u small by a
proper controller, the loop closed by P wont have much eect. Consequently robustness
is increased implicitely by keeping u small as we will analyse in chapter 3. Therefor we
1.2. 1
IN A NUTSHELL 13
have to quantify the bounds of P again by a proper ball or norm and lters.
At last we have to provide a linear, time-invariant, nominal model P of the dynamics
of the process that may be a multivariable (MIMO Multi Input Multi Input) transfer.
In the multivariable case all single lines then represent vectors of signals. Provisionally
we will discuss the matter in s-domain so that P is representing a transfer function in
s-domain. In the multivariable case, P is a transfer matrix where each entry is a transfer
function of the corresponding input to the corresponding output. The same holds for the
controller C and consequently the signals (lines) represent vectors in s-domain so that we
can write e.g. u(s) = C(s)e(s). Having characterised the control goals in terms of outputs
to be minimised provided that the inputs remain conned as dened, the principle idea
behind the control design of block C now consists of three phases as presented in chapter
11:
1. Compute a controller C
0
that stabilises P.
2. Establish around this central controller C
0
the set of all controllers that stabilise P
according to the Youla parametrisation.
3. Search in this last set for that (robust) controller that minimises the outputs in the
proper sense.
This design procedure is quite unusual at rst instance so that we start to analyse it for
stable transfers P where we can apply the internal model approach in chapter 4. After-
wards the original concept of a general solution is given in chapter 11. This historically
rst method is treated as it shows a clear analysis of the problem. In later times improved
solution algorithms have been developped by means of Riccati equations or by means of
Linear Matrix Inequalities (LMI) as explained in Chapter 13. In the next chapter 8 the
robustness concept will be revisited and improved which will yield the -analysis/synthesis.
After the theory, which is treated till here, chapter 9 is devoted to the selection of
appropriate design lters in practice, while in the last chapter 10 an example illustrates
the methods, algorithms and programs. In this chapter you will also get instructions how
to use dedicated toolboxes in MATLAB.
1.3 Exercise
P C
i

,
`
d
y
+
+
Let the true process be a delay of unknown value :
P
t
= e
s
(1.2)
0 .01 (1.3)
Let the nominal model be given by unity transfer:
P = 1 (1.4)
Let there be some unknown disturbance d additive to the output consisting of a single sine
wave = 25):
d = sin (25t) (1.5)
By an appropriate controller C
i
the disturbance will be reduced and the output will
be:
y(t) = y sin(25t +) (1.6)
Dene the performance of the controlled system in steady state by:
ln [ y[ (1.7)
a) Design a proportional controller C
1
= K for the nominal model P, so completely
ignoring the model uncertainty, such that [ y[ is minimal and thus performance
is maximal. Possible actuator saturation can be ignored in this academic example.
Plot the actual performance as a function of .
Hint: Analyse the Nyquist plot.
b) Design a proportional controller C
2
= K by incorporating the knowledge about
the model uncertainty P = e
s
1 where is unknown apart from its range.
Robust stability is required. Plot again the actual performance as a function of .
c) The same conditions as indicated sub b) but now for an integrating controller
C
3
= K/s. If you have expressed the performance as a function of in the form:
ln [
y[ = ln [X() +jY ()[ (1.8)

the following Matlab program can help you to compute the actual function and to
plot it:
>> for k=1:100
theta(k)=k/10000;
perf(k)=-log(sqrt(X(theta(k))
2
+Y(theta(k))
2
);
end;
>>plot(theta,perf);
Chapter 2
What about LQG?
K
A
1
s
I C B
L
A
t
1
s
I C
t
B
t

, ,
`

, ,
`
, ,
`
,
`
,
`

u
y
v w
x
x
+
+
+
+
+
+
+
+
+
e
plant
controller
Figure 2.1: Block scheme LQG-control
Before submerging in all details of robust control, it is worthwhile to show, why the
LQG-control, as presented in the course modern control theory, is leading to a dead
end, when robustness enters the control goals. Later in this course, we will see, how the
accomplishments of LQG-control can be used and what LQG means in terms of robust
control. At the moment we can only show, how the classical interpretation of LQG gives
no clues to treat robustness. This short treatment is a summarised display of the article
[10], written just before the emergence of 1
-control.
Given a linear, time invariant model of a plant in state space form:
x = Ax +Bu +v
y = Cx +w
15
16 CHAPTER 2. WHAT ABOUT LQG?
where u is the control input, y is the measured output, x is the state vector, v is the state
disturbance and w is the measurement noise. This multivariable process is assumed to be
completely detectable and reachable. Fig. 2.1 intends to recapitulate the set-up of the
LQG-control, where the state feedback matrix L and the Kalman gain K are obtained
from the well known citeria to be minimised:
L = arg min Ex
T
Qx +u
T
Ru (2.1)
K = arg min E(x x)
T
(x x) (2.2)
for nonnegative Q and positive denite R. Certainly, the closed loop LQG-scheme is
nominally stable, but the crucial question is, whether stability is possibly lost, if the real
system, represented by state space matrices A
t
, B
t
, C
t
, does no longer correspond to the
model of the form A, B, C. The robust stability, which is then under study, can best be
illustrated by a numerical example .
Consider a very ordinary, stable and minimum phase transfer function:
P(s) =
s + 2
(s + 1)(s + 3)
(2.3)
which admits the following state space representation:
x =
0 1
3 4
x +
0
1
u +v
y =

2 1

x +w
(2.4)
where v and w are independent white noise sources of variances:
Ew
2
= 1 , Evv
T
=
1225 2135
2135 3721
(2.5)
and the control criterion given by:
Ex
T
2800 80
35
80
35 80
x +u
2
(2.6)
From this last criterion we can easily obtain the state feedback matrix L by solving the
corresponding Riccati equation. If we were able to feed back the real states x, the stability
properties could easily be studied by analysing the looptransfer L(sI A)
1
B as indicated
in Fig. 2.2. The feedback loop is then interrupted at the cross at input u to obtain the
Figure 2.2: Real state feedback.
loop transfer (LT). Note, that we analyse with the modelparameters A, B, while the real
process is supposed to have true parameters A
t
, B
t
. This subtlety is caused by the fact,
that we only have the model parameters A, B, C available and may assume, that the
17
Figure 2.3: Various Nyquist curves.
real parameters A
t
, B
t
, C
t
are very close (in some norm). The Nyquistplot is drawn in
Fig. 2.3. You will immediately notice, that this curve is far from the endangering point 1,
so that stability robustness is guaranteed. This is all very well, but in practice we cannot
measure all states directly. We have to be satised with estimated states x, so that the
actual feedback is brought about according to Fig. 2.4. Check for yourself, that cutting
Figure 2.4: Feedback with observer.
a loop at cross (1) would lead to the same loop transfer as before under the assumption,
that the model and process parameters are exactly the same (then e=0!). Unfortunately,
the full feedback controller is as indicated by the dashed box, so that we have to interrupt
the true loop at e.g. cross (2), yielding the looptransfer:
L(sI A+KC +BL)
1
K
. .. .
model parameters{A,B,C}
C
t
(sI A
t
)
1
B
t
. .. .
process transfer
(2.7)
All we can do, is substitute the model parameters for the unknown process parameters
and study the Nyquist plot in Fig. 2.3. Amazingly, the robustness is now completely
lost and we even have to face conditional stability: If, e.g. by aging, the process gain
decreases, the Nyquist curve shrinks to the origin and soon the point 1 is tresspassed,
causing instability.
The problem now is, how to eect robustness. An obvious idea is to modify the
Kalman gain K in some way, such that the loop transfer resembles the previous loop
transfer, when feeding back the real states. This can indeed be accomplished in case of
stable and minimum phase processes. Without entering into many details, the procedure
is in main lines:
Put K equal to qBW, where W is a nonsingular matrix and q a positive constant. If we
let q increase in the (thus obtained) loop transfer:
L(sI A+qBWC
. .. .
+BL)
1
qBWC
. .. .
(sI A)
1
B (2.8)
the underbraced term in the rst inverted matrix will dominate and thus almost completely
annihilate the same second underbraced expression and we are indeed left with the simple
looptransfer L(sI A)
1
B. In doing so , it appears, that some observer poles (the real
cause of the problem) shift to the zeros of P and cancel out, while the others are moved
to . In Fig. 2.3 some loop transfers for increasing q have been drawn and indeed the
transfer converges to the original robust loop transfer. However, all that matters here is,
that, by doing so, we have implemented a completely nonoptimal Kalman gain as far as
disturbance reduction is concerned. We are dealing now with very extreme entries in K
which will cause a very high impact of measurement noise w. So we have sacriced our
optimal observer for obtaining sucient robustness.
Alternatively, we could have taken the feedback matrix L as a means to eect robust-
ness. Along similar lines we would then nd extreme entries in L, so that certainly the
actuator would saturate. Then this saturation would be the price for robustness. Next, we
could of course try to distribute the pain over both K and L, but we have no clear means
to balance the increase of the robustness and the decrease of the remaining performance.
And then, we do not even talk about robustness of the complete performance. On top of
that we have conned ourselves implicitly by departing from LQG and thus to the limited
structure of the total controller as given in Fig. 2.1, where the only tunable parameters
are K and L. Conclusively, we thus have to admit, that we rst ought to dene and
quantify the control aims very clearly (see next chapter) in order to be able to weight
them relatively and then come up with some machinary, that is able to design controllers
in the face of all these weighted aims. And surely, the straightforward approach of LQG
is not the proper way.
2.1. EXERCISE 19
2.1 Exercise
Above block scheme represents a process P of rst order disturbed by white state noise
v and independent white measurement noise w. L is the state feedback gain. K is the
Kalman observer gain based upon the known variances of v and w.
a) If we do not penalise the control signal u, what would be the optimal L? Could
this be allowed here?
b) Suppose that for this L the actuator is not saturated. Is the resultant controller
C robust (in stability)? Is it satisfying the 45
0
phase margin?
c) Consider the same questions when P =
1
s(s+1)
and in particular analyse what you
have to compute and how.(Do not try to actually do the computations.) What can
you do if the resultant solution is not robust?
Chapter 3
Control goals
In this chapter we will list and analyse the various goals of control in more detail. The
relevant transfer functions will be dened and named and it will be shown, how some
groups of control aims are in conict with each other. To start with we reconsider the
block scheme of a simple conguration in Fig. 3.1 which is only slightly dierent from
Fig.1.1 in chapter 1.
Figure 3.1: Simple control structure
Notice that we have made the sensor noise explicit in . Basically, the sensor itself has
a transfer function unequal to 1, so that this should be inserted as an extra block in the
feedback scheme just before the sensor noise addition. However, a good quality sensor has
a at frequency response for a much broader band than the process transfer. In that case
the sensor transfer may be neglected. Only in case the sensor transfer is not suciently
broadbanded (easier to manufacture and thus cheaper), a proper block has to be inserted.
In general one will avoid this, because the ultimate control performance highly depends
on the quality of measurement: the resolution of the sensor puts an upper limit to the
accuracy of the output control as will be shown.
The process or plant (the word system is usually reserved for the total, controlled
structure) incorporates the actuator. The same remarks, as made for the sensor, hold for
the actuator. In general the actuator will be made suciently broadbanded by proper
control loops and all possibly remaining defects are supposed to be represented in the
transfer P. Actuator disturbances are combined with the output disturbance d by com-
puting or rather estimating its eect at the output of the plant. Therefor one should know
the real plant transfer P
t
consisting of the nominal model transfer P plus the possible
additive model error P. As only the nominal model P and some upper bound for the
model error P is known, it is clear that only upper bounds for the equivalent of actuator
disturbances in the output disturbances d can be established. The eects of model errors
(or system perturbations) is not yet made explicit in Fig. 3.1 but will be discussed later
in the analysis of robustness.
Next we will elaborate on various common control constraints and aims. The con-
21
22 CHAPTER 3. CONTROL GOALS
straints can be listed as stability, robust stability and (avoidance of ) actuator saturation.
Within the freedom, left by these constraints, one wants to optimise, in a weighted balance,
aims like disturbance reduction and good tracking without introducing too much eects of
the sensor noise and keeping this total performance on a sucient level in the face of the
system perturbations i.e. performance robustness against model errors. In detail:
3.1 Stability.
Unless one is designing oscillators or systems in transition, the closed loop system is
required to be stable. This can be obtained by claiming that, nowhere in the closed loop
system, some nite disturbance can cause other signals in the loop to grow to innity: the
so-called BIBO-stability from Bounded Input to Bounded Output. Ergo all corresponding
transfers have to be checked on possible unstable poles. So certainly the straight transfer
between the reference input r and the output y, given by :
y = PC(I +PC)
1
r (3.1)
But this alone is not sucient as, in the computation of this transfer, possibly unstable
poles may vanish in a pole-zero cancellation. Another possible input position of stray
signals can be found at the actual input of the plant, additive to what is indicated as x
(think e.g. of drift of integrators). Let us dene it by d
x
. Then also the transfer of d
x
to
say y has to be checked for stability which transfer is given by:
y = (I +PC)
1
Pd
x
= P(I +CP)
1
d
x
(3.2)
Consequently for this simple scheme we distinguish four dierent transfers from r and d
x
to y and x, because a closer look soon reveals that inputs d and are equivalent to r and
outputs z and u are equivalent to y.
3.2 Disturbance reduction.
Without feedback the disturbance d is fully present in the real output y. By means of the
feedback the eect of the disturbance can be inuenced and at least be reduced in some
frequency band. The closed loop eect can be easily computed as read from:
y = PC(I +PC)
1
(r ) + (I +PC)
1
. .. .
S
d (3.3)
The underbraced expression represents the Sensitivity S of the output to the disturbance
thus dened by:
S = (I +PC)
1
(3.4)
If we want to decrease the eect of the disturbance d on the output y, we thus have to
choose controller C such that the sensitivity S is small in the frequency band where d has
most of its power or where the disturbance is most disturbing.
3.3 Tracking.
Especially for servo controllers, but in fact for all systems where a reference signal is
involved, there is the aim of letting the output track the reference signal with a small
3.4. SENSOR NOISE AVOIDANCE. 23
error at least in some tracking band. Let us dene the tracking error e in our simple
system by:
e
def
= r y = (I +PC)
1
. .. .
S
(r d) +PC(I +PC)
1
. .. .
T
(3.5)
Note that e is the real tracking error and not the measured tracking error observed as
signal u in Fig. 3.1, because the last one incorporates the eect of the measurement
noise substantially dierently. In equation 3.5 we recognise (underbraced) the sensitivity
as relating the tracking error to both the disturbance and the reference signal r. It is
therefore also called awkwardly the inverse return dierence operator. Whatever the
name, it is clear that we have to keep S small in both the disturbance and the tracking
band.
3.4 Sensor noise avoidance.
Without any feedback it is clear that the sensor noise will not have any inuence on the real
output y. On the other hand the greater the feedback the greater its eect in disrupting
the output. So we have to watch that in our enthousiasm to decrease the sensitivity, we are
not introducing too much sensor noise eects. This actually reminiscences to the optimal
Kalman gain. As the reference r is a completely independent signal, just compared with
y in e, we may as well study the eect of on the tracking error e in equation 3.5. The
coecient (relevant transfer) of is then given by:
T = PC(I +PC)
1
(3.6)
and denoted as the complementary sensitivity T. This name is induced by the following
simple relation that can easily be veried:
S +T = I (3.7)
and for SISO (Single Input Single Output) systems this turns into:
S +T = 1 (3.8)
This relation has a crucial and detrimental inuence on the ultimate performance of the
total control system! If we want to choose S very close to zero for reasons of disturbance
and tracking we are necessarily left with a T close to 1 which introduces the full sensor
noise in the output and vice versa. Ergo optimality will be some compromise and the
more because, as we will see, some aims relate to S and others to T.
3.5 Actuator saturation avoidance.
The input signal of the actuator is indicated by x in Fig. 3.1 because the actuator was
thought to be incorporated into the plant transfer P. This signal x should be restricted
to the input range of the actuator to avoid saturation. Its relation to all exogenous inputs
is simply derived as:
x = (I +CP)
1
C(r d) = C(I +PC)
1
. .. .
R
(r d) (3.9)
The relevant (underbraced) transfer is named control sensitivity for obvious reasons and
symbolised by R thus:
R = C(I +PC)
1
(3.10)
In order to keep x small enough we have to make sure that the control sensitivity R is small
in the bands of r, and d. Of course with proper relative weightings and small still to
be dened. Notice also that R is very similar to T apart from the extra multiplication by
P in T. We will interprete later that this P then functions as an weighting that cannot be
inuenced by C as P is xed. So R can be seen as a weighted T and as such the actuator
saturation claim opposes the other aims related to S. Also in LQG-design we have met
this contradiction in a more two-faced disguise:
Actuator saturation was prevented by proper choice of the weights R and Q in the
design of the state feedback for disturbance reduction.
The eect of the measurement noise was properly outweighted in the observer design.
Also the stability was stated in LQG, but its robustness and the robustness of the total
performance was lacking and hard to introduce. In this 1
- context this comes quite

naturally as follows:
3.6 Robust stability.
Robustness of the stability in the face of model errors will be treated here rather shortly
as more details will follow in chapter 5. The whole concept is based on the so-called
small gain theorem which trivially applies to the situation sketched in Fig. 3.2 . The
Figure 3.2: Closed loop with loop transfer H.
stable transfer H represents the total looptransfer in a closed loop. If we require that the
modulus (amplitude) of H is less than 1 for all frequencies it is clear from Fig. 3.3 that the
polar curve cannot encompass the point -1 and thus we know from the Nyquist criterion
that the loop will always constitute a stable system. So stability is guaranteed as long as:
Figure 3.3: Small gain stability in Nyquist space
3.6. ROBUST STABILITY. 25
| H |
def
= sup
[H(j)[ < 1 (3.11)

Sup stands for supremum which eectively indicates the maximum. (Only in case that
the supremum is approached at within any small distance but never really reached it is
not allowed to speak of a maximum.) Notice that we have used no information concerning
the phase angle which is typically 1
. In above fomula we get the rst taste of 1
by
the simultaneous denition of the innity norm indicated by | . |
. More about this in

chapter 5 where we also learn that for MIMO systems the small gain condition is given
by:
| H |
def
= sup
(H(j)) < 1 (3.12)

The denotes the maximum singular value (always real) of the transfer H (for the
under consideration).
All together, these conditions may seem somewhat exaggerated, because transfers, less
than one, are not so common. The actual application is therefore somewhat nested and
very depictively indicated in literature as the baby small gain theorem illustrated in
Fig. 3.4. In the upper blockscheme all relevant elements of Fig. 3.1 have been displayed
C P
P

,
`
+
+
P

`

= R
< equivalent > C(I +PC)
1 , ,
.
.
Figure 3.4: Baby small gain theorem for additive model error.
in case we have to deal with an additive model error P. We now consider the baby
loop as indicated containing P explicitly. The lower transfer between the output and
the input of P, as once again illustrated in Fig. 3.5, can be evaluated and happens to
Figure 3.5: Control sensitivity guards stability robustness for additive model error.
be equal to the control sensitivity R as shown in the lower blockscheme. (Actually we get
a minus sign that can be joined to P. Because we only consider absolute values in the
small gain theorem, this minus sign is irrelevant: it just causes a phase shift of 180
0
which
leaves the conditions unaltered.) Now it is easy to apply the small gain theorem to the
total looptransfer H = RP. The innity norm will appear to be an induced operator
norm in the mapping between identical signal spaces L
2
in chapter 5 and as such it follows
Schwartz inequality so that we may write:
| RP |
| R |
| P |
(3.13)
Ergo, if we can guarantee that:
| P |
(3.14)
a sucient condition for stability is:
| R |
< (3.15)
If all we require from P is stated in equation 3.13 then it is easy to prove that the
condition on R is also a necessary condition. Still this is a rather crude condition but it
can be rened by weighting over the frequency axis as will be shown in chapter 5. Once
again from Fig. 3.5 we recognise that the robustness stability constraint eectively limits
the feedback from the point, where both the disturbance and the output of the model
error block P enter, and the input of the plant such that the loop transfer is less than
one. The smaller the error bound 1/ the greater the feedback can be and vice versa!
We so analysed the eect of additive model error P. Similarly we can study the
eect of multiplicative error which is very easy if we take:
P
true
= P + P = (I + )P (3.16)
where obviously is the bounded multiplicative model error. (Together with P it evi-
dently constitutes the additive model error P.) In similar blockschemes we now get Figs.
3.6 and 3.7. The baby-loop now contains explicitly and we notice that transfer P
C P

,
`
`

= T
< equivalent > PC(I +PC)
1 , ,
.
`
,
`

+
Figure 3.6: Baby small gain theorem for multiplicative model error.
Figure 3.7: Complementary sensitivity guards stability robustness for multiplicative model
error
is somewhat displacedout of the additive perturbation block. The result is that sees
3.7. PERFORMANCE ROBUSTNESS. 27
itself fed back by (minus) the complementary sensitivity T . (The P has, so to speak,
been taken out of P and adjoined to R yielding T.) If we require that:
| |
(3.17)
the robust stability follows from:
| T |
| T |
| |
1 (3.18)
yielding as nal condition:
| T |
< (3.19)
Again proper weighting may rene the condition.
3.7 Performance robustness.
Till now, all aims could be grouped around either the sensitivity S or the complementary
sensitivity T. Once we have optimised some balanced criterion in both S and T and
thus obtained a nominal performance, we wish that this performance is kept more or less,
irrespective of the inevitable model errors. Consequently, performance robustness requires
that S and T change only slightly, if P is close to the true transfer P
t
. We can analyse
the relative errors in these quantities for SISO plants:
S
t
S
S
t
=
(1 +P
t
C)
1
(1 +PC)
1
(1 +P
t
C)
1
= (3.20)
=
1 +PC 1 P
t
C
1 +PC
=
P
P
PC
1 +PC
= T (3.21)
and:
T
t
T
T
t
=
P
t
C(1 +P
t
C)
1
PC(1 +PC)
1
P
t
C(1 +P
t
C)
1
= (3.22)
=
P
t
C PC
P
t
C(1 +PC)
=
P
P
P
P
t
1
1 +PC
S (3.23)
As a result we note that in order to keep the relative change in S small we have to take
the product of and T small. The smaller the error bound is, the greater a T can we
aord and vice versa. But what is astonishingly is that the smaller S is and consequently
the greater the complement T is (see equation 3.7), the less robust is this performance
measured in S. The same story holds for the performance measured in T where the
robustness depends on the complement S. This explains the remark in chapter 1 that
increase of performance for a particular nominal model P decreases its robustness for
model errors. So also in this respect the controller will have to be a compromise!
Summary
We can distinguish two competitive groups because S + T = I. One group centered
around the sensitivity that requires the controller C to be such that S is small and can
be listed as:
disturbance rejection
tracking
robustness of T
The second group centers around the complementary sensitivity and requires the controller
C to minimise T:
avoidance of sensor noise
avoidance of actuator saturation
stability robustness
robustness of S
If we were dealing with real numbers only, the choice would be very easy and limited.
Remembering that
S = (I +PC)
1
(3.24)
T = PC(I +PC)
1
(3.25)
a large C would imply a small S but T I while a small C would yield a small T and
S I. Besides, for no feedback, i.e. C = 0, , necessarily T 0 and S I. This
is also true for very large when all physical processes necessarily have a zero transfer
(PC 0). So ultimately for very high frequencies, the tracking error and the disturbance
eect is inevitably 100%.
This may give some rough ideas of the eect of C, but the real impact is more dicult
as:
We deal with complex numbers .
The transfer may be multivariable and thus we encounter matrices.
The crucial quantities S and T involve matrix inversions (I +PC)
1
The controller C may only be chosen from the set of stabilising controllers.
It happens that we can circumvent the last two problems, in particular when we are dealing
with a stable transfer P. This can be done by means of the internal model control concept
as shown in the next chapter. We will later generalise this for also unstable nominal
processes.
3.8. EXERCISES 29
3.8 Exercises
3.1:
C P

,
`

r
+
+
+
+
u
d
+
+
y
a) Derive by reasoning that in the above scheme internal stability is guaranteed if
all transfers from u
and d to u and y are stable.

b) Analyse the stability for
P =
1
1 s
(3.26)
C =
1 s
1 +s
(3.27)
3.2:
P
C
2
C
3
C
1

, ,
`
r +
d
+
+ y
Which transfers in the given scheme are relevant for:
a) disturbance reduction
b) tracking
Chapter 4
Internal model control
In the internal model control scheme, the controller explicitly contains the nominal model
of the process and it appears that, in this structure, it is easy to denote the set of all
stabilising controllers. Furthermore, the sensitivity and the complementary sensitivity
take very simple forms, expressed in process and controller transfer, without inversions. A
severe condition for application is that the process itself is a stable one.
In Fig. 4.1 we repeat the familiar conventional structure while in Fig. 4.2 the internal
Figure 4.1: Conventional control structure.
model structure is shown. The dierence actually is the nominal model which is fed by the
Figure 4.2: Internal model controller concept.
same input as the true process, while only the dierence of the measured and simulated
output is fed back. Of course, it is allowed to subtract the simulated output from the
feedback loop after the entrance of the reference yielding the structure of Fig. 4.3. The
similarity with the conventional structure is then obvious, where we identify the dashed
block as the conventional controller C. So it is easy to relate C and the internal model
control block Q as:
C = Q(I PQ)
1
(4.1)
31
32 CHAPTER 4. INTERNAL MODEL CONTROL
Figure 4.3: Equivalence of the internal model and the conventional structure.
and from this we get:
C CPQ = Q (4.2)
so that reversely:
Q = (I +CP)
1
C = C(I +PC)
1
= R (4.3)
Remarkably, the Q equals the previously encountered control sensitivity R! The reason
behind this becomes clear, if we consider the situation where the nominal model P exactly
equals the true process P
t
. As outlined before, we have no other choice than taking P = P
t
for the synthesis and analysis of the controller. Renement can only occur by using the
information about the model error P that will be done later. If then P = P
t
, it is
obvious from Fig. 4.2 that only the disturbance d and the measurement noise are fed
back because the outputs of P and P
t
are equal. Also the condition of stability of P
is then trivial, because there is no way to correct for ever increasing but equal outputs
of P and P
t
(due to instability) by feedback. Since only d and are fed back, we may
draw the equivalent as in Fig. 4.4. So, eectively, there seems to be no feedback in this
Figure 4.4: Internal model structure equivalent for P = P
t
.
structure and the complete system is stable, i (i.e. if and only if) transfer Q = R is stable,
because P was already stable by condition. This is very revealing, as we now simply have
the complete set of all controllers that stabilise P! We only need to search for proper
stabilising controllers C by studying the stable transfers Q. Furthermore, as there is no
actual feedback in Fig. 4.4 the sensitivity and the complementary sensitivity contain no
inversions, but take so-called ane expressions in the transfer Q, which are easily derived
as:
T = PR = PQ
S = I T = I PQ
(4.4)
Extreme designs are now immediately clear:
minimal complementary sensitivity T:
T = 0 S = I Q = 0 C = 0 (4.5)
33
there is obviously neither feedback nor control causing:
no measurement inuence (T=0)
no actuator saturation (R=Q=0)
100% disturbance in output (S=I)
100% tracking error (S = I)
stability (P
t
was stable)
robust stability (R=Q=0 and T=0)
robust S (T=0), but this performance can hardly be worse.
minimal sensitivity S:
S = 0 T = I Q = P
1
C = (4.6)
if at least P
1
exists and is stable, we get innite feedback causing:
all disturbance is eliminated from the output (S = 0)
y tracks r exactly (S=0)
y is fully contaminated by measurement noise (T = I)
stability only in case Q = P
1
is stable
very likely actuator saturation (Q = R will tend to innity see later)
questionable robust stability (Q = R will tend to innity see later)
robust T (S = 0), but this performance can hardly be worse too.
Once again it is clear that a good control should be a well designed compromise between
the indicated extremes. What is left is to analyse the possibility of the above last sketched
extreme where we needed that PQ = I and Q is stable.
It is obvious that the solution could be Q = P
1
if P is square and invertible and the
inverse itself is stable. If P is wide (more inputs than outputs) the pseudo inverse would
suce under the condition of stability. If P is tall (less inputs than outputs) there is no
solution though. Nevertheless, the problem is more severe, because we can show that,
even for SISO systems, the proposed solution yielding innite feedback is not feasible
for realistic, physical processes. For a SISO process, where P becomes a scalar transfer,
inversion of P turn poles into zeros and vice versa. Let us take a simple example:
P =
s b
s +a
, a > 0 , b > 0 P
1
=
s +a
s b
(4.7)
where the corresponding pole/zero-plots are shown in Fig. 4.5.
Figure 4.5: Pole zero inversion of nonminimum phase,stable process.
It is clear that the original zeros of P have to live in the open (stable) left half plane,
because they turn into the poles of P
1
that should be stable. Ergo, the given example,
where this is not true, is not allowed. Processes which have zeros in the closed right half
plane, named nonminimum phase, thus cause problems in obtaining a good performance
in the sense of a small S.
In fact poles and zeros in the open left half plane can easily be compensated for by
Q. Also the poles in the closed right half plane cause no real problems as the rootloci
from them in a feedback can be drawn over to the left plane in a feedback by putting
zeros there in the controller. The real problems are due to the nonminimum phase zeros
i.e. the zeros in the closed right half plane, as we will analyse further. But before doing
so, we have to state that in fact all physical plants suer more or less from this negative
property.
We need some extra notion about the numbers of poles and zeros, their denition and
considerations for realistic, physical processes. Let np denote the number of poles and
similarly nz the number of zeros in a conventional, SISO transfer function where denomi-
nator and numerator are factorised. We can then distinguish the following categories by
the attributes:
proper if np nz
biproper if np = nz
strictly proper if np > nz
nonproper if np < nz
Any physical process should be proper because nonproperness would involve:
lim
P(j) = (4.8)
so that the process would eectively have poles at innity, would have an innitely
large transfer at innity and would certainly start oscillating at frequency = . On
the other hand a real process can neither be biproper as it then should still have a nite
transfer for = and at that frequency the transfer is necessarily zero. Consequently
any physical process is by nature strictly proper. But this implies that:
lim
P(j) = 0 (4.9)
and thus P has eectively (at least) one zero at innity which is in the closed right
half space! Take for example:
P =
K
s +a
, a > 0 P
1
=
s +a
K
(4.10)
and consequently Q = P
1
cannot be realised as it is nonproper.
4.1 Maximum Modulus Principle.
The disturbing fact about nonminimum phase zeros can now be illustrated with the use
of the so-called Maximum Modulus Principle which claims:
H 1
:| H |
[H(s)[
sC
+ (4.11)
It says that for all stable transfers H (i.e. no poles in the right half plane denoted
by C
+
) the maximum modulus on the imaginary axis is always greater than or equal
4.2. SUMMARY. 35
to the maximum modulus in the right half plane. We will not prove this, but facilitate
its acceptance by the following concept. Imagine that the modulus of a stable transfer
function of s is represented by a rubber sheet above the s-plane. Zeros will then pinpoint
the sheet to the zero, bottom level, while poles will act as innitely high spikes lifting the
sheet. Because of the strictly properness of the transfer, there is a zero at innity, so that,
in whatever direction we travel, ultimately the sheet will come to the bottom. Because of
stability there are no poles and thus spikes in the right half plane. It is obvious that such
a rubber landscape with mountains exclusively in the left half plane will gets its heights
in the right half plane only because of the mountains in the left half plane. If we cut it
precisely at the imaginary axis we will notice only valleys at the right hand side. It is
always going down at the right side and this is exactly what the principle tells.
We are now in the position to apply the maximum modulus principle to the sensitivity
function S of a nonminimum phase SISO process P:
| S |
= sup
[S(j)[ [S(s)[
sC
+ = [1 PQ[
sC
+
s=zn
....
= 1 (4.12)
where zn (C
+
) is any nonminimum phase zero of P. As a consequence we have to accept
that for some the sensitivity has to be greater than or equal to 1. For that frequency
the disturbance and the tracking errors will thus be minimally 100%! So for some band
we will get disturbance amplication if we want to decrease it by feedback in some other
(mostly lower) band. That seems to be the price. And reminding the rubber landscape,
it is clear that this band, where S > 1, is the more low frequent the closer the troubling
zero is to the origin of the s-plane!
By proper weighting over the frequency axis we can still optimise a solution. For an
appropriate explanation of this weighting procedure we rst present the intermezzo of the
next chapter about the necessary norms.
4.2 Summary.
It has been shown that internal model control can greatly facilitate the design procedure of
controllers. It only holds, though, for stable processes and the generalisation to unstable
systems has to wait until chapter 11. Limitations of control are recognised in the eects
of nonminimum phase zeros of the plant and in fact all physical plant suer from these at
least at innity.
4.3 Exercises
4.1:
P
P
t
Q

`
,
`
r +
u
1
u
2
y
t
y
+
+
+
+
+
u
a) Derive by reasoning that for IMC internal model stability is guaranteed if all
transfers from r, u
1
and u
2
to y
t
, y and u are stable. Take all signal lines to be
single.
b) To which simple a condition this boils down if P = P
t
?
c) What if P = P
t
?
4.2: For the general scheme let P = P
t
= 1.
Suppose that d is white noise with power density
dd
= 1 and similarly that is white
noise with power density
= .01.
a) Design for an IMC set-up a Q such that the power density
yy
is minimal. (As you
are dealing with white noises all variables are constants independent of the frequency
.) Compute
yy
, S, T, Q and C. What is the bound on | P |
for guaranteed
stability ?
b) In order not to saturate the actuator we now add the extra constraint
uu
< .101
. Answer a) again under this condition. Is the controlled system more robust now ?
4.3: Given:
P =
s 1
s + 2
(4.13)
C =
K(s + 2)
s +
(4.14)
S =
1
1 +PC
(4.15)
a) Show that for any S > 1 .
b) We want to obtain good tracking for a low pass band as broad as possible. At
least the nal error for a step input should be zero. What can we reach by variation
of K and ? (MATLAB can be useful)
c) The same question a) but now the zero of P is at 1.
Chapter 5
Signal spaces and norms
5.1 Introduction
In the previous chapters we dened the concepts of sensitivity and complementary sen-
sitivity and we expressed the desire to keep both of these transfer functions small in a
frequency band of interest. In this chapter we will quantify in a more precise way what
small means. In this chapter we will quantify the size of a signal and the size of a system.
We will be rather formal to combine precise denitions with good intuition. A rst sec-
tion is dedicated to signals and signal norms. We then consider input-output systems and
dene the induced norm of an input-output mapping. The 1
norm and the 1

2
norm of
a system are dened and interpreted both for single input single output systems, as well
as for multivariable systems.
5.2 Signals and signal norms
We will start this chapter with some system theoretic basics which will be needed in the
sequel. In order to formalize concepts on the level of systems, we need to rst recall some
basics on signal spaces. Many physical quantities (such as voltages, currents, temperatures,
pressures) depend on time and can be interpreted as functions of time. Such functions
quantify how information evolves over time and are called signals. It is therefore logical
to specify a time set T, indicating the time instances of interest. We will think of time as
a one dimensional entity and we therefore assume that T R. We distinguish between
continuous time signals (T a possibly innite interval of R) and discrete time signals (T
a countable set). Typical examples of frequently encountered time sets are nite horizon
discrete time sets T = 0, 1, 2, . . . N, innite horizon discrete time sets T = Z
+
or T = Z
or, for sampled signals, T = k
s
[ k Z where
s
> 0 is the sampling time. Examples
of continuous time sets include T = R, T = R
+
or intervals T = [a, b].
The values which a physically relevant signal assumes are usually real numbers. How-
ever, complex valued signals, binary signals, nonnegative signals, angles and quantized
signals are very common in applications, and assume values in dierent sets. We therefore
introduce a signal space W, which is the set in which a signal takes its values.
Denition 5.1 A signal is a function s : T W where T R is the time set and W is
a set, called the signal space.
More often than not, it is necessary that at each time instant t T, a number of
physical quantities are represented. If we wish a signal s to express at instant t T a
37
38 CHAPTER 5. SIGNAL SPACES AND NORMS
total of q > 0 real valued quantities, then the signal space W consists of q copies of the
set of real numbers, i.e.,
W = R . . . R
. .. .
q copies
which is denoted as W = R
q
. A signal s : T R
q
thus represents at each time instant
t T a vector
s(t) =
s
1
(t)
s
2
(t)
.
.
.
s
q
(t)
where s
i
(t), the i-the component, is a real number for each time instant t.
The size of a signal is measured by norms. Suppose that the signal space is a complex
valued q-dimensional space, i.e. W = C
q
for some q > 0. We will attach to each vector
w = (w
1
, w
2
, . . . w
q
)
W its usual length

[w[ :=
1
w
1
+w
2
w
2
+. . . +w
q
w
q
which is the Euclidean norm of w. (Here, w
denotes the complex conjugate of the complex

number w. That is, if w = x + jy with x the real part and y the imaginary part of w,
then w
= x jy). If q = 1 this expresses the absolute value of w, which is the reason

for using this notation. This norm will be attached to the signal space W, and makes it
a normed space.
Signals can be classied in many ways. We distinguish between continuous and discrete
time signals, deterministic and stochastic signals, periodic and a-periodic signals.
5.2.1 Periodic and a-periodic signals
Denition 5.2 Suppose that the time set T is closed under addition, that is, for any two
points t
1
, t
2
T also t
1
+t
2
T. A signal s : T W is said to be periodic with period P
(or P-periodic) if
s(t) = s(t +P), t T.
A signal that is not P-periodic for any P is a-periodic.
Common time sets such as T = Z or T = R are closed under addition, nite time sets
such as intervals T = [a, b] are not. Well known examples of continuous time periodic
signals are sinusoidal signals s(t) = Asin(t +) or harmonic signals s(t) = Ae
jt
. Here,
A, and are constants referred to as the amplitude, frequency (in rad/sec) and phase,
respectively. These signals have frequency /2 (in Hertz) and period P = 2/. We
emphasize that the sum of two periodic signals does not need to be periodic. For example,
s(t) = sin(t) + sin(t) is a-periodic. The class of all periodic signals with time set T will
be denoted by {(T).
5.2.2 Continuous time signals
It is convenient to introduce various signal classications. First, we consider signals which
have nite energy and nite power. To introduce these signal classes, suppose that I(t)
denotes the current through a resistance R producing a voltage V (t). The instantaneous
power per Ohm is p(t) = V (t)I(t)/R = I
2
(t). Integrating this quantity over time, leads
to dening the total energy (in Joules). The per Ohm energy of the resistance is therefore
[I(t)[
2
dt Joules.
5.2. SIGNALS AND SIGNAL NORMS 39
Denition 5.3 Let s be a signal dened on the time set T = R. The energy content E
s
of s is dened as
E
s
:=
[s(t)[
2
dt
If E
s
< then s is said to be a (nite) energy signal.
Clearly, not all signals have nite energy. Indeed, for harmonic signals s(t) = ce
jt
we
have that [s(t)[
2
= [c[
2
so that E
s
= whenever c = 0. In general, the energy content of
periodic signals is innite. We therefore associate with periodic signals their power:
Denition 5.4 Let s be a continuous time periodic signal with period P. The power of
s is dened as
P
s
:=
1
P
t
0
+P
t
0
[s(t)[
2
dt (5.1)
where t
0
R. If P
s
< then s is said to be a (nite) power signal.
In case of the resistance, the power of a (periodic) current I is measured per period and
will be in Watt. It is easily seen that the power is independent of the initial time instant t
0
in (5.1). A signal which is periodic with period P is also periodic with period nP, where
n is an integer. However, it is a simple exercise to verify that the right hand side of (5.1)
does not change if P is replaced by nP. It is in this sense that the power is independent of
the period of the signal. We emphasize that all nonzero nite power signals have innite
energy.
Example 5.5 The sinusoidal signal s(t) = Asin(t+) is periodic with period P = 2/,
has innite energy and has power
P
s
=

2
/
/
A
2
sin
2
(t +) dt =
A
2
2
sin
2
( +) d = A
2
/2.
Let s : T R
q
be a continuous time signal. The most important norms associated
with s are the innity-norm, the two-norm and the one-norm dened either over a nite
or an innite interval T. They are dened as follows
| s |
= max
i
sup
tT
[s
i
(t)[ (5.2)
| s |
2
=
tT
[s(t)[
2
dt
1/2
(5.3)
| s |
1
=
tT
[s(t)[dt (5.4)
More generally, the p-norm, with 1 p < , for continuous time signals is dened as
| s |
p
=
tT
[s(t)[
p
1/p
.
Note that these quantities are dened for nite or innite time sets T. In particular, if
T = R, |s|
2
2
= E
s
, i.e the energy content of a signal is the same as the square of its
2-norm.
Remark 5.6 To be precise, one needs to check whether these quantities indeed dene
norms. Recall from your very rst course of linear algebra that a norm is dened as a
real-valued function which assigns to each element s of a vector space a real number | s |,
called the norm of s, with the properties that
1. | s | 0 and | s |= 0 if and only if s = 0.
2. | s
1
+s
2
| | s
1
| + | s
2
| for all s
1
and s
2
.
3. | s |= [[ | s | for all C.
The quantities dened by | s |
, | s |
2
and | s |
1
indeed dene (signal) norms and have
the properties 1,2 and 3 of a norm.
Example 5.7 The sinusoidal signal s(t) := Asin(t + ) for t 0 has nite amplitude
| s |
= A but its two-norm and one-norm are innite.

Example 5.8 As another example, consider the signal s(t) which is described by the
dierential equations
dx
dt
= Ax(t);
s(t) = Cx(t)
(5.5)
where A and C are real matrices of dimension n n and 1 n, resp. It is clear that s is
uniquely dened by these equations once an initial condition x(0) = x
0
has been specied.
Then s is equal to s(t) = Ce
At
x
0
where we take t 0. If the eigenvalues of A are in the
left-half complex plane then
| s |
2
2
=

0
x
T
0
e
A
T
t
C
T
Ce
At
x
0
dt = x
T
0
Mx
0
with the obvious denition for M. The matrix M has the same dimensions as A, is
symmetric and is called the observability gramian of the pair (A, C). The observability
gramian M is a solution of the equation
A
T
M +MA+C
T
C = 0
which is the Lyapunov equation associated with the pair (A, C).
The sets of signals for which the above quantities are nite will be of special interest.
Dene
L
(T) = s : T W [ | s |
<
L
2
(T) = s : T W [ | s |
2
<
L
1
(T) = s : T W [ | s |
1
<
{(T) = s : T W [
P
s
<
Then L
(T), L
2
(T) and L
1
(T) are normed linear signal spaces of continuous time signals.
{ is not a linear space as the sum of two periodic signals need not be periodic. We will
drop the T in the above signal spaces whenever the time set is clear from the context. As
an example, the sinusoidal signal of Example 5.7 belongs to L
[0, ) and {[0, ), but

not to L
2
[0, ) and neither to L
1
[0, ).
For either nite or innite time sets T, the space L
2
(T) is a Hilbert space with inner
product dened by
's
1
, s
2
` =
tT
s
T
2
(t)s
1
(t) dt.
Two signals s
1
and s
2
are orthogonal if 's
1
, s
2
` = 0. This is a natural extension of
orthogonality in R
n
.
5.2. SIGNALS AND SIGNAL NORMS 41
The Fourier transforms
Let s : R R be a periodic signal with period P. The complex numbers
s
k
:=
1
P
P/2
P/2
s(t)e
jkt
dt, k Z.
where = 2/P, are called the Fourier coecients of s and, whenever the summation
k=
[s
k
[ < , the innite sum
s(t) :=
k=
s
k
e
jkt
(5.6)
converges for all t R. Moreover, if s is continuous
1
then s(t) = s(t) for all t R.
A continuous P-periodic signal can therefore be uniquely reconstructed from its Fourier
coecients by using (5.6). The sequence s
k
, k Z, is called the (line) spectrum of s.
Since the line spectrum uniquely determines a continuous periodic signal, properties of
these signals can be expressed in terms of their line spectrum. Parseval taught us that the
power of a P-periodic signal s satises
P
s
=
k=
[s
k
[
2
.
Similarly, for a-periodic continuous time signals s : R R for which the norm |s|
1
<
,
s() :=
s(t)e
jt
dt, R. (5.7)
is a well dened function for all R. The function s is called the Fourier transform, the
spectrum or frequency spectrum of s and gives a description of s in the frequency domain
or -domain. There holds that
s(t) =
1
2
s()e
jt
d, t R. (5.8)
which expresses that the function s can be recovered from its Fourier transform. Equa-
tion (5.8) is usually referred to as the inverse Fourier transform of s. Using Parseval, it
follows that if s is an energy signal, then also s is an energy signal, and
E
s
=
[s(t)[
2
dt =
1
2
[ s()[
2
d =
1
2
E
s
.
5.2.3 Discrete time signals
For discrete time signals s : T R
q
a similar classication can be set up. The most
important norms are dened as follows.
| s |
= max
i
sup
tT
[s
i
(t)[ (5.9)
| s |
2
=
tT
[s(t)[
2
1/2
(5.10)
| s |
1
=
tT
[s(t)[ (5.11)
1
In fact, it suces to assume that s is piecewise smooth, in which case s(t) = (s(t
+
) + s(t
))/2.
More generally, the p-norm, with 1 p < , for discrete time signals is dened as
| s |
p
=
tT
[s(t)[
p
1/p
.
Note that in all these cases the signal may be dened either on a nite or an innite
discrete time set.
Example 5.9 A discrete time impulse is a signal s : Z R with
s(t) =
1 for t = 0
0 for t = 0
.
The amplitude of this signal | s |
= 1, its two-norm | s |
2
= 1 and it is immediate that
als its one-norm | s |
1
= 1.
Example 5.10 The signal s(t) := (1/2)
t
with nite time set T = 0, 1, 2 has amplitude
| s |
= 1, two-norm | s |
2
= (
2
t=0
[(1/2)
t
[
2
)
1/2
= 1 +1/4 +1/16 = 21/16 and one-norm
| s |
1
= 1 + 1/2 + 1/4 = 7/4.
Example 5.11 The Fibonacci sequence (1, 1, 2, 3, 5, 8, 13, . . .) (got the idea?) can be
viewed as a signal s : Z
+
N with s(t) the t-th element of the sequence. Note that
| s |
=| s |
2
=| s |
1
= for this signal. Obviously, not all signals have nite norms.
As in the previous subsection, nite norm signals are of special interest and dene the
following normed signal spaces
(T) = s : T W [ | s |
<
2
(T) = s : T W [ | s |
2
<
1
(T) = s : T W [ | s |
1
<
for discrete time signals. We emphasize that these are sets of signals. Again, the argument
T will be omitted whenever the time set T is clear from the context. The discrete time
impulse s dened in Example 5.9 thus belongs to
,
2
and
1
. It is easily seen that any
of these signal spaces are linear normed spaces. This means that, whenever two signals
s
1
, s
2
belong to
(say), then s
1
+s
2
and s
1
also belong to
for any real number .

5.2.4 Stochastic signals
Occasionally we consider stocastic signals in this course. We will not give a complete
treatise of stochastic system theory at this place but instead recall a few concepts.A
stationary stochastic process is a sequence of real random variablesu(t) where t runs over
some time set T. By denition of stationarity,its mean, (t) := c[u(t)] is independent
of the time instant t, and the second order moment c[u(t
1
)u(t
2
)] depends only on the
dierence t
1
t
2
. The covariance of such a process is dened by
R
u
() := c
(u(t +) )(u(t) )
where = (t) = c[u(t)] is the mean. A stochastic (stationary) process u(t) is called a
white noise process if its mean = c[u(t)] = 0 and if u(t
1
) and u(t
2
) are uncorrelated for
all t
1
= t
2
. Stated otherwise, the covariance of a (continuous time) white noise process
5.3. SYSTEMS AND SYSTEM NORMS 43
is R
u
() =
2
(). The number
2
is called the variance. The Fourier transform of the
covariance function R
u
() is
u
() :=
R
u
()e
j
d
and is usually referred to as the power spectrum, energy spectrum or just the spectrum of
the stochastic process u.
5.3 Systems and system norms
A system is any set o of signals. In engineering we usually study systems which have quite
some structure. It is common engineering practice to consider systems whose signals are
naturally decomposed in two independent sets: a set of input signals and a set of output
signals. A system then species the relations among the input and output signals. These
relations may be specied by transfer functions, state space representations, dierential
equations or whatever mathematical expression you can think of. We nd this theme
in almost all applications where lter and control design are used for the processing of
signals. Input signals are typically assumed to be unrestricted. Filters are designed so
as to change the frequency characteristics of the input signals. Output signals are the
responses of the system (or lter) after excitation with an input signal. For the purpose of
this course, we exclusively consider systems in which an input-output partitioning of the
signals has already been made. In engineering applications, it is good tradition to depict
input-output systems as blocks as in Figure 5.3, and you probably have a great deal
of experience in constructing complex systems by interconnecting various systems using
block diagrams. The arrows in Figure 5.3 indicate the causality direction.
Remark 5.12 Also a word of warning concerning the use of blocks is in its place. For
example, many electrical networks do not have a natural input-output partition of system
variables, neither need such a partitioning of variables be unique. Ohms law V = RI
imposes a simple relation among the signals voltage V and current I but it is not
evident which signal is to be treated as input and which as output.
H
u(t)
y(t)
Figure 5.1: Input-output systems: the engineering view
The mathematical analog of such a block is a function or an operator H mapping
inputs u taken from an input space | to output signals y belonging to an output space \.
We write
H : | \.
Remark 5.13 Again a philosocal warning is in its place. If an input-output system is
mathematically represented as a function H, then to each input u |, H attaches a
unique output y = H(u). However, more often than not, the memory structure of many
physical systems allows various outputs to correspond to one input signal. A capacitor C
imposes the relation C
d
dt
V = I on voltage-current pairs V, I. Taking I = 0 as input allows
the output V to be any constant signal V (t) = V
0
. Hence, there is no obvious mapping
I V modeling this simple relationship!
Of course, there are many ways to represent input-output mappings. We will be partic-
ularly interested in (input-output) mappings dened by convolutions and those dened by
transfer functions. Undoubtedly, you have seen various of the following denitions before,
but for the purpose of this course, it is of importance to understand (and fully appreciate)
the system theoretic nature of the concepts below. In order not to complicate things from
the outset, we rst consider single input single output continuous time systems with time
set T = R and turn to the multivariable case in the next section. This means that we will
focus on analog systems. We will not treat discrete time (or digital) systems explicitly, for
their denitions will be similar and apparent from the treatment below.
In a (continuous time) convolution system, an input signal u | is transformed to an
output signal y = H(u) according to the convolution
y(t) = (Hu)(t) = (h u)(t) =
h(t )u()d (5.12)

where h : R R is a function called the convolution kernel. In system theoretic language,
h is usually referred to as the impulse response of the system, as the output y is equal
to h whenever the input u is taken to be a Dirac impulse u(t) = (t). Obviously, H
denes a linear map (as H(u
1
+u
2
) = H(u
1
) +H(u
2
) and H(u) = H(u)) and for this
reason the corresponding input-output system is also called linear. Moreover, it denes a
time-invariant system in the sense that H maps the time shifted input signal u(t t
0
) to
the time shifted output y(t t
0
).
No mapping is well dened if we are lead to guess what the domain | of H should be.
There are various options:
One can take bounded signals, i.e., | = L
.
One can take harmonic signals, i.e., | = ce
jt
[ c C, R.
One can take energy signals, i.e., | = L
2
.
One can take periodic signals with nite power, i.e., | = {.
The input class can also exist of one signal only. If we are interested in the impulse
response only, we take | = .
One can take white noise stochastic processes as inputs. In that case | consists of
all stationary zero mean signals u with nite covariance R
u
() =
2
().
Example 5.14 For example, the response to a harmonic input signal u(t) = e
jt
is given
by
y(t) =
h()e
j(t)
d =
h()e
jt
where

h is the Fourier transform of h as dened in (5.7).
Example 5.15 A P-periodic signal with line spectrum u
k
, k Z, can be represented
as u(t) =

k=
u
k
e
jkt
where = 2/P and its corresponding output is given by
y(t) =
k=
h(k)u
k
e
jkt
.
Consequently, y is also periodic with period P and the line spectrum of the output is given
by y
k
=
h(k)u
k
, k Z.
Assume that both | and \ are normed linear spaces. Then we call H bounded if there
is a constant M 0 such that
| H(u) | M | u | .
Note that the norm on the left hand side is the norm dened on signals in the output
space \ and the norm on the right hand side corresponds to the norm of the input signals
in |. In system theoretic terms, boundednes of H can be interpreted in the sense that H
is stable with respect to the chosen input class and the corresponding norms. If a linear
map H : | \ is bounded then its norm | H | can be dened in several alternative
(and equivalent) ways:
| H | = inf
M
M [ | Hu | M | u |, for all u |
= sup
uU,u=0
| Hu |
| u |
= sup
uU,u1
| Hu |
= sup
uU,u=1
| Hu |
(5.13)
For linear operators, all these expressions are equal and either one of them serves as
denition for the norm of an input-output system. The norm | H | is often called the
induced norm or the operator norm of H and it has the interpretation of the maximal
gain of the mapping H : | \. A most important observation is that
the norm of the input-output system dened by H depends on the class of inputs
| and on the signal norms for elements u | and y \. A dierent class of
inputs or dierent norms on the input and output signals results in dierent
operator norms of H.
5.3.1 The 1
norm of a system
Induced norms
Let T be a continuous time set. If we assume that the impulse response h : R R
satises | h |
1
=

[h(t)[dt < (in other words, if we assume that h L

1
), then H is
a stable system in the sense that bounded inputs produce bounded outputs. Thus, under
this condition,
H : L
(T) L
(T)
and we can dene the L
-induced norm of H as
| H |
(,)
:= sup
uL
| H(u) |
| u |
Interestingly, under the same condition, H also denes a mapping from energy signals to
energy signals, i.e.
H : L
2
(T) L
2
(T)
with the corresponding L
2
-induced norm
| H |
(2,2)
:= sup
uL
2
| H(u) |
2
| u |
2
In view of our denition of energy signals, this norm is also referred to as the induced
energy norm. The power does not dene a norm for the class { of periodic signals.
Nevertheless, Example 5.15 shows that
H : {(T) {(T)
and we dene the power-induced norm
|H|
pow
:= sup
Pu=0
P
y
P
u
.
The following result characterizes these system norms
Theorem 5.16 Let T = R or R
+
be the time set and let H be dened by (5.12). Suppose
that h L
1
. Then
1. the L
-induced norm of H is given by

| H |
(,)
=| h |
1
2. the L
2
-induced norm of H is given by
| H |
(2,2)
= max
R
[
h()[ (5.14)
3. the power-induced norm of H is given by
| H |
pow
= max
R
[
h()[ (5.15)
We will extensively use the above characterizations of the L
2
-induced and power-
induced norm. The rst characterization on the -induced norm is interesting, but will
not be further used in this course. The Fourier transform

h of the impulse response h is
generally referred to as the frequency response of the system (5.12). It has the property
that whenever h L
1
and u L
2
,
y(t) = (h u)(t) y() =
h() u() (5.16)

Loosely speaking, this result states that convolution in the time domain is equivalent to
multiplication in the frequency domain.
Remark 5.17 The quantity max
R
[
h()[ satises the axioms of a norm, and is precisely

equal to the L
-norm of the frequency response, i.e, |

h |
= max
R
[
h()[.
Remark 5.18 The frequency response can be written as
h() = [
h()[e
j()
.
Various graphical representations of frequency responses are illustrative to investigate
system properties like bandwidth, system gains, etc. A plot of [
h()[ and () as function

of R is called a Bode diagram. See Figure 5.2. In view of the equivalence (5.16) a
Bode diagram therefore provides information to what extent the system amplies purely
harmonic input signals with frequency R. In order to interpret these diagrams one
usually takes logarithmic scales on the axis and plots 20
10
log(
h()) to get units in

dB. Theorem 5.16 states that the L
2
induced norm of the system dened by (5.12)
equals the highest gain value occuring in the Bode plot of the frequency response of the
system. In view of Example 5.14, any frequency
0
for which this maximum is attained
has the interpretation that a harmonic input signal u(t) = e
j
0
t
results in a (harmonic)
output signal y(t) with frequency
0
and maximal amplitude [
h(
0
)[. (Unfortunately,
sin(
0
t) / L
2
, so we cannot use this insight directly in a proof of Theorem 5.16.)
10
3
10
2
10
1
10
0
10
1
20
0
20
40
Frequency (rad/sec)
G
a
i
n

d
B
10
3
10
2
10
1
10
0
10
1
90
180
0
Frequency (rad/sec)
P
h
a
s
e

d
e
g
Figure 5.2: A Bode diagram
To prove Theorem 5.16, we derive from Parsevals identity that
| H |
2
(2,2)
= sup
uL
2
| h u |
2
2
| u |
2
2
= sup
uL
2
1/(2) |

h u |
2
2
1/(2) | u |
2
2
= sup
uL
2
h()[
2
[ u()[
2
d
| u |
2
2
sup
uL
2
max
R
[
h()[
2
| u |
2
2
| u |
2
2
= max
R
[
h()[
2
which shows that | H |
(2,2)
max
R
[
h()[. Similarly, using Parsevals identity for

periodic signals
| H |
2
pow
= sup
P
sup
u is P-periodic
P
y
P
u
= sup
P
sup
u is P-periodic
k=
[
h(2k/P)u
k
[
2
k=
[u
k
[
2
sup
P
max
kZ
[
h(2k/P)[
2
= max
R
[
h()[
2
showing that | H |
pow
max
R
[
h()[. Theorem 5.16 provides equality for the latter

inequalities. For periodic signals (statement 3) this can be seen as follows. Suppose that
0
is such that
[
h(
0
)[ = max
R
[
h()[
Take a harmonic input u(t) = e
j
0
t
and note that this signal has power P
u
= 1 and line
spectrum u
1
= 1, u
k
= 0 for k = 1. From Example 5.14 it follows that the output y has
line spectrum y
1
=

h(
0
), and y
k
= 0 for k = 1, and using Parsevals identity, the output
has power P
y
= [
h(
0
)[
2
. We therefore obtain that
| H |
pow
=

h(
0
) = max
R
[
h()[
as claimed. The proof of statement 2 is more involved and will be skipped here.
The transfer function associated with (5.12) is the Laplace transform of the impulse
response h. This object will be denoted by H(s) (which the careful reader perceives as
poor and ambiguous notation at this stage
2
). Formally,
H(s) :=
h(t)e
st
dt
2
For we dened H already as the mapping that associates with u U the element H(u). However,
from the context it will always be clear what we mean
where the complex variable s is assumed to belong to an area of the complex plane where
the above integral is nite and well dened. The Laplace transforms of signals are dened
in a similar way and we have that
y = h u y() =

h() u() Y (s) = H(s)U(s).
If the Laplace transform exists in an area of the complex plane which includes the imagi-
nary axis, then the Fourier transform is simply

h() = H(j).
Remark 5.19 It is common engineering practice (the adjective good or bad is left
to your discretion) to denote Laplace transforms of signals u ambiguously by u. Thus
u(t) means something really dierent than u(s)! Whereas y(t) = H(u)(t) refers to the
convolution (5.12), the notation y(s) = Hu(s) is to be interpreted as the product of H(s)
and the Laplace transform u(s) of u(t). The notation y = Hu can therefore be interpreted
in two (equivalent) ways!
We return to our discussion of induced norms. The right-hand side of (5.14) and (5.15)
is dened as the 1
norm of the system (5.12).

Denition 5.20 Let H(s) be the transfer function of a stable single input single output
system with frequency response

h(). The 1
norm of H, denoted | H |
is the number
| H |
:= max
R
[
h()[. (5.17)
The 1
norm of a SISO transfer function has therefore the interpretation of the maximal
peak in the Bode diagram of the frequency response

h of the system and can be directly
read from such a diagram. Theorem 5.16 therefore states that
| H(s) |
=| H |
(2,2)
=| H |
pow
.
In words, this states that
the energy induced norm and the power induced norm of H is equal to the 1
norm of the transfer function H(s).

A stochastic interpretation of the 1
norm
We conclude this subsection with a discussion on a stochastic interpretation of the 1
norm of a transfer function. Consider the set

T
of all stochastic (continuous time)
processes s(t) on the nite time interval [0, T] for which the expectation
c|s|
2
2,T
:= c
T
0
s
T
(t)s(t) dt (5.18)
is well dened and bounded. Consider the convolution system (5.12) and assume that
h L
1
(i.e. the system is stable) and the input u
T
. Then the output y is a stochastic
process and we can introduce the induced norm
|H|
2
stoch,T
:= sup
u
T
c|y|
2
2,T
c|u|
2
2,T
which depends on the length of the time horizon T. This is closely related to an induced
operator norm for the convolution system (5.12). We would like to extend this denition
to the innite horizon case. For this purpose it seems reasonable to dene
c|s|
2
2
:= lim
T
c
1
T
|s|
2
2,T
(5.19)
assuming that the limit exists. This expectation can be interpreted as the average power
of a stochastic signal. However, as motivated in this section, we would also like to work
with input and output spaces | and \ that are linear vector spaces. Unfortunately, the
class of stochastic processes for which the limit in (5.19) exists is not a linear space. For
this reason, the class of stochastic input signals | is set to
:= s [ |s|
<
where
|s|
2
:= limsup
T
c
1
T
|s|
2
2,T
In this case, is a linear space of stochastic signals, but | |
does not dene a norm

on . This is easily seen as |s|
= 0 for any s L
2
. However, it is a semi norm as it
satises conditions 2 and 3 in Remark 5.6. With this class of input signals, we can extend
the induced norm |H|
stoch,T
to the innite horizon case
|H|
2
stoch
:= sup
u
|y|
|u|
which is bounded for stable systems H. The following result is the crux of this discussion
and states that |H|
stoch
is, in fact, equal to the 1
norm of the transfer function H.

Theorem 5.21 Let h L
1
and let H(s) be the transfer function of the system (5.12).
Then
|H|
stoch
= |H|
.
A proof of this result is beyond the scope of these lecture notes. The result can be
found in [18].
5.3.2 The 1
2
norm of a system
The notation 1
2
is commonly used for the class of functions of a complex variable that
do not have poles in the open right-half complex plane (they are analytic in the open
right-half complex plane) and for which the norm
|s|
H
2
:=
sup
>0
1
2
( +j)s( +j)d
1/2
is nite. The H stands for Hardy space. Thus,
1
2
= s : C C [ sanalytic in1(s) > 0 and |s|
H
2
<
. This cold-hearted denition has, in fact, a very elegant system theoretic interpretation.
Before giving this, we rst remark that the 1
2
norm can be evaluated on the imaginary
axis. That is, for any s 1
2
one can construct a boundary function s() = lim
0
s( +
j), which exists for almost all . Moreover, this boundary function is square integrable,
i.e., s L
2
and |s|
H
2
= | s|
2
. Stated otherwise,
|s|
H
2
=
1
2
s
() s()
1/2
Thus, the supremum in the denition of the 1
2
norm always occurs on the boundary
= 0. It is for this reason that s is usually identied with the boundary function and the
bar in s is usually omitted.
Deterministic interpretation
To interpret the 1 norm, consider again the convolution system (5.12) and suppose that
we are interested only in the impulse response of this system. This means, that we take the
impulse (t) as the only candidate input for H. The resulting output y(t) = (Hu)(t) = h(t)
is an energy function so that E
h
< . Using Parsevals identity we obtain
E
h
=| h |
2
2
=
1
2
|
h |
2
2
=
1
2
()
h()d
= |H(s)|
2
H
2
where H(s) is the transfer function associated with the input-output system. The square
of the 1
2
norm is therefore equal to the energy of the impulse response. To summarize:
Denition 5.22 Let H(s) be the transfer function of a stable single input single output
system with frequency response

h(). The 1
2
norm of H, denoted | H |
H
2
is the number
| H |
H
2
:=
1
2
H(j)H(j)d
1/2
. (5.20)
Stochastic interpretation
The 1
2
norm of a transfer function has an elegant equivalent interpretation in terms of
stationary stochastic signals
3
. The 1
2
norm is equal to the expected root-mean-square
3
The derivations in this subsection are not relevant for the course!
(RMS) value of the output of the system when the input is a realization of a unit variance
white noise process. That is, let
u(t) =
a unit variance white noise process t [0, T]

0 otherwise
and let y = h u be the corresponding output. Using the denition of a nite horizon
2-norm from (5.18), we set
|H|
2
RMS,T
:= c
y
T
(t)y(t)dt = c|y|
2
2,T
where c denotes expectation. Substitute (5.12) in the latter expression and use that
c(u(t
1
)u(t
2
)) = (t
1
t
2
) to obtain that
|H|
2
RMS,T
=
T
0
dt
t
tT
h()h() d
= T
T
T
h()h()d
T
0
t(h()h() +h()h(tau))d
If the transfer function is such that the limit
|H|
2
RMS
= lim
T
1
T
|H|
2
RMS,T
remains bounded we obtain the innite horizon RMS-value of the transfer function H. In
fact, it then follows that
|H|
2
RMS
=
h()h() d
=
1
2
H(j)H
(j) d
= |H|
2
H
2
Thus, the 1
2
norm of the transfer function is equal to the innite horizon RMS value of
the transfer function.
Another stochastic interpretation of the 1
2
norm can be given as follows. Let u(t) be
a stochastic process with mean 0 and covariance R
u
(). Taking such a process as input to
(5.12) results in the output y(t) which is a random variable for each time instant t T. It
is easy to see that the output y has also zero mean. The condition that h L
2
guarantees
that the output y has nite covariances
y
() = c[y(t)y(t )] and easy calculations
4
show that the covariances R
y
() are given by
R
y
() = c[y(t +)y(t)]
=
h(s
)R
u
( +s
)h(s
)ds
ds
The latter expression is a double convolution which by taking Fourier transforms results
in the equivalent expression
y
() =

h(j)
u
()
h(j). (5.21)
4
Details are not important here.
5.4. MULTIVARIABLE GENERALIZATIONS 53
in the frequency domain. We now assume u to be a white noise process with
u
() = 1 for
all R. (This implies that R
u
() = (). Indeed the variance of this signal theoretically
equals (0) = (0) = . This is caused by the fact that all freqencies have equal power
(density) 1, which in turn is necessary to allow for innitely fast changes of the signal
to make future values independent of momentary values irrespective of the small time
dierence. Of course in practice it is sucient if the whiteness is just in broadbanded
noise with respect to the frequency band of the plant under study.) Using (5.21), the
spectrum of the output is then given by
y
() = [
h()[
2
(5.22)
which relates the spectrum of the input and the spectrum of the output of the system
dened by the convloution (5.12). Integrating the latter expression over R and using
the denition of the 1
2
norm yields that
| H(s) |
2
H
2
=
1
2
|

h |
2
2
=
1
2
h()
h()d
=
1
2
y
()d
= | R
y
() |
2
2
(5.23)
Thus the 1
2
norm of the transfer function H(s) has the interpretation of the L
2
norm of
the covariance function R
y
() of the output y of the system when the input u is taken to
be a white noise signal with variance equal to 1. From this it should now be evident that
when we dene in this stochastic context the norm of a stochastic (stationary) signal s
with mean 0 and covariance R
s
() to be
| s | := | R
s
() |
2
=
c[s(t +)s(t)]d
1/2
then the 1
2
norm of the transfer function H(s) is equal to the norm | y | of the output y,
when taking white noise as input to the system. Note that above norm is rather a power
norm than an energy norm and that for a white noise input u we get
| u |=| R
u
() |
2
=
()d
1/2
= 1.
5.4 Multivariable generalizations
In the previous section we introduced various norms to measure the relative size of a single
input single output system. In this section we generalize these measures for multivariable
systems. The mathematical background and the main ideas behind the denitions and
characterizations of norms for multivariable systems is to a large extent identical to the
concepts derived in the previous section. Throughout this section we will consider an
input-output system with m inputs and p outputs as in Figure 5.3.
Again, starting with a convolution representation of such a system, the output y is
determined from the input u by
y(t) = (Hu)(t) = h u =
h(t )u()d
H
u
5
u
4
u
3
u
2
u
1
y
3
y
2
y
1
Figure 5.3: A multivariable system.
where the convolution kernel h(t) is now, for every t R, a real matrix of dimension pm.
The transfer function associated with this system is the Laplace transform of h and is the
function
H(s) =
h(t)e
st
dt.
Thus H(s) has dimension p m for every s C. We will again assume that the system
is stable in the sense that all entries [H(s)]
ij
of H(s) (i = 1, . . . , p and j = 1, . . . , m)
have their poles in the left half plane or, equivalently, that the ij-th element [h(t)]
ij
of h, viewed as a function of t, belongs to L
1
. As in the previous section, under this
assumption H denes an operator mapping bounded inputs to bounded outputs (but now
for multivariable signals!) and bounded energy inputs to bounded energy outputs. That
is,
H : L
m
L
p
H : L
m
2
L
p
2
where the superscripts p and m denote the dimensions of the signals. We will be mainly
interested in the L
2
-induced and power induced norm of such a system. These norms are
dened as in the previous section
| H |
(2,2)
:= sup
uL
m
2
| y |
2
| u |
2
| H |
pow
:= sup
Pu=0
P
1/2
y
P
1/2
u
where y = H(u) is the output signal.
Like in section 5.3, we wish to express the L
2
-induced and power-induced norm of
the operator H as an H
norm of the (multivariable) transfer function H(s) and to

obtain (if possible) a multivariable analog for the maximum peak in the Bode diagram of
a transfer function. This requires some background on what is undoubtedly one of the
most frequently encountered decompositions of matrices: the singular value decomposition.
It occurs in numerous applications in control theory, system identication, modelling,
numerical linear algebra, time series analysis, to mention only a few areas. We will devote
a subsection to the singular value decomposition (SVD) as a refreshment.
5.4.1 The singular value decomposition
In this section we will forget about dynamics and just consider real constant matrices of
dimension p m. Let H R
pm
be a given matrix. Then H maps any vector u R
m
to
a vector y = Hu in R
p
according to the usual matrix multiplication.
Denition 5.23 A singular value decomposition (SVD) of a matrix H R
pm
is a de-
composition H = Y U
T
, where
Y R
pp
is orthogonal, i.e. Y
T
Y = Y Y
T
= I
p
,
U R
mm
is orthogonal, i.e. U
T
U = UU
T
= I
m
,
R
pm
is diagonal, i.e. =

0
0 0
where
= diag(
1
, . . . ,
r
) =
1
0 0 . . . 0
0
2
0 . . . 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0 0
r
and
1

2
. . .
r
> 0
Every matrix H has such a decomposition. The ordered positive numbers
1
,
2
, . . . ,
r
are uniquely dened and are called the singular values of H. The singular values of
H R
pm
can be computed via the familiar eigenvalue decomposition because:
H
T
H = UY
T
Y U
T
= U
2
U
T
= UU
T
and:
HH
T
= UU
T
UY
T
= Y
2
Y
T
= Y Y
T
Consequently, if you want to compute the singular values with pencil and paper, you can
use the following algorithm. (For numerically well conditioned methods, however, you
should avoid the eigenvalue decomposition.)
Algorithm 5.24 (Singular value decomposition) Given a p m matrix H.
Construct the symmetric matrix H
T
H (or HH
T
if m is much larger than p)
Compute the non-zero eigenvalues
1
, . . . ,
r
of H
T
H. Since for a symmetric matrix
the non-zero eigenvalues are positive numbers, we can assume the eigenvalues to be
ordered:
1
. . .
r
> 0
The k-th singular value of H is given by
k
=

k
, k = 1, 2, . . . , r.
The number r is equal to the rank of H and we remark that the matrices U and Y need
not be unique. (The sign is not dened and nonuniqueness can occur in case of multiple
singular values.)
The singular value decomposition and the singular values of a matrix have a simple
and straightforward interpretation in terms of the gains and the so called principal
directions of H.
5
For this, it is most convenient to view the matrix as a linear operator
acting on vectors u R
m
and producing vectors y = Hu R
p
according to the usual
matrix multiplication.
5
In fact, one may argue why eigenvalues of a matrix have played such a dominant role in your linear
algebra course. In the context of linear mappings, singular values have a much more direct and logical
operator theoretic interpretation.
Let H = Y U
T
be a singular value decomposition of H and suppose that the mm
matrix U = (u
1
, u
2
, . . . , u
m
) and the p p matrix Y = (y
1
, y
2
. . . , y
p
) where u
i
and y
j
are
the columns of U and Y respectively, i.e.,
u
i
R
m
;
y
j
R
p
with i = 1, 2, . . . , m and j = 1, . . . , p. Since U is an orthogonal matrix, the vectors
u
i
i=1,...m
constitute an orthonormal basis for R
m
. Similarly, the vectors y
j
j=1,...p
constitute an orthonormal basis for R
p
. Moreover, since u
T
j
u
i
is zero except when i = j
(in which case u
T
i
u
i
= 1), there holds
Hu
i
= Y U
T
u
i
= Y e
i
=
i
y
i
.
In other words, the i-th basis vector u
i
is mapped in the direction of the i-th basis vector
y
i
and amplied by an amount of
i
. It thus follows that
| Hu
i
| =
i
| y
i
| =
i
where we used that | y
i
|= 1. So, eectively, if we have a general input vector u it
will rst be decomposed by U
T
along the various orthogonal directions u
i
. Next, these
decomposed components are multiplied by the corresponding singular values () and then
(by Y ) mapped onto the corresponding directions y
i
. If the energy in u is restricted
to 1, i.e. | u |= 1, the energetically largest output y is certainly obtained if the u is
directed along u
1
so that u = u
1
. As a consequence, it is easy to grasp that the induced
norm of H is related to the singular value decomposition as follows
| H | := sup
uR
m
| Hu |
| u |
=
| Hu
1
|
| u
1
|
=
1
In other words, the largest singular value
1
of H equals the induced norm of H (viewed
as a function from R
m
to R
p
) whereas the input u
1
R
m
denes an optimal direction in
the sense that the norm of Hu
1
is equal to the induced norm of H. The maximal singular
value
1
, often denoted by , can thus be viewed as the maximal gain of the matrix
H, whereas the smallest singular value
r
, sometimes denoted as , can be viewed as the
minimal gain of the matrix under normalized inputs and provided that the matrix has
full rank. (If the matrix H has not full rank, it has a non-trivial kernel so that Hu = 0
for some input u = 0).
Remark 5.25 To verify the latter expression, note that for any u R
m
, the norm
| Hu |
2
= u
T
H
T
Hu = u
T
U
T
U
T
u
= x
T
x
where x = U
T
u. It follows that
max
u=1
| Hu |
2
= max
x=1
|
x |
2
=
m
i=1
2
i
[x
i
[
which is easily seen to be maximal if x
1
= 1 and x
i
= 0 for all i = 1.
5.4.2 The 1
norm for multivariable systems

Consider the p m stable transfer function H(s) and let
H(j) = Y (j)(j)U
(j)
be a singular value decomposition of H(j) for a xed value of R. Since H(j) is
in general complex valued, we have that H(j) C
pm
and the singular vectors stored
in Y (j) and U(j) are complex valued. For each such , the singular values, still being
real valued (i.e.
i
R), are ordered according to
1
()
2
() . . .
r
() > 0
where r is equal to the rank of H(s) and in general equal to the minimum of p and m.
Thus the singular values become frequency dependent! From the previous section we infer
that for each R
0
| H(j) u() |
| u() |

1
()
or, stated otherwise,
| H(j) u() |
1
() | u() |
so that () :=
1
() viewed as a function of has the interpretation of a maximal gain
of the system at frequency . It is for this reason that a plot of () with R can be
viewed as a multivariable generalization of the Bode diagram!
Denition 5.26 Let H(s) be a stable multivariable transfer function. The H
norm of
H(s) is dened as
| H(s) |
:= sup
R
(H(j)).
With this denition we obtain the natural generalization of the results of section 5.3 for
multivariable systems. Indeed, we have the following multivariable analog of theorem 5.16:
Theorem 5.27 Let T = R
+
or T = R be the time set. For a stable multivariable transfer
function H(s) the L
2
induced norm and the power induced norm is equal to the 1
norm
of H(s). That is,
| H |
(2,2)
=| H |
pow
=| H(s) |
The derivation of this result is to a large extent similar to the one given in (5.23). An
example of a multivariable Bode diagram is depicted in Figure 5.4.
The bottom line of this subsection is therefore that the L
2
-induced operator norm and
the power-induced norm of a system is equal to the 1
norm of its tranfer function.

5.4.3 The 1
2
norm for multivariable systems
The 1
2
norm of a p m transfer function H(s) is dened as follows.
Denition 5.28 Let H(s) be a stable multivariable transfer function of dimension pm.
The 1
2
norm of H(s) is dened as
| H(s) |
H
2
=
1
2
trace [H
(j)H(j)]d
1/2
.
10
3
10
2
10
1
10
0
10
1
30
20
10
0
10
20
30
40
Frequency (rad/sec)
S
i
n
g
u
l
a
r

V
a
l
u
e
s

d
B
Figure 5.4: The singular values of a transfer function
Here, the trace of a square matrix is the sum of the entries at its diagonal. The rationale
behind this denition is a very simple one and very similar, in spirit, to the idea behind
the 1
2
norm of a scalar valued transfer function. For single-input single-output systems
the square of the 1
2
norm of a transfer function H(s) is equal to the energy in the impulse
response of the system. For a system with m inputs we can consider m impulse responses
by putting an impulsive input at the i-th input channel (i = 1, . . . , m) and watching the
corresponding output, say y
(i)
, which is a p dimensional energy signal for each such input.
We will dene the squared 1
2
norm of a multi-variable system as the sum of the energies
of the outputs y
(i)
as a reection of the total energy. Precisely, let us dene m impulsive
inputs,the i-th being
u
(i)
(t) =
0
.
.
.
(t)
0
.
.
.
0
where the impulse (t) appears at the i-th spot. The corresponding output is a p dimen-
sional signal which we will denote by y
(i)
(t) and which has bounded energy if the system
is assumed to be stable. The square of its two norm is given by
| y
(i)
|
2
2
:=
j=1
[y
(i)
j
(t)[
2
dt
where y
(i)
j
denotes the j-th component of the output due to an impulsive input at the i-th
input channel.
The 1
2
norm of the transfer function H(s) is nothing else than the square root of the
sum of the two-norms of these outputs. That is:
| H(s) |
2
H
2
=
m
i=1
| y
(i)
|
2
2
.
In a stochastic setting, an m dimensional (stationary) stochastic process admits an
m-dimensional mean = c[u(t)] which is is independent of t, whereas its second order
moments c[u(t
1
)u(t
2
)
T
] now dene m m matrices which only depend on the time dif-
ference t
1
t
2
. As in the previous section, we derive that the innite horizon RMS value
equals the 1
2
norm of the system, i.e.,
|H|
2
RMS
=
trace[h(t)h
T
(t)] dt = |H|
2
H
2
.
5.5 Exercises
1. Consider the following continuous time signals and determine their amplitude (|
|
), their energy (| |
2
) and their L
1
norm (| |
1
).
(a) x(t) =
0 for t < 0
1
1+t
for t 0
(b) x(t) = cos(2ft) for xed real frequency f > 0.
(c) x(t) = exp([t[) for xed . Distinguish the cases where > 0, < 0 and
= 0.
2. This exercise is mainly meant to familiarize you with various routines and procedures
in MATLAB. This exercise involves a single input single output control scheme and
should be viewed as a prelude for the multivariable control scheme of an exercise
below.
Consider a single input single output system described by the transfer function
P(s) =
s
(s + 1)(s + 2)
.
The system P is controlled by the constant controller C(s) = 1. We consider the
usual feedback interconnection of P and C as described earlier.
(a) Determine the H
norm of the system P.

Hint: You can represent the plant P in MATLAB by introducing the numerator
(teller) and the denominator (noemer) polynomial coecients separately. Since
(s + 1)(s + 2) = s
2
+ 3s + 2 the denominator polynomial is represented by a vari-
able den=[1 3 2] (coecients always in descending order). Similarly, the numerator
polynomial of P is represented by num=[0 -1 0]. The H
norm of P can now be

read from the Bode plot of P by invoking the procedure bode(num,den).
(b) Determine the H
norm of the sensitivity S, the complementary sensitivity T

and the control sensitivity R of the closed loop system.
Hint: The feedback interconnection of P and C can be obtained by the MATLAB pro-
cedures feedbk or feedback. After reading the help information about this procedure
(help feedbk) we learn that the procedure requires state space representations of P
and C and produces a state space representation of the closed loop system. Make sure
that you use the right type option to obtain S, T and R, respectively. A state space
representation of P can be obtained, e.g., by invoking the routine tf2ss (transfer-to-
state-space). Thus, [a,b,c,d]= tf2ss(num,den) gives a state space description of P.
If you prefer a transfer function description of the closed loop to determine the H
norms, then try the conversion routine ss2tf. See the corresponding help information.
Chapter 6
Weighting lters
6.1 The use of weighting lters
6.1.1 Introduction
The 1
norm of an input-output system has been shown to be equal to

| H(s) |
= sup
R
(H(j)) = sup
uL
2
| H(u) |
2
| u |
2
The 1
norm therefore indicates the maximal gain of the system if the inputs are al-
lowed to vary over the class of signals with bounded two-norm. The frequency dependent
maximal singular value (), viewed as a function of , provides obviously more detailed
information about the gain characteristics of the system than the 1
norm only.
For example, if a system is known to be all pass, meaning that the two-norm of the
output is equal to the two-norm of the input for all possible inputs u, then at every
frequency the maximal gain (H(j)) of the system is constant and equal to the 1
norm | H(s) |
. The system is then said to have a at spectrum. This in contrast to

low-pass or high-pass systems in which the function () vanishes(or is attenuated) at
high frequencies and low frequencies, respectively.
It is this function, (j), that is extensively manipulated in 1
control system design

to meet desired performance objectives. These manipulations are carried out by choosing
appropriate weights on the signals entering and leaving a control conguration like for
example the one of Figure 6.1. The specication of these weights is of crucial importance
for the overall control design and is one of the few aspects in 1
robust control design that

can not be automated. The choice of appropriate weighting lters is a typical engineering
skill which is based on a few simple mathematical observations, and a good insight in the
performance specications one wishes to achieve.
6.1.2 Singular value loop shaping
Consider the multivariable feedback control system of Figure 6.1 As mentioned before,
the multivariable stability margins and performance specications can be quantied by
considering the frequency dependent singular values of the various closed-loop systems
which we can distinguish in Figure 6.1
In this conguration we distinguish various closed-loop transfer functions:
The sensitivity
S = (I +PC)
1
61
62 CHAPTER 6. WEIGHTING FILTERS
r
`
C(s)

u
P(s)

,

Figure 6.1: Multivariable feedback conguration
which maps the reference signal r to the (real) tracking error r y (= e in Fig.6.1
because of !) and the disturbance d to y.
The complementary sensitivity
T = PC(I +PC)
1
= I S
which maps the reference signal r to the output y and the sensor noise to y.
The control sensitivity
R = C(I +PC)
1
which maps the reference signal r, the disturbance d and the measurement noise
to the control input u.
The maximal singular values of each of these transfer functions S, T and R play an
important role in robust control design for multivariable systems. As is seen from the
denitions of these transfers, the singular values of the sensitivity S (viewed as function
of frequency R) determine both the tracking performance as well as the disturbance
attenuation quality of the closed-loop system. Similarly, the singular values of the com-
plementary sensitivity model the amplication (or attenuation) of the sensor noise to
the closed-loop output y for each frequency, whereas the singular values of the control sen-
sitivity give insight for which frequencies the reference signal has maximal (or minimal)
eect on the control input u.
All our 1
control designs will be formulated in such a way that

an optimal controller will be designed so as to minimize the 1
norm of a
multivariable closed-loop transfer function.
Once a control problem has been specied as an optimization problem in which the 1
norm of a (multivariable) transfer function needs to be minimized, the actual computation

of an 1
optimal controller which achieves this minimum is surprisingly easy, fast and
reliable. The algorithms for this computation of 1
optimal controllers will be the subject

of Chapter 8. The most time consuming part for a well performing control system using
1
optimal control methods is the concise formulation of an 1
optimization problem.
This formulation is required to include all our a-priori knowledge concerning signals of
interest, all the (sometimes conicting) performance specications, stability requirements
and, denitely not least, robustness considerations with respect to parameter variations
and model uncertainty.
Let us consider a simplied version of an 1
design problem. Suppose that a plant P

is given and suppose that we are interested in minimizing the 1
norm of the sensitivity

6.1. THE USE OF WEIGHTING FILTERS 63
S = (I +PC)
1
over all controllers C that stabilize the plant P. The 1
optimal control
problem then amounts to determine a stabilizing controller C
opt
such that
min
C stab
| S(s) |
= | (I +PC
opt
)
1
|
Such a controller then deserves to be called 1
optimal. However, it is by no means clear

that there exists a controller which achieves this minimum. The minimum is therefore
usually replaced by an inmum and we need in general to be satised with a stabilizing
controller C
opt
such that
opt
:= inf
C stab
| S(s) |
(6.1)
| (I +PC
opt
)
1
|
(6.2)
. (6.3)
where
opt
is a prespecied number which we like to (and are able to) choose as close
as possible to the optimal value
opt
. For obvious reasons, C
opt
is called a suboptimal 1
controller, and this controller may clearly depend on the specied value of .
Suppose that a controller achieves that | S(s) |
. It then follows that for all

frequencies R
(S(j)) | S(s) |
(6.4)
Thus is an upperbound of the maximum singular value of the sensitivity at each frequency
R. Conclude from (6.4) and the general properties of singular values, that the tracking
error r y (interpreted as a frequency signal) then satises
| r() y() | (S(j)) | r() | (6.5)
| r() |
In this design, no frequency dependent a-priori information concerning the reference
signal r or frequency dependent performance specications concerning the tracking error
r y has been incorporated. The inequalities (6.5) hold for all frequencies.
The eect of input weightings
Suppose that the reference signal r is known to have a bandwith [0,
r
]. Then inequal-
ity (6.5) is only interesting for frequencies [0,
r
], as frequencies larger than
r
are
not likely to occur. However, the controller was designed to achieve (6.4) for all R
and did not take bandwith specications of the reference signal into account. If we dene
a stable transfer function V (s) with ideal frequency response
V (j) =
1 if [
r
,
r
];
0 otherwise
then the outputs of such a lter are band limited signals with bandwith [0,
r
], i.e. for
any r
L
2
the signal
r(s) = V (s)r
(s)
has bandwidth [0,
r
]. (See Figure 6.2). Instead of minimizing the 1
norm of the
sensitivity S(s) we now consider minimizing the 1
norm of the weighted sensitivity

S(s)V (s). In Figure 6.3 we see that this amounts to including the transfer function V (s)
[V (j)[
1
0
r

r
Figure 6.2: Ideal low pass lter
V (s)
r
`
e
C(s)

u
P(s)

y
,

Figure 6.3: Application of an input weighting lter
in the diagram of Figure 6.1 and considering the new reference signal r
as input instead
of r. Thus, instead of the criterion (6.4), we now look for a controller which achieves that
| S(s)V (s) |

where 0. Observe that for the ideal low-pass lter V this implies that
| S(s)V (s) |
= max
(S(j)V (j))
= max
||r
(S(j))

(6.6)
Thus, is now an upperbound of the maximum singular value of the sensitivity for fre-
quencies belonging to the restricted interval [
r
,
r
]! Conclude that with this ideal
lter V
the minimization of the 1
norm of the weighted sensitivity corresponds to

minimization of the maximal singular value () of the sensitivity function for
frequencies [
r
,
r
].
The tracking error r y now satises for all R the inequalities
| r() y() | = | S(j)V (j)r
() |
| S(j) | | V (j)r
() |
(S(j)) | r() |
[V
1
(j)[ | r() |
(6.7)
where r is now a bandlimited reference signal, and
[V
1
(j)[ =
1
[V (j)[
which is to be interpreted as whenever V (j) = 0. For those frequencies ([[ >
r
in
this example) the designed controller does not put a limit to the tracking error for these
frequencies did not appear in the reference signal r.
The last inequality in (6.7) is the most useful one and it follows from the more general
observation that, whenever | S(s)V (s) |
with V a square stable transfer function

whose inverse V
1
is again stable, then for all R there holds
[S(j)] = [S(j)V (j)V
1
(j)]
[S(j)V (j)] [V
1
(j)]
[V
1
(j)]
We thus come to the important conclusion that
a controller C which achieves that the weighted sensitivity
| S(s)V (s) |

results in a closed loop system in which
(S(j)) [V
1
(j)] (6.8)
Remark 6.1 This conclusion holds for any stable weighting lter V (s) whose inverse
V
1
(s) is again a stable transfer function. This is questionable for the ideal lter V we
used here to illustrate the eect, because for >
r
the inverse lter V (j)
1
can be
qualied as unstable. In practice we will therefore choose lters which have a rational
transfer function being stable, minimum phase and biproper. An alternative rst order
lter for this example could thus have been e.g. V (s) =
(s+100r)
100(s+r)
.
Remark 6.2 It is a standard property of the singular value decomposition that,whenever
V
1
(j) exists,
[V
1
(j)] =
1
[V (j)]
where denotes the smallest singular value.
The eect of output weightings
In the previous subsection we considered the eect of applying a weighting lter for an
input signal. Likewise, we can also dene weighting lters on the output signals which
occur in a closed-loop conguration as in Figure 6.1.
We consider again (as an example) the sensitivity S(s) viewed as a mapping from
the reference input r to the tracking error r y = e, when we fully disregard for the
moment the measurement noise . A straightforward 1
design would minimize the 1
norm of the sensitivity S(s) and result in the upperbound (6.5) for the tracking error.
We could, however, be interested in minimizing the spectrum of the tracking error at
specic frequencies only. Let us suppose that we are interested in the tracking error e at
frequencies only, where > 0 and > 0 dene a lower and upperbound. As
in the previous subsection, we introduce a new signal
e
(s) = W(s)e(s)
where W is a (stable) transfer function whose frequency response is ideally dened by the
band pass lter
W(j) =
1 if [[ ;
0 otherwise
`
[W(j)[
0

1
Figure 6.4: Ideal band pass lter
r
`
e
`
W
`
e
C(s)

u
P(s)

y
Figure 6.5: Application of an output weighting lter
and depicted in Figure 6.4. Instead of minimizing the 1
norm of the sensitivity S(s)

we consider minimizing the 1
norm of the weighted sensitivity W(s)S(s). In Figure 6.5

it is shown that this amounts to including the transfer function W(s) in the diagram of
Figure 6.1 (where we put = 0) and considering the new output signal e
. A controller
which achieves an upperbound on the weighted sensitivity
| W(s)S(s) |

accomplishes, as in (6.6), that
| W(s)S(s) |
= max
(W(j)S(j))
= max

(S(j))

(6.9)
which provides an upperbound of the maximum singular value of the sensitivity for fre-
quencies belonging to the restricted interval . The tracking error e satises
again the inequalities (6.7), with V replaced by W and it should not be surprising that the
same conclusions concerning the upperbound of the spectrum of the sensitivity S hold. In
particular, we nd similar to (6.8) that for all R there holds
(S(j)) [W
1
(j)] (6.10)
provided the stable weighting lter W(s) has an inverse W
1
(s) which is again stable.
6.1.3 Implications for control design
In this section we will comment on how the foregoing can be used for design purposes. To
this end, there are a few important observations to make.
For one thing, we showed in subsection 6.1.2 that by choosing the frequency response
of an input weighting lter V (s) so as to model the frequency characteristic of the
input signal r, the a-priori information of this reference signal has been incorporated
in the controller design. By doing so, the minimization of the maximum singular
value of the sensitivity S(s) has been rened (like in (6.6)) to the frequency interval
of interest. Clearly, we can do this for any input signal.
Secondly, we obtained in (6.8) and in (6.10) frequency dependent upperbounds for
the maximum gain of the sensitivity. Choosing V (j) (or W(j)) appropriately,
enables one to specify the frequency attenuation of the closed-loop transfer function
(the sensitivity in this case). Indeed, choosing, for example, V (j) a low pass transfer
function implies that V
1
(j) is a high pass upper-bound on the frequency spectrum
of the closed-loop transfer function. Using (6.8) this implies that low frequencies of
the sensitivity are attenuated and that the frequency characteristic of V has shaped
the frequency characteristic of S. The same kind of loop-shaping can be achieved
by either choosing input or output weightings.
Thirdly, by applying weighting factors to both input signals and output signals
we can minimize (for example) the 1
norm of the two-sided weighted sensitivity

W(s)S(s)V (s), i.e., a controller could be designed so as to achieve that
| W(s)S(s)V (s) |

for some > 0. Provided the transfer functions V (s) and W(s) have stable inverses,
this leads to a frequency dependent upperbound for the original sensitivity. Precisely,
in this case
(S(j)) [V
1
(j)] [W
1
(j)] (6.11)
from which we see that the frequency characteristic of the sensitivity is shaped
by both V as well as W. It is precisely this formula that provides you with a
wealth of design possibilities! Once a performance requirement for a closed-loop
transfer function (lets say the sensitivity S(s)) is specied in terms of its frequency
characteristic, this characteristic needs to be modeled by the frequency response
of the product V
1
(j)W
1
(j) by choosing the input and output lters V and
W appropriately. A controller C(s) that bounds the 1
norm of the weighted

sensitivity W(s)S(s)V (s) then achieves the desired characteristic by equation (6.11).
The weighting lters V and W on input and output signals of a closed-loop transfer
function give therefore the possibility to shape the spectrum of that specic closed-loop
transfer. Once these lters are specied, a controller is computed to minimize the 1
norm of the weighted transfer and results in a closed-loop transfer whose spectrum has
been shaped according to (6.11).
In the example of a weighted sensitivity, the controller C is thus computed to establish
that
lt
:= inf
C stab
| W(s)S(s)V (s) |
(6.12)
| W(s)(I +PC)
1
V (s) |
(6.13)
. (6.14)
for some > 0 which is as close as possible to
filt
(which depends on the plant P and
the choice of the weigthing lters V and W). To nd such a larger than or equal to the
unknown and optimal
lt
is the subject of Chapter 8, but what is important here is that
the resulting sensitivity satises (6.11).
By incorporating weighting lters to each input and output signal which is of interest
in the closed-loop control conguration, we arrive at extended conguration diagrams such
as the one shown in Figure 6.6.
V
r

r

e
W
e

e
v
C(s)

u
`
W
u
`
u
P(s)

d
V
d
y
W
y

y
,
V
Figure 6.6: Extended conguration diagram

General guidelines on how to determine input and output weightings can not be given,
for each application requires its own performance specications and a-priori information
on signals. Although the choice of weighting lters inuences the overall controller design,
the choice of an appropriate lter is to a large extent subjective. As a general warning,
however, one should try to keep the lters of as low a degree as possible. This, because the
order of a controller C that achieves inequality (6.12) is, in general, equal to the sum of the
order of the plant P, and the orders of all input weightings V and output weightings W.
The complexity of the resulting controller is therefore directly related to the complexity
of the plant and the complexity of the chosen lters. High order lters lead to high order
controllers, which may be undesirable.
More about appropriate weighting lters and their interactive eects on the nal so-
lution in a complicated scheme as Fig. 6.6 follows in the next chapters.
6.2 Robust stabilization of uncertain systems
6.2.1 Introduction
The theory of 1
control design is model based. By this we mean that the design of a

controller for a system is based on a model of that system. In this course we will not
address the question how such a model can be obtained, but any modeling procedure
will, in practice, be inaccurate. Depending on our modeling eorts, we can in general
expect a large or small discrepancy between the behavior of the (physical) system which
we wish to control and the mathematical model we obtained. This discrepancy between
the behavior of the physical plant and the mathematical model is responsible for the fact
that a controller, we designed optimally on the basis of the mathematical model, need not
fulll our optimality expectations once the controller is connected to the physical system.
It is easy to give examples of systems in which arbitrary small parameter variations of
plant parameters, in a stable closed loop system conguration, fully destroy the stability
properties of the system.
6.2. ROBUST STABILIZATION OF UNCERTAIN SYSTEMS 69
Robust stability refers to the ability of a closed loop stable system to remain stable in
the presence of modeling errors. For this, one needs to have some insight in the accuracy
of a mathematical model which represents the physical system we wish to control. There
are many ways to do this:
One can take a stochastic approach and attach a certain likelihood or probability
to the elements of a class of models which are assumed to represent the unknown,
(often called true) system.
One can dene a class of models each of which is equally acceptable to model the
unknown physical system
One can select one nominal model together with a description of its uncertainty in
terms of its parameters, in terms of its frequency response, in terms of its impulse
response, etc. In this case, the uncertain part of a process is modeled separately
from the known (nominal) part.
For each of these possibilities a quantication of model uncertainty is necessary and es-
sential for the design of controllers which are robust against those uncertainties.
In practice, the design of controllers is often based on various iterations of the loop
data collection modeling controller design validation
in which improvement of performance of the previous iteration is the main aim.
In this chapter we analyze robust stability of a control system. We introduce various
ways to represent model uncertainty and we will study to what extent these uncertainty
descriptions can be taken into account to design robustly stabilizing controllers.
6.2.2 Modeling model errors
It may sound somewhat paradoxial to model dynamics of a system which one deliberately
decided not to take into account in the modeling phase. Our purpose here will be to only
provide upperbounds on modeling errors. Various approaches are possible
model errors can be quantied in the time domain. Typical examples include de-
scriptions of variations in the physical parameters in a state space model.
alternatively, model errors can be quantied in the frequency domain by analyzing
perturbations of transfer functions or frequency responses.
We will basically concentrate on the latter in this chapter. For frequency domain model
uncertainty descriptions one usually distinguishes two approaches, which lead to dierent
research directions:
Unstructured uncertainty: model uncertainty is expressed only in terms of upper-
bounds on errors of frequency responses. No more information on the origin of the
modeling errors is used.
Structured uncertainty: apart from an upperbound on the modeling errors, also the
specic structure in uncertainty of parameters is taken into account.
For the analysis of unstructured model uncertainty in the frequency domain there are
four main uncertainty models which we briey review.
Additive uncertainty
The simplest way to represent the discrepancy between the model and the true system is
by taking the dierence of their respective transfer functions. That is,
P
t
= P + P (6.15)
where P is the the nominal model, P
t
is the true or perturbed model and P is the additive
perturbation. In order to comply with notations in earlier chapters and to stress the relation
with the next input multiplicative perturbation description, we use the notation P as
one mathematical object to display the perturbation of the nominal plant P. Additive
perturbations are pictorially represented as in Figure 6.7.
P

+
+
Figure 6.7: Additive perturbations
Multiplicative uncertainty
Model errors may also be represented in the relative or multiplicative form. We distinguish
the two cases
P
t
= (I + )P = P + P = P + P (6.16)
P
t
= P(I + ) = P +P = P +P (6.17)
where P is the nominal model, P
t
is the true or perturbed model and is the relative
perturbation. Equation (6.16) is used to represent output multiplicative uncertainty, equa-
tion(6.17) represents input multiplicative uncertainty. Input multiplicative uncertainty is
well suited to represent inaccuracies of the actuator being incorporated in the transfer P.
Analogously, the output multiplicative uncertainty is a proper means to represent noise
eects of the sensor. (However, the real output y should be still distinguishable from
the measured output y + ). The situations are depicted in Figure 6.8 and Figure 6.9,
respectively. Note that for single input single output systems these two multiplicative
uncertainty descriptions coincide. Note also that the products P and P in 6.16 and
6.17 can be interpreted as additive perturbations of P.
Remark 6.3 We also emphasize that, at least for single input single output systems, the
multiplicative uncertainty description leaves the zeros of the perturbed system invariant.
The popularity of multiplicative model uncertainty description is for this reason dicult to
understand for it is well known that an accurate identication of the zeros of a dynamical
system is a non-trivial and very hard problem in system identication.
P

+
+
Figure 6.8: Output multiplicative uncertainty
`
+
P

Figure 6.9: Input multiplicative uncertainty
Feedback multiplicative uncertainty
In few applications one encounters feedback versions of the multiplicative model uncer-
tainties. They are dened by
P
t
= (I + )
1
P (6.18)
P
t
= P(I + )
1
(6.19)
and referred to as the output feedback multiplicative model error and the input feedback
multiplicative model error. We will hardly use these uncertainty representations in this
course, and mention them only for completeness. The situation of an output feedback
multiplicative model error is depicted in Figure 6.10. Note that the sign of the feedback
addition from is irrelevant, because the phase of will not be taken into account when
considering norms of .
Figure 6.10: Output feedback multiplicative uncertainty

Coprime factor uncertainty
Coprime factor perturbations have been introduced to cope with perturbations of unstable
plants. Any (multivariable rational) transfer function P can be factorized as P = ND
1
in such a way that
both N and D are stable transfer functions.
D is square and N has the same dimensions as P.
there exist stable transfer functions X and Y such that
XN +Y D = I
which is known as the Bezout equation, Diophantine equation or even Aryabhattas
identity.
Such a factorization is called a (right) coprime factorization of P.
Remark 6.4 The terminology comes from number theory where two integers n and d are
called coprime if 1 is their common greatest divisor. It follows that n and d are coprime
if and only if there exist integers x and y such that xn +yd = 1.
A left coprime factorization has the following interpretation. Suppose that a nominal
plant P is factorized as P = ND
1
. Then the input output relation dened by P satises
y = Pu = ND
1
u = Nv
where we dened v = D
1
u, or, equivalently, u = Dv. Now note that, since N and D are
stable, the transfer function
N
D
: v
y
u
(6.20)
is stable as well. We have seen that such a transfer matrix maps L
2
signals to L
2
signals.
We can thus interpret (6.20) as a way to generate all bounded energy input-output signals
u and y which are compatible with the plant P. Indeed, any element v in L
2
generates via
(6.20) an input output pair (u, y) for which y = Pu, and conversely, any pair (u, y) L
2
satisfying y = Pu is generated by plugging in v = D
1
u in (6.20).
Example 6.5 The scalar transfer function P(s) =
(s1)(s+2)
(s3)(s+4)
has a coprime factorization
P(s) = N(s)D
1
(s) with
N(s) =
s 1
s + 4
; D(s) =
s 3
s + 2
Let P = ND
1
be a right coprime factorization of a nominal plant P. Coprime factor
uncertainty refers to perturbations in the coprime factors N and D of P. We dene a
perturbed model
P
t
= (N +
N
)(D +
D
)
1
(6.21)
where
:=

N

D
reects the perturbation of the coprime factors N and D of P. The next Fig. 6.11 illustrates
this right coprime uncertainty in a block scheme.
D
1
N
D

N

`
, ,
u
y
v
Figure 6.11: Right coprime uncertainty.
Remark 6.6 It should be emphasized that the coprime factors N and D of P are by
no means unique! A plant P admits many coprime factorizations P = ND
1
and it is
therefore useful to introduce some kind of normalization of the coprime factors N and D.
It is often required that the coprime factors should satisfy the normalization
D
D +N
N = I
This denes the normalized right coprime factorization of P and it has the interpretation
that the transfer dened in (6.20) is all pass.
6.2.3 The robust stabilization problem
For each of the above types of model uncertainty, the perturbation is a transfer function
which we assume to belong to a class of transfer functions with an upperbound on their
1
norm. Thus, we assume that

| |
where 0.
1
Large values of therefore allow for small upper bounds on the norm of
, whereas small values of allow for large deviations of P. Note that if then the
1
norm of is required to be zero, in which case perturbed models P

t
coincide with
the nominal model P.
For a given nominal plant P this class of perturbations denes a class of perturbed
plants
P
t
, | |
which depends on the particular model uncertainty structure.

Consider the feedback conguration of Figure 6.12 where the plant P has been replaced
by the uncertain plant P
t
. We will assume that the controller C stabilizes this system if
= 0, that is, we assume that the closed-loop system is asymptotically stable for the
nominal plant P. An obvious question is how large | |
can become before the closed

loop system becomes unstable. The 1
norm of the smallest (stable) perturbation

which destabilizes the closed-loop system of Figure 6.12 is called the stability margin of
the system.
We can also turn this question into a control problem. The robust stabilization problem
amounts to nding a controller C so that the stability margin of the closed loop system is
maximized. The robust stabilization problem is therefore formalized as follows:
1
The reason for taking the inverse
1
as an upperbound rather than will turn useful later.
r
`
C(s)

u
P
t
(s)

y
Figure 6.12: Feedback loop with uncertain system
Find a controller C for the feedback conguration of Figure 6.12 such that C
stabilizes the perturbed plant P
t
for all | |
with > 0 as small as

possible (i.e., C makes the stability margin as large as possible).
Such a controller is called robustly stabilizing or optimally robustly stabilizing for the
perturbed systems P
t
. Since this problem can be formulated for each of the uncertainty
descriptions introduced in the previous section, we can dene four types of stability mar-
gins
The additive stability margin is the 1
norm of the smallest stable P for which

the conguration of Figure 6.12 with P
t
dened by (6.15) becomes unstable.
The output multiplicative stability margin is the 1
norm of the smallest stable

which destabilizes the system in Figure 6.12 with P
t
dened by (6.16).
The input multiplicative stability margin is similarly dened with respect to equa-
tion (6.17) and
The coprime factor stability margin is analogously dened with respect to (6.21) and
the particular coprime factorization of the plant P.
The main results with respect to robust stabilization of dynamical systems follow in
a straightforward way from the celebrated small gain theorem. If we consider in the
conguration of Figure 6.12 output multiplicative perturbed plants P
t
= (I + )P then
we can replace the block indicated by P
t
by the conguration of Figure 6.8 to obtain the
system depicted in Figure 6.13.
r
+
C(s)

u
P(s)

v w
y
Figure 6.13: Robust stabilization for multiplicative perturbations
To study the stability properties of this system we can equivalently consider the system
of Figure 6.14 in which M is the system obtained from Figure 6.13 by setting r = 0 and
pulling out the uncertainty block .
M
Figure 6.14: Small gain conguration

For the case of output multiplicative perturbations M maps the signal w to v and the
corresponding transfer function is easily seen to be
M = T = PC(I +PC)
1
i.e., M is precisely the complementary sensitivity transfer function
2
. Since we assumed
that the controller C stabilizes the nominal plant P it follows that M is a stable transfer
function, independent of the perturbation but dependent on the choice of the controller
C.
The stability properties of the conguration of Figure 6.13 are determined by the small
gain theorem (Zames, 1966):
Theorem 6.7 (Small gain theorem) Suppose that the systems M and are both sta-
ble. Then the autonomous system determined by the feedback interconnection of Fig-
ure 6.14 is asymptotically stable if
| M |
< 1
For a given controller C the small gain theorem therefore guarantees the stability of
the closed loop system of Figure 6.14 (and thus also the system of Figure 6.13) provided
is stable and satises for all R
(M(j)(j)) < 1.
For SISO systems this translates in a condition on the absolute values of the frequency
responses of M and . Precisely, for all R we should have that
(M) = [M[ = [M[[[ = (M) ()
(where we omitted the argument j in each transfer) to guarantee the stability of the closed
loop system. For MIMO systems we obtain, by using the singular value decomposition,
that for all R
(M) = (Y
M
M
U
M
Y
) (M) ()
(where again every transfer is supposed to be evaluated at j) and the maximum is
reached for Y
= U
M
that can always be accomplished without aecting the constraint
| |
<
1
. Hence, to obtain robust stability we have to guarantee for both SISO and
MIMO systems that
[M(j)] [(j)] < 1
2
Like in chapter 3 actually M = T, but the sign is irrelevant as it can be incorporated in .
for all R. Stated otherwise
[(j)] <
1
[M(j)]
. (6.22)
for all R.
6.2.4 Robust stabilization: main results
Robust stabilization under additive perturbations
Carrying out the above analysis for the case of additive perturbations leads to the following
main result on robust stabilization in the presence of additive uncertainty.
Theorem 6.8 (Robust stabilization with additive uncertainty) A controller C sta-
bilizes P
t
= P + P for all | P |
<
1
if and only if
C stabilizes the nominal plant P
| C(I +PC)
1
|
.
Remark 6.9 Note that the transfer function R = C(I +PC)
1
is the control sensitivity
of the closed-loop system. The control sensitivity of a closed-loop system therefore reects
the robustness properties of that system under additive perturbations of the plant!
The interpretation of this result is as follows
The smaller the norm of the control sensitivity, the greater will be the norm of the
smallest destabilizing additive perturbation. The additive stability margin of the
closed loop system is therefore precisely the inverse of the 1
norm of the control

sensitivity
1
| C(I +PC)
1
|
If we like to maximize the additive stability margin for the closed loop system, then
we need to minimize the 1
norm of the control sensitivity R(s)!

Theorem 6.8 can be rened by considering for each frequency R the maximal
allowable perturbation P which makes the system of Figure 6.12 unstable. If we assume
that C stabilizes the nominal plant P then the small gain theorem and (6.22) yields that
for all additive stable perturbations P for which
[P(j)] <
1
[R(j)]
the closed-loop system is stable. Furthermore, there exists a perturbation P right on
the boundary (and certainly beyond) with
[P(j)] =
1
[R(j)]
which destabilizes the system of Figure 6.12.
Robust stabilization under multiplicative perturbations
For multiplicative perturbations, the main result on robust stabilization also follows as a
direct consequence of the small gain theorem, and reads as follows for the class of output
multiplicative perturbations.
Theorem 6.10 (Robust stabilization with multiplicative uncertainty) A controller
C stabilizes P
t
= (I + )P for all | |
<
1
if and only if
| PC(I +PC)
1
|
.
Remark 6.11 We recognize the transfer function T = PC(I + PC)
1
= I S to be
the complementary sensitivity of the closed-loop system. The complementary sensitivity
of a closed-loop system therefore reects the robustness properties of that system under
multiplicative perturbations of the plant!
The interpretation of this result is similar to the foregoing robustness theorem:
The smaller the norm of the complementary sensitivity T(s), the greater will be the
norm of the smallest destabilizing output multiplicative perturbation. The output
multiplicative stability margin of the closed loop system is therefore the inverse of
the 1
norm of the complementary sensitivity

1
| PC(I +PC)
1
|
By minimizing the 1
norm of the complementary sensitivity T(s) we achieve a

closed loop system which is maximally robust against output multiplicative pertur-
bations.
Theorem 6.10 can also be rened by considering for each frequency R the maximal
allowable perturbation which makes the system of Figure 6.12 unstable. If we assume
that C stabilizes the nominal plant P then all stable output multiplicative perturbations
for which
[(j)] <
1
[T(j)]
leave the closed-loop system stable. Moreover, there exists a perturbation right on the
boundary, so:
[(j)]
1
[T(j)]
which destabilizes the system of Figure 6.12.
Robust stabilization under feedback multiplicative perturbations
For feedback multiplicative perturbations, the main results are as follows
Theorem 6.12 (Robust stabilization with feedback multiplicative uncertainty)
A controller C stabilizes P
t
= (I + )
1
P for all | |
<
1
if and only if
| (I +PC)
1
|
.
Remark 6.13 We recognize the transfer function S = (I + PC)
1
= I T to be the
sensitivity of the closed-loop system.
The interpretation of this result is similar to the foregoing robustness theorem and not
included here.
6.2.5 Robust stabilization in practice
The robust stabilization theorems of the previous section can be used in various ways.
If there is no a-priori information on model uncertainty then the frequency responses
of the control sensitivity ( [R(j)]), the complementary sensitivity ( [T(j)]) and
the sensitivity ( [S(j)]) provide precise information about the maximal allowable
perturbations [(j)] for which the controlled system remains asymptotically sta-
ble under (respectively) additive, multiplicative and feedback multiplicative pertur-
bations of the plant P. Graphically, we can get insight in the magnitude of these
admissable perturbations by plotting the curves
add
() =
1
[R(j)]
mult
() =
1
[T(j)]
feed
() =
1
[S(j)]
for all frequency R. (which corresponds to mirroring the frequency responses of
[R(j)], [T(j)], and [S(j)] around the 0dB axis). The curves
add
(),
mult
()
and
feed
() then provide an upperbound on the allowable additive, multplicative
and feedback multiplicative perturbations per frequency R.
If, on the other hand, the information about the maximal allowable uncertainty of
the plant P has been specied in terms of one or more of the curves
add
(),
mult
()
or
feed
() then we can use these specications to shape the frequency response of
either R(j), T(j) or S(j) using the ltering techniques described in the previous
chapter. Specically, let us suppose that a nominal plant P is available together
with information of the maximal multiplicative model error
mult
() for R.
We can then interpret
mult
as the frequency response of a weighting lter with
transfer function V (s), i.e. V (j) =
mult
(). The set of all allowable multiplicative
perturbations of the nominal plant P is then given by
V
where V is the chosen weighting lter with frequency response
mult
and where
is any stable transfer function with ||
< 1. Pulling out the transfer matrix

from the closed-loop conguration (as in the previous section) now yields a slight
modication of the formulas in Theorem 6.10. A controller C now achieves robust
stability against this class of perturbations if and only if it stabilizes P (of course)
and
|PC(I +PC)
1
V |
= |TV |
1.
The latter expression is a constraint on the 1
norm of the weighted complementary

sensitivity! We therefore need to consider the 1
optimal control design problem

W V
P

`

Figure 6.15: Filtered additive perturbation.

so as to bound the 1
norm of the weighted complementary sensitivity TV by one.

So the next goal is to synthesize controllers which accomplish this upperbound. This
problem will be discussed in forthcoming chapters. In a more general and maybe
more familiar setting we can quantify our knowledge concerning the additive model
error by means of pre- and postlters V and W as schematized in Fig 6.15. Clearly,
in this case the additive model error P = V W. If satises the norm constraint
| |
< 1
then for every frequency R we have that
(P(j)) (W(j)) (V (j)).
Consequently, if we pull out the transfer from the closed loop yields that M =
WRV . To full the small gain constraint the control sensitivity R then needs to
satisfy
| WRV |
1.
6.2.6 Exercises
1. Derive a robust stabilization theorem in the spirit of Theorem 6.10 for
(a) the class of input multiplicative perturbations.
(b) the class of input feedback multiplicative perturbations
2. Consider a 2 2 system described by the transfer matrix
P(s) =
47s+2
(s+1)(s+2)
56s
(s+1)(s+2)
42s
(s+1)(s+2)
50s+2
(s+1)(s+2)
. (6.23)
The controller for this system is a diagonal constant gain matrix given by
C(s) =
1 0
0 1
(6.24)
We consider the usual feedback conguration of plant and controller.
(a) Determine the H
norm of P. At which frequency is the norm | P |
attained?
Hint: First compute a state space representation of P by means of the conversion algo-
rithm tfm2ss (transfer-matrix-to-state-space). Read the help information carefully!
(The denominator polynomial is the same as in Exercise 2, the numerator polynomials
are represented in one matrix: the rst row being [0 -47 2], the second [0 -42 0], etc.
Once you have a state space representation of P you can read its H
norm from a plot

of the singular values of P. Use the routine sigma.
(b) Use (6.24) as a controller for the plant P and plot the singular values of the
closed loop control-sensitivity C(I + PC)
1
to investigate robust stability of
this system. Determine the robust stability margin of the closed loop system
under additive perturbations of the plant.
Hint: Use the MATLAB routine feedbk with the right type option as in exercise 6.1
to construct a state space representation of the control-sensitivity and use sigma to
read H
norms of multivariable systems.

(c) Consider the perturbed controller
C(s) =
1.13 0
0 .88
and compute the closed-loop poles of this system. Conclusion?

Hint: Use again the procedure feedbk to obtain a state space representation of the
closed loop system. Recall that the closed loop poles are the eigenvalues of the A
matrix in any minimal representation of the closed loop system. See also the routine
minreal.
3. Consider the linearized system of an unstable batch reactor described by the state
space model
x =
1.38 0.2077 6.715 5.676

0.5814 4.29 0 0.675
1.067 4.273 6.654 5.893
0.048 4.273 1.343 2.104
x +
0 0
5.679 0
1.136 3.146
1.136 0
u
y =
1 0 1 1
0 1 0 0
(a) Verify (using MATLAB!) that the input output system dened by this model
is unstable.
(b) Consider the controller with transfer function
C(s) =
0 2
5 0
+
1
s
0 2
8 0
Using Matlab, interconnect the controller with the given plant and show that
the corresponding closed loop system is stable.
(c) Make a plot of the singular values (as function of frequency) of the complemen-
tary sensitivity PC(I +PC)
1
of the closed loop system.
(d) What are your conclusions concerning robust stability of the closed loop system?
Chapter 7
General problem.
Now that we have prepared all necessary ingredients in past chapters we are ready to
compose the general problem in such a structure, the so-called augmented plant, that the
problem is well dened and therefore the solution straight forward to obtain. We will start
with a formal exposure and denitions and next illustrate it by examples.
7.1 Augmented plant.
The augmented plant contains, beyond the process model, all the lters for characterising
the inputs and weighting the penalised outputs as well as the model error lines. In Fig.
7.1 the augmented plant is schematised.
G(s)
K(s)

, ,
`

w z
u y
exogenous input
control input
output to be controlled
measured output
Figure 7.1: Augmented plant.
In order not to confuse the inputs and outputs of the augmented plant with those of
the internal blocks we will indicate the former ones in bold face. All exogenous inputs are
collected in w and are the L
2
bounded signals entering the shaping lters that yield the
actual input signals such as reference, disturbance, system perturbation signals, sensor
noise and the kind. The output signals, that have to be minimised in L
2
norm and
that result from the weighting lters, are collected in z and refer to (weighted) tracking
errors, actuator inputs, model error block inputs etc. The output y contains the actually
measured signals that can be used as inputs for the controller block K. Its output u
functions as the controller input, applied to the augmented system with transfer function
G(s). Consequently in sdomain we may write the augmented plant in the following,
properly partitioned form:
z
y
G
11
G
12
G
21
G
22
w
u
(7.1)
while:
81
82 CHAPTER 7. GENERAL PROBLEM.
u = Ky (7.2)
denotes the controller. Eliminating u and y yields:
z = [G
11
+G
12
K(I G
22
K)
1
G
21
]w
def
= M(K)w (7.3)
An expression like (7.3) in K will be met very often and has got the name linear
fractional transformation abbreviated as LFT. Our combined control aim requires:
min
Kstabilising
sup
wL
2
| z |
2
| w |
2
= min
Kstabilising
| M(K) |
(7.4)
as the 1
-norm is the induced operator norm for functions mapping L

2
signals to
L
2
signals, as explained in chapter 5. Of course we have to check whether stabilising con-
trollers indeed exist. This can best be analysed when we consider a state space description
of G in the following stylised form:
G :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
R
(n+[z]+[y])(n+[w]+[u])
(7.5)
where n is the dimension of the state space of G while [.] indicates the dimension of
the enclosed vector. It is evident that the unstable modes (i.e. canonical states) have to
be reachable from u so as to guarantee the existence of stabilising controllers. This means
that the pair A, B
2
needs to be stabilisable. The controller is only able to stabilise, if
it can conceive all information concerning the unstable modes so that it is necessary to
require that A, C
2
must be detectable. So, summarising:
There exist stabilising controllers K(s), i the unstable modes of G are both controllable
by u and observable from y which is equivalent to requiring that A, B
2
is stabilisable and
A, C
2
is detectable.
An illustrative example: sensitivity. Consider the structure of Fig. 7.2.
C P
W
y
W
x
V
n
0

,
`
`
`

r = 0
+
e
x
y y
x n
n
Figure 7.2: Mixed sensitivity structure.
Output disturbance n is characterised by lter V
n
from exogenous signal n belonging
to L
2
. For the moment we take the reference signal r equal to zero and forget about the
model error, lter W
x
, the measurement noise etc. , because we want to focus rst on
exclusively one performance measure. We would like to minimise y, i.e. the disturbance
in output y with weighting lter W
y
so that equation (7.4) turns into:
7.2. COMBINING CONTROL AIMS. 83
min
Cstabilising
sup
nL
2
| y |
2
| n |
2
= min
Cstabilising
| W
y
(I +PC)
1
V
n
|
= (7.6)
= min
Cstabilising
| W
y
SV
n
|
(7.7)
In the general setting of the augmented plant the structure would be as displayed in
Fig. 7.3.
C
P
V
n
W
y

`
,
`

,
G(s)
n
x
y
e
Figure 7.3: Augmented plant for sensitivity alone.
The corresponding signals and transfers can be represented as:
y
e
=
G
. .. .
W
y
V
n
W
y
P
V
n
P
n
x
C = K
(7.8)
It is a trivial exercise to subsitute the entries G
ij
in equation (7.3), yielding the same
M as in equation (7.6).
7.2 Combining control aims.
Along similar lines we could go through all kinds of separate and isolated criteria (as is
done in the exercises!). However, we are not so much interested in single criteria but much
more in conicting and combined criteria. This is usually realised as follows:
If we have several transfers properly weighted, they can be taken as entries m
ij
in a
composed matrix M like:
M =
m
11
m
12

m
21
.
.
.
.
.
.
.
.
.
.
.
.
(7.9)
It can be proved that:
| m
ij
|
| M |
(7.10)
Consequently the condition:
| M |
< 1 (7.11)
is sucient to guarantee that:
i, j :| m
ij
|
< 1 (7.12)
So the | . |
of the full matrix M bounds the | . |
of the various entries. Certainly,

it is not a necessary condition, as can be seen from the example:
M = (m
1
m
2
)
if | m
i
|
1 for i = 1, 2
then | M |
2
(7.13)
so that it is advisory to keep the composed matrix M as small as possible. The most
trivial example is the so-called mixed sensitivity problem as represented in Fig. 7.2. The
reference r is kept zero again so that we have only one exogenous input viz. n and two
outputs y and x that yield a two block augmented system transfer to minimise:
| M |
= |
W
y
SV
n
W
x
RV
n
(7.14)
The corresponding augmented problem setting is given in Fig. 7.4 and described by
the generalised transfer function G as follows:
y
x
e
= G
n
x
W
y
V
n
W
y
P
0 W
x
V
n
P
n
x
(7.15)
C
P
V
n

`
,
`

,
G(s)
n
x e
W
y
W
x
`

`
`

y
x
z
Figure 7.4: Augmented plant for the mixed sensitivity problem.
By proper choice of V
n
the disturbance can be characterised and the lter W
x
should
guard the saturation range of the actuator in P. Consequently the lower term in M viz.
| W
x
RV
n
|
1 represents a constraint. From Fig. 7.2 we also learn that we can think
the additive weighted model error
0
between x and n. Consequently if we end up with:
| W
x
RV
n
|
| M |
< (7.16)
7.3. MIXED SENSITIVITY PROBLEM. 85
we can guarantee robust stability for:
| V
1
n
PW
x
1
|
=|
0
|
< 1/ (7.17)
or equivalently:
R : [P(j)[ < [V
n
(j)[[W
x
(j)[/ (7.18)
So by proper choice of V
n
and W
x
we can combine saturation and robust stability.
Finally, by the lter W
y
we put our requirements on the band, for which the disturbance
should be removed, leading to the rst term W
y
SV
n
. So here we have a mixed sensitivity
criterion in M, where the lower term puts a constraint in terms of the control sensitivity,
while the upper term aims for a high performance in terms of the sensitivity.
7.3 Mixed sensitivity problem.
In general, such a mixed sensitivity can be described as:
W
1
SV
1
W
2
NV
2
performance
robustness
(7.19)
In the lower term robustness is guarded by N which is either T or R. It can in fact
always supposed to be T, as the dierence with R is only inthe weighting by P that can
be brought into the weighting lters W
2
and V
2
. As the lower term puts a hard constraint
while the upper term is a control aim that should be optimised under the lower constraint,
the general way, to solve this, runs along the following lines:
1. Choose weights W
2
and V
2
such that robustness is obtained for:
| W
2
NV
2
|
< 1. (7.20)
2. Choose W
1
and V
1
for the expected, obtainable performance.
3. Compute a stabilising controller C (see chapter 13) such that:
W
1
SV
1
W
2
NV
2
< (7.21)
where is as small as possible.
4. If > 1, decrease W
1
and/or V
1
in gain and/or frequency band in order to relax the
performance aim and thereby giving more room to satisfy the robustness constraint.
Go back to step 3.
5. If < 1, where is some small number, based on desired and obtainable numerical
accuracy, there is obviously some room left for improving the performance so that we
may tighten the weights W
1
and V
1
by increasing gains and/or bands. Next repeat
step 3.
6. If 1 < < 1 stop the above iteration process and evaluate the result by studying
the Bode plots of S and N, step responses, simulations and watching possible actu-
ator saturation. If the result is not satisfactory, repeat above iteration process after
having adjusted the weighting lters.
7. If the order of the controller is too high, some model order reduction method may
be applied.
8. Check whether, due to the order reduction of the controller, the total performance
is not degraded beyond acceptable level and if so, adapt step 7.
7.4 A simple example.
Consider the tracking problem of Fig. 7.5 as a single criterion, with only one lter and
no complications like disturbance and measurement noise in order to be able to easily
compute and analyse the solution.
V C P

,
`
r
r
+
e
y
Figure 7.5: Tracking problem structure.
The plant P is also supposed SISO. Trivially the control criterion is:
inf
Cstabilising
inf
u
2
1
| e |
2
= inf
Cstabilising
| M |
= (7.22)
= inf
Cstabilising
| SV |
= inf
Cstabilising
V
1 +PC
(7.23)
As we have learned, the poles and zeros of plant P in the left half plane cause no
problems. Neither do the unstable poles in the right half plane. Really troublesome are
the zeros in the closed right half plane. Let these be given by b
i
, i = 1, 2, . . .. Then we
know from the maximum modulus principle (see chapter 4):
sup
[M(j)[ = sup
sC
+
[M(s)[ = sup
sC
+
[
V
1 +PC
[ (7.24)
The peaks in C
+
will occur for the extrema in S = (1 + PC)
1
when P(b
i
) is zero.
These zeros put the bounds and it can be proved that a controller can be found such that:
| M |
= max
i
[V (b
i
)[ (7.25)
If there exists only one right half plane zero b, we can optimise M by a stabilising
controller C
in the -norm leading to optimal transfer M
. For comparison we can

also optimise the 2-norm by a controller C
2
analogously yielding M
2
. Do not try to solve
this yourself. The solutions can be found in [11]). The ideal controllers are computed which
will turn out to be nonproper. In practice we can therefore only apply these controllers
in a suciently broad band. For higher frequencies we have to attenuate the controller
transfer by adding a sucient number of poles to accomplish the so-called roll-o. For the
ideal controllers the corresponding optimal, closed loop transfers are given by:
M
= [V (b)[ (7.26)
M
2
= V (b)
2b
s +b
(7.27)
7.4. A SIMPLE EXAMPLE. 87
as displayed in the approximate Bode-diagram Fig. 7.6.
Figure 7.6: Bode plot of tracking solution M(K).
Notice that M
is an all pass function. (From this alone we may conclude that the
ideal controller must be nonproper.) It turns out that, if somewhere on the frequency axis
there were a little hill for M, whose top determines the -norm, optimisation could still
be continued to lower this peak but at the cost of an increase of the bottom line until
the total transfer were at again. This eect is known as the waterbed eect. We also
note that this could never be the solution for the 2-norm problem as the integration of
this constant level [M
[ from = 0 till = would result in an innitely large value.

Therefore, 1
2
accepts the extra costs at the low pass band for obtaining large advantage
after the corner frequency = b.
Nevertheless, the 1
2
solution has another advantage here, if we study the real goal:
the sensitivity. Therefore we have to dene the shaping lter V that characterises the type
of reference signals that we may expect for this particular tracking system. Suppose e.g.
that the reference signals live in a low pass band till = a so that we could choose lter
V as:
V (s) =
a
s +a
, a > 0 (7.28)
Since S = MV
1
, the corresponding sensitivities can be displayed in a Bode diagram
as in Fig. 7.7.
Figure 7.7: Bode plot of tracking solution S.
Unfortunately, the S
approaches innity for increasing , contrary to the S

2
. Remem-
ber that we still study the solution for the ideal, nonproper controllers. Is this increasing
sensitivity disastrous? Not in the ideal situation, where we did not expect any reference
signal components for these high frequencies. However, in the face of stability robustness
and actuator saturation, this is a bad behaviour as we necessarily require that T is small
and because S +T = 1, inevitably:
lim
[S
[ = lim
[T
[ = lim
[1 S
[ = (7.29)
Consequently robustness and saturation requirements will certainly be violated. But
it is no use complaining, as these requirements were not included in the criterion after all.
Inclusion can indeed improve the solution in these respects, but, like in the 1
2
solution,
we have to pay then by a worse sensitivity at the low pass band. This is another waterbed
eect.
7.5 The typical compromise
A typical weighting situation for the mixed sensitivity problem is displayed in Fig. 7.8.
Figure 7.8: Typical mixed sensitivity weights.
Suppose the constraint is on N = T. Usually, W
1
V
1
is low pass and W
2
V
2
is high pass.
Suppose also that, by readjusting weights W
1
, V
1
, we have indeed obtained:
inf
Kstabilising
| M(K) |
= 1 (7.30)
Then certainly :
| W
1
SV
1
|
< 1 : [S(j)[ < [W

1
(j)
1
V
1
(j)
1
[ (7.31)
| W
2
TV
2
|
< 1 : [T(j)[ < [W

2
(j)
1
V
2
(j)
1
[ (7.32)
as exemplied in Fig. 7.8. Now it is crucial that the point of intersection of the
curves [W
1
(j)V
1
(j)[ and [W
2
(j)V
2
(j)[ is below the 0 dB-level. Otherwise,
there would be a conict with S + T = 1 and there would be no solution! Consequently,
heavily weighted bands (> 0dB) for S and T should always exclude each other. This is
the basic eect, that dictates how model uncertainty and actuator saturation, that puts
a constraint on T, ultimately bounds the obtainable tracking and disturbance reduction
band represented in the performance measure S.
7.6. AN AGGREGATED EXAMPLE 89
7.6 An aggregated example
Till so far only very simple situations have been analysed. If we deal with more complicated
schemes where also more control blocks can be distinguished, the main lines remain valid,
but a higher appeal is done for ones creativity in combining control aims and constraints.
Also the familiar transfers take more complicated forms. As a straightforward example
we just take the standard control scheme with only a feedforward block extra as sketched
in Fig. 7.9.
C
fb
P
0
C
ff
V
r
W
u
V
v
W
e

, ,
`
,
`
`
n
r r
u
u
n
v
v
y
e
e
+
+
+
+
+
o

P
Figure 7.9: A two degree of freedom controller.
This so-called two degree of freedom controller oers more possibilities: tracking and
disturbance reduction are represented now by dierent transfers, while before, these were
combined in the sensitivity. Note also that the additive uncertainty P is combined with
the disturbance characterisation lter V
v
and the actuator weighting lter W
u
such that
P = V
v
o
W
u
under the assumption:
R : [
o
[ 1 [P[ [V
v
W
u
[ (7.33)
By properly choosing V
v
and W
u
we can obtain robustness against the model un-
certainty and at the same time prevent actuator saturation and minimise disturbance.
Certainly we then have to design the two lters V
v
and W
u
for the worst case bounds of
the three control aims and thus we likely have to exaggerate somewhere for each separate
aim. Nevertheless, this is preferable above the choice of not combining them and instead
adding more exogenous inputs and outputs. These extra inputs and outputs would in-
crease the dimensions of the closed loop transfer M and, the more entries M has, the more
conservative the bounding of the subcriteria dened by these entries will be, because we
only have:
if | M |
< then i, j : | m
i,j
|
<
However, the bound for a particular subcriterion will mainly be eected if all other
entries are zero. Inversely, if we would know beforehand that say | m
i,j
|
< 1 for
i 1, 2, . . . , n
i
, j 1, 2, . . . , n
j
, then the norm for the complete matrix | M |
could still
become

max (n
i
, n
j
). Ergo, it is advantageous to combine most control aims.
In Fig. 7.10 the augmented plant/controller conguration is shown for the two degree
of freedom controlled system.
C
fb
C
ff
P
o
V
r
V
v
W
u
W
e

,
,
`

`
`

`

`

, ,
,
`
AugmentedPlant
Controller
n
v
n
r
u
w
z
e
u
v
r
+
+
+
+
+
y
r
y
u
Figure 7.10: Augmented plant/controller for two degree of freedom controller.
An augmented planted is generally governed by the following equations:
z
y
G
11
G
12
G
21
G
22
w
u
(7.34)
(7.35)
u = Ky (7.36)
that take for the particular system the form:
e
u
y
r
W
e
V
v
W
e
V
r
W
e
P
o
0 0 W
u
V
v
0 P
o
0 V
r
0
n
v
n
r
u
(7.37)
(7.38)
u =

C
fb
C
ff
y
r
(7.39)
The closed loop system is then optimised by minimising:
7.6. AN AGGREGATED EXAMPLE 91
| M |
=| G
11
+G
12
K(I G
22
K)
1
G
21
|
=|
M
11
M
12
M
21
M
22
(7.40)
and in particular:
M =
W
e
(I P
o
C
fb
)
1
V
v
W
e
I (I P
o
C
fb
)
1
P
o
C
ff
V
r
W
u
C
fb
(I P
o
C
fb
)
1
V
v
W
u
(I P
o
C
fb
)
1
C
ff
V
r
(7.41)
which can be schematised as:
sensitivity :
e
nv
tracking :
e
nr
stability robustness :
u
nv
input saturation :
u
nr
performance
constraints
(7.42)
Suppose that we can manage to obtain:
| M |
< 1 (7.43)
then it can be guaranteed that R:
[(I P
o
C
fb
)
1
[ <

|WeVv|
[I (I P
o
C
fb
)
1
P
o
C
ff
[ <

|WeVr|
[C
fb
(I P
o
C
fb
)
1
[ <

|WuVv|
[(I P
o
C
fb
)
1
C
ff
[ <

|WuVr|
(7.44)
The respective, above transfer functions at the left and the right side of the inequality
signs can then be plotted in Bode diagrams for comparison so that we can observe which
constraints are the bottlenecks at which frequencies.
7.7 Exercise
V
r C P
W
y
W
e
W
x
W
z
V

,
`
`
`
`
`
`
`
r
e x z

y
y
r e x z
n
+
+
+
For the given blockscheme we consider rst SISO-transfers from a certain input to a
certain output. It is asked to compute the linear fractional transfer, to explain the use of
the particular transfer, to name it (if possible) and nally to give the augmented plant in
blockscheme and express the matrix transfer G. Train yourself for the following transfers:
a) from to y (see example sensitivity in lecture notes)
b) from r to e
c) from to z (two goals!)
d) from to x (two goals!)
The same for the following MIMO-transfers:
e) from to y and z (three goals!)
We now split the previously combined inputs in into two inputs
1
and
2
with respective
shaping lters V
1
and V
2
:
f) from
1
and
2
to y and z.
Also for the next scheme:
V
r
C
1 P
C
2
W
e
W
x

`
, ,
`
`

r r
+
+
x
y
+
e
x
e
g) from r to x and e.
Chapter 8
Performance robustness and
-analysis/synthesis.
8.1 Robust performance
It has been shown how to solve a multiple criteria problem where also stability robustness
is involved. But it is not since chapter 3 that we have discussed performance robustness
and then only in rather abstract terms where a small S had to watch robustness for T
and vice versa. It is time now to reconsider this issue, to quantify its importance and to
combine it with the other goals. It will turn out that we have practically inadvertently
incorporated this aspect as can be illustrated very easily with Fig. 8.1.
Figure 8.1: Performance robustness translated into stability robustness
The left block scheme shows the augmented plant where the lines, linking the model
error block, have been made explicit. When we incorporate the controller K, as shown in
the right block scheme, the closed loop system M(K) is also containig these lines, named
by g and h. With the proper partitioning the total transfer can be written as:
g
z
M
11
M
12
M
21
M
22
h
w
(8.1)
h = g (8.2)
We suppose that a proper scaling of the various signals has been taken place such that
each of the output signals has 2-norm less than or equal to one provided that each of the
input components has 2-norm less than one. We can then make three remarks about the
closed loop matrix M(K):
Stability robustness. Because proper scaling was taken, it follows that stability
robustness can be guaranteed according to:
93
94CHAPTER 8. PERFORMANCE ROBUSTNESS AND -ANALYSIS/SYNTHESIS.
| |
1 | M
11
(K) |
< 1 (8.3)
So the -norm of M
11
determines robust stability.
Nominal performance. Without model errors taken into account (i.e. =0 and
thus h=0) | z |
2
can be kept less than 1 provided that:
| M
22
(K) |
< 1 (8.4)
So the -norm of M
22
determines nominal performance.
This condition can be unambiguously translated into a stability condition, like for
stability robustness, by introducing a fancy feedback over a fancy block
p
as:
w =
p
z : |
p
|
1 | M
22
(K) |
< 1 (8.5)
There is now a complete symmetry and similarity in the two separate loops over
and
p
.
Robust performance. For robust performance we have to guarantee that z stays
below 1 irrespective of the model errors. That is, in the face of a signal h unequal
to zero and | h |
2
1, we require | z |
2
< 1. If we now require that:
| M(K) |
< 1 (8.6)
we have a sucient condition to guarantee that the performance is robust.
proof: From equation 8.6 we have:
g
z
2
<
h
w
2
(8.7)
From | |
1 we may state:
| h |
2
| g |
2
(8.8)
Combination with the rst inequality yields:
g
z
2
<
g
w
2
(8.9)
so that indeed:
| z |
2
<| w |
2
1 (8.10)
which ends the proof.
Of course robust stability and nominal performance is implied as:
| M |
< 1 | M
11
|
< 1 and | M
22
|
< 1 (8.11)
8.2. NOPERFORMANCE ROBUSTNESS FOR THE MIXEDSENSITIVITYSTRUCTURE.95
But we also obtain that | z |
2
< 1 for all allowed | |
1. Thus performance
robustness is guaranteed. Ergo, inadvertently, we combined stability robustness and
nominal performance in the above structure and we automatically receive perfor-
mance robustness almost as a spin o!
8.2 No performance robustness for the mixed sensitivity
structure.
Unfortunately, the performance robustness, as derived in the previous section, only holds
for the so called four block problem, where:
M =
M
11
M
12
M
21
M
22
(8.12)
If M
12
and M
21
do not exist in two block problems:
M =

M
11
M
22
or M =
M
11
M
22
(8.13)
the robust performance property is lost (see for yourself if you try to proof it along the
lines of the previous section).
Consequently the earlier proposed mixed sensitivity problem:
M =
W
S
(I +PC)
1
V
W
R
C(I +PC)
1
V
(8.14)
lacks robust performance. It turns out that the resulting controller simply com-
pensates the stable poles and zeros of the plant (model) P. (see Smit [19]) It can easily be
understood, that this will be a bad solution if the plant has poles and zeros close to the
instability border: the imaginary axis. Small deviations of the real plant from its model
will soon deteriorate the performance: the intended pole-zero cancellations will not be
perfect and the rootlocus will show small excursions close to the imaginary axis causing
sharp resonance peaks in the closed loop Bode-plots.
8.3 -analysis
We could be very satised with the general result of section 8.1, but there is an annoying
aspect in the suciency of the condition (8.6). This condition asks more than is strictly
necessary. This can be understood, if we translate this condition into a stability condition,
as we did for the nominal performance. Then condition (8.6) provides robust stability even
if
t
is a full block, i.e. all its entries may be nonzero. It means that h may also depend
on z and that w may also depend on g. As there are no such relations, we required too
much. We know that
t
is not a full block but:
t
=
0
0
p
(8.15)
So we passed over the diagonal structure of the total
t
-block. The o-diagonal zeros
indicate that the performance output z has no inuence whatsoever onto the model error
output h and reciprocally the model error input line g wont aect the exogenous inputs
w . Ergo, condition (8.6) is too strong and introduces conservatism.
A way to avoid this conservatism by incorporating the knowledge on the o-diagonal
zeros is oered by the -analysis/synthesis.
-analysis guarantees the robust stability of the general loop in Fig. 8.2 where the
-block has a diagonal structure.
Figure 8.2: Robust performance closed loop.
This block is a generalised version of block
t
of the previous section and contains as
diagonal blocks the fancy feedback performance block
p
and various structured model
errors
i
where we will give examples of later. Formally, these blocks can act on various
dimensional spaces but their matrix norm (largest singular value) should be less than 1:
R : (j) = diag(
1
,
2
, . . . ,
p
)[ (
i
) 1 (8.16)
Thus the block in Fig. 8.2 takes the structured form of a block diagonal matrix
where each diagonal block
i
(s) belongs to 1
, has dimension n
i
xm
i
and is bounded by
|
i
|
1. There are p 1 of these blocks and, of course, the numbers n := n

i
and m := m
i
are the numbers of rows and columns of respectively. Note that the
conditions of the problem of the previous section agree with this denition, while
p
is
typically the (fancy) performance block.
A condition for stability of the conguration of Fig. 8.2, where closed loop system M
is stable, is given by :
, (j) : det (I M(j)(j)) = 0 (8.17)
For a SISO plant M a zero determinant implies 1 M = 0, which is the distance
of M to the point 1. It simply states that we cannot nd a [[ 1 such that the point
1 is enclosed in the Nyquist plane. You might be used to nd the point 1 here, but
notice that in the formal feedback loop of Fig. 8.2 the usual minus sign is not explicitly
introduced. Since the phase angle of is indeterminate, this condition can be understood
as a limitation on the magnitude of M such that 1 is not encircled and thus completely
comparable with the small gain condition. Equation 8.17 is just a generalisation for MIMO-
systems. The magnitude of the needs further denition and analysis for the MIMO
case. In particular, if has the proposed diagonal structure, so that magnitude is
coupled with direction.
The following should continuously be read with the addition for each fre-
quency . To facilitate reading of formulas the explicit statement and the
notation of the argument is skipped, unless very crucial.
Let the spectral radius of a matrix be dened as the maximum of the absolute values
of the eigenvalues of that matrix. So in particular :
8.3. -ANALYSIS 97
(M)
def
= max
i
[
i
(M)[ (8.18)
Suppose that for some we have (M) 1. The phase angle of can freely
be chosen so that we can inuence the phase angle of
max
(M) accordingly. Also a
multiplication of by a constant 0 1 leads to a new . So there will be some
which brings about an eigenvalue (M) = 1. A simple eigenvalue decomposition
of M then shows:
I M = EE
1
EE
1
= E(I )E
1
(8.19)
Because the diagonal matrix I has a zero on the diagonal, it is singular so that its
determinant is zero. Ergo, the stability condition 8.17 is violated.
Consequently, an equivalent condition for stability is:
sup
,R
(M) < 1 (8.20)
As we will show, this condition takes the already encountered form:
for is unstructured : | |
1 | M |
< 1 (8.21)
for the case that the block has no special structure. Note, that this is a condition
solely on matrix M.
proof:
Condition (8.21) for the unstructured can be explained as follows. The (M) indi-
cates the maximum amplication by mapping M. If M = WV
represents the singular

value decomposition of M, we can always choose

= V W
because:
(
) = (V W
) =

max
(V W
WV
) =

max
(I) = 1 (8.22)
which is allowed. Consequently:
M

= WW
= WW
1
(M) = (M

) = sup
(M) (8.23)
because the singular value decomposition happens here to be the eigenvalue decom-
postion as well. So from equations 8.20 and 8.23 robust stability is a fact if we have for
each frequency:
, () 1 (M) < 1 (8.24)
If we apply this for each , we end up in condition (8.21).
end proof.
However, if has the special diagonal structure, then we can not (generally)
choose = V W
. In other words, in such a case the system would not be robustly stable
for unstructured but could still be robustly stable for structured . So, it no longer
holds that sup
(M) = (M). But in analogy we dene:

(M)
def
= sup
(M) (8.25)
and the equivalent stability condition for each frequency is:
(M) < 1 (8.26)
In analogy we then have a similar condition on M for robust stability in the case of
the structured , by:
for is structured : | M |
< 1 (8.27)
when:
sup
(M(j))
def
=| M |
(8.28)
represents a yet unknown measure. For obvious reasons, the is also called the
structured singular value. Because in general we can no longer have V W
T
=

it
will also be clear that
(M) (M) (8.29)
This -value is certainly less than or equal to the maximum singular value of M,
because it incorporates the knowledge about the diagonal structure and should thus display
less conservatism. The father of is John Doyle and the symbol has generally been
accepted in control community for this measure. Equation 8.27 suggests that we can nd
a norm | |
on exclusively matrix M that can function in a condition for stability.

First of all, the condition, and thus this -norm, cannot be independent on because the
special structural parameters (i.e. n
i
and m
i
) should be used. Consequently this so-called
-norm is implicitely taken for the special structure of . Secondly, we can indeed connect
a certain number to | M |
, but it is not a norm pur sang. It has all properties to

be a distance in the mathematical sense, but it lacks one property necessary to be a
norm, namely: | M |
can be zero without M being zero itself (see example later on).
Consequently, | |
is called a seminorm.
Because all above conditions and denitions may be somewhat confusing by now, some
simple examples will be treated, to illustrate the eects. We rst consider some matrices
M and for a specic frequency , which is not explicitly dened.
We depart from one -matrix given by:
=

1
0
0
2
(
1
) 1( [
1
[ 1)
(
2
) 1( [
2
[ 1)
(8.30)
Next we study three matrices M in relation to this :
M =
1
2
0
0
1
2
(8.31)
see Fig. 8.3.
The loop transfer consists of two independent loops as Fig. 8.3 reveals and that
follows from:
M =
1
2
1
0
0
1
2
(8.32)
Obviously (M) =
max
(M) =
1
2
, which is less than one, so that robust stability
is guaranteed. But in this case also (M) =
1
2
so that there is no dierence between
the structured and the unstructured case. Because all matrices are diagonal, we are
just dealing with two independent loops.
8.3. -ANALYSIS 99
Figure 8.3: Two separate robustly stable loops
The equivalence still holds if we change M into:
M =
2 0
0 1
(8.33)
Then one learns:
M =
2
1
0
0
2
(8.34)
so that (M) =
max
(M) = 2 > 1 and stability is not robust. But also (M) = 2
would have told us this and Fig. 8.4.
Figure 8.4: Two not robustly stable loops
Things become completely dierent if we leave the diagonal matrices and study:
M =
0 10
0 0
M =
0 10
2
0 0
(8.35)
Now we deal with an open connection as Fig. 8.5 shows .
Figure 8.5: Robustly stable open loop.
It is clear that (M) =
max
(M) = 0, although M = 0! Indeed is not a norm.
Nevertheless = 0 indicates maximal robustness. Whatever () < 1/(M) = ,
the closed loop is stable, because M is certainly stable and the stable transfers are
not in a closed loop at all. On the other hand, the conservative -norm warns for
non-robustness as (M) = 10 > 1. From its perspective , supposing a full matrix,
this is correct since:
M =
0 10
0 0

1

12
21

2
10
21
10
2
0 0
(8.36)
so that Fig. 8.6 represents the details in the closed loop.
21

2
1

12
10

`
,
`
,
,
`
, ,

`
,
`
,
M
Figure 8.6: Detailed closed loop M with unstructured .
Clearly there is a closed loop now with looptransfer 1021 where in worst case we can
have [
21
[ = 1 so that the system is not robustly stable. Correctly the (M) = 10 tells
us that for robust stability we require () < 1/ (M) = 1/10 and thus [
21
[ < 1/10.
Summarising we obtained merely as a denition that robust stability is realised if:
| M |
= sup
(M) < 1 (8.37)

8.4. COMPUTATION OF THE -NORM. 101
Figure 8.7: Bode plot of structured singular value.
So a Bode plot could look like displayed in Fig. 8.7.
The actual computation of the -norm is quite another thing and appears to be
complicated, indirect and at least cumbersome.
8.4 Computation of the -norm.
The crucial observation at the basis of the computation, which will become an approxi-
mation, is:
(M) (M) (M) (8.38)
Without proving these two-sided bounds explicitly, we will exploit them in deriving
tighter bounds in the next two subsections.
8.4.1 Maximizing the lower bound.
Without aecting the loop properties we can insert an identity into the loop eected by
UU
= U
U = I where U is a unitary matrix. A matrix is unitary if its conjugate

transpose U
, is orthonormal to U, so U
U = 1. It is just a generalisation of orthonormal

matrices for complex matrices.
The lower bound can be increased by inserting such compensating blocks U and U
in
the loop such that the -block is unchanged while the M-part is maximised in . The
is invariant under premultiplication by a unitary matrix U
of corresponding structure as
shown in Fig. 8.8.
Let the matrix U consist of diagonal blocks U
i
corresponding to the blocks
i
:
UU = diag(U
1
, U
2
, . . . , U
p
)[ dim(U
i
) = dim(
i
T
i
), U
i
U
i
= I (8.39)
as exemplied in Fig. 8.8 Then, neither the stability nor the loop transfer is changed
if we insert I = UU
into the loop. As U is unitary, we can also redene the dashed block
U
as the new model error which also lives in set :
def
= U
(8.40)
Because (M) will stay larger than (MU) even if we change U we can push this lower
bound upwards until it even equals the (M):
sup
U
(MU) = (M) (8.41)
M(K)
p
0
0
U
1
U
2
U
3
U
1
U
2
U
3
U

MU
, , ,

`
0
0
0
0
Figure 8.8: Detailed structure of U related to .
So in principle this could be used to compute , but unfortunately the iteration process,
to arrive at the supremum is a hard one because the function (MU) is not convex in the
entries u
ij
.
So our hope is xed to lowering the upper bound.
8.4.2 Minimising the upper bound.
Again we apply the trick of inserting identities, consisting of matrices, into the loop. This
time both at the left and the right side of the block which we want to keep unchanged
as exemplied in Fig. 8.9
Careful inspection of this Fig. 8.9 teaches that if is postmultiplied by D
R
and
premultiplied by D
1
L
it remains completely unchanged because of the corresponding
identities structure of D
R
and D
L
. This can be formalised as:
D
L
D
L
= diag(d
1
I
1
, d
2
I
2
, . . . , d
p
I
p
)[ dim(I
i
) = dim(
i
T
i
), d
i
R (8.42)
D
R
D
R
= diag(d
1
I
1
, d
2
I
2
, . . . , d
p
I
p
)[ dim(I
i
) = dim(
T
i

i
), d
i
R (8.43)
If all
i
are square, the left matrix D
L
and a right matrix D
R
coincide. All coecients
d
i
can be multiplied by a free constant without aecting anything in the complete loop.
Therefore the coecient d
1
is generally chosen to be one as a reference.
Again the loop transfer and the stability condition are not inuenced by D
L
and D
R
and we can redene the model error :
8.4. COMPUTATION OF THE -NORM. 103
M(K)
I
1
d
2
I
1
d
3
I
2
0
0
I
1
d
1
2
I
1
d
1
3
I
2
0
0
p
0
0
I
1
d
2
I
1
d
3
I
1
I
1
d
1
2
I
1
d
1
3
I
1
D
R
D
1
L

D
L
MD
1
R

`
, , , ,

0
0
0
0
Figure 8.9: Detailed structure of D related to .
def
= D
R
D
1
L
= (8.44)
Again the is not inuenced so that we can vary all d
i
and thereby pushing the upper
bound downwards:
(M) inf
d
i
,i=2,3...p
(D
L
MD
1
R
)
def
=
A
(M) (8.45)
It turns out that this upper bound
A
(M) is very close in practice to (M) and it even
equals (M) if the dimension of is less or equal to 3. And fortunately, the optimisation
with respect to d
i
is a well conditioned one, because the function | D
L
MD
1
R
|
appears
to be convex in d
i
. So
A
is generally used as the practical estimation of . However, it
should be done for all frequencies which boils down to a nite, representative number
of frequencies and we nally have:
| M |
| inf
d
i
(),i=2,3,...p
D
L
MD
1
R
|
= sup
A
(M()) (8.46)
In practice one minimises for a sucient number of frequencies
j
the maximum sin-
gular value (D
L
MD
1
R
) for all d
i
(
j
). Next biproper, stable and minimum phase lters
d
i
(j) are tted to the sequence d
i
(
j
) and the augmented plant in a closed loop with
the controller K is properly pre- and postmultiplied by the obtained lter structure. In
that way we are left with generalised rational transfers again. This operation leads to the
following formal, shorthand notation:
| inf
d
i
(),i=2,3,...p
D
L
MD
1
R
|
|

D
L
M(K)

D
1
R
|
inf
D
| DM(K)D
1
|
(8.47)
where the distinction between D
L
and D
R
is left out of the notation as they are
linked in d
i
anyhow. Also their rational lter structure is not explicitly indicated. As a
consequence we can write:
| M |
inf
D
| DMD
1
|
sup
A
(M()) (8.48)
Consequently, if
A
remains below 1 for all frequencies, robust stability is guaranteed
and the smaller it is, the more robustly stable the closed loop system is. This nishes the
-analysis part: given a particular controller K the -analysis tells you about robustness
in stability and performance.
8.5 -analysis/synthesis
By equation (8.46) we have a tool to verify robustness of the total augmented plant in
a closed loop with controller K. The augmented plant includes both the model error-
block and the articial, fancy performance block. Consequently robust stability should
be understood here as concerning the generalised stability which implies that also the
performance is robust against the plant perturbations. But this is only the analysis, given
a particular controlled block M which is still a function (LFT) of the controller K. For
the synthesis of the controller we were used to minimise the 1
-norm:
inf
Kstabilising
| M(K) |
(8.49)
but we have just found that this is conservative and that we should minimise:
inf
Kstabilising
| DM(K)D
1
|
(8.50)
However, for each new K the subsequently altered M(K) involves a new minimisation for
D so that we have to solve:
inf
Kstabilising
inf
D
| DM(K)D
1
|
(8.51)
In practice this is tried to be solved by the following iteration procedure under the name
D-K-iteration process:
1. Put D = I
2. K-iteration. Compute optimal K for the last D.
3. D-iteration. Compute optimal D for the last K.
4. Has the criterion | DM(K)D
1
|
changed signicantly during the last two steps?

If yes: goto K-iteration, if no: stop.
In practice this iteration process appears to converge usually in not too many steps. But
there can be exceptions and in principle there is a possibility that it does not converge at
all.
This formally completes the very brief introduction into -analysis/synthesis. A few
extra remarks will be added before a simple example will illustrate the theory.
8.6. A SIMPLE EXAMPLE 105
As a formal denition of the structured singular value one often stumbles across
the following mind boggling expression in literature:
(M) = [inf
()[ det(I M) = 0]
1
(8.52)
where one has to keep in mind that the inmum is over which has indeed the same
structure as dened in the set but not restricted to (
i
) < 1. Nevertheless, the
denition is equivalent with the one discussed in this section. In the exercises one
can verify that the three methods (if dim() 3) yield the same results.
It is tacitly supposed that all
i
live in the unity balls in C
n
i
m
i
while we often
know that only real numbers are possible. This happens e.g. when it concerns inac-
curacies in physical real parameters (see next section). Consequently not taking
into account this connement to real numbers (R) will again give rise to conser-
vatism. Implicit incorporation of this knowledge asks more complicated numerical
tools though.
8.6 A simple example
Consider the following rst order process:
P =
K
0
s +
(8.53)
where we have some doubts about the correct values of the two parameters K
0
and .
So let
1
be the uncertainty in the gain K
0
and
2
be the model error of the pole value .
Furthermore, we assume a disturbance w at the input of the process. We want to minimise
its eect at the output by feedback across controller C. For simplicity there are no shaping
nor weighting lters and measurement noise and actuator saturation are neglected. The
whole set up can then easily be presented by Fig. 8.10 and the corresponding augmented
plant by Fig. 8.11.
Figure 8.10: First order plant with parameter uncertainties.
The complete input-output transfer of the augmented plant G
e
can be represented as:
Figure 8.11: Augmented plant for parameter uncertainties.
a
1
a
2
z
y
0
1
s+
1
s+
1
s+
0
1
s+
1
s+
1
s+
1
K
0
s+
K
0
s+
K
0
s+
1
K
0
s+
K
0
s+
K
0
s+
b
1
b
2
w
u
(8.54)
while the outer loops are dened by:
b
1
b
2
a
1
a
2

1
0
0
2
a
1
a
2
(8.55)
u = Ky = Cy (8.56)
Incorporation of a stabilising controller K, which is taken as a static feedback here,
we obtain for the transfer M(K):
a
1
a
2
z
=
1
s + +K
0
K
K 1 1
K 1 1
s + K
0
K
0
. .. .
M(K)
b
1
b
2
w
(8.57)
The analysis for robustness of the complete matrix M(K) is rather complicated for
analytical expressions so that we like to conne to the robust stability in the strict sense
for changes in
1
and
2
that is:
M
11
=
1
s + +K
0
K
K 1
K 1
(8.58)
Since we did not scale, we may dene the -analysis as:
| M
11
|
= (8.59)
= (diag(
1
,
2
)[ (
i
) <
1
) (8.60)
For () we get (the computation is an exercise):
8.6. A SIMPLE EXAMPLE 107
() =
[K[ + 1
2
+ ( +K
0
K)
2
(8.61)
The supremum over the frequency axis is then obtained for = 0 so that:
| M
11
|
=
[K[ + 1
+K
0
K
=
(8.62)
because K stabilises the nominal plant so that:
+K
0
K > 0 (8.63)
Ergo, -analysis guarantees robust stability as long as :
for i = 1.2 : [
i
[ <
+K
0
K
[K[ + 1
=
1
(8.64)
It is easy to verify (also an exercise) that the unstructured 1
condition is:
(M(K, )) =
2(K
2
+ 1)
2
+ ( +K
0
K)
2
(8.65)
| M
11
|
2(K
2
+ 1)
+K
0
K
=
(8.66)
[
i
[ <
+K
0
K
2(K
2
+ 1)
=
1
(8.67)
Indeed, the -analysis is less conservative than the 1
-analysis as it is easy to verify

that:
>
(8.68)
Finally we would like to compare these results with an even less conservativeapproach
where we make use of the phase information as well. As mentioned before, all phase
information is lost in the 1
-approach and this takes over to the -approach. Explicit

implementation of the phase information can only be done in such a simple example and
will appear to be the great winner. Because we know that
1
and
2
are real, the pole of
the system with proportional feedback K is given by:
( +K
0
K +
2
+K
1
) (8.69)
Because K is such that nominal (for
i
= 0) stability is true, total stability is guaran-
teed for:
K
1
+
2
> ( +K
0
K) (8.70)
This half space in
1
, 2-space is drawn in Fig. 8.12 for numerical values: = 1, K
0
=
1, K = 2.
The two square bounds are the -bound and the 1
-bound. The improve of on

1
is rather poor in this example but can become substantial for other realistic plants.
There is also drawn a circular bound in Fig. 8.12. This one is obtained by recognising that
signals a
1
and a
2
are the same in Fig. 8.11. This is the reason that M
11
had so evidently
rank 1. By proper combination the robust stability can thus be established by a reduced
Figure 8.12: Various bounds in parameter space.
M
11
that consists of only one row and then is no longer dierent from 1
both yielding
the circular bound with less computations. (This is an exercise.)
Another appealing result is obtained by letting K approach , then:
bound : [
1
[ < K
0
(8.71)
bound : [
1
[ <
K
0
2
(8.72)
true bound :
1
> K
0
(8.73)
8.7. EXERCISES 109
8.7 Exercises
9.1: Show that, in case M
12
= 0 or M
21
= 0, the robust performance condition is fullled
if both the robust stability and the performance for the nominal model are guaranteed.
Does this case, o-diagonal terms of M zero, make sense ?
9.2: Given the three examples in this chapter:
M =
1/2 0
0 1/2

2 0
0 1

0 10
0 0
(8.74)
Compute the -norm if =

1
0
0
2
according to the second denition :

= [inf
()[ det (I M) = 0]
1
(8.75)
9.3: Given:
M =
1/2 1/2
1/2 1/2

1
0
0
2
(8.76)
a) Compute and of M. Are these good bounds for ?
b) Compute in three ways.
9.4: Compute explicitly | M
11
|
and | M
11
|
for the example in this chapter where:

M
11
=
1
s + +K
0
K
K 1
K 1
(8.77)
What happens if we use the fact that the the error block output signals a
1
and a
2
are
the same , so that can be dened as = [
1

2
]
T
? Show that the circular bound
of the last Fig. 8.12 results.
Chapter 9
Filter Selection and Limitations.
In this chapter we will discuss several aspects of lter selection in practice. First we
will show how signal characteristics and model errors can be measured and how these
measurements together with performance aims can lead to eective lters. Eective in
the sense, that solutions with | M |
< 1 are feasible without contradicting e.g.

S+T=I and other fundamental bounds.
Apart from the chosen lters there are also characteristics of the process itself, which
ultimately bound the performance, for instance RHP (=Right Half Plane) zeros and/or
poles, actuator and output ranges, less inputs than outputs etc. We will shortly indicate
their eects such that one is able to detect the reason, why 1 could not be obtained
and what the best remedy or compromise can be.
9.1 A zero frequency set-up.
9.1.1 Scaling
The numerical values of the various signals in a controlled system are usually expressed
in their physical dimensions like m, N, V , A,
o
, . . . . Next, depending on the size of the
signals, we also have a rough scaling possibility in the choice of the units. For instance
a distance will basically be expressed in meters, but in order to avoid very large or very
small numbers we can choose among km, mm, m,

A or lightyears. Still this is too
rough a scaling to compare signals of dierent physical dimensions. As a matter of fact
the complete concept of mapping normed input signals onto normed output signals, as
discussed in chapter 5, incorporates the basic idea of appropriate comparison of physically
dierent signals by means of the input characterising lters V
and output weighting

lters W
. The lter choice is actually a scaling problem for each frequency. So let us
start in a simplied context and analyse the scaling rst for one particular frequency,
say = 0. Scaling on physical, numerically comparable units as indicated above is not
accurate enough and a trivial solution is simply the familiar technique of eliminating
physical dimensions by dividing by the maximum amplitude. So each signal s can then
be expressed in dimensionless units as s according to:
s =
1
smax
s = W
s
s s = s
max
s = V
s
s s
max
= sup([s[) (9.1)
where supremum should be read as the extreme value it can take given the corre-
sponding (expected) range. For a typical SISO-plant conguration such scaling leads to
the blockscheme of Fig. 9.1.
111
112 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
r
max C
1
umax
P
z
max
d
max
max

,
`
P
r
r +
u
u z
z
d
d

Figure 9.1: Range scaled controlled system.
An H
-analogon for such a zero frequency setup would be as follows. In H
we
measure the inputs and outputs as | w |
2
and | z |
2
so that the induced norm is
| M |
. In zero frequency setup it would be the Euclidean norm for inputs and outputs,
i.e. | w |
E
=| w |
2
=
i
w
2
i
and likewise for z. The induced norm is trivially the usual
matrix norm, so | M |
= max
i
(
i
(M)) = (M) . Note that because of the scaling we
immediately have for all signals, inputs or outputs:
| s |
2
= [ s[ 1 (9.2)
For instance a straightforward augmented plant could lead to:
z =
u
e
W
u
RV
r
W
u
RV
d
W
u
RV
W
e
SV
r
W
e
SV
d
W
e
TV
= Mw (9.3)
where as usual S = 1/(1 +PC), T = PC/(1 +PC), R = C/(1 +PC) and e = r y.
In the one frequency set-up the majority of lters can be directly obtained from the
scaling:
z =
u
e
1
umax
Rr
max
1
umax
Rd
max
1
umax
R
max
W
e
Sr
max
W
e
Sd
max
W
e
T
max
= Mw (9.4)
9.1.2 Actuator saturation, parsimony and model error.
Suppose that the problem is well dened and we would be able to nd a controller CR
such that
| M |
= (M) < 1 (9.5)

then this tells us e.g. that | z |
2
< 1, so certainly u < 1 or [u[ < u
max
, if :
| w |
2
=|
|
2
1 (9.6)
By the applied scaling we can only guarantee that | w |
2
<
3 so that disappointingly
follows u <
3u
max
, which is not sucient to avoid actuator saturation. This eect can
9.1. A ZERO FREQUENCY SET-UP. 113
be weakened by choosing W
u
=

3/u
max
or we can try to eliminate it by diminishing
the number of inputs. This can be accomplished because both tracking and disturbance
reduction require a small sensitivity S. In the next Fig. 9.2 we show how by rearrangement
reference signals, disturbances and model perturbations can be combined in one augmented
plant input signal.
C
1
umax
P
p
max d
max
r
max
C
1
umax
P
n
max
max

,
,
`
max
,
`

`
u
u
p

d
r

y
e = r y
p
d
r
u
n
n
e = r y
Figure 9.2: Combining sensitivity inputs.

The measuring of the model perturbation will be discussed later. Here we assume that
the general, frequency dependent, additive model error can be expressed as :
| P |
< (9.7)
The transfer from p to u in Fig. 9.2 is given by:
|
1
u
max
Rp
max
|
< 1 (9.8)
so that stability is robust for:
| |
< 1 (9.9)
Combination yields that:
| P |
=| p
max
1
u
max
|
<|
p
max
u
max
|
(9.10)
In the one frequency concept of our example a sucient condition for robust stability
is thus:
[
p
max
u
max
[ (9.11)
or, since weights are naturally chosen as positive numbers, we take:
p
max
= u
max
(9.12)
Consequently, an extra addition to the output of the plant representing the model
perturbation is realised by [p[ p
max
. In combining the output additions we get n =
p d +r and:
n
max
= p
max
+d
max
+r
max
(9.13)
Note that the sign of p and d, actually being a phase angle, does not inuence the
weighting. Also convince yourself of the substantial dierence of diminishing the number
of inputs compared with increasing the W
u
with a factor

3. We have [ n[ 1 contrary
to the original three inputs [ p[ 1, [
d[ 1 and [ r[ 1, implying a reduction of a factor

3 in stead of

3. The 2-norm applied to w in the two blockschemes of Fig. 9.2 would
indeed yield the factor

3 as
| p |
2
+ |

d |
2
+ | r |
2
3 contrary to

| n |
2
1.
By reducing the number of inputs we have done so taking care that the maximum value
was retained. If several 2-normed signals are placed in a vector, the total 2-norm takes
the average of the energy or power. Consequently we are confronted again with the fact
that not H
is suited for protection against actuator saturation, but l

1
-control is.
Note, that for the proper quantisation of the actuator input signal we had to actually
add the reference signal, the disturbance and the model error output. For robust stability
alone it is now sucient that:
n
max
= u
max
(9.14)
whatever the derivation of n
max
might be. In the next section we will see that in the
frequency dependent case, a real prevention of actuator saturation can never be guaranteed
in H
-control. Actual practice will then be to combine V

d
and V
r
into V
n
, heuristically
dene a W
u
and verify whether for robust stability the condition:
: [V
n
W
u
[ () (9.15)
is fullled. If not, either V
n
or W
u
should be corrected.
9.1.3 Bounds for tracking and disturbance reduction.
Till sofar we have discussed all weights except for the error weight W
e
. Certainly we
would like to choose W
e
as big and broad as possible in order to keep the error e as small
as possible. If we forget about the measurement noise for the moment and apply the
simplied right scheme of Fig. 9.2, we obtain a simple mixed sensitivity problem:
u
e
1
umax
C
1+PC
n
max
W
e
1
1+PC
n
max
( n) =
m
11
m
21
( n) (9.16)
Because (M) =

m
2
11
+m
2
21
we can easily compute the optimal controller, that
minimises (M), as:
C = W
2
e
Pu
2
max
(9.17)
In order to keep (M) 1 to prevent actuator saturation we can put (M) = 1 for
the computed controller C yielding:
W
e
= 1/
n
2
max
P
2
u
2
max
(9.18)
A special case occurs for [Pu
max
[ = [n
max
[ which simply states that the range of
the actuator is exactly sucient to cause the output z of plant P to compensate for the
disturbance n. So if actuator range and plant gain is suciently large we can choose
W
e
= and thus C = so that M becomes:
9.1. A ZERO FREQUENCY SET-UP. 115
M =
nmax
Pumax
0
(9.19)
and no error results while (M) = [m
11
[ = 1.
If [Pu
max
[ > [n
max
[, their is plenty of choice for the controller and the H
criterion is
minimised by decreasing [m
11
[ more at the cost of a small increase of [m
21
[. Note that this
control design is dierent from minimising [m
21
[ under the constraint of [m
11
[ 1. For
this simple example the last problem can be solved, but the reader is invited to do this
and by doing so to obtain an impression of the tremendous task for a realistically sized
problem.
If [Pu
max
[ < [n
max
[, it is principally impossible to compensate all possible distur-
bance n. This is reected in the maximal weight W
e
we can choose that allows for a
(M) 1. Some algebra shows that:
1
W
e
n
max
=
1
P
2
u
2
max
n
2
max
(9.20)
If e.g. only half the n can be compensated, i.e. [Pu
max
[ =
1
2
[n
max
[, we have [S[
1
Wenmax
=
3
4
which is very poor. This represents the impossibility to track better than
50% or reduce the disturbance more than 50%. If one increases the weight W
e
one is
confronted with a similar increase of and no solution | M |
1 can be obtained. One

can test this beforehand by analysing the scaled plant as indicated in Fig. 9.1. The plant
P has been normalised internally according to:
P = z
max

P
1
u
max
(9.21)
so that

P is the transfer from u, maximally excited actuator normalised on 1, to
maximal, undisturbed, scaled output z. Suppose now that [
P[ < 1. It tells you that not

all outputs in the intended output range can be obtained due to the actual actuator. The
maximal input u
max
can only yield:
[z[ = [z
max

P
1
u
max
u
max
[ = [z
max

P[ < z
max
(9.22)
Consequently, if we have obviously r
max
z
max
for a tracking system, the tracking
error e = r y can never become small.
For SISO plants this eect is quite obvious, but for MIMO systems the same internal
scaling of plant P can be very revealing in detecting these kind of internal insuciencies
as we will show later.
On the other hand, if the gain of the scaled plant

P is larger than 1, one should not
think that the way is free to zero sensitivity S. For real systems, where the full frequency
dependence plays a role, we will see plenty of limiting eects. Only for = 0 we are used
to claim zero sensitivity in case of integrator(s) in the loop. In that case we have indeed
innite gain (1/(j)) similar to the previous example by taking C = . Nevertheless in
practice we always have to deal with the sensor and inevitable sensor noise . If we indeed
have S = 0, inevitably T = 1 and e = T = . So in its full extent the measurement
noise is present in the error, which simply reects the trivial fact that you can never track
better than the accuracy of the sensor. So sensor noise bounds both traking error and
disturbance rejection and should be brought in properly by the weight
max
in our example
in order to minimise its eect in balance with the other bounds and claims.
9.2 Frequency dependent weights.
9.2.1 Weight selection by scaling per frequency.
In the previous section the single frequency case served as a very simple concept to illus-
trate some fundamental limitations, that certainly exist in the full, frequency dependent
situation. All eects take over, where we have to consider a similar kind of scaling but
actually for each frequency. Usually the H
-norm is presented as the induced norm of

the mapping from the L
2
space to the L
2
space. In engineering terms we then talk about
the (square-root of) the energy of inputs | w |
2
towards the (square-root of) the energy of
outputs | z |
2
. Mathematically, this is ne, but in practice we seldomly deal with nite en-
ergy signals. Fortunately, the H
-norm is also the induced norm for mapping powers onto

powers or even expected powers onto expected powers as explained in chapter 5. If one
considers a signal to be deterministic, where certain characteristics may vary, the power
can simply be obtained by describing that signal by a Fourier series, where the Fourier
coecients directly represent the maximal amplitude per frequency. This maximum can
thus be used as a scaling for each frequency analogous to the one frequency example of
the previous section. On the other hand if one considers the signal to be stochastic (sta-
tionary, one sample from an ergodic ensemble), one can determine the power density
s
and use the square-root of it as the scaling. One can even combine the two approaches,
for instance stochastic disturbances and deterministic reference signals. In that case one
should bear in mind that the dimensions are fundamentally dierent and a proper con-
stant should be brought in for appropriate weighting. Only if one sticks to one kind of
approach, any scaling constant c is irrelevant as it disappears by the fundamental division
in the denition:
| M |
= sup
w
| Mw |
power
| w |
power
= sup
w
| cMw |
power
| cw |
power
(9.23)
Furthermore, as we have learned from the = 0 scaling, the maxima (=range) of
the inputs scale and thus dene the input characterising lters directly, while the output
lters are determined by the inverse so that we obtain e.g. for input v to output x:
W
x
M
xv
V
v
=
1
x
max
M
xv
v
max
=
1
cx
max
M
xv
cv
max
(9.24)
So again the constant is irrelevant, unless input- and outputlters are dened with
dierent constants. In chapter 5 it has been illustrated how the constant relating the
deterministic power contents to a power density value can be obtained. It has been done
by explicitely computing the norms in both concepts for an example signal set that can
serve for both interpretations. From here on we suppose that one has chosen the one
or other convention and that we can continue with a scaling per frequency similar to
the scaling in the previous section. So s
max
() represents the square-root of any power-
denition for signal s(j), e.g. s
max
() =

ss
(j). Remember that the phase of lters
and thus of s
max
() is irrelevant. Straightforward implementation of scaling would then
lead to:
s() =
1
smax()
s() W
s
(j)s() s() = s
max
() s() V
s
(j) s() (9.25)
Arrows have been used in above equations because immediate choice of e.g.V
s
(j) =
s
max
() =

ss
(j) would unfortunately rarely yield a rational transferfunction V
s
(j)
9.2. FREQUENCY DEPENDENT WEIGHTS. 117
and all available techniques and algorithms in H
design are only applicable for rational

weights. Therefore one has to come up with not too complicated rational weights V
s
or
W
s
satisfying:
[V
s
(j)[ [s
max
()[
e.g.
= [
ss
(j)[ [W
s
(j)[ [
1
s
max
()
[
e.g.
= [
ss
(j)[ (9.26)
The routine magshape in Matlab-toolbox LMI can help you with this task. There
you can dene a number of points in the Bode amplitude plot where the routine provides
you with a low order rational weight function passing through these points. When you
have a series of measured or computed weights in frequency domain, you can easily come
up with a rational weight suciently close (from above) to them.
Whether you use these routines or you do it by hand, you have watch the following
side conditions:
1. The weighting lter should be stable and minimum phase. Be sure that there are no
RHP (=Right Half Plane) poles or zeros. Unstable poles would disrupt the condition
of stability for the total design, also for the augmented plant. Nonminimum phase
zeros would prohibit implicit inversion of the lters in the controller design.
2. Poles or zeros on the imaginary axis cause numerical problems for virtually the same
reason and should thus be avoided. If one wants an integral weighting, i.e. a pole
in the origin, in order to obtain an innite weight at frequency zero and to force
the design to place an integrator in the controller, one should approximate this in
the lter. In practice it means that one positions a pole in the weight very close
to the origin in the LHP (Left Half Plane). The distance to the origin should be
very small compared to the distances of other poles and zeros in plant and lters.
Alternatively, one could properly include an integrator to the plant and separate it
out to the controller lateron, when the design is nished. In that case be thoughtful
about how the integrator is included in the plant (not just concatenation!).
3. The lters should be preferably be biproper. Any pole zero excess would in fact cause
zeros at innity, that make the lter uninvertable and inversion happens implicitly
in the controller design.
4. The dynamics of the generalised plant should not exceed about 5 decades on the
frequency scale for numerical reasons dependent on the length of the mantissa in
your computer. So double precision can increase the number of decades. In single
precision it thus means that the smallest radius (=distance to the origin) divided by
the largest radius of all poles and zeros of plant and lters should not be less than
10
5
.
5. The lters are preferably of low order. Not only the controller will be simpler as
it will have the total order of the augmented plant. Also lters very steep at the
border of the aimed tracking band will cause problems for the robustness as small
deviations will easily let the fast loops in Nyquist plot tresspass the hazardous point
-1.
9.2.2 Actuator saturation: W
u
The characterisation or weighting lters of most signals can suciently well be obtained
as described in the previous subsection. A characterisation per frequency is well in line
with practice. The famous exception is the lter W
u
where we would like to bound the
actuator signal (and sometimes its derivative) in time. However, time domain bounds,
in fact L
-norms, are incompatible with frequency domain norms. This is in contrast

with the energy and power norms (| . |
2
) that relate exacty according to the theorem of
Parceval. Let us illustrate this, starting with the zero frequency set-up of the rst section.
As we were only dealing with frequency zero a bounded power would uniquely limit the
maximum value in time as the signal is simply a constant value:
| s |
L
= [s[ =

s
2
=| s |
power
(9.27)
If the power can be distributed over more frequencies, a maximum peak in time can be
created by proper phase alignment of the various components as represented in Fig. 9.3.
4 3 2 1 0 1 2 3 4
1.5
1
0.5
0
0.5
1
1.5
2
2.5
3
Figure 9.3: Maximum sum of 3 properly phase aligned sine waves.
Suppose we have n sine waves:
s(t) = a
1
sin(
1
t +
1
) +a
2
sin(
2
t +
2
) +a
3
sin(
3
t +
3
) +. . . +a
n
sin(
n
t +
n
) (9.28)
with total power equal to one. If we distribute the power equally over all sine waves
we get:
n
i=1
a
2
i
= 1 i : a
i
= a a
i
= a =
1
n
(9.29)
and consequently, with proper choice of phases
i
the peak in time domain equals:
n
i=1
a
i
= n
1
n
(9.30)
Certainly, for the continuous case, we have innitely many frequencies so that n
and:
lim
n
n
1
n
= (9.31)
So the bare fact that we have innitely many frequencies available (continuous spec-
trum) will create the possibility of innitely large peaks in time domain. Fortunately, this
very worst case will usually not happen in practice and we can put bounds in frequency
domain that will generally be sucient for the practical kind of signals that will virtually
exclude the very exceptional occurrence of above phase aligned sine waves. Nevertheless
fundamentally we cannot have any mathematical basis to choose the proper weight W
u
and we have to rely on heuristics. Usually an actuator will be able to follow sine waves
over a certain band. Beyond this band, the steep increases and decreases of the signals
cannot be tracked any more and in particular the higher frequencies cause the high peaks.
Therefore in most cases W
u
has to have the character of a high pass lter with a level
equal to several times the maximum amplitude of a sine wave the actuator can track.
The design, based upon such a lter , has to be tested next in a simulation with realistic
reference signals and disturbances. If the actuator happens to saturate, it will be clear
that W
u
should be increased in amplitude and/or bandwidth. If the actuator is excited
far from saturation the weight W
u
can be softened. This W
u
certainly forms the weakest
aspect in lter design.
9.2.3 Model errors and parsimony.
Like actuator saturation, also model errors put strict bounds, but they can fortunately be
dened and measured directly in frequency domain. As an example we treat the additive
model error according to Fig. 9.4.
P
P
t

u
z
t
z
p
+
Figure 9.4: Additive model error from p/u.

We can measure p = z
t
z = (P
t
P)u. For each frequency we would like to obtain
the dierence [P
t
(j) P(j)[. In particular we are interested in the maximum deviation
()R such that:
: [P
t
(j) P(j)[ = [P(j)[ < () (9.32)
Since P is a rational transfer, we would like to have the transfer P
t
in terms of gain
and phase as function of the frequency . This can be measured by oering respective
sinewaves of increasing frequency to the real plant and measure amplitude and phase of
the output for long periods to monitor all changes that will usually occur. Given the
known inputs, the deviating transfers P
t
for the respective frequencies can be computed.
Alternatively, one could use broadbanded input noise and compute the various tranfer
samples by crosscorrelation techniques.
Quite often these cumbersome measurements, that are contaminated by inevitable
disturbances and measurement noise and are very hard to obtain in case of unstable plants,
can be circumvented by proper computations. If the structure of the plant-transfer is very
well known but various parameter values are unclear, one can simply evaluate the transfers
for sets of expected parameters and treat these as possible model-deviating transfers.
Next, the various deviating transfers for a typical set of frequencies, obtained either by
measurements or by computations, should be evaluated in a polar (Nyquist) plot contrary
to what is often shown by means of a Bode plot. This is illustrated in Fig. 9.5.
The model P is given by:
10
1
10
0
10
1
30
20
10
0
10
Frequency (rad/sec)
G
a
i
n

d
B
10
1
10
0
10
1
30
60
90
0
Frequency (rad/sec)
P
h
a
s
e

d
e
g
0 0.5 1 1.5
0.6
0.4
0.2
0
0.2
0.4
0.6
Real Axis
I
m
a
g

A
x
i
s
M
X
X
X
X
Figure 9.5: Additive model errors in Bode and Nyquist plots.
P =
1
s + 1
(9.33)
while deviating transfers P
t
are taken as:
P
t
=
.8
s+.8
or
1.2
s+1.2
or
.8
s+1.2
or
1.2
s+.8
(9.34)
Given the Bode plot one is tended to take the width of the band in the gain plot as a
measure for the additive model error for each frequency. This would lead to:
max
Pt
[[P
t
[ [P[[ (9.35)
which is certainly wrong. In the Nyquist plot we have indicated for = 1 the model
transfer by M and the several deviating transfers by X. The maximum model error is
clearly given by the radius of the smallest circle around M that encompasses all plants
X. Then we really obtain the vectorial dierences for each :
() = max
Pt
[P
t
(j) P(j)[ (9.36)
The reader is invited to analyse how the wrong measure of equation 9.35 can be
distinguished in the Nyquistplot.
Finally we have the following bounds for each frequency:
[P(j)[ < () (9.37)
The signal p in Fig. 9.4 is that component in the disturbance free output of the
true proces P
t
due to input u, that is not accounted for by the model output Pu. This
component can be represented by an extra disturbance at the output in the generalised
plant like in Fig. 9.2, but now with a weighting lter p = V
p
(j) p. If the goal | M |
<
1 we have:
| W
u
RV
p
|
< 1 : [W
u
RV
p
[ < 1 (9.38)
For robust stability, based on the small gain theorem, we have as condition:
| RP |
< 1 : [RP[ < 1 (9.39)

: [W
u
RV
p
[
[P[
[W
u
V
p
[
< 1 (9.40)
Given the bounded transfer of equation 9.38, a sucient condition is:
: [P[ < [W
u
V
p
[ (9.41)
and this can be guaranteed if the weights are suciently large such that the bounded
model perturbations of equation 9.37 can be brought in as:
: [P[ < () < [W
u
V
p
[ (9.42)
Of course, for stability also the other input weight lters V
d
, V
r
or even V
in stead of
V
p
could have been used, because they all combined with W
u
limit the control sensitivity
R. Consequently, for robust stability it is sucient to have:
: () < sup[W
u
V
d
[, [W
u
V
r
[, [W
u
V
[ (9.43)
If this condition is fulllled, we dont have to introduce an extra lter V
p
for stability.
The extra exogenous input p can be prefered for proper quantisation of the control signal
u, but this can also be done by increasing W
u
properly.
The best is to combine the exogeneous inputs d, r and p into a signal n, like we did in
section 9.1.2, but now with appropriate combination for each frequency. This boils down
to nding a rational lter transfer V
n
(j) such that:
: [V
n
(j)[ [V
d
(j)[ +[V
r
(j)[ +[V
p
(j)[ (9.44)
Again the routine magshape in the LMI-toolbox can help here.
Pragmatically, one usually combines only V
d
and V
r
into V
n
and cheques whether:
: () < [W
u
(j)V
n
(j)[ (9.45)
is satised. If not, the weighting lter W
u
is adapted until the condition is satised.
9.2.4 W
e
bounded by fundamental constraint: S +T = I
For a typical low-sized H
problem like:
z =
u
e
W
u
RV
n
W
u
RV
W
e
SV
n
W
e
TV
= Mw (9.46)
all weights have been discussed except for the performance weight W
e
. The charac-
terising lters of the exogenous inputs n and left little choice as these were determined
by the actual signals to be expected for the closed loop system. The control weighting
lter W
u
was dened by rigorous bounds derived from actuator limitations and model
perturbations. Now it is to be seen how good a nal performance can be obtained by
optimum choice of the errorlter W
e
. We would like to see that the nal closed loop sys-
tem shows good tracking behaviour and disturbance rejection for a broad frequency band.
Unfortunately, the W
e
will appear to be restricted by many bounds, induced by limita-
tions in actuators, sensors, model accuracy and the dynamic properties of the plant to be
controlled. The inuence of the plant dynamics will be discussed in the next section. Here
we will show how the inuences of actuator, sensor and model accuracy put restrictions
on the performance via respectively W
u
, V
and the combination of W

u
, V
n
and V
.
Mentioned lters all bound the complementarity sensitivity T as a contraint:
| W
u
RV
n
|
< 1 : [W
u
RV
n
[ = [W
u
P
1
TV
n
[ < 1 (9.47)
| W
u
RV
< 1 : [W
u
RV
[ = [W
u
P
1
TV
[ < 1 (9.48)
| W
e
TV
< 1 : [W
e
TV
[ < 1 (9.49)
In above inequalities the plant transfer P, that is not optional contrary to the controller
C, functions as part of the weights on T. Because the T is bounded accordingly the
freedom in the performance represented by the sensitivity S is bounded on the basis of
the fundamental constraint S +T = I.
The constraints on T can be represented as | W
2
TV
2
|
< 1 where W
2
and V
2
represent
the various weight combinations of inequalities 9.47-9.49. Renaming the performance aim
as:
| W
e
SV
n
|
def
=| W
1
SV
1
|
< 1 (9.50)
Now we can repeat the comments made in section 7.5.
The H
design problem requires:

| W
1
SV
1
|
< 1 : [S(j)[ < [W

1
(j)
1
V
1
(j)
1
[ (9.51)
| W
2
TV
2
|
< 1 : [T(j)[ < [W

2
(j)
1
V
2
(j)
1
[ (9.52)
A typical weighting situation for the mixed sensitivity problem is displayed in Fig. 9.6.
Figure 9.6: Typical mixed sensitivity weights.
It is clear that not both [S[ < 1/2 and [T[ < 1/2 can be obtained, because S +T = 1
for the SISO-case. Consequently the intersection point of the inverse weights should be
greater than 1:
:
1
[W
1
V
1
[
=
1
[W
2
V
2
[
> 1/2 (9.53)
This is still too restrictive, because it is not to be expected that equal phase 0 can be
accomplished by any controller at the intersection point. To allow for sucient freedom
in phase it is usually required to take at least:
:
1
[W
1
V
1
[
=
1
[W
2
V
2
[
> 1 (9.54)
: [W
1
V
1
[ = [W
2
V
2
[ < 1 (9.55)
It can easily be understood that the S and T vectors for frequencies in the neighbour-
hood of the intersection point can then only be taken in the intersection area of the two
circles in Fig. 9.7.
1 0
S
S
S
T
T
T
Figure 9.7: Possibilities for [S[ < 1, [T[ < 1 and S +T = 1.
Consequently, it is crucial that the point of intersection of the curves [W
1
(j)V
1
(j)[
and [W
2
(j)V
2
(j)[ is below the 0 dB-level, otherwise there would be a conict with
S + T = 1 and there would be no solution 1! Consequently, heavily weighted bands
(> 0dB) for S and T should always exclude each other.
Further away from the intersection point the condition S + T requires that for small
S the T should eectively be greater than 1 and vice versa. If we want:
[S[ <
1
[W
1
V
1
[
[T[ <
1
[W
2
V
2
[
(9.56)
then necessarily:
1 S = T 1
1
[W
1
V
1
[
< [T[ <
1
[W
2
V
2
[
(9.57)
which essentially tells us that for aimed small S, enforced by [W
1
V
1
[, the weight [W
2
V
2
[
should be chosen less than 1 and vice versa.
Generally, this can be accomplished but an extra complication occurs when W
1
= W
2
and V
1
and V
2
have xed values as they characterise real signals. This happens in the
example under study where we have W
e
SV
n
and W
e
TV
. This leads to an upper bound

for the lter W
e
according to:
1
[W
e
[
> [V
(1
1
[W
e
V
n
[
)[ [V
[ [W
e
[ <
1
[V
[
(9.58)
The better the sensor, the smaller the measurement lter [V
[ can be, the larger the

lter [W
e
[ can be chosen and the better the ultimate performance will be. Again this
reects the fact that we can never control better than the accuracy of the sensor allows
us. We encountered this very same eect before in the one frequency example. Indeed,
this eect particularly poses a signicant limiting eect on the aim to accomplish zero
tracking error at = 0. A nal zero error in the step-response for a control loop including
an integrator should therefore be understood within this measurement noise eect.
9.3 Limitations due to plant characteristics.
In the previous subsections the weights V
have been based on the exogenous input char-

acteristics. The weight W
u
was determined by the actuator limits and the model pertur-
bations. Finally, limits on the weight W
e
were derived based on the relation S + T = I.
Never, the characteristics of the plant itself were considered. It appears that these very
dynamical properties put bounds on the nal performance. This is clear if one accepts
that some eort is to be made to stabilise the plant, which inevitably will be at the cost of
the performance. We will see that not so much instability, but in particular nonminimum
phase zeros and limited gain can have detrimental eects on the nal performance.
9.3.1 Plant gain.
Let us forget about the low measurement noise for the moment and concentrate on the
remaining mixed sensitivity problem:
z =
u
e
W
u
RV
n
W
e
SV
n
( n) = Mw (9.59)
From chapter 4 we know that for stable plants P we may use the internal model
implementation of the controller where Q = R and S = 1 PQ. Very high weights [W
e
[
for good tracking necessarily require:
: [W
e
SV
n
[ = [W
e
(1 PQ)V
n
[ < 1 (9.60)
[(1 PQ)V
n
[ <
1
[W
e
[
0 (9.61)
Q = P
1
(9.62)
Even in the case that P is invertable, it needs to have sucient gain, since the rst
term in the mixed sensitivity problem yields:
: [W
u
RV
n
[ = [W
u
P
1
V
n
[ < 1 (9.63)
[P(j)[ > [W
u
(j)V
n
(j)[ (9.64)
[P(j)[
1
[W
u
(j)[
> [V
n
(j)[ (9.65)
The last constraint simply states that, given the bound on the actuator input by
[1/W
u
[, the maximum eect of an input u at the output, viz. [P/W
u
[ should potentially
compensate the maximum disturbance [V
n
[. That is, the gain of the plant P for each
frequency in the tracking band should be large enough to compensate for the disturbance
n as a reaction of the input u. In frequency domain, this is the same constraint as we
found in subsection 9.1.3
Typically, if we compare the lower bound on the plant with the robustness constraint
on the additive model perturbation, we get:
9.3. LIMITATIONS DUE TO PLANT CHARACTERISTICS. 125
: [P[ > [W
u
V
n
[ > [P[ (9.66)
which says that modelling error larger than 100% will certainly prevent tracking and
disturbance rejection, as can easily be grasped.
All is well, but what should be done if the gain of P is insucient, at least at certain
frequencies? Simply adapt your performance aim by decreasing the weight W
e
as follows.
Starting from the constraint we have:
: [W
u
QV
n
[ < 1 [Q[ <
1
[W
u
V
n
[
(9.67)
Above bound on [Q[ prohibits to take Q = P
1
as [P[ is too small for certain frequencies
, so that we will always have:
: [PQ[ < 1 [1 PQ[ > 1 [PQ[ > 1
[P[
[W
u
V
n
[
> 0 (9.68)
Consequently, we learn from the condition [W
e
(1 PQ)V
n
[ < 1:
: [W
e
[ <
1
[V
n
(1 PQ)[
<
1
[V
n
[(1
|P|
|WuVn|
)
=
1
[V
n
[
|P|
|Wu|
)
(9.69)
and the best sensivity we can expect for such a weight W
e
is necessarily close to its
upper bound given by:
: [S[ <
1
[W
e
V
n
[
=
[V
n
[
|P|
|Wu|
[V
n
[
= 1
[P[
[W
u
V
n
[
(9.70)
9.3.2 RHP-zeros.
For perfect tracking and disturbance rejection one should be able to choose Q = P
1
.
In the previous section this was thwarted by the range of the actuator or by the model
uncertainty via mainly W
u
. Another condition on Q is stability and here the nonminimum
phase or RHP (Right Half Plane) zeros are the spoil-sport. The crux is that no controller
C may compensate these zeros by RHP-poles as the closed loop system would become
internally unstable. So necessarily from the maximum modulus principle, introduced in
chapter 4, we get:
sup
[W
e
(j)S(j)V
n
(j)[ [W
e
(z)(1 P(z)Q(z))V
n
(z)[ = [W
e
(z)V
n
(z)[ (9.71)
where z is any RHP-zero where necessarily P(z) = 0 and [Q(z)[ < . Unfortunately,
this puts an underbound on the weighted sensitivity. Because we want the weighted
sensitivity to be less than one, we should at least require that the weights satisfy:
[W
e
(z)V
n
(z)[ < 1 (9.72)
This puts a strong constraint on the choice of the weight W
e
because heavy weights
at the imaginary axis band, where we like to have a small S, will have to be arranged
by poles and zeros of W
e
and V
n
in the LHP and the mountain peaks caused by the
poles will certainly have their mountain ridges passed on to the RHP where at the
position of the zero z their height is limited according to above formula. This is quite an
abstract explanation. Let us therefore turn to the background of the RHP-zeros and a
simple example.
Nonminimum phase zeros, as the engineering name indicates, originate from some
strange internal phase characteristics, usually by contradictory signs of behaviour in cer-
tain frequency bands. As an example may function:
P(s) = P
1
(s) +P
2
(s) =
1
s + 1

2
s + 10
=
s 8
(s + 1)(s + 10)
(9.73)
The two transfer components show competing eects because of the sign. The sign of
the transfer with the slowest pole at -1 is positive. The sign of the other transfer with
the faster dynamics pole at -10 is negative. Brought into one rational transfer this eect
causes the RHP-zero at z = 8. Note that the zero is right between the two poles in
absolute value. The zero could also have been occured in the LHP, e.g. by dierent gains
of the two rst order transfers (try for yourself). In that case a controller could easily
cope with the phase characteristic by putting a pole on this LHP-zero. In the RHP this
is not allowed because of internal stability requirement. So, let us take a straightforward
PI-controller that compensates the slowest pole:
P(s)C(s) =
s 8
(s + 1)(s + 10)
K
s + 1
s
(9.74)
and take controller gain K such that we obtain equal real and imaginary parts for the
closed loop poles as shown in Fig. 9.8.
20 15 10 5 0 5 10 15 20
20
15
10
5
0
5
10
15
20
Real Axis
I
m
a
g

A
x
i
s
Figure 9.8: Rootlocus for PI-controlled nonminimumphase plant.
which leads to K = 3. In Fig. 9.9 the step response and the bode plot for the closed
loop system is showed.
Also the results for the same controller applied to the one component P
1
(s) = 1/(s+1)
or the other component P
2
(s) = 2/(s + 10) is shown. The bodeplot shows a total gain
enclosed by the two separate components and the component 2/(s + 10) is even more
broadbanded. Alas, if we would have only this component, the chosen controller would
make the plant unstable as seen in the step response. For the higher frequencies the phase
of the controller is incorrect. For the lower frequencies (0, 3.5) the phase of the controller
is appropriate and the plant is well controlled. The eect of the higher frequencies is still
seen at the initial time of the response where the direction (sign) is wrong.
Time (sec.)
A
m
p
lit
u
d
e
Step Response
0 0.5 1 1.5
1
0.5
0
0.5
1
1.5
From: U(1)
T
o
: Y
(
1
)
PC/s(PC+1)
P1C/s(P1C+1)
P2C/s(P2C+1)
10
1
10
0
10
1
10
2
10
2
10
1
10
0
10
1
PC/(PC+1)
P1C/(P1C+1)
P2C/(P2C+1)
Figure 9.9: Closed loop of nonminimum phase plant and its components.
As a consequence for the choice of W
e
for such a system we cannot aim at a broader
frequency band than, as a rule of the thumb, (0, [z[/2) and also the gain of W
e
is limited.
This limit is reected in the above found limitation:
[W
e
(z)V
n
(z)[ < 1 (9.75)
If, on the other hand, we would like to obtain a good tracking for a band (2[z[, 100[z[)
the controller can indeed well be chosen to control the component 2/(s +10), while now
the other component 1/(s + 1) is the nasty one. In a band ([z[/2, 2[z[) we can never
track well, because the opposite eects of both components of the plant are apparent in
their full extent.
If we have more RHP-zeros z
i
, we have as many forbidden tracking bands ([z
i
[/2, 2
[z
i
[). Even zeros at innity play a role as explained in the next subsection.
9.3.3 Bode integral.
For strictly proper plants combined with strictly proper controllers we will have zeros
at innity. It is irrelevant whether innity is in the RHP. Zeros at innity should be
treated like all RHP-zeros, simply because they cannot be compensated by poles. Because
in practice each system is strictly proper, we have that the combination of plant and
controller L(s) = P(s)C(s) has at least a pole zero excess (#poles #zeros) of two.
Consequently it is required:
[W
e
()V
n
()[ < 1 (9.76)
and we necessarily have:
lim
s
[S[ = lim
s
[
1
1 +L(s)
[ = 1 (9.77)
Any tracking band will necessarily be bounded. However, how can we see the inu-
ence of zeros at innity at a nite band? Here the Bode Sensitivity Integral gives us an
impression (the proof can be found in e.g. Doyle [2]). If the pole zero excess is at least 2
and we have no RHP poles, the following holds:

0
ln [S(j)[d = 0 (9.78)
The explanation can best be done with an example:
L(s) = P(s)C(s) =
K
s(s + 100)
(9.79)
so that the sensitivity in closed loop will be:
S =
s(s + 100)
s
2
+ 100s +K
(9.80)
For increasing controller gain K = 2100, 21000, 210000 the tracking band will be
broader but we have to pay with higher overshoot in both frequency and time domain as
Fig. 9.10 shows.
10
1
10
0
10
1
10
2
10
3
10
4
10
5
10
4
10
3
10
2
10
1
10
0
10
1
K=2100
K=21000
K=210000
Figure 9.10: Sensitivity for looptransfer with pole zero excess 2 and no RHP-poles.
The Bode rule states that the area of [S(j)[ under 0dB equals the area above it.
Note that we have as usual a horizontal logarithmic scale for in Fig. 9.10 which visually
disrupts the concepts of equal areas. Nevertheless the message is clear: the less tracking
error and disturbance we want to obtain over a broader band, the more we have to pay
for this by a more than 100% tracking error and disturbance multiplication outside this
band.
9.3.4 RHP-poles.
The RHP-zeros play a fundamental role in the performance limitation because they cannot
be compensated by poles in the controller and will thus persist in existence also in the
closed loop. Also the RHP-poles cannot be compensated by RHP-zeros in the controller,
again because of internal stability, but in closed loop they have been displaced into the LHP
by means of the feedback. So in closed loop, they are no longer existent, and consequently
their eect is not as severe as of the RHP-zeros. Nevertheless, their shift towards the LHP
has to be paid for, as we will see.
The eect of RHP-poles cannot be analysed by means of the internal model, because
this concept can only be applied to stable plants P. The straightforward generalisation
of the internal model for unstable plants has been explained in chapter 11. Essentially,
the plant is rst fed back for stabilisation and next an extra external loop with a stable
controller Q is applied for optimisation. So the idea is rst stabilisation and on top of that
optimisation of the stable closed loop. It will be clear that the extra eort of stabilisation
has to be paid for. The currency is the use of the actuator range. Part of the actuator range
will be occupied for the stabilisation task so that less is left for the optimisation compared
with a stable plant, where we can use the whole range of the actuator for optimisation.
This can be illustrated by a simple example represented in Fig. 9.11.
K
1
s a

,
`
r u
+
Figure 9.11: Example for stabilisation eort.

The plant has either a pole in RHP at a > 0 or a pole in LHP at a < 0. The
proportional controller K is bounded by the range of [u[ < u
max
, while the closed loop
should be able to track a unit step. The control sensitivity is given by:
R =
r
u
=
K
1 +
K
sa
=
K(s a)
s a +K
(9.81)
For stability we certainly need K > a. The maximum [u[ for a unit step occurs at
t = 0 so:
max
t
(u) = u(0) = lim
s
R(s) = K = u
max
(9.82)
So it is immediately clear that, limited by the actuator saturation, the pole in closed
loop can maximally be shifted u
max
to the left. Consequently, for the unstable plant, a
part a is used for stabilisation of the plant and only the remainder K a can be used for
a bandwidth K a as illustrated in Fig. 9.12.
X X
a a

,
K = u
max
,
K = u
max
< <
K a K +a
Figure 9.12: Rootloci for both plants 1/(s a).
Note that the actuator range should be large enough, i.e. u
max
> a. Otherwise
stabilisation is not possible. It denes a lower bound on K > a. With the same eort
we obtain a tracking band of K + a for the stable plant. Also the nal error for the step
response is smaller:
e = Sr e() = lim
s0
s a
s a +K
=
a
K a
(9.83)
and certainly
a
K +a
<
a
K a
(9.84)
being the respective absolute nal errors. Let us show these eects by assuming some
numerical values: K = u
max
= 5, a = 1, which leads to poles of respectively -4 and -6 and
dito bandwidths. The nal errors are respectively 1/6 and 1/4. Fig. 9.13 shows the two
step responses. Also the two sensitivities are shown, where the dierences in bandwidth
and the nal error (at = 0) are evident.
Time (sec.)
A
m
p
lit
u
d
e
Step Response
0 0.5 1 1.5
0
0.2
0.4
0.6
0.8
1
1.2
1.4
From: U(1)
T
o
: Y
(
1
)
P=1/(s+1) K=5
P=1/(s1) K=5
10
1
10
0
10
1
10
2
10
1
10
0
P=1/(s1)
P=1/(s+1)
Figure 9.13: Step response and [S(j)[ for controlled stable and unstable plants.
The question remains how these eects inuence the choice of the weights. Theoret-
ically the eect is dual to the restriction by the RHP zeros on the sensitivity. Here we
have, because of the maximum modulus principle:
sup
[T(j)[ [T(s)[
sC
+
e.g.
= [
PC
1 +PC
[
s=p
= 1 (9.85)
where 1(p) > 0 is such an unstable pole position. Including general weights W
T
and
V
T
we obtain:
[W
T
(p)V
T
(p)[ sup
[W
T
(j)T(j)V
T
(j)[ < 1 (9.86)
So there is an upper bound on the weights on complementary sensitivity. There is a
minimum on the closed loop transfer around ([p[/2, 2[p[) for reasons of stability. Com-
pare the simple example above. For the low size generalised plant of equation 9.46 we have
three times a weighted complementary sensitivity, of which two are explicitly weighted
control sensitivities:
W
e
TV
W
T
V
T
= W
e
V
(9.87)
W
u
RV
n
W
T
V
T
=
W
u
V
n
P
(9.88)
W
u
RV
W
T
V
T
=
W
u
V
P
(9.89)
Only the rst entry yields bounds on the weights according to:
[W
e
(p)V
((p)[ < 1 (9.90)

because for the other two holds:
[
W
u
(p)V
n
(p)
P(p)
[ = 0 < 1 (9.91)
as [P(p)[ = .
The condition of inequality 9.90 is only a poor condition, because measurement noise
is usually very small. This is not the eect we are looking for, but alas I have not been
able to nd it explicitly. You are invited to express the stabilisation eort explicitly in the
weights.
In the Bode integral the eect of RHP-poles is evident, because if we have N
p
unstable
poles p
i
the Bode integral changes into:

0
ln [S(j)[d =
Np
i=1
1(p
i
) (9.92)
which says that there is an extra positive area for ln [S[ given by the sum of the real
parts of the unstable poles multiplied by . This is exactly the cost of the stabilisation
and increases the further away the poles are from the imaginary axis. It implicitly states
that we have to choose W
e
such that there is left room for S in the nontracking band to
build up this extra positive area where tracking and disturbance rejection are worse than
100%.
Also in time domain we have a restriction on the step response, resembling the Bode
integral in frequency domain (see Engell [16]). Let the open loop transfer have an unstable
pole at p, so that we may write:
1 = T(p) =

0
g(t)e
pt
dt (9.93)
according to the Laplace transform of the closed loop impulse response g(t). Let the
step response be h(t) so that g(t) = dh(t)/dt. Then integration by parts yields:
1 =

0
g(t)e
pt
dt =

0
e
pt
dh(t) = (9.94)
= h(t)e
pt
[

0
h(t)de
pt
= (9.95)
= p

0
h(t)e
pt
dt (9.96)
where we used that h(0) = 0 when the closed loop system is strictly proper and that
h() is nite. Because it is straightforward that

0
e
pt
dt =
1
p

0
de
pt
=
e
pt
p
[
0
=
1
p
(9.97)
the combination yields the restrictive time integral:

0
1 h(t)e
pt
dt = 0 (9.98)
Equation 9.98 restricts the attainable step responses: the integral of the step response
error, weighted by e
pt
must vanish. As h(t) is below 1 for small values of t, this area must
be compensated by values above 1 for larger t, and this compensation is discounted for
t by the weight e
pt
and even more so if the steady state error happens to be zero
by integral control action. So the step response cannot show an innitesimally small error
for a long time to satisfy 9.98. The larger p is, the shorter the available compensation
time will be, during which the response is larger than 1. If an unstable pole and actuator
limitations are both present, the initial error integral of the step response is bounded from
below, and hence there must be a positive control error area which is at least as large
as the initial error integral due to the weight e
pt
. Consequently either large overshoot
and rapid convergence to the steady state value or small overshoot and slow convergence
must occur. For our example P = 1/(s 1) we can choose C = 5, as we did before, or
C = 5(s+1)/s to accomplish zero steady state error and still avoiding actuator saturation.
The respective step responses are displayed in Fig. 9.14 together with the weight e
t
.
0 0.5 1 1.5 2 2.5 3
0
0.2
0.4
0.6
0.8
1
1.2
1.4
Time (secs)
A
m
p
l
i
t
u
d
e
exp(t)
C=5(s+1)/s
C=5
Figure 9.14: Closed loop step response for P = 1/(s 1) restricted by the time integral
9.98.
So nally, we have presented some insight into the mechanism of RHP-poles but the
only testable bound on the weights is [W
e
(p)V
(p)[ < 1. This refers to the limitations of the

sensor via V
. However, the bounding eect of stabilisation eort in the face of restricted

actuator range could not be made explicit in a bound on the allowable weighting lters
for the left over performance. If you have a good idea yourself, you will certainly get a
good mark for this course.
9.3.5 RHP-poles and RHP-zeros
It goes without saying that, when a plant has both RHP-zeros and RHP-poles, the limi-
tations of both eects will at least add up. It will be more because the stabilisation eort
will be larger. RHP-zeros will attract rootloci to the RHP, while we want to pull the
rootloci over the imaginary axis into the LHP. The stabilisation is in particular a heavy
task when we have to deal with alternating poles and zeros on the positive real axis. These
plants are infamous, because they can only be stabilised by unstable and nonminimum
phase controllers that add to the limitations again. These plants are called not strongly
stabilisable. Take for instance a plant with a zero z > 0, p > 0 and an integrator pole at
0. If z < p we have alternatingly poles and zeros at 0, z, p and . Depending on the sign
of the controller gain K, and no poles or zeros of the controller on the positive real axis,
the rootloci will always remain in the RHP as displayed in Fig. 9.15.
X X O
> < > <
K > 0 K < 0 K > 0 K < 0
z
p
0
Figure 9.15: Rootloci for a plant, which is not strongly stabilisable.
Only if we add RHP-zeros and RHP-poles in the controller such that we alternatingly
have pairs of zeros and poles on the real positive axis we can accomplish that the rootloci
leave the real positive axis and can be drawn to the LHP as illustrated in Fig. 9.16.
X X O
> < > <
K > 0 K < 0 K < 0 K < 0
z
p
0
O X
`
`
K > 0 K > 0
Figure 9.16: Rootloci for a plant, which is not strongly stabilisable, with an unstable
nonminimum phase controller.
It will be clear that this stabilisation eort is considerable and the more if the RHP-
poles and RHP-zeros are close to each other so that without precautions the open ends of
the rootloci leaving and approaching the real positive axis in Fig. 9.16 will close without
passing through the LHP rst. In Skogestadt & Postlethwaite [15] this is formalised in
the following bounding theorem:
Theorem: Combined RHP-poles and RHP-zeros. Suppose that P(s) has N
z
RHP-zeros z
j
and has N
p
RHP-poles p
i
. Then for closed-loop stability the weighted sensi-
tivity function must satisfy for each RHP-zero z
j
:
| W
S
SV
S
|
c
1j
[W
S
(z
j
)V
S
(z
j
)[, c
1j
=
Np
i=1
[z
j
+ p
i
[
[z
j
p
i
[
1 (9.99)
and the weighted complementary sensitivity function must satisfy for each RHP-pole
p
i
:
| W
T
TV
T
|
c
2j
[W
T
(p
i
)V
T
(p
i
)[, c
2j
=
Nz
j=1
[ z
j
+p
i
[
[z
j
p
i
[
1 (9.100)
where W
S
and V
S
are sensitivity weighting lters like the pair W
e
, V
n
. Similarly,
W
T
and V
T
are complementary sensitivity weighting lters like the pair W
e
, V
. If we
want the innity norms to be less than 1, above inequalities put upper bounds on the
weight lters. On the other hand if we apply the theorem without weights we get:
| S |
max
j
c
1j
| T |
max
i
c
2i
(9.101)
This shows that large peaks for S and T are unavoidable if we have a RHP-pole and
RHP-zero located close to each other.
9.3.6 MIMO.
The previous subsections were based on the silent assumption of a SISO plant P. For
MIMO plants fundamentally the same restrictions hold but the interpretation is more
complicated. For example the plant gain is multivariable and consequent limitations need
further study. For a m input m output plant the situation is sketched in Fig 9.17, where
e.g. m = 3.
W
e3
W
e2
W
e1
V
r3
V
r2
V
r1
P
W
u3
W
u2
W
u1

` `
` `
` u
1
u
2
u
3
u
1
u
2
u
3
`
r
1
r
2
r
3
e
1
e
2
e
3
e
1
e
2
e
3
r
1
r
2
r
3 +
+
+
Figure 9.17: Scaling of a 3x3-plant.

The scaled tracking error e as a function of the scaled reference r and the scaled control
signal u is given by:
e =
e
1
e
2
e
3
=
=
W
e1
0 0
0 W
e2
0
0 0 W
e3
V
r1
0 0
0 V
r2
0
0 0 V
r3
r
1
r
2
r
3
W
e1
0 0
0 W
e2
0
0 0 W
e3
P
11
P
12
P
13
P
21
P
22
P
23
P
31
P
32
P
33
W
1
u1
0 0
0 W
1
u2
0
0 0 W
1
u3
u
1
u
2
u
3
=
= W
e
V
r
r PW
1
u
u
(9.102)
Note that we have as usual diagonal weights where [W
ui
(j)[ stands for the maximum
range of the corresponding actuator for the particular frequency . Also the aimed range
of the reference r
i
is characterised by [V
ri
(j)[ and should at least correspond to the
permitted range for the particular output z
i
for frequency . For heavy weights W
e
in
order to make e 0 we need:
V
r
r = PW
1
u
u = r = Pu (9.103)
The ranges of the actuators should be suciently large in order to excite each output
up to the wanted amplitude expressed by:
u = W
u
P
1
V
r
r (9.104)
so that
| u |
2
| W
u
P
1
V
r
|
| r |
2
1
| W
u
P
1
V
r
|
1
(9.105)
Because (A
1
) = (A) we may write:
: (W
u
P
1
V
r
) 1
: (V
1
r
PW
1
u
) 1
(9.106)
which simply states that the gains of the scaled plant in the form of the singular values
should all be larger than 1. The plant is scaled with respect to each allowd input u
i
and
each aimed output z
j
for each frequency . A singular value less than one implies that a
certain aimed combination of outputs indicated by the corresponding left singular vector
cannot be achieved by any allowed input vector u 1.
We presented the analysis for the tracking problem. Exactly the same holds of course
for the disturbance rejection for which V
d
should be substituted for V
r
. Note, that the
dierence in sign for r and d does not matter. Also the additive model perturbation, i.e.
V
p
and W
u
, can be treated in the same way and certainly the combination of tracking,
disturbance reduction and model error robustness by means of V
n
.
In above derivation we assumed that all matrices were square and invertible. If we
have m inputs against p outputs where p > m (tall transfer matrix) we are in trouble.
We actually have p m singular values equal to 0 which is certainly less than 1. It says
that certain output combinations cannot be controlled independent from other output
combinations as we have insucient inputs. We can only aim at controlling p m output
combinations. Let us show this with a well known example: the pendulum on a carriage
of Fig. 9.18.
M
,
`
,
,
h
y
F
x
2l
-
`
Figure 9.18: The inverted pendulum on a carriage.
Let the input u = F being the horizontal force exerted to the carriage and let the
outputs be the angle of the pendulum and x the position of the carriage. So we have 1
input and 2 outputs and we would like to track a certain reference for the carriage and at
the same time keep the infuence of disturbance on the pendulum angle small according to
Fig. 9.19.
P
1
P
2

C
1
C
2
`
,
,
`
`
`

r
d
+
u +
+
Figure 9.19: Keeping e and small in the face of r and d.

That is, we like to make the total sensitivity small:
= P
1
u +d
x = P
2
u
u = C
1
+C
2
e
e = r x
1 0
0 1
P
1
P
2
C
1
C
2
d
r
(9.107)
If we want both the tracking of x and the disturbance reduction of better than
without control we need:
(S) = ((I +PC)
1
) =
1
(I +PC)
< 1 (9.108)
The following can be proved:
(I +PC) 1 +(PC) (9.109)
Since the rank of PC is 1 (1 input u) we have (PC) = 0 so that:
(I +PC) 1 (S) 1 (9.110)
This result implies that we can never control both outputs e and appropriately in the
same frequency band! It does not matter how the real transfer functions P
1
and P
2
look
like. Also instability is not relevant here. The same result holds for a rocket, when the
pendulum is upright, or for a gantry crane, when the pendulum is hanging. The crucial
limitation is the fact that we have only one input u. The remedy is therefore either to add
more independent inputs (e.g. a torque on the pendulum) or require less by weighting the
tracking performance heavily and leaving only determined by stabilisation conditions.
In above example of the pendulum we treated the extreme case that (P) = 0 but
certainly simular eects occur approximately if (P) << (P), i.e. the condition number
of P is very bad. For frequencies, where this happens, performance will be very bad. If
we state this reversely:
If we want to have a good tracking in all outputs in a certain frequency
band, the rst p(=number of outputs) singular values of P should be close to
each other.
In above terms all the remaining eects of RHP-zeros and RHP-poles can be treated.
Every time again we have to take careful notice of which combinations of outputs we want
to control and what combinations of inputs we can use therefore. These combinations
nd their representation in characteristic vectors like singular vectors and eigenvectors.
Sometimes this relieves the control task as certain dicult vectors are irrelevant for the
control job, sometimes it is just the opposite as a dicult vector appears to be crucial
for the control task. This makes the complete analysis a rather extensive task, too big for
the limited course we are involved in. Therefore we refer to e.g. Skogestadt [15] for more
details.
9.4 Summary
Before passing on to an example where we apply above rules together with the program-
ming instructions, it seems worthwhile to summarise the features here.
A procedure for the set up can be described as:
1. Dene the proposed control structure. Try to combine as many inputs as possible
in an augmented plant.
2. Analyse the exogenous signals such that the characterising lters V
can be given
numerical values.
3. Analyse the actuator bounds for each frequency, yielding the W
u
.
4. Analyse the model perturbations and try to catch them with input lters V
and
W
u
. If not possible, enlarge some weights or add others e.g. W
z
for multiplicative
errors.
5. Propose a lter W
e
for performance.
6. Test whether S + T = I is not violated by the set of weights and adapt W
e
if
necessary.
7. Program the problem and try to nd | M |
< 1.
At this stage one often meets diculties as the programs cannot even nd any gamma
at all, as their are problems before. The following anomalies are often encountered, once
the augmented plant (see chapter 13) has been obtained:
x = Ax +B
1
w +B
2
u
z = C
1
x +D
11
w +D
12
u
y = C
2
x +D
21
w +D
22
u
(9.111)
1. (A, B
2
) is not stabilisable. Unstable modes cannot be controlled. Usually not well
dened plant. Be sure that all your weights are stable and minimum phase.
2. (A, C
2
) is not detectable. Unstable modes cannot be observed. Usually not well
dened plant. Again, all your weights should be stable and minimum phase.
3. D
12
does not have full rank equal to the number of inputs u
i
. This means that not
all inputs u
i
are penalised in the outputs z by means of the weights W
ui
. They
should be penalised for all frequencies so that biproper weights W
ui
are required. If
not all u
i
are weighted for all frequencies, the eect is the same as when we have in
LQG-control a weight matrix R which is singular and needs to be inverted in the
solution algorithm. In chapter 13 we saw that for the LQG-problem D
12
= R
1
2
.
9.4. SUMMARY 139
4. D
21
does not have full rank equal to the number of measured outputs y
j
. This is dual
to the previous item. It means that not all measurements are polluted by noise,
i.e. the exogenous inputs w. Noise-free measurements cannot exist as they would
be innitely reliable. So, for each frequency there should be some disturbance, i.e.
direct feedthrough from w. Usually the problem is solved by making all exogenous
input lters V
biproper. Next, one should investigate whether the problem denition

is realistic and some measurement noise should be added. If one does not want to
increase the number of inputs w
i
, one can search for a proper entry in D
21
and give
it a very small value, thereby fooling the algorithm without inuencing the result
seriously. The lack of full rank is comparable again with LQG-control, when the
covariance matrix of the measurement noise is singular. In chapter 13 we saw that
for the LQG-problem D
21
= R
1
2
w
.
5. Numerical problems occur, the accuracy appears to be insucient. Quite often this
is due to too broad a frequency band where all dynamics should be considered. Be
sure that all poles and zeros in absolute value do not cover more than 5 decades.
In particular the biproperness requirement induced by the two previous items may
have set you to trespass the 5 decades or the integration pole, which you have wisely
shifted somewhat in the LHP is still too small compared to the largest pole or zero.
Supposing, that, based on above hints, you have indeed obtained a which is far
exceeding one, however, the following tests in the proposed order can be done for nding
the underlying reason:
1. Test for the fundamental equality S + T = I again, whether the respective weights
intersect below 0dB.
2. Test for sucient plant gain(s) by : (V
1
PW
1
u
) 1 with V
= V
r
or V
d
or V
n
.
3. In case of RHP-zeros z test [W
e
(z)V
(z)[ < 1 withV
= V
r
or V
d
or V
n
.
4. In case of RHP-poles p test [W
e
(p)V
(p)[ < 1
5. Test whether sucient room is left for the sensitivity by its weights to satisfy the
bode integral, in particular in case of RHP-poles p
j
:

0
ln [S(j)[d =
Np
i=1
1(p
i
) (9.112)
6. In case of both RHP-poles and RHP-zeros test on basis of theorem equations 9.99
and 9.100.
Still no solution? Find an expert.
Chapter 10
Design example
The aim of this chapter is to synthesize a controller for a rocket model with perturbations.
First, a classic control design will be made so as to compare the results with H
-control
and -control. The use of various control toolboxes will be illustrated. The program
les which will be used can be obtained from the ftp-site nt01.er.ele.tue.nl or via the
internet home page of this course. We refer to the readme le for details.
10.1 Plant denition
The model has been inspired by a paper on rocket control from Enns [17]. Booster rockets
y through the atmosphere on their way to orbit. Along the way, they encounter aerody-
namic forces which tend to make the rocket tumble. This unstable phenomenon can be
controlled with a feedback of the pitch rate to thrust control. The elasticity of the rocket
complicates the feedback control. Instability can result if the control law confuses elastic
motion with rigid body motion. The input is a thrust vector control and the measured
output is the pitch rate. The rocket engines are mounted in gimbals attached to the bot-
tom of the vehicle to accomplish the thrust vector control. The pitch rate is measured
with a gyroscope located just below the center of the rocket. Thus the sensor and actuator
are not co-located. In this example we have an extra so called ight path zero in the
transfer function on top of the well known, so called short period pole pair which are
mirrored with respect to the imaginary axis. The rigid body motion model is described
by the transfer function
M(s) = 8
(s +.125)
(s + 1)(s 1)
(10.1)
Note that M(0) = 1. We we will use the model M as the basic model P in the control
design.
The elastic modes are described by complex, lightly damped poles associated with
zeros. In this simplied model we only take the lowest frequency mode yielding:
P
s
(s) = K
s
(s +.125)
(s + 1)(s 1)
(s +.05 + 5j)(s +.05 5j)
(s +.06 + 6j)(s +.06 6j)
(10.2)
The gain K
s
is determined so that P
s
(0) = 1. Fuel consumption will decrease dis-
tributed mass and stiness of the fuel tanks. Also changes in temperature play a role. As
a consequence, the elastic modes will change. We have taken the worst scenario in which
poles and zeros change place. This yields:
141
142 CHAPTER 10. DESIGN EXAMPLE
P
a
(s) = K
a
(s +.125)
(s + 1)(s 1)
(s +.06 + 6j)(s +.06 6j)
(s +.05 + 5j)(s +.05 5j)
(10.3)
Finally, we have M(s) = P(s) as basic model and P
s
(s) M(s) and P
a
(s) M(s) as
possible additive model perturbations. The Bode plots are shown in Fig. 10.1. As the
errors exceed the nominal plant at 5.5 the control band will certainly be less wide.
10
3
10
2
10
1
10
0
10
1
10
2
10
7
10
6
10
5
10
4
10
3
10
2
10
1
10
0
10
1
10
2
|M|,|MPs|,|MPa|
The plant and its perturbations
Figure 10.1: Nominal plant and additive perturbations.
In Matlab, the plant denition can be implemented as follows
% This is the script file PLANTDEF.M
%
% It first defines the model M(s)=-8(s+.125)/(s+1)(s-1)
% from its zero and pole locations. Subsequently, it introduces
% the perturbed models Pa(s)=M(s)*D(s) and Ps(s) = M(s)/D(s) where
% D(s) has poles and zeros nearby the imaginary axis
z0=-.125; p0=[-1;1];
zs=[-.125;-.05+j*5;-.05-j*5]; ps=[-1;1;-.06+j*6;-.06-j*6];
za=[-.125;-.06+j*6;-.06-j*6]; pa=[-1;1;-.05+j*5;-.05-j*5];
[numm,denm]=zp2tf(z0,p0,1);
[nums,dens]=zp2tf(zs,ps,1);
[numa,dena]=zp2tf(za,pa,1);
% adjust the gains:
km=polyval(denm,0)/polyval(numm,0);
ks=polyval(dens,0)/polyval(nums,0);
ka=polyval(dena,0)/polyval(numa,0);
numm=numm*km;nums=nums*ks;numa=numa*ka;
% Define error models M-Pa and M-Ps
[dnuma,ddena]=parallel(numa,dena,-numm,denm);
[dnums,ddens]=parallel(nums,dens,-numm,denm);
% Plot the bode diagram of model and its (additive) errors
w=logspace(-3,2,3000);
magm=bode(numm,denm,w);
mags=bode(dnums,ddens,w);
dmaga=bode(dnuma,ddena,w);
dmags=bode(dnums,ddens,w);
10.2. CLASSIC CONTROL 143
loglog(w,magm,w,dmags,w,dmaga);
title(|M|,|M-Ps|,|M-Pa|);
xlabel(The plant and its perturbations);
10.2 Classic control
The plant is a simple SISO-system, so we should be able to design a controller with classic
tools. In general, this is a good start as it gives insight into the problem and is therefore
of considerable help in choosing the weighting lters for an H
-design.
For the controlled system we wish to obtain a zero steady state, i.e., integral action,
while the bandwidth is bounded by the elastic mode at approximately 5.5 rad/s, as we
require robust stability and robust performance for the elastic mode models. Some trial
and error with a simple low order controller, leads soon to a controller of the form
C(s) =
1
2
(s + 1)
s(s + 2)
(10.4)
In the bode plot of this controller in Fig. 10.2, we observe that the control band is
bounded by 0.25rad/s.
10
3
10
2
10
1
10
0
10
1
10
2
50
0
50
Frequency (rad/sec)
G
a
i
n

d
B
10
3
10
2
10
1
10
0
10
1
10
2
270
265
260
255
250
Frequency (rad/sec)
P
h
a
s
e

d
e
g
bodeplots controller
Figure 10.2: Classic low order controller.
The root locus and the Nyquist plot look familiar for the nominal plant in Fig. 10.3,
but we could have done much better by shifting the pole at -2 to the left and increasing
the gain.
If we study the root loci for the two elastic mode models of Fig. 10.4 and the Nyquist
plots in Fig. 10.5, it is clear why such a restricted low pass controller is obtained. Increase
of the controller gain or bandwidth would soon cause the root loci to pass the imaginary
axis to the RHP for the elastic mode model P
a
. This model shows the most nasty dynamics.
It has the pole pair closest to the origin. The root loci, which emerge from those poles,
loop in the RHP. Also in the corresponding right Nyquist plot we see that an increase of
the gain would soon lead to an extra and forbidden encircling of the point -1 by the loops
originating from the elastic mode.
By keeping the control action strictly low pass, the elastic mode dynamics will hardly
be inuenced, as we may observe from the closed loop disturbance step responses of the
nominal model and the elastic mode models in Fig. 10.6. Still, we notice some high
4 3 2 1 0 1 2 3 4
4
3
2
1
0
1
2
3
4
Real Axis
I
m
a
g

A
x
is
rootlocus MC
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1
2
3
4
5
Real Axis
I
m
a
g

A
x
is
Nyquist MC
Figure 10.3: Root locus and Nyquist plot for low order controller.
10 5 0 5 10
10
5
0
5
10
Real Axis
I
m
a
g

A
x
i
s
rootloci PtsC and PtaC
Figure 10.4: Root loci for the elastic mode models.
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1
2
3
4
5
Real Axis
I
m
a
g

A
x
is
Nyquist PtsC
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1
2
3
4
5
Real Axis
I
m
a
g

A
x
is
Nyquist PtaC
Figure 10.5: Nyquist plots for elastic mode models.
frequent oscillations, that occur for the model P
a
, as the poles have been shifted closer to
the imaginary axis by the feedback and consequently the elastic modes are less damped.
We can do better by taking care that the feedback loop shows no or very little action
just in the neighborhood of the elastic modes. Therefore we include a notch lter, which
has a narrow dip in the transfer just at the proper place:
0 10 20 30 40 50 60 70 80 90 100
2
1.5
1
0.5
0
0.5
1
Time (secs)
A
m
p
l
i
t
u
d
e
step disturbance for M, Pts or Pta in loop
Figure 10.6: Disturbance step responses for low order controller.
C(s) =
1
2
(s + 1)
s(s + 2)
150
(s +.055 + 5.5j)(s +.055 5.5j)
(s + 50 + 50j)(s + 50 50j)
(10.5)
We have positioned zeros just in the middle of the elastic modes pole-zero couples.
Roll o poles have been placed far away, where they cannot inuence control, because at
= 50 the plant transfer itself is very small. We clearly discern this dip in the bode plot
of this controller in Fig. 10.7.
10
3
10
2
10
1
10
0
10
1
10
2
100
50
0
50
Frequency (rad/sec)
G
a
i
n

d
B
10
3
10
2
10
1
10
0
10
1
10
2
90
180
270
0
Frequency (rad/sec)
P
h
a
s
e

d
e
g
bodeplots controller
Figure 10.7: Classic controller with notch lter.
The root locus and the Nyquist plot for the nominal plant in Fig. 10.8 are hardly
changed close to the origin. Further away, where the roll-o poles lay, the root locus is not
interesting and has not been shown. The poles remain suciently far from the imaginary
axis, as expected, given the small plant transfer at those high frequencies.
Studying the root loci for the two elastic mode models of Fig. 10.9 it can be seen that
there is hardly any shift of the elastic mode poles. Even Matlab had problems in showing
the eect because apparently the gain should be very large in order to derive the exact
track of the root locus.
10 8 6 4 2 0 2 4 6 8 10
10
8
6
4
2
0
2
4
6
8
10
Real Axis
Im
a
g
A
x
is
rootlocus MC
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1
2
3
4
5
Real Axis
I
m
a
g

A
x
is
Nyquist MC
Figure 10.8: Root locus and Nyquist plot controller with notch lter.
10 8 6 4 2 0 2 4 6 8 10
10
8
6
4
2
0
2
4
6
8
10
Real Axis
I
m
a
g

A
x
i
s
rootloci PtsC and PtaC
Figure 10.9: Root loci for the elastic mode models with notch lter.
This is also reected in the Nyquist plots in Fig.10.10. Because of the notch lters,
the loops due to the elastic modes have been substantially decreased in the loop transfer
and consequently there is little chance left that the point -1 is encircled.
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1
2
3
4
5
Real Axis
Im
a
g
A
x
is
Nyquist PtsC
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1
2
3
4
5
Real Axis
Im
a
g
A
x
is
Nyquist PtaC
Figure 10.10: Nyquist plots for elastic mode models with notch lter.
Finally, as a consequence, the disturbance step responses of the two elastic models
show no longer elastic mode oscillations and they dier hardly from the rigid mass model
as shown in Fig. 10.11.
You can replay all computations, possibly with modications, by running raketcla.m
as listed below:
0 2 4 6 8 10 12 14 16 18 20
2
1.5
1
0.5
0
0.5
1
Time (secs)
A
m
p
l
i
t
u
d
e
step disturbance for M, Pts or Pta in loop
Figure 10.11: Disturbance step responses for controller with notch lter.
% This is the script file RAKETCLA.M
%
% In this script file we synthesize controllers
% for the plant (defined in plantdef) using classical
% design techniques. It is assumed that you ran
% *plantdef* before invoking this script.
%
% First try the classic control law: C(s)=-.5(s+1)/s(s+2)
numc=-[.5 .5]; denc=[1 2 0];
bode(numc,denc,w); title(bodeplots controller);
pause;
numl=conv(numc,numm); denl=conv(denc,denm);
rlocus(numl,denl); title(rootlocus MC);
pause;
nyquist(numl,denl,w);
set(figure(1),currentaxes,get(gcr,plotaxes))
axis([-5,5,-5,5]); title(Nyquist MC);
pause;
[numls,denls]=series(numc,denc,nums,dens);
[numla,denla]=series(numc,denc,numa,dena);
rlocus(numls,denls); hold;
rlocus(numla,denla); title(rootloci PtsC and PtaC);
pause; hold off;
nyquist(numls,denls,w);
axis([-5,5,-5,5]); title(Nyquist PtsC);
pause;
nyquist(numla,denla,w);
axis([-5,5,-5,5]); title(Nyquist PtaC);
pause;
[numcl,dencl]=feedback(1,1,numl,denl,-1);
[numcls,dencls]=feedback(1,1,numls,denls,-1);
[numcla,dencla]=feedback(1,1,numla,denla,-1);
step(numcl,dencl); hold;
step(numcls,dencls); step(numcla,dencla);
title(step disturbance for M, Pts or Pta in loop);
pause; hold off;
% Improved classic controller C(s)=[.5(s+1)/s(s+2)]*
% 150(s+.055+j*5.5)(s+.055-j*5.5)/(s+50-j*50)(s+50-j*50)
numc=conv(-[.5 .5],[1 .1 30.2525]*150);
denc=conv([1 2 0],[1 100 5000]);
bode(numc,denc,w); title(bodeplots controller);
pause;
numl=conv(numc,numm); denl=conv(denc,denm);
rlocus(numl,denl);
axis([-10,10,-10,10]); title(rootlocus MC);
pause;
nyquist(numl,denl,w);
axis([-5,5,-5,5]); title(Nyquist MC);
pause;
[numls,denls]=series(numc,denc,nums,dens);
[numla,denla]=series(numc,denc,numa,dena);
rlocus(numls,denls); hold; rlocus(numla,denla);
axis([-10,10,-10,10]); title(rootloci PtsC and PtaC);
pause; hold off;
nyquist(numls,denls,w);
axis([-5,5,-5,5]); title(Nyquist PtsC);
pause;
nyquist(numla,denla,w);
axis([-5,5,-5,5]); title(Nyquist PtaC);
pause;
[numcl,dencl]=feedback(1,1,numl,denl,-1);
[numcls,dencls]=feedback(1,1,numls,denls,-1);
[numcla,dencla]=feedback(1,1,numla,denla,-1);
step(numcl,dencl);
hold;
step(numcls,dencls);step(numcla,dencla);
title(step disturbance for M, Pts or Pta in loop);
pause; hold off;
10.3 Augmented plant and weight lter selection
Being an example we want to keep the control design simple so that we propose a simple
mixed sensitivity set-up as depicted in Fig. 10.12.
The exogenous input w =

d stands in principle for the aerodynamic forces acting on
the rocket in ight for a nominal speed. It will also represent the model perturbations
together with the weight on the actuator input u = u. The disturbed output of the rocket,
the pitch rate, should be kept to zero as close as possible. Because we can see it as an
error, we incorporate it, in a weighted form e, as a component of the output z = ( u, e)
T
.
At the same time, the error e is used as the measurement y = e for the controller. Note
that we did not pay attention to measurement errors. The mixed sensitivity is thus dened
by:
10.3. AUGMENTED PLANT AND WEIGHT FILTER SELECTION 149
K
P W
e
W
u
V
d

G

,
`

`

`

w =

d
u = u
z =
u
e
y = e
Figure 10.12: Augmented plant for rocket.
z =
u
e
WuKV
d
1PK
WeV
d
1PK
w =
W
u
RV
d
W
e
SV
d

d (10.6)
The disturbance lter V
d
represents the aerodynamic forces. Since these are forces
which act on the rocket, like the actuator does by directing the gimballs, it would be more
straightforward to model d as an input disturbance. To keep track with the presentation of
disturbances at the output throughout the lecture notes and to cope more easily with the
additive perturbations by means of V
d
W
u
, we have chosen to leave it an output disturbance.
As we know very little about the aerodynamic forces, a at spectrum seems appropriate as
we see no reason that some frequencies should be favoured. Passing through the process,
of which the predominant behaviour is dictated by two poles and one zero, there will be
a decay for frequencies higher than 1rad/s with -20dB/decade. We could then choose a
rst order lter V
d
with a pole at -1. We like to shift the pole to the origin. In that
way we will penalise the tracking error via W
e
SV
d
innitely heavily at = 0, so that
the controller will necessarily contain integral action. For numerical reasons we have to
take the integration pole somewhat in the LHP at a distance which is small compared to
the poles and zeros that determine the transfer P. Furthermore, if we choose V
d
to be
biproper, we avoid problems with inversions, where we will see that in the controller a lot
of pole-zero cancellations with the augmented plant will occur, in particular for the mixed
sensitivity problems. So, V
d
has been chosen as:
V
d
=
.01s + 1
s +.0001
= .01
s + 100
s +.0001
(10.7)
Note that the pole and zero lay 6 decades apart, which will be on the edge of numerical
power. The gain has been chosen as .01, which appeared to give least numerical problems.
As there are no other exogenous inputs, there is no problem of scaling. If we increase
the gain of V
d
we will just have a larger innity norm bound , but no dierent optimal
solution because V
d
is equally involved in both terms of the mixed sensitivity problem.
The bode plot of lter is displayed in Fig. 10.13.
Based on the exercise of classic control design, we cannot expect a disturbance rejection
over a broader band than 2rad/s. Choosing again a biproper lter for W
e
, we cannot go
10
3
10
2
10
1
10
0
10
1
10
2
10
6
10
4
10
2
10
0
10
2
10
4
|Vd|, |We|, |Wu|
Weighting parameters in control configuration
Figure 10.13: Weighting lters for rocket.
much further with the zero than the zero at 100 for V
d
. Keeping W
e
on the 0 dB line for
low frequencies we thus obtain:
W
e
=
.02s + 2
s + 2
= .02
s + 100
s + 2
(10.8)
as displayed in Fig. 10.13.
Concerning W
u
, we again know very little about the actuator consisting of a servosys-
tem driving the angle of the gimbals to direct the thrust vector. Certainly, the allowed band
will be low pass. So all we can do is to choose a high pass penalty W
u
such that the expected
model perturbations will be covered and hope that this is sucient to prevent from actua-
tor saturation. The additive model perturbations [P
s
(j) M(j)[ and [P
a
(j) M(j)[
are shown in Fig. 10.14 and should be less than W
R
(j) = W
u
(j)V
d
(j)[, which are
displayed as well.
10
3
10
2
10
1
10
0
10
1
10
2
10
8
10
6
10
4
10
2
10
0
10
2
10
4
Compare additive modelerror weight and "real" additive errors
Figure 10.14: W
R
encompasses additive model error.
We have chosen two poles in between the poles and zeros of the exible mode of the
rocket just at the place where we have chosen zeros in the classic controller. We will see
10.3. AUGMENTED PLANT AND WEIGHT FILTER SELECTION 151
that, by doing so, indeed the mixed sensitivity controller will also contain zeros at these
positions showing the same notch lter. In order to make the W
u
biproper again, we
now have to choose zeros at the lower end of the frequency range, i.e., at .001rad/s. The
gain of the lter has been chosen such that the additive model errors are just covered by
W
R
(j) = W
u
(j)V
d
(j)[. Finally we have for W
u
:
W
u
=
1
3
100s
2
+.2s +.0001
s
2
+.1s + 30.2525
=
100
3
(s +.001)
2
(s +.05 +j5.5)(s +.05 j5.5)
(10.9)
Having dened all lters, we can now test, whether the conditions with repect to
S + T = 1 are satised. Therefore we display W
S
= W
e
V
d
as the weighting lter for the
sensitivity S in Fig. 10.15.
10
3
10
2
10
1
10
0
10
1
10
2
10
4
10
3
10
2
10
1
10
0
10
1
10
2
10
3
|WS|, |WR| and |WT|
Sensitivity, control and complementary sensitivity weightings
Figure 10.15: Weighting lters for sensitivities S, R and T.
Similarly the weight for the control sensitivity R is W
R
= W
u
V
d
and from that we derive
that for the complementary sensitivity T the weight equals W
T
= W
u
V
d
/P represented in
Fig. 10.15. We observe that W
S
is lowpass and W
T
is high pass and, more importantly,
they intersect below the 0dB-line.
In this example, the above reasoning seems to suggest that one can derive and synthe-
size weighting lters. In reality this is an iterative process, where one starts with certain
lters and adapts them in subsequent iterations such that they lead to a controller which
gives acceptable behaviour of the closed loop system. In particular, the gains of the various
lters need several iterations to arrive at proper values.
The proposed lter selection is implemented in the following Matlab script.
% This is the script WEIGHTS.M
numVd=[.01 1]; denVd=[1 .001];
numWe=[.02 2]; denWe=[1 2];
numWu=[100 .2 .0001]/3; denWu=[1 .1 30.2525];
magVd=bode(numVd,denVd,w);
magWe=bode(numWe,denWe,w);
magWu=bode(numWu,denWu,w);
loglog(w,magVd,w,magWe,w,magWu);
xlabel(|Vd|, |We|, |Wu|);
title(Weighting parameters in control configuration);
pause;
magWS=magVd.*magWe;
magWR=magVd.*magWu;
magWT=magWR./magm;
loglog(w,magWS,w,magWR,w,magWT);
xlabel(|WS|, |WR| and |WT|);
title(Sensitivity, control and complementary sensitivity weightings)
pause;
loglog(w,magWR,w,dmags,w,dmaga);
title(Compare additive modelerror weight and "real" additive errors);
pause;
echo off
10.4 Robust control toolbox
The mixed sensitivity problem is well dened now. With the Matlab Robust Control
toolbox we can compute a controller together with the associated . This toolbox can
only be used for a simple mixed sensitivity problem. The conguration structure is xed,
only the weighting lters corresponding to S, T and/or R have to be specied. The
example which we study in this chapter ts in such a framework, but we emphasize that
the toolbox lacks the exibility for larger, or dierent structures. For the example, it nds
= 1.338 which is somewhat too large, so that we should adapt the weights once again.
The frequency response of the controller is displayed in Fig. 10.16 and looks similar to the
controller found by classical means.
10
6
10
4
10
2
10
0
10
2
10
4
50
0
50
100
Frequency (rad/sec)
G
a
i
n

d
B
10
6
10
4
10
2
10
0
10
2
10
4
0
90
180
270
Frequency (rad/sec)
P
h
a
s
e

d
e
g
Figure 10.16: H
controller found by Robust Control Toolbox.

Nevertheless, the impulse responses displayed in Fig. 10.17 still show the oscillatory
eects of the elastic modes. More trial and error for improving the weights is therefore
necessary. In particular, has to be decreased.
Finally in Fig. 10.18 the sensitivity and the control sensitivity are shown together with
their bounds which satisfy:
: [S(j)[ < [W
1
S
(j)[ =

|We(j)V
d
(j)|
: [R(j)[ < [W
1
R
(j)[ =

|Wu(j)V
d
(j)|
(10.10)
Note that for low frequencies the sensitivity S is the limiting factor, while for high
frequencies the control sensitivity R puts the contraints. At about 1 < < 2rad/s they
10.4. ROBUST CONTROL TOOLBOX 153
0 10 20 30 40 50 60 70 80 90 100
1
0.8
0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1
Time (secs)
A
m
p
l
i
t
u
d
e
Figure 10.17: Step responses for closed loop system with P = M, P
s
or P
a
and H
controller.
10
3
10
2
10
1
10
0
10
1
10
2
10
3
10
2
10
1
10
0
10
1
10
2
10
3
10
4
|S|, |R| and their bounds
Figure 10.18: [S[ and [R[ and their bounds /[W
S
[ resp. /[W
R
[.
change role.
The listing of the implementation is given as follows:
% This is the script RAKETROB.M
% Design of an H-infinity control law using the Robust Control Toolbox
% It is assumed that you ran *plantdef* before you invoked this script.
%
% First get the nominal plant in the internal format
[ag,bg,cg,dg]=tf2ss(numm,denm);
syg=mksys(ag,bg,cg,dg);
% Define the weigthing parameters
weights;
% Next we need to construct the augmented plant. To do so,
% the robust control toolbox allows to define *three weigths* only.
% (This may be viewed as a severe handicap!) These weights will be
% called W1, W2, and W3 and represent the transfer function weightings
% on the controlled system sensitivity (S), control sensitivity (R)
% and complementary sensitivity (T), respectively. From our configuration
% we find that W1 = Vd*We, W2=Vd*Wu and W3 is not in use. We specify
% this in state space form as follows.
[aw1,bw1,cw1,dw1]=tf2ss(conv(numVd,numWe),conv(denVd,denWe));
ssw1=mksys(aw1,bw1,cw1,dw1);
[aw2,bw2,cw2,dw2]=tf2ss(conv(numVd,numWu),conv(denVd,denWu));
ssw2=mksys(aw2,bw2,cw2,dw2);
ssw3=mksys([],[],[],[]);
% the augmented system is now generated with the command *augss*
% (sorry, it is the only command for this purpose in this toolbox...)
[tss]=augss(syg,ssw1,ssw2,ssw3);
% Controller synthesis in this toolbox is done with the routine
% *hinfopt*. Check out the help information on this routine and
% find out that we actually compute 1/gamma where gamma is
% the usual gamma that we use throughout the lecture notes.
[gamma,ssf,sscl]=hinfopt(tss,[1:2],[.001,1,0]);
gamma=1/gamma;
disp(Optimal H-infinity norm is approximately );
disp(num2str(gamma));
% Next we evaluate the robust performance of this controller
[af,bf,cf,df]=branch(ssf); % returns the controller in state space form
bode(af,bf,cf,df); pause;
[as,bs,cs,ds]=tf2ss(nums,dens); % returns Ps in state space form
[aa,ba,ca,da]=tf2ss(numa,dena); % returns Pa in state space form
[alm,blm,clm,dlm]=series(af,bf,cf,df,ag,bg,cg,dg);
[als,bls,cls,dls]=series(af,bf,cf,df,as,bs,cs,ds);
[ala,bla,cla,dla]=series(af,bf,cf,df,aa,ba,ca,da);
[acle,bcle,ccle,dcle]=feedback([],[],[],1,alm,blm,clm,dlm,-1);
[aclu,bclu,cclu,dclu]=feedback(af,bf,cf,df,ag,bg,cg,dg,-1);
[acls,bcls,ccls,dcls]=feedback([],[],[],1,als,bls,cls,dls,-1);
[acla,bcla,ccla,dcla]=feedback([],[],[],1,ala,bla,cla,dla,-1);
step(acle,bcle,ccle,dcle);
hold;
step(acls,bcls,ccls,dcls);
step(acla,bcla,ccla,dcla);
pause;
hold off;
boundR=gamma./magWR; boundS=gamma./magWS;
magcle=bode(acle,bcle,ccle,dcle,1,w);
magclu=bode(aclu,bclu,cclu,dclu,1,w);
loglog(w,magcle,w,magclu,w,boundR,w,boundS);
title(|S|, |R| and their bounds);
10.5 H
design in mutools.
In the -analysis and synthesis toolbox, simply indicated by Mutools, we have plenty
of freedom to dene the structure of the augmented plant ourselves. The listing for the
example under study raketmut.m is given as:
%
% SCRIPT FILE FOR THE CALCULATION AND EVALUATION
10.5. H
DESIGN IN MUTOOLS. 155

% OF CONTROLLERS USING THE MU-TOOLBOX
%
% This script assumes that you ran the files plantdef and weights
%
% REPRESENT SYSTEM BLOCKS IN INTERNAL FORMAT
Plant=nd2sys(numm,denm);
Vd=nd2sys(numVd,denVd);
We=nd2sys(numWe,denWe);
Wu=nd2sys(numWu,denWu);
% MAKE GENERALIZED PLANT USING *sysic*
systemnames=Plant Vd We Wu;
inputvar=[dw;u];
outputvar=[We;Wu;-Plant-Vd];
input_to_Plant=[u];
input_to_Vd=[dw];
input_to_We=[-Plant-Vd];
input_to_Wu=[u];
sysoutname=G;
cleanupsysic=yes;
sysic;
% CALCULATE CONTROLLER
[Contr,fclp,gamma]=hinfsyn(G,1,1,0,10,1e-4);
% MAKE CLOSED LOOP INTERCONNECTION FOR MODEL
systemnames=Contr Plant;
inputvar=[d];
outputvar=[-Plant-d;Contr];
input_to_Plant=[Contr];
input_to_Contr=[-Plant-d];
sysoutname=realclp;
cleanupsysic=yes;
sysic;
% MAKE CLOSED LOOP INTERCONNECTION FOR Ps
Plants=nd2sys(nums,dens);
systemnames=Contr Plants;
inputvar=[d];
outputvar=[-Plants-d;Contr];
input_to_Plants=[Contr];
input_to_Contr=[-Plants-d];
sysoutname=realclps;
cleanupsysic=yes;
sysic;
% MAKE CLOSED LOOP INTERCONNECTION FOR Pa
Planta=nd2sys(numa,dena);
systemnames=Contr Planta;
inputvar=[d];
outputvar=[-Planta-d;Contr];
input_to_Planta=[Contr];
input_to_Contr=[-Planta-d];
sysoutname=realclpa;
cleanupsysic=yes;
sysic;
% CONTROLLER AND CLOSED LOOP EVALUATION
[ac,bc,cc,dc]=unpck(Contr);
bode(ac,bc,cc,dc);
pause;
[acl,bcl,ccl,dcl]=unpck(realclp);
[acls,bcls,ccls,dcls]=unpck(realclps);
[acla,bcla,ccla,dcla]=unpck(realclpa);
step(acl,bcl,ccl,dcl);
hold;
pause;
pause;
pause;
hold off;
boundR=gamma./magWR;
boundS=gamma./magWS;
[magcl,phasecl,w]=bode(acl,bcl,ccl,dcl,1,w);
loglog(w,magcl,w,boundR,w,boundS);
title(|S| , |R| and their bounds);
Running this script in Matlab yields = 1.337 and a controller that deviates somewhat
from the robust control toolbox controller for high frequencies > 10
3
rad/s. The step
responses and sensitivities are virtually the same. It shows that the controller is not
unique as it is just a controller in the set of controllers that obey | G |
< with G
stable. As long as is not exactly minimal, the set of controllers contains more than
one controller. For MIMO-plants even for minimal the solution for the controller is not
unique. Furthermore there are aberrations due to numerical anomalies.
10.6 LMI toolbox.
The LMI toolbox provides a very exible way for synthesizing H
controllers. The
toolbox has its own format for the internal representation of dynamical systems which,
in general, is not compatible with the formats of other toolboxes (as usual). The toolbox
can handle parameter varying systems and has a user friendly graphical interface for the
design of weighting lers. As for the latter, we refer to the routine
magshape
The calculation of H
optimal controllers proceeds as follows.

% Script file for the calculation of H-infinity controllers
% in the LMI toolbox. This script assumes that you ran the files
% *plantdef* and *weights* before.
% FIRST REPRESENT SYSTEM BLOCKS IN INTERNAL FORMAT
Ptsys=ltisys(tf,numm,denm);
Vdsys=ltisys(tf,numVd,denVd);
Wesys=ltisys(tf,numWe,denWe);
Wusys=ltisys(tf,numWu,denWu);
% MAKE GENERALIZED PLANT
inputs = dw;u;
10.7. DESIGN IN MUTOOLS 157
outputs = We;Wu;-Pt-Vd;
Ptin=Pt : u;
Vdin=Vd : dw;
Wein=We : -Pt-Vd;
Wuin=Wu : u;
G=sconnect(inputs,outputs,[],Ptin,Ptsys,Vdin,Vdsys,...
Wein,Wesys,Wuin,Wusys);
% CALCULATE H-INFTY CONTROLLER USING LMI SOLUTION
[gamma,Ksys]=hinflmi(G,[1 1],0,1e-4);
% MAKE CLOSED-LOOP INTERCONNECTION FOR MODEL
Ssys = sinv(sadd(1,smult(Ptsys,Ksys)));
Rsys = smult(Ksys,Ssys);
% EVALUATE CONTROLLED SYSTEM
splot(Ksys,bo,w); title(Bodeplot of controller);
pause
splot(Ssys,sv); title(Maximal singular value of Sensitivity);
pause
splot(Ssys,ny); title(Nyquist plot of Sensitivity)
pause
splot(Ssys,st); title(Step response of Sensitivity);
pause
splot(Rsys,sv); title(Maximal sv of Control Sensitivity);
pause
splot(Rsys,ny); title(Nyquist plot of Control Sensitivity);
pause
splot(Rsys,st); title(Step response of Control Sensitivity);
pause
10.7 design in mutools
In -design we pretend to model the variability of the exible mode very tightly by means
of specic parameters in stead of the rough modelling by an additive perturbation bound
by W
u
V
d
. In that way we hope to obtain a less conservative controller. We suppose that
the poles and zeros of the exible mode shift along a straight line in complex plane between
the extreme positions of P
s
and P
a
as illustrated in Fig. 10.19.
6j
5j
.06
.05
Figure 10.19: Variability of elastic mode.
Algebraically this variation can then be represented by one parameter according to:
R, 1 1
poles : .055 .005 j(5.5 +.5)
zeros : .055 +.005 j(5.5 .5)
(10.11)
So that the total transfer of the plant including the perturbation is given by:
P
t
(s) =
8(s +.125)
(s 1)(s + 1)
(10.12)
K
0
(s +.055 .005 j(5.5 .5))(s +.055 .005 +j(5.5 .5))
(s +.055 +.005 j(5.5 +.5))(s +.055 +.005 +j(5.5 +.5))
(10.13)
where the extra constant K
0
is determined by P
t
(0) = 1: the DC-gain is kept on 1.
If we dene the nominal position of the poles and zeros by a
0
= .055 and b
0
= 5.5
rearrangement yields:
P
t
(s) = 8
s +.125
s
2
1
1 +
mult
(10.14)
mult
= k
0
(.02s +.02a
0
+ 2b
0
)
s
2
+ (2a
0
+.01)s +a
2
0
+b
2
0
+(.01a
0
+b
0
) +.250025
2
(10.15)
k
0
=
a
2
0
+b
2
0
+.250025
2
+(.01a
0
+b
0
)
a
2
0
+b
2
0
+.250025
2
(.01a
0
+b
0
)
(10.16)
The factor F = 1 +
mult
can easily be brought into a state space description with
A, B, C, D:
A = A
1
+dA =
0 1
a
2
0
b
2
0
2a
0
0 0

2
.01
C = C
1
+dC =

0 0

+
a
2
0
+b
2
0
++
2
a
2
0
+b
2
0
+
2
.02
B = B
1
+dB =
0
1
0
0
D = D
1
+dD = 1 + 0 = 11.0011; = 5.50055; = .250025
(10.17)
Note that for = 0 we simply have F = 1 +
mult
= 1.
If we let = (s) with [(j)[ 1 we have given the parameter delta much more
freedom, but the whole description then ts with the -analysis. We have for the dynamic
transfer F(s):
sx = A
1
x +B
1
u
1
+dA(s)x +dB(s)u
1
dB(s) = 0
y
1
= C
1
x +D
1
u
1
+dC(s)x +dD(s)u
1
dD(s) = 0
(10.18)
With = a
2
0
+b
2
0
= 30.2502 we rewrite:
dA =
0 0

2
.02
dC =
1 +

+
2
(10.19)
Next we can dene 5 extra input lines in a vector u
2
and correspondingly 5 extra
output lines in a vector y
2
that are linked in a closed loop via u
2
= y
2
with:
=
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
(10.20)
and let F be represented by:
x
y
1
y
2
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
x
u
1
u
2
(10.21)
so that we have obtained the structure according to Fig. 10.20.
D
1
A
1
1
s
I
C
2
B
2
D
22
D
12
D
21
B
1
C
1

`
`
`
,
,

`
,
`
u
1
y
1
u
2
y
2
F
Figure 10.20: Dynamic structure of multiplicative error.
The two representations correspond according to linear fractional transformation LFT:
dA = B
2
(I D
22
)
1
C
2
(10.22)
dB = B
2
(I D
22
)
1
D
21
(10.23)
dC = D
12
(I D
22
)
1
C
2
(10.24)
dD = D
12
(I D
22
)
1
D
21
(10.25)
and with some patience one can derive that:
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
0 1 0 0 0 0 0 0
.11 1 0 0 .01
0 0 1 0
2
0 .02
1 0 0 0 0 0 0 0
0 0 0 0 0 1 0 0
0 0 0 1
0 0
0 0 0 1 0 0 0 0
0 1 0 0 0 0 0 0
(10.26)
This multiplicative error structure can be embedded in the augmented plant as sketched
in Fig. 10.21.
K
.0001
F
P
V
d
W
e

,
`

`
`

,
`

I
5
`
, ,

d
u
2
e
y
2
u
1
y
1
Figure 10.21: Augmented plant for -set-up.
Note that we have skipped the weighted controller output u. We had no real bounds
on the actuator ranges and we actually determined W
u
in the previous H
-designs such
that the additive model perturbations are covered. In this -design under study the model
perturbations are represented by the -block so that in principle we can skip W
u
. If we
do so, the direct feedthrough of the augmented plant D
12
has insucient rank. We have
to penalise the input u and this is accomplished by the extra gain block with value .0001.
This weights u very lightly via the output error e. It is just sucient to avoid numerical
anomalies without inuencing substantially the intended weights.
Unfortunately, the -toolbox was not yet ready to process uncertainty blocks in the
form of I so that we have to proceed with 5 independent uncertainty parameters
i
and
thus:
=
1
0 0 0 0
0
2
0 0 0
0 0
3
0 0
0 0 0
4
0
0 0 0 0
5
(10.27)
As a consequence the design will be more conservative, but the controller will become
more robust. The commands for solving this design in the -toolbox are given in the next
script:
% Lets make the system DMULT first
alpha=11.0011; beta=30.25302;
gamma=5.50055; epsilon=.250025;
ADMULT=[0,1;-beta,-.11];
BDMULT=[0,0,0,0,0,0;1,-gamma,0,0,-epsilon,-.01];
CDMULT=[0,0,;1,0;0,0;0,0;0,0;0,1];
DDMULT=[1,-alpha,0,-2*alpha*gamma/beta,0,-.02; ...
0,0,0,0,0,0; ...
0,0,0,1,0,0; ...
0,1,-epsilon/beta,gamma/beta,0,0,; ...
0,1,0,0,0,0; ...
0,0,0,0,0,0];
mat=[ADMULT BDMULT;CDMULT DDMULT];
DMULT=pss2sys(mat,2);
% MAKE GENERALIZED MUPLANT
systemnames=Plant Vd We DMULT;
inputvar=[u2(5);dw;x];
outputvar=[DMULT(2:6);We+.0001*x;-DMULT(1)-Vd];
input_to_Plant=[x];
input_to_Vd=[dw];
input_to_We=[-DMULT(1)-Vd];
input_to_DMULT=[Plant;u2(1:5)];
sysoutname=GMU;
cleanupsysic=yes;
sysic;
% CALCULATE HINF CONTROLLER
[k1,clp1]=hinfsyn(GMU,1,1,0,100,1e-4);
% PROPERTIES OF CONTROLLER
omega=logspace(-2,3,100);
spoles(k1)
k1_g=frsp(k1,omega);
vplot(bode,k1_g);
pause;
clp1_g=frsp(clp1,omega);
blk=[1 1;1 1; 1 1;1 1;1 1];
blkp=[1 1;1 1;1 1;1 1;1 1;1 1];
[bnds1,dvec1,sens1,pvec1]=mu(clp1_g,blkp);
vplot(liv,m,vnorm(clp1_g),bnds1);
pause;
% FIRST mu-CONTROLLER
[dsysL1,dsysR1]=musynfit(first,dvec1,sens1,blkp,1,1);
mu_inc1=mmult(dsysL1,GMU,minv(dsysR1));
[k2,clp2]=hinfsyn(mu_inc1,1,1,0,100,1e-4);
pause
[ac,bc,cc,dc]=unpck(k2);
bode(ac,bc,cc,dc);
pause;
systemnames=k2 Plant;
inputvar=[d];
outputvar=[-Plant-d;k2];
input_to_Plant=[k2];
input_to_k2=[-Plant-d];
sysoutname=realclp;
cleanupsysic=yes;
sysic;
systemnames=k2 Plants;
inputvar=[d];
outputvar=[-Plants-d;k2];
input_to_Plants=[k2];
input_to_k2=[-Plants-d];
cleanupsysic=yes;
sysic;
systemnames=k2 Planta;
inputvar=[d];
outputvar=[-Planta-d;k2];
input_to_Planta=[k2];
input_to_k2=[-Planta-d];
cleanupsysic=yes;
sysic;
% Controller and closed loop evaluation
hold;
pause;
pause;
pause;
hold off;
% SECOND mu-CONTROLLER
spoles(k2)
k2_g=frsp(k2,omega);
vplot(bode,k2_g);
pause;
[dsysL2,dsysR2]=musynfit(dsysL1,dvec2,sens2,blkp,1,1);
mu_inc2=mmult(dsysL2,mu_inc1,minv(dsysR2));
[k3,clp3]=hinfsyn(mu_inc2,1,1,0,100,1e-4);
pause
[ac,bc,cc,dc]=unpck(k3);
bode(ac,bc,cc,dc);
pause;
systemnames=k3 Plant;
inputvar=[d];
outputvar=[-Plant-d;k3];
input_to_Plant=[k3];
input_to_k3=[-Plant-d];
sysoutname=realclp;
cleanupsysic=yes;
sysic;
systemnames=k3 Plants;
inputvar=[d];
outputvar=[-Plants-d;k3];
input_to_Plants=[k3];
input_to_k3=[-Plants-d];
cleanupsysic=yes;
sysic;
systemnames=k3 Planta;
inputvar=[d];
outputvar=[-Planta-d;k3];
input_to_Planta=[k3];
input_to_k3=[-Planta-d];
cleanupsysic=yes;
sysic;
% Controller and closed loop evaluation
hold;
pause;
pause;
pause;
hold off;
First the H
-controller for the augmented plant is computed. The = 33.0406,

much too high. Next one is invited to choose the respective orders of the lters that
approximate the D-scalings for a number of frequencies. If one chooses a zero order, the
rst approximate = = 19.9840 and yields un P
a
unstable at closed loop. A second
iteration with second order approximate lters even increases = = 29.4670 and P
a
remains unstable.
A second try with second order lters in the rst iteration brings = down to 5.4538
but still leads to an unstable P
a
. In second iteration with second order lters the program
fails altogether.
Stimulated nevertheless by the last attempt we increase the rst iteration order to 3
which produces a = = 4.9184 and a P
a
that just oscillates in feedback. A second
iteration with rst order lters increases the = to 21.2902, but the resulting closed
loops are all stable.
Going still higher we take both iterations with 4-th order lters and the = take the
respective values 4.4876 and 10.8217. In the rst iteration the P
a
still shows a ill damped
oscillation, but the second iteration results in very stable closed loops for all P, P
s
and
P
a
. The cost is a very complicated controller of the order 4+10*4+10*4=44!
Chapter 11
Basic solution of the general
problem
In this chapter we will present the principle of the solution of the general problem. It
oers all the insight into the problem that we need. The computational solution follows
a somewhat dierent direction (nowadays) and will be presented in the next chapter 13.
The fundamental solution discussed here is a generalisation of the previously discussed
internal model control for stable systems.
The set of all stabilising controllers, also for unstable systems, can be derived from the
blockscheme in Fig. 11.1.
Figure 11.1: Solution principle
The upper major block represents the augmented plant. For reasons of clarity, we have
skipped the direct feedthrough block D. The lower, major block can easily be recognised
as a familiar LQG-control where F is the state feedback control block and H functions
as a Kalman gain block. Neither F nor H have to be optimal yet, as long as they cause
stable poles from:
[sI AB
2
F[ = 0 [sI AHC
2
[ = 0 (11.1)
165
166 CHAPTER 11. BASIC SOLUTION OF THE GENERAL PROBLEM
The really new component is the block transfer Q(s) as an extra feedback operating on
the output error e. If Q = 0, we just have the stabilising LQG-controller that we will call
here the nominal controller K
nom
. For analysing the eect of the extra feedback by Q, we
can combine the augmented plant and the nominal controller in a block T as illustrated
in Fig. 11.2.
Q Q
K
nom
K
G G
T

, ,
`

, ,
`
, ,
`

,
`
,
w z w z w z
u
y
u
y
v e v e
=
=
Figure 11.2: Combining K
nom
and G into T.
Originally, we had as optimisation criterion:
min
Kstabilising
| G
11
+G
12
K(I G
22
K)
1
G
21
|
(11.2)
Around the stabilising controller K
nom
, incorporated in block T, we get a similar
criterion in terms of T
ij
that highly simplies into the next ane expression:
min
Qstabilising
| T
11
+T
12
QT
21
|
(11.3)
because T
22
appears to be zero! As illustrated in Fig. 11.3, T
22
is actually the transfer
between output error e and input v of Fig. 11.1. To understand that this transfer is
zero, we have to realise that the augmented plant is completely and exactly known. It
incorporates the nominal plant model P and known lters. Although the real process
may deviate and cause a model error, for all these eects one should have taken care by
appropriately chosen lters that guard the robustness. It leaves the augmented plant fully
and exactly known. This means that the model thereafter, that is used in the nominal
controller, ts exactly. Consequently, if w=0, the output error e, only excited by v, must
be zero! And the corresponding transfer is precisely T
22
. From the viewpoint of Q: it sees
no transfer between v and e.
If T
22
= 0, the consequent ane expression in controller Q can be interpreted then
very easily as a simple forward tracking problem as illustrated in Fig. 11.3.
Because K
nom
stabilised the augmented plant for Q = 0, we can be sure that all
transfers T
ij
will be stable. But then the simple forward tracking problem of Fig. 11.3
can only remain stable, if Q itself is a stable transfer. As a consequence we now have the
set of all stabilising controllers by just choosing Q stable. This set is then clustered on
the nominal controller K
nom
, dened by F and H, and certainly the ultimate controller
K can be expressed in the parameter Q. This expression, which we will not explicitly
give here for reasons of compactness, is called the Youla parametrisation after its inventor.
This is the moment to step back for a moment and memorise the internal model control
where we were also dealing with a comparable transfer Q. Once more Fig. 11.4 pictures
that structure with comparable signals v and e.
167
Figure 11.3: Resulting forward tracking problem.
P
P
t
Q

`

,
`
r
+
e v
+
+
+
d +
Figure 11.4: Internal model control structure.
Indeed, for P = P
t
and the other external input d (to be compared with w) being zero,
the transfer seen by Q between v and e is zero. Furthermore, we also obtained, as a result
of this T
22
= 0, ane expressions for the other transfers T
ij
, being the bare sensitivity
and complementary sensitivity by then. So the internal model control can be seen as a
particular application of a much more general scheme that we study now. In fact Fig. 11.1
turns into the internal model of Fig. 11.4 by choosing F = 0 and H = 0, which is allowed,
because P and thus G is stable.
The remaining problem is:
min
Qstable
| T
11
+T
12
QT
21
|
(11.4)
Note that the phrase Qstabilising is now equivalent with Qstable! Furthermore we
may as well take other norms provided that the respective transfers live in the particular
normed space. We could e.g. translate the LQG-problem in an augmented plant and then
require to minimise the 2-norm in stead of the -norm. As T
ij
and Q are necessarily stable
they live in 1
2
as well so that we can also minimise the 2-norm for reasons of comparison.(
If there is a direct feed through block D involved, the 2-norm is not applicable, because a
constant transfer is not allowed in L
2
.)
(The remainder of this chapter might pose you to some problems, if you are not well introduced into functional analysis.
Then just try to make the best out of it as it is only one page.)
It appears that we can now use the freedom, left in the choices for F andH, and it can
be proved that F and H can be chosen (for square transfers) such that :
T
12
T
12
= I (11.5)
T
21
T
21
= I (11.6)
In mathematical terminology these matrices are therefore called inner, while engineers
prefer to denote them as all pass transfers. These transfers all possess poles in the left
half plane and corresponding zeros in the right half plane exactly symmetric with respect
to the imaginary axis. If the norm is restricted to the imaginary axis, which is the case
for the -norm and the 2-norm, we may thus freely multiply by the conjugated transpose
of these inners and obtain:
min
Qstable
| T
11
+T
12
QT
21
|= min
Qstable
| T
12
T
11
T
21
+T
12
T
12
QT
21
T
21
|= (11.7)
def
= min
Qstable
| L +Q | (11.8)
By the conjugation of the inners into T
ij
, we have eectively turned zeros into poles

and vice versa, thereby causing that all poles of L are in the right halfplane. For the
norm along the imaginary axis there is no objection but more correctly we have to say
now that we deal with the L
and the L
2
spaces and norms. As outlined in chapter 5 the
(Lebesque) space L
combines the familiar (Hardy) space 1
of stable transfers and the

complementary 1
space, containing the antistable or anticausal transfers that have all

their poles in the right half plane. Transfer L is such a transfer. Similarly the space L
2
consists of both the 1
2
and the complementary space 1
2
of anticausal transfers. The
question then arises, how to approximate an anticausal transfer L by a stable, causal Q in
the complementary space where the approximation is measured on the imaginary axis by
the proper norm. The easiest solution is oered in the L
2
space, because this is a Hilbert
space and thus an inner product space which implies that 1
2
and 1
2
are perpendicular
(that induced the symboling). Consequently Q is perpendicular to L and can thus never
represent a component of L in the used norm and will thus only contribute to an increase
of the norm unless it is taken zero. So in the 2-norm the solution is obviously: Q = 0.
Unfortunately, for the space L
, where we are actually interested in, the solution is

not so trivial, because L
is a Banach space and not an inner product space. This famous

problem :
L 1
: min
QH
| L +Q |
(11.9)
has been given the name Nehari problem to the rst scientist, studying this problem. It
took considerable time and energy to nd solutions one of which is oered to you in chapter
8, as being an elegant one. But maybe you already got some taste here of the reasons why
it took so long to formalise classical control along these lines. As nal remarks we can
add:
Generically min
QH
(L + Q) is all pass i.e. constant for all R. T
12
and T
21
were already taken all pass, but also the total transfer from w to z viz. T
11
+T
12
QT
21
will be all pass for the SISO case, due to the waterbed eect.
For MIMO systems the solution is not unique, as we just consider the maximum
singular value. The freedom in the remaining singular values can be used to optimise
extra desiderata.
11.1. EXERCISES 169
11.1 Exercises
7.1:Consider the following feedback system:
Plant: y = P(u +d)
Controller: u = K(r y)
Errors: e
1
= W
1
u and e
2
= W
2
(r y)
It is known that | r |
2
1 and | d |
2
1, and it is desired to design K so as to minimise:
|
e
1
e
2
|
2
a) Show that this can be formulated as a standard 1
problem and compute G.

b) If P is stable, redene the problem ane in Q.
7.2: Take the rst blockscheme of the exercise of chapter 6. To facilitate the computa-
tions we just consider a SISO-plant and DC-signals (i.e. only for = 0!) so that we avoid
complex computations due to frequency dependence. If there is given that | |
2
< 1 and
P = 1/2 then it is asked to minimise | y |
2
under the condition | x |
2
< 1 while is the
only input.
a) Solve this problem by means of a mixed sensitivity problem iteratively adapting W
y
renamed as . Hint: First dene V and W
x
. Sketch the solution in terms of controller
C and compute the solution directly as a function of .
b) Solve the problem exactly: minimise | y |
2
while | x |
2
< 1. Why is there a dierence
with the solution sub a) ? Hint: For this question it is easier to dene the problem
ane in Q.
Chapter 12
Solution to the general 1
control
problem
12.1 Introduction
In previous chapters we have been mainly concerned with properties of control congura-
tions in which a controller is designed so as to minimize the 1
norm of a closed loop

transfer function. So far, we did not address the question how such a controller is actually
computed. This has been a problem of main concern in the early 80-s. Various mathemat-
ical techniques have been developed to compute 1
-optimal controllers, i.e., feedback

controllers which stabilize a closed loop system and at the same time minimize the 1
norm of a closed loop transfer function. In this chapter we treat a solution to a most
general version of the 1
optimal control problem which is now generally accepted to

be the fastest, simplest, and computationally most reliable and ecient way to synthesize
1
optimal controllers.
The solution which we present here is the result of almost a decenium of impressive
research eort in the area of 1
optimal control and has received widespread attention

in the control community. An amazing number of scientic papers have appeared (and
still appear!) in this area of research. In this chapter we will treat a solution of the
general 1
control problem which popularly is referred to as the DGKF-solution, the

acronym standing for Doyle, Glover, Khargonekar and Francis, four authors of a famous
and prize winning paper in the IEEE Transactions on Automatic Control
1
. From a math-
ematical and system theoretic point of view, this so called state space solution to the
1
control problem is extremely elegant and worth a thorough treatment. However, for
practical applications it is sucient to know the precise conditions under which the state
space solution works so as to have a computationally reliable way to obtain and to de-
sign 1
optimal controllers. The solution presented in this chapter admits a relatively

straightforward implementation in a software environment like Matlab. The Robust Con-
trol Toolbox has various routines for the synthesis of 1
optimal controllers and we will

devote a section in this chapter on how to use these routines.
This chapter is organized as follows. In the next section we rst treat the problem
of how to compute the 1
2
norm and the 1
norm of a transfer function. These results

will be used in subsequent sections, where we present the main results concerning 1
controller synthesis in Theorem 12.7. We will make a comparison to the 1

2
optimal
1
State Space Solutions to the Standard H2 and H Control Problems, by J. Doyle, K. Glover, P.
Khargonekar and B. Francis, IEEE Transactions on Automatic Control, August 1989.
171
172 CHAPTER 12. SOLUTION TO THE GENERAL 1
CONTROL PROBLEM
control algorithms, which we briey describe in a separate section and which you are
probably familiar with.
12.2 The computation of system norms
We start this chapter by considering the problem of characterizing the 1
2
and 1
norms
of a given (multivariable) transfer function H(s) in terms of a state space description of
the system. We will consider the continuous time case only for the discrete time versions
of the results below are less insightfull and more involved.
Let H(s) be a stable transfer function of dimension p m and suppose that
H(s) = C(Is A)
1
B +D
where A, B, C and D are real matrices dening the state space equations
x(t) = Ax(t) +Bw(t)
z(t) = Cx(t) +Dw(t).
(12.1)
Since H(s) is stable, all eigenvalues of A are assumed to be in the left half complex plane.
We suppose that the state space has dimension n and, to avoid redundancy, we moreover
assume that (12.1) denes a minimal state space representation of H(s) in the sense that
n is as small as possible among all state space representations of H(s).
Let us recall the denitions of the 1
2
and 1
norms of H(s):
| H(s) |
2
2
:= 1/2
trace(H(j)H
(j))d
| H(s) |
:= sup
R
(H(j))
where denotes the maximal singular value.
12.2.1 The computation of the 1
2
norm
We have seen in Chapter 5 that the (squared) 1
2
norm of a system has the simple inter-
pretation as the sum of the (squared) L
2
norms of the impulse responses which we can
extract from (12.1). If we assume that D = 0 in (12.1) (otherwise the 1
2
norm is innite
so H / 1
2
) and if b
i
denotes the i-th column of B, then the i-th impulse response is given
by
z
i
(t) = Ce
At
b
i
.
Since H(s) has m inputs, we have m of such responses, and for i = 1, . . . , m, their L
2
norms satisfy
| z
i
|
2
2
=

0
b
T
i
e
A
T
t
C
T
Ce
At
b
i
dt
= b
T
i

0
e
A
T
t
C
T
Ce
At
dtb
i
= b
T
i
Mb
i
.
Here, we dened
M :=

0
e
A
T
t
C
T
Ce
At
dt
12.2. THE COMPUTATION OF SYSTEM NORMS 173
which is a square symmetric matrix of dimension n n which is called the observability
gramian of the system (12.1). Since x
T
Mx 0 for all x R
n
we have that M is non-
negative denite
2
. In fact, the observability gramian M satises the equation
MA+A
T
M +C
T
C = 0 (12.2)
which is called a Lyapunov equation in the unknown M. Since we assumed that the state
space parameters (A, B, C, D) dene a minimal representation of the transfer function
H(s), the pair (A, C) is observable
3
, and the matrix M is the only symmetric non-negative
denite solution of (12.2). Thus, M can be computed from an algebraic equation, the
Lyapunov equation (12.2), which is a much simpler task than solving the innite integral
expression for M.
The observability gramian M completely determines the 1
2
norm of the system H(s)
as is seen from the following characterization.
Theorem 12.1 Let H(s) be a stable transfer function of the system described by the
state space equations (12.1). Suppose that (A, B, C, D) is a minimal representation of
H(s). Then
1. | H(s) |
2
< if and only if D = 0.
2. If M is the observability gramian of (12.1) then
| H(s) |
2
2
= trace(B
T
MB) =
m
i=1
b
T
i
Mb
i
.
Thus the 1
2
norm of H(s) is given by a trace formula involving the state space matrices
A, B, C, from which the observability gramian M is computed. The main issue here is
that Theorem 12.1 provides an algebraic characterization of the 1
2
norm which proves
extremely useful for computational purposes.
There is a dual version of theorem 12.1 which is obtained from the fact that |
H(s) |
2
=| H
(s) |
2
. We state it for completeness
Theorem 12.2 Under the same conditions as in theorem 12.1,
| H(s) |
2
2
= trace(CWC
T
)
where W is the unique symmetric non-negative denite solution of the Lyapunov equation
AW +WA
T
+BB
T
= 0. (12.3)
The square symmetric matrix W is called the controllability gramian of the system (12.1).
Theorem 12.2 therefore states that the 1
2
norm of H(s) can also be obtained by computing
the controllability gramian associated with the system (12.1).
2
which is not the same as saying that all elements of M are non-negative!!!
3
that is, Ce
At
x0 = 0 for all t 0 only if the initial condition x0 = 0.
CONTROL PROBLEM
12.2.2 The computation of the 1
norm
The computation of the 1
norm of a transfer function H(s) is slightly more involved.

We will again present an algebraic algorithm, but instead of nding an exact expression
for | H(s) |
, we will nd an algebraic condition whether or not

| H(s) |
< (12.4)
for some real number 0. Thus, we will set up a test so as to determine whether (12.4)
holds for certain value of 0. By performing this test for various values of we may
get arbitrarily close to the norm | H(s) |
.
We will briey outline the main ideas behind this test. Recall from Chapter 5, that
the 1
norm is equal to the L

2
induced norm of the transfer function, i.e.,
| H(s) |
= sup
wL
2
| Hw |
2
| w |
2
.
This means that | H(s) |
if and only if
| Hw |
2
2

2
| w |
2
2
=| z |
2
2

2
| w |
2
0. (12.5)
for all w L
2
. (Indeed, dividing (12.5) by | w |
2
2
gives you the equivalence). Here,
z = Hw is the output of the system (12.1) when the input w is applied and when the
initial state x(0) is set to 0.
Now, suppose that 0 and the system (12.1) is given. Motivated by the middle
expression of (12.5) we introduce for arbitrary initial conditions x(0) = x
0
and any w L
2
,
the criterion
J(x
0
, w) :=| z |
2
2

2
| w |
2
2
=
[z(t)[
2

2
[w(t)[
2
dt,
(12.6)
where z is the output of the system (12.1) when the input w is applied and the initial
state x(0) is taken to be x
0
.
For xed initial condition x
0
we will be interested in maximizing this criterion over all
possible inputs w. Precisely, for xed x
0
, we look for an optimal input w
L
2
such that
J(x
0
, w) J(x
0
, w
) (12.7)
for all w L
2
. We will moreover require that the state trajectory x(t) generated by this
so called worst case input is stable in the sense that the solution x(t) of the state equation
x = Ax +Bw
with x(0) = x
0
satises lim
t0
x(t) = 0.
The solution to this problem is simpler than it looks. Let us take > 0 such that
2
I D
T
D is positive denite (and thus invertible) and introduce the following Riccati
equation
A
T
K +KA+ (B
T
K D
T
C)
T
[
2
I D
T
D]
1
(B
T
K D
T
C) +C
T
C = 0. (12.8)
It is then a straightforward exercise in linear algebra
4
to verify that for any real symmetric
solution K of (12.8) there holds
J(x
0
, w) = x
T
0
Kx
0
| w + [
2
I D
T
D]
1
(B
T
K D
T
C)x |
2
(
2
ID
T
D)
(12.9)
4
A completion of the squares argument. If you are interested, work out the derivative
d
dt
x
T
(t)Kx(t)
using (12.1), substitute (12.8) and integrate over [0, ) to obtain the desired expression (12.9).
12.2. THE COMPUTATION OF SYSTEM NORMS 175
for all w L
2
which drive the state trajectory to zero for t . Here, | f |
2
Q
with
Q = Q
T
> 0 denotes the weighted L
2
norm
| f |
2
Q
:=

0
f
T
(t)Qf(t)dt. (12.10)
Now, have a look at the expression (12.9). It shows that for all w L
2
, (for which
lim
t
x(t) = 0) the criterion J(x
0
, w) is at most equal to x
T
0
Kx
0
, and equality is obtained
by substituting for w the state feedback
w
(t) = [
2
I D
T
D]
1
(B
T
K D
T
C)x(t) (12.11)
which then maximizes J(x
0
, w) over all w L
2
. This worst case input achieves the
inequality (12.7) (again, provided the feedback (12.11) stabilizes the system (12.1)). The
only extra requirement for the solution K to (12.8) is therefore that the eigenvalues
A+ [
2
I D
T
D]
1
(B
T
K D
T
C) C
all lie in the left half complex plane. The latter is precisely the case when the solution K to
(12.8) is non-negative denite and for obvious reasons we call such a solution a stabilizing
solution of (12.8). One can show that whenever a stabilizing solution K of (12.8) exists,
it is unique. So there exists at most one stabilizing solution to (12.8).
For a stabilizing solution K, we thus obtain that
J(x
0
, w) J(x
0
, w
) = x
T
0
Kx
0
for all w L
2
. Now, taking x
0
= 0 yields that
J(0, w) =| z |
2
2

2
| w |
2
2
0
for all w L
2
. This is precisely (12.5) and it follows that | H(s) |
. These
observations provide the main idea behind the proof of the following result.
Theorem 12.3 Let H(s) be represented by the (minimal) state space model (12.1). Then
1. | H(s) |
< if and only if eigenvalues (A) C
2. | H(s) |
< if and only if there exists a stabilizing solution K of the Riccati

equation (12.8).
How does this result convert into an algorithm to compute the 1
norm of a transfer
function? The following bisection type of algorithm works in general extremely fast:
Algorithm 12.4 INPUT: stopping criterion > 0 and two numbers
l
,
h
satisfying
l
< | H(s) |
<
h
.
Step 1. Set = (
l
+
h
)/2.
Step 2. Verify whether (12.8) admits a stabilizing solution.
Step 3. If so, set
h
= . If not, set
l
= .
Step 4. Put =
h

l
Step 5. If then STOP, elso go to Step 1.
CONTROL PROBLEM
OUTPUT: the value approximating the 1
norm of H(s) within .

The second step of this algorithm involves the investigation of the existence of stabilizing
solutions of (12.8), which is a standard routine in Matlab. We will not go into the details of
an ecient algebraic implementation of the latter problem. What is of crucial importance
here, though, is the fact that the computation of the 1
norm of a transfer function (just

like the computation of the 1
2
norm of a transfer function) has been transformed to an
algebraic problem. This implies a fast and extremely reliable way to compute these system
norms.
12.3 The computation of 1
2
optimal controllers
The computation of 1
2
optimal controllers is not a subject of this course. In fact, 1
2
optimal controllers coincide with the well known LQG controllers which some of you may
be familiar with from earlier courses. However, for the sake of completenes we treat the
controller structure of 1
2
optimal controllers once more in this section.
We consider the general control conguration as depicted in Figure 13.1. Here,
G
K
z
u y
,
Figure 12.1: General control conguration
w are the exogenous inputs (disturbances, noise signals, reference inputs), u denote the
control inputs, z is the to be controlled output signal and y denote the measurements.
The generalized plant G is supposed to be given, whereas the controller K needs to be
designed. Admissable controllers are all linear time-invariant systems K that internally
stabilize the conguration of Figure 13.1. Every such admissible controller K gives rise
to a closed loop system which maps disturbance inputs w to the to-be-controlled output
variables z. Precisely, if M denotes the closed-loop transfer function M : w z, then
with the obvious partitioning of G,
M = G
11
+G
12
K(I G
22
K)
1
G
21
.
The 1
2
optimal control problem is formalized as follows
Synthesize a stabilizing controller K for the generalized plant G such that
| M |
2
is minimal.
The solution of this important problem is split into two independent problems and makes
use of a separation structure:
First, obtain an optimal estimate x of the state variable x, based on the measure-
ments y.
12.3. THE COMPUTATION OF 1
2
OPTIMAL CONTROLLERS 177
Second, use this estimate x as if the controller would have perfect knowledge of the
full state x of the system.
As is well known, the Kalman lter is the optimal solution to the rst problem and the
state feedback linear quadratic regulator is the solution to the second problem. We will
devote a short discussion on these two sub-problems.
Let the transfer function G be described in state space form by the equations
x = Ax +B
1
w
1
+B
2
u
z = C
1
x +Du
y = C
2
x +w
2
(12.12)
where the disturbance input w =

w
1
w
2
is assumed to be partitioned in a component w

1
acting on the state (the process noise) and an independent component w
2
representing
measurement noise. In (12.12) we assume that the system G has no direct feedthrough
in the transfers w z (otherwise M / 1
2
) and u y (mainly to simplify the formulas
below). We further assume that the pair (A, C
2
) is detectable and that the pair (A, B
2
)
is stabilizable. The latter two conditions are necessary to guarantee the existence of
stabilizing controllers. All these conditions are easy to grasp if we compare the set of
equations (12.12) with the LQG-problem denition as proposed e.g. in the course Modern
Control Theory:
Consider Fig.12.2
B [sI A]
1
C
R
1
2
v
Q
1
2
R
1
2
w
R
1
2

`
`
`
`

u
u
v
w
1
x
x
w
w
2
y
Figure 12.2: The LQG problem.
where v and w are independent, white, Gaussian noises of variance respectively R
v
and
R
w
. They represent the direct state disturbance and the measurement noise. In order to
cope with the requirement of the equal variances of the inputs they are inversely scaled
by blocks R
1
2
v
and R
1
2
w
to obtain inputs w
1
and w
2
that have unit variances. The output
of this augmented plant is dened by:
z =
Q
1
2
x
R
1
2
u
x
u
in order to accomplish that

| z |
2
2
=

0
x
T
Qx +u
T
Rudt
(compare the forthcoming equation (12.16)). The other inputs and outputs are given by:
w =
w
1
w
2
, u = u, y = y.
CONTROL PROBLEM
The resulting state space description then is:
G =
A B
1
0 B
2
C
1
0 0 D
C
2
0 I 0
A R
1
2
v
0 B
Q
1
2
0 0 0
0 0 0 R
1
2
C 0 R
1
2
w
0
The celebrated Kalman lter is a causal, linear mapping taking the control input u
and the measurements y as its inputs, and producing an estimate x of the state x in such
a way that the 1
2
norm of the transfer function from the noise w to the estimation error
e = x x is minimal. Thus, using our deterministic interpretation of the 1
2
norm of a
transfer function, the Kalman lter is the optimal lter in the conguration of Figure 12.3
for which the L
2
norm of the impulse response of the estimator M
e
: w e is minimized.
It is implemented as follows.
Plant
Filter
x +
z (not used)
x
`
e
Figure 12.3: The Kalman lter conguration
Theorem 12.5 (The Kalman lter.) Let the system (12.12) be given and assume that
the pair (A, C
2
) is detectable. Then
1. the optimal lter which minimizes the 1
2
norm of the mapping M
e
: w e in the
conguration of Figure 12.3is given by the state space equations
d x
dt
(t) = A x(t) +B
2
u(t) +H(y(t) C
2
x(t)) (12.13)
= (AHC
2
) x(t) +B
2
u(t) +Hy(t) (12.14)
where H = Y C
T
2
and Y is the unique square symmetric solution of
0 = AY +Y A
T
Y C
T
2
C
2
Y +B
1
B
T
1
(12.15)
which has the property that (AHC
2
) C
.
2. The minimal 1
2
norm of the transfer M
e
: w e is given by | M
e
|
2
2
= trace Y .
The solution Y to the Riccati equation (12.15) or the gain matrix H = Y C
T
2
are sometimes
referred to as the Kalman gain of the lter (12.13). Note that Theorem 12.5 is put
completely in a deterministic setting: no stochastics are necessary here.
For our second sub-problem we assume perfect knowledge of the state variable. That
is, we assume that the controller has access to the state x of (12.12) and our aim is to nd
a state feedback control law of the form
u(t) = Fx(t)
2
such that the 1
2
norm of the state controlled, closed-loop, transfer function M
x
: w z
is minimized. In this sub-problem the measurements y and the measurement noise w
2
evidently do not play a role. Since | M
x
|
2
is equal to the L
2
norm of the corresponding
impulse response, our aim is therefore to nd a control input u which minimizes the
criterion
| z |
2
2
=
x
T
(t)C
T
1
C
1
x(t) + 2u
T
(t)D
T
C
1
x(t) +u
T
(t)D
T
Du(t)
dt (12.16)
subject to the system equations (12.12). Minimization of equation 12.16 yields the so
called quadratic regulator and supposes only an initial value x(0) and no inputs w. The
solution is independent of the initial value x(0) and thus such an initial value can also be
accomplished by dirac pulses on w
1
. This is similar to the equivalence of the quadratic
regulator problem and the stochastic regulator problem as discussed in the course Modern
Control Theory. The nal solution is as follows:
Theorem 12.6 (The state feedback regulator.) Let the system (12.12) be given and
assume that (A, B
2
) is stabilizable. Then
1. the optimal state feedback regulator which minimizes the 1
2
norm of the transfer
M
x
: w z is given by
u(t) = Fx(t) = [D
T
D]
1
(B
T
2
X +D
T
C
1
)x(t) (12.17)
where X is the unique square symmetric solution of
0 = A
T
X +XA(B
T
2
X +D
T
C
1
)
T
[D
T
D]
1
(B
T
2
X +D
T
C
1
) +C
T
1
C
1
(12.18)
which has the property that (AB
2
F) C
.
2. The minimal 1
2
norm of the transfer M
x
: w z is given by | R |
2
2
= trace B
T
1
XB
1
.
The result of Theorem 12.6 is easily derived by using a completion of the squares
argument applied for the criterion (12.16). If X satises the Riccati equation (12.18) then
a straightforward exercise in rst-years-linear-algebra gives you that
| z |
2
2
= x
T
0
Xx
0
+ | u [D
T
D]
1
(B
T
2
X +D
T
C
1
)x |
D
T
D
where X is the unique solution of the Riccati equation (12.18) and where we used the
notation of (12.10). From the latter expression it is immediate that | z |
2
is minimized if
u is chosen as in (12.17).
The optimal solution of the 1
2
optimal control problem is now obtained by combining
the Kalman lter with the optimal state feedback regulator. The so called certainty
equivalence principle or separation principle
5
implies that an optimal controller K which
minimizes | M(s) |
2
is obtained by
replacing the state x in the state feedback regulator (12.17) by the Kalman lter
estimate x generated in (12.13).
The separation structure of the optimal 1
2
controller is depicted in Figure 12.4. In
equations, the optimal 1
2
controller K is represented in state space form by
d x
dt
(t) = (A+B
2
F HC
2
) x(t) +Hy(t)
u(t) = F x(t)
(12.19)
where the gains H and F are given as in Theorem 12.5 and Theorem 12.6.
5
The word principle is an incredible misnamer at this place for a result which requires rigorous math-
ematical deduction.
CONTROL PROBLEM
K(s)
Regulator Filter
,
x
,
y
,
u
,
u
Figure 12.4: Separation structure for 1
2
optimal controllers
12.4 The computation of 1
optimal controllers
In this section we will rst present the main algorithm behind the computation of 1
optimal controllers. From Section 12.2 we learned that the characterization of the 1
norm of a transfer function is expressed in terms of the existence of a particular solution

to an algebraic Riccati equation. It should therefore not be a surprise
6
to see that the
computation of 1
optimal controllers hinges on the computation of specic solutions of

Riccati equations. In this section we present the main algorithm and we will resist the
temptation to go into the details of its derivation. The background and the main ideas
behind the algorithms are very similar to the ideas behind the derivation of Theorem 12.3
and the cost criterion (12.6). We defer this background material to the next section.
We consider again the general control conguration as depicted in Figure 13.1 with
the same interpretation of the signals as given in the previous section. All variables may
be multivariable. The block G denotes the generalized system and typically includes
a model of the plant P together with all weighting functions which are specied by the
user. The block K denotes the generalized controller and includes typically a feedback
controller and/or a feedforward controller. The block G contains all the known features
(plant model, input weightings, output weightings and interconnection structures), the
block K needs to be designed. Admissable controllers are all linear, time-invariant sys-
tems K that internally stabilize the conguration of Figure 13.1. Every such admissible
controller K gives rise to a closed loop system which maps disturbance inputs w to the to-
be-controlled output variables z. Precisely, if M denotes the closed-loop transfer function
M : w z, then with the obvious partitioning of G,
M = G
11
+G
12
K(I G
22
K)
1
G
21
and the 1
control problem is formalized as follows

Synthesize a stabilizing controller K such that
| M |
<
for some value of > 0.
7
Note that already at this stage of formalizing the 1
control problem, we can see

that the solution of the problem is necessary going to be of a testing type. The synthesis
algorithm will require to
6
Although it took about ten years of research!
7
Strictly speaking, this is a suboptimal H control problem. The optimal H control problem amounts
to minimizing M(s) over all stabilizing controllers K. Precisely, if 0 := infK
stabilizing
M(s) then
the optimal control problem is to determine 0 and an optimalK that achieves this minimal norm. However,
this problem isvery hard to solve in this general setting.

Choose a value of > 0.
See whether there exist a controller K such that | M(s) |
< .
If yes, then decrease . If no, then increase .
To solve this problem, consider the generalized system G and let
x = Ax +B
1
w +B
2
u
z = C
1
x +D
11
w +D
12
u
y = C
2
x +D
21
w +D
22
u
(12.20)
be a state space description of G. Thus,
G
11
(s) = C
1
(Is A)
1
B
1
+D
11
; G
12
(s) = C
1
(Is A)
1
B
2
+D
12
G
21
(s) = C
2
(Is A)
1
B
1
+D
21
; G
22
(s) = C
2
(Is A)
1
B
2
+D
22
.
With some sacrice of generality we make the following assumptions.
A-1 D
11
= 0 and D
22
= 0.
A-2 The triple (A, B
2
, C
2
) is stabilizable and detectable.
A-3 The triple (A, B
1
, C
1
) is stabilizable and detectable.
A-4 D
T
12
(C
1
D
12
) = (0 I).
A-5 D
21
(B
T
1
D
T
21
) = (0 I).
Assumption A-1 states that there is no direct feedthrough in the transfers w z and
u y. The second assumption A-2 implies that we assume that there are no unobservable
and uncontrollable unstable modes in G
22
. This assumption is precisely equivalent to say-
ing that internally stabilizing controllers exist. Assumption A-3 is a technical assumption
made on the transfer function G
11
. Assumptions A-4 and A-5 are just scaling assumptions
that can be easily removed, but will make all formulas and equations in the remainder of
this chapter acceptably complicated. Assumption A-4, simply requires that
| z |
2
2
=

0
[C
1
x +D
12
u[
2
dt =

0
(x
T
C
T
1
C
1
x +u
T
u)dt.
In the to-be controlled output z, we thus have a unit weight on the control input signal
u, a weight C
T
1
C
1
on the state x and a zero weight on the cross terms involving u and
x. Similarly, assumption A-5 claims that state noise (or process noise)is independent of
measurement noise. With assumption A-5 we can partition the exogenous noise input w
as w =

w
1
w
2
where w
1
only aects the state x and w
2
only aects the measurements y.
The foregoing assumptions therefore require our state space model to take the form
x = Ax +B
1
w
1
+B
2
u
z = C
1
x +D
12
u
y = C
2
x +w
2
(12.21)
where w =

w
1
w
2
.
CONTROL PROBLEM
The synthesis of 1
suboptimal controllers is based on the following two Riccati

equations
0 = A
T
X +XAX[B
2
B
T
2

2
B
1
B
T
1
]X +C
T
1
C
1
(12.22)
0 = AY +Y A
T
Y [C
T
2
C
2

2
C
T
1
C
1
]Y +B
1
B
T
1
. (12.23)
Observe that these dene quadratic equations in the unknowns X and Y . The unknown
matrices X and Y are symmetric and have both dimension nn where n is the dimension
of the state space of (12.21). The quadratic terms are indenite in both equations (both
quadratic terms consist of the dierence of two non-negative denite matrices), and we
moreover observe that both equations (and hence their solutions) depend on the value of .
We will be particularly interested in the so called stabilizing solutions of these equations.
We call a symmetric matrix X a stabilizing solution of (12.22) if the eigenvalues
(AB
2
B
T
2
X +
2
B
1
B
T
1
X) C
.
Similarly, a symmetric matrix Y is called a stabilizing solution of (12.23) if
(AY C
2
C
T
2
+
2
Y C
T
1
C
1
) C
.
It can be shown that whenever stabilizing solutions X or Y of (12.22) or (12.23) exist,
then they are unique. In other words, there exists at most one stabilizing solution X of
(12.22) and at most one stabilizing solution Y of (12.23). However, because these Riccati
equations are indenite in their quadratic terms, it is not at all clear that stabilizing
solutions in fact exist. The following result is the main result of this section, and has been
considered as one of the main contributions in optimal control theory during the last 10
years.
8
Theorem 12.7 Under the conditions A-1A-5, there exists an internally stabilizing con-
troller K that achieves
| M(s) |
<
if and only if
1. Equation (12.22) has a stabilizing solution X = X
T
0.
2. Equation (12.23) has a stabilizing solution Y = Y
T
0.
3. (XY ) <
2
.
Moreover, in that case one such controller is given by
= (A+
2
B
1
B
T
1
X) +B
2
u +ZH(C
2
y)
u = F
(12.24)
where
F := B
T
2
X
H := Y C
T
2
Z := (I
2
Y X)
1
8
We hope you like it . . .

A few crucial observations need to be made.
Theorem 12.7 claims that three algebraic conditions need to be checked before we
can conclude that there exists a stabilizing controller K which achieves that the
closed loop transfer function M has 1
norm less than . Once these conditions

are satised, one possible controller is given explicitly by the equations (12.24) which
we put in observer form.
Note that the dynamic order of this controller is equal to the dimension n of the
state space of the generalized system G. Incorporating high order weighting lters
in the internal structure of G therefore results in high order controllers, which may
be undesirable. The controller (12.24) has the block structure as depicted in Fig-
ure 12.5. This diagram shows that the controller consists of a dynamic observer
which computes a state vector on the basis of the measurements y and the control
input u and a memoryless feedback F which maps to the control input u.
It is interesting to compare the Riccati equations of Theorem 12.7 with those which
determine the 1
2
optimal controller. In particular, we emphasize that the presence
of the indenite quadratic terms in (12.22) and (12.23) are a major complication to
guarantee existence of solutions to these equations. If we let we see that
the indenite quadratic terms in (12.22) and (12.23) become denite in the limit
and that in the limit the equations (12.22) and (12.23) coincide with the Riccati
equations of the previous section.
K(s)
F 1
lter
,

,
y
,
u
,
u
Figure 12.5: Separation structure for 1
controllers
A transfer function K(s) of the controller is easily derived from (12.24) and takes the
explicit state space form
= (A+
2
B
1
B
T
1
X +B
2
F +ZHC
2
) ZHy
u = F
(12.25)
which denes the desired map K : y u.
Summarizing, the 1
control synthesis algorithm looks as follows:

Algorithm 12.8 INPUT: generalized plant G in state space form (13.16) or (12.21);
tolerance level > 0.
ASSUMPTIONS: A-1 till A-5.
Step 1. Find
l
,
h
such that M : w z satises
l
< | M(s) |
<
h
CONTROL PROBLEM
Step 2. Let := (
l
+
h
)/2 and verify whether there exists matrices X = X
T
and
Y = Y
T
satisfying the conditions 13 of Theorem 12.7.
Step 3. If so, then set
h
= . If not, then set
l
= .
Step 4. Put =
h

l
.
Step 5. If > then go to Step 2.
Step 6. Put =
h
and let
= (A+
2
B
1
B
T
1
X +B
2
F +ZHC
2
) ZHy
u = F
dene the state space equations of a controller K(s).
OUTPUT: K(s) denes a stabilizing controller which achieves | M(s) |
< .
12.5 The state feedback 1
control problem
The results of the previous section can not fully be appreciated if no further system
theoretic insight is given in the main results. In this section we will treat the state
feedback 1
optimal control problem, which is a special case of Theorem 12.7 and which
provides quite some insight in the structure of optimal 1
control laws.
In this section we will therefore assume that the controller K(s) has access to the full
state x, i.e., we assume that the measurements y = x and we wish to design a controller
K(s) for which the closed loop transfer function, alternatively indicated here by M
x
:
w z satises| M
x
|
< . The procedure to obtain such a controller is basically an

interesting extension of thearguments we put forward in section 12.2.
The criterion (12.6) dened in section 12.2 only depends on the initial condition x
0
of the state and the input w of the system (12.1). Since we are now dealing with the
system (12.21) with state measurements (y = x) and two inputs u and w, we should treat
the criterion
J(x
0
, u, w) := | z |
2
2

2
| w |
2
=
[z(t)[
2

2
[w(t)[
2
dt,
(12.26)
as a function of the initial state x
0
and both the control inputs u as well as the disturbance
inputs w. Here z is of course the output of the system (12.21) when the inputs u and w
are applied and the initial state x(0) is taken to be x
0
.
We will view the criterion (12.26) as a game between two players. One player, u, aims
to minimize the criterion J, while the other player, w, aims to maximize it.
9
We call a
pair of strategies (u
, w
) optimal with respect to the criterion J(x

0
, u, w) if for all u L
2
and w L
2
the inequalities
J(x
0
, u
, w) J(x
0
, u
, w
) J(x
0
, u, w
) (12.27)
9
Just like a soccer match where instead of administrating the number of goals of each team, the
dierence between the number of goals is taken as the relevant performance criterion. After all, this is the
only relevant criterion which counts at the end of a soccer game . . . .
12.6. THE 1
FILTERING PROBLEM 185

are satised. Such a pair (u
, w
) denes a saddle point for the criterion J. We may think

of u
as a best control strategy, while w
is the worst exogenous input. The existence

of such a saddle point is guaranteed by the solutions X of the Riccati equation (12.22).
Specically, under the assumptions made in the previous section, for any solution X
of (12.22) a completion of the squares argument will give you that for all pairs (u, w) of
(square integrable) inputs of the system (12.21) for which lim
t
x(t) = 0 there holds
J(x
0
, u, w) = x
T
0
Xx
0
+ | w
2
B
T
1
Xx |
2
2
| u +B
T
2
Xx |
2
2
. (12.28)
Thus, if both players u and w have access to the state x of (12.21) then (12.28) gives us
immediately a saddle point
(t) := B
T
2
Xx(t)
w
(t) :=
2
B
1
Xx(t)
which satises the inequalities (12.27). We see that in that case the saddle point
J(x
0
, u
, w
) = x
T
0
Xx
0
which gives a nice interpretation of the solution X of the Riccati equation (12.22). Now,
taking the initial state x
0
= 0 gives that the saddle point J(0, u
, w
) = 0 which, by (12.27)
gives that for all w L
2
J(0, u
, w) J(0, u
, w
) = 0
As in section 12.2 it thus follows that the closed loop system M
x
: w z obtained by
applying the static state feedback controller
u
(t) = B
T
2
Xx(t)
results in | M
x
(s) |
. We moreover see from this analysis that the worst case

disturbance is generated by w
.
12.6 The 1
ltering problem
Just like we splitted the optimal 1
2
control problem into a state feedback problem and a
ltering problem, the 1
control problem admits a similar separation. The 1
ltering
problem is the subject of this section and can be formalized as follows.
We reconsider the state space equations (12.21):
x = Ax +B
1
w
1
+B
2
u
z = C
1
x +D
12
u
y = C
2
x +w
2
(12.29)
under the same conditions as in the previous section.
Just like the Kalman lter, the 1
lter is a causal, linear mapping taking the control

input u and the measurements y as its inputs, and producing an estimate z of the signal z
in such a way that the 1
norm of the transfer function from the noise w to the estimation

error e = z z is minimal. Thus, in the conguration of Figure 12.6, we wish to design
a lter mapping (u, y) z such that the for overall conguration with transfer function
M
e
: w e the 1
norm
| M
e
(s) |
2
= sup
w
1
,w
2
L
2
| e |
2
2
| w
1
|
2
2
+ | w
2
|
2
2
(12.30)
CONTROL PROBLEM
Plant
Filter
z +
z
e
Figure 12.6: The 1
lter conguration
is less than or equal to some pre-specied value
2
.
The solution to this problem is entirely dual to the solution of the state feedback 1
problem and given in the following theorem.

Theorem 12.9 (The 1
lter.) Let the system (12.29) be given and assume that the
assumptions A-1 till A-5 hold. Then
1. there exists a lter which achieves that the mapping M
e
: w e in the conguration
of Figure 12.6 satises
| M
e
|
<
if and only if the Riccati equation (12.23) has a stabilizing solution Y = Y
T
0.
2. In that case one such lter is given by the equations
= (A+
2
B
1
B
T
1
X) +B
2
u +H(C
2
y)
z = C
1
+D
21
u
(12.31)
where H = Y C
T
2
.
Let us make a few important observations
We emphasize again that this lter design is carried out completely in a deterministic
setting. The matrix H is generally referred to as the 1
lter gain and clearly

depends on the value of (since Y depends on ).
It is important to observe that in contrast to the Kalman lter, the 1
lter depends
on the to-be-estimated signal. This, because the matrix C
1
, which denes the to-be-
estimated signal z explicitly, appears in the Riccati equation. The resulting lter
therefore depends on the to-be-estimated signal.
12.7 Computational aspects
The Robust Control Toolbox in Matlab includes various routines for the computation
of 1
2
optimal and 1
optimal controllers. These routines are implemented with the

algorithms described in this chapter.
The relevant routine in this toolbox for 1
2
optimal control synthesis is h2lqg. This
routine takes the parameters of the state space model (12.12) or the more general state
space model (13.16) (which it converts to (12.12)) as its input arguments and produces the
12.8. EXERCISES 187
state space matrices (Ac, Bc, Cc, Dc) of the optimal 1
2
controller as dened in (12.19)
as its outputs. If desired, this routine also produces the state space description of the
corresponding closed-loop transfer function M as its output. (See the corresponding help
le).
For 1
optimal control synthesis, the Robust Control Toolbox includes an ecient im-
plementation of the result mentioned in Theorem 12.7. The Matlab routine hinf takes the
state space parameters of the model (13.16) as its input arguments and produces the state
space parameters of the so called central controller as specied by the formulae (12.24) in
Theorem 12.7. The routine makes use of the two Riccati solution as presented above. Also
the state space parameters of the corresponding closed loop system can be obtained as
an optional output argument. The Robust Control Toolbox provides features to quickly
generate augmented plants which incorporate suitable weighting lters. An ecient use of
these routines, however, requires quite some programming eort in Matlab. Although we
consider this an excellent exercise it is not really the purpose of this course. The package
MHC (Multivariable 1
Control Design) has been written as part of a PhD study by

one of the students of the Measurement and Control Group at TUE, and has been cus-
tomized to easily experiment with lter design. During this course we will give a software
demonstration of this package.
12.8 Exercises
Exercise 0. Take the rst blockscheme of the exercise of chapter 6. Dene a mixed
sensitivity problem where the performance is represented by good tracking. Filter
W
e
is low pass and has to be chosen. The robustness term is dened by a bounded
additive model error: | W
x
1
P |
< 1.
Furthermore,| r |
2
< 1, P = (s 1)/(s + 1) and W
x
= s/(s + 3). What bandwidth
can you obtain for the sensitivity being less than .01 ? Use the tool MHC!
Exercise 1. Write a routine h2comp in MATLAB which computes the 1
2
norm of a
transfer function H(s). Let the state space parameters (A, B, C, D) be the input to
this routine, and the 1
2
norm
| C(Is A)
1
B +D |
2
its output. Build in sucient checks on the matrices (A, B, C, D) to guarantee a
fool-proof behavior of the routine.
Hint: Use the Theorem 12.1. See the help les of the routines lyap in the control system
toolbox to solve the Lyapunov equation (12.2). The procedures abcdchk, minreal, eig, or
obsv may prove helpful.
Exercise 2. Write a block diagram for the optimal 1
2
controller and for the optimal 1
controller.
Exercise 3. Suppose that a stable transfer function H(s) admits the state space repre-
sentation
x = Ax +Bw
z = Cx +Dw.
Show that | H(s) |
< implies that

2
I D
T
D is positive denite. Give an
example of a system for which the converse is not true, i.e., give an example for
which
2
I D
T
D is positive denite and | H(s) |
> .
CONTROL PROBLEM
Exercise 4. This exercise is a more extensive simulation exercise. Using MATLAB and
the installed package MHC (Multivariable 1
Controller design) you should be able

to design a robust controller for the following problem. You may also like to use the
MHC package that has been demonstrated and for which a manual is available upon
request.
The system considered in this design is a satellite with two highly exible solar arrays
attached. The model for control analysis represents the transfer function from the
torque applied to the roll axis of the satellite to the corresponding satellite roll angle.
In order to keep the model simple, only a rigid body mode and a single exible mode
are included, resulting in a four state model. The state space system is described by
x = Ax +Bu +Bw
y = Cx
where u is the control torque (in units Nm), w is a constant disturbance torque
(Nm), and y is the roll angle measurement (in rad). The state space matrices are
given by
A =
0 1 0 0
0 0 0 0
0 0 0 1
0 0
2
2
; B =
0
1.7319 10
5
0
3.7859 10
4
;
C =

1 0 1 0
; D = 0.
where = 1.539rad/sec is the frequency of the exible mode and = 0.003 is the
exural damping ratio. The nominal open loop poles are at
0.0046 + 1.5390j, 0.0046 1.5390j, 0
and the nite zeros at
0.0002 + 0.3219j, 0.0002 0.3219j.
Because of the highly exible nature of this system, the use of control torque for
attitude control can lead to excitation of the lightly damped exural modes and
hence loss of control. It is therefore desired to design a feedback controller which
increases the system damping and maintains a specied pointing accuracy. That
is, variations in the roll angle are to be limited in the face of torque disturbances.
In addition the stiness of the structure is uncertain, and the natural frequency, ,
can only be approximately estimated. Hence, it is desirable that the closed loop be
robustly stable to variations in this parameter.
The design objectives are as follows.
1. Performance: required pointing accuracy due to 0.3Nm step torque distur-
bance should be y(t) < 0.0007 rad for all t > 0. Additionally, the response
time is required to be less than 1 minute (60sec).
2. Robust stability: stable response for about 10% variations in the natural
frequency .
3. Control level: control eort due to 0.3Nm step torque disturbances u(t) <
0.5 Nm.
12.8. EXERCISES 189
We will start the design by making a few simple observations
Verify that with a feedback control law u = Cy the resulting closed-loop
transfer U := (I +PC)
1
P maps the torque disturbance w to the roll angle y.
Note that, to achieve a pointing accuracy of 0.0007rad in the face of 0.3Nm
torque input disturbances, we require that U satises the condition
(U) = (I +PC)
1
P <
0.0007
0.3
= 0.0021 rad/Nm (12.32)
at least at low frequencies.
Recall that, for a suitable weighting function W we can achieve that [U(j)[
|W(j)|
for all , where is the usual parameter in the iteration of the 1
optimization procedure.
Consider the weighting lter
W
k
(s) = k
s + 0.4
s + 0.001
(12.33)
where k is a positive constant.
1. Determine a value of k so as to achieve the required level of pointing accuracy
in the 1
design. Try to obtain a value of which is more or less equal to 1.

Hint: Set up a scheme for 1
controller design in which the output y +10

5
w is used
as a measurement variable and in which the to be controlled variables are
z =
W
k
y
10
5
u
(the extra output is necessary to regularize the design). Use the MHC package to
compute a suboptimal 1
controller C which minimizes the 1
norm of the closed

loop transfer w z for various values of k > 0. Construct a 0.3Nm step torque
input disturbance w to verify whether your closed-loop system meets the pointing
specication. See the MHC help facility to get more details.
2. Let W
k
be given by the lter (12.33) with k as determined in 2. Let V (s) be
a second weighting lter and consider the weighted control sensitivity M :=
W
k
UV = W
k
(I +PC)
1
PV . Choose V in such a way that an 1
suboptimal
controller C which minimizes | M |
meets the design specications.

Hint: Use the same conguration as in part 2 and compute controllers C by using the
package MHC and by varying the weighting lter V .
3. After you complete the design phase, make Bode plots of the closed-loop re-
sponse of the system and verify whether the specications are met by perturbing
the parameter and by plotting the closedloop system responses of the signals
u and y under step torque disturbances of 0.3Nm.
CONTROL PROBLEM
Chapter 13
Solution to the general 1
control
problem
In previous chapters we have been mainly concerned with properties of control cong-
urations in which a controller is designed so as to minimize the 1
norm of a closed
loop transfer function. So far, we did not address the question how such a controller is
actually computed. This has been a problem of main concern in the early 80-s. Various
mathematical techniques have been developed to compute 1
-optimal controllers, i.e.,

feedback controllers which stabilize a closed loop system and at the same time minimize
the 1
norm of a closed loop transfer function. In this chapter we treat a solution to a

most general version of the 1
optimal control problem. We will make use of a technique

which is based on Linear Matrix Inequalities (LMIs). This technique is fast, simple, and
at the same time a most reliable and ecient way to synthesize 1
This chapter is organized as follows. In the next section we rst treat the concept of
a dissipative dynamical system. We will see that linear dissipative systems are closepy
related to Linear Matrix Inequalities (LMIs) and we will subsequently show how the 1
norm of a transfer function can be computed by means of LMIs. Finally, we consider the
synthesis question of how to obtain a controller which stabilizes a given dynamical system
so as to minimize the 1
norm of the closed loop system. Proofs of theorems are included

for completeness only. They are not part of the material of the course and can be skipped
upon rst reading of the chapter.
13.1 Dissipative dynamical systems
13.1.1 Introduction
The notion of dissipativity (or passivity) is motivated by the idea of energy dissipation in
many physical dynamical systems. It is a most important concept in system theory and
dissipativity plays a crucial role in many modeling questions. Especially in the physical
sciences, dissipativity is closely related to the notion of energy. Roughly speaking, a
dissipative system is characterized by the property that at any time the amount of energy
which the system can conceivably supply to its environment can not exceed the amount
of energy that has been supplied to it. Stated otherwise, when time evolves a dissipative
system absorbs a fraction of its supplied energy and transforms it for example into heat,
an increase of entropy, mass, electromagnetic radiation, or other kinds of energy losses.
In many applications, the question whether a system is dissipative or not can be answered
from physical considerations on the way the system interacts with its environment. For
191
CONTROL PROBLEM
example, by observing that the system is an interconnection of dissipative components, or
by considering systems in which a loss of energy is inherent to the behavior of the system
(due to friction, optical dispersion, evaporation losses, etc.).
In this chapter we will formalize the notion of a dissipative dynamical system for the
class of linear time-invariant systems. It will be shown that linear matrix inequalities
(LMIs) occur in a very natural way in the study of linear dissipative systems. Solutions
of these inequalities have a natural interpretation as storage functions associated with a
dissipative dyamical system. This interpretation will play a key role in understanding
the relation between LMIs and questions related to stability, robustness, and 1
con-
troller design. In recent years, linear matrix inequalities have emerged as a powerful tool
to approach control problems that appear hard if not impossible to solve in an analytic
fashion. Although the history of LMIs goes back to the fourties with a major emphasis of
their role in control in the sixties (Kalman, Yakubovich, Popov, Willems), only recently
powerful numerical interior point techniques have been developed to solve LMIs in a prac-
tically ecient manner (Nesterov, Nemirovskii 1994). Several Matlab software packages
are available that allow a simple coding of general LMI problems and of those that arise
in typical control problems (LMI Control Toolbox, LMI-tool).
13.1.2 Dissipativity
Consider a continuous time, time-invariant dynamical system described by the equa-
tions
1
:
x = Ax +Bu
y = Cx +Du
(13.1)
As usual, x is the state which takes its values in a state space X = R
n
, u is the input
taking its values in an input space U = R
m
and y denotes the output of the system which
assumes its values in the output space Y = R
p
. Let
s : U Y R
be a mapping and assume that for all time instances t
0
, t
1
R and for all input-output
pairs u, y satisfying (13.1) the function
s(t) := s(u(t), y(t))
is locally integrable, i.e.,

t
1
t
0
[s(t)[dt < . The mapping s will be referred to as the supply
function.
Denition 13.1 (Dissipativity) The system with supply rate s is said to be dissipa-
tive if there exists a non-negative function V : X R such that
V (x(t
0
)) +
t
1
t
0
s(t)dt V (x(t
1
)) (13.2)
for all t
0
t
1
and all trajectories (u, x, y) which satisfy (13.1).
1
Much of what is said in this chapter can be applied for (much) more general systems of the form
x = f(x, u), y = g(x, u).
13.1. DISSIPATIVE DYNAMICAL SYSTEMS 193
Interpretation 13.2 The supply function (or supply rate) s should be interpreted as the
supply delivered to the system. This means that in a time interval [0, t] work has been
done on the system whenever

t
0
s()d is positive, while work is done by the system
if this integral is negative. The non-negative function V is called a storage function
and generalizes the notion of an energy function for a dissipative system. With this
interpretation, inequality (13.2) formalizes the intuitive idea that a dissipative system is
characterized by the property that the change of internal storage (V (x(t
1
)) V (x(t
0
)))
in any time interval [t
0
, t
1
] will never exceed the amount of supply that ows into the
system (or the work done on the system). This means that part of what is supplied to
the system is stored, while the remaining part is dissipated. Inequality (13.2) is known as
the dissipation inequality.
Remark 13.3 If the function V (x()) with V a storage function and x : R X a state
trajectory of (13.1) is dierentiable as a function of time, then (13.2) can be equivalently
written as
V (t) s(u(t), y(t)). (13.3)

Remark 13.4 (this remark may be skipped) There is a renement of Denition 13.1
which is worth mentioning. The system is said to be conservative (or lossless) if there
exists a non-negative function V : X R such that equality holds in (13.2) for all t
0
t
1
and all (u, x, y) which satisfy (13.1). .
Example 13.5 Consider an electrical network with n external ports. Denote the external
voltages and currents of the i-th port by (V
i
, I
i
) and let V and I denote the vectors of length
n whose i-th component is V
i
and I
i
, respectively. Assume that the network contains (a
nite number of) resistors, capacitors, inductors and lossless elements such as transformers
and gyrators. Let n
C
and n
L
denote the number of capacitors and inductors in the network
and denote by V
C
and I
L
the vectors of voltage drops accrioss the capacitors and currents
through the inductors of the network. An impedance description of the system then takes
the form (13.1), where u = I, y = V and x =

V
T
C
I
T
L
T
. For such a circuit, a natural
supply function is
s(V (t), I(t)) = V
T
(t)I(t).
This system is dissipative and
V (x) :=
n
C
i=1
C
i
V
2
C
i
+
n
L
i=1
L
i
I
2
L
i
is a storage function of the system that represents the total electrical energy in the capac-
itors and inductors.
Example 13.6 Consider a thermodynamic system at uniform temperature T on which
mechanical work is being done at rate W and which is being heated at rate Q. Let
(T, Q, W) be the external variables of such a system and assume that either by physical
or chemical principles or through experimentation the mathematical model of the ther-
modynamic system has been decided upon and is given by the time invariant system (13.1).
The rst and second law of thermodynamics may then be formulated in the sense of De-
nition 13.1 by saying that the system is conservative with respect to the supply function
s
1
:= (W + Q) and dissipative with respect to the supply function s
2
:= Q/T. Indeed,
CONTROL PROBLEM
the two basic laws of thermodynamics state that for all system trajectories (T, Q, W) and
all time instants t
0
t
1
E(x(t
0
)) +
t
1
t
0
Q(t) +W(t) dt = E(x(t
1
))
(which is conservation of thermodynamical energy) and the second law of thermodynamics
states that the system trajectories satisfy
S(x(t
0
)) +
t
1
t
0
Q(t)
T(t)
dt S(x(t
1
))
for a storage function S. Here, E is called the internal energy and S the entropy. The
rst law promises that the change of internal energy is equal to the heat absorbed by the
system and the mechanical work which is done on the system. The second law states that
the entropy decreases at a higher rate than the quotient of absorbed heat and temperature.
Note that thermodynamical systems are dissipative with respect to more than one supply
function!
Example 13.7 As another example, the product of forces and velocities is a candidate
supply function in mechanical systems. For those familiar with the theory of bond-graphs
we remark that every bond-graph can be viewed as a representation of a dissipative dy-
namical system where input and output variables are taken to be eort and ow variables
and the supply function s is invariably taken to be the product of these two variables.
A bond-graph is therefore a special case of a dissipative system (and not the other way
around!).
Example 13.8 Typical examples of supply functions s : U Y R are
s(u, y) = u
T
y, (13.4)
s(u, y) = |y|
2
|u|
2
(13.5)
s(u, y) = |y|
2
+|u|
2
(13.6)
s(u, y) = |y|
2
(13.7)
which arise in network theory, bondgraph theory, scattering theory, 1
theory, game
theory, LQ-optimal control and 1
2
-optimal control theory.
If is dissipative with storage function V , then we will assume that there exists a
reference point x
X of minimal storage, i.e. there exists x
X such that V (x
) =
min
xX
V (x). You can think of x
as the state in which the system is at rest, an

equilibrium state for which no energy is stored in the system. Given a storage function
V , its normalization (with respect to x
) is dened as

V (x) := V (x) V (x
). Obviously,
V (x
) = 0 and

V is a storage function of whenever V is. For linear systems of the form
(13.1) we usually take x
= 0.
13.1.3 A rst characterization of dissipativity
Instead of considering the set of all possible storage functions associated with a dynamical
system , we will restrict attention to the set of normalized storage functions. Formally,
the set of normalized storage functions (associated with (, s)) is dened by
1(x
) := V : X R
+
[ V (x
) = 0 and (13.2) holds.

13.1. DISSIPATIVE DYNAMICAL SYSTEMS 195
The existence of a reference point x
of minimal storage implies that for a dissipative

system
t
1
0
s(u(t), y(t)) dt 0
for any t
1
0 and any (u, x, y) satisfying (13.1) with x(0) = x
. Stated otherwise, any

trajectory of the system which emanates from x
has the property that the net ow of

supply is into the system. In many treatments of dissipativity this property is often taken
as denition of passivity.
We introduce two mappings V
av
: X R
+
and V
req
: X R which will
play a crucial role in the sequel. They are dened by
V
av
(x
0
) := sup
t
1
0
s(t) dt [ t
1
0; (u, x, y) satisfy (13.1) with x(0) = x
0
(13.8a)
V
req
(x
0
) := inf
0
t
1
s(t) dt [ t
1
0; (u, x, y) satisfy (13.1) with (13.8b)
x(0) = x
0
and x(t
1
) = x
Interpretation 13.9 V
av
(x) denotes the maximal amount of internal storage that may
be recovered from the system over all state trajectories starting from x. Similarly, V
req
(x)
reects the minimal supply the environment has to deliver to the system in order to excite
the state x via any trajectory in the state space originating in x
.
We refer to V
av
and V
req
as the available storage and the required supply, respectively. Note
that in (13.8b) it is assumed that the point x
0
X is reachable from the reference pont
x
, i.e. it is assumed that there exist a control input u which brings the state trajectory
x from x
at time t = t
1
to x
0
at time t = 0. This is possible when the system is
controllable.
Theorem 13.10 Let the system be described by (13.1) and let s be a supply function.
Then
1. is dissipative if and only if V
av
(x) is nite for all x X.
2. If is dissipative and controllable then
(a) V
av
, V
req
1(x
).
(b) V 1(x
) For all x X there holds 0 V

av
(x) V (x) V
req
(x).
Interpretation 13.11 Theorem 13.10 gives a necessary and sucient condition for a
system to be dissipative. It shows that both the available storage and the required supply
are possible storage functions. Moreover, statement (b) shows that the available storage
and the required supply are the extremal storage functions in 1(x
). In particular, for any

state of a dissipative system, the available storage is at most equal to the required supply.
Proof. 1. Let be dissipative, V a storage function and x
0
X. From (13.2) it then follows
that for all t
1
0 and all (u, x, y) satisng (13.1) with x(0) = x
0
,
t1
0
s(u(t), y(t))dt V (x
0
) < .
Taking the supremum over all t
1
0 and all such trajectories (u, x, y) (with x(0) = x
0
) yields that
V
av
(x
0
) V (x
0
) < . To prove the converse implication it suces to show that V
av
is a storage
CONTROL PROBLEM
function. To see this, rst note that V
av
(x) 0 for all x X (take t
1
= 0 in (13.8a)). To prove
that V
av
satises (13.2), let t
0
t
1
t
2
and (u, x, y) satisfy (13.1). Then
V
av
(x(t
0
))
t1
t0
s(u(t), y(t))dt
t2
t1
s(u(t), y(t))dt.
Since the second term in the right hand side of this inequality holds for arbitrary t
2
t
1
and
arbitrary (u, x, y)[
[t1,t2]
(with x(t
1
) xed), we can take the supremum over all such trajectories to
conclude that
V
av
(x(t
0
))
t1
t0
s(u(t), y(t))dt V
av
(x(t
1
)).
which shows that V
av
satises (13.2).
2a. Suppose that is dissipative and let V be a storage function. Then

V (x) := V (x)V (x
)
1(x
) so that 1(x
) = . Observe that V
av
(x
) 0 and V
req
(x
) 0 (take t
1
= t
1
= 0 in
(13.8)). Suppose that the latter inequalities are strict. Then, using controllability of the system,
there exists t
1
0 t
1
and a state trajectory x with x(t
1
) = x(0) = x(t
1
) = x
such
that
t1
0
s(t)dt > 0 and

0
t1
s(t)dt < 0. But this yields a contradiction with (13.2) as both
t1
0
s(t)dt 0 and

0
t1
s(t)dt 0. Thus, V
av
(x
) = V
req
(x
) = 0. We already proved that V

av
is a
storage function so that V
av
1(x
). Along the same lines one shows that also V

req
1(x
).
2b. If V 1(x
) then
t1
0
s(u(t), y(t))dt V (x
0
)
0
t1
s(u(t), y(t))dt
for all t
1
0 t
1
and (u, x, y) satisfying (13.1) with x(t
1
) = x
and x(0) = x
0
. Now take the
supremum and inmum over all such trajectories to obtain that V
av
V V
req
.
13.2 Dissipative systems with quadratic supply functions
13.2.1 Quadratic supply functions
In this section we will apply the above theory by considering systems of the form (13.1)
with quadratic supply functions s : U Y R, dened by
s(u, y) =
y
u
Q
yy
Q
yu
Q
uy
Q
uu
y
u
(13.9)
Here,
Q :=
Q
yy
Q
yu
Q
uy
Q
uu
is a real symmetric matrix (i.e. Q = Q

T
) which is partitioned conformally with u and
y. Note that the supply functions given in Example 13.8 can all be written in the form
(13.9).
Remark 13.12 Substituting the output equation y = Cx + Du in the supply function
(13.9) shows that (13.9) can equivalently be viewed as a quadratic function in the variables
u and x. Indeed,
s(u, y) = s(u, Cx +Du) =
x
u
Q
xx
Q
xu
Q
ux
Q
uu
x
u
where
Q
xx
Q
xu
Q
ux
Q
uu
C D
0 I
Q
yy
Q
yu
Q
uy
Q
uu
C D
0 I
.
13.2. DISSIPATIVE SYSTEMS WITH QUADRATIC SUPPLY FUNCTIONS 197
13.2.2 Complete characterizations of dissipativity
The following theorem is the main result of this section. It provides necessary and sucient
conditions for dissipativeness.
Theorem 13.13 Suppose that the system described by (13.1) is controllable and let
G(s) = C(Is A)
1
B+D be the corresponding transfer function. Let the supply function
s be dened by (13.9). Then the following statements are equivalent.
1. (, s) is dissipative.
2. (, s) admits a quadratic storage function V (x) := x
T
Kx with K = K
T
0.
3. There exists K = K
T
0 such that
F(K) :=
A
T
K +KA KB
B
T
K 0
C D
0 I
Q
yy
Q
yu
Q
uy
Q
uu
C D
0 I
0. (13.10)
4. There exists K
= K
T
0 such that V
av
(x) = x
T
K
x.
5. There exists K
+
= K
T
+
0 such that V
req
(x) = x
T
K
+
x.
6. For all R with det(jI A) = 0, there holds
G(j)
I
Q
yy
Q
yu
Q
uy
Q
uu
G(j)
I
0 (13.11)
Moreover, if one of the above equivalent statements holds, then V (x) := x
T
Kx is a
quadratic storage function in 1(0) if and only if K 0 and F(K) 0.
Proof. (12,4). If (, s) is dissipative then we infer from Theorem 13.10 that the available
storage V
av
(x) is nite for any x R
n
. We claim that V
av
(x) is a quadratic function of x. This is
a standard result from LQ optimization. Indeed, s is quadratic and
V
av
(x) = sup
t1
0
s(t)dt = inf
t1
0
s(t)dt
denotes the optimal cost of a linear quadratic optimization problem. It is well known that this
inmum is a quadratic form in x.
(41). Obvious from Theorem (13.10).
(23). If V (x) = x
T
Kx with K 0 is a storage function then the dissipation inequality can
be rewritten as

t1
t0
d
dt
x(t)
T
Kx(t) +s(u(t), y(t))
dt 0.
Substituting the system equations (13.1), this is equivalent to
t1
t0
x(t)
u(t)
A
T
K KA KB
B
T
K 0
C D
0 I
Q
yy
Q
yu
Q
uy
Q
uu
C D
0 I
. .. .
F(K)
x(t)
u(t)
dt 0.
(13.12)
Since (13.12) holds for all t
0
t
1
and all inputs u this reduces to the requirement that K 0
satises the LMI F(K) 0.
(32). Conversely, if there exist K 0 such that F(K) 0 then (13.12) holds and it follows
that V (x) = x
T
Kx is a storage function which satises the dissipation inequality.
(15). If (, s) is dissipative then by Theorem (13.10), V
req
is a storage function. Since V
req
is dened as an optimal cost corresponding to a linear quadratic optimization problem, V
req
is
CONTROL PROBLEM
quadratic. Hence, if the reference point x
= 0, V
req
(x) is of the form x
T
K
+
x for some K
+
0.
Conversely, if V
req
= x
T
K
+
x, K
+
0, then it is easily seen that V
req
satises the dissipation
inequality (13.2) which implies that (, s) is dissipative.
(16). Let R be such that det(jI A) = 0 and consider the harmonic input u(t) =
exp(jt)u
0
with u
0
R
m
. Dene x(t) := exp(jt)(jI A)
1
Bu
0
and y(t) := Cx(t) + Du(t).
Then y(t) = exp(jt)G(j)u
0
and the triple (u, x, y) satises (13.1). Moreover,
s(u(t), y(t)) = u
G(j)
I
Q
yy
Q
yu
Q
uy
Q
uu
G(j)
I
u
0
which is a constant for all time t R. Now suppose that (, s) is dissipative. For non-zero
frequencies the triple (u, x, y) is periodic with period P = 2/. In particular, there must exist
a time instant t
0
such that x(t
0
) = x(t
0
+ kP) = 0, k Z. Since V (0) = 0, the dissipation
inequality (13.2) reads
t1
t0
s(u(t), y(t)) dt =
t1
t0
u
G(j)
I
Q
yy
Q
yu
Q
uy
Q
uu
G(j)
I
u
0
= (t
1
t
0
) u
G(j)
I
Q
yy
Q
yu
Q
uy
Q
uu
G(j)
I
u
0
0
for all t
1
> t
0
. Since u
0
and t
1
> t
0
are arbitrary this yields that statement 6 holds.
The implication 6 1 is much more involved and will be omitted here.
Interpretation 13.14 The matrix F(K) is usually called the dissipation matrix. The
inequality F(K) 0 is an example of a Linear Matrix Inequality (LMI) in the (unknown)
matrix K. The crux of the above theorem is that the set of quadratic storage functions
in 1(0) is completely characterized by the inequalities K 0 and F(K) 0. In other
words, the set of normalized quadratic storage functions associated with (, s) coincides
with those matrices K for which K = K
T
0 and F(K) 0. In particular, the available
storage and the required supply are quadratic storage functions and hence K
and K
+
also satisfy F(K
) 0 and F(K
+
) 0. Using Theorem 13.10, it moreover follows that
any solution K = K
T
0 of F(K) 0 has the property that
0 K
K K
+
.
In other words, among the set of positive semi-denite solutions K of the LMI F(K) 0
there exists a smallest and a largest element. Statement 6 provides a frequency domain
characterization of dissipativity. For physical systems, this means that whenever the
system is dissipative with respect to a quadratic supply function (and quite some physical
systems are), then there is at least one energy function which is a quadratic function of
the state variable, this function is in general non-unique and squeezed in between the
available storage and the required supply. Any physically relevant energy function which
happens to be of the form V (x) = x
T
Kx will satisfy the linear matrix inequalities K > 0
and F(K) 0.
For conservative systems with quadratic supply functions a similar characterization
can be given. The precize formulation is evident from Theorem 13.13 and is left to the
reader.
13.2.3 The positive real lemma
We apply the above results to two quadratic supply functions which play an important
role in a wide variety of applications. First, consider the system (13.1) together with the
13.2. DISSIPATIVE SYSTEMS WITH QUADRATIC SUPPLY FUNCTIONS 199
quadratic supply function s(u, y) = y
T
u. This function satises (13.9) with Q
uu
= 0,
Q
yy
= 0 and Q
uy
= Q
T
yu
= 1/2I. With these parameters, the following is an immediate
consequence of Theorem 13.13.
Corollary 13.15 Suppose that the system described by (13.1) is controllable and has
transfer function G. Let s(u, y) = y
T
u be a supply function. Then equivalent statements
are
2. the LMIs
K = K
T
0
A
T
K KA KB +C
T
B
T
K +C D +D
T
0
have a solution.
3. For all R with det(jI A) = 0 G(j)
+G(j) 0.
Moreover, V (x) = x
T
Kx denes a quadratic storage function if and only if K satises the
above LMIs.
Remark 13.16 Corollary 13.15 is known as the Kalman-Yacubovich-Popov or the posi-
tive real lemma and has played a crucial role in questions related to the stability of control
systems and synthesis of passive electrical networks. Transfer functions which satisfy the
third statement are generally called positive real.
13.2.4 The bounded real lemma
Second, consider the quadratic supply function
s(u, y) =
2
u
T
u y
T
y (13.13)
where 0. In a similar fashion we obtain the following result as an immediate conse-
quence of Theorem 13.13.
Corollary 13.17 Suppose that the system described by (13.1) is controllable and has
transfer function G. Let s(u, y) =
2
u
T
u y
T
y be a supply function. Then equivalent
statements are
2. The LMIs
K = K
T
0
A
T
K +KA+C
T
C KB +C
T
D
B
T
K +D
T
C D
T
D
2
I
0
have a solution.
3. For all R with det(jI A) = 0 G(j)
G(j)
2
I.
Moreover, V (x) = x
T
above LMIs.
CONTROL PROBLEM
13.3 Dissipativity and 1
performance
Let us analyze the importance of the last result, Corollary 13.17, for 1
optimal control. If
is dissipative with respect to the supply function (13.13), then we infer from Remark 13.3
that for any quadratic storage function V (x) = x
T
Kx,
V
2
u
T
u y
T
y. (13.14)
Suppose that x(0) = 0, A has all its eigenvalues in the open left-half complex plane (i.e. the
system is stable) and the input u is taken from the set L
2
of square integrable functions.
Then both the state x and the output y of (13.1) are square integrable functions and
lim
t
x(t) = 0. We can therefore integrate (13.14) from t = 0 till to obtain that for
all u L
2
2
|u|
2
2
|y|
2
2
0
where the norms are the usual L
2
norms. Equivalently,
sup
uL
2
|y|
2
|u|
2
. (13.15)
Now recall from Chapter 5, that the left-hand side of (13.15) is the L
2
-induced norm or
L
2
-gain of the system (13.1). In particular, from Chapter 5 we infer that the 1
norm
of the transfer function G is equal to the L
2
-induced norm. We thus derived the following
result.
Theorem 13.18 Suppose that the system described by (13.1) is controllable, stable and
has transfer function G. Let s(u, y) =
2
u
T
u y
T
y be a supply function. Then equivalent
statements are
2. |G|
H
.
3. The LMIs
K = K
T
0
A
T
K +KA+C
T
C KB +C
T
D
B
T
K +D
T
C D
T
D
2
I
0
have a solution.
Moreover, V (x) = x
T
above LMIs.
Interpretation 13.19 Statement 3 of Theorem 13.18 therefore provides a test whether
or not the 1
-norm of the transfer function G is smaller than a predened number > 0.

We can compute the L
2
-induced gain of the system (which is the 1
norm of the transfer

function) by minimizing > 0 over all variables and K > 0 that satisfy the LMIs
of statement 3. The issue here is that such a test and minimization can be eciently
performed in the LMI-toolbox as implemented in MATLAB.
13.4. SYNTHESIS OF 1
CONTROLLERS 201
G
K
z
u y
,
Figure 13.1: General control conguration
13.4 Synthesis of 1
controllers
In this section we present the main algorithm for the synthesis of 1
Consider the general control conguration as depicted in Figure 13.1. Here, w are the ex-
ogenous inputs (disturbances, noise signals, reference inputs), u denote the control inputs,
z is the to be controlled output signal and y denote the measurements. All variables may
be multivariable. The block G denotes the generalized system and typically includes a
model of the plant together with all weighting functions which are specied by the user.
The block K denotes the generalized controller and includes typically a feedback con-
troller and/or a feedforward controller. The block G contains all the known features (plant
model, input weightings, output weightings and interconnection structures), the block K
needs to be designed. Admissable controllers are all linear time-invariant systems K that
internally stabilize the conguration of Figure 13.1. Every such admissible controller K
gives rise to a closed loop system which maps disturbance inputs w to the to-be-controlled
output variables z. Precisely, if denotes the closed-loop transfer function : w z,
then with the obvious partitioning of G,
= G
11
+G
12
K(I G
22
K)
1
G
21
.
The 1
control problem is formalized as follows

Synthesize a stabilizing controller K such that
| |
H
<
for some value of > 0.
Since our ultimate aim is to minimize the 1
norm of the closed-loop transfer function

, we wish to synthesize an admissible K for as small as possible.
To solve this problem, consider the generalized system G and let
x = Ax +B
1
w +Bu
z = C
1
x +Dw +Eu
y = Cx +Fw
(13.16)
be a state space description of G. An admissible controller is a nite dimensional linear
time invariant system described as
x
c
= A
c
x
c
+B
c
y
u = C
c
x
c
+D
c
y
(13.17)
CONTROL PROBLEM
Controllers are therefore simply parameterized by the matrices A
c
, B
c
, C
c
, D
c
. The
controlled or closed-loop system then admits the description
= / +Bw
z = ( +Tw
(13.18)
where
/ B
( T
A+BD
c
C BC
c
B
1
+BD
c
F
B
c
C A
c
B
c
F
C
1
+ED
c
C EC
c
D +ED
c
F
. (13.19)
The closed-loop transfer matrix can therefore be represented as (s) = ((Is/)
1
B+
T.
The optimal value of the 1
controller synthesis problem is dened as
= inf
(Ac,Bc,Cc,Dc) such that (A)C
||
.
Clearly, the number is larger than
if and only if there exists a controller such that

(/) C
and ||
< .
The optimal 1
value
is then given by the minimal for which a controller can still

be found.
By Theorem 13.18
2
, the controller (A
c
, B
c
, C
c
, D
c
) achieves that (/) C
and the
1
norm ||
H
< if and only if there exists a symmetric matrix A satisfying
A = A
T
> 0,
/
T
A +A/+(
T
( AB +(
T
T
B
T
A +T
T
( T
T
T
2
I
< 0 (13.20)
The corresponding synthesis problem therefore reads as follows: Search controller param-
eters (A
c
, B
c
, C
c
, D
c
) and an A > 0 such that (13.20) holds.
Recall that / depends on the controller parameters; since A is also a variable, we
observe that A/ depends non-linearly on the variables to be found. There exist a clever
transformation so that the blocks in (13.20) which depend non-linearly on the decision
variables A and (A
c
, B
c
, C c, D
c
), is transformed to an ane dependence of a new set
of decision variables
v :=
X, Y,
K L
M N

For this purpose, dene
X(v) :=
Y I
I X
A(v) B(v)
C(v) D(v)
:=
AY +BM A+BNC B
1
+BNF
K AX +LC XB
1
+LF
C
1
Y +EM C
1
+ENC D +ENF
With these denitions, the inequalities (13.20) can be replaced by the inequalities
X(v) > 0,
A(v)
T
+A(v) B(v) C(v)
T
B(v)
T
I D(v)
T
C(v) D(v) I
< 0. (13.21)
2
With a slight variation.
13.4. SYNTHESIS OF 1
CONTROLLERS 203
The one-one relation between the decision variables in (13.20), the decision variables in
(13.21) and solutions of the 1
control problem are now given in the following main

result.
Theorem 13.20 (1
Synthesis Theorem) The following statements are equivalent.

1. There exists a controller (A
c
, B
c
, C
c
, D
c
) and an A satisfying (13.20)
2. There exists v :=
X, Y,
K L
M N

such that the inequalities (13.21) hold.
Moreover, for any such v, the matrix I XY is invertible and there exist nonsingular U,
V such that I XY = UV
T
. The unique solutions A and (A
c
, B
c
, C
c
, D
c
) are then given
by
A =
Y V
I 0
I 0
X U
A
c
B
c
C
c
D
c
U XB
0 I
K XAY L
M N
V
T
0
CY I
1
.
We have obtained a general procedure for deriving from analysis inequalities the cor-
responding synthesis inequalities and for construction of the corresponding controllers.
The power of Theorem 13.20 lies in its simplicity and its generality. Virtually all analysis
results that are based on a dissipativity constraint with respect to a quadratic supply
function can be converted with ease into the corresponding synthesis result.
Remark on the controller order. In Theorem 13.20 we have not restricted the
order of the controller. In proving necessity of the solvability of the synthesis inequalities,
the size of A
c
was arbitrary. The specic construction of a controller in proving suciency
leads to an A
c
that has the same size as A. Hence Theorem 13.20 also include the side result
that controllers of order larger than that of the plant oer no advantage over controllers
that have the same order as the plant. The story is very dierent in reduced order control:
Then the intention is to include a constraint dim(A
c
) k for some k that is smaller
than the dimension of A. It is not very dicult to derive the corresponding synthesis
inequalities; however, they include rank constraints that are hard if not impossible to
treat by current optimization techniques.
Remark on strictly proper controllers. Note that the direct feed-through of
the controller D
c
is actually not transformed; we simply have D
c
= N. If we intend to
design a strictly proper controller (i.e. D
c
= 0), we can just set N = 0 to arrive at the
corresponding synthesis inequalities. The construction of the other controller parameters
remains the same. Clearly, the same holds if one wishes to impose an arbitrary more
rened structural constraint on the direct feed-through term as long as it can be expressed
in terms of LMIs.
Remarks on numerical aspects. After having veried the solvability of the synthe-
sis inequalities, we recommend to take some precautions to improve the conditioning of
the calculations to reconstruct the controller out of the decision variable v. In particular,
one should avoid that the parameters v get too large, and that I XY is close to singular
what might render the controller computation ill-conditioned.
CONTROL PROBLEM
13.5 1
controller synthesis in Matlab

The result of Theorem 13.20 has been implemented in the LMI Control Toolbox of Mat-
lab. The LMI Control Toolbox supports continuous- and discrete time 1
synthesis
using either Riccati- or LMI based approaches. (The Riccati based approach had not been
discussed in this chapter). While the LMI approach is computationally more involved
for large problems, it has the decisive merit of eliminating the so called regularity condi-
tions attached to the Riccati-based solutions. Both approaches are based on state space
calculations. The following are the main synthesis routines in the LMI toolbox.
Riccati-based LMI-based
continuous time systems hinfric hinflmi
discrete time systems dhinfric dhinflmi
Riccati-based synthesis routines require that
1. the matrices E and F have full rank,
2. the transfer functions G
12
(s) := C(IsA)
1
B
1
+F and G
21
(s) := C
1
(IsA)
1
B+E
have no zeros on the j axis.
LMI synthesis routines have no assumptions on the matrices which dene the system
(13.16). Examples of the usage of these routines will be given in Chapter 10. We refer to
the corresponding help-les for more information.
In the LMI toolbox the command
G = ltisys(A, [B1 B], [C1; C], [D E; F zeros(dy,du)]);
denes the state space model (13.16) in the internal LMI format. Here dy and du are the
dimensions of the measurement vector y and the control input u, respectively. Information
about G is obtained by typing sinfo(G), plots of responses of G are obtained through
splot(G, bo) for a Bode diagram, splot(G, sv) for a singular value plot, splot(G,
st) for a step response, etc. The command
[gopt, K] = hinflmi(G,r);
then returns the optimal 1
performance
in gopt and the optimal controller K in K.

The state space matrices (A
c
, B
c
, C
c
, D
c
) which dene the controller K are returned by
the command
[ac,bc,cc,dc] = ltiss(K).
Bibliography
[1] J.M. Maciejowski, Multivariable Feedback Design, Addison Wesley, 1989.
[2] J. Doyle, B. Francis, A. Tannenbaum, Feedback Control Theory, McMillan Publish-
ing Co., 1990.
[3] M. Morari, E. Zariou, Robust Process Control, Prentice Hall Inc., 1989.
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Control Theory, Lecture Notes in Control and Infor-

mation Sciences, Vol. 88, Springer, 1987.
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Springer, 1990.
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29, pp.71109, January 1993.
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Robust Control

Ad Damen and Siep Weiland

control problem 171

control problem 191

-control and -analysis/synthesis.

y[ = ln [X() +jY ()[ (1.8)

- context this comes quite

[H(j)[ < 1 (3.11)

. In above fomula we get the rst taste of 1

. More about this in

(H(j)) < 1 (3.12)

and d to u and y are stable.

norm and the 1

W its usual length

denotes the complex conjugate of the complex

= x jy). If q = 1 this expresses the absolute value of w, which is the reason

= A but its two-norm and one-norm are innite.

[0, ) and {[0, ), but

for any real number .

h(t )u()d (5.12)

[h(t)[dt < (in other words, if we assume that h L

-induced norm of H is given by

h() u() (5.16)

h()[ satises the axioms of a norm, and is precisely

-norm of the frequency response, i.e, |

h()[ and () as function

h()) to get units in

h()[. Similarly, using Parsevals identity for

h()[. Theorem 5.16 provides equality for the latter

norm of the system (5.12).

norm of the transfer function H(s).

norm of a transfer function. Consider the set

does not dene a norm

norm of the transfer function H.

a unit variance white noise process t [0, T]

norm of the (multivariable) transfer function H(s) and to

norm for multivariable systems

norm of its tranfer function.

norm of the system P.

norm of P can now be

norm of the sensitivity S, the complementary sensitivity T

norm of an input-output system has been shown to be equal to

. The system is then said to have a at spectrum. This in contrast to

control system design

robust control design that

control designs will be formulated in such a way that

norm of a (multivariable) transfer function needs to be minimized, the actual computation

optimal controllers will be the subject

optimal control methods is the concise formulation of an 1

design problem. Suppose that a plant P

norm of the sensitivity

Such a controller then deserves to be called 1

optimal. However, it is by no means clear

. It then follows that for all

norm of the weighted sensitivity

norm of the weighted sensitivity corresponds to

with V a square stable transfer function

design would minimize the 1

norm of the sensitivity S(s)

norm of the weighted sensitivity W(s)S(s). In Figure 6.5

norm of the two-sided weighted sensitivity

norm of the weighted

Figure 6.6: Extended conguration diagram

control design is model based. By this we mean that the design of a