1532 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO.

6, JUNE 2012

[15] L. Jetto and V. Orsini, “Stabilizing Switching Control for LPV in the space of the parameters of the controller with good results
Systems With Arbitrarily Large Uncertainty on Parameter Mea- [13]–[15]. The problem becomes more involved and interesting when
sures,” Ancona, Italy, Research Rep., 2010 [Online]. Available: uncertain parameters affect the system matrices. Note that some of the
http://www.leibniz.diiga.univpm.it/ietto/pubs/pubs/researchre-
existing approaches cannot be extended to this case, and most of them
portno2010–10.pdf
[16] L. Jetto and V. Orsini, “Stabilizing switching control for LPV systems are not able to deal with uncertainties in all the system matrices.
with arbitrarily large uncertainty on parameter measures,” in Proc. 4th The method proposed in this technical note is inspired on the
IFAC Symp. Syst., Struct. Control, Ancona, Italy, 2010, pp. 356–362. H
strategy presented in [16] ( 2 output feedback control for contin-
uous-time systems) and [17], [18] (robust output feedback stabilization
for, respectively, continuous and discrete-time systems). An extension
that combines randomized algorithms with LMIs for static output
feedback control design in the context of precisely known systems can
be found in [19], [20]. Extensions using affine parameter-dependent
LMI Relaxations for Reduced-Order Robust Control
of Continuous-Time Uncertain Linear Systems Lyapunov functions for 2 and H H1
static output feedback control
of discrete-time uncertain systems appeared, respectively, in [21] and
Cristiano M. Agulhari, Ricardo C. L. F. Oliveira, and [22]. A preliminary version of the present technical note, dealing with
Pedro L. D. Peres H H1
mixed 2 = static output feedback control for continuous-time
systems, can be found in [23]. This technical note is devoted to the
problem of reduced order H1
dynamic controller design for uncertain
Abstract—This technical note is concerned with the problem of reduced continuous-time systems. The time-invariant parameters belong to
order robust dynamic output feedback control design for uncertain a polytope and affect all the system matrices. Following a known
continuous-time linear systems. The uncertain time-invariant parameters
belong to a polytopic domain and affect all the system matrices. The search
strategy, the search for a reduced-order H1
dynamic controller is
performed through a static output feedback control problem for an
for a reduced-order controller is converted in a problem of static output
feedback control design for an augmented system. To solve the problem, a augmented system with an appropriate structure [6]. The proposed
two-stage linear matrix inequality (LMI) procedure is proposed. At the first technique consists of two stages: at the first stage, a stabilizing
step, a stabilizing state feedback scheduled controller with polynomial or parameter-dependent state feedback control gain is computed. This
rational dependence on the parameters is determined. This parameter-de- parameter-dependent controller is then used at the second stage,
pendent state feedback controller is used at the second stage, which synthe-
from which sufficient LMI conditions assuring the existence of an
sizes the robust (parameter-independent) output feedback
controller. A homogeneous polynomially parameter-dependent Lyapunov
dynamic
H1 reduced order robust (parameter-independent) output feedback
function of arbitrary degree is used to assess closed-loop stability with a controller are derived. A homogeneous polynomially parameter-de-
prescribed attenuation level. As illustrated by numerical examples, pendent Lyapunov matrix of generic degree is used in both stages
the proposed method provides better results than other LMI based condi- to assess the closed-loop robust stability. The parameter-dependent
tions from the literature.
conditions include extra polynomial matrices that help to reduce the
Index Terms—Continuous-time systems, dynamic output feedback, conservativeness when LMI relaxations are used to solve the problem.
control, linear matrix inequality (LMI) relaxations, polynomial Lyapunov
Therefore, differently from other approaches in the literature, the syn-
functions, reduced order controllers.
thesis of reduced order controllers is entirely based on polynomially
parameter-dependent Lyapunov matrices. However, as any other LMI
I. INTRODUCTION based approach, the computational burden becomes prohibitive for
polytopic systems with a large number of state variables and vertices.
The problem of reduced order output feedback control design has
As illustrated by numerical examples, the results obtained with the
attracted the interest of a larger number of researchers since the very
proposed method are clearly superior when compared to the existing
beginning of control theory [1]. In fact, the output feedback is one of
approaches in the case of uncertain systems.
most challenging problems in this area. Even the characterization in
terms of complexity of the output feedback control problem is not clear II. PRELIMINARIES
[2], although one of the available strategies, based on linear matrix in-
Consider the uncertain continuous-time linear system given by
equalities (LMIs) and a nonconvex constraint, has been proved to be
NP-hard in [3]. x_ = A()x + B1 ()w + B2 ()u (1)
Among other important approaches, one may cite the Lyapunov
z = C1 ()x + D1 ()w + D2 ()u (2)
based methods, usually adapting the convex conditions for the existence
of a stabilizing state feedback gain to obtain sufficient LMI conditions y = C2 ()x + Dy ()w (3)
for static or reduced order robust output feedback control design (see,
where x 2 n
is the state vector, w r
2
is the exogenous input,
for instance, [4]–[9] and, more recently, [10]–[12]). On the other hand,
u 2 m
is the control input, z p
2
is the controlled output and
local optimization methods have also been used for multi-model output
feedback stabilization and reduced order H1 control working directly
y 2 q is the measured output. Note that, as in many papers dealing
with similar problems, the control input u does not directly affect the
measured output y .
Manuscript received March 02, 2011; revised July 15, 2011; accepted October The time-invariant uncertain matrices belong to a polytopic domain
06, 2011. Date of publication December 07, 2011; date of current version May given by
23, 2012. This work was supported in part by CNPq, FAPESP, and CAPES-
N
2
COFECUB. Recommended by Associate Editor H. L. Trentelman.
The authors are with the School of Electrical and Computer Engineering, Uni- M () = i Mi ;  3N
versity of Campinas—UNICAMP, 13083–852, Campinas, SP, Brazil (e-mail: i=1
agulhari@dt.fee.unicamp.br; ricfow@dt.fee.unicamp.br; peres@dt.fee.uni- N
camp.br).
Digital Object Identifier 10.1109/TAC.2011.2174693
3N =  2 N
: i = 1; i  ;
0 i = 1; . . . ; N :
i=1

0018-9286/$26.00 © 2011 IEEE

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO. 6, JUNE 2012 1533

M
Matrix ( ) represents any uncertain matrix given in (1)–(3), is the N  2 3 , the transfer function from w to z is
and, for a fixed
M i ; ;N
N

H (s;) = C~ () sI 0 A~ () 01 B~ () + D~ ():
number of vertices of the polytope, i , = 1 . . . are the vertices
and 3N is the unit simplex. cl cl cl cl (16)
The problem addressed in this technical note is the design of a robust
stabilizing H1
output feedback controller with order c given by n
x_ = A x + B y
c c c c (4) III. MAIN RESULTS

u = C x + D y:
c c c (5) Next theorem presents a necessary and sufficient synthesis condition
for the existence of a parameter-dependent state feedback gain assuring
Following a well known strategy (see, for instance, [6], [11]), an aug- closed-loop stability to system (9)–(11) for all 2
3N , that is, for the
mented representation can be obtained by grouping the states n
x2 K  K C  C 
~ 1 ~ ~ ~
existence of sf ( ) = dof ( ) 2 ( ), 2 ( ) = I that guarantees the
of the system and the states c x2n
of the controller, yielding A 
asymptotic stability of ~cl ( ) shown in (12) for all 23N .
x_ A() + B2()D C2() B2 ()C x Theorem 1: There exists a parameter-dependent state-feedback con-
x_ B C2() A x
c c
= troller that stabilizes system (9)–(11) if, and only if, there exist matrices
c c c c
P  P  > G Z
( )= ( )
0 0, ( ) and ( ) such that (17)1, as shown at the
~
A () bottom of the page, is valid independently of the value of >
0. In the
B1() + B2()D D () w K  ZG
affirmative case, ~ sf ( ) = ( ) ( )01 is a parameter-dependent
B D ()
c y
+ (6)
c y state-feedback controller that stabilizes system (9)–(11).
Proof: Using, for instance, the projection lemma [24]–[26], it can
~
B ()
> 8 2
z = [ C1() + D2()D C2() D2()C ] xx
be shown that for any 0 the above condition is equivalent 3N
to
c c

P () > 0; A~() + B~2()Z ()G()01 P ()

c
~ ( ) C 

+ [ D1 () + D2 ()D D () ] w: 0
+P () A ~() + B ~2 ()Z ()G()01 < 0
c y (7)
~
D ()

which assures the closed-loop stability of A~ () shown in (12) for all

23 .
Denoting cl

K~ dof = A B ; = x N

C D x
c c
(8) The parameter-dependent condition in Theorem 1 can be solved
c c c
through a sequence of LMI relaxations derived by imposing some
fixed structure to the unknown variables, following the lines given

the problem of designing a robust reduced-order controller can be cast
as the search of a robust static output feedback control gain ~ dof
(m+n )2(n +q )
K 2 in [27]. The scalar parameter can be used as an extra degree of
for the augmented system freedom to produce distinct stabilizing parameter-dependent gains. A

_ = A~() + B~1()w + B~2 ()u

sufficient condition for the existence of a dynamic output feedback
(9) controller of arbitrary degree is given in next theorem, that uses as
z = C~1() + D~ 1()w + D~ 2()u input a stabilizing parameter-dependent state feedback gain.
K 
(10)
y = C~2() + D~ ()w y (11)
Theorem 2: Let ~ sf ( ) be a stabilizing state feedback controller. If
P P > F V  H R L
there exist matrices ( ) = ( )0 0, ( ), ( ), ( ), and
>
and a scalar dof 0 such that (18), as shown at the bottom of the next
with
K R L
page, is valid, then ~ dof = 01 is a robust dynamic output feedback
A~() = A(0) 00 ; B~1 () = B10() H
controller that stabilizes system (9)–(11) with an 1 guaranteed cost

B~2() = I0 B20() ; C~1() = [ C1() 0 ]
n given by dof .
Proof: If the inequality in (18) holds, then it is also verified with
0H  H 
( )
0 ( ) replacing I 0H  0H 
( )
0 0H 
( ) , since (I
0
( )) (I 0
H  0H  H   0 H  0 H 
n
0 0
D~ 1() = [D1()] ; D~ 2() = [ 0 D2() ] ( )) 0 implies ( ) ( ) I
T 
( ) ( ) . Multiplying
T 
the resulting condition by 1 ( ) on the left and by 1 ( )0 on the right,
C~2() = C2() 0 ; D~ () = D 0() :
0 I n
y with
S1()0
y
I 0 0 0
Therefore, the closed-loop matrices of system (6)–(7) are given by

A~ cl ( ) = A~() + B~2()K~ dof C~2() (12)

T1() = 00 0I 0I 00 S2(0)0
B~ () = B~1 () + B
~2 ()K ~ ()
~ dof D 0 0 0 I 0
S1() = R LC2() 0 Ksf (); S2() = R01 LD~ ()
(13)
cl y
0
C~ cl () = C~1 () + D
~ 2 ()K ~2 ()
~ dof C (14)
1 ~ ~ y

D~ cl () = D1 () + D2 ()Kdof D
~ ~ ~ ~ () y (15) 1The symbol ? represents symmetric blocks in the LMIs.

A~()G() + G()0A~()0 + B~2()Z () + Z ()0B~02 ()0 ?

P () 0 G() +  A~()G() + B~2()Z () 0 (G() + G()0 ) < 0; 8 2 3 N (17)
1534 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO. 6, JUNE 2012

one has (19), as shown at the bottom of the page. Pre-multiplying the ~ 15 () = G()0
7 F ()B~2 () + C~2 ()0 L0 0 Z () R
0 0

matrix in (19) by T2 ()0 and post-multiplying by T2 (), with

then K ~ dof = R01 L is a robust dynamic output feedback controller
I 0 0 that stabilizes system (9)–(11) with an H1 guaranteed cost given
Acl () B~cl () 0 by dof .
T2 () = Proof: Multiply the modified version of (18) on the right by
0 I 0
01
0 0 H ()01 diag(G() ; I; I; I; I) and on the left by its transpose to obtain the
original LMI in (18).
produces Theorems 2 and 3 can be adapted to cope with reduced order sta-
bilizing controllers (i.e., not considering an H1 attenuation bound)
P ()Acl () + Acl ()0 P () P ()B~cl () Ccl ()0 by excluding the third, forth and fifth rows and columns in (18), as
? 0 dof
2
I ~ cl ()0 < 0
D discussed in [23]. In all the theorems, the conditions must be verified
for all  2 3N , being thus optimization problems of infinite dimen-
? ? 0I sion. LMI relaxations can be constructed to search for homogeneous
(20)
parameter-dependent matrices that satisfy the conditions, following,
for instance, the method proposed in [27]. As discussed in [27], param-
which is the parameter-dependent version of the bounded real lemma
eter-dependent LMIs with parameters in the unit simplex can be solved
[28]. Therefore, the robust output feedback gain Kdof = R01 L stabi-
lizes the closed-loop system (12)–(15) with kH (s; )k1 < dof , for
without conservatism by a sequence of LMI relaxations. The decision
variables are treated as homogeneous polynomials of arbitrary degree g
all  2 3N .
and, as g increases, more and more precise LMIs are generated, until a
It is important to emphasize that any stabilizing parameter-depen-
solution is obtained. The price to be paid is the increase of complexity,
dent state feedback gain could be used as an input to Theorem 2.
which is inherent in any available method to solve parameter-depen-
Moreover, since in Theorem 1 the stabilizing control gain is given by
~ sf () = Z ()G()01 , a similar condition can be stated in terms of dent LMIs in analysis or control design problems. The complexity of
K
LMI based methods can be estimated in terms of the number of scalar
the parameter-dependent matrices Z () and G().
~ sf () = Z ()G()01 be a stabilizing param- variables and LMI rows, that depend on the order of the system, the
Theorem 3: Let K
order of the dynamic controller, the number of vertices of the poly-
eter-dependent state feedback control gain. If there exist matrices
tope and the degree of the polynomial variables. To avoid manipu-
P () = P ()0 > 0, F (), V (), H (), R and L and a scalar lating polynomial products of arbitrary degree in parameter-dependent
dof > 0 such that the parameter-dependent condition in (18) is inequality conditions with parameters in the unit simplex, a computa-
satisfied with 71j replaced by 7 ~ 1j , j = 1; . . . ; 5 given by
tional package has been developed to construct the LMIs that, if veri-
fied, assure a feasible solution to the problem. Although the solution of
~ 11 () = G()0 F ()
7 A~()G() + B~2 ()Z () the parameter-dependent LMIs could also be obtained by, for instance,
0 Yalmip [29], that can construct the LMI relaxations and then call an
+ A~()G() + B~2 ()Z () F ()0 G() LMI solver, a specialized parser can do it faster. This parser, under con-
P () 0 F () + A~()0 V ()0
~ 12 () = G()0
stant development, is available at http://www.dt.fee.unicamp.br/~agul-
7
hari/softwares/robust_lmi_parser.zip.
+ Z () B
0 ~
2 () V ()
0 0
Theorem 2 and 3 are equivalent for a given  2 3N , but the LMIs
~ 13 () = G()0 F ()B ~1 () derived from the corresponding parameter-dependent inequalities and
7
the results obtained can be different. Moreover, numerical problems
~ 14 () =
7 G()0 C~1 ()0 + Z ()0 D
~ 2 ()0 H ()
can occur and a scaling procedure may be needed [23].

711 () 712 () 713 () 714 () 715 ()

? 0V () 0 V () 0
V ()B~1 () 0 V ()B~2 ()
? ? 0 dof
2
I ~ 1 ()0 H ()
D D~ y ()0 L0 < 0; 8 2 3N
? ? ? I 0 H () 0 H () H ()0 D~ 2 ()
0

? ? ? ? 0R 0 R0
0
711 () = ~ sf () F ()0 + F () A
A~() + B~2 ()K ~2 ()K
~() + B ~ sf ()

P () 0 F () + A~() + B~2 ()K
0
712 () = ~ sf () V ()0

713 () = F ()B~1 (); 714 () = C~1 ()0 H () + K

~ sf ()0 D
~ 2 ()0 H ()

715 () = F ()B ~2 ()0 L0 0 K
~2 () + C ~ sf ()0 R0 (18)

F ()Acl () + Acl ()0 F ()0 P () 0 F () + Acl ()0 V ()0 F ()B~cl () Ccl ()0 H ()

? 0V () 0 V ()0 V ()B~cl () 0
<0
? ? 0 dof
2
I D
~ cl ()0 H ()
(19)

? ? ? 0H () H ()
0
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO. 6, JUNE 2012 1535

TABLE I
RESULTS FOR EXAMPLE I. FOR EACH CONTROLLER ORDER n CONSIDERED, THE VALUES OF THE BOUNDS AND
~ , RESPECTIVELY BEFORE AND
AFTER THE ITERATIVE PROCEDURE (WITH EXECUTION TIME, IN SECONDS, INSIDE BRACKETS) ARE GIVEN. THE DEGREES fg ; g ; g ; g g CONSIDERED,
RESPECTIVELY, FOR THE LYAPUNOV MATRIX P () OF THE FIRST AND SECOND STAGES AND FOR MATRICES Z () AND G() THAT COMPOSE THE
STATE-FEEDBACK CONTROLLER FROM THE FIRST STAGE ARE ALSO GIVEN

Finally, an iterative procedure can be constructed to reduce the value order H1 control that is able to handle uncertainties in both dynamic
of dof , as follows. and output matrices. Note, however, that the method in [11] imposes
that some of the matrices must be precisely known. In the experiments,
1) Using the two-step procedure, compute a stabilizing reduced the tuning scalar parameters from the method in [11] have been con-
order robust output feedback controller K ~ (1) associated to the sidered as 1 = 2 = 3 = q =   in the set {0.01, 0.05, 0.1, 1, 10}
dof
H1 bound given by dof ;
(1) (lowest bounds obtained are shown). The technique from [10] can also
2) Set k 1; cope with uncertainties in the dynamic and output matrices, but only
3) Compute the parameter-dependent state feedback gain full-order controllers can be synthesized and the other system matrices
K~ (k) () = K ~ (k) C~2 () and use it again in Theorem 2 to obtain must be precisely known.
sf dof
the controller K
(k+1)
~ (k+1) with the resulting
dof H1 bound given by Consider the model of a modified version of the pitch control of the
dof ; F4E, presented in [11]. This system is of order n = 4 and has uncertain-
j (k)
0 (k+1)
j (k)
4) If dof dof = dof < , being the tolerance  defined a ties affecting the dynamic matrix A() only, yielding a polytope with
N = 4 vertices. The lowest bounds to the H1 cost obtained with The-
priori, or if k = kmax (maximum number of iterations), stop;
otherwise, set k k + 1 and go back to Step 3. orems 2 and 3 and with the approaches from [11] and [10] are shown
in Table I. Different values for the degrees of the polynomial matrices
(1)
~ in P () (at the first and second stages), Z() and G() are considered in
Note that the stabilizing dynamic output feedback controller K dof
Step 1 can be obtained either by Theorem 2 or by Theorem 3. As illus- the conditions of Theorem 1 (first stage), Theorem 3 (second stage) and
trated in the numerical experiments, the above procedure can be used Theorem 2 (iterative procedure). The slack variables F (), V () and
to produce dynamic controllers that assure smaller values of dof at the H() (Theorems 3 and 2) have been considered as homogeneous poly-
nomial matrices of degree one and P () > I with  = 1 has been in-
f g
price of increasing the computational burden. In fact, the parameter-de-
pendent state feedback gain K ~ (k) C~2 () assures a feasible solution to cluded in the conditions of Theorem 1. The set g = gsf ; gdof ; gZ ; gG
dof
Theorem 2 with at least dof
(k+1)
 (k)
dof . Such convergence, although indicates, respectively, the degree of the Lyapunov matrix P () used
at the first stage, at the second stage and the degree of matrices Z()
not mathematically demonstrated in this technical note, was observed
for all the tests performed and seems to be another interesting property and G() used at the first stage. The results obtained after applying the
of the iterative procedure. iterative procedure (maximum of kmax = 10 iterations and  = 0:001)
are also shown in the table, being ~dof the lowest bounds obtained from
the procedure. Note that not necessarily higher order controllers pro-
IV. NUMERICAL EXPERIMENTS vide smaller bounds. The bottom block in Table I shows the results ob-
The routines were implemented in MATLAB, version 7.0.1 (R14) tained with a constant quadratic stabilizing state feedback gain at the
using the packages Yalmip [29] and SeDuMi [30]. The computer used first stage and affine parameter-dependent Lyapunov matrices at the
was an AMD Phenom II Quad Core 945 (3.0 GHz), 3.2 GB RAM, second stage. As can be seen, these bounds are greater than the ones
Linux Ubuntu 9.04. Theorem 1 has been used at the first stage with provided through parameter-dependent gains and, in this case, the iter-
 = 0:05 in the numerical experiments, since this value provided good ative procedure does not seem to be effective.
The controllers K ~ dof that yielded the lowest values of dof for
results in all the cases. Additionaly, P () > I has been considered
as a constraint and min Tr(P ()) as objective function. each value of nc are given below. The worst case closed-loop H1
norms, computed a posteriori through a brute-force procedure based
on a fine grid on  2 3N , are:H1 w:c: = 3:08(nc = 0),
A. Example I
H1 w:c: = 2:61(nc = 1), H1 w:c: = 2:22(nc = 2),
It must be emphasized that, in the literature, few methods can deal H1 w:c: = 2:48(nc = 3) and H1 w:c: = 2:45(nc = 4)
with uncertainties in all the matrices of the system and, in most of cases,
they do not consider a performance criterion. In view of that, the pro- K ~ (n =0) = [ 0:0544 0:4618 ]
dof
posed method is compared to the approach from [11] for robust reduced ~ (n =1) 0 0
1:6863 0:0004 00:0300
order H1 controllers, one of the rare existing methods for reduced
Kdof =
8:8264 0:0631 0:5822
 1536 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO. 6, JUNE 2012

:
24 9118 : :
119 9369 0 5520 5 0433 :
K~ dnof
( =2)
= 018:3437 076:3271 0:0264 0:2393
TABLE II
RESULTS FOR EXAMPLE I WITH SENSOR FAILURES. FOR EACH CONTROLLER
00:9603 2:6073 0:4011 2:9653 ORDER n CONSIDERED, THE VALUES OF THE BOUNDS AND ~ ,
00:7740 00:3170 0:0600 00:0100 00:0680 RESPECTIVELY BEFORE AND AFTER THE ITERATIVE PROCEDURE (WITH

00:5750 00:4460 01:8840 0:0210 : EXECUTION TIME, IN SECONDS, INSIDE BRACKETS) ARE GIVEN, WITH
K~ n
( =3)
dof =
1:0890 0:9680 03:1960 0:0150
0 0450
:
0 3130
DEGREES fg ; g ; g ; g g = f2; 2; 1; 0g (LYAPUNOV MATRIX P () AT
FIRST AND SECOND STAGES, Z () AND G() OF THE STATE-FEEDBACK GAIN
1:9300 1:2920 01:1360 0:0720 : AT THE FIRST STAGE). THE METHOD FROM [10] FAILS TO FIND A FEASIBLE
0 6810 SOLUTION AND [11] PROVIDED 37.20 AS GUARANTEED COST (n = 0)
K~ n
( =4)
dof =
:
7 4964 024:0325 11 3170 : :
0 1841 0 0067: :
0 1661
:
12 9245 036:6378 16 2308 : 00:2533 0 0047: :
0 1981
011 0276: :
37 1193 019 5789 : :
2 0221 0 0211 : :
0 3436 :
:
0 3497 :
00 8119 0 8167 : :
01 6693 00 0220 : :
00 2636
00 2094: :
2 0609 02 2244 : :
2 3008 0 1020 : :
0 8595
TABLE III
Note that the values of the bounds obtained after the iterative proce- RESULTS FOR EXAMPLE II. FOR EACH CONTROLLER ORDER n CONSIDERED,
dure are quite close to the actual worst case norms of the closed-loop THE VALUES OF THE BOUNDS AND ~ , RESPECTIVELY BEFORE
systems (computed a posteriori), indicating a low level of conserva- AND AFTER THE ITERATIVE PROCEDURE (WITH EXECUTION TIME, IN
tiveness of the design conditions in this example. Note also that, for all SECONDS, INSIDE BRACKETS) ARE GIVEN. THE DEGREES fg ; g ; g ; g g
CONSIDERED, RESPECTIVELY, FOR THE LYAPUNOV MATRIX P () OF THE
n
values of c , the lowest values for ~dof were obtained by setting degree FIRST AND SECOND STAGES AND FOR MATRICES Z () AND G() THAT
P
2 for the Lyapunov matrix ( ) at the second stage. In fact, this was COMPOSE THE STATE-FEEDBACK CONTROLLER FROM THE FIRST STAGE ARE
expected, since the results for degree 2 cannot be worse than the ones ALSO GIVEN. THE STATIC OUTPUT FEEDBACK CONTROLLER FROM [11]
P
obtained with ( ) of degree 1. The same, however, cannot be stated PROVIDED 17.58 AS GUARANTEED COST AND [10] FAILS TO FIND A FEASIBLE
FULL ORDER CONTROLLER
for the degrees of the matrices used in the first stage. Although only the

lowest values for dof were shown, the results obtained by other choices
g ;g ;g ;g
of degrees f sf dof Z G g were smaller than the ones obtained by
[11] in 96% of the cases, at the price of increasing the computational
burden.
The problem of sensor failures can be modeled through the presence
of uncertain parameters in the output matrix. For instance, consider
that the sensors in this example may operate between 50% and 100%
of their capacity, yielding an uncertain output matrix given by
m m k :
with 1 = 2, 2 = 1, 2 = 0 5 and 1  1  4, 1  0  4, k c
C c 11 0 0 0
; 0:5  c c  1: yielding a polytope of N = 4 vertices.
2 =
0 c 22 0 0
11 = 22
For this example, the method from [10] (only full order controllers)
does not provide a feasible solution. Using the method in [11], the guar-
By taking the minimum and maximum values of the uncertain param- 1 n
anteed H obtained was 17.58 (in 1 second), for c = 0, 1, 2, 3, 4.
eters, a new polytopic model of N
= 8 vertices is obtained for the Table III shows the results obtained with Theorem 2 and Theorem 3,
system. In this case, the method from [10] (that can only provide full  :
considering = 0 05 at the first stage, that demanded a larger compu-
order dynamic controllers) does not find a feasible solution. Using the tational effort but have been able to provide robust dynamic controllers
method from [11], the lowest H bound obtained was 37.20, c = 0,
1 n with smaller H guaranteed costs in all the cases.
1
1, 2, 3, 4. In fact, for this example, all dynamic controllers obtained
through the method from [11] were non controllable and non observ-
V. CONCLUSION
able realizations that could be reduced to the static output feedback
gain with the same guaranteed cost. The results obtained with The- An approach to synthesize robust reduced order dynamic H output 1
orem 2 and Theorem 3, that do not exhibit such behavior, are shown in feedback controllers for continuous-time uncertain systems was pro-
Table II. posed. The method consists of a two-steps LMI based procedure: at
the first stage, a parameter-dependent state feedback gain is computed.
B. Example II This gain is used in the second stage, that provides (whenever possible)
a robust reduced order dynamic controller assuring an H bound. 1
Consider a modified version of the two mass-spring model borrowed
from [31], of order = 4, given by n Differently from most of existing approaches, the proposed technique
is able to take into account uncertainties in all the system matrices.
A() B 1 B 2
Moreover, the reduced order robust control synthesis is entirely based
C 1 D 1 D 2
on homogeneous polynomially parameter-dependent Lyapunov func-
tions. Numerical examples illustrate that the method outperforms other
C 2 Dy 0 methods for robust reduced order H control.
1
0 0 1 0 0 0
0 0 0 1 1 0
0 k (m)+k k
m 0 cm() 0 1 m
1
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=
k
m 0 mk 0 0 cm() 0 0
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Stochastic Barbalat’s Lemma and Its Applications
Zhaojing Wu, Yuanqing Xia, and Xuejun Xie
Abstract—In the deterministic case, a significant improvement on sta-
bility analysis of nonlinear systems is caused by introducing Barbalat’s
lemma into control area after Lyapunov’s second method and LaSalle’s
theorem were established. This note considers the extension of Barbalat’s
lemma to the stochastic case. To this end, the uniform continuity and the
absolute integrability are firstly described in stochastic forms. It is never-
can be used to adapted processes which are not necessarily Itô diffusions.
When it is applied to Itô diffusion processes, many classical results on sto-
chastic stability are covered as special cases.
Index Terms—Barbalat’s lemma, stochastic stability, stochastic systems.
I. INTRODUCTION
In the end of the 19th century, Lyapunov introduced the concept of
stability of a dynamic system and created a very powerful tool known
as Lyapunov’s second method in [1], where the stability can be proven
without requiring knowledge of the exact solution. The main difficulty
is that the asymptotic stability can not be analyzed when the derivative
of Lyapunov function is negative semidefinite. To resolve this problem,
Manuscript received April 03, 2011; revised August 05, 2011; accepted Oc-
tober 21, 2011. Date of publication November 07, 2011; date of current ver-
sion May 23, 2012. This work was supported by the National Natural Science
Foundation of China (60974028,10971256), the China Postdoctoral Science
tion (2009003042). Recommended by Associate Editor P. Shi.
Z. J. Wu is with the School of Mathematics and Informational Science,
Yantai University, Yantai 264005, China (e-mail: wuzhaojing00@188.com;
wzj00@eyou.com).
Y. Q. Xia is with the Department of Automatic Control, Beijing Institute
of Technology, Beijing 100081, China (e-mail: yuanqing.xia@gmail.com;
xia_yuanqing@163.net; xia_yuanqing@bit.edu.cn).
X. J. Xie is with the Institute of Automation, Qufu Normal University, Qufu
273165, China (e-mail: xiexuejun@eyou.com, xuejunxie@126.com, xxj@mail.
qfnu.edu.cn).
Digital Object Identifier 10.1109/TAC.2011.2175071