2034 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 39, NO.
10, OCTOBER 1994
Solution to the Positive Real Control
Problem for Linear Time-Invariant Systems
Weiqian Sun, Member, IEEE, Pramod P. Khargonekar, Fellow, IEEE, and Duksun Shim, Member, IEEE
Abstract-In this paper we study the problem of synthesizing
an internally stabilizing linear time-invariant controller for a
linear time-invariantplant such that a given closed-loop transfer
function is extended strictly positive real. Necessary and suffi-
ciency conditions for the existence of a controller are obtained.
State-space formulas for the controller design are given in terms
of solutions to algebraic Riccati equations (or inequalities). The
order of the constructed controller does not exceed that of the
plant.
I. INTRODUCTION
T HE notion of a positive real system is one of the oldest in
system, circuit, and control theory. Within control theory,
positive real systems have played a major role in stability
theory. The books by Popov 1231, Narendra and Taylor 1191,
and Anderson and Vongpanitlerd [2] provide a good overview
of positive real systems in control and systems theory. The
recent book by Joshi 1141 and the references cited there should
be consulted for applications of positive real systems ideas to
flexible space structures.
From the controller synthesis viewpoint, a natural problem
is to construct an internally stabilizing controller for a given
plant such that a given closed-loop transfer function is positive
real. We will refer to this problem as the positive real control
problem. The main motivation for studying this problem comes
from robust and nonlinear control. If the nonlinearity or
uncertainty can be characterized by a positive real system,
then the classical results in stability theory can be used to
guarantee robust stability provided an appropriate closed-loop
system is strictly positive real [23], 1361, 1371. Moreover, one
can use the classical idea of multipliers 1231, [361, I371 to
obtain less conservative positive real control design problems.
Recent work by Safonov and Chiang 1251 has pointed out some
advantages of a positive real formulation of the p synthesis
problem.
Molander and Willems 1181 gave some sufficient conditions
for the solvability of the positive real synthesis problem for
the state-feedback case. Safonov et al. [26] approached the
positive real control problem using the Cayley transform to
Manuscript received September 7, 1992; revised September 6, 1993 and
November 15, 1993. Recommended by Associate Editor, A. Vicino. This work
was supported in part by National Science Foundation Grant ECS-9001371,
Air Force Office of Scientific Research Contract AFOSR-90-0053, and Army
Research Office Grant DAAL03-90-G-0008.
W. Sun and P. P. Khargonekar are with the Department of Electrical
Engineering and Computer Science, The University of Michigan, Ann Arbor,
MI 48109-2122 USA.
D. Shim is with the Department of Aerospace Engineering, The University
of Michigan, Ann Arbor, MI 48109-2140 USA.
IEEE Log Number 9403133.
0018-9286/94$04.00 0 1994 IEEE
convert it into an Xm controller synthesis problem and applied
the frequency domain/operator theoretic approach to the X w
synthesis problem. More recently, Haddad and Bernstein 191,
[ 101 have given some sufficient conditions for this controller
synthesis problem in the state feedback and the static output
feedback cases. Araki 131, Jia et a1.[13], and Noldus [20] have
explored some aspects of the positive real control problem for
the purpose of robust and nonlinear control. At this time, there
is no explicit solution to the positive real control problem in
the general dynamic output feedback case.
In this paper we give necessary and sufficient conditions
for the existence of an internally stabilizing finite-dimensional
linear time-invariant controller for a given finite-dimensional
linear time-invariant plant which ensures that a given closed-
loop transfer function is extended strictly positive real (see
Section I1 for a precise definition). Moreover, we give a state
space representation for a controller that solves the problem.
These results give an explicit solution to the positive real
control problem for a fairly general class of plants. Our
results are given in terms of algebraic Riccati equations and
inequalities. In the state feedback case, the solution is given
in terms of one algebraic Riccati equationhequality and it is
shown that the controller can be chosen to be a static gain.
In the output feedback, there is an additional algebraic Riccati
equation, and the controller turns out to be a dynamic system
of order no greater than that of the plant. This solution has
several other interesting properties and interpretations. Due to
space limitations, however, we will not explore them here.
The results are derived directly starting from the well-known
Kalman-Yakubovich-Popov (KYP) Lemma. The derivations
are rather algebraic and use techniques similar to those em-
ployed in [21], [27], 1281, [38] in the X, literature. It is
possible to give alternative derivations of these results along
time-domain signal based ideas (1151, and the references cited
there). The results in this paper can be thought of as the analog
of the recent state space solutions to the Xm control problem.
See, for example, [6] and the references therein.
As is well known, bounded real systems, which play a
central role in ;Ft, control theory, are closely related to
positive real systems via the Cayley transform [l]. A square
stable transfer function G is extended strictly positive real if
+
and only if Il(d- G ) ( d G)-'llm < 1. From this point
of view, the positive real control problem can be converted
into an X, control problem, and one can apply the results
from X, control theory to obtain a solution to the positive
real problem. Indeed, this was the approach followed in [26l
which was before the development of the state-space solution
SUN et al: LINEAR TIME-INVARIANT SYSTEMS
to the I H x control problem. This is certainly one approach
to solving to the problem treated in this paper. There are
some possible drawbacks to this indirect approach besides
being not as self contained and independent as the direct
approach taken in this paper. Cayley transform is nonunique,
e.g., in the above formula, any Q > 0 can be used. Thus,
there are (infinitely) many equivalent necessary and sufficient
conditions and corresponding central controllers. Cayley
transform also results in a transformed system with nonzero
Dll, 0 2 2 terms which in tum lead to complicated formulae
when the standard IH, control theory is applied. On the
other hand, the direct approach provides important insights
into the state-space structure of the controller as shown in the
main results of this paper. The concept of positive realness
is sufficiently fundamental to warrant a self contained and
independent solution to the positive real control problem.
Needless to say, there are nontrivial connections between the
direct and the indirect approaches. A full exploration of these
connections is left for future research.
It is interesting to note that our Riccati equations are
different from those in the papers by Haddad and Bemstein
[9], [lo] who have considered the state-feedback and static
output cases of the positive real problem using Lagrange
multiplier type controller parameter optimization methods.
One possible explanation for this discrepancy may be that the
equations obtained in [9], [lo] were derived from an auxiliary
optimization problem.
This paper is organized as follows: after giving some
preliminary definitions and problem formulation, we first give
a solution to the positive real problem under the restriction
of strictly proper controllers (in the state-feedback case, this
restriction is not needed). Later, the restriction of strictly
proper controllers is removed and the case of general proper
controllers is treated. For ease of exposition, proofs of various
results are collected in an appendix.
The notation is standard: R denotes the set of real numbers,
R denotes the n dimensional Euclidean space (identified
with n x 1 vectors of real numbers), 72 denotes the fundamental role in the proofs of our results. It relates the
set of all n x m real matrices, and Re(.) denotes the real
part. We will use A (or U) to denote the transpose of
the matrix A (or vector U ) and a* to denote the complex
conjugate of a, p ( A ) := maxi / & ( A ) denotes
[ the spectral
radius, and j := G.For symmetric matrices Q1 and Q2,
Q1 > Q2 (respectively, Q1 2 Q2) if Q1 - Q2 is positive
definite (respectively, positive semi-definite). Finally, matrix
A is called stable if all its eigenvalues (X,(A)) have strictly
negative real parts.
11. POSITIVEREAL SYSTEMS
Consider a finite dimensional linear system CG described by
i = Az
y=Cz+Du
+ Bu
or in more compact packed matrix notation
2035
where A E R, B E RnX, C E R p X n , D E R p x m , and
p = m. We denote the transfer matrix of system CG as
G ( s ) := C ( s 1 - A ) - l B +D
When there can be no confusion, we use CG and G ( s ) for a
system interchangeably.
In the literature one can find several different definitions of
a positive real system. The reader may consult Ioannou and
Tao [12], Lozano-Leal and Joshi [17], Tao and Ioannou [33],
and Wen [35] for clarification and historical remarks. We will
use the following definition throughout this paper.
Definition 2. I :
1) The system CG is said to be positive real (PR) if its
transfer function G ( s ) is analytic in Re(s) > 0 and
+
satisfies G ( s ) G(s*) 2 0 for Re(s) > 0.
2) The system CG is strictly positive real (SPR) if its
transfer function G ( s ) is analytic in Re(s) 2 0 and
+
satisfies G(jw) GI(-jw) > 0 for w E [0, m).
3) The system CG is said to be extended strictly positive
real (ESPR) if it is strictly positive real and G ( p o ) +
G ( - j w ) > 0.
We note that in the above definition, a system is positive real
if and only if its controllable and observable part is positive
real.
The next definition concems the algebraic Riccati equation
(ARE).
Definition 2.2: Consider an algebraic Riccati equation of
the form
AX + X A + X R X + Q = 0.
A symmetric matrix X satisfying this equation is said to be a
+
stabilizing solution if A R X is stable.
The following lemma is an extension of the well known
Kalman-Yacubovich-Popov positive real lemma. It plays a
positive realness of a system with solutions of ARE and linear
matrix inequalities (LMIs). See [2l, [lo], [191, 1221, [23l, [321,
[34] for other variations and proofs.
Lemma 2.3: Consider the system CG and define
R o ( X ) := AX + X A + ( C - BX)(D + D)-(C - B X )
S o ( Y ) := A Y + YA + ( B - YC)(D + D ) - l ( B - YC).
the following statements are equivalent:
The system CG is ESPR and A is stable.
There exists a positive definite matrix X such that
o.
AX+XA
[c - BX
C-XB
- ( D + D) 1 ~
+
The matrix D D is positive definite and the algebraic
Riccati inequality (ARI) R o ( X ) < 0 has a positive
definite solution X I .
+
The matrix D D is positive definite and the ARE
R o ( X ) = 0 has a stabilizing solution X E .
2036 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 39, NO. 10, OCTOBER 1994

The corresponding closed-loop system C G ~ K

is shown in
Fig. 1 and has the form

Fig. 1.

5) There exists a positive definite matrix Y such that

[ A +:;;;9Kc2

ci + D
B;2 1
~ ~ D K DC ~~ z ~ DKi i
B1 L:;YlKD21,,

+ Di2D~D2i
]
We say that the closed-loop system is internally stable if the
matrix

6) The matrix D + D is positive definite and the ARI

& ( U ) < 0 has a positive definite solution YI.
7) The matrix D + D is positive definite and the ARE
& ( Y ) = 0 has a stabilizing solution YE.
Moreover, if any of these statements holds then
a) If the matrix X ( X I )solves the inequality in statement
2 (respectively, 3) then its inverse x-l (x;)solves
the inequality in statement 5 (respectively, 6), and vice
versa.
b) The inequalities 0 5 X E < X I and 0 5 YE < YI hold.
111. PROBLEM
FORMULATION
Now we are ready to formulate the main problem of this
paper. Consider the plant CG given by
is stable.
The ESPR control problem we will study is stated as
follows.
Given the system CG, when does there exist a controller C K
such that the closed-loop system C G ~ K is internally stable
and ESPR?
When the existence condition is satisfied, provide formula
for one such controller.
Clearly the following assumption is needed for the closed-
loop internal stability.
A I : 1) The system pair ( A B 2 1 is stabilizable.
2 ) The system pair (C2,A ) is detectable.

IV. STRICTLYPROPERCONTROLLERS-ANARI APPROACH

In this section, we will provide a solution to the ESPR
control problem in terms of algebraic Riccati inequalities. The
where x is the state of the plant, w is the exogenous input, U strictly proper controllers are studied here. The first result is
is control input, z is controlled output, and y is measurement a technical result that reduces the problem to selection of two
output. In more compact packed matrix notation we write gain matrices.
Theorem 4.1: Consider the system CG and assume that
the assumption A1 holds. Then there exists a strictly proper
controller C K such that the closed-loop system C G ~ Kis
internally stable and ESPR if and only if there exist two
matrices F and L such that
where A E Rnxn,B1 E R n x m l , B2 E RnXm2, c1E R p i x n , 1) The matrix Dll + DI1 is positive definite.
Dll E R P I X m0l ,1 2 E R p l X m z , C2 E RPzxn, DZl E 2 ) The ARI
RPZXm 1 ,m:, 5 p l , p 2 5 ml,pl = ml.
and
The controller is also a continuous-time linear time invariant R F ( X ):= ( A + B2F)X + X ( A + B 2 F )
system C K
+ +
(C1 DizF - B i X ) ( D i i + D;1)-
XK = AKXK + BKY +
. (Cl DlzF - B i X ) < 0
U +
= C K X K DKY
has a positive definite solution X F .
where X K is state of the controller, y is the input to the 3 ) The ARI
controller, and U is the output of the controller. Similarly,
we write SL(Y):= ( A + LC2)Y + Y ( A+ LC2)

where AK E R n K X n K , BK E R n ~ x p z ,CK E R m z X nand

~, has a positive definite solution YL.
DK E RmzXpJ. 4) The spectral radius ~ ( Y L X F<) 1.
SUN et al: LINEAR TIME-INVARIANT SYSTEMS 2037

Moreover, when these conditions are satisfied the controller effort can be further reduced and the search for F and L can
(see (v) at the bottom of the page) where be eliminated. For the next result, we will make the following
AFL +
= - ( ~ 1 (+I - Y L x F ) - ~ L D ~ ~ ) ( D ~ ~D;~)- regularity assumption:
. (Ci - B ~ X +
F DlzF) A2: 1) The matrix Di2D12 is nonsingular.
2) The matrix D21Db1 is nonsingular.
- + D;2(D11
( I - YLXF)-~YLF(B;XF + Di1)- This assumption corresponds to the nonsingularity conditions
. (Cl B:XF + D12F))
-
in LQG and F I, control theories. If Assumption A2 is not
+ ( I - YLxF)-~YLRF(XF) satisfied, one may invoke perturbation arguments or follow
achieves closed-loop internal stability and ESPR. the work of Stoorvogel and Trentelman [30], [31] to extend
Proof: See Appendix. the results to this case. This will not be done in this paper and
Remarks: is left for future work.
Introduce Riccati functions
a) Controller Structure: Despite the apparently complicated
expression, the controller C K has ~ a very
~ simple struc- R(X) := [A - Bl(D11 + D;l)-Cl
ture - (B2 - Bl(D11+ D;J1D12)
?K = AZK + AFLXK+ BZU+ L(CZZK- y) +
. (DiZ(D11 D;J1Dl2)r1
U = FXK D:2(D11 + D:l)-c,]x
where L = ( I - YLXF)-~L.It has a striking resem- + X[A - Bl(D11-t Dil)-Cl
blance to the well-known LQG and F I, controllers [6].
-(B2 - Bl(D11 + D;l)-1D12)
Here, F, L, and AFLXKcan be interpreted as feedback,
filtering gain, and estimate of the worst disturbance, . (D;2(D11 + D;l)-lD12)-l
respectively. . %(Dl1 + @l)-cl]
b) Linear Matrix Inequalities: It is also an easy exercise + +
X[Bl(Dll Di1)-lB;
to convert these algebraic Riccati inequalities to linear
- (B2 - Bl(D11 + D:1)-1D12)
matrix inequalities. For instance, take Condition 2). Let
W1 = X-l, WZ = FW1, then RF(X)< 0 has a . (DiZ(Dl1 + D;1)-1D12)-1
solution X > 0 with some F if and only if (see (4.1) . (B2 - Bl(D11 + D:1)-1D12)]x
at the bottom of the page) has a solution W1, W2 such + Ci(Dl1 D;J1+
that W1 > 0. This is a linear programming optimization
problem, and recently developed numerical algorithms
. [Dll + +
- D12(D;,(D11 D;1)-1D12)-1D;2]

can by applied [41. . ( D l l + D:J1Cl

c) The State Feedback Case: Suppose that the states are S(Y) := [A - B1(Dil + D1l)-lC1
available for measurement, i.e., y = x. Then we have -Bl(Di1 + DlI)-lD;l
the following corollary.
(Dzl(D;, + Dll)-lD;l)-l

Corollary 4.2: Consider the system CG and assume that the

assumption Al-1) holds. Then there exists a state feedback
+
. (CZ - D21(D;1 D1l)-lcl)]y
controller C K such that the closed-loop system C G ~ Kis + +
Y[A - Bl(Di1 D I ~ ) - ~ C I
+
internally stable and ESPR if and only if that Dll Oil > 0 - +
Dll)-lD;l
and there exists a matrix F such that the ARI RF(X) < 0 +
. (D21(D;1 Dll)-lD;l)-l
has a positive definite solution XF. Moreover, when such a
solution exists the controller U = Fx achieves closed-loop
+
. (C2 - DZl(Di, D1l)-lcl)l
internally stability and ESPR. + Y[c:(D:, +
Dll)-lCl
Proof: This follows easily from the proof for Theorem - (C2 - D21(D;1 +
Dll)-lCl)
4.1. +
. (DZl(Di1 Dll)-lD;l)-l
Notice that the above results are stated with minimal as-
. (C2 - DZl(D;, + D1l)-lcl)]Y
sumption required. Assumption A1 can not be weakened due
to the internal stability constraint. The main drawback of the +
+ Bl(Di1 011)-l
above result is that they are stated in terms of existence of . [Oil + Dll - D;1(D21(D;1 + D11)-1D;1)-1D21]
matrices F and L. Next we will show that the computational +
. (Oil D l l y B ;
2038 IEEE TRANSACTIONS ON AUTOMATIC CONTROL. VOL. 39. NO. 10, OCTOBER 1994

and two linear functions of X , Y R ( X ) = AX + XA + X R X + CiCl, where

Now we can state the following theorem.

Theorem 4.3: Consider the system CG and assume that
Assumptions A1 and A2 hold. Then there exists a strictly
proper controller C K such that the closed-loop system CG K
is internally stable and ESPR if and only if
+
1) The matrix Dll Oil is positive definite.
2) The ARI R ( X ) < 0 has a positive definite solution XI.
3 ) The ARI S ( Y ) < 0 has a positive definite solution Yr.
4) The spectral radius ~(YIXI)< 1.
Moreover, when these conditions are satisfied the controller
(see (w) at the bottom of the page) where
achieves closed-loop internal stability and ESPR.
Proofi See Appendix.
Remarks:
a ) Algebraic Riccati Inequalities: The Riccati functions
R ( X ) ,S(Y) have indefinite quadratic terms and positive
semidefinite constant terms. This is just as one would expect
if a Cayley transform approach is used and well-known 7-1,
control [6] results are applied. Moreover, we have
and let W = X-. Then R ( X ) < 0 has a solution X >0
if and only if
we; < o
[
Aw+wA+R
Gw -I 1
has a solution W > 0. There are less unknowns in this
LMI than in the LMI used in (4.1). Again, this is a linear
programming optimization problem.
The following corollary is a simple extension of Theorem
4.3.
Corollary 4.4: Consider the system CG and assume that
the assumptions Al-1) and A2-1) hold. Then there exists a
state feedback controller C K such that the closed-loop system
C G ~ Kis ESPR with internal stability if and only if that
Dll +Oil > 0 and the ARI R ( X ) < 0 has a positive definite
solution XI.
Moreover, when such a solution exists the controller U =
F I X , where FI := F(XI), achieves closed-loop internal
stability and ESPR.
This corollary follows from the proof of Theorem 4.3.

V. STRICTLY PROPER CONTROLLERS-REDUCTION

TO ARE s
In the previous section we have given solution to the general
positive real control problem in terms of algebraic Riccati
inequalities. To reduce these to algebraic Riccati equations,
which can be viewed as the sum of two components: the an extra assumption is needed:
first component is from the KYP analysis lemma and the
second negative semi-definite term comes from the control
A3: 1) The matrix
[A c1- jW B2
D12
] has full column rank
input matrix. This is very similar to the situation in 7-1, control for all w E [O,m).
B1 ]
[61.
b ) Linear Matrix Inequalities: We can also convert these
2) The matrix
[A
all w E [ O , o c ) .
-
(72
jW
D21
has full row rank for

ARIs to LMIs. Consider the matrix function in Condition 2)

SUN et a/: LINEAR TIME-INVARIANT SYSTEMS 2039

These conditions are analogous to the corresponding con- Proofi See Appendix.
ditions in the LQG/Hm cases. If these conditions are not Without loss of generality, we replace Assumption A2 by
satisfied, one may follow the work of Scherer [29] and Hara Assumption A2:
et al. [ l l ] to extend their results to this case. Due to space
limitations, this will not be done here. We have the following A2/ D12 = [;] D21 = [O I ] .
3

theorem. Let Dll have the decomposition

Theorem 5.1: Consider the system CG and assume that the
assumptions A l , A2, and A3 hold. Then there exists a strictly
proper controller C K such that the closed-loop system C G ~ K
is internally stable and ESPR if and only if
where 0 1 1 2 2 E R m z X m z and D1122 E R p 2 X P ~ Now we
+
1) The inequality Dll Oil > 0 holds.
consider a real matrix positive real problem.
.

2) The ARE R ( X ) = 0 has a stabilizing solution XE 2 0.

Lemma 6.2: Let matrices Dll, D12, and D21 be given and
3) The ARE S(Y) = 0 has a stabilizing solution YE 2 0.
suppose that Assumption A2 holds. Then there exists a matrix
4) The spectral radius ~ ( Y E X E<) 1.
DK such that
Moreover, when these conditions are satisfied the controller
(see (x) at the bottom of the page) where + + +
Dll D12DKD21 (Dll D12D~D21)> 0 (6.1)
FE F ( X E ) ,L E = L(YE)
A E = -(& + +
( I - Y E X E ) - ~ L E D ~ ~ ) Di1)-
(D~~
(Cl - B:xE + D12FE)

achieves closed-loop internal stability and ESPR.

Prooj? See Appendix. Moreover, when this condition is satisfied, then
Notice that the formula for AE is greatly simplified.
Corollary 5.2: Consider the system CG and assume that
the assumptions A l - l ) , A2-1), and A3-I) hold. Then there
exists a state feedback controller C K such that the closed-loop
system CG K is internally stable and ESPR if and only if that (6.3)
+
Dll Oil > 0 and the ARE R ( X ) = 0 has a stabilizing
solution X E 2 0. where
Moreover, when such a solution exists the controller U =
FEZ, where FE := F(XE), achieves closed-loop internal
stability and ESPR.

VI. PROPERCONTROLLERS
If the matrix Dll is singular, a strictly proper controller
can not render the closed-loop system ESPR. In this section,
the results of previous sections are extended to the case of
proper controllers. We start with a technical lemma which
reduces the general proper control design problem into a
strictly proper control design problem. After that a matrix
positive real problem is solved. Then we present the main
result on solution to the positive real control problem. Finally
we will discuss some further generalizations.
Lemma 6.1: Consider the system CG and assume that the
assumption A1 holds. Suppose that there exists a controller
C K O such that C G ~ K isO internally stable and ESPR. Then
for any real matrix DK such that Dll fD12D~D21-t(Dll+
D12D~D21)> 0 there exists a controller C K which achieves
closed-loop internal stability, ESPR, and lims--tm K ( s ) =
DK.
satisfies (6.1).
Prooj? The sufficiency follows by direct verification us-
ing (6.3). To show the necessity, we note that if (6.1) has a
solution, then there exist DF and D L such that both Dll +
+ + +
D ~ P D F (Dii D12Dp) > 0 and Dii D L D ~(Dii + ~ +
D~021)> 0 are satisfied. Further matrix decomposition leads
to (6.2). 0
This lemma implies that the inequality (6.2) must hold for
the given system CG in order that the ESPR control problem
have a solution. .
Since symmetric matrices can be diagonalized, we will
use the folIowing assumption for simplicity of formulae and
without loss of generality. This assumption is discussed further
and removed after the main result.
2040 IEEE TRANSACTIONS ON AUTOMATIC CONTROL. VOL. 39, NO. 10, OCTOBER 1994

A4: The matrix Dll satisfies the following block diagonal Moreover, when these conditions are satisfied the controller
decomposition condition (see (y) at the bottom of the page) where D R is as in (6.3)
and

where "*"s are irrelevant entries.

Theorem 6.3: Consider the system CG and suppose that the
assumptions A l , A 2 ' , A 3 , and A4 hold and let the matrices
D l , DL be such that [ D L D ~=~ I] , [flyD;,] = I . Then
there exists a controller C K such that the closed-loop system
is internally stable and ESPR if and only if
1) The matrices D;(Dll + +
D i l ) D l and f l ~ ( D i ~
D11)D; are positive definite.
2) The ARE

As Bs1 Bs2
CG, := ;[
g;; D;12]
+ B2DkC2 + B2Di-Dzi
1
A B1

has a stabilizing solution X 2 0. c1+D12DRC2 Dll + Dl2DRDZl D12

3) The ARE? = [ c
2 D21 0
B2

has a stabilizing solution Y 2 0.

4) The spectral radius p ( Y X ) < 1.
SUN er al: LINEAR TIME-INVARIANT SYSTEMS 204 1

closed-loop internal stability and ESPR without assumption

A4. In the following we outline a procedure to remove A4. P-
Suppose that the system CG satisfies A l , A2', A3, and
inequality (6.2). Introduce
I O 0 Fig. 2.

P1 P2 I The ARE (6.4) degenerates to

I
(A - B2C1)'X + X ( A - B2Cl) + X(B2Bi + BIB;
- B2(Dll + Di1)Bb)X = 0.

R = I, s = [', y] i f p 2 > m2 Similarly, if Dzl = I , then Dl does not exist and posi-
+
tive definiteness of Dl(Dil Dll)Di, disappears, and the
I corresponding ARE (6.5) becomes
(A - B1C2)Y + Y(A - B1C2)' + Y(CiC2 + CbCi
- C;(Dil + D11)C~)y= 0.
R= [B2I O
I ] ,~=1ifp2<m2
The controller formula remains unchanged.
where

1":' ai2]:= Dllll +Dill, VII. APPLICATION

AND CONCLUDING REMARKS

- [iillll
- + a111
* *
*I ifp2 > m2,
The results of this paper have immediate applications in
robustlnonlinear control. If the uncertaintyhonlinearity can
be characterized in terms of positive real systems, then the
controller synthesis presented in this paper can be used directly
I:"[ ":2] := Dllll + D;,,, to achieve robust stability using standard results on stability
of feedback interconnection of positive real systems. Popov
and circle criteria are two best known extensions of positive
real system applications and have been widely used. For a very
recent account on the subject, we refer to the paper by Haddad
and Bernstein [9] with its extensive references.
Consider the feedback system configuration in Fig. 2.
The transfer function of closed-loop system CG,K (with
4 removed) is denoted T,,(s). The controller K ( s ) is to be
designed such that the closed-loop system is stable for arbitrary
nonlinear element 4 satisfying certain sector boundedness
constraint.
Suppose that 4is a sector bounded time varying nonlinearity

E G- .' -- [TC1
SC2
A
TD11T'
D21 B2R1
D12
0
'
satisfying
(+(z,t ) - QIZ)'($(Z, t ) - Q ~ z 5) 0, z E Rp', t 2 0. (7.1)
Then the circle criterion states that the system in the diagram
is stable for all nonlinearity satisfying (7.1) if the transfer
+ +
function ( I Q2Tz,(s))(1 Q l T Z w ( s ) ) - l is ESPR with
internal stability.
The control design for K ( s ) can be accomplished in two
steps. First, we change the above problem into another positive
real control problem. We can obtain a new system EG by using
the linear fractional transformation, which is (see ( 2 ) at the
+
bottom of the page) where S := (I QID1l)-l. Then, we
design a controller K ( s ) for this system such that the closed-
loop system E,,, is ESPR with internal stability. The later
2042 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 39, NO. 10, OCTOBER 1994

problem can be solved using the results developed in previous such that
sections.

as
The second class of nonlinearities are time-invariant defined
AP+PA C- Pt?
c - BP -(D D) +
P A + P ~ ~ B K C* ~ Ci
1
=I
-

+AP + ChBkP;,

C1 - Dh1BkPi2 *
where Q is a positive definite matrix. - B*i P *
By the Popov criterion, it is known that the system in the where * stands for irrelevant entries. It follows immediately
diagram is stable for all nonlinearity satisfying (7.2) if there that condition 1) is necessary. Without loss of generality, we
exists a nonnegative diagonal matrix N and a controller K ( s ) will assume Dll +
Oil = 1. Then
such that the system Q + +
( I sN)T,,(s) is ESPR with
+ + + + LD21)
internal stability. Based on this result, the control design for
Popov criterion is obtained by selecting a nonnegative diagonal
matrix N and then finding a controller K ( s ) such that the
[
P ( A LC2) ( A LC2)P C: - P ( B i
+
C1 - (B1 LD21)p
where L = P-lP12BK. Therefore
-I 1 < o:

closed-loop system C c X is ESPR with internal stability. For

original plant CG, we assume that Dll = 0, D12 = 0 for
simplicity. Then the system C, is defined as

E--+t+I
Cl+NClA Q+NClBl NC1B2
Let Y = P - l > 0. Then

Note that if we choose Q := diag(ql,qz:...,q,,), a

diagonal matrix and qis are real positive numbers. We can
replace second condition in (7.2) by This is the inequality in condition 3).
A dual argument shows that one can choose
0Iq&(zi) Iz;, for z; 2 O? i = 1 : 2 , . . . , m l .

Then it is easy to see that our design method provides

an altemative for robust stabilization with real parametric such that the inequality
uncertainties (see [9] for more discussion on this topic.)
Finally, one may use multipliers as in [23], [37] to obtain (A + B2F)X + X ( A + B2F) + (Ci + D12F - B i X )
less conservative controller designs. . ( C l + D12F - BiX) <0
In summary, our results give a solution to the extended
strictly positive real control problem. The problem of de- holds as in condition 2).
signing controllers so that the closed-loop system is only Notice that Q = ( P - P12F&Pi2)- 2 P-, therefore
positive real rather than extended strictly positive real is quite we have p ( X Y ) = p((PQ)-) 5 1. Since X , Y are positive
interesting and is left for future research. Generalizations to definite, a slight perturbation to these matrices X p := X -
nonlinear systems also appear to be feasible and of significant a1 > 0 . y ~ := Y - a1 > 0 for sufficient small a > 0 will
interest [ 5 ] , [16]. satisfy the strict inequalities R p ( X p ) < 0; S L ( Y L )< 0, and
then ~ ( X F Y L<) p ( X Y ) 5 1. This is the spectral radius
condition 4).
APPENDIX:PROOFS (Suficiency): It is easy to see that the controller C K is
We emphasize the main steps of the proofs. Detailed algebra well defined and the closed-loop system has the following
can be found in [32]. representation (use (d, 2 - &) as state vector)
Proof of Theorem 4.1 (Necessity): Suppose that the
closed-loop system C GK ~
H[IA-Ly
= A + &?-FB~Cz ~ B1 -:D21]
Dll
c1+Dl2F -D12F

p p12
:= [P12 P Z 2 ]
SUN et ai: LINEAR TIME-INVARIANT SYSTEMS 2043

solves the following ARI Defining X I := S - l , we now get desired ARI

0 > X I A + AXI + (C: - XIB1)(C1 - B ~ X I )
- ( X I B 2 + (c:- XIB1)D12)(D,2D12)-1
. (XIBP + (c:- XIB1)DlZ)
= R(XI).
Thus by Lemma 2.3-3) the closed-loop system C G ~ isK ~A similar
~ derivation will establish the existence of YI > 0 such
intemally stable and ESPR. that 0 > ~ ( Y I Note
) . meanwhile that X I = XF, YI = YL
To establish (A.l), we calculate hold. Therefore the spectral radius condition ~ ( Y I X I = )
~ ( Y L X F<) 1 holds.
(SufJiciency) It is easy to verify from the above derivation
that with the choice of F = FI = F ( X I ) ,L = LI = L(Y1)
we have R ( X I ) = & ( X I ) , S ( Y I ) = S L ( Y I ) ,AI =
A F ~ LTherefore
~. the controller K I ( s )equals to K F ~ L ~ ( s ) ,
the controller given in Theorem 4.1, which we have already
shown to achieve closed-loop internal stability and ESPR. 0
Proof of Theorem 5.1: Clearly we can assume Dll +
D:l = I .
(Necessity) It is clear that the condition 1 is necessary. We
will show that R ( X ) = 0 has a stabilizing solution. The
existence of stabilizing solution of S ( Y ) = 0 follows by
duality. Finally, we will establish the spectral radius condition.
Define
dl := ( I - D12W-1D:2)C1, B 2 := (B2 - B
ID~~)W-~/~,
A := A - BlCl - (B2 - BlD12)W-1Di2S-1C1
where W := Di2D12. Then
Therefore
rank( [ >fw

=rank( [oI
D 1 2BW

-B
2- 1 / 2
[,I
I)
[; ;I] < 0.

This completes the proof. 0

The last = comes from the assumption A3-1). It then
Proof of Theorem 4.3 (Necessity): It is obvious that D l l +
follows that the pair (Cl, A) has no unobservable eigenvalues
O i l > 0 must hold since D K = 0. Again we assume
+
Dll Oil = I. Let us start with R F ( X F )< 0 and define
on the imaginary axis. Therefore, without loss of generality,
we can assume (after a similarity transformation if necessary)
S := X i 1 . Then
the following decomposition

where the matrix A22 is stable and the pair (C11, - A l l ) is

detectable. (To see this, simply note that A22 represents the
stable and unobservable part.)
Now we are ready to show that R ( X ) = 0 has a stabilizing
solution. Introduce
2044 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 39. NO. IO, OCTOBER 1994

A + &FE -B2FE
12 -AE A+AE-BKC~ I31-B~D21

+[ CilC11
0 91
therefore we have
equation

AXE + X E A + (C- BXE)(C - BXE) = 0 (AS)

+ [Sl1
si2
S12] [S,Cll
s22 0 has a stabilizing solution 2,. Therefore, by Lemma 2.3-4)
the closed-loop system C C ~ isK internally
~ stable and ESPR.
+ The proof proceeds in three steps.
Taking the (1,l)block, it follows that
+
First define AF := A &FE: CF := C1 D ~ ~ Fand+ E,
CE := (CF - B ~ X E )Note . that

ALXE + XEAF + C ~ C =E R(XE)= 0

and

is stable because XE is the stabilizing solution of the ARE

R(XE) = 0. Thus the system pair ( C E ,A F ) is detectable and
we conclude that AF is stable by standard Lyapunov theorem.
Therefore the state feedback system
Then it is routine to verify that R(XE) = 0.
Lastly we need to show that XE is a stabilizing solution,
i.e., the matrix

is stable and ESPR.

Next we introduce a system
= [A l l + (BllBi,* B21Bhl)S,l,
is stable. This is easy to see because both
-

A22 and
0
A22 1
sT:E(A1l f (B1lBil - B21Bb1)S,1E)S11E
= -(A11 + SllEC;1C11) (4.4) where
are stable. ((A.4) is a different form of (A.3).)
Now we show that XE 5 XI. Note that Sii 5 S, =
X11 - X I ~ X , ~ X ~then
,,

2 0.
SUN et al: LINEAR TIME-INVARIANT SYSTEMS 2045

Lengthy but otherwise routine calculation shows that ZE = This establishes (AS). To show that X E is in fact the stabi-
(I-YEXE)-~YE is the stabilizing solution of the following lizing solution of (AS), define
Riccati equation
S ( Z ) := [ A- BlCl - B1D;1(D2lDL1)-
(C2 - DPlC1)IZ Then we have that

Now let Thus A is a block upper triangular matrix with stable diagonal
subblock matrices. We conclude that A is stable and therefore
L E := E ( Z E )
(AS) has a stabilizing solution. This completes the proof. 0
-(ZEC; f (B1 - ZEC:)D;1)(0210L1)-1
:= Proof of Lemma 6.1: Since assumption A1 holds, there
=(1- YEXE)-lLE exists a stabilizing controller K ( s ) . Using the well known
= -BK Youla parameterization, the transfer function for internally
stable closed-loop system C G ~ K can be represented in an
:= A f E E C 2
+
affine form T ( s ) := T l l ( s ) T ~ B ( s ) Q ( s ) T ~ ~ (s),
where
BE := B1 + LED^^. T l l ( s ) ,T12(s),and T 2 1 ( s ) are stable proper rational functions
determined by G ( s ) only and satisfy
Note that Z E is a stabilizing solution of the following ARE
A,ZE+ZEAZ+(BE-ZECi)(BL-ZECI) = S ( Z E ) = 0. Tll(j00)= D l l , TlZ(jco) = 0 1 2 , T2l(jCo) = D21

By a similar argument as for previous state feedback system, and Q ( s )is an arbitrary stable rational proper transfer function.
we can show that the system It turns out that, Q ( j c o ) = K ( j m ) = DK (see, e.g., [SI) for

;[ ~ U L ]
details).
Suppose that the controller KO(s ) achieves closed-loop
internal stability and ESPR. Equivalently there exists a stable
Dll proper rational function Q o ( s ) (Qo(jm)= Ko(jco)= D k )
is stable and ESPR. Thus by Lemma 2.3-4), the ARE such that
AkW + W A t + (Cl - BiW)(C1- BkW) = 0 +
T l l ( s ) T12(s)Q0(s)T21(s)is ESPR.
has a stabilizing solution WE such that Furthermore assume matrix D K is such that D I I + D ~ z D K D ~ I
A L- -
B L- ( C1 - B p E ) (A.7) + +
(Dl1 D12DKD21) > 0. By constructing a stable proper
rational function Q ( s ) = & ( s ) + t ( s ) ( D ~- D g ) >where t ( s )
is stable. is as in [27, Lemma 71, and using convexity of positive definite
Finally we are ready to show that +
matrices, one can show that T l l ( s ) T ~ ~ ( s ) Q ( s ) Tis~ ~ ( s )
ESPR. We omit the details as they are similar to [27 Lemma
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Weiqian Sun (S87-M93) received the B.S. and
the M.S. degrees from the University of Science
and Technology of China, Hefei, Anhui, China, in
1982 and 1984, respectively.
He is now completing the Ph.D. degree in the
Department of Electrical Engineering and Computer
Science, The University of Michigan, Ann Arbor,
MI. His current research interests are in the area of
signals, systems. and control.
He is a member of Tau Beta Pi.
Pramod P. Khargonekar (S81-M81-SM90-F
90) received the B.Tech. degree in electrical en-
gineering from the Indian Institute of Technology,
Bombay, in 1977 and the M.S. degree in mathemat-
ics and the Ph.D. degree in electrical engineering
from the University of Florida in 1980 and 1981,
respectively.
From 1981-1984, he was with the Department
of Electrical Engineering, University of Florida,
and from 1984-1989 he was with the Department
of Electrical Engineering, University of Minnesota.
Since 1989, he has been a Professor of Electrical Engineering and Computer
Science with the University of Michigan. His current research interests
include robust control, Hz , H , . and H 2 / H , optimal control, sampled-data
systems, robust and H , identification, robust adaptive control, time-varying
systems, and industrial applications of control theory.
Dr. Khargonekar is a recipient of the American Automatic Control Coun-
cils Donald Eckman Award, the NSF Presidential Young Investigator Award,
the George Taylor Award from the University of Michigan, and teaching and
excellence awards from the University of Michigan. He is a co-recipient (with
J . C. Doyle. A. S. Francis, and K. Glover) of the 1991 IEEE W. R. G Baker
Proze Award and the 1990 George Axelby Best Paper Award. He is a co-
recipient (with J. Krause, K. M. Nagpal, K. Poolla, and A. Tikku) of the
1992 American Control Conference 0. Hugo Schuck best paper award. He
served as Vice-Chair for Invited Sessions for the 1993 American Automatic
Control Conference. He was an Associate Editor for IEEE TRANSACTIONS
ON AUTOMATIC COXTROL and Systems and Control Letters. He is currently
Associate Editor for the following journals: Marhematics of Control, Signals.
and Systems; SIAM Joumal on Control and Optimization, and Intemational
Joumal of Robust and Nonlinear Control.
Duksun Shim (S90-M93) received the B.S and
the M S. degrees in control and instrumentation
engineering from Seoul National University, Korea,
in 1984 and 1986, respectively. He received the
Ph.D. degree in aerospace engineering form the
University of Michigan, Ann Arbor, MI, in 1993.
Dr Shim was with Samsung Aerospace C O ,Ltd.
in Korea in 1987-1988 He is currently a Visiting
Scholar In the Department of Electrical Engineering
and Computer Science, University of Michigan.
His reqearch interests include robust and optimal
control.