2007 Static Output Feedback Control Synthesis For Linear
2007 Static Output Feedback Control Synthesis For Linear
intuition. Finally, the quadratic D0stability of an antiwindup closed Static Output Feedback Control Synthesis for Linear
loop system was analyzed as an application example. Systems With Time-Invariant Parametric Uncertainties
Jiuxiang Dong and Guang-Hong Yang, Senior Member, IEEE
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[15] A. Graham, Kronecker Product and Matrix Calculus with Applica- in control theory. Recently, [22]–[30] have studied various robust con-
tions. Chichester, U.K.: Ellis Horwood, 1981. trol problems for linear discrete or continuous-time systems with un-
[16] S. Boyd, L. E. Ghaoui, E. Feron, and V. Balakrishnan, “Linear matrix certainties. Based on parameter dependent Lyapunov functions, [31]
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1994, Philadelphia, PA. and [32] provide a simple and easy-to-test robust stability condition for
[17] V. Balakrishnan and L. Vandenberghe, “Semidefinite programming du- discrete- and continuous-time uncertain linear systems with polytopic
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[18] P. Kapasouris, M. Athans, and G. Stein, “Design of feedback control
systems for stable plants with saturating actuators,” in Proc. Conf. De- Manuscript received April 12, 2006; revised October 1, 2006; April 18, 2007.
cision Control, Austin, TX, Dec. 1988, pp. 469–479. Recommended by Associate Editor X. Henrion. This work was supported in part
[19] P. Gahinet, A. Nemirovski, A. J. Laub, and M. Chilali, LMI Control by the Program for New Century Excellent Talents in University (NCET-04-
Toolbox. Natick, MA: The MathWorks, Inc., 1995. 0283), the Funds for Creative Research Groups of China (No. 60521003), Pro-
[20] B. Hencey and A. Alleyne, “A static antiwindup compensator design gram for Changjiang Scholars and Innovative Research Team in University (No.
technique for robust regional pole placement,” in Proc. ASME Int. IRT0421), the State Key Program of National Natural Science of China by Grant
Mech. Eng. Conf. Expo., Chicago, IL, Nov. 2006, IMECE2006-14653. 60534010, the Funds of National Science of China by Grant 60674021, and by
the Funds of Ph.D. program of MOE, China by Grant 20060145019.
J. Dong is with the College of Information Science and Engineering, North-
eastern University, Shenyang, 110004, P. R. China (e-mail: dongjiuxiang@ise.
neu.edu.cn).
G.-H. Yang is with the College of Information Science and Engineering and
the Key Laboratory of Integrated Automation of Process Industry, Ministry of
Education, Northeastern University, Shenyang, 110004, P. R. China, (e-mail:
[email protected]; [email protected]).
Digital Object Identifier 10.1109/TAC.2007.906227
uncertain discrete-time linear systems with convex polytopic uncer- Assume that C2i ; 1 i N , are of full row rank, and let invertible
tainties, which can concludes some recent results as a special case. In matrices Ti ; 1 i N , such that
particular, the methods of separating Lyapunov matrix with dynamic
matrix by adding a slack variable in [34] and [35] for discrete and con-
tinuous-time systems, respectively, are noticeable. Moreover, a method C2i Ti = [I 0]; for 1 i N: (3)
of introducing multi-slack variables is given in [36] for the robust sta-
bility analysis for uncertain polytopic linear discrete-time systems. In Remark 1: For each C2i , the corresponding Ti generally is not
particular, by introducing a parameter-independent slack variable with unique. A special Ti can be obtained by
lower-triangular structure, a less conservative LMI-based method of
designing robust static output feedback controller for linear systems
with time-invariant uncertainties is proposed in [37]. However, the ro- Ti = T(
C2i C2i C2i
T )01 C2i
? (4)
bust design requires that the considered system output matrix is fixed,
i.e., without uncertainties. For the case of both system output matrices where C2?i denotes an orthogonal basis for the null space of C2i .
and input matrices with uncertainties, few methods have been proposed Our aim is to design a static output feedback controller
to robust static output feedback controller design in the literatures.
This note will be concerned with the robust static output feedback
controller design for uncertain linear discrete and continuous- time
( ) = Ky(k);
u k for discrete time case (5a)
systems, where the considered uncertainties are time-invariant, poly- u(t) = Ky (t); for continuous time case (5b)
topic. In contrast to the results of [37], the new condition is appli-
cable for linear systems with the time-varying polytopic uncertainties, such that the resulting following closed-loop system (6a) [or (6b)]
which may simultaneously emerge on system output and input ma- is robustly stable or simultaneously meets H2 performance bound
trices. Moreover, on account of using the properties of the null space of requirement.
output matrices, a parameter-independent slack variable is introduced,
which is helpful for obtaining less conservative results than [37].
This technical note is organized as follows. In the next section, ( + 1) = (A + B2 K C2 )x(k) + B1 w(k)
x k
system description and some preliminaries are given. In Section III, z (k ) = (C1 + D12 K C2 )x(k ) (6a)
a robust static output feedback controller design method is proposed, x_ (t) = (A + B2 K C2 )x(t) + B1 w (t)
and extended to H2 guaranteed cost controller design. Section IV
z (t) = (C1 + D12 K C2 )x(t): (6b)
presents three examples to illustrate the effectiveness of the proposed
design methods. Finally, Section V concludes the paper.
Notation: denotes the set of real numbers, C ? denotes the matrix The following preliminary lemmas will be used in this sequel.
with maximal rank such that CC ? = 0. Lemma 1: [34]If there exist a symmetric matrix Q and a matrix S
such that
= f([A]n2n; [B1 ]n2m ; [B2 ]n2p ; [C1 ]q2n ; [C2 ]r2n ; [D12 ]q2p )j
= S11 0 = [L1 0]
([A]n2n; [B1 ]n2m ; [B2 ]n2p ; [C1 ]q2n ; [C2 ]r2n ; [D12 ]q2p ) S
S21 S22
; L
N
= ([ ]n2n ; [B1i ]n2m ; [B2i ]n2p ; [C1i ]q2n ; [C2i ]r2n
i A i such that
i=1
N
2 [D12i ]q2p ); i 0; = 1g: Qi 0 S 0 S T 3
i (2)
T Ai T S + T 01 B2i L
01
0Qi 0 for 1 i N
< ;
i=1
1932 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 52, NO. 10, OCTOBER 2007
then the discrete-time system (6a) with w(k) = 0 is robustly stable. Proof: From the structure of L; Si and (3), (10), we can obtain
Remark 2: Lemma 3 is a direct consequence of the results in [37].
Lemma 4: [37] If there exist symmetric matrices Q; Z and a matrix S11 0
S satisfying the following LMIs L = [KS11 0] = [K i S22
0]
S21 i
0 1
0]Ti Ti Si = KC 2i Ti Si :
Q 0 S 0 ST 3 3 = K [I
(A + B2 K C2 )S 0Q 3 <0
(C1 + D12 K C2 )S 0 0I Substituting L for KC 2i Ti Si in (8), then (8) can be rewritten as
0Z 3 < 0; Tr(Z ) < follows:
B1 0Q 0Ti Si 0 SiT TiT 3 3
Ai Ti Si + B2j KC2i Ti Si 0Qi + Jij11 3
then the discrete-time system (6a) is robustly stable with H2 norm less 12 T
p. Qj (Jij ) 0Qj + Jij22
< 0 1 i; j N:
than
Lemma 5: [35] If there exist symmetric matrices X ; Z and a matrix
(11)
K =
01
L1 S11 (10) 0S 0 S T 3 3
(A + B2 K C2 )S 0Q 3 <0
is robustly stable. Q 0 0Q
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 52, NO. 10, OCTOBER 2007 1933
which is equivalent to iv) It should be noted that Corollary 1 is obtained based on the
technique from [32]. If the conditions in Corollary 1 hold, then
choose
Q 0 S 0 ST 3 < 0:
(A + B2 K C2 )S 0Q
(16) I I
Jii =
0
0
I
Jij = 0 N 10 1 0
0
I
From (16) and Lemma 1, we can obtain that the system (1) is robustly
stable. Moreover, from (1), we can deduce that the matrices Ti Si are furthermore
positive-definite (not necessarily symmetric) which implies that the T
[Jij ]N2N + [Jij ]N2N
matrices Si , and implicitly S11 , are invertible because Ti are invert-
ible. Then L1 = KS11 admits the solution (10). Thus, the proof is I 0 N01 1 I 1 1 1 0 N01 1 I
complete. 0 1
N01 I I 1 1 1 0 N01 1 I
By combining Theorem 1 and the technique of [32], we can have the =2 .. .. .. .. 0
following corollary. . . . .
Corollary 1: If there exist symmetric matrices Qi ; 1 i N and 0 N01 1 I 0 N01 1 I 1 1 1 I
matrices Si ; 1 i N; L with the same structures as in (7), satisfying
therefore, the conditions of Theorem 1 hold, which shows that
the following LMIs:
the conditions of Theorem 1 are less conservative than those of
Corollary 1.
0Ti Si 0 SiT TiT 3 3 0 3 3 It should be noted that for each C2i , there may exist different choices
A i Ti Si + B 2 j L 0 Qi 3 < 0 0 I 3 of Ti satisfying (3). The following theorem shows that the feasibility
Qi 0 0Qi 0 0 I of the condition of Theorem 1 is independent of the choices of Ti .
1iN Theorem 2: If the conditions of Theorem 1 are feasible for some
0Ti Si 0 SiT TiT 3 3 0 3 3 Ti satisfying (3), then they are feasible for any T~i satisfying (3), i.e.,
Ai Ti Si + B2j L 0 Qi 3 <
1
I 3 C2i T~i = [I 0].
Qj 0Qj N 01 0
I Proof: Since Ti and T~i satisfy (3), Ci Ti = Ci T~i = [I 0], which
implies that [I 0]Ti01 = [I 0]T~i01 . Postmultiplying it by Ti , then we
0 0 0
1 i 6= j N have
satisfying the following LMIs: From Lemma 2, it follows that (1) is robustly stable. Moreover, from
(19), we can deduce that the matrices Ti Vi are positive-definite (not
0Ti Vi 0 ViT TiT 3 3 necessarily symmetric) which implies that the matrices Vi , and implic-
Ai Ti Vi + B2j L + Xj 0Xi + Jij11 3 itly V11 , are invertible because Ti are invertible. Then L1 = KV11
12 T
Ti Vi (Jij ) 0Xi + Jij22 admits the solution (21). Thus, the proof is complete.
< 01 i; j N (19) Remark 5: Similar to Theorem 2, it can be shown that the feasibility
[Jij ]N2N + [Jij ]N2N
T 0 (20) of the condition of Theorem 3 is also independent of the choices of Ti .
B. Extension to H2 Control
where Ti ; i = 1; . . . ; N; satisfying (3) and are nonsingular, then the
continuous-time system (1) with w(t) = 0 and Here, we extend the results given earlier to H2 control.
Theorem: (Discrete-time case with H2 performance) If there exist
symmetric matrices Qi ; Zi ; Jij ; 1 i; j N and matrices Si ; 1
K =
01
L1 V11 (21) i N; L with
is robustly stable.
S11 0
Proof: By virtue of the structure of L; Vi and (3), (21), we have Si = i S22 i ; L = [L1 0];
S21
L = KC2i Ti Vi , then (19) can be rewritten as follows: 11 12 13
Jij Jij Jij
12 T
0Ti Vi 0 ViT TiT 3 3 Jij = (Jij )
13 T
22
Jij
23 T
23
Jij
33
Ai Ti Vi + B2j KC2i Ti Vi + Xj 0Xi + Jij 11
3 (Jij ) (Jij ) Jij
12 T
Ti Vi (Jij ) 0Xi + Jij22
< 0; 1 i; j N: (22) satisfying the following LMIs:
Let Wi = (Ti Vi )01 and pre- and postmultiplying (22) by diag[WiT II ] 0Ti Si 0 SiT TiT 3 3 3
and its transpose, then we can obtain Ai Ti Si + B2j L 0Qi + Jij11
3 3
12 T
C1i Ti Si + D12j L (Jij ) 0I + Jij22 3
0Wi 0 WiT 3 3 Qj 13 T
(Jij )
23 T
(Jij ) 0Qj + Jij33
Ai + B2j KC2i + Xj Wi 0Xi + Jij 11
3 < 0: < 0; 1 i; j N
12 T
I (Jij ) 0Xi + Jij22 0 Z i 3 < 0; 1 i N
B1i 0Qi
Multiplying the above inequality by i j and summing them, then we Tr(Zi ) < ; 1 i N
have
[Jij ]N2N + [Jij ]N2N
T 0
0W 0 W T 3 3 0 3 3
A + B2 K C2 + XW 0X 3 + 0 <0 (23) where Ti ; i = 1; . . . ; N; satisfying (3) and are nonsingular, then the
I 0 0X 0 J static output feedback control law (5a) with K = L1 S11 01 renders H2
norm of (1) less than
p .
where A; B2 ; C2 are same as in (2), and Proof: By using Lemma 4, it is similar to the proof of Theorem
1. The details are omitted here.
N N
Theorem 5: (Continuous-time case with H2 performance) If there
W= i W i ; X= i X i
exist symmetric matrices Xi ; Zi ; Jij ; 1 i; j N and matrices
i=1 i=1
N N Vi ; 1 i N; L with
J i j
11
Jij 3
= 12 T
i=1 j =1 (Jij ) J ij22 V11 0
N N Vi = i V22i ; L = [L1 0];
V21
= i j Jij : 11
Jij 12
Jij 13
Jij
i=1 j =1 Jij =
12 T
(Jij )
22
Jij 23
Jij
13 T 23 T 33
On the other hand, by (20) and the arguments similar to those for the (Jij ) (Jij ) Jij
proof of Theorem 1, we have J > 0. Combining this condition and
(23), it follows that: satisfying the LMIs at the bottom of the next page, where Ti ; i =
1; . . . ; N; satisfying (3) and are nonsingular, then the static output feed-
0W 0 W T 3 3 back control law (5b) with K = L1 V11 01 renders H2 norm of (1) less
A + B2 K C2 + XW 0X 3 < 0: (24) than
p .
I 0 0X Proof: By using Lemma 5, it is similar to the proof of Theorem
Let V = W 01 and pre- and postmultiplying (24) by diag[V T II ] and 3. The details are omitted here.
its transpose, then we can obtain
IV. EXAMPLE
0V 0 V T 3 3 In this section, three numerical examples are presented to illustrate
(A + B2 K C2 )V + X 0X 3 < 0: the effectiveness of the proposed methods. In Example 1, a comparison
V 0 0X between Theorem 1, Corollary 1 and Lemma 3 is given. The design
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 52, NO. 10, OCTOBER 2007 1935
1:2 1 :1 TABLE II
A1 =
1
2
0 0: 7 A2 =
0
1
0 0: 6 B21 =
1
1 :1
CONTROLLER GAIN AND PERFORMANCE H
1
B22 = C21 = C22 = [1 0]
1
For this example with the fixed output matrix, Lemma 3, Theorem 1,
Example 3: Consider a continuous-time system which belongs to
and Corollary 1 are applicable for designing robust static output feed-
the 2-polytopic convex polyhedron in the form of (2) with
back controllers. The LMIs of Lemma 3 are infeasible, and the ones
of Corollary 1 are also infeasible. However, by Theorem 1, a stabi-
lizing controller gain can be obtained as K = 00:7589. Therefore,
A1
1 2
; A2
2 01 ; B11
2
the method given by Theorem 1 provides a better alternative design for
this example.
=
0 04 =
0 05 =
1
1 1 1
Example 2: Consider a discrete-time system which belongs to the B12 = B21 = ; B22 =
1 0 1
2-polytopic convex polyhedron in the form of (2) with
C11 = [1 2]; C12 = [1 1] C21 = [1 0]
A1 =
1 :6 0
; A2 =
1 :1 0 0: 3 ; B11 =
0 :6 C22 = [2 1]; D121 = 1; D122 = 2:
1 0 :7 0 0 :1 0 :3
0 :5 1 1 :5 By (4), we can obtain
B12 = B21 = ; B22 = ; C11 = [1 0:3]
0:4 1 1
C12 = [1:2 0:5] C21 = [1 0 0:1]; C22 = [1 0:1] 1 0 0:4000 00:4472
D121 = 1; D122 = 0:9 T1 = ; T2 =
0 1 0:2000 0:8944
1 i; j N
0Zi 3 < 0; 1 i N
B1i 0Xi
Tr(Zi ) < ; 1 i N
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