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m
, z
k
p
, y
k
q
, (.) :
p
p
and
k
is an available time-varying vector parameter belong-
ing to the unit simplex: ={
k
N
;
N
i=1
k(i)
=1 ,
k(i)
(
k
)
=
N
i=1
ki
_
A
i
B
i
G
i
L
(2)
and C
qn
, where the matrices A
i
, B
i
, G
i
and L
i
have
appropriate dimensions. The nonlinearity (.) veries the
cone bounded sector condition (.) [0, ], z
p
[11],
i.e.: there exists a symmetric positive denite matrix =
pp
such that
(z
k
)
1
[(z
k
) z
k
] 0 , z
k
p
, (0) = 0 (3)
where
pp
is any positive diagonal matrix:
= diag{
l
} ,
l
> 0, l = 1, . . . , p.
By denition, the nonlinearity (.) globally satises the
sector condition (3). Note that is given by the designer,
and assumed to be known in the sequel. On the other hand,
from the denition of , we see that (3) is veried if p
independent classical conditions,
(l)
(z
k
)[(z
k
) z
k
]
(l)
0, are also veried. Thus, represents a degree-of-freedom
(then an optimization parameter).
The control inputs are bounded in amplitude, and the
standard saturation function is considered:
sat(u
()
(t)) = sign(u
()
(t)) min(
()
, |u
()
(t)|) (4)
= 1, . . . , m, where
()
> 0 denotes the symmetric ampli-
tude bound relative to the -th control.
Throughout this work, we assume that the parameter
vector,
k
, is real-time available. Thus, the considered output
feedback nonlinear controller has the following structure, that
partially depends on the parameter varying vector:
x
ck+1
= A
c
(
k
)x
ck
+B
c
(
k
)y
k
+
G
c
(
k
)(z
k
) +E
c
(
k
)(u
k
) (5)
u
k
= C
c
x
ck
+D
c
y
k
+F
c
(z
k
)
where x
ck
nn
and (.) :
m
m
is the dead-zone
nonlinearity, given by:
(u
k
) = u
k
sat(u
k
) (6)
The controller parameter-varying matrices are structured as
follows:
_
A
c
(
k
) B
c
(
k
) G
c
(
k
) E
c
(
k
)
=
N
i=1
k(i)
_
A
ci
B
ci
G
ci
E
ci
(7)
where: A
ci
nn
, B
ci
nq
, G
ci
np
and E
ci
nm
.
Furthermore, the real constant matrices associated to the
output of the controller are such that: C
c
mn
, D
c
mq
and F
c
mp
. Notice that with G
c
(
k
) = 0 k and F
c
= 0,
the above feedback controller requires either the knowledge
of (.) or its availability as a signal. Also, E
c
(
k
) is
a parameter-varying anti-windup gain matrix that helps to
mitigate the effects of the control inputs saturation. Notice
that the anti-windup term acts only when saturation occurs,
i.e. (u
k
) = 0.
Let us dene the augmented state vector
k
=
_
x
k
x
ck
2n
and the augmented state feedback matrix
K
m2n
:
K=
_
D
c
C C
c
(8)
Thus, from (1)-(8), we represent the closed-loop system by:
_
_
_
k+1
= A(
k
)
k
+G(
k
)(z
k
) B(
k
)(u
k
)
z
k
= L(
k
)
k
u
k
= K
k
+F
c
(z
k
)
(9)
where:
_
A(
k
) G(
k
) B(
k
) L
(
k
)
=
N
i=1
k(i)
_
A
i
G
i
B
i
L
with, by denition:
A
i
=
_
A
i
+B
i
D
c
C B
i
C
c
B
ci
C A
ci
_
, G
i
=
_
G
i
+B
i
F
c
G
ci
_
,
B
i
=
_
B
i
E
ci
_
, L
i
=
_
L
i
0
.
In the sequel, we propose solutions for the following
constrained control problem:
Problem 1: Determine feedback gain matrices
A
ci
, B
ci
, C
c
, D
c
, E
ci
, F
c
, G
ci
and a region S
0
n
,
as large as possible, such that the origin of the closed-loop
system (9) is asymptotically stable for any initial condition
x
0
S
0
and for any (.) verifying the sector condition (3).
For practical purposes, the designer can also be inter-
ested in guaranteeing a certain degree of performance, to
be dened in the sequel, for the closed-loop trajectories
emanating from S
0
. Thus, it is due the presence of limits
on the control variables, the parameter varying nature of the
considered nonlinear system and the performance require-
ment, that the closed-loop stability properties are studied in
the Local Asymptotic (LA-) Stability context. Thus, two types
of solutions for Problem 1 will be studied and compared in
the sequel:
1st) to obtain LA-Stability with saturation avoidance, i.e.
the control constraint, |u
k
| , has to be respected for any
trajectory emanating from S
0
; and
2nd) to obtain LA-Stability with saturating actuators, i.e.
|u
k
| > is admitted for trajectories emanating from S
0
.
Furthermore, an implicit objective in the synthesis of the
compensators gains and determination of S
0
, is to maximize
4236
the size of the basin of attraction of the closed-loop system.
III. PRELIMINARY RESULTS
Consider a parameter dependent Lyapunov function
(PDLF) V(
k
,
k
) :
2n
. The level set associated
to V(
k
,
k
) is given by
L
V
={
k
2n
; V(
k
,
k
) 1 ,
k
} (10)
The following denition of contractivity [11] is adapted
to consider the parameter uncertainties, the sector bounded
characterization of (.), and a degree of performance.
Denition 2: Consider a real scalar (0, 1]. The level
set L
V
is robustly absolutely -contractive, with respect to
the trajectories of system (9), if
V
(
k
,
k
)
= V(
k+1
,
k+1
) V(
k
,
k
) < 0 (11)
k
L
V
, (.) [0, ] and
k
.
In the sequel, we consider the PDLF of the form
V(
k
,
k
) =
k
Q
1
(
k
)
k
(12)
where Q(
k
) =
N
i=1
k(i)
Q
i
, Q
i
=Q
i
>0, with Q
i
2n2n
.
Thus, we have that the level set obtained from (12) and (10)
is the intersection of ellipsoidal sets [8], [10]:
L
V
= E(Q
1
(
k
)) =
i=1,...,N
E
_
Q
1
i
_
(13)
where, for i = 1, . . . , N :
E(Q
1
i
) ={
k
2n
;
k
Q
1
i
k
1} (14)
Let us also consider a (parameter-dependent) polyhedral
set given by:
S(,
k
) =
_
k
2n
and (z
k
)
p
; (15)
|
1
(
k
)
k
+
2
(
k
)(z
k
)| ,
k
}
where, by denition:
_
1
(
k
)
2
(
k
)
N
i=1
k(i)
_
1i
2i
, with
1i
m2n
,
2i
mp
.
The following lemma describes an inclusion condition
which is instrumental to apply the modied sector condition
associated to the dead-zone nonlinearity, in the derivation of
the desired LMI stability and stabilization results
1
.
Lemma 3: Given the sets E
_
Q
1
()
_
and S(, ), the
inclusion E
_
Q
1
()
_
S(, ) is obtained for any (.)
verifying the sector condition (3), if there exist U
2n2n
and a positive diagonal matrix
pp
such that:
_
_
Q
i
+U
+U U
i
U
1i()
2
2i()
2
()
_
_ 0, (16)
i = 1, . . . , N and = 1, . . . , m.
Furthermore, by setting
_
Y
1
() Y
2
()
=
1
For the sake of space, we omit in the sequel: i) the indice k in various
expressions; and ii) the proofs of the proposed results, which can be
requested to the corresponding author.
_
K
1
() F
c
2
()
S
1
((u) Y
1
()Y
2
()(z)) 0 (17)
for all E
_
Q
1
()
_
and for any diagonal positive denite
matrix S
mm
. 2
Local Asymptotic (LA-)Stability results will now be
derived by guaranteeing the robust absolute -contractivity
of E
_
Q
1
()
_
, i.e. relation (11). In the saturation avoidance
case we have (u) = u sat(u) = 0, and E
ci
= 0.
Lemma 4: (LA-Stability with saturation avoidance)
Let A
ci
, B
ci
, G
ci
, C
c
, D
c
and F
c
be given feedback gains
that form controller (5). For a given real scalar (0, 1],
consider the existence of symmetric positive denite matrices
Q
i
2n2n
, a positive diagonal matrix
pp
and a
matrix U
2n2n
, satisfying :
M
ji
=
_
_
Q
j
A
i
U G
i
(Q
i
UU
) U
2
_
_
< 0
i = 1, . . . , N and j = 1, . . . , N, (18)
N
i
=
_
_
Q
i
+U
+U U
i
U
()
2 F
c
()
2
()
_
_ 0,
i = 1, . . . , N and = 1, . . . , m. (19)
Then, the set S
0
=
i
_
E(Q
1
i
)
_
= E
_
Q
1
()
_
is
robustly absolutely -contractive and is included in
S() =
_
2n
; (.)
p
; |K+F
c
(z)|
_
. Hence,
the origin of the corresponding closed-loop system (9) is
asymptotically stable for any initial condition
0
S
0
and for
any (.) verifying the sector condition (3). Furthermore, the
control constraint, |u
k
| , is respected for any trajectory
emanating from S
0
. 2
Lemma 5: (LA-Stability with saturating actuators)
Let A
ci
, B
ci
, G
ci
, E
ci
, C
c
, D
c
and F
c
be given feedback
gains that form controller (5). For a given real scalar
(0, 1], consider the existence of symmetric positive denite
matrices Q
i
2n2n
, of positive diagonal matrices
pp
and S
mm
, and of matrices U
2n2n
, H
1i
m2n
and H
2i
mp
satisfying inequalities:
_
M
ji
B
i
S
H
1i
H
2i
2S
_
_
< 0 (20)
i = 1, . . . , N and j = 1, . . . , N,
_
_
Q
i
+U
+U U
i
U
()
H
1i()
2 F
c
()
H
2i()
2
()
_
_ 0,
i = 1, . . . , N and = 1, . . . , m. (21)
Then, the set S
0
i
_
E(Q
1
i
)
_
= E
_
Q
1
()
_
is robustly
absolutely -contractive. Hence, the origin of the corre-
sponding saturating closed-loop system (9) is asymptotically
4237
stable for any initial condition
0
S
0
for any (.) verifying
the sector condition (3). 2
IV. MAIN RESULTS
Inspired in the work of Scherer and co-workers [17], we
dene the n-dimensional square real matrices N, M, X, Y,
W and Z such that:
U =
_
X N
Z
_
, U
1
=
_
Y M
W
_
, =
_
Y I
n
W 0
_
.
It follows that: XY +NW =YX +MZ = I
n
. We also have:
U =
_
I
n
X
0 Z
_
=
U =
_
Y
I
n
X
_
where, by construction: T
=Y
X +W
Z. Furthermore, using
the partitioning Q
i
=
_
Q
11i
Q
12i
Q
22i
_
, we have:
Q
i
=
_
_
Y
Q
11i
Y +W
12i
Y+
Y
Q
12i
W +W
Q
22i
W
Y
Q
11i
+
W
12i
Q
11i
_
_
=
_
Q
11i
Q
12i
Q
22
i
_
(22)
A. LMI stabilization conditions
Proposition 6: (LA-Stabilization with saturation avoid-
ance) Given a real scalar (0, 1], suppose that there ex-
ist matrices
_
Q
11i
,
Q
12i
,
Q
22i
, X, Y, T)
nn
, a positive
diagonal matrix
pp
, and matrices
A
i
,
B
i
,
G
i
,
C,
D,
F,
satisfying the two LMI conditions (23) and (24).
Let matrices N, Z and the nonsingular W be such that:
NW = I
n
XY and W
Z = T
X. (25)
Then, the controller (5) with
_
_
D
c
=
D , C
c
=
_
CD
c
CX
_
Z
1
,
B
ci
= (W
)
1
_
B
i
Y
B
i
D
c
_
, F
c
=
F
1
,
A
ci
= (W
)
1
_
A
i
W
B
ci
CX Y
B
i
C
c
Z
Y
(A
i
+B
i
D
c
C)X)Z
1
,
G
ci
= (W
)
1
_
G
i
1
Y
(G
i
+B
i
F
c
)
_
(26)
and the set S
0
=E(Q
1
(
k
))=
i=1,...,N
E
_
Q
1
i
_
, with Q
i
=
_
Q
11i
Q
12i
Q
22i
_
that veries (22), are solutions to Problem
1 for any nonlinearity (z) satisfying relation (3). 2
Proposition 7: (LA-Stabilization with saturating actua-
tors) Given a real scalar (0, 1], suppose that there exist
matrices
Q
11i
,
Q
12i
,
Q
22i
, X, Y , T, positive diagonal matrices
S
mm
and
pp
, and matrices
A
i
,
B
i
,
G
i
,
E
i
,
C,
D,
F,
(
H
11i
,
H
12i
)
mn
,
H
2i
mp
, satisfying the two LMI
conditions (27) and (28).
Let N, Z and the nonsingular matrix W be such that (25)
is veried. Then, the controller (5) with the gains given by
(26) and by
E
ci
= (W
)
1
_
E
i
S
1
Y
B
i
_
(29)
and the set S
0
= E(Q
1
())=
i=1,...,N
E
_
Q
1
i
_
, with Q
i
=
_
Q
11i
Q
12i
Q
22i
_
, are solutions to Problem 1 for any nonlin-
earity (z) satisfying relation (3). 2
B. Synthesis of the dynamic output controllers gains
For optimization of the size of the set S
0
= E(Q
1
()),
we adopt the shape set approach. Thus, consider a ball with
radius
_
, denoted by E(I
2n
, ), where the scalar > 0 is
the scaling factor to be maximized subject to the following
inclusion: E(I
2n
, ) =
_
2n
;
_
E(Q
1
()).
By considering =1/, the above inclusion is equivalent
to: _
I
2n
I
2n
Q
i
_
0 , i = 1, . . . , N,
which, by pre and post-multiplication by diag(I
2n
,
) and
its transpose, respectively, is also equivalent to:
_
_
I
n
0 Y I
n
I
n
W 0
Q
11i
Q
12i
Q
22i
_
_
0 , i = 1, . . . , N. (30)
The invertibility of W can be guaranteed by:
W +W
> 0 (31)
Theorem 8: Given a real scalar (0, 1], consider that
the following CPPs are feasible. Then the corresponding
controller gain matrices, obtained from (26) and (29), and
the set S
0
= E(Q
1
()) solve Problem 1:
Synthesis with saturation avoidance:
min
Q
11i
,
Q
12i
,
Q
22i
, X,Y,W, T, ,
A
i
,
B
i
,
G
i
,
C,
D,
F
subject to
LMIs (23), (24), (30) and (31)
(32)
Synthesis with saturating actuators:
min
Q
11i
,
Q
12i
,
Q
22i
, X,Y,W, T, , S,
A
i
,
B
i
,
C,
D,
E
i
,
F,
G
i
,
H
11i
,
H
12i
,
H
2i
subject to
LMIs (27), (28), (30) and (31)
(33)
2
V. EXAMPLE
Consider the following data for system (2)-(4), from [2]:
A
1
=
_
1.1 0.4
0.2 1.1
_
, A
2
=
_
0.2 0.7
0.6 1.3
_
,
B
1
=
_
0
1.2
_
, B
2
=
_
0
1.3
_
, G
1
= G
2
=
_
1
0
_
,
L
1
=
_
0 1.1
, L
2
=
_
0 0.9
, C =
_
0 1
,
= 0.55, = 1 and (z) = 0.275z(1 +sin(z)).
Table 1 shows the optimal scaling factors and compen-
sators gain matrices obtained from CPPs (32) and (33), for
4238
_
Q
11 j
Q
12 j
Y
A
i
+
B
i
C
A
i
G
i
Q
22 j
A
i
+B
i
DC A
i
X +B
i
C G
i
+B
i
F
_
Q
11i
Y
Y
_
_
Q
12i
T
I
_
L
_
Q
22i
X
X
_
X
2
_
_
< 0 ,
i = 1, . . . , N
j = 1, . . . , N
(23)
_
Q
11i
+Y
+Y
Q
12i
+T
+I L
i
(
D
()
C)
Q
22i
+X
+X X
()
2
F
()
2
()
_
_
> 0 ,
i = 1, . . . , N
= 1, . . . , m
(24)
_
Q
11 j
Q
12 j
Y
A
i
+
B
i
C
A
i
G
i
E
i
Q
22 j
A
i
+B
i
DC A
i
X +B
i
C G
i
+B
i
F B
i
S
_
Q
11i
Y
Y
_
_
Q
12i
T
I
_
L
11i
_
Q
22i
X
X
_
X
12i
2
H
2i
2S
_
_
< 0 ,
i = 1, . . . , N
j = 1, . . . , N
(27)
_
Q
11i
+Y
+Y
Q
12i
+T
+I L
i
(
D
()
C)
11()
Q
22i
+X
+X X
()
12()
2
F
()
2
()
_
_
> 0 ,
i = 1, . . . , N
= 1, . . . , m
(28)
= 1. Figure 1 shows the corresponding restrictions of sets
S
0
to the state space of the plant, denoted S
0r
:
S
0r
i=1,2
E
r
_
Q
1
i
_
=
_
x
2
;
_
x
0
_
Q
1
i
_
x
0
_
1
_
We see that the size of S
0r
in the saturation avoidance
case is more conservative than the size obtained in the
saturating actuators case. Thus, this last kind of solution
can be privileged in practice, unless the actuators may be
easily damaged due to saturations occurrence.
Figure 2 shows the control efforts corresponding to
discrete-time simulations with the solution obtained with
saturating actuators, for = 1, using two different random
sequences for the time-varying parameter vector
k
.
The corresponding initial condition
0
=
_
x
0
0
, where
x
0
=
_
1.5259 1.4634
c1
, B
c2
_
49.6306 16.9739
,
_
25.2477 8.2307
_
14.6000 0.0502
,
_
10.4765 0.3297
c1
, E
c2
_
0 0
,
_
0 0
_
35.6017 0.5229
,
_
13.8163 1.2802
c1
, G
c2
_
134.0162 44.3965
,
_
128.0709 41.7581
_
65.2706 1.5275
,
_
8.8883 1.5685
C
c
, D
c
, F
c
_
0.0043 0.0037
, [0.6961] , [0.2373]
_
0.0101 0.0023
, [1.1524] , [0.9165]
TABLE I
NUMERICAL RESULTS OBTAINED FOR = 1
0 2 4 6 8 10 12 14 16 18 20
1
0.8
0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1
k
s
a
t
(
u
)
sequence 1
sequence 2
Fig. 2. Control effort - solution with saturating actuator
2.5 2 1.5 1 0.5 0 0.5 1 1.5 2 2.5
2
1.5
1
0.5
0
0.5
1
1.5
2
= 1.0 ( ), = 0.9 ( ), = 0.8 ( )
x1
x
2
Fig. 3. S
0r
obtained from CPP (33) for different values of
time-varying parameters: the parameter-varying Lyapunov
function, the associated non-ellipsoidal contractive level sets,
and a modication of the technique proposed in [17].
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