The primary purpose of this dissertation is to present various results pertaining to the study
of continuoustime systems that exhibit linear, periodicallytimevarying (LPTV) behaviour. The
original motivation for this work stems from the periodic nature of many sampleddata (SD) control
systems and a desire to characterise sensible frameworks for design and robustness analysis of such
systems.
Towards the development of a sensible framework for SD, controlsystem design, a new notion
of frequency response is established for LPTV systems. It is dened in terms of the averagepower
of the asymptotic response to sinusoidal signals of a single frequency and can be characterised in
terms of the singular values of a frequencydependent, nitedimensional matrix. The performance
indicating properties of this new notion of frequency response are intuitive and it is used to derive
bounds that facilitate the design of parametric weights employed in a new H1 loopshaping based
procedure proposed for SD, controlsystem development.
Quantitative and qualitative results that characterise the uncertainty types to which LPTV,
closedloop systems can be desensitised are established in terms of the gap metric, which is a
measure of the distance between the graphs of two systems. To this end, a formula for the directed
gap between two LPTV systems is obtained in terms of an optimisation over H1 . This plays a
crucial role in the development of the main quantitative robustness result, which identies the
largest gapball of LPTV plants, centred at a nominal plant, that a nominal, stabilising controller
is guaranteed to stabilise. A similar result that deals with simultaneous gapperturbations to the
plant and controller is also given. Qualitatively, it is established that the topology induced by
the gap metric on quite a general class of LPTV systems, is the weakest with respect to which
closedloop performance varies continuously and closedloop stability is a robust property. All of
the results accommodate innitedimensional input/output spaces and apply to the special case of
LPTV, SD controlsystems.
The existence of particular representations of a class of LPTV systems is central to the frame
work used to obtain robustness results. Specically, it is shown that the graph of a stabilisable,
LPTV system can be expressed as the range and kernel of stable, LPTV systems that are re
spectively, left and right invertible by stable, LPTV systems. These representations of the graph
resemble the coprimefactor representations known to exist for linear, timeinvariant systems and
lead to a useful characterisation of closedloop stability. This in turn, yields a Youlastyle parame
terisation of stabilising controllers.
A numerical procedure is developed for computing the gap, to any desired accuracy, between
LPTV systems that admit stabilisable and detectable, statespace realisations. This involves deter
mining the existence of a solution to a related linear, shiftinvariant, discretetime, fullinformation,
`Z2+()synthesis problem, for which computationallytractable necessary and sucient conditions
are obtained.
To complete this work, a new, compact derivation of statespace formula for H1 , SD synthesis
is presented. Related numerical issues are discussed and it is shown how to restructure the formulae
derived for numerical robustness.
i
Acknowledgements
I would like to take this opportunity to express my gratitude to the many people who have provided
help and encouragement over the time leading up to and during the development of this work.
First and foremost, I would like to thank my supervisor, Professor Keith Glover. His great
insight, guidance and encouragement have been invaluable over the last three years. I am also
very grateful to Dr Malcolm Smith and Dr Glenn Vinnicombe, who have both given freely of their
time to discuss many problems. In particular Glenn, who has had a signicant in
uence on my
understanding of robust control theory. My undergraduate supervisor, Professor Kok Lay Teo, also
deserves mention for rst introducing me to the interesting mathematics used in control theory.
Thanks to the proofreading skill of Richard Ford, the number of typos in this dissertation has
been signicantly reduced.
My contemporaries in the Control Group and other friends in Cambridge have made my experience
here very memorable. In particular, Alex, Brian, Edward, Gavin, George, Giles, Johannes, Mihai,
Nelson, Richard F., Richard L., Richard W., Sanjay, Teddy and Tim. Special thanks to Giles and
Sanjay for helping me settle in when I rst arrived in Cambridge. Thanks also to my relatives in
Italy for providing a summer refuge away from Cambridge.
On a more personal note, I am indebted to my parents, brother and grandparents for their
constant love, encouragement and guidance. Finally, my heartfelt thanks to Saduman for her love
and understanding.
This work has been supported nancially by the Gledden Studentship of the University of Western
Australia, and the Committee of ViceChancellors and Principals of the Universities of the United
Kingdom in the form of an Overseas Research Student Award. Travel grants have been gratefully
received from St. John's College and the Department of Engineering of the University of Cambridge.
As required by University Statute, I hereby declare that this dissertation is not substantially the
same as any that I have submitted for a degree at any other University, is the result of my own
work, and includes nothing which is the outcome of work done in collaboration.
Michael Cantoni
St. John's College
Cambridge
March 12, 1998.
ii
Contents
Abstract i
Acknowledgements ii
Notation vi
1 Introduction 1
1.1 Motivation and Background 1
1.2 Overview of Contents 3
2 Preliminaries 6
2.1 Introduction 6
2.2 Functional Analysis 6
2.2.1 Topological, Metric, Vector (Linear) and Hilbert Spaces 6
2.2.2 Operator Theory 11
2.2.3 Analytic Functions 15
2.3 Signals and Systems Theory 16
2.3.1 Signals 16
2.3.2 Systems 20
2.3.3 ClosedLoop Systems 24
2.4 LSI StateSpace Systems and DiscreteTime Synthesis 27
2.4.1 Reachability, Observability, Stabilisability and Detectability 28
2.4.2 Stability 31
2.4.3 QuadraticRegulator and FullInformation `Z2+()InducedNorm Synthesis 32
iii
iv
Symbols
R (R+ ) set of real numbers (nonnegative reals)
Z (Z+) set of integers (nonnegative integers)
C set of complex numbers
D open unit disc in the complex plane
T unit circle in the complex plane
E complement of the open unit disc; E :=C D
H the interval [0; h) of the real line
][ the integer part of a real number
2 is an element of
is a subset of
[ union of two sets
\ intersection of two sets
Cartesian product of two sets
:= lefthand side is dened by righthand side
=: righthand side is dened by lefthand side
,, m if and only if
A ,F this font is used to denote general sets
B, W this font is used to denote general Banach Spaces
H, U this font is used to denote general Hilbert spaces
k kV norm on the vector space V
h; iH inner product on the Hilbert space H
H U (or U? )
orthogonal complement of U in H
U Y orthogonal direct sum of U and Y
U orthogonal projection onto U
GkF parallel projection onto G along F
BU!Y the set of bounded, linear operators mapping U to Y
D domain of a linear operator
R range of a linear operator
K kernel of a linear operator
G (G ) 0
graph (inversegraph) of a linear operator
jH restriction of an operator to H
1 inverse of an operator
adjoint of a bounded, linear operator
spec() spectrum of a bounded, linear operator
rad() spectral radius of a bounded, linear operator
() singular values of a bounded, linear operator
fg maximum singular value of a compact operator
fg minimum singular value of a compact operator
vi
vii
Symbols ctd.
YS(B) vector space of Bvalued signals on the time interval of denition S
P the projection that truncates a signal to zero after t =
U unilateral shift by on YR+()
S unilateral shift on YZ+()
L2R+(H) the Hilbert space of Hvalued, (Lebesgue) squareintegrable signals in
YR+(H) (i.e. the niteenergy, continuoustime signals)
L2R;+e (H) the extended space corresponding to L2R+(H)
`Z2+(H) the Hilbert space of Hvalued, squaresummable functions in YZ+(H)
(i.e. the niteenergy, discretetime signals)
`Z2;+e (H) the extended space corresponding to `Z2+(H)
H2D (H) the Hardy space of Hvalued functions of a complex variable, that are
analytic in D and (Lebesgue) squareintegrable on T
Z the ZTransform (isomorphism between `Z2+(H) and H2D (H))
H1
D (BU!Y ) the Hardy space of BU!Y valued functions of a complex variable, that
are analytic and bounded in D
k k1 the norm on H1 D (BU!Y )
M the multiplication operator with symbol
L2H (H) the Hilbert space of (Lebesgue) squareintegrable, Hvalued functions
dened on the nitehorizon H
W the timelifting operator (isomorphism between L2R+(H) and
`Z2+(L2H (H)))
Acronyms
LPTV linear periodicallytimevarying
LSI linear shiftinvariant (discretetime)
LTI linear timeinvariant (continuoustime)
SD sampleddata
TPBVP twopoint, boundaryvalue problem
1
Introduction
Classifying systems according to way their behaviour varies with time (for example, invariantly or
periodically) imparts additional structure to the mathematical frameworks used to study them. It
is for this reason that linear, timeinvariant (LTI) systems are wellunderstood and robust control
1 Embedded in the notion of achievable behaviour is the assumption that such a controller corresponds exactly to
a physically realisable system.
1
2 Introduction
theory relatively mature for this class of systems [Zam81, Fra86, ZDG95]. The work presented in
this dissertation arises from a desire to characterise sensible frameworks for design and robustness
analysis of closedloop systems that exhibit linear, periodicallytimevarying (LPTV) behaviour.
The primary motivation for this stems from the widespread use of digital hardware (computers) to
implement control strategies for continuoustime systems, which invariably leads to timevarying,
closedloop behaviour, that is often periodic in nature. Since digital hardware can only process
discretetime information, any digital controller employed to control a continuoustime system in
closedloop incorporates a sampling device at the input, which is used to convert continuoustime
signals into discretetime signals, and a hold device at the output, which is used to convert discrete
time signals into continuoustime signals. Systems like this, in which there is a hybrid mixture of
continuoustime and discretetime signals, are called sampleddata (SD) systems. In practice, it
is common for the sampling device to operate at a xed rate (period) and for the hold device
to be synchronised with the sampler. In this situation, even if the discretetime controlstrategy
implemented in digital hardware does not exhibit timevarying behaviour, the controller as a whole
does. This is because the sampling process is periodically timevarying in the following sense: given
a continuoustime input u to a (xedrate) sampling device and corresponding discretetime output
y, the output of the sampler in response to a timeshifted version of u corresponds to a timeshifted
version of y if and only if the timeshift is an integer multiple of the sampling period. As further
motivation, it is interesting to note that SD systems are not the only periodicallytimevarying
systems encountered in engineering and science. For example, given a timeinvariant, nonlinear
model of a system and a desired timeperiodic trajectory, a linearisation about this gives rise to an
LPTV model. Such models arise naturally for systems that involve reciprocating (rotating) masses
and in celestial mechanics, for example.
The origins of robust control theory lie with the Small Gain Theorem [Zam66] and the seminal work
of Zames [Zam81]. Further advances, in terms of qualitative results characterising the uncertainty
types to which closedloop systems can be desensitised, were made with the denition of the graph
topology, in which two systems are considered similar (or close) if any reasonable controller for the
rst achieves similar closedloop behaviour with the second [ZES80, VSF83, Vid84]. Quantitative
results followed for LTI systems with the development of several metrics that induce the graph
topology for such systems: the gap metric [ZES80, Geo88]; the graph metric [Vid84]; and the
gap metric [Vin93a]. Of specic interest in this dissertation is the gap metric, which for LTI
systems, as shown in [GS90], is intimately related to the notion of coprimefactor uncertainty [VK86,
MG90]. This relationship is particularly important, because it is known that the mathematical
framework used to study robustness to coprimefactor uncertainty has useful performanceindicating
properties. These properties were exploited in [MG90] in the development of a robust, control
1.2 Overview of Contents 3
system, design procedure for LTI systems, using notions of classical, frequencydomain loopshaping.
The main goal of the work presented in this dissertation is to establish results analogous to some
of those mentioned above for LPTV systems.
Mathematical analysis is of very little use from an engineering perspective unless computational
procedures exist to exploit it for specic classes of systems. Hence the widespread use of state
space tools in robust control theory [DGKF89, ZDG95, GL95]. As such, a considerable component
of this dissertation is devoted to developing numerical algorithms for automated analysis and syn
thesis. More specically: a computational procedure is developed for calculating the new notion of
frequency response introduced; it also is shown how to compute the gap between any two LPTV
systems that admit stabilisable and detectable, statespace realisations; nally, new formulae are
derived for H1 , SD synthesis, with discussion of numerical issues that arise and how they should
be handled.
Chapter 3: A new notion of frequency response for LPTV systems is developed in this chap
ter. It is dened in terms of the averagepower of the asymptotic response of an LPTV system
to sinusoids of a single frequency. The performanceindicating properties of this new, frequency
domain, analysis tool are intuitive and it is used to derive frequencybyfrequency bounds on partic
ular performanceindicating, closedloop operatorgains, which facilitate the design of parametric
weights used in a new H1 loopshaping based design procedure proposed for SD, controlsystem
development.
Chapter 4: The primary purpose of this chapter is to present qualitative and quantitative results
that characterise the uncertainty types to which LPTV, closedloop systems can be desensitised.
These results are obtained in terms of the gap metric, which is a measure of the distance between the
graphs of two systems. Towards establishing the desired robustness results, socalled strongright
and strongleft representations of the graphs of stabilisable, LPTV systems are shown to exist. It is
established that these representations can be used to characterise closedloop stability, which leads
to a Youlastyle parameterisation of stabilising controllers. A formula for the directedgap between
two LPTV systems is then derived. The formula obtained is essentially a generalisation of that in
[Geo88] for LTI systems and it is crucial to the development of the robustness results obtained.
Specically, the largest gapball of LPTV plants, centred at a nominal plant, that a nominal, sta
bilising controller is guaranteed to stabilise, is identied. Further to this, the maximallytolerable,
simultaneous gapperturbation to both the nominal plant and controller is characterised. Qual
itatively, it is shown that the topology induced by the gap metric on a general class of LPTV
systems, is the weakest with respect to which closedloop stability is a robust property and closed
loop performance varies continuously. That is, the gap metric on LPTV systems induces the graph
topology. All of the results derived accommodate innitedimensional, input/output spaces and
importantly, apply to the special case of LPTV, SD controlsystems.
Chapter 5: In this chapter a numerical procedure is developed for computing the gap (to any
desired accuracy) between LPTV systems that admit stabilisable and detectable, statespace reali
sations. Much of the chapter is devoted to obtaining nitedimensional and hence, computationally
tractable, necessary and sucient conditions for the existence of a solution to a related LSI, full
information, `Z2+()synthesis problem, used to establish bounds on the directed gap. Twopoint,
boundaryvalue problems (TPBVPs) are used extensively in this chapter, to characterise particular
combinations of nitehorizon integraloperators that arise in this approach.
1.2 Overview of Contents 5
Chapter 6: A new, compact derivation of statespace formulae is presented in this chapter for
H1 , SD synthesis. Numerical issues are discussed and it is shown how to restructure the formulae
obtained to give a numerically robust procedure for computing the statespace matrices of the so
called SDequivalent generalisedplant.
Chapter 7: In this chapter the main contributions of this work are summarised and potential
directions for future research identied.
2
Preliminaries
2.1 Introduction
The purpose of this chapter is to collect preliminary results that will facilitate the understanding
of material presented in the main body of this dissertation. The basic structure of the chapter is
as follows: fundamental results from functional analysis, which are used throughout, are given in
Section 2.2; in Section 2.3, the signal and system spaces considered in this dissertation are dened
and fundamental results concerning the stability of closedloop systems presented; statespace tools
for LSI system analysis and synthesis are presented in Section 2.4; nally, fundamental results
concerning stability and closedloop, inducednorm analysis for SD controlsystems expressed in
linearfractional form are presented in Section 2.5.
A mapping (or function) between two set A1 and A2 , denoted by f : A1 ! A2 , relates each
element of A1 to a single element of A2 . The mapping f is said to be injective (or onetoone) if
for every y 2 F :=fx 2 A2 : x = f (u); for some u 2 A1 g there is a unique u 2 A1 that satises
y = f (u). The mapping is said to be surjective (or onto) if A2 = F and it is called bijective, if it
is both injective and surjective. If f is injective then f 1 : F ! A1 , dened to relate each element
y 2 F to the elements u 2 A1 which satisfy y = f (u), is well dened as a mapping in that it relates
each element in F to a single element in A1 . f 1 is called the (set theoretic) inverse of f and if f
is bijective, then f 1 is a welldened mapping on the whole of A2 .
A topology on a set A is a collection of subsets of A , called open sets, such that the empty set
; 2 , A 2 and arbitrary unions and nite intersections of sets in are in . A subset A1 A
is said to be a closed set (with respect to ) if its complement
A1c :=fx 2 A : x 62 A1g;
is a set in . That is, if its complement is open. A topology on A is said to be Hausdor if for
any two elements x; y 2 A , there are two open sets Ux and Uy with empty intersection, such that
x 2 Ux and y 2 Uy . That is, it is possible to distinguish between any two points in a set equipped
with a Hausdor topology. Given two topologies 1 and 2 on a set A , 1 is said to be weaker
than 2 if all sets in 1 are contained in 2 .
It is often convenient to specify a topology by giving a basis for it. A basis for a topology , is
a subcollection of subsets of A such that and every set in is a union of sets in . A
given collection of subsets of A is a basis for a topology on A if and only if every element of A
is in some set in and for any A1 ; A2 2 , A1 \ A2 is a union of sets in .
A topological space is dened to be a set equipped with a topology. Given a set A and a topology
on A , T(A ; ) denotes the corresponding topological space. If the topology is Hausdor
then T(A ; ) is called a Hausdor space. Given two topological spaces T(A1 ; 1 ) and T(A2 ; 2 ),
the product topology on the Cartesian product A1 A2 is the topology generated by the basis
fU1 U2 : U1 2 1 ; U2 2 2"g. Thus,
# a subset A A1 A2 is an open set in the product
topology if and only if for every x 2 A there exist open sets U1 2 1 and U2 2 2 such that
" # y
x 2U U A.
1 2
y
A subset N (x) A is said to be a neighbourhood of a point x in a topological space T(A ; ),
if there exists an open set U 2 such that x 2 U N (x). A sequence fxk g1 k=0 in a topological
space T(A ; ) is said to converge to a point x 2 T(A ; ), denoted xk ! x (or limk!1 xk = x),
if for every neighbourhood N (x) of x there exists a positive integer K such that xk 2 N (x) for
all k K . If T(A ; ) is a Hausdor space then any convergent sequence converges to a unique
point. Given two topological spaces T1 (A1 ; 1 ) and T2 (A2 ; 2 ), a mapping f : A1 ! A2 is called
continuous (with respect to 1 and 2 ) if Y 2 2 implies that f 1(Y ) 2 1 , where f 1(Y ) denotes
the inverse image of Y under f .
An inner product on a vector space V over F , denoted by h; iV , is a mapping from the Cartesian
product V V to F such that for all x; y; z 2 V and each 2 F , the following hold:
(IP1) hx; yiV = hy; xiV ;
(IP2) hx; yiV = hx; yiV ;
(IP3) hx + y; z iV = hx; z iV + hy; z iV ;
(IP4) hx; xiV 0 and hx; xiV = 0 , x = 0,
where the overbar in (IP1) denotes complex conjugation. An inner product induces the following
p
norm on V : kxkV := hx; xiV for all x 2 V . A vector space equipped with an inner product is
called an innerproduct space and can be considered a normed space (and hence, a metric and
topological space). If an innerproduct space is complete with respect to the metric induced by
the inner product (via the norm dened above), then it is called a Hilbert space. In the sequel,
the Euler Script font (H; U for example) is used to identify a Hilbert space, unless it is a special
Hilbert space such as those dene in SubSection 2.3.1.
When it is clear from context what H is, the short hand U? is used to denote H U. If U is a
closed subspace then each x 2 H can be uniquely decomposed as x = u + x1 where u 2 U and
2.2 Functional Analysis 11
x1 2 U?. Bearing this in mind, the mapping of each x 2 H to the corresponding u 2 U is called
an orthogonal projection and is denoted by the symbol U . In the sequel, the symbol denotes
the orthogonal direct sum, by which Y U is identied with the Cartesian product Y U and has
inner product dened for all y1 ; y2 2 Y and u1 ; u2 2 U by
*" #" #+
y1 ; y2 :=hy1 ; y2 iY + hu1 ; u2 iU :
u1 u2 YU
The notation Hn is used to denote the Hilbert space Hn := H H
{z H}.
n times
A set of vectors fek gk2K H (where K is a (possibly uncountable) index set) is said to be
orthonormal if kek kH = 1 and hek ; el iH = 0 for k 6= l in K . If the only vector in H orthogonal to
all ek 's is the zero vector, then such a set is called a complete, orthonormal basis for H. Given an
orthonormal basis fek gk2K for a Hilbert space H, any vector x 2 H can be expressed as
X
x= hx; ek iH ek :
k2K
The set fhx; ek iH gk2K uniquely (with respect to the basis fek gk2K ) represents x. Given an x and
P P
y in H with expansions k2K k ek and k2K k ek respectively, then
X
hx; y iH = k k :
k2K
P P
Furthermore, if fk gk2K is a subset of C such that k2K jk j2 < 1, then k2K k ek is in H.
In the sequel, any nonspecic, Hilbert space considered is assumed to have countable basis. Such
Hilbert spaces are said to be separable.
P (v1 + v1 ) = Pv1 + Pv2 :
All operators considered in the sequel are linear and almost all are dened on Hilbert spaces. Let
U and Y be two Hilbert spaces and P : DP U ! Y be a linear operator where
DP :=fu 2 U : Pu 2 Yg
12 Preliminaries
is called the parallel projection onto G along F. Correspondingly, FkG := x 7! f is called the
parallel projection onto F along G. Since G and F are closed, linear subspaces, it follows that
the graphs of the parallel projection operators are linear and closed. Hence, by the Closed Graph
Theorem, the parallel projections are bounded. Note also, that kk k 1.
Given a bounded, linear operator P 2 BU!Y, there exists a unique operator P 2 BY!U such that
for all u 2 U and y 2 Y
hPu; y iY = hu; P yiU :
The operator P is called the adjoint operator and kP k2 = kP k2 = kP P k. A useful result is
that KP = (RP )?. A linear operator P 2 BU!U is called selfadjoint if P = P . Such an opera
tor is said to be positive denite (respectively positive semidenite), denoted P > 0 (respectively
P 0), if there exists a real number > 0 such that for all u 2 U, hu; PuiU hu; uiU (respec
tively hu; PuiU 0). Similarly, a selfadjoint operator P 2 BU!Y is said to be negative denite
(respectively negative semidenite), denoted P < 0 (respectively P 0), if P > 0 (respectively
P 0). A selfadjoint operator P is said to be idempotent if P 2 = P .
An operator P 2 BU!Y, where U and Y are Hilbert spaces, is said to be an isometry if hPu; PuiY =
hu; uiU for all u 2 U and unitary if RP = Y and P is an isometry. P 2 BU!Y is called a coisometry
if RP = Y and P is an isometry. Two Hilbert spaces U and Y are said to be isomorphic if there
exists a bijective operator Y 2 BU!Y, called an isomorphism, such that
hu1 ; u2 iU = hY u1 ; Y u2 iY
for all u1 ; u2 2 U. Two operators P1 and P2 dened on Hilbert spaces are said to be equivalent if
there exists an isomorphism Y such that P1 Y = Y P2 .
Given a Hilbert spaces U and an operator P : DP U ! U that is injective (or equivalently
KP = f0g), then P has a well dened, settheoretic inverse dened on RP . The inverse operator
is denoted by P 1 and the following equalities hold: P 1 P = I jDP and PP 1 = I jRP , where I
denotes the identity map (that is, the operator which maps each element of a vector space to itself).
It follows by the Open Mapping Theorem (cf. [Bol90, pg 80] for example), that if P 2 BU!U is
bijective then P 1 2 BU!U. In the sequel, an operator P 2 BU!U is said to be (boundedly)
invertible if P 1 2 BU!U. The spectrum of an operator P 2 BU!U is dened to be the set
spec(P ) :=f 2 C : (I P ) is not invertible in BU!Ug
and the point spectrum to be the subset of spec(P ) for which (I P ) is not injective. The point
spectrum is a set of discrete points in C and its elements are often called the eigenvalues of P . If U
14 Preliminaries
or Y is nitedimensional (in the sense that there is a nitelycountable, complete basis for them),
then all 2 spec(P ) are eigenvalues. The spectral radius of a linear operator P 2 BU!Y is dened
by
1
rad(P ) := sup jj = lim kP n k n
n!1
kP k:
2spec(P )
If P is selfadjoint, then its spectrum is real and rad(P ) = kP k.
A bounded, linear operator P 2 BU!Y is said to be compact if for every bounded sequence fuk g1 k=0
in U there is a subsequence fukn g1
n=0 , such that Pu kn converges in Y when equipped with the norm
topology. If U is nitedimensional then P is compact. A compact operator P 2 BU!Y has the
following important properties:
(C1) for any R 2 BY!H, RP 2 BU!H is compact and for any R 2 BH!U, PR 2 BH!Y is compact;
(C2) the eigenvalues of P constitute a countable set;
(C3) the adjoint operator P is compact.
Another important property of compact operators is that every nonzero spectral value of a compact
operator is an eigenvalue and the only possible accumulation point1 of the spectrum is 0.
A number 2 R+ is said to be a singular value of a bounded, linear operator P 2 BU!Y if 2 is
an eigenvalue of P P 2 BU!U. The set of singular values of an operator P 2 BU!Y is denoted by
(P ) :=f 2 R+ : 2 is an eigenvalue of P P g:
If P 2 BU!Y is compact then so is P P and hence, the spectrum of P P is completely characterised
by the countable set of singular values (P ). Then since P P is selfadjoint, it follows that given
a compact operator P 2 BU!Y
p p
kP k = kP P k = rad(P P ) = fP g;
where
fP g := max
2(P )
is called the maximum singularvalue. The minimum singularvalue of a compact, bounded, linear
operator is dened similarly by
fP g := 2min
(P )
:
point x in a metric space X (A ; d) is said to be an accumulation point of a subset M X (A ; d) if every
1A
neighbourhood of x in the metric topology contains at least one point in M that is distinct from x.
2.2 Functional Analysis 15
Furthermore, since for such a function the norm kf (z )kW is continuous on any open subset of U,
it follows that kf (z )kW satises a maximum principle on any connected, open subset of U1 U in
the following sense: kf (z )kW has no maximum on U1 or it is constant on U1 (cf. [Ahl79, pg. 135]
for example).
2.3.1 Signals
In systems theory a signal space is usually dened to be a vector space of functions mapping a
time interval of denition (for example R+ or Z+) to a Banach space. A system is then dened
to be an operator mapping between signal spaces. Given a Banach space B and a time interval
of denition S, let YS(B) denote the vector space of Bvalued functions dened on S. That is,
YS(B) :=ff : f : S ! Bg. Functions in YZ+(B) are often called discretetime signals and functions
in YR+ (B) continuoustime signals. As it stands, YS(B) has little structure and would be dicult
to work with. So it is standard to introduce a norm on YS(B), which gives rise to a normed
(linear) subspace W :=ff 2 YS(B) : kf kW < 1g. Often, the norm is selected so that W is a
Banach space or Hilbert space. Given such a W , it is generally useful to dene the extension of
W . Extended spaces play an important role in systems theory and are particularly important in
the study of causal operators and the wellposedness of closedloop systems [Wil71]. Let P denote
the projection dened for f 2 YS(B) by
(
f (t) for t ; t 2 S
(P f )(t) := :
0 otherwise
Then for a Banach space W YS(B), the extended space W e is dened to be
W e :=ff 2 YS(B ) : P f 2 W for all nite 2 Sg:
It is important to note that although W e is a vector space it is not normed. In this dissertation,
attention is restricted to the continuoustime signalspace L2R+ (H) and the discretetime signal
space `Z2+(H) (and their respective extensions) dened below.
Let H be a Hilbert space. The Hilbert space of Hvalued functions f 2 YR+ (H) that satisfy
Z1
kf k2L2 (H) := hf (t); f (t)iH dt < 1;
R+ 0
2.3 Signals and Systems Theory 17
In systems theory it is often convenient to work with spaces that are isomorphic to the original
timedomain signalspace concerned. To this end, let L2T(H) denote the Hilbert space of functions
f : T ! H that satisfy
Z 2
2
kf kL2 (H) :=
1 f ( ej! ); f (ej! ) d! < 1:
T 2 0 H
The innerproduct that induces this norm is
Z 2
By denition of the ZTransform isomorphism, it follows that the unilateral shift acts as multipli
cation by on H2D (H). That is, (S')() = '() for ' 2 H2D (H).
Recall that given a real number h > 0, the symbol H denotes the interval [0; h) R+ . L2H (H) is
used to denoted the Hilbert space of Hvalued functions f : H ! H that satisfy
Zh
kf kL2 (H) := hf (t); f (t)iH dt < 1:
H
0
The inner product on L2H (H) is dened by
Zh
hf; g iL2 (H) := hf (t); g (t)iH dt;
H 0
which induces the norm used in the denition. L2H (H) is really the truncation of L2R+ (H) to the
interval H and henceforth, the symbol \ (" above a character is used to denote a vector in L2H (H)
or a sequence of such vectors.
The following operator plays a pivotal role throughout this dissertation: given a real number
h > 0, the bijective operator W : L2R;+e (H) ! `Z2;+e(L2H (H)) is dened by
(f () :=(Wf ) = f (kh + ) ( 2 H ):
k k
It acts as an isomorphism between the two Hilbert spaces L2R+ (H) and `Z2+(L2H (H)) and is referred
to as the timelifting isomorphism. Its inverse is denoted by W 1 . The importance of this operator
lies in the fact that it intertwines the continuoustime, unilateral shift by h and the discretetime,
unilateral shift. That is, Sk W = WUkh for all k 2 Z+. In this way, a shift by h in LR2;+e (H)
corresponds to a shift in `Z2;+e (L2H (H)) by a single timestep.
Let U and Y be arbitrary Hilbert spaces. In the sequel, bounded operators that map the discrete
time signal space `Z2+(U) to `Z2+(Y) and commute with the unilateral shift, play a signicant role.
Related to these operators, is the Hardy space H1 5
D (BU!Y ) of BU!Y valued functions : D ! BU!Y
that are bounded and analytic in the open, unit disc D . Given a function 2 H1
D (BU!Y ), boundary
values can be dened by application of Fatou's Theorem to ()u for u 2 U (cf. [FF90, pg.
234]). The resultant boundary values (ej! ) can be considered an extension of () to T and are
essentially bounded on T. k k1 denotes the norm on H1 1
D (BU!Y ), which given 2 HD (BU!Y ) is
dened by
kk1 := sup k()k = ess sup k(ej! )k;
2D !2[0;2)
5 Recall that BU!Y denotes the Banach space of all bounded, linear operators mapping U to Y.
20 Preliminaries
where the second equality follows from the fact that k()k satises a maximum principle on D
(cf. SubSection 2.2.3). An essentiallybounded, BU!Yvalued function @ : T ! BU!Y is said
to be rigid if @ (ej! ) is an isometry almost everywhere on T. A function : D ! BU!Y is
said to be inner if 2 H1 D (BU!Y ) and the function associated with its boundary values is rigid.
Corresponding to each 2 H1 D (BU!Y ) is a multiplication operator M : HD (U) ! HD (Y), dened
2 2
by (M ')() :=()'() for all ' 2 H2D (U) and 2 D .
Recall that `Z2+(U) and H2D (U) are isomorphic via the ZTransform isomorphism and hence, that
a linear operator F : `Z2+(U) ! `Z2+(Y) is equivalent to a linear operator ZFZ 1 : H2D (U) ! H2D (U)
(and viceversa). Interestingly, if F is bounded and commutes with the unilateral shift, then ZFZ 1
can be expressed as a multiplication operator with symbol in H1 D (BU!Y ), as is summarised in the
following proposition:
Proposition 2.2 [FF90, pg. 235] Given a bounded, linear operator F : `Z2+(U) ! `Z2+(Y) that
commutes with the unilateral shift, there exists a function ^F 2 H1
D (BU!Y ) such that F = Z M^
1 Z
F
and moreover, F is an isometry if and only if ^F is inner. Furthermore, any multiplication operator
M with symbol 2 H1D (BU!Y) is bounded and linear shiftinvariant on H2D (U), with kMk =
kk1 .
2.3.2 Systems
A system is dened to be an operator mapping between signal spaces. In this dissertation attention
is restricted to systems dened on the continuoustime signalspace L2R+ () (or a subspace of this)
and its extension L2R;+e (), and the discretetime signalspace `Z2+() (or a subspaces of this) and
its extension `Z2;+e (). As a general rule, continuoustime systems and all associated operators (for
example operators associated with a statespace realisation) are denoted throughout by italic,
uppercase, Roman letters (P; F for example). Discretetime systems and all associated operators
(for example operators associated with a statespace realisation) are denoted by uppercase, Euler
letters (P; F for example). In what follows, let U and Y be Hilbert spaces and for notational
convenience dene V :=U Y.
Two important concepts in systems theory concern the timing of inputoutput pairs. The rst is
causality, which is a fundamental property of physically realisable systems. An operator is said to
be causal if the output does not depend on future values of the input. More formally, a continuous
time system P : L2R;+e (U) ! L2R;+e (Y) is said to be causal if given any 2 R+ , P Pu1 = P Pu2 for
all u1 ; u2 2 L2R;+e (U) that satisfy P u1 = P u2 . Further to this, P is said to be strongly causal if it
is causal and given any 2 R+ , > 0 and 1 (1 2 R+ ), there exists a > 0 such that for all
2.3 Signals and Systems Theory 21
and satises condition (2.3). Note that all of this also holds in discretetime with obvious notational
modications.
Further to the denition of causality for systems not dened on extended space, it is also convenient
to clarify the notions of timeinvariance and periodic timevariation for these systems. A causal
system P : DP L2R+ (U) ! L2R+ (Y) is said to be timeinvariant (respectively periodically time
varying) if U GP GP (respectively Ukh GP GP ) for all 2 R+ (respectively k 2 Z+). Clearly, if
P is induced by a timeinvariant (respectively periodically timevarying) system Pe on the extended
space, then P is timeinvariant (respectively periodically timevarying) in the sense just dened.
It goes without saying, that similar denitions hold in discretetime. Now before proceeding to
dene precisely the systems considered in the sequel, it is necessary to make one more technical
denition. A causal, system P : L2R;+e (U) ! L2R;+e (Y) is said to be (time) locally Lipschitzcontinuous
on L2R;+e (U) if and only if for all 2 R+ ,
kP (Pu1 Pu2 )kL2R+(Y)
sup
u1 ;u2 2L2R;+e (U) kP (u1 u2 )kL2R+(U) < 1:
P u1 6=P u2
A similar denition (with obvious notational modications) holds in discretetime. Also note that
although the concepts introduced above hold for a wide class of nonlinear systems, only linear
systems are considered in this dissertation.
Denition 2.3 Given two Hilbert spaces U and Y, PU!Y is dened to be the set of causal, linear,
periodicallytimevarying (LPTV) (with period h), continuoustime systems
Proof : Note that the graph of P is simply the graph of P under the timelifting isomorphism.
That is, GP = WGP . So since GP corresponds to a linear operator it follows that GP does too.
That P is causal is immediate, because Pk GP = WPkhGP for all k 2 Z+, which since PkhGP
corresponds to the graph of a linear operator (as P is causal), implies that P is causal. Similarly,
since Sk W = WUkh for any k 2 Z+, it follows that
Sk GP = WUkhGP WGP = GP
and hence, that P is also shiftinvariant.
For notational convenience the set of causal, LSI operators is dened below:
Denition 2.5 Given two Hilbert spaces U and Y, DU!Y is dened to be the set of causal, LSI,
discretetime systems
P : DP `Z2+(U) ! `Z2+(Y):
A system P 2 DU!Y is called stable if DP = `Z2+(U) and kPk < 1.
By representing each signal in `Z2+() as a column vector with kth entry corresponding to the signal's
value at time k (that is, with respect to the standard basis for `Z2+()), it follows by causality and
shiftinvariance, that every system P 2 DU!Y has block, lowertriangular, Toeplitz structure
2 3
66 PP[0] P0 0
7:
7
4 [1] [0]
.. ... ... ...
5
.
This Toeplitz representation can be uniquely identied with the sequence fP[i]g1 i=0 and will be used
extensively in the sequel. If P 2 DU!Y is causally extendible to a locallyLipschitzcontinuous
system Pe : `Z2;+e (U) ! `Z2;+e (Y), then each P[i] 2 BU!Y.6 Given such a system P, it is straightforward
to show, using its Toeplitz representation, that P is equivalent via the ZTransform isomorphism
to a multiplication operator on (a subspace of) H2D (U) with symbol
X1
P^ () := P[i]i;
i=0
analytically dened on some open subset of D (it is useful to note that P[0] = P^ (0)). If P is also
stable, then it follows by Proposition 2.2, that P^ () 2 H1
D (BU!Y ). Henceforth, the symbol \^" is
used to denote the frequencydomain symbol of the multiplicationoperator representation of an
LSI system.
6 If U and Y are nitedimensional Hilbert spaces, then all systems in DU!Y have locallyLipschitzcontinuous
2;e ().
extension to the extend space `Z+
24 Preliminaries
d1 + u1 y1
P
6
y2 C u ?+
2 d2
the systems P : L2R;+e (U) ! L2R;+e (Y) and C : L2R;+e (Y) ! L2R;+e (U) are causal and locallyLipschitz
continuous. For notational convenience, dene V :=U Y. The closedloop system is denoted by
[P; C ] and the functional equations describing it are
u1 = d1 y2 ;
u2 = d2 y1 ;
y1 = Pu1 ;
y2 = Cu2:
An important concept in the study of closedloop systems is wellposedness. Wellposedness is
primarily concerned with the existence and uniqueness of solutions to the functional equations
describing the closedloop, causality of the closedloop and adequacy of mathematical models to
represent physical systems. For further details and discussion of the physical signicance of well
posedness, the reader is referred to the seminal work of Willems [Wil71, Chap. 4].
2.3 Signals and Systems Theory 25
Denition 2.8 Given causal, locallyLipschitzcontinuous systems P and C , the closedloop [P; C ]
is said to be wellposed [Wil71, pg. 90] if
(i) The system
" # " # " #
I C u d1
: 1 2 L2;e (U) L2;e (Y) 7!
R+ R+
2 L2R;+e (U) LR
2;e (Y);
+
P I u2 d2
is bijective and hence, invertible on L2R;+e (U) L2R;+e (Y). That is, for any inputs d1 2 LR2;+e (U)
and d2 2 L2R;+e (Y) there exists a unique solution to the closedloop equations.
(ii) The signals u1 , u2 , y1 and y2 depend causally on d1 and d2 . Combined with (i), this
requires that the following system be causal:
" # 1 " # " #
He (P; C ) := I C d
: 1 2 L2R;+e (U) L2R;+e (Y) 7!
u1 2 L2R;+e (U) LR
2;e (Y):
+
P I d2 u2
(iii) On nite intervals of time (R+ ), the signals u1 , u2 , y1 and y2 depend Lipschitzcontinuously
on d1 and d2 . Combined with (i) and (ii), this requires that He (P; C ) be causal and locally
Lipschitzcontinuous.
(iv) The solution to the closedloop equations is insensitive to veryhighfrequency modelling
errors, such as small transmission delays.
Proposition 2.9 [Wil71, Chap. 4] A sucient condition for the closedloop [P; C ] to be wellposed
is that either P or C be strongly causal.
Remark 2.10 In a mathematical representation of a physical, closedloop system, it is natural
to assume that at least one of the mathematical models P and C is strongly causal. To see this,
observe that in closedloop P and C transmit information to each other and that in a physical
system the transmission of information cannot occur instantaneously, which is in line with the
denition of strong causality. 
In addition to wellposedness, it is desirable that the system H ("P; C #) : DH (P;C ) ! L2R+ (V) induced
by He (P; C ), satises DH (P;C ) = L2R+ (V). That is, an input d1 2 L2R+ (V) to the closedloop
d2
corresponds to closedloop outputs u1 ; y2 2 LR+ (U) and y1 ; u2 2 L2R+ (Y).
2
Denition 2.11 If for a given pair of causal, locallyLipschitzcontinuous systems P and C , the
closedloop [P; C ] is wellposed and DH (P;C ) = L2R+ (V), then [P; C ] is said to be stable and P
is said to be stabilised by C (and viceversa). A stronger condition is that [P; C ] be wellposed,
26 Preliminaries
DH (P;C ) = L2R+ (V) and kH (P; C )k < 1. In this case, [P; C ] is said to be stable with nite gain.
If the two systems P and C are also linear, it can be shown using the Closed Graph Theorem
that stable with nite gain and stable are equivalent [Wil71, pg. 117]. As such, throughout this
dissertation only the term stable is used.
It is now possible to characterise closedloop stability for the systems considered in this disserta
tion. If in Figure 2.1, P is taken to be in PUe !Y and C in PYe;!scU, then by denition, P and C have
causal extensions Pe and Ce that are locallyLipschitzcontinuous and since Ce is strongly causal,
the closedloop [P; C ] is wellposed (cf. Proposition 2.9). With the closedloop being wellposed, it
follows by condition (i) in Denition 2.8, that the system
" #
I C
: DC DP ! GP + G0C
P I
is injective onto GP + G0C and hence, that GP 0
\ GC = f0g. So on DH (P;C ) :=GP + G0C it has a
welldened (set theoretic) inverse
" # 1
I C
H (P; C ) := : DH (P;C ) L2R+ (V) ! DC DP :
P I
By the denition of stability, it is then clear that [P; C ] is stable if and only if DH (P;C ) :=GP + G0C =
L2R+ (V) (with GP \ G0C = f0g). Furthermore, since all of the systems involved are linear, this is
equivalent to stable with nite gain. This is summarised in the following proposition, which is
reasonably standard and has also appeared in [OS91, FGS93, GS93], for example.
Proposition 2.12 With P 2 PUe !Y and C 2 PYe;!scU, the closedloop [P; C ] is stable if and only
0 0
if GP and GC induce a coordinatisation of L2R+ (V). That is, if and only if GP \ GC = f0g and
0
GP + GC = L2R+ (V).
Remark 2.13 Necessity of Proposition 2.12 holds for P 2 PUe !Y and C 2 PYe !U, but suciency
may not always hold in this case. To see why, note that" while #the condition fGP ; G0C g is a co
ordinatisation of L2R+ (V) is necessary and sucient for PI CI : DP DC ! L2R+ (V) to have
bounded inverse on L2R+ (V), it does not guarantee that the closedloop is wellposed. However,
with C strongly causal the closedloop is always wellposed (cf. Proposition 2.9) and for technical
simplicity this was assumed. Although rather mild (cf. Remark 2.10), that C be strongly causal is
not the weakest assumption required for the Proposition to hold.7 In fact, Proposition 2.12 holds
for any wellposed, plant/controller pair: for example, P 2 PUe;!
sc and C 2 P
Y Y!U (cf. Proposition
2.9). 
example another sucient condition for wellposedness is that the product of the instantaneous gains of P
7 For
and C be strictly less than 1 [Wil71].
2.4 LSI StateSpace Systems and DiscreteTime Synthesis 27
The system Pe induces (as described in SubSection 2.3.2) a system P : DP `Z2+(U) ! `Z2+(Y)
in DU!Y and the system of dierence equations (2.4), is said to be a statespace realisation of
P. It" is often# convenient to denote a statespace realisation such as that given in equations (2.4),
by A B . Importantly, a statespace realisation of a system P 2 DU!Y (if it admits one) is
C D
not unique. Suppose that P admits " 1the statespace
# realisation (2.4), then given any invertible
basistransformation T : X ! X, T AT T B is also statespace realisation of P.
1
CT D
Given an initial condition xo 2 X and input signal u =: k 7! uk `Z2;+e (U), the state of the system
of dierence equations (2.4) evolves as:
X
k 1
xk = Ak xo + Ak n 1 Bu
n:
n=0
A terminal state xf 2 X is said to be reachable if there exists a time N < 1 and input signal
u 2 `Z2;+e(U) such that the solution to the state equation (2.4a), satises xN = xf when xo = 0.
The set of reachable states is a property of the pair (A; B) and can be characterised in terms of the
sequence of subspaces C0 ; C1 ; C2 : : : X, dened in terms of A and B as follows:
[p
Cp = RAk B :=R ; (p 2 Z+):
k=0 B AB ApB
Clearly, C0 C1 C2 : : : and it can be shown that the inclusions are strictly proper up to a
certain index r (dependent on A and B), with equality holding thereafter. Since Cp X for all
p 2 Z+, it follows that r < n. CA;B :=Cr is called the reachable subspace and corresponds to the
set of reachable states. It follows by denition, that ACp Cp+1 and in fact, that CA;B is the
smallest Ainvariant subspace containing RB . The pair (A; B) is said to be completely reachable if
CA;B = X.
Given two operators B1 ; B2 : U ! X with RB1 = RB2 , it follows by denition, that CA;B1 = CA;B2 .
In particular the pairs (A; B) and (A; BB ) have the same reachable subspace. To see this, it is
sucient to show that RB = RBB . To this end, note that for any bounded, linear operator X ,
(RX )? = KX , but that it is not possible to write RX = (KX )? unless the range of X is closed.
2.4 LSI StateSpace Systems and DiscreteTime Synthesis 29
Now, since RB X, which is nitedimensional, it follows that B has closed range (since any nite
dimensional subspace is closed [Kre89b]). Hence, RB = (KB )? and RBB = (KBB )?. So to obtain
the desired result, it is sucient to show that KB = KBB . That KB KBB is obvious. To see
the opposite inclusion take any x 2 KBB , by which hx; BB xiX = 0 and thus, hB x; B xiU . That is,
Bx = 0 and the desired result follows as claimed. The importance of this equivalence can be seen by
noting that BB is a nitedimensional operator and hence, is more computationally tractable than
B. For example, to test complete reachability of the pair (A; B), standard nitedimensional tools
can be used to test the equivalent condition of complete reachability of the (nitedimensional) pair
(A; BB ). The combination of innitedimensional but niterank, statespace operators in this way,
arises throughout this dissertation and is fundamental to the development of numerical algorithms
for automated analysis and synthesis of LPTV systems (cf. Chapters 5 and 6 for example).
Another sequence of subspaces of the statespace X, useful in the study of the system of dierence
equations (2.4), is now introduced. Let N0; N1; N2 ; : : : X be dened in terms of A and C as
follows:
\p
Np = KCAk ; (p 2 Z+):
k=0
Observe that N0 N1 N2 : : : , and that the inclusions are strictly proper up to a certain
index r < n (dependent on A and C), with equality holding thereafter. NC;A :=Nr is called the
unobservable subspace and it corresponds to the the subspace of initial states xo 2 X that cannot
be uniquely determined by observing fuk gNk=0 and fyk gNk=0 in equations (2.4), for some nite time
N 2 Z+. The pair (C; A) is said to be completely observable if NC?;A = X. Since the kernel of a
bounded, linear operator is always closed [Kre89b], it follows that
\p !? [p
KCAk =
KCAk ? ; (p 2 Z+):
k=0 k=0
Furthermore, since RC and RA are subspaces of the nitedimensional Hilbert space X, it follows
that R(A )k C is closed for all k 2 Z+ and equal to KCAk ?. As such,
[p
N? =
p KCAk ? :=R (p 2 Z+)
k=0 C AC : : : (A )pC
and hence, NC?;A = CA ;C .
An important and" very #useful result is that complete reachability and observability of a state
space realisation A B , can be characterised in terms of the eigenvalues (or modes) of A and
C D
the range and kernel of B and C respectively. This is summarised in the following proposition.
30 Preliminaries
Recall that a statespace realisation of a system is not unique. With this in mind, " two useful
#
canonical forms, due to Kalman, are now presented. Given a statespace realisation A B of a
C D
system P 2 DU!Y , suppose that (A; B) is not completely reachable (that is CA;B is not the whole
of X). Let fen grn=0 be a basis for CA;B and extend this to the whole of X. Since CA;B is Ainvariant
and RB CA;B , the representations of A, B and C in this basis have the following form:
" # " #
A1 A2 ; B1 and h i
C1 C2 ;
0 A3 0
respectively. By the way the representations above are" constructed,
# it is straightforward to see
that the pair (A1 ; B1 ) is completely reachable and that A1 B1
is a statespace realisation of P.
C1 D
Moreover, (A; B) is stabilisable if and only if spec(A3 ) D . Similarly, if the pair (C1 ; A1 ) is not
completely observable then it is possible to construct a statespace, basis transformation T such
that:
" # " # h i
T 1A1 T = A 11 A 12 B
; T 1B1 = 11 ; C1 T = C11 0 ;
0 A13 B12
" #
(C11 ; A11 ) is completely observable; and A11 B11 is a statespace realisation of P. Furthermore,
C11 D " #
it follows that (A1 ; C1 ) is detectable if and only if spec(A13 ) D . The realisation A11 B11 ,
C11 D
which is completely reachable and completely observable, is called a minimal realisation.
2.4.2 Stability
Consider the homogeneous component of the system of dierence equations (2.4): xk+1 = Axk with
x0 = xo 2 X. Then the state evolves as xk = Ak xo , which corresponds to a sequence in `Z2+(X) if
and only if spec(A) D . If this"is the case,
# then the homogeneous system is said to be stable. Now
given a statespace realisation A B of a system P 2 DU!Y , it can be shown [Vid78] (using
C D
the inputoutput description given in equation (2.5)) that if spec(A) D , then P is inputoutput
stable in the sense that DP = `Z2+(U) and kPk < 1. For the converse to hold however, additional
assumptions are required on the statespace realisation considered. If the statespace realisation of
P is completely reachable, then every Ainvariant subspace (which covers the whole of X) can be
reached by an appropriate niteenergy input sequence. That is, every mode of A can be excited.
If each of these subspaces is observable (that is if (C; A) is completely observable), then for P
to be inputoutput stable it is necessary that all modes of A be stable (that is, spec(A) D ).
In other words if (A; B) is completely reachable and (C; A) is completely observable then input
output stability implies spec(A) D . In fact, in view of the Kalman canonical forms introduced
32 Preliminaries
in the previous subsection, the complete reachability and observability conditions can be relaxed
to stabilisability and detectability, since under these relaxed conditions, A can be decomposed into
a completely controllable and observable part and a part with spectrum contained in D (that is, a
stable part).
It follows by duality that if X is the solution to X AXA = BB , then spec(A) D if and only
if X 0 and (A; B) is stabilisable.
signals. That is, fullinformation control.8 The system to be controlled is assumed to admit a
statespace realisation with nitedimensional statespace. Specically,
where for each xed k 2 Z+, the state xk 2 X (a nitedimensional Hilbert space), the exogenous
disturbance wk 2 W, the control input uk 2 U and the controlled output zk 2 Z (with U; W; Z
possibly innitedimensional, Hilbert spaces). The bounded, linear operators A, B1 , B2 , C, D1 and
D2 are all assumed to be time independent.
Before going on to solve the synthesis problems specied above, some preliminary results con
cerning the discretetime, algebraic, Riccati equation are required. The theory of discretetime,
algebraic, Riccati equations in optimal control originates in [DL70] and [Kuc72], with subsequent
developments by many authors: notably, [PLS80, DGG86, BGPK85, IG91, GL95, IOW97]. The
reader is referred to the books [LR95, BLW91] as general and quite comprehensive references.
This result is fundamental to the solution of both the quadraticregulator and fullinformation,
`Z2+()inducednorm, synthesis problems discussed below.
is the cost at stage k. By the principle of dynamic programming, which states that a sequence
fuk g1
k=0 of decisions is optimal for a problem dened over the horizon [0; 1) if and only if for all
N 2 Z+ the control sequence fuk g1 k=N is optimal for the problem considered over the subhorizon
[N ; 1) [Bel62], it follows that
hxk ; X2 xk iX = umin fhz ; z i + hxk+1 ; X2 xk+1 iX g: (2.8)
2U k k Z
k
This is known as Isaac's equation and is a special form of the HamiltonJacobiBellman equation.
Now note that for all k 2 Z+,
hzk ; zk iZ + hxk+1 ; X2 xk+1 iX
*" #" #" #" #" #+
=
xk ; A C X2 0 A B2 xk
uk B2 D2 0 I C D2 uk XU
*" # " #" C F R2 F2 0
#" #" #+
=
x k ; I F 2 A X2 A + C 2 I 0 xk
uk 0 I 0 R2 F2 I uk XU
*" #" #" #+
x k A X 2 A + C C F2 R2 F2 0 x k
= ;
uk + F2 xk 0 R2 uk + F2 xk XU
= hxk ; (A X2 A + C C F2 R2 F2 )xk iX + huk + F2 xk ; R2 (uk + F2 xk )iU ; (2.9)
36 Preliminaries
where
F2 := R2 1 (D2 C + B2X2A) : X ! U;
R2 := (D2 D2 + B2X2B2) : U ! U:
Then since R2 > 0, it can be seen that the minimum over uk 2 U of equation (2.9) is achieved
uniquely by uk = F2 xk . Furthermore, it follows from equation (2.8), that X2 must satisfy
X2 = AX2A + CC F2 R2 F2: (2.10)
So if uk = F2 xk is stabilising, the synthesis problem is solved.
(ii)
K2 3 = f0g
6
4
A ej I B2 7
5
C D2
for all 2 [0; 2).
" #
To see this suppose that (i) holds and that there exist a nonzero x 2 X U such that
u
" #" #
A ej B2 x
= 0;
C D2 u
for some 2 [0; 2). It then follows that u = (D2 D2 ) 1 D2 Cx and hence, that Ax + B2 u =
(A B2 (D2 D2 ) 1 D2 C)x = ej x and C (I D2 (D2 D2 ) 1 D2 )Cx = 0. This contradicts (i) and
hence, (ii) must hold.
To see the converse, suppose that (ii) holds and that there exists a nonzero x 2 X and a 2 [0; 2)
such that (A B2 (D2 D2 ) 1 D2 C)x = ej x and C (I D2 (D2 D2 ) 1 D2 )Cx = 0. Now note that
(I D2 (D2 D2 ) 1 D2 ) is selfadjoint and idempotent. Hence,
C(I D2 (D2 D2 ) 1D2 )(I D2 (D2 D2) 1 D2 )Cx = 0;
which implies that (I D2 (D2 D2 ) 1 D2 )Cx = 0. It follows then, that
" #" #" #
A ej I B2 I 0 x
= 0;
C D2 (D2 D2 ) 1 D2 C I 0
which contradicts (ii) and hence, (i) must hold. This completes the proof
z is bounded by
. Note that when x0 = 0, the `Z2+()induced norm of the mapping from w to z
is strictly less than
if and only if
kzk2` 2 (Z)
2 kwk2` 2 (Z) kwk2` 2 (W)
Z + Z + Z+
for some > 0 and all w 2 `Z2+(W). As such, the following theorem characterises a solution to the
fullinformation, `Z2+()synthesis problem.
" #
I 0
Proposition 2.22 Let J := 0
2I and assume that D2 D2 > 0, (A; B2 ) is stabilisable and for
all 2 [0; 2)
K2 3 = f0g:
6 A e I B2 7
j
4 5
C D2
" #
Then there exists a causal, LSI, stabilising controllaw of the form u = K x , such that given a
w
real number
> 0,
kzk2` 2 (Z)
2 kwk2` 2 (Z) kwk2` 2 (Z) (2.12)
Z+ Z+ Z+
for all w 2 `Z2+(W) and some > 0 when x0 = 0, if and only if the (discretetime) algebraic, Riccati
equation
X1 = AX1A + C~ JC~ LZ 1L; (2.13)
has selfadjoint, positivesemidenite solution X1 : X ! X such that spec(A BZ 1L) D and
r :=Z1 Z2 Z3 1 Z2 < 0;
where
" #
Z Z1 Z2 : W U ! W U;
:= D~ JD~ + B X1B =: (2.14)
Z Z
" 2# 3
L := D~ JC~ + BX1A =: L1 : X ! W U; (2.15)
L2
" # " # h i
D~ := D1 D2 ; C~ := C and B := B1 B2 :
I 0 0
In this case a causal, LSI, stabilising, fullinformation controllaw achieving the objective is given
by
h i" xk #
u?k = Z3 1 L2 Z2 :
w k
2.4 LSI StateSpace Systems and DiscreteTime Synthesis 39
Proof : The proof of this result follows very closely that of Green and Limebeer [GL95, Ap
pendix B.], with essentially only notational modications to accommodate the possibility of innite
dimensional input/output spaces. For completeness it is presented in Appendix A.2.
To complete this section it is shown that for a solution to the fullinformation, `Z2+()synthesis
problem to exist it is necessary that D~ JD~ : W U ! W U be a boundedly invertible operator.
In this way, it is possible to apply Proposition 2.18, by which the algebraic, Riccati equation (2.13)
can be rewritten in terms of nitedimensional operators (in that they map the nitedimensional
space X to X) only. That is, equation (2.13) can be rewritten as the standard, nitedimensional,
algebraic, Riccati equation
X1 = A X1(I + R X1) 1 A + Q;
where A :=(A B(D~ JD~ ) 1 D~ JC~ ) : X ! X,
R :=B(D~ JD~ ) 1 B : X ! X
and
Q :=C~ (I D~ (D~ JD~ ) 1D~ )C~ : X ! X:
Lemma" 2.23
# If D2 D2 > 0 and there exists a causal, LSI, stabilising controllaw of the form
u = K wx , such that given a
> 0
kzk2` 2 (Z)
2 kwk2` 2+(Z) kwk2` 2+(Z)
Z + Z Z
for all w 2 `Z2+(W) and some > 0 when x0 = 0, then the operator D~ JD~ : W U ! W U is
boundedly invertible.
Proof : Note that
"
#
D~ JD~ = D1 D1
I D1 D2 :
2
D2 D1 D2 D2
Since D2 D2 > 0, it follows as discussed in Remark 2.19, that D2 D2 is boundedly invertible and as
such, it is possible to write
"
#" #" #
D~ JD~ = I D1 D2(D2 D2 ) I
1 0 0
; (2.16)
0 I 0 D2 D2 (D2 D2 ) D2 D1 I
1
where = D1 (I D2 (D2 D2 ) 1 D2 )D1
2 I. Now suppose that a stabilising, fullinformation
controllaw that satises (2.12) is in place and set
(
0; i 6= N
wk =
w~; i = N
40 Preliminaries
for some N 2 Z+ and w~ 2 W. Then since the controllaw is causal and x0 = 0, xk = 0 for k N ,
zk = 0 for k < N and
X
1
hw~; w~ iW hzN ; zN iZ
2 h wN ; wN i W + hzk ; zk iZ
k=N+1
hzN ; zN iZ
2
hwN ; wN 3iW
2
2 3
*h x
i66 " # 77 h
N i66 " xN # 77+
= C~ D~ 4 wN 5; C~ D~ 4 wN 5
uN uN ZW
*" # " #+
=
wN ; D~ JD~ wN (since xN = 0)
uN uN WU
= hw~ ; w~ iW + (u + (D2 D2 ) 1 D2 D1 w~ ); D2 D2 (u + (D2 D2 ) 1 D2 D1 w~ ) U
hw~ ; w~ iW (since D2 D2 > 0:)
Since w~ 2 W is arbitrary, it then follows that < 0 and hence, as discussed in Remark 2.19, that
is boundedly invertible. As such, it is possible to conclude from equation (2.16), that D~ JD~ is
boundedly invertible.
 AD  K  DA
yk uk
constructed from a system that is to be controlled and parametric weights to re
ect closedloop
objectives. For example, consider Figure 2.1 with the controller C removed. Then the system
2" #3 2" #3
66 d1 77 66 u1 77;
4 d2 5 7! 4 y1 5
y2 u2
is an example of a generalised plant that allows the standard closedloop conguration to be ex
pressed in lower, linearfractional form. The closedloop operator mapping w to z in Figure 2.2, is
often denoted by the lower, linearfractional transformation (LFT) F` (G; K ), dened by
F`(G; K ) :=G11 + G12K (I G22K ) 1 G21;
where K :=DA KAD . Typically, in an LFT framework, the objective of synthesis is to obtain a
stabilising controller K such that some quantiable criteria expressible in terms of F` (G; K ) is
satised (for example, kF` (G; K )k <
for some
> 0). Important issues concerning synthesis in
this framework are presented in the rest of this section, where they are discussed in the context of
SD controlsystems (with an inducednorm synthesis criteria) and in terms of systems that admit
statespace realisations.
" #
Let G =: G11 G12 in Figure 2.2 be an LTI, continuoustime generalisedplant expressible in
G21 G22
terms of the statespace system of dierential equations
x_ (t) = Ax(t) + B1 w(t) + B2 u(t); x(0) = 0; (2.17a)
z(t) = C1 x(t) + D11 w(t) + D12 u(t); (2.17b)
y(t) = C2 x(t); (2.17c)
where x(t) 2 Rn is the state vector, w(t) 2 Rm1 is the disturbance input, u(t) 2 Rm2 is the
control input, z (t) 2 Rp1 is the controlled output, y(t) 2 Rp2 is the measured output and A, B ,
C and D are all constant matrices, where \" denotes either 1 or 2 here. Since this statespace
realisation of the generalised plant is (implicitly) used for synthesis in the sequel, the standard (cf.
[ZDG95]) assumption that the pair (A; B2 ) is stabilisable and (C2 ; A) is detectable in the sense that
KB2 \ K(I A) = f0g and KC2 \ K(I A) = f0g for all 2 f( + j!) 2 C : 2 R+ ; ! 2 Rg, is
made. Let the controller K be a LSI, discretetime system with statespace realisation, AD denote
an ideal, periodic (with period h) samplingdevice and DA a zerothorder holddevice, which is
assumed to be synchronised with AD . It is wellknown [CF91], that the zeroorder hold device
DA is bounded on `Z2+() with unit norm, but that the ideal sampling device AD is not bounded
on the whole of L2R+ (). However, given any stable, lowpass, LTI lter F say, it can be shown
42 Preliminaries
that AD F is bounded on L2R+ () [CF91]. As such, a sampling device is invariably preceded by a
stable, strictlycausal, LTI lter, which is used to ensure boundedness of AD and to limit frequency
domain aliasing of measured information. This is not shown in Figure 2.2, because it is assumed
that such a lter has already been absorbed into the generalised plant, which explains why no
direct feedthrough terms from the disturbance and control inputs to the measured output appear
in the statespace realisation of the generalised plant given in equations (2.17).
Analysis and synthesis of SD controlsystems (cf. Figure 2.2) is complicated by the fact that
the measuredoutput and controlinput signals as \seen" by K evolve in discretetime, whereas the
disturbance and controlled outputs, by which performance is often determined, evolve in continuous
time. Compounding this, since it is assumed that the sampling and hold devices are synchronised
and periodic, the closedloop system mapping the disturbance input w to the controlled output
z is LPTV. These diculties can be alleviated however, by characterising the evolution of the
generalisedplant in terms of a system of LSI, dierence equations, so that tools similar to those
presented in Section 2.4 for LSI, statespace systems can be used. It is important that loss of
continuoustime information does not occur in this process. As such, to capture all disturbance
input information and controlledoutput information in discretetime, it is necessary to use signals
that take innitedimensional values at each point in time. To this end, the timelifting isomorphism
dened in SubSection 2.3.1 as
is used to map the continuoustime signals to discretetime signals. Using the timelifting isomor
phism also overcomes the diculty imposed by periodic timevariation, since it intertwines the
continuoustime and discretetime unilateral shift as follows: WUkh = Sk W for all k 2 Z+ (cf.
Proposition 2.4). Now, absorbing the sampling and hold devices into G and expressing the evo
lution of this system in terms of the state at the sampling instants kh (k 2 Z+), yields the LSI
system of dierence equations
where xk = x(kh), (z k () = (Wz )k () = z (kh + ), w (k () = (Ww)k () = w(kh + ), yk =
(AD y)k = y(kh) and for all w( 2 L2H (Rm1 ), x 2 Rn and u 2 Rm2 ,
A :Rn ! Rn ; Ax :=ehAx; (2.19)
Zh
B2 : Rm2 ! Rn ; B2u := e(h )A d B2 u; (2.20)
Zh
0
B1 :L2H (Rm1 ) ! Rn ; B1 w( := e(h (( ) d;
)A B1 w (2.21)
0
C1 :Rn ! L2H (Rp1 ); (C1 x)() :=C1 eA x; (2.22)
C2 :Rn ! Rp2 ; C2 x :=C2x; (2.23)
Z
D11 :L2 (Rm1 ) ! L2 (R p1 );
H H (D11 w()() :=D11 w(() + C1e( (( ) d
)A B1 w (2.24)
0
and
Z
D12 :Rm2 ! L2H (Rp1 ); (D12 u)() :=D12 u + C1 e( )A dB
2 u: (2.25)
0
This constitutes a statespace realisation of the LSI, discretetime system
" #
G := WG11 W WG12DA :
1
ADG21 W 1 ADG22DA
Importantly, a sucient condition for the 22block of this statespace realisation to be stabil
isable and detectable can be characterised in terms of the original continuoustime, statespace
realisation of G. First though, the following technical denition is required: it is said that the
sampling is not pathological if no two eigenvalues of A, which lie on a line parallel to the imag
inary axis in the complex plane, are separated by an integer multiple of the sampling frequency
2 . That is, if the sampling is not pathological, then no two continuoustime modes are aliased
h
to the same discretetime mode by sampling. It can be shown that if the sampling is not patho
logical, then (A; B2 ) stabilisable implies (A; B2 ) stabilisable and (C2 ; A) detectable implies (C2 ; A)
detectable [CF95]. As such, it is assumed henceforth that the sampling is not pathological and since
(A; B2 ; C2 ) stabilisable and detectable is a standing assumption, it then follows that the 22block
of the statespace realisation of G given in equations (2.18) is both stabilisable and detectable.
Under the standing assumptions just mentioned, given a stabilisable and detectable statespace
realisation
" #
AK BK ;
CK DK
44 Preliminaries
of the LSI, discretetime controller K, the closedloop system F` (G; K) is said to be internally stable
if and only if the homogeneous component (w ( set to zero) of the closedloop, statespace realisation
is stable. That is, if and only if
0 " # " #" # 1" #1
spec @Acl :=
A 0 B 0
+ 2
I 0 0 CK A D:
0 AK 0 BK DK I C2 0
(Note that for spec(Acl ) to lie inside the open unit disc it is necessary for both (A; B2 ; C2 ) and
(AK ; BK ; CK ) to be stabilisable and detectable.) The notion of internal stability just dened, cor
responds to stability of the lower (closed) loop of the linearfractional conguration in the sense
discussed in SubSection 2.3.3 for standard closedloop congurations, and closedloop, asymptotic
stability to zero of the states of G and K starting from any initial states (and initial time) when
w( 0. The latter condition (involving closedloop, asymptotic stability to zero of the plant and
controller states) is often used to dene internal stability for LFT congurations of general state
space systems, as is the case for the continuoustime plant with sampleddata controller here. Now
since xk is always equal to x(kh) and since for any time t = kh + ( 2 H ), the state of the
original, continuoustime generalisedplant when operating in closedloop (with w set to zero) can
be expressed as
Z Z
x(kh + ) = eA + e( )A B2 d DK C2 xk + e( )A B2 d C
K sk ;
0 0
where sk denotes the state of the controller, it follows that under the standing assumptions men
tioned above, the LSI, discretetime, closedloop system F` (G; K) is internally stable if and only if
the LPTV, continuoustime, closedloop system F` (G; DA KAD ) is internally stable. Furthermore,
if the LFT conguration is internally stable then the system mapping w to z is bounded and more
over, since F` (G; DA KAD ) = W 1 F` (G; K)W and W is an isomorphism, kF` (G; DA KAD )k =
kF` (G; K)k (cf. also [CF95, BP92]). As such, synthesis of K to achieve internal stability of
F`(G; DA KAD) and a specied bound on the closedloop inducednorm kF`(G; DAKAD)k, is equiv
alent to synthesis of a K to achieve internal stability of F` (G; K) and the same bound on kF` (G; K)k.
Synthesis of a controller K to achieve a specied bound on kF` (G; K)k is complicated by the
fact that the input and output spaces of the closedloop are innitedimensional. Fortunately,
there exist methods for transforming the problem into an equivalent nitedimensional one [BP92,
Toi92, Toi93, CF95]. This is possible because the statespace operators B1 : L2H (Rm1 ) ! Rn ,
C1 : Rn ! L2H (Rp1 ) and D12 : Rm2 ! L2H (Rp1 ) all have niterank and therefore, nitedimensional
matrix representations. However, D11 : L2H (Rm1 ) ! L2H (Rp1 ) does not have niterank and as such,
an additional transformation is required to handle this. The required transformation is an operator
version of the loopshifting principle (cf. [SLC90]) as summarised in the following lemma:
2.5 SD ControlSystems and StateSpace TimeLifting 45
Proposition 2.24 [BP92] Consider the LSI, discretetime generalisedplant G~ with statespace
realisation
2 ~ ~ ~ 3
66 ~A B1 ~B2 77;
4 C1 0 D12 5 (2.26)
C2 0 0
where
A~ := A +
2B1D11 S 1C1 : Rn ! Rn ; (2.27)
B~ 1 :=
1B1R 2 : L2H (Rm1 ) ! Rn ;
1
(2.28)
B~ 2 :=
2B1D11 S 1D12 + B2 : Rm2 ! Rn ; (2.29)
C~ 1 :=
S 2 C1 : Rn ! L2H (Rp1 );
1
(2.30)
D~ 12 :=
S 2 D12 : Rm2 ! L2H (Rp1 );
1
(2.31)
R :=(I
2 D11 D11 ) and S :=(I
2 D11 D11 ). Provided kD11 k <
and given an LSI, discrete
time controller K, the following are equivalent:
(i) F` (G; K) is internally stable and kF` (G; K)k <
(ii) F` (G~ ; K) is internally stable and kF` (G~ ; K)k <
.
Note that in analogy with the standard nitedimensional H1 problem, the assumption
> kD11 k
is required. This ensures that R and S are well dened and as noted in [Toi93], is equivalent to the
condition that for xed k 2 Z+, given any bounded xk 2 Rn and uk 2 Rm2 ,
z k ; (z k iL2H(Rp1 )
2 hw(k ; w(k iL2H(Rm1 )
h(
has bounded supremum over w (k 2 L2 (Rm1 ). To ensure that this assumption is not violated, a
H
procedure for determining a bound on kD11 k is needed. Since D11 : L2H (Rm1 ) ! L2H (Rp1 ) is not
a compact operator, this is not simply a matter of bounding the maximum eigenvalue of D11 D11
(cf. SubSection 2.2.2 or [Kre89b]). However, using the principle of loopshifting again, a compact
operator D 11 : L2H (Rm1 ) ! L2H (Rp1 ) can be constructed such that kD11 k <
, kD 11 k <
. Given
a (v 2 L2H (Rm1 ), the action of (g = D 11 (v can be expressed in terms of the system of dierential
equations
d (a = A (a () + B (v (); (a (0) = 0; (2.32a)
d
(g () = C (a (); (2.32b)
D11 ), S :=(I
2 D11 D ),
where R :=(I
2 D11 11
A := A +
2 B1 R 1D11 C1 : Rn ! Rn ;
B :=
1 B1 R 12 : L2H (Rp1 ) ! Rn
46 Preliminaries
and
C :=
S 12 C1 : Rn ! L2H (Rp1 ):
Note that provided fD11 g <
, R 21 and S 12 are well dened. Now since D 11 is compact,10 it
follows that kD11 k <
if and only if fD 11 g <
(cf. SubSection 2.2.2). This is why the compact
operator D 11 is dened the in way it is, since it is possible to characterise in a computationally
tractable manner the nonzero singular values of a compact operator described by a system of
dierential equations such as that given in equation (2.32) (cf. Chapters 5 and 6 for details of such
characterisations). Let
" #
A
2 C1D11 R 1 B1 C1 S 1 C1
E := C1 ; (2.33)
2B1 R 1 B1 A +
2B1 R 1 D11
and
" #
Q (t) Q12(t)
Q(t) =: 11 :=etE : (2.34)
Q21 (t) Q22(t)
Lemma 2.25 Given a real number
> fD11 g, then
is a singular value of D 11 if and only if
det(Q11 (h)) = 0, where det() denotes the determinant of a matrix (cf. [GVL89]).
Proof : The proof is essentially the same as that of Theorem 13.5.1 in [CF95]. See also SubSection
5.4.3 for a similar result.
Remark 2.26 Clearly, with kD11 k <
the matrix Q11 (h) is invertible. 
Although it has been suppressed for notational convenience, det(Q11 (h)) is a function of
. Dene
the function d(
) :=det(Q11 ) : C ! R. Then in view of Lemma 2.25 and since D 11 D 11 is a self
adjoint, compact operator, the zeros of d(
) constitute a discrete, real set with zero being the only
possible accumulation point (cf. SubSection 2.2.2). Furthermore, with
7! :=1=
, d() is an
analytic function in the whole of the complex plane and the zeros of d() form a discrete, real
set with no nite accumulation points. So with wnor (d) dened to be the number of clockwise
encirclements of the origin made by d() as traverses the standard Nyquist contour of radius r,11
the following corollary is a simple consequence of Lemma 2.25 and the Principle of the Argument
[MH87].12
Corollary 2.27 Given
> kD11 k,
kD11 k <
11 k <
, wno 1 (d) = 0:
, kD
11 is compact because it corresponds to an integral operator with no direct feedthrough term [Kre89a].
10 D
11 A semicircle (centred at the origin) into the righthalf plane of radius r.
12 Prof. Bassam Bamieh must be acknowledged for rst suggesting the use of winding numbers in this context.
2.5 SD ControlSystems and StateSpace TimeLifting 47
Having established a method for determining a bound on kD11 k, it is now appropriate to state the
important result of [BP92], which implicitly characterises a nitedimensional (in terms of input,
output and state spaces) equivalent of G~ .
Proposition 2.28 [BP92] Given the LSI, discretetime generalisedplant G~ with statespace reali
sation (2.26), obtain the symmetric matrixfactorisations
" #
B~ 1B~ 1 = TB~1 B~ 1 0 TB~ 1;
0 0
" # " #
C~ 1 h i C~ ~
D 0
C~ 1 D~ 12 = TC~ 1;D~ 12 ;
1 12 T~ ~
D~ 12 0 0 C1;D12
and dene the (completely) nitedimensional, LSI, discretetime generalisedplant G to have state
space realisation
2 ~ ~ 3
66 A B1 B2 77
4 C1 0 D12 5 (2.35)
C2 0 0
where
2 1 3
B 1 :=TB~14 B~ 1 5
2
(2.36)
0
and
h i h 1 i
C 1 D 12 := C2~ 1;D~ 12 0 TC~1;D~ 12 : (2.37)
Provided
> kD11 k and given a LSI, discretetime controller K, the following are equivalent:
(i) F` (G~ ; K) is internally stable and kF` (G~ ; K)k <
(ii) F` (G ; K) is internally stable and kF` (G ; K)k <
.
Remark 2.29 Recall that under the standing assumptions that the sampling is not pathological
and that (A; B2 ; C2 ) is stabilisable and detectable,
F`(G; K) is internally stable and kF`(G; K)k <
m
F`(G; DAKAD) is internally stable and kF`(G; DAKAD )k <
:
So in view of Propositions 2.28 and 2.24, synthesis of an internallystabilising, LSI, discretetime
controller K to achieve a specied bound on kF` (G; DA KAD )k is equivalent to the synthesis of K
48 Preliminaries
to achieve internal stability for F` (G ; K) and the same bound on kF` (G ; K)k. Although singular in
the sense that D 21 = 0, the latter inducednorm synthesis problem can be solved using the LMI
framework of [GA94] or often, by using a bilinear transformation to a continuoustime problem
[KHI90]. As such, G is referred to as the SDequivalent generalisedplant. Computation of the
statespace matrices for G is discussed in detail in Chapter 6, including related numerical issues.

3
FrequencyDomain Analysis and SD Control Design
3.1 Introduction
In this chapter a new frequencydomain, analysis tool is developed for studying the performance
of LPTV systems. The motivation for this stems from the widespread use of frequencydomain,
analysis tools in the important \design step" of controlsystem development. Development of
control systems usually involves two major steps: rst, a design step, in which a generalised plant
is constructed from the system to be controlled and parametric weights that re
ect closedloop
objectives; second, a synthesis step, in which a stabilising controller is synthesised by solving an
optimisation problem involving the generalised plant obtained in the design step. These two main
steps are often iterated in conjunction with an intermediate analysis step, in which tools such as
those developed in Chapter 4 for example, are used. The H1 loopshaping procedure of McFarlane
and Glover [MG90] for linear, timeinvariant (LTI) systems, is an intuitive and reasonably well
understood example of such a controlsystem development procedure. It is based on classical
loopshaping ideas in the design step, by which the singular values of the frequencyresponse matrix
of the plant are shaped openloop to re
ect closedloop objectives. A fourblock generalised plant
is then constructed from the shaped plant and an H1 optimisation is solved in the synthesis step.
The ultimate goal of this chapter is to develop a similar design procedure for SD, controlsystem
development. This rst requires a suitable denition of frequency response for LPTV systems.
To date, most of the work on frequencydomain, analysis methods for LPTV systems has been
presented in the context of SD systems [AI93, AHI93, YA94, GS94, YK96]. The standard denition
of frequency response for LPTV systems is often expressed in terms of the inducednorm of a
frequencyresponse operator, which characterises the asymptotic response of an LPTV system to
an innite series of sinusoidal signals of frequencies separated by integer multiples of the frequency
49
50 FrequencyDomain Analysis and SD Control Design
The robustness properties of a closedloop system developed using any given procedure are to a
large extent (but not completely) governed by the structure of the generalised plant dened in the
design step and the type of optimisation problem solved in the synthesis step (cf. Chapter 4 for a
suitable framework in which quantitative robustness result can be obtained). Bearing this in mind,
a controlsystem development procedure in which design for performance is based on the response of
performanceindicating, closedloop operators to sinusoids of a single frequency, is sensible provided
a suitable (from the perspective of robustness) generalisedplant structure and optimisation formu
lation are employed. Motivated by this, in the following section the averagepower gain matrix is
dened for LPTV systems. The singular values of this nitedimensional matrix characterise the
averagepower gain (in inputdirections corresponding to the singular vectors) of the asymptotic
response of a system to sinusoidal inputs of a single frequency. In fact, when the system is LTI,
the nonzero singular values of the averagepower gain matrix correspond to the nonzero singular
values of the standard, continuoustime, frequencyresponse matrix. This new frequencydomain,
analysis tools is used to derive frequencybyfrequency bounds on performanceindicating, closed
loop operators, which facilitate the design of weights used to construct a generalised plant in an
H1 loopshaping based design procedure proposed for SD, controlsystem development. Statespace
formulae for computing the averagepower gain matrix are presented for the sampleddata case in
Appendix B.2.
Since P is a stable system, it has a locally Lipschitzcontinuous extension and hence, its block
Toeplitz representation
2 3
66 PP[0] P0
0
7
7
4 [1] [0]
.. ... ... ...
5
.
can be uniquely identied with the sequence fP[i]g1
i=0 BL2H(U)!L2H(Y) . Furthermore, by Proposition
2.2, P is equivalent via the ZTransform isomorphism to a multiplication operator with symbol
X1
P^ () := P[i]i 2 H1
D (BL2 (U)!L2 (Y) )
H H
i=0
and kP k = kPk = kP^ k1 . In the sequel, P^ () is referred to as the transfer operator of P. For technical
convenience it is assumed throughout this chapter only, that the sequence uniquely associated with
the Toeplitz representation of the timelifted equivalent of any stable system considered, for example
P 2 PU!Y here, satises 1
P kP k < 1. In this way, the corresponding transfer operator P^ ()
i=0 [i]
will have continuous extension to T. That is, P^ (ej!h ) is dened for all ! 2 [0; 2h ).
Central to the standard (cf. [YA94, YK96]) denition of frequency response for LPTV systems is
the following lemma, which characterises the asymptotic response of P to a power signal.
Lemma 3.1 [Yam94] Consider an input to P of the form
u(kh + ) = k (ud (); (ud 2 L2H (U); jj 1;
for k 2 Z+ and 2 H . Let y(t) = (Pu)(t). Then y(t) asymptotically approaches
yas(t) = yas(kh + ) = k (P^ ( 1 ) (ud )()
as t ! 1.
Taking = ej!h (! 2 [0; 2h )), the signal
u := Wu := k 7! ej!hk (ud (k 2 Z+)
is simply a discretetime sinusoid with direction (
ud in the innitedimensional, Hilbert space L2H (U).
It follows by Lemma 3.1, that the response of P to such a signal asymptotically approaches a
52 FrequencyDomain Analysis and SD Control Design
discretetime sinusoid of the same frequency, but new direction given by P^ (e j!h ) (
ud. This is by no
(
means surprising, since P is a stable, LSI system. Note however, that unless ud takes a particular
form, the signal uk = ej!hk ( ud does not correspond (via W) to a sinusoidal signal of a single
frequency in continuoustime. In fact, since for any xed !0 2 [0; 2h ) the sequence of functions
n o
h 12 ej ( 2n
h !0 ) u 2
bi n2Z; i=1;:::;m LH (U);
where fubi gi=1;::: ;m is any complete, orthonormal basis for the mdimensional, Hilbert space U,
constitutes a complete orthonormal basis for L2H (U) [Dul94, YA94],1 it is readily veriable that in
general, the signal u :=k 7! ej!hk (ud (k 2 Z+) corresponds to an innite series of continuoustime
sinusoids with frequencies separated by integer multiples of the frequency of periodicity ( 2h ). 2
The standard denition of frequency response for LPTV systems is the L2H induced norm of P^ (ej!h )
(! 2 [0; 2h )). This characterises the maximal gain over all directions in L2H (U) and as such cor
responds to characterising the maximal, asymptotic gain of the system to an innite series of
continuoustime sinusoids, each separated by integer multiples of the frequency of periodicity. Al
though this denition is useful for studying the robustness of closedloop stability and performance
to LTI uncertainty for example [Dul94], all inputdirectional information is lost in the denition
and its usefulness from the perspective of performance is not immediately clear. With this in mind,
a new denition of frequency response is developed in what follows, in terms of the average power
of the asymptotic response to sinusoidal inputs of single frequencies.
uk = ej!0hk (ud ;
where
(ud () = ej! ud 2 L2H (U);
1 To see this simply take the Fourier series expansion of the periodic extension of any function in L2 (U).
H
2 Correspondingly, by Lemma 3.1, the asymptotic response to such a signal is in general an inniteseries of
sinusoids with frequencies separated by integer multiples of the frequency of periodicity. By this, it can be said that
such signals are asymptotically invariant for LPTV systems in the same way that sinusoids of a single frequency are
asymptotically invariant for LTI systems.
3.2 The AveragePower Gain Matrix 53
!0 = ! ] h! 2
2 [ ( h ) and ] [ denotes the integer part of a real number. As such, it follows by Lemma
3.1, that the asymptotic response of an LPTV system to a continuoustime, sinusoidal input of
frequency ! is given by
yas! (t) = yas! (kh + ) = (ej!0 h)k (P^ (e j!0 h ) (
ud )(): (3.1)
Again, note that this corresponds to a discretetime sinusoid with direction P^ (e j!0 h ) (
ud 2 L2H (U),
but that in general, yas! (t) is not simply a continuoustime sinusoid of a single frequency. Despite
this, it is possible to characterise the average power of the asymptotic response as follows:
Lemma 3.2 Let yas! (t) be as dened in (3.1). Then,
s ZT
! kpow
kyas := Tlim 1 hy ! (t); yas
! (t)i dt
!1 T 0 as Y
= p1 kP^ (e j!0 h ) (
ud kL2H(Y) :
h
Proof : Let (y :=P^ (e j!0 h ) (
ud 2 L2 (Y).
H Then,
1 ZT
! k2
kyas := Tlim ! (t); y! (t)i dt
hyas
pow !1 T as Y
0
= Nlim 1 NX1 h (y ; (y i
!1 Nh k=0 L2H(Y)
= 1 k (y k2 :
h L2H(Y)
For each ud 2 U, let the BU!L2H(Y) valued function P (j!) : j R ! BU!L2H(Y) be dened by
(y := P (j!)ud :=P^ (e j!0 h )
(j!)u 2 L2 (Y);
d H (3.2)
where
(j!) : j R ! BU!L2H(U) is the BU!L2H(U) valued function dened by
(ud :=
(j!)ud :=ej! ud 2 L2H (U) (3.3)
and !0 :=!
h! 2 . Then by Lemma 3.2,
2 h
! kpow
kyas =p 1 q h P (j! )ud ; P (j! )ud iY = p
1 q
h( P (j! )) P (j! )ud ; ud iU : (3.4)
h h
54 FrequencyDomain Analysis and SD Control Design
For xed ! 2 R, ( P (j!)) P (j!) is a square, symmetric, positivesemidenite matrix and hence,
its square root exists. With this in mind, dene
Remark 3.4 Note that any LTI system F is LPTV and as such, if F is also stable, that F (j!)
is well dened. In fact, by the way the averagepower gain matrix has been dened, it follows
that F (j!) = (F^ (j!) F^ (j!)) 12 , where F^ (j!) denotes the standard, continuoustime, frequency
response matrix. That is, the nonzero singular values of F^ (j!) correspond to the nonzero singular
values of F (j!). In forming F (j!) the phase information of F^ (j!) is lost but the gain infor
mation is retained. 
Lemma 3.5 Given a stable, LTI system F 2 PU!Y with frequencydomain transfermatrix F^ (j!),
for any !0 2 [0; 2h )
Proof : Consider any (ud L2H (U) and note that by taking a Fourier series expansion of the
2
periodic extension ud (t) = ud (kh + ) := (
ud (), for any !0 2 [0; 2) the function (ud () can be
expressed as (cf. [YA94, Lemma 3.3])
(ud () = X ej!n n;
n2Z
where !n = !0 + n 2h and
1 Zh
n = h e j!n (ud () d 2 U:
0
Furthermore,
X
k(
ud k2L2 (U) =h hn ; n iU : (3.7)
H
n2Z
Now given an LTI system F , denote by ^F the transfer operator of F :=WF W 1 . Then since ^F is
linear, it is possible to write
X
(^F(e j!0 h ) (
ud)() = (^F(e j!0h)ej!n n)() (3.8)
n2Z
Also note that the asymptotic response of F to a sinusoidal input u(t) = ej!n t n is given by
yas!n (t) = ej!n t F^ (j!n)n ;
which via W corresponds to the discretetime sinusoidal signal
(y !n () :=yas!n (kh + ) = (ej!^ h)k ej!n F^ (j!n)n : (3.9)
as;k
By Lemma 3.1,
(y !n () :=yas!n (kh + ) = (ej!^ h)k (^F(e j !^ h)ej!n
n )();
as;k
which combined with equation (3.9) implies
(^F(e j!0 h)ej!n n )() = ej!n F^ (j!n )n :
So from equation (3.8), it follows that
X
(^F(e j!0 h ) (
ud )() = ej!n F^ (j!n )n
n2Z
and consequently, that
XD^ E
kF^(e j!0 h ) (
udk2L2H(Y) = h F (j!n)n ; F^ (j!n )n Y
n2Z
X
h max
n2Z
fF^ (j!n )g2 hn ; n iU
n2Z
= max
n2Z
fF^ (j!n)g2 k (ud k2L2H(U) ;
56 FrequencyDomain Analysis and SD Control Design
where the last equality follows from equation (3.7). That is,
k^F(e j!0 h ) (
ud kL2 (Y)
max fF^ (j!n )g: (3.10)
k(
H
ud kL2 (U)
H
n2Z
In fact by taking (ud () = p1h ej!nmax ud max, where nmax :=arg max
n2Z
fF^ (j!n)g and ud max is the
singularvector corresponding to fF^ (j!nmax )g, equality holds in equation (3.10) and therefore,
k^F(e j !^ h ) (
ud kL2 (Y)
k^F(e j !^ h )k :=
(u dsup ( H
k u k LH(U)
(u2dL6=H0(U)
2 d 2
= max
n2Z
fF^ (j!n)g;
as claimed.
Lemma 3.6 Given a stable, LTI system F PU!X and a stable, LPTV system P 2 PX!Y,
2
where X is some nitedimensional, Hilbert space, the system X :=PF 2 PU!Y is stable and
where (j!) is the averagepower gain matrix dened in Denition 3.3 and F^ is the standard,
frequencydomain transfermatrix of F .
Proof : Since F is LTI, its asymptotic response to an input u(t) = ej!t ud is given by yas! (t) =
ej!tF^ (j!)ud . It then follows by the denition of (!), that the average power of the asymptotic
response of X :=PF to the sinusoidal input u(t) is given by
!k
kyas pow = kX (j! )ud kU
= kP (j! )F^ (j! )ud kX
fP (j!)g fF^ (j!)gkud kU ;
as required.
3.2 The AveragePower Gain Matrix 57
Lemma 3.7 Given a stable, LPTV system P PU!X and a stable, LTI system F 2 PX!Y,
2
where X is some nitedimensional Hilbert space, X :=FP is a stable system in PU!Y and
!0 fF^ g f (j!)g:
fX (j!)g max P
where (j!) is the averagepower gain matrix dened in Denition 3.3, F^ is the standard, frequency
!0 fg is dened in equation (3.6) and !0 :=! h! 2 .
domain transfermatrix of F , max 2 h
Proof : By Lemma 3.1, the asymptotic response of P to a sinusoidal input u(t) = ej!tud (ud 2 U)
is given by
where (
2 and P^ is the transfer operator of the time
xd () = (P^ (e j!0 h)ej! ud )(), !0 = ! h!
2 h
lifted, equivalent system P :=WP W . Moreover, by Lemma 3.2 and the denition of P (j!),
1
kx!as kpow = p1 k (
xd kL2H(X) = kP (j!)ud kU : (3.12)
h
Note from equation (3.11), that x!as (t) is of the form considered in Lemma 3.1. Then since the
asymptotic response of X to u(t) is the same as the asymptotic response of F to x!as (t), it follows
by Lemma 3.2 and the denition of X (j!), that
!k
kyas pow = kX ud kU = p1 k^F(e j!0 h) (
xd kL2H(Y) ; (3.13)
h
where ^F is the transfer operator of the timelifted, equivalent system F :=WF W 1 . Then, from
equations (3.12) and (3.13),
!k
kyas pow = kX ud kU
1
p k^F(ej!0 h )k k (
xd kL2 (X)
h H
?+
6+n
Figure 3.1 Typical ClosedLoop Conguration
rejection at the plant output y can be achieved by making fS^o (j!)g = fI +L^1o (j!)g small in fre
quency ranges where d has signicant power and fS^o P^ (j!)g = fP^ S^i (j!)g small in frequency
ranges where di has signicant power. Similarly, from equation (3.14d), it is clear that disturbance
rejection at the plant input up can be achieved by making fS^i (j!)g = fI +L^1i (j!)g small in fre
quency ranges where di has signicant power and fS^i C^ (j!)g = fC^ S^o (j!)g small in frequency
ranges where d has signicant power. Now since
fL^ o (j!)g 1 fI + L^ o(j!)g 1 + fL^ o (j!)g
and
fL^ i (j!)g 1 fI + L^ i (j!)g 1 + fL^ i (j!)g;
it follows that if fL^ o (j!)g > 1 and fL^ i (j!)g > 1,
1 fS^o (j! )g
1
1 + fL^ o (j!)g fL^ o (j!)g 1
and
1 fS^i (j! )g
1 :
1 + fL^ i (j!)g fL^ i (j!)g 1
Thus, disturbance rejection of d at y and di at up can be achieved by selecting a stabilising C
to shape the minimal, openloop gains fL^ o (j!)g and fL^ i (j!)g to be large in the frequency
ranges where the disturbances d and di have signicant power respectively. This should also be
done in frequency regions (typically lowfrequency) where good tracking performance is desired (cf.
equation (3.14b)).
Similarly, it is desirable to design the stabilising C to achieve small maximal, openloop gains
fL^ o (j!)g and fL^ i (j!)g in frequency ranges where the sensor noise3 n is signicant and where
highlevels of control activity are not acceptable (cf. equations (3.14)). A typical loopshape is
shown in Figure 3.2. In the H1 loopshaping procedure of McFarlane and Glover the plant P is
shaped openloop and a stabilising controller synthesised to solve an H1 optimisation problem.
Brie
y, the procedure can be summarised as follows:
(i) Using the notions of classical loopshaping, shape the plant's frequencyresponse matrix P^ (j!)
openloop with stable, pre and postcompensators W^ 1 (j!) and W^ 2 (j!) according to the
closedloop objectives. There should be no unstable pole/zero cancellations between P and
the weights. For notational convenience the shaped plant is denoted by Ps :=W2 PW1 .
3 This can also be used to characterise unmodelled, highfrequency dynamics.
60 FrequencyDomain Analysis and SD Control Design
fL^ g
!l !h log !
fL^ g
(ii) Synthesise a stabilising controller C1 to achieve some specied bound on the inducednorm
of the operator mapping the disturbances w1 and w2 to z1 and z2 of the closedloop [Ps ; C1 ]
shown in Figure 3.3;
" # " #
" ^ #
w1 7! z1
=
C1 (I P^sC^1) 1h P^s I i
=: bP 1;C :
w2 z2
I
1 s 1
If bPs ;C1 is suciently large (that is, > 0:25 but preferably 0:35) then continue to implement
the controller. If bPs ;C1 is too small then redesign the weights.
(iii) The nal controller C is then constructed by absorbing the weights W1 and W2 into the
controller: C :=W1 C1W2 .
w1+  Ps + +w2
6
+
z1 C1 z2
An advantage of using the McFarlaneGlover, loopshaping, design procedure over classical loop
shaping, is that the designer does not have to explicitly consider closedloop stability. Of course,
ignoring completely the fundamental objective of closedloop stability (by not shaping the phase
characteristic appropriately at crossover for example) however, can lead to poor robustness as
would be indicated by a small bPs ;C1 .
3.3 A Framework for SD ClosedLoop Design 61
Note that bPs1;C1 is a bound on all six common, performanceindicating, closedloop operators, al
though tighter bounds are possible since the the closedloop operators are not independent [Vin93b].
Furthermore, bPs ;C1 can be used to indicate the level of degradation of the desired loopshape Ps
and bounds on performanceindicating, closedloop operators can be expressed in terms of Ps , W1 ,
W2 and bPs ;C1 only [MG90]. For example, the input and output sensitivity of the closedloop
[P; C ] = [P; W1 C1 W2 ] are bounded by
n o
f(I + P^ C^ (j! )) 1 g min bP s ;C1
^ (j!)gfW^ 2 (j!)g; 1 + bP ;C fN^r;s(j!)gfW^ 2 (j!)g (3.15a)
fMl;s s 1
and
n o
f(I + C^ P^ (j! )) 1 g min 1 + bP s ;C1
^ (j!)gfW^ 1(j!)g; bP ;C fM^ r;s (j!)gfW^ 1(j!)g ; (3.15b)
fNl;s s 1
where Ps = Nr;s Mr;s1 = Ml;s1 Nl;s are normalised, right and leftcoprime factorisations4 respectively
and fg denotes the condition number of a matrix. Since frequencybyfrequency
!1=2 2 ^
!1=2
fM^ l;s g = fM^ r;s g = 1 and fN^l;s g = fN^l;sg = f2Ps g^ ;
1 + 2 fP^s g 1 + fPs g
bounds such as those given in equations (3.15) give the designer a feel for how the weights selected
in the design step aect the nal closedloop.
the superscript T denotes matrix transpose (without conjugation) (cf. [ZDG95] for example).
62 FrequencyDomain Analysis and SD Control Design
described above, with the main dierence being a slight modication of the structure of the gen
eralised plant constructed in the design step. Recall that in the nal step of the McFarlaneGlover
procedure, the weights used to shape the plant openloop are absorbed into the synthesised con
troller. This is not possible if the controller is constrained to be SD, because the weights cannot be
absorbed directly across the sampling and hold devices. The alternative of leaving the weights on
the plant side of the sampling and hold devices defeats the purpose of using SD control, although
using W2 to shape a simple, stable, lowpass, LTI lter used to ensure boundedness of AD for syn
thesis, is sensible (which is the strategy adopted in the formulation presented here). Importantly
though, with C1o :=W1 C1 and Pso :=W2 P ,
"
"
C # h i
1 0 #" C1o # h
"
i W1
#
0
1 (I 1
W1
Ps C1 ) I Ps
=
(I Pso C1o ) 1 Pso I
:
I
0 I I 0 I
Using this identity it follows that if W1 is stably invertible, then synthesising a stabilising C1 to
bound the rst expression and absorbing W1 at the output and W2 at the input of this controller,
is equivalent to synthesising a stabilising C1o to bound the second expression and absorbing the
weight W2 at the input of the resultant controller. In the context of SD control, the latter can be
viewed schematically as shown in Figure 3.4, where AD is an ideal, periodic (period h) sampling
device, DA is a zerothorder holddevice synchronised with AD and Fb is a simple, stable, lowpass,
LTI lter used to ensure bounded operation of the sampling device and to limit frequencydomain
aliasing. The new design procedure for SD, controlsystem development is summarised below:
w1 + +  Pso = W2P + + w2
W1
6
z W1 1 DA C1 AD Fb 
z2
1
C1o = C1sd
Figure 3.4 SD ClosedLoop Design Conguration
(i) Given an LTI plant P 2 PUe !Y , select the LTI weights W1 and W2 shown in Figure 3.4 to
re
ect closedloop objectives, subject to the constraints that both W1 and W1 1 are stable
and that there should be no unstable pole/zero cancellations between W2 and P . Closedloop
performance bounds similar to those given in equation (3.15) for the LTI case, are obtained
in Theorem 3.8 to facilitate the design of W1 and W2 .
(ii) Synthesise a stabilising, LSI, discretetime controller C1 to achieve some specied bound on
the inducednorm of the closedloop operator mapping the disturbances w1 and w2 to z1 and
3.3 A Framework for SD ClosedLoop Design 63
(iii) Shape the simple, stable, lowpass, LTI lter Fb with the weight W2 to form the nal controller
C :=C1sdW2 . Since by design there are no hidden unstable modes in W2 P , moving W2 around
the loop in this manner does not aect closedloop stability.
The synthesis step can be carried out as described in Section 2.5, by noting that the closedloop
operator mapping w1 and w2 to z1 and z2 in Figure 3.4 can be expressed in the linearfractional
form
" # " #
w1 z1
F`(G; DAC1AD ) = 7! ;
w2 z2
where
2 3
6 0 0 W1 1 77 :
G := 64 Pso W1 I Pso 5
Fb PsoW1 Fb Fb Pso
Explicit formulae for H1 , SD synthesis and related numerical issues are discussed in Chapter 6.
As in the LTI case, it is possible to quantify the robustness of SD controlsystems designed using
the proposed procedure. More specically, in [CG96] it is shown that if bPs ;W1 1 C1sd , all LTI
plants in the weighted coprimefactor ball
n
h i
o
NNLCF (Ps; ) := P = (Ml;sW2 + Ml W2 ) 1(Nl;sW1 1 + Nl W1 1) :
^ Ml ^ Nl
1 < ;
where Ps = Ml;s1 Nl;s is a normalised, leftcoprime factorisation, are stabilised by the controller
C :=C1sdW2 . Furthermore, using results developed in Chapter 4, it can be shown (cf. Corollary
4.28) that all LPTV plants in the weighted gapball
it is possible to bound the behaviour of all six common performanceindicating, closedloop oper
ators. Moreover, as for the LTI case (cf. equations (3.15)), it is possible to express bounds on the
the averagepower gain of a subset of these operators to sinusoidal inputs of a single frequency in
terms of Ps :=W2 PW1 , W1 , W2 and bPs ;W1 1 C1sd only. These bounds aid in the design of W1 and
W2 in the rst step of the proposed procedure and are summarised in the following theorem.5
Theorem 3.8 Let
W2 So := W2 (I PC ) 1;
Si := (I CP ) 1
and
SiC := (I CP ) 1 C;
where C :=C1 sd W2 = DA C1 AD Fb W2 . Recall that these operators characterise the (weighted) track
ing error, the plantinput disturbance to plantoutput error and the sensor noise to plantinput er
ror (cf. equations (3.14)). Then, the maximal, averagepower gain of these performanceindicating,
closedloop operators in response to sinusoidal inputs of a single frequency can be bounded as follows:
fW2 So (j!)g bPs1;W fM^ sl (j!)g fW^ 2 (j!)g;
1 C sd
1
(3.18a)
1
!0 ^ ^
fSi (j!)g bPs1;W1 1C1sd maxf^W1 Mr;sg (3.18b)
fW1 (j!)g
(3.18c)
and
fSiC (j!)g bPs1;W1 1C1sd max ^ 1 M^ r;s gfW^ 2 (j!)g;
!0 fW (3.18d)
where denotes the averagepower gain matrix of a system (cf. Denition 3.3), max
!0 fg is dened
in (3.6), Ps :=W2 PW1 = Nr;s(Mr;s ) 1 = (Ml;s ) 1 Nl;s are normalised, right and leftcoprime
factorisations and !0 :=! h!
2 .
2 h
5 The
operators for which bounds are given have been chosen according to their signicance from a performance
perspective. Such frequencybyfrequency bounds for closedloop operators that re
ect robustness are meaningless
when the closedloop is LPTV. To study robustness properties of LPTV systems in the frequencydomain, it is
necessary to consider the asymptotic response of the system to innite series of sinusoids with frequencies separated
by integer multiples of the sampling frequency [Dul94]. Recall that such signals are asymptotically invariant for
LPTV systems in the same way that sinusoids of single frequencies are asymptotically invariant for LTI systems.
3.3 A Framework for SD ClosedLoop Design 65
^ (e
kQ j!0 h )kky k ;
d Y (3.20)
where !o :=!
!h 2 and Q^ is the transfer operator of the LSI equivalent system Q :=WQW 1.
2 h
Then since
^ (e j!0 h )k kQk =
kQ ess sup kQ^ (e j!h )k;
!2[0;2)
it follows from equation (3.19) that
^ (e j!0 h )k b 1 1 sd :
kQ Ps ;W1 C1
So using equation (3.20),
Now note that Si C = W1 Mr;sQW2 and hence, by Lemmas 3.6 and 3.7, that
fSiC (j!)g !0 fW
max ^ 1 M^ r;sg fQ(j!)g fW^ 2 (j!)g
bPs1;W 1C1sd max ^ 1 M^ r;s gfW^ 2 (j!)g;
!0 fW
1
It is suggested that as a rst step, the weights W1 and W2 be selected to be sensible in the context
of standard H1 loopshaping for LTI controlsystem design, accounting for the simple, stable, low
pass, LTI lter used to ensure boundedness of AD in the SD synthesis step. These can then be
adjusted (using the bounds given in Theorem 3.8 as a guide) according to the samplingperiod
chosen or perhaps more simply, a samplingperiod can be chosen so that these weights are sensible
in the context of SD control. 
3.4 Summary
In this section a H1loopshaping based design procedure has been established for SD, control
system development. To this end, a new notion of frequency response has been dened for LPTV
systems. Specically, a frequencydomain, analysis tool called the averagepower, gain matrix has
been dened, which as its name suggests, characterises the averagepower gain of an LPTV system
to sinusoidal inputs of a single frequency. This matrix is nitedimensional (can be computed as
3.4 Summary 67
described in Appendix B.2) and retains inputdirectional information. By the way it is dened the
new, frequencydomain, analysis tool has clear performanceindicating value, although it should be
pointed out that it would not be suitable for robustness analysis in the frequencydomain.
4
Robustness Analysis of LPTV ClosedLoop Systems
4.1 Introduction
Motivation for this chapter stems from a desire to characterise the robustness properties of SD
controlsystems developed using the design procedure proposed in Chapter 3. The approach taken
is to study a general class of LPTV, closedloop systems, of which the SD controlsystems considered
in Chapter 3 are a special case.
One of the important properties of closedloop systems is that they can be desensitised to un
certainty. This property is often referred to as robustness. This is particularly important from
the perspective of modelbased design, since any mathematical model used to describe a system's
behaviour is uncertain to some degree. The question is: how to qualify and quantify the uncer
tainty a closedloop system can tolerate? The answer is to dene a suitable topology on the set of
systems concerned and a metric to induce this topology. An appropriate topology must capture
all perturbations to closedloop components that do not cause instability, thus qualifying permis
sible uncertainty. Furthermore, since performance is also an important objective when designing
closedloop systems, suitable indicators of performance must vary continuously in the topology
selected.
For stable systems, a topology suitable for studying robustness is the inducednorm topology,
which lays the foundation for H1 controltheory as developed in the seminal paper [Zam81]. A
shortcoming of the inducednorm topology is the inability to consider explicitly, unstable compo
nents of a given closedloop. This led to the development of the graph topology for robustness
analysis [VSF83, Vid84, ZES80]. The foundations for robustness analysis in the graph topology
were established in [VSF83], where a topology deemed suitable for this was proposed in the fol
lowing way. Consider the closedloop system shown in Figure 4.1, which is said to be stable if the
68
4.1 Introduction 69
" # 1 " # " #
operator H (P; C ) := PI CI mapping dd1 to uu1 is causal and bounded. A topology on
2 2
a set of plants (or controllers) suitable for robustness analysis is one that satises the following
properties: given any plant P in the set of interest and a stabilising controller C , there exists a
neighbourhood of P (in the topology) such that all plants in this neighbourhood are also stabilised
by C and the mapping P 7! H (P; C ) is continuous at P (with respect to the topology on the set
of plants concerned and the induced norm topology on the closedloop system set). That is, for
any sequence fPi g converging to P (with respect to a topology with these properties), all but a
nite number of the plants in that sequence must be stabilised by C and H (Pi ; C ) ! H (P; C ) in
the induced norm topology.
d1 + u
1 y1
P
6
y2 C u2 ?+d
2
For certain classes of system, a topology that satises the properties described above can be
characterised explicitly in terms of the graph representation of a system. Hence, such a topology
is often called the graph topology [Vid85]. For systems known to admit fractional representations
that are coprime (such as LTI systems [Vid85, Smi89] for example), a basis for the graph topology
can be constructed by additively perturbing a representation of the graph derived from coprime
factorisations [Vid84]. Qualitatively, two systems are \close" in the graph topology if their graphs
are \close". It is shown in [Vid84], that for LTI systems the graph topology (dened in terms
of the basis just described) is the weakest with respect to which closedloop performance varies
continuously and closedloop stability is a robust property.
The topological aspects of robustness analysis described above qualify the types of uncertainty to
which closedloop systems can be desensitised. To quantify a level of robustness requires a metric
to induce the graph topology. For LTI systems a number of metrics have this property, including:
the graph metric [Vid84]; the gap metric [ZES80, ES85, Geo88, GS90, OS91]; and the gap metric
[Vin93a]. In this chapter attention is restricted to the gap metric, which is dened below. Given two
operators dened on the same ambient Hilbert spaces, the distance between them can be dened in
terms of the aperture between their graphs [Kat66]. More specically, the gap between two (closed)
70 Robustness Analysis of LPTV ClosedLoop Systems
All of the robustness results derived in this chapter, are obtained in terms of the gap metric. To
this end, a formula is derived for the directed gap between two LPTV systems, which is expressed
in terms of a particular representation of the graph and an H1 optimisation. The formula obtained
is essentially a generalisation of that given in [Geo88] for LTI systems and is fundamental to the
framework used in the sequel to quantify and qualify robustness of LPTV, closedloop systems. The
main quantitative robust stability results presented concern robustness to perturbations measured
in the gap metric and are to some extent analogous to the results of [GS90] for LTI systems and
those of [FGS93] for linear, timevarying (LTV) systems, although they do not follow from either
directly. In particular, problems concerning causality are not addressed in [FGS93] and even though
the periodic nature of the timevariation considered here imparts a high degree of structure to the
analysis, it is somewhat more involved than in the timeinvariant case. Qualitatively, it is shown
that the gap metric induces on a general class of LPTV systems, the weakest topology with respect
to which closedloop performance varies continuously and closedloop stability is a robust property.
All of the results obtained accommodate possibly innitedimensional input and output spaces and
importantly, can be applied to LPTV, SD controlsystems as a special case.
The existence of particular representations of the graph of a class of LPTV systems is fundamental
to the robustness results obtained. Specically, is it shown that the graph of a stabilisable, LPTV
system can be expressed as the range and kernel of stable, LPTV systems that are respectively,
left and right invertible by stable, LPTV systems. These socalled strongright and strongleft
representations resemble the coprimefactor representations known to exist for LTI systems [Vid85].
Given a wellposed plant/controller pair [P; C ], a useful characterisation of closedloop stability is
obtained in terms of the strongright and strongleft representations of GP and GC . In turn, this
leads to a Youlastyle parameterisation of stabilising controllers.
Brie
y, the chapter is structured as follows: Section 4.2 is devoted to presenting results concerning
the representation of LPTV systems and closedloop stability; in Section 4.3, the gap metric is
introduced and a formula for the directed gap between two LPTV systems is derived; in Section
4.4, quantitative robustness results are obtained in terms of the gap metric and in Section 4.5, it is
4.2 Representations of LPTV Systems 71
shown that the gap metric induces a topology on a class of LPTV systems with the properties of
the graph topology describe above; in Section 4.6, results obtained in preceding sections are applied
to the special case of a sampleddatacontrolled, closedloop systems; nally, a brief summary is
given in Section 4.7.
with closed graphs. Furthermore, PUe !Y PU!Y is dened to be the subset of causallyextendible
systems with locallyLipschitzcontinuous extension and PUe;!
sc the subset of stronglycausal sys
Y
tems in PU!Y . A system in PU!Y is said to be stable if and only if DP = L2R+ (U) and kP k < 1.
e
Note that any stable system P 2 PU!Y is an element of PUe !Y.
Recall the important property of LPTV systems, by which they are equivalent via the timelifting
isomorphism to LSI systems (cf. Proposition 2.4 and [BP92, BPFT91]). More precisely, each
P 2 PU!Y is equivalent (via W) to a system in the set DL2H(U)!L2H(Y) dened in Denition 2.5 of
SubSection 2.3.2. This equivalence is used extensively throughout this chapter.
Remark 4.2 Recall that a system P 2 DL2H(U)!L2H(Y) is equivalent to a system P 2 PU!Y (via
W) if and only if P[0] is a causal map from L2H (U) to L2H (Y), where P[0] is the rst element of the
sequence uniquely identiable with the Toeplitz representation of P. A system P 2 DL2H(U)!L2H(Y)
not satisfying this condition is equivalent (via W) to a continuoustime, LPTV system that is not
locally causal in each [kh; (k + 1)h) interval of time (k 2 Z+). 
As previously mentioned, the graph is a useful representation of a system. Since an LPTV system
is equivalent (via W) to an LSI system, its graph is isomorphic to an LSI subspace. Motivated by
this, the following subsection is concerned with the characterisation of LSI subspaces. To this end,
the BeurlingLaxHalmos Theorem [Lax59, RR85, FF90] is used, which brie
y, states that any LSI
subspace of H2D can be expressed as the range of a multiplication operator with inner symbol. This
result is extended to show that if the LSI subspace is LSI coordinatisable, then it can be expressed
as the kernel of a multiplication operator with symbol in H1D . Furthermore, these range and kernel
representations are respectively right and left invertible by multiplication operators with symbols
in H1D . Using this, range and kernel representations (with (causal) stable, left and right inverses
respectively) of the graphs of stabilisable systems in PUe !Y can be constructed.
[Bol90, pg. 80], the parallel projection operators are bounded and clearly linear. That they are
also shiftinvariant, is immediate because SG G and SF F.
Proposition 4.3 (BeurlingLaxHalmos Theorem) [Lax59, RR85, FF90] Given an LSI sub
space S of H2D (H) there exists an inner function r 2 H1 2
D (BH1 !H ) such that S = r HD (H1 ), where
H1 can be any Hilbert space isomorphic to S SS.
So corresponding to the LSI subspaces G and F discussed above, there exist inner functions r 2
H1 1 2 2
D (BH1 !H ) and r 2 HD (BH2 !H ) such that G = r HD (H1 ) and F = r HD (H2 ), where H1 is
some Hilbert space isomorphic to G SG and H2 any Hilbert space isomorphic to F SF. Note
that since M r and Mr are isometries (cf. Proposition 2.2), the orthogonal projections G onto
G and F onto F can be expressed as M r (M r ) and Mr (Mr ) respectively. This fact is used
in the proof of the following technical result, which in turn, is fundamental to the main Theorem
of this subsection.
Lemma 4.4 Given two closed, LSI subspaces G and F that induce a coordinatisation of H2D (H)
and inner functions r 2 H1 1
D (BH1 !H ) and r 2 HD (BH2 !H ) such that G = r H2D (H1) and
F = r H2D (H2), the operators (M r ) GkF and (Mr ) FkG are bounded and LSI.
Proof : It is shown that (M r ) GkF is bounded and LSI, the proof that (Mr ) FkG is bounded
and LSI follows similarly. (M r ) GkF is clearly linear and bounded on H2D (H) since it is the
product of two bounded, linear operators. To see that it is also shift invariant, note that any
2 H2D (H) is uniquely expressible as =
+ ', where
= GkF 2 G and ' = FkG 2 F. Let
be the unique element in H2D (H1 ) corresponding to
= M r . Then since M r is an isometry it
follows that (M r ) GkF = . Furthermore, since S = S
+ S', S
= M r S 2 G and S' 2 F
it is clear that
(M r ) GkF S = (M r ) S
= S = S(M r ) GkF :
That is, (M r ) GkF is also shift invariant.
Theorem 4.5 Given a closed, LSI subspace G H2D (H) that is LSI coordinatisable, there exist
functions r 2 H1
D (BH1 !H ), l 2 H1
D (BH!H2 ), r 2 H1
D (BH2 !H ) and l 2 H1
D (BH!H1 ) such
that
G = RM r = KM l ;
Proof : Let fG; Fg be a coordinatisation of H2D (H) and the operators GkF, FkG, M r and Mr
be dened as above, recalling that G = RM r and F = RMr . Furthermore, note that
GkF = GGkF = M r (M r ) GkF (4.1)
and
FkG = FFkG = Mr (Mr ) FkG: (4.2)
Now by Lemma 4.4, (M r ) GkF and (Mr ) FkG are bounded, LSI operators on H2D (H) and
hence, can be expressed as multiplication operators with symbols l 2 H1
D (BH!H1 ) and l 2
H1
D (BH!H2 ) respectively (cf. Proposition 2.2). That is,
It follows from the relationship GkF + FkG = I and equations (4.14.3), that
h i" Ml #
M Mr = I: (4.4)
r
M l
Now since G = RM r = K"M l , F# = RMr = KMl and fG; Fg is a coordinatisation of H2D (H),
h i
both M r Mr and M have zero kernel. Thus, they are the inverse of each other (cf.
l
M l
standard, closedloop conguration, denoted [P; C ], shown in Figure 4.2. The following result
characterises the graph of a stabilisable, LPTV, continuoustime system in terms the range and
kernel of stable, LPTV systems that are respectively, left and right invertible by stable, LPTV
systems. These representations resemble the coprimefactor representations known to exist for LTI
systems (cf. [Vid84, Smi89]) and linear, timevarying, discretetime systems with nitedimensional
inputoutput spaces (cf. [DS93]).
d1 + u1 y1
P
6
y2 C u ?+
2 d2
Theorem 4.6 If P 2 PUe !Y can be stabilised by some C 2 PYe !U, then there exist stable systems
Gr 2 PUe !V,1 Gl 2 PVe !Y , Kl 2 PVe !U and Kr 2 PYe !V such that
GP = RGr = KGl ;
and
h i" Kl # " Kl #h i "I 0#
Gr Kr = Gr Kr = :
Gl Gl 0 I
Proof : By assumption, P is stabilised by some C 2 PUe !Y. So by Proposition 2.12 and Re
mark 2.13, it follows that GP and GC induce a coordinatisation of L2R+ (V). Let P :=WP W 1 and
C :=WC W 1, noting that that GP and G0C are LSI subspaces of `Z2+(L2H (V)). These are respectively,
isomorphic (via Z) to the LSI subspaces G^ P :=ZGP and G^ 0C :=ZG0C of H2D (L2H (V)), which since GP
and GC induce a coordinatisation of L2R+ (V), induce a coordinatisation of H2D (L2H (V)). So by The
orem 4.5, there exist functions G^ r 2 H1 ^ 1 ^ 1
D (BH1 !L2H(V) ), Gl 2 HD (BL2H(V)!H2 ), Kl 2 HD (BL2H(V)!H1 )
and K^ r 2 H1
D (BH2 !L2H(V) ), such that
G^ P = RM ^ r = KM ^
G Gl
1 Recall that V :=U Y.
76 Robustness Analysis of LPTV ClosedLoop Systems
and
h i" MK^ l # " MK^ l #h i "I 0#
MG^ r MK^ r M = M MG^ r MK^ r = 0 I ;
G^ l G^ l
" #
Then since I
has zero kernel and Kl[0]Gr[0] = I, it follows from equation (4.5) that Q is a
P[0]
bijective mapping. Hence, Q(Q Q) 1 is an isomorphism between L2H (U) and H1, and correspond
ingly, L2H (U) is isomorphic to G^ P SG^ P H1. It can be shown in a similar manner that L2H (Y) is
isomorphic to G^ 0C SG^ 0C .
Now the multiplication operators MG^ r , MG^ l , MK^ l and MK^ r are equivalent (via Z) to stable
systems Gr 2 DL2H(U)!L2H(V) , Gl 2 DL2H(V)!L2H(Y) , Kl 2 DL2H(V)!L2H(U) and Kr 2 DL2H(Y)!L2H(V) respec
tively, with GP = RGr = KGl and
h i" K l # " K l #h i "I 0#
Gr Kr = Gr Kr = :
Gl Gl 0 I
Furthermore, observe that given any stable system Q0 2 DL2H(U)!L2H(Y) and stable systems Q1 2
DL2H(U)!L2H(U) and Q2 2 DL2H(Y)!L2H(Y) with stable inverses,
GP = RGr Q1 = KQ2 1 Gl
2 That G has a bounded leftinverse also follows from the fact that G^ r may be taken to be inner (see the proof
r[0]
of Theorem 4.5).
4.2 Representations of LPTV Systems 77
and
h i" Kl? # h i" Q1 1(Kl + Q0Gl ) #
Gr? Kr? := Gr Q1 (Kr Gr Q0)Q2
Gl? Q2 1 Gl
" #
Q1 1(Kl + Q0Gl ) h i
= Gr Q1 (Kr Gr Q0 )Q2
Q2 1 Gl
" 1 1 #" #h i" Q1 Q0Q2 #
Q 1 Q 1 Q 0 K l
= Gr Kr
0 Q2 1 Gl 0 Q2
" #
=
I 0 : (4.6)
0 I
So if Q0 , Q1 and Q2 can be constructed to make (Gr Q1 )[0] , (Q2 1 Gl )[0] , (Q1 1 (Kl + Q0 Gl ))[0]
and ((Kr + Gr Q0 )Q2 )[0] causal mappings on the nite horizon H , it would follow by Remark 4.2,
that the stable systems Gr? 2 DL2H(U)!L2H(V) , Gl? 2 DL2H(V)!L2H(Y) , Kl? 2 DL2H(V)!L2H(U) and Kr? 2
DL2H(Y)!L2H(V) are equivalent (via W) to stable systems Gr? 2 PUe !V, Gl? 2 PVe !Y, Kl? 2 PVe !U
and Kr? 2 PYe !V respectively,2 that satisfy
GP = RGr? = KGl?
and
h i" Kl? # " Kl? #h i "I 0#
Gr? Kr? = Gr? Kr? = :
Gl? Gl? 0 I
Accordingly, the rest of the proof is dedicated to showing that this is possible.
Let
" #
Mr[0] :=G and h i
r[0] Nl[0] Ml[0] :=Gl[0];
Nr[0]
where the partitioning is conformal with that of GP . Then since P 2 PUe !Y is causally extendible
with locallyLipschitzcontinuous extension, it follows that both Mr[0] 2 BL2H(U)!L2H(U) and Ml[0] 2
BL2 (Y)!L2 (Y) are bijective and therefore, boundedly invertible by the Open Mapping Theorem
H H
[Bol90, pg. 79]. To see this, rst note that since P 2 PUe !Y,
and hence, that Mr[0] is surjective.3 Suppose now, that there exists some nonzero (q 2 L2H (U)
such that Mr[0] (q = 0. Then by causality of P , it follows that Nr[0] (q must also be zero. Since
Kl[0]Gr[0] = I, this implies that
" #
0 = Kl[0]
Mr[0] (q = (q ;
Nr[0]
which is a contradiction. Therefore, the linear operator Mr[0] has zero kernel and is by denition,
injective. This combined with the fact that it is also surjective, implies that Mr[0] is bijective as
claimed. Now consider Ml[0] and suppose there exists a nonzero (q 2 L2H (Y) such that Ml[0] (q = 0.
Then since
K = P0 GP = Ph GP ;
Nl[0] Ml[0]
" #
it follows that 0 P and hence, (q must be 0.
(q 2 Ph GP . But this contradicts the causality of
Consequently, Ml[0] has zero kernel and is thereby injective. Moreover, since Gl[0]Kr[0] = I,
R = L2H (Y):
Nl[0] Ml[0]
"( #
So for all (e 2 L2H (Y), there exists a (g = (g 1 2 L2H (V) such that
g 2
" #
(e = h Nl[0] Ml[0] i (g 1 ;
(g 2
In fact,
h i " (g 1 + (u #
(e = Nl[0] Ml[0]
(g 2 + P[0] (u
u 2 Ph DP . Since P 2 PUe !Y, Ph DP = L2H (U) and consequently, (u can be set to (g 1 .
for all (
Doing this, gives (e = Ml[0] ( (g 2 P[0] (g 1 ), from which it is evident that RMl[0] = L2H (Y). Therefore,
Ml[0] is bijective as claimed.
Having shown that Mr[0] and Ml[0] are boundedly invertible, it is possible to construct the required
Q0 , Q1 and Q2. Let Q1 satisfy Q1[0] = Mr[0]1 and Q1[i] = 0 for i 6= 0, where fQ1[i]g1
i=0 denotes the
sequence uniquely identiable with the Toeplitz representation of Q1 . Then
" #
I
(Gr Q1 )[0] = ;
Nr[0]Mr[0]1
3 Note that in the equation above P0 corresponds to a discretetime truncation and Ph to truncation in a
continuoustime signalspace.
4.2 Representations of LPTV Systems 79
h i
which by causality of P is causal on L2H (U). Now let Yl[0] Xl[0] :=Kl[0], where the partition is
conformal with GP and construct Q0 so that Q0[0] = Xl[0]Ml[0]1 and Q0[i] = 0 for i 6= 0. Then since
Nr[0]Mr[0]1 = Ml[0]1 Nl[0] = P[0] and Yl[0]Mr[0] + Xl[0]Nr[0] = I, it follows that
h i
(Q1 1 (Kl + Q0 Gl ))[0] = (Q1 1 )[0] Kl[0] + Q0[0] N l[0] Ml[0]
h i
= Mr[0] Yl[0] + Xl[0]Ml[0]1 Nl[0] 0
h 1 i h i
= Mr[0] Mr[0] 0 = I 0 ;
" #
which is obviously causal on L2 (V) as required. Finally, let Xr[0] :=K . Then from equation
H
Yr[0] r[0]
(4.6), it follows that Mr[0]Xl[0] Xr[0]Ml[0] = 0 and hence, that Q0[0] = Xl[0]M h l[0] = Mr[0]Xr[0]i.
1 1
Dening Q2 to satisfy Q2[0] = Ml[0] and Q2[i] = 0 for i 6= 0, gives (Q2 1 Gl )[0] = Ml[0]1 Nl[0] I
" #
and ((Kr + Gr Q0 )Q2 )[0] = 0 . As required, both are causal on L2H (V) and L2H (Y) respectively.
I
This completes the proof.
Remark 4.7 Since Gr and Gl in Theorem 4.6 are respectively, left and right invertible by stable,
LPTV systems, they are called strongright and respectively strongleft representations of GP .
Note that they are only unique up to invertible factors. That is, for any stable systems Q1 ; Q1 1 2
PUe !U and Q2; Q2 1 2 PYe !Y, the systems Gr Q1 and Q2 1Gl are also strongright and strongleft
representations of GP respectively. 
Given a wellposed, plant/controller pair [P; C ], the following lemma constitutes a useful charac
terisation of closedloop stability in terms of range and kernel representations of GP and G0C .
Lemma 4.8 Given a plant P 2 PUe !Y and controller C 2 PYe !U such that [P; C ] is wellposed,
let Gr 2 PUe !V be any stable system with zero kernel such that GP = RGr and Kl 2 PVe !U be any
stable system such that RKl = L2R+ (U) and G0C = KKl . Then the following are equivalent:
(ii) The stable, LPTV system Kl Gr is bijective (and hence boundedly invertible, although the
inverse may not be causal).
Furthermore, if [P; C ] is stable and Gr and Kl are strongright and strongleft representations of
0
GP and GC respectively, then (Kl Gr ) 1 is a stable system in PUe !U. That is the inverse is also
causal.
80 Robustness Analysis of LPTV ClosedLoop Systems
Proof : Since the closedloop is wellposed by assumption, Proposition 2.12 holds (cf. Remark
2.13), and using the identities GP = RGr and G0C = KKl , it follows that
[P; C ] is stable , RGr + KKl = L2R+ (V) and RGr \ KKl = f0g:
Then since RKl = L2R+ (U) and KGr = f0g, it is clear that
RGr + KKl = L2R+ (V) and RGr \ KKl = f0g
+
RKlGr = L2R+ (U) and KKl Gr = f0g:
To see that the converse is also true, let RKlGr = L2R+ (U) and KKlGr = f0g. That RGr \ KKl = f0g
is immediate. Now suppose there exists a v 2 L2R+ (V) such that v 62 RGr + KKl and dene
e :=Kl v. Then since RKl Gr = L2R+ (U) and KKlGr = f0g, there exist a unique q 2 L2R+ (U) such that
e = Kl Gr q = Kl g, where g :=Gr q. Consequently, Kl (g v) = 0, which implies that either v = g or
(g v) 2 KKl . Since g 2 RGr , this contradicts v 62 RGr + KKl and it follows that [P; C ] is stable if
and only if the bounded linear operator Kl Gr is bijective (and hence, boundedly invertible by the
Open Mapping Theorem [Bol90, pg. 79]). Note that (Kl Gr ) 1 is periodically timevarying, but
may not be locally causal in L2H (U).
It is now shown that if [P; C ] is stable and Gr and Kl are strongright and strongleft representa
tions of GP and G0C respectively, then (Kl Gr ) 1 2 PUe !U. First note that for any Kl and Gr that
satisfy the original conditions of the lemma,
GP kG0C = Gr (Kl Gr ) 1Kl : (4.7)
To see this, note that since [P; C ] is stable, fGP ; G0C g induces a coordinatisation of L2R+ (V). There
fore, any g 2 L2R+ (V) can be written uniquely as the sum g = p + c, where p 2 GP and c 2 G0C .
Furthermore, since KGr = f0g and RGr = GP , there exists a unique q 2 L2R+ (U) such that p = Gr q.
Consequently,
(GP kG0C Gr (Kl Gr ) 1 Kl )g = p Gr (Kl Gr ) 1 Kl p
= p Gr (Kl Gr ) 1 Kl Gr q
= p Gr q = 0;
for all g 2 L2R+ (U), which in turn, implies that GP kG0C = Gr (Kl Gr ) 1 Kl . Now, take Gr and Kl to
be strongright and strongleft representations. Then by denition, Gr and Kl satisfy the original
conditions of the lemma and there exist stable systems Kl? 2 PVe !U and Gr? 2 PUe !V such that
Kl? Gr = I and Kl Gr? = I . Furthermore, from equation (4.7),
(Kl Gr ) 1 = Kl? GP kG0C Gr? :
4.2 Representations of LPTV Systems 81
Then recalling that GP kG0C 2 PVe !V (cf. Remark 2.14), it follows that (Kl Gr ) 1 2 Pe .
U!U
Remark 4.9 Note that by interchanging the roles of P and C in Lemma 4.8, given any stable
system Gl 2 PVe !Y such that RGl = L2R+ (U) and GP = KGl and any stable system Kr 2 PYe !V
with zero kernel such that G0C = RKr , the following are equivalent :
(i) The closedloop system [P; C ] is stable;
(ii) The stable, LPTV system Gl Kr is bijective (and hence boundedly invertible, although the
inverse may not be causal).
Furthermore, if Gl and Kr are strongleft and strongright representations of GP and G0C respectively
and [P; C ] is stable, then (Gl Kr ) 1 is a stable system PYe !Y . 
Remark 4.10 Given a wellposed, plant/controller pair [P; C ] where P 2 PUe !Y and C 2 PYe !U,
let P :=WP W 1 and C :=WC W 1 . Furthermore, let Gr 2 DL2H(U)!L2H(Y) and Kl 2 DL2H(Y)!L2H(U)
be stable systems that satisfy KGr = f0g, GP = RGr , RKl = `Z2+(L2H (U)) and G0C = KKl . Then
the closedloop [P; C ] is stable if and only if the bounded linear operator Kl Gr is boundedly in
vertible. In this case (Kl Gr ) 1 is a stable system in DL2H(U)!L2H(U) and hence, equivalent (via Z)
to a multiplication operator with symbol in H1 D (BL2H(U)!L2H(U) ) (cf. Proposition 2.2). Moreover,
G kG0 = Gr (Kl Gr ) 1Kl . 
P C
It is interesting to note that given a system P 2 PUe !Y and a stabilising C 2 PYe !U, strong
right and strongleft representations of G0C can be constructed from strongright and strongleft
representations of GP and the respective stable, left and right inverses. This is analogous to necessity
of the wellknown Youla parameterisation of stabilising controllers for certain classes of systems
[YJB76, DLJS80, DG84, DS93] and is summarised in the following lemma.
Lemma 4.11 Given a stabilisable system P 2 PUe !Y and stable systems Gr 2 PUe !V, Gl 2
PVe !Y, Kl 2 PVe !U and Kr 2 PYe !V such that
GP = RGr = KGl
and
h i" Kl # " Kl #h i "I 0#
Gr Kr = Gr Kr = ;
Gl Gl 0 I
a system C 2 PYe !U stabilises P only if there exists a stable Q 2 PYe !U such that
Kr Gr Q
82 Robustness Analysis of LPTV ClosedLoop Systems
and
h i" Kl # " Kl #h i "I 0#
Gr Kr = Gr Kr = : (4.8)
Gl Gl 0 I
Furthermore, for any stable system Q 2 PYe !U,
h i" (Kl + QGl ) # " (Kl + QGl) #h i "I 0#
Gr (Kr Gr Q) = Gr (Kr Gr Q) = : (4.9)
Gl Gl 0 I
Now from equation (4.9),
(Kl + QGl )(Kr Gr Q) = 0;
which implies R(Kr Gr Q) K(Kl +QGl ) . To see that the opposite inclusion also holds, note from
equation (4.9), that
h i h i
(Kl + QGl ) Gr (Kr Gr Q) = I 0 : (4.10)
Now suppose there exists a nonzero x 2 K(Kl +QGl ) that is not in R(Kr Gr Q) . Then since
K = f0g and R = L2R+ (V);
Gr (Kr Gr Q) Gr (Kr Gr Q)
" #
there exists a unique u =: u1 2 L2R+ (V) such that
u 2
h i" u1 #
x = Gr (Kr Gr Q) :
u2
Furthermore, 0 = (Kl + QGl )x = u1 , which using equation (4.10), implies that x 2 R(Kr Gr Q) .
This is a contradiction and therefore, K(Kl +QGl) R(Kr Gr Q) .
4.3 The Gap Metric 83
strongright and strongleft representations of G0C , denoted by Kr? 2 PYe !V and Kl? 2 PVe !U
respectively. It follows by Lemma 4.8, that Kl? Gr is boundedly invertible in PUe !U. Now dene
Q := (Kl? Gr ) 1 Kl? Kr
and note that Q is a stable system in PYe !U. Then using equation (4.8),
Kl QGl = Kl + (Kl? Gr ) 1Kl? Kr Gl
= Kl + (Kl? Gr ) 1 Kl? (I Gr Kl )
= Kl Kl + (Kl? Gr ) 1 Kl? = (Kl? Gr ) 1 Kl? ;
which implies K(Kl QGl ) = KKl? . Since R(Kr +Gr Q) = K(Kl QGl) and RKr? = KKl? , it also follows
that R(Kr +Gr Q) = RKr? . That is, the strongright and strongleft representations of G0C are in the
form required.
Remark 4.12 If in Lemma 4.11, the choice of Q PUe !Y is restricted to those for which
2
R(Kr Gr Q) = K(Kl +QGl ) correspond to the inverse graph of a system C 2 PUe !Y such that the
closedloop [P; C ] is wellposed, then C stabilises P . That is, the Lemma would also be sucient.
To see this, note from equation (4.9) that for such a Q, the system (Kl + QGl ) is a strongleft
representation of G0C . So by arguments similar to those in the proof of Lemma 4.8 and the fact
that (Kl + QGl )Gr = I is obviously invertible, it follows that [P; C ] is stable. Again from equation
(4.9) and since R(Kr Gr Q) = K(Kl +QGl ) = G0C , it is also clear that (Kr Gr Q) is a strongright
representation of the inverse graph of a stabilising controller. 
and it can be shown (cf. [KVZ+ 72, x15 Chap. 4]) that
(H0 ; H1) = maxf~(H0; H1); ~(H1; H0)g;
where
~(Hi; Hj ) = kH? Hi k i; j = 0; 1;
j
is the directed gap. Note that 0 (H0 ; H1) 1 and that it denes a metric on H.
Proposition 4.13 [KVZ+72]. For i = 0; 1, let Hi be a closed subspace of a Hilbert space H.
Then H1 jH0 is a bijective mapping from H0 to H1 if and only if (H0 ; H1) < 1. Moreover, if
(H0 ; H1) < 1 then
(H0 ; H1) = ~(H0; H1) = ~(H1 ; H0):
The gap between two (closed) operators P0 and P1 is dened to be the gap between their respective
graphs,
g (P0 ; P1 ) :=(GP0 ; GP1 );
with the directed gap being dened similarly [Kat66]. This is a metric and can be thought of as a
measure of the distance between two systems. In the next section the gap metric is used to quantify
the robust stability properties of LPTV, closedloop systems.
Consider a system P0 2 PU!Y and recall that GP0 is isomorphic to both GP0 and G^ P0 :=ZGP0 ,
where P0 :=WP0 W 1 . Given another system P1 2 PU!Y, the following hold :
g (P0 ; P1 ) = (GP0 ; GP1 ) = (G^ P0 ; G^ P1 );
for the gap and
~g (Pi ; Pj ) = ~(GPi ; GPj ) = ~(G^ Pi ; G^ Pj ); (i; j = 0; 1)
for the directed gap. The following corollary of Proposition 4.13 constitutes a useful characterisation
of when the gap between two systems is strictly less than one. It is used in the proof of the main
robustness result in the next section. A similar result appeared in [SO93] and [Vin93b] for LTI
systems.
Corollary 4.14 Given two systems P0 and P1 in PU!Y, the following are equivalent :
(i) g (P0 ; P1 ) = (G^ P0 ; G^ P1 ) < 1;
4.3 The Gap Metric 85
(ii) The bounded linear operator (MG^ r1 ) MG^ r0 is bijective (and hence boundedly invertible),
where G^ ri is any inner function in H1 ^ ^ 2 2
D (BL2H(U)!L2H(V) ) such that GPi :=ZW GPi = Gri HD (LH (U)) for
i = 0; 1.
Proof : Since G^ i = MG^ ri (MG^ ri ) , G^ Pi = RM ^ ri and KM ^ ri = f0g, it follows by Proposition 4.13
P G G
(cf. a similar result in Nikol'skii [Nik86, pg. 201] concerning closed subspaces), that (G^ P0 ; G^ P1 ) < 1
if and only if MG^ r1 (MG^ r1 ) MG^ r0 is a bijective mapping from H2D (L2H (U)) to G^ P1 . Again using the
fact that G^ Pi = RM ^ ri and KM ^ ri = f0g, this is equivalent to
G G
That is, (G^ P0 ; G^ P1 ) < 1 if and only if (MG^ r1 ) MG^ r0 is bijective (and hence, boundedly invertible
by the open mapping theorem [Bol90]).
An important theorem, characterising the directed gap between LPTV systems in terms of an
optimisation problem over H1D , is now presented. It is essentially a generalisation of Georgiou's
result for LTI systems [Geo88] (cf. also [You86, Theorem 1] and [SO93, Corollary 4.4]). The
relevant formula plays a crucial role in the proof of the main robustness result in the following
section.
Theorem 4.15 For i; j = 0; 1,
~g (Pi ; Pj ) = ~(G^ Pi ; G^ Pj ) = inf ^ ri
kG G^ rj Q^ k1;
^ Q2H1
D
(BL2 (U)!L2 (U) )
H H
Proof : The proof follows that of an H1 optimisation result in [FF90, pg. 248]. Note that
(for i = 0; 1) G^ Pi is an LSI subspace of H2D (L2H (V)). As before, it follows by the BeurlingLax
Halmos Theorem, that there exists an inner function G^ ri 2 H1 ^
D (BL2H(U)!L2H(V) ) such that GPi =
G^ riH2D (L2H (U)). Since MG^ ri is an isometry it can be shown that G^ i = MG^ ri (MG^ ri ) and hence,
P
that
~(G^ Pi ; G^ Pj ) = kG^ ? MG^ ri (MG^ ri ) k = kG^ ? MG^ ri k;
P j P j
where the last equality follows from the fact that MG^ ri is an isometry. Now recall that G^ ?Pj :=H2D (L2H (V))
G^ Pj and take any 2 H2D (L2H (V)), expressing it as =
+ ', where
= G^ and ' = G^ ? .
j j P
= G^ ? S';
j P
86 Robustness Analysis of LPTV ClosedLoop Systems
where the second equality follows from the fact that SG^ Pj G^ Pj . That is,
G^?j S = G^?j SG^ ?j = S?G^ ?j
P P P P
(4.11)
where
S? :=G^ ?j SjG^ ?j : G^ ?Pj ! G^ ?Pj :
P P
The unilateral shift S is an isometric dilation (lifting) of S? in that Sn? = G^ ? Sn jG^ ? for all n 0.
j Pj P
In fact, by the way G^ ?Pj is dened and since G^ Pj is shiftinvariant, it follows that S is the minimal,
isometric dilatation of S? in the sense that H2D (L2H (V)) is the smallest shiftinvariant space that
contains G^ ?Pj .4 Furthermore, from equation (4.11), it follows that
S? G^?j = G^ ?j S
P P
Since S is a minimal, isometric dilation of S? , it follows by the Commutant Lifting Theorem (cf.
[FF90, Chapter VII] and [SNF70]), that there exists an LSI operator H : H2D (L2H (U)) ! H2D (L2H (V))
that satises G^ ? H = HG^ ri and
P j
kHk = kHG^ ri k: (4.13)
Furthermore, by Proposition 2.2, the operator H can be expressed as a multiplication operator with
symbol H^ 2 H1
D (BL2H(U)!L2H(V) ) and
^ k1 :
kHk = kH (4.14)
Thus,
G^ ?j MH^ = HG^ ri = G^ ?j MG^ ri ;
P P
which implies that G^ ? (MH^ MG^ ir ) = 0 or equivalently (since G^ Pj = G^ rj H2D (L2H (U))) that
j P
Therefore, since G^ rj is inner and by Corollary IX.2.2 in [FF90, pp. 239240] (a corollary of the
BeurlingLaxHalmos Theorem), there exists a Q^ ? 2 H1 D (BL2H(U)!L2H(U) ) that satises
H^ G^ ri = G^ rj Q^ ?:
Hence, H^ = G^ ri G^ rj Q^ ? and
^ ri
kG G^ rj Q^ ? k1 = kHG^ ri k = kHG^ ri G^ rj Q^ k Q2 inf ^ ri
kG G^ rj Q^ k1;
^ H1 (B L2H(U)!L2H(U) )
D
where the rst equality follows from equations (4.13) and (4.14), the second by the fact that
HG^ rj Q^ = G^ ?j MG^ rj Q^ = 0 for all Q^ and nally, the third inequality by the fact that kG^?j k 1.
P P
Interestingly, the dierence between two stable closedloops with the same controller but dier
ent plants can be bounded (above and below) in terms of the gap between the two plants. As
will be seen later, these bounds lead to a particularly simple proof that the gap metric induces
what is commonly known as the graph topology (the weakest with respect to which closedloop
performance varies continuously and closedloop stability is a robust property). Since the parallel
projection onto the graph of a plant along the inverse graph of a stabilising controller completely
characterises a closedloop (cf. Remark 2.14), in the following lemma the dierence between the
closedloops concerned is quantied by the induced norm of the dierence between the respective
parallelprojection operators. A similar result has appeared in [Vin93b] for LTI systems. As an
aside, note that for the closedloop conguration specied in the H1 loopshaping, design proce
dure proposed in SubSection 3.3.2, the pertinent closedloop operator is simply a weighted, parallel
projection (compare equations in Remark 2.14 and equation (3.16)). As such, the following result
also characterises explicitly the degradation in performance (in the context of the proposed design
procedure) that may be observed if the plant deviates from its nominal value.
Lemma 4.16 For any P0 ; P1 2 PUe !Y and C 2 PYe !U such that [P0 ; C ] and [P1 ; C ] are stable,
g (P0 ; P1 ) kGP0 kG0C GP1 kG0C k bg (P0b; P1 ) ;
P0 ;C P1 ;C
where bPi ;C :=kGPi kG0C k 1 , i = 0; 1.
88 Robustness Analysis of LPTV ClosedLoop Systems
Proof : Given any stable plant/controller pair [Pi; C ] with Pi 2 PUe !Y (i = 0; 1) and C 2 PYe !U,
recall that GPi and G0C induce a coordinatisation of L2R+ (V) 5 (cf. Proposition 2.12 and Remark
2.13) and that the parallel projection GPi kG0C is a bounded, LPTV operator. Now (for i; j = 0; 1)
dene
:= GPi kG0C GPj kG0C
and note that
(GPi kG0C GPj kG0C ) = G0C kGPi (GPi kG0C GPj kG0C ) = G0C kGPi GPj kG0C : (4.15)
To see this, take any e 2 L2R+ (V), which since GPi (i = 0; 1) and G0C induce a coordinatisation of
L2R+ (V) can be uniquely decomposed as
e = pi + ci = pj + cj ; (4.16)
0
where pi 2 GPi L2R+ (V), pj 2 GPj L2R+ (V) and ci ; cj 2 GC L2R+ (V). Then from equation
(4.16), it follows that
(GPi kG0C GPj kG0C )e = (pi pj ) = (cj ci ) 2 G0C ;
by which equation (4.15) is immediate.
Using equation (4.15) and the identity
GPj kG0C = (GPi + G?Pi )GPj GPj kG0C ;
it follows that
= G0C kGPi GPj kG0C
= G0C kGPi (GPi + G?Pi )GPj GPj kG0C
= G0C kGPi G?Pi GPj GPj kG0C ;
where the last equality holds since G0C kGPi GPi = 0. Hence,
kk kG0 kGP k kG? GPj k kGP kG0 k;
C i Pi j C
which by denition of bPi ;C , the directed gap and its relationship to the gap, implies
kk
g (P0 ; P1 ) :
bP0 ;C bP1;C
This is precisely the upper bound stated in the lemma.
5 Also recall that V :=U Y.
4.4 Quantitative Robustness Analysis 89
where the second equality follows from the identities G?P GPj kG0C = 0 and GPi kG0C GPi = GPi .
j
Hence, for i; j = 0; 1
g (P0 ; P1 ) kk;
as claimed.
Denition 4.17 Given a stable closedloop [P; C ] with P 2 PUe !Y and C 2 PYe !U, dene
bP;C1 :=kGP kG0C k = kG kG0 k = kGr (Kl Gr ) 1Kl k;
P C
(4.17)
where P :=WP W 1 , C :=WC W 1 and Gr 2 DL2H(U)!L2H(Y) and Kl 2 DL2H(Y)!L2H(U) are any stable
systems that satisfy KGr = f0g, GP = RGr , RKl = `Z2+(L2H (U)) and G0C = KKl (cf. Remark 4.10).
For reasons that will soon become apparent, bP;C is called the robuststability margin.
90 Robustness Analysis of LPTV ClosedLoop Systems
Using results obtained in the previous sections, it is now possible to state and prove the main
robust stability result, which identies the largest gapball of LPTV plants, centred at a nominal
plant, that a nominal, stabilising, LPTV controller is guaranteed to stabilise. To a certain extent,
the result is analogous to the LTI result of [GS90] and the general LTV result of [FGS93]. Note
however, that it does not follow directly from either of these. In particular, considerable eort is
required to prove necessity, where the approach taken is to construct a causal plant P1 of appropriate
gap distance from the nominal plant so that [P1 ; C ] is wellposed but not stable.
Theorem 4.18 Let [P0 ; C ] be a stable, closedloop system, where P0 2 PUe !Y and C 2 PYe;!scU.
Then, the following are equivalent :
(i) bP0 ;C ;
(ii) [P1 ; C ] is stable for all P1 2 PUe !Y that satisfy g (P0 ; P1 ) < .
Proof : ((i) ) (ii)) By assumption, g (P0 ; P1 ) = (GP0 ; GP1 ) < and bP01;C 1 . For i = 0; 1,
let Gri 2 DL2H(U)!L2H(V) be an isometry such that GPi = RGri , where Pi :=WPi W 1 .6 Then
G i = Gri(Gri) and
P
where Kl 2 DL2H(V)!L2H(U) is any stable system that satises KKl = G0C and RKl = `Z2 +(U).7 Com
bining equations (4.18) and (4.19) yields
kI (Kl Gr0 ) 1 Kl Gr1 Gr1 Gr0 k kGr0 (Kl Gr0 ) 1 Kl Gr1 Gr1 kkGr0 k < 1:
Hence, it follows that (Kl Gr0 ) 1 Kl Gr1 (Gr1 Gr0 ) has bounded inverse. Since g (P0 ; P1 ) < 1, note
that the operator Gr1Gr0 also has bounded inverse (cf. Corollary 4.14) and therefore, that Kl Gr1
is boundedlyinvertible, which by Lemma 4.8, implies stability of the closedloop [P1 ; C ].
6 GP and GP are LSI subspaces and hence, the required Gr0 and Gr1 exist by the BeurlingLaxHalmos Theorem.
0 1
7 Since [P0 ; C ] is stable, such a Kl exists by Theorem 4.6.
4.4 Quantitative Robustness Analysis 91
((i) ( (ii)) Suppose that (ii) holds for some 1 > bP0;C .8 Under this hypothesis it is sucient
to construct a system P1 2 PUe !Y such that g (P0 ; P1 ) < and [P1 ; C ] is wellposed, but not
stable. Let Gr0 and Kl be dened as in the proof of (i) ) (ii). Then by Proposition 2.2, Gr0 and
Kl are equivalent (via Z) to multiplication operators with symbols G^ r0 2 H1 D (BL2H(U)!L2H(V) ) and
K^ l 2 H1
D (BL2H(V)!L2H(U) ) respectively. Furthermore, it follows by Lemma 4.8 and Remark 4.10, that
^ ^
(Kl Gr0 ) 1 2 H1 D (BL2H(U)!L2H(U) ). Hence,
and Kl? :=Z 1 MK^ l? Z is a stable system in DL2H(U)!L2H(V) that satises KKl? = G0C and RKl? =
`Z2+(L2H (U)). In fact, by denition,
bP01;C :=kGr0 Kl? k = kKl? k = kK^ l? k1 = sup kK^ l? ()k; (4.20)
2D
where the second equality holds because Gr0 is an isometry. Since the function K^ l? () is analytic
in D , kK^ l? ()k satises a maximum principle on any connected, open subset of D (cf. SubSection
2.2.3). Using this property and equation (4.20), it follows that for any 0 > 0 and 1 > 0, there
exists a 0;0 2 A 0 :=f : (1 0 ) jj < 1g such that
(bP0 ;C + 1 ) ^ l? (0;0 )k bP01;C :
1 kK
Now for any 2 > 1 it is possible to construct an operator 0;2 2 BL2H(U)!L2H(V) with
k0;2 k (bP0 ;C + 2 ); (4.21)
such that (I + K^ l? (0;0 )0;2 ) is not invertible in BL2H(U)!L2H(U) .9 Dening
^ 2 () := 0;2 2 H1
D (BL2H(U)!L2H(V) ); (4.22)
0;0
8 g (P0 ; P1 ) 1
for all P1 2 PUe !Y . So it is without loss of generality that is taken to be less than or equal to
1, otherwise there is an obvious contradiction.
9 To see this, let A denote a bounded, linear operator in BU!Y . Then for any > 0, it follows by denition of the
induced norm that there exists a u 2 U (which is taken to have unit norm) so that with y :=Au,
kAk kykY kAk :
Dening : Y ! U to be the operator that maps y to u for all 2 C and every other direction orthogonal to
this in Y to 0, it follows that
k k 1 : kAk
Clearly then y 2 K(I +A) and hence, (I + A) is not invertible.
92 Robustness Analysis of LPTV ClosedLoop Systems
it follows that
^ l? ()^ 2 ()) 1 k ! 1
k(I + K
as ! 0;0 , since (I + K^ l? )^ is continuous on D and (I + K^ l? (0;0 )0;2 ) is not invertible.10 That
is, (I + K^ l? ^ 2 ) in not invertible in H1
D (BL2H(U)!L2H(U) ).
Let
G^ r1 :=(G^ r0 + ^ 2 )Q^ 1 ;
for some Q^ 1 ; Q^ 1 1 2 H1
D (BL2H(U)!L2H(U) ) and note that
Q^ 1 2 H1
D (BL2H(U)!L2H(U) ) is now constructed so that RGr 1 is isomorphic (via W ) to the graph of a
system P1 2 PUe !Y . First let
" # " #
Mr1 :=G and Mr0 :=G ;
r1 r0
Nr1 Nr0
where the partitioning is conformal with GP0 . By construction [0] = 0, where the subscript [0]
denotes the rst term in the sequence uniquely identiable with the Toeplitz representation. Thus,
Gr1[0] = (Gr0Q1)[0] and
Since RGr0 is isomorphic to GP0 and P0 2 PUe !Y , it follows (as is detailed in the proof of Theo
rem 4.6) that Mr0[0] 2 BL2H(U)!L2H(U) is boundedly invertible. So by the assumed invertibility of Q1
and equation (4.24), Mr1[0] is also invertible in BL2H(U)!L2H(U) . Consequently, Mr1 has zero kernel,
which conrms that RGr1 is the graph of a linear operator. In fact, it is isomorphic to the graph of
an LPTV system P1 dened on a subspace of L2R+ (U). It is sucient therefore, to select Q^ 1 to en
sure that P1 is causal and has locallyLipschitzcontinuous extension. To this end, set Q^ 1 = Mr0[0]
1 ,
which is clearly an invertible element in H1D (BL2H(U)!L2H(U) ), so that Q1[0] = Mr 0[0] and
1
" # " #
Gr1[0] = Mr1[0] = (Gr0 Q1)[0] = I :
Nr1[0] 1
Nr0[0]Mr0[0]
Remark 2.6, that Mr1 :=G = W 1 G W is a stable system in P e , which in turn implies
Nr1 r1 r1 U!V
that P"1 is#causal. To see this, suppose that P1 is not causal. Then by denition, there exists a
point uy 2 GP1 = RGr1 and a 1 2 R+ such that
" # " #
u 0
P1 = :
y y~ 6= 0
94 Robustness Analysis of LPTV ClosedLoop Systems
That is, there exists a q 2 L2R+ (U) such that y~ = P1 Nr1 q and 0 = P1 Mr1 q. Since Mr1 is causal,
P1 Mr1 q = P1 W 1 P2nMr1Wq 2 33
(
66 2 I 0 0 6
36 q0
( 77 77
66 66 M ... ... .. 77 66 q1 77
.. 77 77
66 66 r.1[1] . 76
76 . 77
66 64 .. ... ... 0 75 66 .. 77 77
= P1 W 66 Mr1[n]
1
Mr1[1] I 4
. 5 7;
7 (4.25)
66 
{z } q n 77
(
66 ~n
:=M 77
66 0 77
4 .. 5
.
where q(=: k 7! (
q k ) :=Wq, n = h1 + 1 and ] [ denotes the integer part of a real number. Now
note that M ~ i is boundedly invertible for all nite i 2 Z+ and therefore, has zero kernel and full
range.11 So if 0 = P1 Mr1 q, it follows from equation (4.25), that ( q 0 = (q 1 = : : : = (q n 1 = 0
and P(nh+1 1 ) ( q n = 0 or equivalently, P1 q = 0. Then since Nr1 is causal, this implies that
y~ = P1 Nr1 q = 0, which is a contradiction and consequently, P1 is causal. This line of reasoning
also leads to the conclusion that P1 is causally extendible to a locallyLipschitzcontinuous operator
on L2R;+e (U). More specically, since M~ i has full range for all nite i 2 Z+,
" #
RM
~n
P DP1 = P RMr1 = P W 1 = P L2[0;nh](U) = L2[0; ](U)
0
for all , where n = h + 1. That is, P1 is causally extendible (by denition). Now denote the
extension of P1 by P1e . Then,
kP (P1e u1 P1e u2 )kL2 +(Y) kN~ nM~ n 1 ukPn ` 2 (L2 (Y))
+ H
sup P ( u u )
R
sup u
Z
;
2 ;
u1 ;u2 2LR+(U)
e k 1 2 LR+(U)
k 2 u2Pn `Z+(LH(U))
2 2 k kPn `Z+(LH(U))
2 2
P u1 6=P u2 u6=0
where
2 3
Nr1[0] 0 0
66 ... ... .. 77
6 N
N~ n := 66 .. . . . .
r 1[1] . 7
7:
4 . . . 0 75
Nr1[n] Nr1[1] Nr1[0]
Since N~ i and M~ i 1 are both bounded for all nite i 2 Z+, it is then clear (by denition) that P1e
is locally Lipschitzcontinuous as claimed.
11 In fact ~ i 1 is block lowertriangular with identities down the diagonal.
M
4.4 Quantitative Robustness Analysis 95
It remains to show that g (P0 ; P1 ) < . First it is shown that ~g (P0 ; P1 ) < and then, that
g (P0 ; P1 ) = ~g (P0 ; P1 ) < . Note that G^ P1 :=ZWGP1 is an LSI subspace of H2D (L2H (V)). Therefore,
by the BeurlingLaxHalmos Theorem, there exists an inner function G^ r? 2 H1 D (BL2H(U)!L2H(V) ) such
^ ^
that GP1 = Gr1? HD (LH (U)). Moreover, since RM ^ r1 = RM ^ r1? and KM ^ r1 = f0g, there exists a
2 2
G G G
Q^ ? ; Q^ ? 1 2 H1 ^ ^ ^ ^ ^ ^
D (BL2H(U)!L2H(U) ) such that Gr 1? Q? = Gr 1 = (Gr 0 + )Q1 (cf. Corollary IX.2.2 of the
BeurlingLaxHalmos Theorem in [FF90]). Then by Theorem 4.15,
~g (P0 ; P1 ) = ~(G^ P0 ; G^ P1 ) = inf ^ r0
kG G^ r1?Q^ k1
^ H1 (BL2 (U)!L2 (U) )
Q2 D H H
= inf ^ r0
kG (G^ r0 + ^ 2 )Q^ 1 Q^ ? 1 Q^ k1
^ H1 (BL2 (U)!L2 (U) )
Q2 D H H
^ 2 k1
k < ;
where the third inequality follows from the fact that Q^ ? Q^ 1 1 2 H1 D (BL2H(U)!L2H(U) ) and the last
inequality from equation (4.23). Now for any q^ 2 H2D (L2H (U)) consider the projection of MG^ r1 q^ 2
G^ P1 onto G^ P0 . Since MG^ r0 is an isometry, G^ = MG^ r0 (MG^ r0 ) and the projection described above
0 P
can be expressed as
MG^ r0 (MG^ r0 ) (MG^ r0 + M^ 2 )MQ^ 1 q^ = MG^ r0 g^;
where
g^ :=(I + (MG^ r0 ) M^ 2 )MQ^ 1 q^ :
Furthermore,
k(MG^ r0 ) M
^ k kMG^ r0 k kM^ k < 1:
2 2
Thus, (I + (MG^ r0 ) M^ ) is a onetoone mapping onto H2D (L2H (U)) and since MQ^ 1 is bijective, it
follows that the projection described above is also bijective. So by Proposition 4.13,
~(G^ P0 ; G^ P1 ) = ~(G^ P1 ; G^ P0 ) = (G^ P0 ; G^ P1 )
and hence, g (P0 ; P1 ) = (G^ P0 ; G^ P1 ) = ~(G^ P0 ; G^ P1 ) < as required. This completes the proof.
Consider a closedloop [P0 ; C ], with P0 2 PUe;!
sc and C 2 P e . Then by Proposition 2.9, [P ; C ]
Y Y!U 0
e; sc
is wellposed and if all permissible perturbations are restricted to PU!Y, the closedloop is always
wellposed. Furthermore, by the way the destabilising plant P1 is constructed in the proof above,
P0[0] = P1[0]. That is, the instantaneous behaviour of the nominal plant and the plant constructed
to destabilise the closedloop is the same. As such, if P0 2 PUe;!
sc , then P 2 P e;sc . Consequently,
Y 1 U!Y
(ii) ) (i) would still hold if permissible perturbations were restricted to only strongly causal ones.
96 Robustness Analysis of LPTV ClosedLoop Systems
Corollary 4.19 Given a stable closedloop [P0 ; C ], where P0 2 PUe;!sc Y and C 2 PYe !U, the follow
ing are equivalent:
(i) bP0 ;C ;
(ii) [P1 ; C ] is stable for all P1 2 PUe;!
sc such that (P ; P ) < .
Y g 0 1
Similarly, although it is very dicult to characterise analytically, restricting the set of permissible
perturbations to those which do not cause the nominal closedloop to become illposed,12 leads to
the following restatement of Theorem 4.18.
Corollary 4.20 Given a stable closedloop [P0 ; C ], where P0 2 PUe !Y and C 2 PYe !U, the follow
ing are equivalent:
(i) bP0 ;C ;
(ii) [P1 ; C ] is stable for all P1 2 PUe !Y such that g (P0 ; P1 ) < and [P1 ; C ] is wellposed.
Recall the denition of bP;C (cf. Denition 4.17). Then since G0C is a linear subspace, the following
corollary of Lemma 4.21 is immediate.
Corollary 4.22
bP;C = bC;P :
12 This is necessary for (i) ) (ii) to hold.
4.4 Quantitative Robustness Analysis 97
Similarly, the following corollary, which characterises robust stability to perturbations of the
controller, is an immediate consequence of Corollary 4.22 and Theorem 4.18.
Corollary 4.23 Let [P; C ] be a stable closedloop system, where P 2 PUe;!sc Y and C 2 PYe !U. Then
the following are equivalent :
(i) [P1 ; C ] is stable for all P1 2 PUe;!
sc such that (P; P ) < ;
Y g 1
(ii) [P; C1 ] is stable for all C1 2 PYe !U such that g (C; C1 ) < .
Remark 4.24 As with Corollaries 4.19 and 4.20, Corollary 4.23 can be restated with various
dierent constraints on the strength of causality of the plants and the controllers. 
Proof : The proof follows directly from Corollary 4.19 of Theorem 4.18 and Corollary 4.23, in
exactly the same way as the corresponding result in [GS90, Theorem 7]. Assume that (i) holds so
that by Corollaries 4.19 and 4.23, [P; C1 ] is stable for all C1 2 Beg (C; ), where
Beg (F; ) :=fF 2 PYe !U : g (F; F ) < g:
Consider a controller C1 2 PYe !U, such that :=g (C; C1 ) < . Now by the metric property of
the gap, Beg (C1 ; ) Beg (C; ) and hence, [P; C2 ] is stable for all C2 2 Beg (C1 ; ). Using
98 Robustness Analysis of LPTV ClosedLoop Systems
Corollary 4.23, it is then possible to conclude that [P1 ; C1 ] is stable for all P1 2 Beg;sc(P; ),
where
Beg;sc(F; ) :=fF 2 PYe;!scU : g (F; F ) < g:
Since this holds for any C1 2 PUe !Y such that g (C; C1 ) < , it is clear that (ii) holds. That
(ii) ) (i) is immediate, since (ii) here implies (i) in Corollary 4.19, which is bP;C .
The following identity (cf. Remark 2.14) is useful in the proof of the next result, which charac
terises convergent sequences in the topology induced by the gap metric:
" # " #
I 0
H (P; C ) = GP kG0C + 0 0 :
0 I 0 I
Lemma 4.26 Given a stabilisable P 2 PUe;!sc Y and an innite sequence fPi g in PUe;!sc Y, the follow
ing are equivalent:
(i) g (P; Pi ) ! 0;
(ii) There exists a C 2 PUe !Y such that [P; C ] is stable and H (Pi ; C ) ! H (P; C ) in the
inducednorm topology.
(iii) For any C 2 PUe !Y such that [P; C ] is stable, H (Pi ; C ) ! H (P; C ) in the inducednorm
topology.
Proof : The proof is essentially identical to that of Corollary IV.6 in [Vin93b]. Recall that
Beg;sc(P; ) :=fP 2 PUe;!sc Y : g (P; P ) < g:
Now given any C 2 PYe !U such that [P; C ] is stable, it follows by Corollary 4.19 of Theorem
4.18, that there is a corresponding open ball Beg;sc (P; bP;C ) such that [P ; C ] is stable for all P 2
Beg;sc(P; bP;C ). Now assume that (i) holds, so that all but a nite number of the terms in the
4.5 The Graph (Gap) Topology 99
sequence fPi g lie in Beg;sc(P; bP;C ) and are therefore stabilised by C . By the upper bound in
Lemma 4.16 it is then immediate that
GPi kG0C ! GP kG0C
in the inducednorm topology. Consequently, since
kH (P; C ) H (Pi ; C )k = kGP kG0C GPi kG0C k;
H (Pi ; C ) ! H (P; C ) in the inducednorm topology. That is, (i) ) (iii).
Now suppose that (ii) holds. Then for all but a nite number of terms in the sequence fPi g, the
closedloop [Pi ; C ] is stable and
kGP kG0 GPi kG0C k ! 0:
C
It is then immediate from the lower bound in Lemma 4.16 that g (P; Pi ) ! 0, which is (i). That
(iii) ) (ii) is obvious.
The next corollary also appears in [Vin93b] and [Vid85] for LTI systems. Dene
SC :=fP 2 PUe;!sc Y : [P; C ] is stableg
and
BVe !V :=fH 2 PVe !V : H is stableg:
Corollary 4.27 For any C 2 PYe !U, the map P 7! H (P; C ) from PUe;!sc Y to BVe !V is continuous
at all points P 2 SC with respect to the graph topology (induced by the gap metric) on PUe;!
sc and
Y
the induced norm topology on BVe !V . Furthermore, the graph topology is the weakest topology on
PUe;!sc Y for which this holds.
Proof : The proof is identical to that of Corollary IV.9 in [Vin93b], but is included for completeness.
To show that the map P 7! H (P; C ) is continuous at all points in SC , it is necessary to show that
for any P 2 SC and any > 0 there exists a > 0 such that
g (P; Pi ) < with Pi 2 PUe;!sc Y ) H (Pi ; C ) 2 BVe !V and kH (P; C ) H (Pi ; C )k < :
Since kH (P; C ) H (Pi ; C )k = kGP kG0C GPi kG0C k, the existence of such a > 0 is guaranteed
by the lower bound in Lemma 4.16.
100 Robustness Analysis of LPTV ClosedLoop Systems
To see that the graph topology is the weakest on SC for which the result holds, note that for any
other topology on SC to have this property it is necessary for there to exist a neighbourhood
N(P )13 for any given P 2 SC and > 0, such that
H (Pi ; C ) 2 BVe !V and kH (P; C ) H (Pi ; C )k < for all Pi 2 N(P ):
If this holds, it follows by the lower bound in Lemma 4.16, that
g (P; Pi ) < for all Pi 2 N(P ):
That is, for any P 2 SC and > 0 there exists an open set in that is a strict subset of Beg;sc(P; ).
For this to be possible, the graph topology (induced by the gap metric) must be a subcollection
of .
y2 DA C AD F u2 ?+d
2
Corollary 4.28 Consider a stable, closedloop system [P0 ; C sd]. The following are equivalent :
(i) bP;C sd .
(ii) [P1 ; C sd ] is stable for all P1 2 PUe !Y such that g (P0 ; P1 ) < .
Remark 4.29 The results presented in SubSection 4.4.2 concerning simultaneous perturbations
to the plant and controller also apply. One possible application of such a result is in the area of
approximating LTI, continuoustime controllers by SD controllers. 
13 Note the dependence of the neighbourhood.
4.7 Summary 101
4.7 Summary
The primary motivation of this Chapter stems from a desire to characterise the robustness properties
of SD controlsystems developed using the design framework proposed in Chapter 3 (cf. Section
4.6). To this end, a more general result concerning the robustness of closedloop stability to
perturbations measured in the gap metric is obtained for (potentially innitedimensional) LPTV,
closedloop systems. Specically, the largest gapball of LPTV plants, centred at a nominal plant,
that a nominal, stabilising controller is guaranteed to stabilise, is identied. A similar result is
obtained for simultaneous plant and controller perturbations and it is shown that the gap metric
induces the graph topology on a quite general class of LPTV systems.
Along the way, various results of independent interest are derived. Specically, it is shown that
the graph of a stabilisable LPTV system can be expressed as the range and kernel of stable,
LPTV systems, which are respectively, left and right invertible by stable, LPTV systems (cf.
Theorem 4.6). The existence of these socalled strongright and strongleft representations plays
a crucial role throughout the chapter. In particular, given a wellposed plant/controller pair,
it is shown that closedloop stability can be readily characterised in terms of strongright and
strongleft representations of the plant and controller graphs. In turn, this leads to a Youlastyle
parameterisation of stabilising controllers.
In Section 4.3, a formula is derived for the directed gap between two LPTV systems. The formula
obtained is essentially a generalisation of the formula derived in [Geo88] for LTI systems. It is
fundamental to the framework used to establish robustness results and can be used to compute the
gap metric as is detailed in Chapter 5.
The results presented in this chapter may nd application in the important area of approximating
LTI, continuoustime controllers with SD controllers and may be seen as a step towards character
ising the quality of such approximations.
5
Computing the Gap
5.1 Introduction
In this chapter a procedure is developed for computing (to any desired accuracy) the gap between
LPTV systems that admit stabilisable and detectable, statespace realisations. Using a formula
derived in Section 4.3, it follows that bounding the directed gap between two LPTV systems
is equivalent to solving a LSI, fullinformation, `Z2+()synthesis problem.1 More specically, it is
shown that the directed gap between two LPTV, continuoustime systems Pa and Pb say, is less than
some real number
> 0 if and only if there exists a stabilising, fullinformation controllaw that
achieves a closedloop, `Z2+()induced norm of less than
, when applied to a particular generalised
plant. The particular generalised plant is LSI and can be expressed in terms of normalised, right
coprime factorisations of the equivalent, LSI systems Pa :=WPa W 1 and Pb :=WPb W 1 . The
existence of a solution to the equivalent, LSI, fullinformation, `Z2 +()synthesis problem can be
determined using the statespace, necessary and sucient condition of Proposition 2.22. Given a
computationallytractable characterisation of this necessary and sucient condition and a method
for constructing statespace realisations of the required normalised, rightcoprime factors, it follows
that a bisectionsearch can be used to compute (to any desired accuracy) the directed gap (and
hence gap) between the two LPTV systems concerned.
102
5.2 The Gap Metric and FullInformation Synthesis 103
factorisation of Pa :=WPa W 1 . This is done explicitly in terms of the original statespace descrip
tion of Pa and involves solving a nitedimensional and hence, computationallytractable, algebraic,
Riccati equation. Using this, a computationallytractable, necessary and sucient condition which
characterises the existence of a solution to the LSI, fullinformation, `Z2+()synthesis problem asso
ciated with bounding the directed gap, is obtained. This characterisation is expressible explicitly
in terms of the original stabilisable and detectable, statespace realisations of the two LPTV sys
tems concerned and involves computing the statetransition operator of a periodic, matrixvalued
function of time at only one point. The latter step can be achieved by integrating the relevant
homogeneous system of dierential equations forward in time.
where GP :=WGP and G is any isometry in DL2H(U)!L2H(UY) such that GP = RG (the subscript
\" here denotes a or b). Existence of the required G is discussed in Section 4.2 (cf. Theorem
4.6 ). An important result used in the sequel is that given a statespace realisation of P (which
must satisfy some mild stabilisability and detectability conditions), it is possible to construct an
isometric, strongright representation G of GP . This is done by rst constructing a normalised,
rightcoprime pair (M ; N ), such that
P :=WP W 1 = N M 1
and then taking
" #
G = M :
N
This is described in more detail in Section 5.3.
104 Computing the Gap
Remark 5.1 Note that although any system P 2 PU!Y is equivalent to a system P :=WP W 1
in DL2H(U)!L2H(Y) , the converse is not true in general (cf. Remark 2.6). As such, the formula for the
directed gap (cf. equation (5.1)) is only valid in the timelifted domain. 
Interestingly, the righthand side of equation (5.1) can be expressed in the following lower, linear
fractional form:
Ga GbQ = F`(H; Q); (5.2)
where
" #
H := Ga Gb : `Z2+(L2H (U)) `Z2+(L2H (U)) ! `Z2+(L2H (U Y)) `Z2+(L2H (U)): (5.3)
I 0
" H
The stable system # can be thought of as generalised plant" mapping
# an exogenous disturbance and
control signal w , to a controlled and measured output z . Now given statespace realisations
u y
of isometric, strongright representations G of GP , the following equivalence holds.
Lemma 5.2 Given a statespace realisation of the generalised plant H dened in equation (5.3),
let x denote the state. Then ~g (Pa ; Pb ) <
if and only if there exists a causal, LSI, stabilising,
disturbancefeedforward controllaw u = Kdf w, such that kF` (H; Kdf )k <
. Furthermore, "this #is
equivalent to the existence of a causal, LSI, stabilising, fullinformation controllaw u = Kfi x ,
w
such that with it in place, the `Z+induced norm of the mapping from w to z is strictly less than
.
2
Proof : Since Gb has stable leftinverse in DL2H(UY)!L2H(U) , it follows from equation (5.2), that
F`(H; Q) is stable if and only if Q is stable. That is, the existence of a stable Q 2 DL2H(U)!L2H(U)
such that kGa Gb Qk <
, is equivalent to the existence of a causal, LSI, stabilising controllaw Kdf
acting on w alone, such that kF` (H; K)k <
. Furthermore, since the generalised plant H is a stable
system, given a statespace realisation of H and the disturbance w, it is possible to reconstruct
the state. Thus, without loss of generality, it can be assumed that the controllaw has access to
the state x in addition to the exogenous disturbance w. That is, the directed gap is less than
" #
if and only if there exists a causal, LSI, stabilising, fullinformation controllaw
some number
u = Kfi x that achieves a closedloop, `2Z+induced norm strictly less than
.
w
DU!U and Y 2 DY!U such that XM + YN = I. Further to this, the pair is said to be normalised if
h i " #
M = I:
M N
N
For a system P 2 DU!Y a (normalised) rightcoprime pair (M; N) is said to constitute a (nor
malised) rightcoprime factorisation of P if P = NM 1 . Importantly, the graph of such a P can be
characterised in terms of any rightcoprime factorisation of it.
sk+1 = A sk + B qk
" # := (A + BF)sk + BVqk; s0 = 0; (5.5a)
uk = Cs k + Dq k
yk
" # " #
:=
F sk + V qk ; (5.5b)
C + DF DV
where V is any operator in BU!U with bounded inverse. Then it is straightforward to verify that
the pair (M; N) is a rightcoprime factorisation of P = NM 1 [NJB84]. In fact, a stable leftinverse
of G is characterised by the LSI system of dierence equations
vk+1 = (A + LC)vk (B + LD)uk + Lyk ; v0 = 0;
qk = V 1Fvk + V 1uk :
The rst step towards characterising normalised, rightcoprime factorisations of P is to determine
conditions under which the statespace realisation of G given in equations (5.5), is isometric. It
follows by causality and shiftinvariance, that G can be expressed in terms of the block, lower
triangular, Toeplitz operator
2 3
66 D 0 0 0
7
66 CB D 0 0 777
66 C A B C B D 0 77 :
66 C A 2 B C A B C B D 77
4 .. .. .. .. . . . 5
. . . .
5.3 Normalised RightCoprime Factorisations 107
Since spec(A ) D , the system of dierence equations describes an `Z2+()bounded operator and
hence, its adjoint is welldened. In fact, the adjoint can be expressed in terms of the block,
uppertriangular, Toeplitz operator
2 2 3
66 D BC BA C B A C
7
66 0 D B C B A C 7
77
66 0 0 D B C 777 :
66 0 0 0 D 7
4 .. .. .. .. .. 5
. . . . .
Now let X be a selfadjoint, positivesemidenite operator satisfying the Stein equation X A XA =
C C . Then since klim
!1
A k = 0, the blocks of the Toeplitz representation of GG satisfy
8
>
< D D + B XB i=j
(G G)[i;j ] = > B (A ) (C D + A XB ) i > j :
i j
: (D C + B XA )A j iB i < j
Hence, if there exists a positivesemidenite, selfadjoint operator X such that
(i) X A XA = C C ;
(ii) D C + B XA = 0
and
(iii) D D + B XB = I;
it follows that G is an isometry. In fact, these conditions are also necessary if F and V are such that
(A ; B ) is completely reachable. Using these conditions, it is possible to select F and V in equation
(5.5), to ensure that G corresponds to a normalised (isometric), rightcoprime factorisation.
Lemma 5.4 Consider the system P dened by the system of dierence equations (5.4). Suppose
that (A; B) is stabilisable and (C; A) is detectable. Now dene
R :=I + D D > 0; R~ :=I + DD > 0
" #
and M by the system of dierence equations
N
where
V := (R + BXB) 21 ; (5.7)
F := (R + BXB) 1 (BXA + D C) (5.8)
and X is a selfadjoint, positivesemidenite solution to the algebraic, Riccati equation
X = AXA + CC (D C + BXA)(R + BXB) 1 (C D + BXA); (5.9)
that satises spec(A + BF) D . Then the pair (M; N) is a normalised, rightcoprime factorisation
of P = NM 1 .
Proof : Clearly the pair (M"; N) is# a rightcoprime factorisation of P. So it sucient to show that it
is also normalised. That is, M dened by the system of dierence equation (5.6) is an isometry.
N
First note that under the assumption that (A; B) is stabilisable and (C; A) is detectable, there exists
a selfadjoint, positivesemidenite solution X to the algebraic, Riccati equation (5.9), that satises
spec(A + BF) D . To see this, note that 2 C is an unobservable mode of (C; A) if and only
if it is an unobservable mode of (C C C DR 1 D C; A BR 1 D C) = (C R~ 1 C; A BR 1 D C).
Then since
" # " 1 #" ~ 1 #" #
C C C D = I C DR CR C 0 I 0
0
D C R 0 I 0 R R 1D C I
and (C; A) has no unobservable modes on T, it follows by Proposition 2.20, that the algebraic,
Riccati equation (5.9), admits a selfadjoint, positivesemidenite solution X so that spec(A + BF)
D.
If the statespace realisation of Pa given in equations (5.13) is stabilisable and detectable (in a sense
to be dened shortly), then the statespace realisation of Pa given in (5.15) is also stabilisable and
detectable in the sense dened in SubSection 2.4.1, for LSI, statespace systems. The hperiodic
pair (Aa (t); Ba (t)) is said to be stabilisable if there exists a piecewisecontinuous, hperiodic function
Fa (t) : R+ ! BXa!U such that
kAa +Ba Fa (t1 ; t2 )k c1 e c2 (t1 t2 ) ; (5.17)
for some positive constants c1 and c2 and all t1 ; t2 2R [RPK92]. Now consider the statespace
system
dx = A (t)x(t) + B (t)u(t); x(0) = x~; (5.18a)
dt a a
y(t) = x(t); (5.18b)
with statefeedback u(t) :=Fa (t)y(t) = Fa (t)x(t), where the (hperiodic) operator Fa (t) is chosen so
that equation (5.17) holds for some positive constants c1 and c2 . The system described by equations
(5.18) is equivalent (in an inputoutput sense via W) to
xk+1 = Aa xk + Ba u(k ; x0 = x~;
Z
(y k () = Aa (; 0)xk + Aa (; )Ba ( ) u(k ( ) d;
0
where u(k () :=(Wu)k = u(kh + ), ( y k () :=(Wy)k = y(kh + ) and xk :=x(kh). However, with
the statefeedback u(t) = Fa (t)y(t) = Fa (t)x(t) in place, ( y k () = Aa+BaFa (; 0)xk and hence,
u(k () :=F () (y k () = Fa ()Aa+BaFa (; 0)xk :
So with the bounded, linear operator Fa : Xa ! L2H (U) dened by
(Fa x)() :=Fa ()Aa +BaFa (; 0)x
for all x 2 Xa , it follows that Aa + Ba Fa = Aa +Ba Fa (h; 0) and since Aa +Ba Fa ((k + 1)h; kh) =
Aa+BaFa (h; 0) for all k 2 Z+, that (Aa + Ba Fa )k = Aa+BaFa (kh; 0). Thus, from equation (5.17),
k(Aa + Ba Fa )k k c1 e c2 kh ! 0 as k ! 1. This implies that spec(Aa + Ba Fa ) D and therefore,
that (Aa ; Ba ) is stabilisable. In conclusion, if the pair (Aa (t); Ba (t)) is stabilisable then (Aa ; Ba )
is stabilisable. Similarly, by considering the estimationerror dynamics that result from estimating
the state of
dx = A (t)x(t); x(0) = x~;
dt a
y(t) = Ca (t)x(t);
5.3 Normalised RightCoprime Factorisations 111
5.4.1 A Necessary and Sucient Condition for Bounding the Directed Gap
Consider two LPTV systems Pa and Pb in PU!Y (with U and Y nitedimensional, Hilbert spaces)
that admit statespace realisations
dxa = A (t)x (t) + B (t)u(t); x (0) = 0; (5.23a)
dt a a a a
y(t) = Ca(t)xa (t) + Da (t)u(t) (5.23b)
and
dxb = A (t)x (t) + B (t)u(t); x (0) = 0; (5.24a)
dt b b b b
y(t) = Cb (t)xb (t) + Db (t)u(t) (5.24b)
respectively, where the states xa (t) and xb (t) evolve in the nitedimensional, Hilbert spaces Xa
and Xb respectively, and the statespace operators A (t), B (t), C (t) and D (t) are all piecewise
continuous, hperiodic functions of t (the subscript \" denotes a or b). It is assumed that
(A (t); B (t)) is stabilisable
" and # (C (t); A (t)) is detectable,
" # so that by Corollary 5.5 and Lemma
5.3, the system Ga :=
Ma (respectively G := Mb ) described by the statespace system of
b
Na Nb
dierence equations
sa;k+1 = (Aa + BaFa )sa;k + BaVa (q a;k ; sa;0 = 0; (5.25a)
"( # " # " #
u a;k = Fa sa;k + V a (
q ; (5.25b)
(y a;k Ca + Da Fa Da Va a;k
where Aa , Ba , Ca and Da are dened in equations (5.16), Va and Fa are dened in equations (5.21)
and Xa is a selfadjoint, positivesemidenite, stabilising solution to the algebraic, Riccati equation
(5.22) (respectively described by equations (5.25) and the related equations (5.16), (5.21) and (5.22)
with the subscript a replaced by b), constitutes a strongright representation of the graph of the
equivalent, LSI system Pa :=WPa W 1 (respectively Pb :=WPb W 1 ).
5.4 Computing the Directed Gap 113
" #
Let sk := sa;k and rename (
q a;k by w(k and (q b;k by u(k . Then the system of dierence equations
sb;k
" # " # " #
(Aa + Ba Fa )
sk+1 = 0
sk + BaVa w(k + 0 u(k ; s0 = 0; (5.26a)
0 (Ab + Bb Fb ) 0 BbVb
" # " # " #
(z k = Fa Fb sk + Va w(k + Vb u(k ; (5.26b)
(Ca + Da Fa ) (Cb + Db Fb ) Da Va Db Vb
h i
is a statespace realisation of the system Ga Gb : `Z2+(L2H (U U)) ! `Z2+(L2H (V)), where
V :=U Y. It now follows by Lemma 5.2, that given a real number
> 0, the directed " # gap
(
~g (Pa ; Pb ) <
if and only if there exists a causal, LSI, stabilising controllaw u = K (s such
w
that
k(
z k2`Z2+(L2H(V))
2 kw(k`Z (
2 (L2 (U)) k w k` 2 (L2 (U))
+ H + H
Z
for some > 0 and all w ( 2 ` 2+(L2 (U)), where w( :=k 7! w(k , u( :=k 7! u(k , (z :=k 7! (z k and
Z H
s :=k 7! sk denote the signals associated with statespace system (5.26). That is, if and only if
there exist a solution to the fullinformation, `Z2+()synthesis problem (cf. Proposition 2.22).
Now note that since both spec(Aa + Ba Fa ) and spec(Ab + Bb Fb ) are subsets of D , the pair
" #" #!
(Aa + Ba Fa ) 0 0
;
0 (Ab + Bb Fb ) BbVb
is stabilisable. Furthermore, since Vb = Vb is boundedly invertible, it follows that
h i " #
Vb
Vb VbDb > 0:
DV b b
Theorem 5.6 Consider two LPTV systems Pa and Pb that admit the statespace realisations
given in (5.23) and (5.24) respectively, where (Aa (t); Ba (t)) and (Ab (t); Bb (t)) are stabilisable
and (Ca (t); Aa (t)) and (Cb (t); Ab (t)) are detectable. Then given a real number
> 0, the di
rected gap ~g (Pa ; Pb ) <
if and only if there exists a selfadjoint, positivesemidenite operator
X1 : Xa Xb ! Xa Xb that satises :
(i) the nitedimensional, (discretetime) algebraic, Riccati equation
X1 = A X1(I + R X1) 1 A + Q ; (5.27)
(ii) spec(A BZ 1 L) = spec((I + R X1) 1 A ) D ;
(iii) Z1 Z2 Z3 1 Z2 < 0,
where
" #
J := I 0
; A :=A B(D~ JD~ ) 1 D~ JC~ ;
0
2I
R :=B(D~ JD~ ) 1 B; Q :=C~ (I D~ (D~ JD~ ) 1 D~ )C~ ;
" # " #
(Aa + Ba Fa ) 0 B a Va 0
A := ; B := ;
0 (Ab + Bb Fb ) 0 Bb Vb
2" #3 2" # " #3
Fa Fb V V
~C := 664 (Ca + Da Fa ) 7 6 7
a b
(Cb + Db Fb ) 75 ; D~ :=64 Da Va Db Vb 75;
0 0 I 0
"
#
Z :=D~ JD~ + BX1B =: Z1 Z2 ; L :=D~ JD~ + BX1A
Z2 Z3
and A , B , C , D , F and V (\" denotes a or b) are dened in equations (5.16) and (5.21).
Remark 5.7 Given nitedimensional expressions (matrix representations) for A , R and Q and
a computationallytractable procedure for testing condition (iii), a bisectionsearch based on the
conditions given in Theorem 5.6 can be used to compute to any desired accuracy the directed gap
between any two systems in PU!Y that admit stabilisable and detectable, statespace realisations.
Then since the gap is simply the maximum of two directed gaps, this constitutes a procedure for
computing the gap between two LPTV systems. 
In the sequel the necessary nitedimensional expressions for A , R and Q and a computationally
tractable test for condition (iii) are obtained. To this end, the following assumption is required to
hold throughout.
Assumption 5.8 It is assumed that Da (t) = Db (t) for all t. In other words, the two systems Pa
and Pb have the same instantaneous response.
5.4 Computing the Directed Gap 115
Lemma 5.9 Given > 0, construct the following periodic, matrix function of time :
where the Eij 's (i; j = 1; : : : ; 7) are dened in Appendix C.2. Let
E :=E (h; 0)
and partition it conformably with E , where E (t; ) denotes the statetransition operator associated
with E (t). Then under Assumption 5.8,
2 3
E X
66 0 43 2 a 3 23 1 770 E
66 @ 6 Xa 0 7E A 7
7
h i 6 6 E 53 5 13 7
4
0 Xb 77 ;
Q = 0 I 0 0 E~ 1 66 77 (5.29)
66 0 E63 1 77
66 2 3
4 @E73 64 Xa 0 75E33A 75
0 Xb
2 3 1" #
h i E E 5 I
R = E24 E26 4 E 64 66 (5.30)
44 Xa 0 E24 E46 Xa 0 E26 0
116 Computing the Gap
and
h i
A = (E33 E23 ) (E34 E24 ) (E35 E25 ) (E36 E26 ) (E37 E27 )
2 " # 3
6 0
6 E43 Xa 0 E23 1 77
6 2 3 7
6
6
6 @E53 6
6 Xa 0 7
7 E A
7
7
7
6 6 5 13
7 7
E~
6
1 66
4
0 Xb 7
7;
7
(5.31)
6 7
6
6
6 0 E63 7
1 777
7
6 2 3
6
6
6 @E73 6
6
6
Xa 0 777E33 A 77
4 5
4
0 Xb 5
where
2 " # " # " # " # 3
6
6
6
6
0 E44 2
Xa 0 E24 1
3
0 E45 2
Xa 0 E25 1
3
0 E46 2
Xa 0 E26 1
3
0 E47 2
Xa 0 E27 1
3
7
7
7
7
6
6
6 @E54 6
6
6
Xa 0 777E14 A @E55 6
6
6
Xa 0 777E15 A @E56 6
6
6
Xa 0 777E16 A @E57 6
6
6
Xa 0 777E17 A 7
7
7
6 7
E~
6
:=6666
4
0 Xb 5 4
0 Xb 5 4
0 Xb 5 4
0 Xb 5 7
7
7;
7
6
6
6 0 E64 1 0 E65 1 0 E66 1 0 E67 1
7
7
7
7
6 2 3 2 3 2 3 2 3 7
6
6
6 @E74 6
6
6
Xa 0 777E34 A @E75 6
6
6
Xa 0 777E35 A @E76 6
6
6
Xa 0 777E36 A @E77 6
6
6
Xa 0 777E37 A 7
7
7
4 5
4
0 Xb 5 4
0 Xb 5 4
0 Xb 5 4
0 Xb 5
Xb = A b Xb(I + R bXb) 1 A b + Q b ;
with
h i " # h i " #
A a = I 0 E33
E37 E771E73 I ; A b = 0 I E33
E37 E771E73 0 ;
0 I
h i " # h i " #
I 0
R a = I 0 E33 E771 ; R b = 0 I E33 E771 ;
0 I
h i " # h i " #
I 0
Q a = I 0 E771E73 and Q b = 0 I E771E73 :
0 I
Proof : The proof, rather long and tedious, is deferred to Appendix C.1.
5.4 Computing the Directed Gap 117
D~ , J and B are dened in Theorem 5.6 and X1 is a selfadjoint, positivesemidenite, stabilising
solution to the nitedimensional, algebraic, Riccati equation (5.27). It is straightforward to show
that
Z1 Z2Z3 1Z2 =
2I + VaW~ (I Y~(Y~ Y~) 1Y~ )WV
~ a; (5.32)
where
2 3
" # 6 "Da # 77
W~ := I ; W :=64 ;
X 2 Ba 5
1 (5.33a)
W 1
0
2 3
" # 6 Db # 7
"
Y~ := I ; Y :=64 7; (5.33b)
X12 0 5
1
Y
Bb
B and D are dened in equations (5.16) and Va is dened in equation (5.21a). Since (I
Y~(Y~ Y~) 1 Y~ ) is idempotent, it follows from equation (5.32) that
Z1 Z2Z3 1Z2 < 0
m
2 I + VaW~ (I Y~(Y~ Y~) 1 Y~ )(I Y~(Y~ Y~) 1 Y~ )WV
~ a < 0:
Under Assumption 5.8, Da (t) = Db (t) for all t and hence, the operator (W Y ) is compact.3 It
follows that (I + YY) 12 (W Y )Va is also compact and therefore, that its norm can be determined
by calculating its largest singular value (cf. SubSection 2.2.2 or [Kre89b]).
Recall that a number 2 R+ is a singular value of (I + YY) 12 (W Y )Va if and only if there exist
a nonzero (
x 2 L2H (U) such that
Va(W Y )(I + YY) 1(W Y )Va (x = 2 (x :
Since Va = Va is invertible, this is equivalent to the existence of a nonzero (z (= Va 1 (
x ) such that
(W Y )(I + YY) 1 (W Y )Va2 (z = 2 (z : (5.34)
For > 0, such a (z can be constructed (as follows) in terms of the solution to a TPBVP. To see
this, dene
w( :=(W Y )(I + YY) 1 (W Y ) 1 (u (5.35a)
and
(u :=Va2 (z : (5.35b)
" (#
3 Under Assumption 5.8, the action of
y = (W Y ) (
u is completely characterised by the integral operators
y~
" # " #
(y () = Ca Cb Z 2 3 (; ) Ba 0 (
u ( ) d;
0 0 0 66 Aa 0 77 0 Bb
4
0 Ab 5
2 3
6 " 0 # 77 Z h 2 " #
y~ = 64 12 I 0 5 Aa 0
3(h; ) Ba 0 (u ( ) d;
X1 0 6 7 0 Bb
0 I 6
4
0 Ab
7
5
It then follows from equations (5.16) and (5.33), that the operator mapping (
u to w( in equation
(5.35a) can be expressed in terms of the following TPBVP:
h h i i" (#
( a
w = 0 Ba Bb (b (5.36a)
2 " # h i 3
66 0
" ( #! A Rb 1 0 Bb 77" (a #
d a
(b = 66 " # B b 77 (b ()
d 64 Ca ~ 1h i 75
R C a C b A
Ca b
2" #3
6 B a 7
+64 Bb 75 1 (u (); (5.36b)
0
with boundary conditions
(a (0) = 0 and (b (h) = X1 (a (h);
where
" # " # h i
Aa 0 0
A := Rb 1 Db Ca Cb ;
0 Ab Bb
R :=(I + D D ) and R~ :=(I + D D).4 Similarly, the operator mapping (z to (u in equation
(5.35b) is completely characterised by the TPBVP:
h i" (e #
(u = Ra 1 (z + Ra 1 Da Ca Ra 1 Ba (g ; (5.37a)
" ( #! " 1
#" ( #
d e =
(Aa Ba Ra Da Ca ) Ba Ra 1Ba e ()
d (g CaR~a 1 Ca 1
(Aa Ba Ra Da Ca ) (
g
" #
BR 1
+ a a 1 (z (); (5.37b)
Ca Da Ra
with boundary conditions
(e (0) = 0 and (g (h) = Xa (e (h);
4 Recallthat under Assumption 5.8, Da = Db . However, for clarity of the derivations it is convenient to maintain
a notational distinction between them.
120 Computing the Gap
where Xa is a selfadjoint, positivesemidenite, stabilising solution to the algebraic, Riccati equa
tion (5.22). Moreover, from equations (5.34) and (5.35), it follows that (z = 1 w(. With substitu
tion of this into equations (5.36) and (5.37), elementary algebraic manipulation yields the following
TPBVP characterisation of the (z 's satisfying equation (5.34):
h h h i i i"(#
(z = 1 r
0 0 Ba Bb
(v ; (5.38a)
" ( #! " #" ( #
d r A B (R ) 1 (B ) r
d (v = 1 ( (); (5.38b)
(C ) (Q ) C (A ) v
with boundary conditions
" # " #
(r (0) = 0 and (v (h) =
Xa 0 (r (h); (5.38c)
0 0 X1
where
" # " #
(r := (e ; (v := (g
(b ;
(a
" # " #
2 Ra 0 2 R~ a 0
R := ; Q := ;
0 Rb 0 R~ b
2 3
6 Ba 0 77 ; " #
Ca 0 0
B := 64 Ba
0 5 C :=
0 Ca Cb
Bb Bb
and
2 3
A :=
66 Aa 0 0 77 B (R ) 1 " Da 0 #C :
4 0 Aa 0 5 0 Db
0 0 Ab
For (z in equation (5.38a) to be nonzero, the TPBVP must have nontrivial solution. With
" (R ) 1 (B )
#
A B
E (t) := 1 (t)
(C ) (Q ) C (A )
and 5
E :=E (h; 0); (5.40)
5 Recall that (t; ) denotes the statetransition operator associated with .
5.4 Computing the Directed Gap 121
and consequently, a corresponding nontrivial solution to equation (5.38b) with boundary conditions
(5.38c). Now suppose that (z 0. Then ( u in equation (5.35b) is identically zero and equations
122 Computing the Gap
By Lemma 5.10, it can be seen that testing the norm of (I + YY) 12 (W Y)Va and hence, condition
(iii) of Theorem 5.6, is equivalent to testing the largest > 0 that satises condition (5.45). As
a step towards testing the latter, recall that the set of singular values of a compact operator is
discrete, with the only possible accumulation point being 0 [Kre89b]. Therefore, by Lemma 5.10,
the zeros of
" # !
1
d() :=det E 22
Xa 0 E 1
0 X1 12
1
must constitute a discrete set with no nite accumulation points. Furthermore, note that E and
hence d(), are analytic functions of . So with wnor (d) dened to be the number of clockwise
encirclements of the origin made by d() as traverses the standard Nyquist contour of radius r,6
the following corollary of Lemma 5.10 is a simple consequence of the Principle of the Argument
[MH87].7
Corollary 5.11 Condition (iii) of Theorem 5.6 is satised, or equivalently given
> 0
1
k(I + YY) 2 (W Y )Vak <
;
6 A semicircle (centred at the origin) into the right half plane and of radius r.
7 Prof. Bassam Bamieh must be acknowledged for rst suggesting the use of winding numbers in this context.
124 Computing the Gap
if and only if
wno
1 (d) = 0:
Remark 5.12 Although it is not necessary to do so when computing the directed gap, it is possible
to compute k(I + YY) 21 (W Y )Vak to any desired accuracy using Corollary 5.11. That is, one
could simply perform a bisectionsearch along r 2 R+ =0 to nd the point at which wnor (d) changes
from 0 to a value greater than 0. 
Remark 5.13 As an aside, note that if Xa were equal to the 11block of X1, then
1
k(I + YY) 2 (W Y )Vak <
would be equivalent to the gap between the two nitehorizon, linear operators W and Y being less
than
. As such, the techniques developed in this subsection could be used to compute the gap
between the compression of (possibly timevarying) statespace systems. 
Remark 5.14 Although it is not explicitly shown here, the technique developed in this chapter
could be used to compute the gap between an LTI, continuoustime controller and a lowpass
ltered, sampled and held (sampleddata) approximation. The formulae would change slightly
because it is not possible to express a sampled and held, LSI, discretetime system directly in terms
of a system of dierential equations. However, given a statespace realisation of the LSI, discrete
time component of the sampleddata approximation (and of the lowpass lter usually used before
the sampling device) it is possible to construct a statespace system of dierence equations that
characterises the evolution of the sampleddata approximation (in the timelifted domain). Using
such a statespace realisation, the results presented in SubSection 5.3.1 could be used to construct
a normalised, rightcoprime factorisation and hence, strongright representation of the graph of the
sampleddata approximation. The rest would then follow in exactly the same way. 
5.5 Summary
Exploiting the equivalence of testing a bound on the directedgap between two LPTV systems and
solving a particular LSI, fullinformation, `Z2 +()synthesis problem, a procedure for computing the
directed gap between LPTV systems that admit stabilisable and detectable, statespace realisations,
is developed in this chapter. Much of the chapter is devoted to establishing computationally
tractable tests for a necessary and sucient condition that characterises the existence of a solution
to the equivalent synthesis problem, derived from the necessary and sucient condition given in
Proposition 2.22 for the generic LSI, fullinformation, `Z2+()synthesis problem. These tests can be
used in a bisectionsearch procedure for computing the directed gap (and hence gap) to any desired
accuracy.
5.5 Summary 125
The equivalent fullinformation, `Z2+()synthesis problem associated with bounding the directed
gap involves a generalised plant constructed from isometric, strongright representations of the
timelifted graphs of the two systems concerned. To this end, it is shown how to construct a state
space realisation of a strongright representation of an LPTV system's timelifted graph. This
involves obtaining a normalised, rightcoprime factorisation of the timeliftedequivalent system
concerned. A statespace realisation of the relevant coprime factors can be expressed explicitly in
terms of the system's original, continuoustime, statespace realisation and the stabilising solution
to an algebraic, Riccati equation.
6
H1 SD Synthesis and Related Numerical Issues
6.1 Introduction
This chapter is basically an extension of Section 2.5. All of the material presented in Section
2.5 (including specic statespace realisations dened there) is used in this chapter without re
statement. As such, it is suggested that the reader be familiar with that section before continuing.
Consider the controlsystem conguration shown in Figure 6.1, where G is an LTI, continuous
time generalisedplant, K is an LSI, discretetime controller, AD is an ideal, periodic (period h)
samplingdevice and DA is a zerothorder holddevice synchronised with AD . The task of synthesis
z(t) w (t )
y (t ) G u(t)
 AD  K  DA
yk uk
ing an internallystabilising controller K that achieves some bound on the L2R+ induced norm of the
closedloop operator F` (G; DA KAD ), mapping w to z , is complicated by the mixture of continuous
time and discretetime signals and the fact that the closedloop is periodically timevarying. Recall
however, as discussed in Section 2.3.2, that periodicallytimevarying, continuoustime systems are
equivalent, via the timelifting isomorphism, to shiftinvariant systems that evolve in discretetime.
126
6.1 Introduction 127
It is therefore not surprising, that the LPTV, SD synthesis problem can be restated as an equiva
lent LSI problem in discretetime (cf. Section 2.5 for the details of this). Although this equivalent
problem involves a mixture of nitedimensional and innitedimensional input and output spaces,
there exist various methods for determining a completely nitedimensional equivalent (cf. Propo
sition 2.28 for example and [BP92, Toi92, CF95, KH93, Toi93]). The main purpose of this chapter
is to present a new, compact derivation of statespace formulae for constructing a statespace real
isation of the SDequivalent generalisedplant dened in Proposition 2.28 (cf. also Remark 2.29).
Furthermore, numerical issues are discussed and numerically robust formulae obtained.
Perhaps the most simple explicit formulae for the statespace matrices of the nitedimensional,
equivalent, discretetime, synthesis problem are given in [Toi93] and involve computation of only a
single matrix exponential. In [Toi93] a nitedimensional, discretetime, equivalent problem is de
rived without using timelifting. Instead classical, linearquadratic, optimalcontrol theory is used
to give a closedloop characterisation of the worstcase, intersample disturbance. The relation
ship between the timelifting and the linearquadratic, optimal control approaches is examined in
[TS97]. There, it is noted that the timelifting based approach can be interpreted as consisting of
a lifting transformation followed by an openloop characterisation of the worstcase, intersample
disturbance. In this way the two methods were said to be equivalent, although expressions for the
equivalent, nitedimensional, discretetime problem were dierent. In this chapter, using only the
timelifting technique, essentially identical (except for the accommodation of a direct feedthrough
term D11 here) statespace formulae to those obtained by [Toi93] are developed and hence, the
equivalence of the two approaches follows directly. The formulation developed here involves solving
a set of TPBVPs, which are used to characterise the behaviour of certain statespace operators
that describe the innitedimensional, timelifted, discretetime, equivalent problem (cf. Proposi
tion 2.24). These TPBVPs lead to statespace formulae that involve the computation of only a
single, nitedimensional matrixexponential.
Brie
y, the structure of the chapter is as follows: in Section 6.2 a new, compact derivation of
formulae for constructing a statespace realisation of the SDequivalent generalisedplant dened in
Proposition 2.28, is presented; in Section 6.3, it is shown how to restructure the new formulae for
numerical robustness; in Section 6.4, two assumptions required to make this possible are discussed;
nally, a brief summary is given in Section 6.5.
That is, Q21 (h)Q11 (h) 1 constitutes a nitedimensional expression for the rst operator. Now by
the structure of E it follows that
h i " #
In
Q21 (h)Q11 (h) 1 = In 0 Q21 Q 111 ;
0
which is equation equation (6.8), as claimed.
Before continuing, a wellknown result from matrix theory is required [VL78]. Let M11 and M22
be square matrices, then for t 0
(" #) " #
M M etM11 M 12
exp t 11 12 = ; (6.14)
0 M22 0 etM22
R
where M 12 = 0t e(t )M11 M12 eM22 d . Now consider the second and third operators
"
# h i
C
2 (I
2 D11 D11 ) 1 C1 D12 := z 7! x1
1
D12
and
h i
2 B1 D11 (I
2 D11 D11 ) 1 C1 D12 := z 7! x2
1 Recall that by Remark 2.26, Q11 (h) is invertible.
6.2 StateSpace Formulae for the SDEquivalent GeneralisedPlant 131
h i
respectively. Dene (v := C1 D12 z, for some z 2 Rn+m2 . It then follows from equations (2.22),
(2.25) and (6.14), that for 2 H
(v () = h C1 D12 ieAz; (6.15)
where A is dened in equation (6.5). Now dene
(g :=(I
2 D11 D11 ) 1 (v ; (6.16)
so that
" #
C
x1 =
2 1 (g (6.17)
D12
and
x2 =
2 B1D11 (g : (6.18)
With
w(() :=
1 D11 (g ();
it follows from equation (2.24) that for 2 H
( " #
dm ( C1 ( ((h) = 0;
d = A m() D g (); m (6.19a)
h i ( 12
w(() =
1 B1 0 (
m() +
1 D11 g ( ): (6.19b)
Furthermore, from equations (6.16) and (6.15),
(g () = (v () +
1(D11 w()()
h i
= C1 D12 eA z +
1 (D11 w()():
Again, using equation (2.24) this can be expressed as
" #
d (n = A (
n () +
1 B1 (
w (); (
n (0) = z; (6.20a)
d 0
(g () = h C1 D12 i(
n () +
1D11 w((); (6.20b)
(
i A initialcondition response gives
1 D11 w and the initialcondition response gives
hwhere the zero,
C1 D12 e z. The systems (6.20) and (6.19) form a TPBVP, from which it follows that
" # "( # "( #
0 m(h) m(0)
(n (h) = ( = Q ; (6.21)
n (h) z
132 H1 SD Synthesis and Related Numerical Issues
where Q is dened in equation (6.4). Now from equations (6.17), (6.18), (6.19) and (6.20),
" #
x1 =
2
C1 (g =
2 m((0); (6.22)
D12
and
h i
x2 =
2 B1 D11 (g =
1 B1 w( = In 0 f (n (h) ehA zg: (6.23)
((0) = Q 111Q 12z and combining this
Recall the partitioning of Q . Then from equation (6.21), m
with equation (6.22) characterises a nitedimensional expression for the second operator. Similarly,
(n (h) = fQ 22 Q 21 Q 111Q 12 gz: (6.24)
Dene
" #
0 In+m2
J= ; (6.25)
In+m2
0
noting that E = J EJ
1 (E is Hamiltonian), so that
(Q ) 1 = e hE = J QJ
1:
That is, Q J QJ
1 = J QJ
1 Q = I , which yields the relationship
Q 22 Q 21 Q 111 Q 12 = (Q 11 ) 1 :
Combining this with equations (6.23) and (6.24) then gives a nitedimensional expression for the
third operator. Furthermore, from equation (2.27),
h i " #
A~ = ehAg In
ehA + In 0 f(Q 11 ) 1
0
h i " #
In
= In 0 (Q 11 ) 1
0
and from equation (2.29),
Zh h i " #
0
B~ 2 = e(h t)A dtB +
2 In 0 f(Q 11 ) 1 ehA g
0 Im2
h i " #
0
= In 0 (Q 11 ) 1 :
Im2
To see that Q 11 is invertible, note that from equations (6.21) and (6.14),
" #
Q 11 ( h) 0
Q 11 = ;
? Im2
where Q11 is dened as before and \?" denotes an irrelevant submatrix. Thus, Q 11 is invertible if
and only if Q11 is, which is the case by Remark 2.26. This completes the proof.
6.3 ReStructuring for Numerical Robustness 133
As detailed in Theorem 6.1, computing a statespace realisation of G involves taking the ma
trix exponential of the Hamiltonianstructured matrix E . Since E has Hamiltonian structure, its
eigenvalues are symmetric about the imaginary axis. Therefore, if E has eigenvalues with large
(with respect to the sampling frequency), positive realpart, the computation of Q :=ehE can be
numerically sensitive, with the calculation being dominated by large terms.2 These large terms
cancel or become very small in equations (6.66.9), which characterise a statespace realisation of
G , making any procedure based on these equations directly, numerically sensitive on the whole. In
what follows, equation (6.66.9) are restructured to avoid direct computation of the full matrix
exponential ehE . The aim of the restructuring is to restrict all matrix exponential calculations
to involve only matrices with all eigenvalues having real part less than or equal to some number
of order 1. By similar argument, the following restructuring procedure should also be adopted to
modify the formulae given in Lemma 2.25, which can be used to compute bounds on kD11 k (cf.
Corollary 2.27).
Remark 6.4 Lemma 6.3 has a natural extension via an inductive argument to block, upper tri
angular matrices with ner partitioning than shown in the lemma. 
Let M 2 C 2(n+m2 )2(n+m2 ) , be an invertible matrix such that
" #" #" #
M11 M12 T11 0 M~ 11 M~ 12
E = ; (6.27)
M21 M22 0 T22 M~ 21 M~ 22
where M~ :=M 1 ,
spec(T11 ) C > :=fs : Re(s) > g;
spec(T22 ) C :=fs : Re(s) g;
2 [0; l=h] (l of order 1) and the matrices M and M~ are partitioned conformably with E . That
such a matrix exists follows by Lemmas 6.2 and 6.3. Decomposing the matrix E into its spectral
components involves rst obtaining an ordered Schur decomposition, the accuracy of which, in
certain circumstances, can be improved by balancing the original matrix [WR71]. The balancing
process involves applying similarity transformations to the original matrix so that corresponding
rows and columns have approximately the same vector norms. As implemented in MATLAB3 , the
similarity transformations can often be illconditioned, especially when there are both relatively
very large and very small, nonzero elements in the original matrix [MAT92]. Since the computation
of E is likely to be embedded in an iterative synthesis or normanalysis procedure, which could
give rise to very small entries that are supposed to be zero, the bad eects of using illconditioned
balancing transformations are readily observable. As such, caution should be exercised when using
such transformations. Also, E involves \squared" terms like B B and C C , which can accentuate
dierences between the size of elements in B and those in C . It is therefore recommended that the
original system G be scaled prior to forming E , so that corresponding rows and columns of the state
space matrices are of comparable size in norm. Such an algorithm (syscl) is implemented in the
tools4 toolbox of MATLAB. Having performed the Schur Decomposition the next step required
3 Copyright Maths Works Inc.
4 Copyright Musyn, 1993.
6.3 ReStructuring for Numerical Robustness 135
to obtain the decomposition in equation (6.27) is a Block Triangularisation. The choice of the
real Schur form obtained in the previous step and its partitioning determines the sensitivity of the
Sylvester equations that must be solved in the diagonalisation process. There can be substantial loss
of accuracy whenever the spectral sets spec(Tii ) are insuciently separated [GNVL79]. However,
algorithms exist which dynamically determine the partitioning to limit the loss of accuracy [BS79].
Before going on to show how this spectral decomposition can be used to restructure the statespace
formulae derived in the previous section, the following technical result is required.
Lemma 6.5 M11 has full columnrank if (A; C1 ) has no unobservable modes in C > . Similarly,
M~ 11 has full rowrank if (A; B1 ) has no uncontrollable modes in C > .
Proof : From equation (6.27) it follows that
" # " #" # " #
M A C C M11 M11
E 11 = = T :
M21 BB A M21 M21 11
Since T11 has full rank and is square with all eigenvalues having real part strictly greater than ,
the proof that M11 has full column rank if (A; C1 ) has no unobservable modes in C > , is roughly
the same as the proof that the Algebraic Riccati equation
A0 X + XA + XRX + Q = 0;
has stabilising solution if (A; R) is stabilisable (cf. [ZDG95, Theorem 13.6]). See Appendix D.1
for the full proof. The proof that M~ 11 has full row rank if (A; B1 ) has no uncontrollable modes in
C > , follows similarly.
such that
" # " # h R ?i h i
M11L M = Ip M~ ~ ~
and 11 M11 M11 = Ip 0p;r ;
M11? 11 0r;p
where 0i;j denotes an i j matrix of zeros. Now dene the following matrices:
" hT11 M L
# " # ! 1
e Ip
L := ?
11 M12 ehT22 M~ 21 +
M~ 11 ;
M11 0r;p
h i h i 1
R := M11 Ip 0p;r + M12 ehT22 M~ 21 M~ 11R e hT11 M~ 11? ;
h i
:= M~ 11R e hT11 M~ 11?
R ; (6.28)
h i h i
:= M22 ehT22 M~ 21 M~ 11R e hT11 M~ 11? + M21 Ip 0p;r
R (6.29)
and
" hT11 M L
# " # !
e Ip
:=
L ?
11 M12 ehT22 M~ 22 +
M~ 12 : (6.30)
M11 0r;p
Note that none of the matrices above involve the exponential of a matrix with eigenvalues having
real part greater than l, a number of order 1.
Theorem 6.6 The statespace matrices of the SDequivalent generalisedplant G are given by:
h i " #
A~ = In 0 In ,
0
h i " # 0
B~ 2 = In 0 ,
Im2
h i " In #
B 1 a matrix satisfying B 1B 1 = In 0 and
0
" #h i
C 1 and D 12 matrices satisfying C1
C 1 D 12 =
2:
D 12
Proof : Note from equation (6.27) that
Q 111 M11 ehT11 M~ 11 + M12 ehT22 M~ 21 = I:
h i
Postmultiplying both sides by M~ 11R e hT11 M~ 11? gives
h i
Q 111
R1 = M~ 11R e hT11 M~ 11? ;
and hence from equation (6.28), = Q 111 .
6.4 Comments Concerning Assumptions (A1) and (A2) 137
The second case is more interesting and is now illustrated with a numerical example. Consider a
problem for which the original generalisedplant has statespace realisation
2 3
6 A B 1 B2
7
G = 64 C1 0 0 75;
C2 0 0
with
" # " # h i" # h i
2 0 1 1
A= ; B1 = ; B2 = ; C1 = 1 0 and C2 = 1 1
0 50 1 1
and the sampling period is set to h = 1 sec. The generalised plant G has an unstable mode at
50 which is unobservable from the controlled output. Note that the unstable mode is fast (time
constant 0:02 sec) relative to the sampling period (1 sec). In this case
2 3
2 0 0 1 0 0
66 7
66 0 50 0 0 0 0 77
6 1 1 0 0 0 0 77
7
E = 66 ;
66 1 0 0 2 0 1 777
64 0 0 0 0 50 1 75
0 0 0 0 0 0
which has eigenvalues 0; 1:7321; 1:7321; 50; 50; and 0, two of which are faster than the sampling
frequency. For simplicity let l = 1. Since in this example the real part of the unobservable mode
is greater than the sampling frequency, it is not possible to select (which must lie in [0; l=h])
to lie to the right of it. Thus (A1) is violated for all possible choices of in the sensible interval
[0; l=h]. However, it is suggested that from a synthesis point of view, in this case it is the structure
of the original problem that is not sensible. The unstable mode is excitable by the disturbance, yet
this is not observed from the controlled output and hence, is not \observed" in the optimisation
problem formulated to bound the norm of the controlled output for worst case disturbances. Since
this unstable mode has a time constant of 0:02 seconds, in one sampling period it can increase by
a large amount (e50 = 5:18E + 21). It is reasonable then to assume that this will require a large
control action in the next sampling period, which if not penalised at the controlled output (that
is D12 = 0) would be admissible. Furthermore, if penalised at the controlled output (that is D12
full column rank) this would result in very poor performance. Additionally, one would intuitively
expect that it be very dicult to stabilise a system with such a fast unstable pole using such a slow
sampling frequency. Similar arguments hold for when (A; B1 ) has an uncontrollable mode that is
faster than the sampling frequency.
6.5 Summary 139
In view of the cases considered, it is claimed that the assumptions (A1) and (A2) are reasonable
in the context of H1 SDsynthesis.
6.5 Summary
In this chapter a new, compact derivation of formulae for H1, SD synthesis is presented. It is shown
that these formulae can be restructured to give a numericallyrobust procedure for computing a
statespace realisation of the SDequivalent generalisedplant dened in Proposition 2.28.
The formulae derived are essentially identical (except for the accommodation of a direct feed
through term, D11 , here) to those derived in [Toi93] using classical, linearquadratic, optimalcontrol
theory. This indicates directly that the timelifting approach and the classical, linearquadratic,
optimalcontroltheoretic approach are equivalent, as was also pointed out in [TS97]. The formulae
are simple, requiring computation of only a single matrix exponential. It is the simplicity of the
formulae obtained that facilitates the restructuring summarised in Theorem 6.6, for numerical
robustness.
7
Concluding Remarks
The original motivation for this dissertation stems from the widespread use of digital hardware to
implement control strategies for continuoustime processes. This invariably leads to closedloops
that exhibit timevarying behaviour, which is often periodic in nature. Although the mathematical
analysis is more involved, the periodic structure of the timevariation exhibited by systems studied
in this dissertation can be exploited in a manner similar to timeinvariance, yielding powerful
results analogous to many known to hold for LTI systems. The main contributions of this work
and directions for future research are given below.
7.1 Contributions
A new notion of frequency response is developed for LPTV systems. It is dened in terms
of the average power of the asymptotic response to sinusoidal inputs of a single frequency
and it can be characterised in terms of the singular values of a frequencydependent, nite
dimensional matrix, called the AveragePower Gain Matrix. The performanceindicating
properties of this new notion of frequency response are quite intuitive and it can be used to
derive bounds on performanceindicating, closedloop operators, which facilitate the design
of parametric weights employed in a new H1 loopshaping based design procedure proposed
for SD, controlsystem development.
It is shown that the graph of a stabilisable, LPTV system can be expressed as the range (re
spectively kernel) of a stable, LPTV system that has a stable, LPTV leftinverse (respectively
rightinverse). This representation is only unique up to right (respectively left) multiplication
by stablyinvertible factors and is called a strongright (respectively strongleft) representa
140
7.2 Directions for Future Research 141
tion. It resembles the right (respectively left), coprimefactor representations known to exist
for certain classes of LTI systems.
Given a wellposed, LPTV plant/controller pair, a useful characterisation of closedloop stabil
ity is obtained in terms of strongright and strongleft representations the plant and controller
graphs. In turn, this leads to a Youlastyle parameterisation of stabilising controllers.
Quantitative, robuststability results are obtained for LPTV, closedloop systems in terms
of the gap metric. To this end, a formula, expressible as an optimisation problem over H1 ,
is derived for the directed gap between two LPTV systems. Given a nominal, LPTV plant
and a stabilising, LPTV controller, the largest gapball of systems centred at the nominal
plant, which the controller can be guaranteed to stabilise, is identied. Further to this, the
maximallytolerable, simultaneous gapperturbation to both the nominal plant and controller
is characterised. Importantly, all of these results apply to the special case of LTI systems
under periodic, SD control.
Qualitatively, it is shown that the topology induced by the gap metric on a general class of
LPTV systems, is the weakest with respect to which closedloop stability is a robust property
and closedloop performance varies continuously. That is, the gap metric on LPTV systems
induces the graph topology.
A numerical procedure involving only solutions to nitedimensional, algebraic, Riccati equa
tions and evaluation of statetransition matrices at only single points in time, is developed
for computing (to any desired accuracy) the directed gap (and hence gap) between LPTV,
continuoustime systems that admit stabilisable and detectable, statespace realisations.
A new, compact derivation of statespace formulae is presented for H1 , SD synthesis. It is
shown that these formulae can be easily restructured for numerical robustness.
Proof : First note that stabilisability of (A; B) is necessary by denition. Now, since
" #" #" # " #
0
I SR 1 Q S I 0 = Q S R 1 S 0 ;
0 I S R R 1S I 0 R
it follows that Q S R 1 S 0 and hence, that X~ = 0 is a solution to the Riccati inequality
such that (R + BXB ~ ) > 0. It then follows by [LR95, Theorem 13.11], that under the assumption
(A; B) is stabilisable, there exists a selfadjoint solution X 0 to the algebraic, Riccati equation
(2.7) such that spec(A BF) D (the closed unit disc). So stabilisability of (A; B) is almost
sucient in that it guarantees existence of a selfadjoint, positivesemidenite solution, but leaves
open the possibility spec(A BF) \ T 6= ;. In what follows, it is shown that given a selfadjoint,
positivesemidenite solution to equation (2.7), spec(A BF) D if and only if (Q1 ; A1 ) has no
unobservable modes on T, by which the result claimed holds.
Now let there be no unobservable modes of (Q1 ; A1 ) on T and suppose there exists a 2 T and
corresponding x 2 X, such that (A BF)x = x. Then from equation (A.2), it follows that
Equivalently,
x; (Q SR 1 S)x =
(F R 1 S)x; R(F R 1S)x ;
X X
which since Q1 = (Q S R 1 S) 0 and R > 0, implies that (F R 1 S)x; R(F R 1 S)x X = 0
and that
Furthermore, it follows from equation (A.3), that x 2 (RQ1 )? = K(Q1 ) =Q1 . Combined with
equation (A.4), this implies that K(I A1 ) \ K(Q1 ) 6= f0g, which is a contradiction to the initial
hypothesis. So if (Q1 ; A1 ) has no unobservable modes on T, then spec(A BF) D . It now remains
to show that the converse also holds.
Let spec(A BF) D and suppose there exists an x 2 X and 2 T such that A1 x = x
and Q1 x = 0 (that is, corresponds to an unobservable mode of (Q1 ; A1 )). Now, recall from
Proposition 2.18, that X is also a solution to
Since R + B XB > 0 (which follows from R > 0 and X 0), it follows that B Xx = 0. Using this
and the identity in equation (A.1), yields (A BF)x = A1 x B(R + B XB) 1 B XA1 x = x, which
contradicts spec(A BF) D . Hence, if spec(A BF) D , then the pair (Q1 ; A1 ) necessarily has
no unobservable modes on T.
A.2 Proof of Proposition 2.22 145
=
xk+1 ; X1 0 xk+1
k 0 J k
*" # " #" #" XZW #" #+
=
xk ; A B X1 0 A B xk
k C~ D~ 0 J C~ D~ k XWU
*" # " #" #+
x k A X1 A + C~ JC~ L xk
= ; ; (A.6)
k L Z k XWU
where for the moment X1 is an arbitrary, selfadjoint, positivesemidenite
" # " # J is dened
operator,
Z1 Z2
at the top of Proposition 2.22 and the operators Z =: and L =: L1 (partitioned
Z2 Z3 L2
conformably with ) are dened in equations (2.14) and (2.15) respectively.
Suppose that X1 0 is a solution to the algebraic, Riccati equation (2.13) such that r :=Z1
Z2Z3 1Z2 < 0 and spec(A BZ 1L) D . Now note that Z3 = D2 D2 + B2X1B2 and since D2 D2 > 0
and X1 0, that Z3 > 0. Therefore, (cf. Remark 2.19) Z3 is boundedly invertible and it is possible
to write
" # " #" #" #
Z1 Z2 = I Z2Z3 1 r 0 I 0
: (A.7)
Z2 Z3 0 I 0 Z3 Z3 1Z2 I
With r < 0 (which follows by the original hypothesis), r is boundedly invertible (cf. Remark 2.19)
and it follows from equation (A.7), that Z is too. A Schur decomposition of the operator on the
righthand side of (A.6) is therefore possible, giving
2 hwk ; wk iW + hxk+1 ; X1 xk+1iX
hzk ; zk iZ
*" #" # " #" #" #+
I 0 x k A X1 A + C~ JC~ L Z 1 L 0 I 0 xk
= ; :
Z 1L I k 0 Z Z 1L I k XWU
146 Appendix to Chapter 2
Dening
" # " #" #
w?k := r 1 Lr 0 xk ;
u?k Z3 1L2 Z3 1Z2 wk
where Lr = L1 Z2Z3 1Z2, it follows that since X1 0 is a solution to the algebraic, Riccati
equation (2.13),
hzk ; zk iZ
2 hwk ; wk iW + hxk+1; X1xk+1 iX
= hxk ; X1 xk iX + h(wk w?k ); r(wk w?k )iW + h(uk u?k ); Z3 (uk u?k )iU : (A.8)
Note, that u? has the form of a causal, LSI, fullinformation controllaw. Moreover, if u = u? is a
stabilising controllaw, then by denition klim x = 0 and consequently,
!1 k
X
1
fhxk ; X1 xk iX hxk+1 ; X1 xk+1 iX g = hx
~; X1x~iX:
k=0
Combining this with equation (A.8), leads to
kzk2` 2 (Z)
+
2 kwk2` 2+(W) ~; X1x~iX
hx kw w? k2` 2+(W)
Z Z Z
( = ?
kw w k` 2+(W) when x~ = 0);
2 (A.9)
Z
where > 0 is any real number such that r I. So it remains to show that u = u? is indeed
stabilising and that there exist an > 0 such that kw w? k2` 2+(W) kwk2` 2+(W) . That this is
Z Z
true, follows by the initial hypothesis that spec(A BZ 1L) D . To see this, rst note that with
u = u? ,
" # " #" #
xk+1 = A B2Z3 1L2 B1 B2Z3 1Z2 xk
zk 1
C D2 Z3 L2 D1 D2 Z3 Z2 wk 1
To complete the suciency proof it remains to show that there exist an > 0 such that kw
w?k2` 2+(W) kwk2` 2+(W) . Let W : W ! W denote the operator mapping w to (w w?) and note
Z Z
that it has statespace realisation
" # " #" #
xk+1 = A B2 Z3 1L2 B1 B2Z3 1Z2 xk :
wk w?k r 1 Lr I wk
Since spec(A B2 Z3 1 L2 ) D , W is a bounded operator. In fact it has bounded inverse, since
spec(A BZ 1 L) D and using equation (A.11), a statespace realisation for W 1 is
" # " #" #
sk+1 = A BZ 1L B1 B2Z3 1Z2 sk :
wk r 1 Lr I wk w?k
It follows that kW 1k2 kwk`Z
2 (W) kw w? k` 2 (W) and therefore, that a suitable is =
+ Z+
kW 1 k2 >
0 (cf. equation (A.9)). This completes the proof of suciency.
Necessity: The approach taken by Green and Limebeer [GL95, Appendix B] to prove necessity is
based on the solution of the nitehorizon problem
" # with appropriate terminalstate penalty. That
is, to dene a causal, LSI controllaw u = K x over the nitehorizon [0; N ], such that given
w
> 0 and Xtsp 0,
kzk2` 2
2 kwk2`[02 N ] (W) + hxN +1; XtspxN +1iX kwk2`[02 N ](W) (A.12)
[0;N ] (Z) ; ;
148 Appendix to Chapter 2
for all w 2 `[02 ;N ] (W) and some > 0, when x~ = 0. It can be shown [GL95, Theorem B.2.1], that
such a controllaw exists if and only if
ZfkN;3+1 ;X tsp g > 0; k = 0; : : : ; N
fN +1;Xtsp g
rk I; k = 0; : : : ; N
for some > 0, where
" #
Zk fN +1;Xtsp g
:= D~ JD~ + B Xfk+1+1 tspg B =: NZfkN;1+1 tspg (ZfkN;2+1 tspg) ;
;X
;X ;X
" fN +1 tspg #
LkfN +1;Xtsp g f g L
:= D~ JC~ + B Xk+1 tsp A =: fkN;1+1 tsp g ;
N +1 ;X
;X
L2;k ;X
1
kzk2` 2 (Z)
2 kwk2`[02 N ] (W) + stab: min hzk ; zk iZ
[0;N ] ctrl laws
k=N+1
;
= kzk2 2
`[0 N ] (Z)
2 kwk2 2 `[0;N ] (W) + hxN +1 ; X2 xN +1 iX ;
;
where X2 0 is the stabilising solution to the algebraic, Riccati equation (2.10) and the last
equality follows by Proposition 2.21. By the nitehorizon results, XfkN +1 2 g 0 and ;X
for all k N + 1 and some (without loss of generality it is possible to take = since this
is independent of the problem horizon.) Furthermore, it can be shown that XfkN +1 2 g is uniformly1
;X
X1 = Nlim XfN +1
!1 k
;X 2g 0
exists, is independent of k and a is solution to the algebraic, Riccati equation (2.13). Moreover,
since is independent of the horizon length, r = Nlim rfkN +1 2 g < 0, and by monoticity
;X
!1
(X1 X2 ) 0. So it remains to show that spec(A BZ 1L) D . This is done in two steps: rst
it is shown that it is necessary for spec(A B2 Z3 1 L2 ) to lie inside D , which is then used this to
show that spec(A BZ 1 L) D .
= (A B2 Z3 1 L2 ) (
+
B2(Z3 B2
B2 ) 1 B2
)(A B2 Z3 1 L2 ) Lr r 1 Lr :
= x; ((A B2 Z3 1 L2 )
B2 (Z3 B2
B2 ) 1 B2
(A B2 Z3 1 L2 ) Lrr 1 Lr )x X
0: (A.15)
Since
0, this implies spec(A B2 Z3 1 L2 ) D . In fact, this can be strengthened to spec(A
B2Z3 1L2) D if (B2
(A B2Z3 1L2); A B2Z3 1L2) has no unobservable modes on the unit circle
of the complex plane. To see this, suppose that under the hypothesis that (B2
(A B2 Z3 1 L2 ); A
B2Z3 1L2) has no unobservable modes on T, there exists an eigenvalue of (A B2Z3 1L2) on T and
denote the corresponding eigenvector by x 2 X. Since r 1 < 0, it follows from equation (A.15),
that
k(Z3 B2
B2) 12 B2
(A B2Z3 1L2)xk2X
L x; r 1 L x 0;
r r X
Now, in so far as the proof of necessity goes, it remains to show that spec(A BZ 1 L) D . To
this end, recall that
0 x; (A B2 Z3 1 L2 )
B2 (Z3 B2
B2 ) 1 B2
(A B2 Z3 1 L2 )x X = Lrx; r 1 Lr x X ;
x 2 K
) (A BZ 1L)x = (A B2 Z3 1 L2 )x: (A.18)
Now, dene
k :=(X1 XfkN +1 ;X 2g) and note that
k satises the dierence equation
k = (A BZ 1 L)
k+1 (I BZ 1 B
k+1) 1 (A BZ 1 L);
hx;
N xiX
= jj2 x;
(I BZ 1B
) 1 x X :
(A.19)
D E X
N
xk ; XfN +1;X2 gx
k k X+ h(wi w?i); r(wi w?i)iW (A.21)
i=k
and
X
1
kzk2 2
`[k 1)(Z)
2 kwk2 2`[k 1)(W) + hxk ; X1 xk iX = h(wi w?i); r(wi w?i)iW : (A.22)
i=k
; ;
for all f (t) 2 L2R (U). By analytic continuation, the FourierTransform isomorphism takes functions
in L2R+ (X) L2R (U) to H2C + (U) and functions in L2R (X) :=L2R (U) L2R+ (X) to H2C?+ (U) :=L2j R (U)
H2C + (U).
Now as for discretetime LSI systems, continuoustime LTI systems are equivalent via the Laplace
Transform isomorphism to multiplication operators dened on subspaces of H2C + (U). Furthermore,
the multiplication operator equivalent of an LTI system is bounded (that is, its domain is the
whole of H2C + (U) and it has nite inducednorm) if and only if its frequency domain symbol is an
element of H1 C+
(BU!Y ), which is the Hardy space of BU!Yvalued functions F^ (s) : C + ! BU!Y
that are analytic and bounded in the righthalf plane C + . That is, an LTI system F : DF
L2R+ (U) ! L2R+ (Y) is stable if and only if it is equivalent via the LaplaceTransform isomorphism
to a multiplication operator MF^ with F^ (s) 2 H1 C+
(BU!Y ).1 Note also, that for any function
F^ (j!) : j R ! BU!Y the multiplication operator dened by (MF^ f^)(j!) :=F^ (j!)f^(j!) for all
f^ 2 L2j R(U) is bounded and equivalent via the FourierTransform isomorphism to an LTI system
on the doublyinnite, continuoustime signalspace L2R (U).
In the following proof, the notion of inner and coinner functions is required. Let U and Y
be nitedimensional Hilbertspaces. Then a function F^ (s) 2 H1 C+
(BU!Y) is said to be inner if
F^ (s)F^ (s) = I and coinner if F^ (s)F^ (s) = I , where F^ (s) :=F ( s)T and the superscript T
denotes matrix transpose (without conjugation). It can be shown that (MF^ ) = H2C+(U) MF^ ,
where recall that the superscript denotes the Hilbert space adjoint, which in this case is the
adjoint on H2C + (U). To see this, note that MF^ is the L2j R(U) adjoint of MF^ and hence, that for
any f^ 2 H2C + (U) and g^ 2 H2C + (Y),
D E D E D E D E
g^; MF^ f^ H2C+(Y)
= g^; MF^ f^
L2j R(Y)
= MF^ g^; f^
L2j R(U)
= H2C+(U) MF^ g^; f^ L2 (U)
D ^
E jR
= H2C+(U) MF^ g^; f H2C+(U)
;
where all of the equalities follow readily from the fact that H2C + (Y) L2j R(U). That is, (MF^ ) =
H2C+(U) MF^ as required. So, it follows immediately that if F^ is inner, then F :=L 1MF^ L is an
isometry on L2R+ (U). With this established it is now possible to prove the lemma:
Proof : (of Lemma 3.9) That kGX k = kX k if G^ is inner is obvious, since in this case G is an
isometry on L2R+ (U). The rest of the proof to show that kXGk = kX k when G^ is coinner, follows
an idea suggested in [Vin96]. Since all operators concerned are linear
kXGk = kG X k = kL2 +(U) F 1 MG^ FX k;
R
1 Recall the similar result for discretetime LSI systems (cf. Proposition 2.2)
154 Appendix to Chapter 3
where the second equality follows from the fact that G^ G^ = I and the fact that MG^ is the L2j R(U)
adjoint of MG^ . Consequently, it is now sucient to show that
kX k kXGk:
Without loss of generality suppose kX k = 1, which implies that for any > 0 there exists a
w 2 L2R+ (W) with kwkL2R+(W) < 1 such that
kXwkL2 +(Y) > 1 :
R
for all w~ 2 L2R+ (W) that satisfy kw w~ kL2R+(W) < . Now for notational convenience let w[k] :=Ukhw
(k 2 Z+), where Ukh is the unilateral shift. Then since X is LTPV (with period h)
kXw[k] kL2 +(Y) = kXwkL2R+(Y) > 1 ; (B.2)
R
for all k 2 Z+. Also, since MG^ is a coisometry on L2j R(W), it follows that G is a coisometry on
L2R (W) and thus, that there exists a u 2 L2R (U) with kukL2R(U) = kwkL2R+(W) such that
w = Gu
and w[k] = Gu[k] where u[k] :=Ukhu. Then since u 2 L2R (U) there exists a n 2 Z+ such that
kL2 (U) u[n ] kL2 (U) < .2 Hence, with u+
[n ] :=L2R+(U) u[n ] 2 LR+ (U) and w~[n ] :=Gu[n ] it follows
2 +
R R
that
kw[n ] w~[n] kL2R+(W) = kG(u[n] u+[n ])kL2R(W) = kGL2R(U) u[n]kL2R(W) < :
Z
2 To see this note that for any v 2 L2 (U), lim
R ! 1 1
hv(t); v(t)iU dt = 0. Dene v[k] :=L2R(U) Ukh v. Then
Z kh
kv[k] kL2R(U) = hv(t); v(t)iU dt
1
!1 kv[k] kL2R(U) = 0.
and it follows that klim
B.2 Computing the AveragePower Gain Matrix for SD Systems 155
 AD  K  DA
loop system shown in Figure B.1 is considered, where AD is an ideal, hperiodic sampling device
synchronised with the zeroorder hold DA and for xed t 2 R the signals w(t) 2 Rm1 , u(t) 2 Rm2 ,
z(t) 2 Rp1 and y(t) 2 Rp2 . Let the LTI, generalised plant G and the LSI controller K have
statespace realisations
2 3
6 A B1 B2 7 " #
G = 64 C1 D11 D12 75
A B
and K = d d ;
Cd Dd
C2 0 0
where the realisation for G has n states and that for K has l states. In the sequel, statespace
formulae are derived for computing the averagepower gain matrix of the stable, closedloop system
P :=F`(G; DA KAD) 2 PRm1 !Rp1 . The formulae derived are expressible explicitly in terms of the
statespace realisations of G and K.
156 Appendix to Chapter 3
Recall that the averagepower gain matrix is dened in terms of the transfer operator. To charac
terise this for the system shown in Figure B.1, it is rst necessary to obtain a statespace realisation
of
P :=WP W 1 :=WF`(G; DA KAD)W 12D 2 m
LH(R 1 )!L2H(Rp1 ) :
This can be achieved using the technique used in section 2.5. Absorbing the ideal sample and
hold devices into G and the expressing the evolution of the closedloop in terms of the state at the
sampling instances kh, yields the following discretetime, LSI statespace realisation of P:
" # " # " # " #
xk+1 = A xk + B w( (); x0 = 0 ; (B.3a)
cl cl k
sk+1 sk s0 0
" #
(z k () = Ccl xk + Dcl w(k (); (B.3b)
sk
where
" #
Acl :=
A + B2Dd C2 B2Cd : Rn+l ! Rn+l ;
BC Ad
" #d 2
Bcl :=
B1 : L2 (Rm1 ) ! Rn+l ;
H
0
h i
Ccl := C1 + D12 Dd C2 D12 Cd : Rn+l ! L2H (Rp1 );
Dcl := D11 : L2H (Rm1 ) ! L2H (Rp1 );
and for any x 2 Rn+l , u 2 Rm2 and w( 2 L2H (Rm1 )
A : Rn ! Rn ; Ax :=ehAx; (B.4a)
Zh
B2 : Rm2 ! Rn ; B2u := e(h )A d B2 u; (B.4b)
Zh
0
B1 : L2 (Rm1 ) ! Rn ;
H B1 w( := e(h (( ) d;
)A B1 w (B.4c)
0
C1 : Rn ! L2H (Rp1 ); (C1 x)() :=C1 eA x; (B.4d)
Z
D11 : L2H (Rm1 ) ! L2H (Rp1 ); (D11 w()() :=D11 w(() + C1 e( )A B (
1 w ( ) d (B.4e)
0
and
Z
D12 : Rm2 ! L2H (Rp1 ); (D12 u)() :=D12 u + C1 e( )A dB
2 u: (B.4f)
0
The transfer operator P^ () is dened to be the symbol of the multiplication operator equivalent
of P, where the equivalence is via the ZTransform isomorphism. Using the statespace realisation
B.2 Computing the AveragePower Gain Matrix for SD Systems 157
given in equation (B.3), it is possible to characterise P^ () in terms of Acl , Bcl , Ccl and Dcl as
follows: Let (z = P w
(, then using equation (B.3) it is straightforward to show that
!
(^z () :=(Z (z )() := X (z k k = X k X Ccl Ak
1 1 k 1
n 1B ( ( (
cl wn + Dcl wk + Dcl w0 ;
cl
k=0 k=0 n=0
which since spec(Acl ) D (because P is stable), converges (with respect to k kL2H() ) for all 2 D .
Simple rearrangement of terms yields
X
1 !X
1
(^z () = (l+1 C l
cl Acl Bcl ) + Dcl w(q q
l=0 q=0
= (Ccl (I Acl ) Bcl + Dcl )w() =: P^ ()w(^ ():
1 (
^
where !0 :=! !h
2 ^ j!0
2 h and A(e ) :=(e
j!0 h I Acl ) 1 . By expanding the expression in equation
(B.5), it follows that it is necessary to determine nitedimensional expressions for the following
operators:
" #
A; B2; B1
(j!); C1 h i
C 1 D 12 ;
D12
h i
(j!) D11 D11
(j!);
(j!) D11 C1 D12 :
This can be achieved using equations (B.4) and a technique used in [CG97] (cf. also Chapters 5 and
6), to characterise nitedimensional combinations of these types of integral operator expressions in
terms of TPBVPs. Subsequent computation of P (j!) is then a simple matter of standard nite
dimensional matrix arithmetic. StateSpace formulae for the required nitedimensional expressions
are given in Theorem B.1 below. Note that the formulae are expressed explicitly in terms of the
statespace matrices of the realisations of G and K and involve a single matrix exponential of
a Hamiltonianstructured matrix. Since the resultant formula are similar to those obtained for
the SD, H1 synthesis problem (cf. [CG97] and Theorem 6.1), it is possible to restructure the
formulae presented here in a similar manner to that described in Section 6.3, to render the formulae
numerically robust.
158 Appendix to Chapter 3
" #
A B2
The following matrices are required in Theorem B.1. Let A := ,
0 0
2 " #3
A~ :=
66 A B1 77; h
C~ := C1 D12 D11 ;
i
4 0 5
0 (j!Im )
" #
A~ 0
E := (B.6)
0
C~ C~ A~0
and
" #
Q11 Q12
Q := = ehE ; (B.7)
Q21 Q22
where the partitioning of Q conforms with that of E .
Theorem B.1 Recall that m1 (respectively n) is the number of inputs to (respectively the number
of states of the realisation of) 11block of G and that m2 is the number of outputs from Kd . For
notational convenience, dene i :=n + m2 , k :=n + m1 and m :=m1 + m2 . Then,
h i " #
0i;m1
(j!) D11 D11
(j!) = 0m1 ;i Im Q221 Q21 ;
Im1
h i h i 1 " Ik #
(j!) D11 C1 D12 = 0m1 ;i Im Q22 Q21 ;
0m2 ;k
" #h i h i " #
C1 Ik
C1 D12 = Ik 0k;m2 Q221 Q21 ;
D12 0m2 ;k
h i " 0i;m1 #
B1
(j!) = In 0n;m Q11 ;
Im 1
h i " In #
A = In 0n;m Q11 ;
0
2 m;n 3
h i 66 0n;m2 77;
B2 = In 0n;m Q11 4 Im2 5
0m1 ;m2
where 0p;r denotes an p p matrix of zeros and Ip the p p identity.
Proof : Consider z~ =
(j!) D11 D11
(j!)z for some z 2 Rm1 and let (u :=
(j!)z, (y :=D11 u and
(v :=D11 (y . By the denition of
(j!) (cf. equation (3.3)), (u :=
(j!)z can be characterised as
d (a = (j!I ) (a (); (a (0) = z; (B.8a)
d m1
u() = (a (): (B.8b)
B.2 Computing the AveragePower Gain Matrix for SD Systems 159
and
" # " #
(v 1 :=
2 Va 2 0 (
2 (I + Da Da + BaXa Ba) 0 (
u1 = u1 (C.5a)
0 0 0 0
" # " #
=
I Da (u (y = I Da ( (u (y ); (C.5b)
1
I Db I Db
where (y will be dened later and equation (C.5b) follows from equation (C.3). It follows from
equations (5.16) and (C.4) that for 0 h, 1
" # " #
d (a = Aa 0 (
a () + a
B 0 (u 1 (); (a (0) = 0; (C.6a)
d 0 Ab 0 Bb
" # " #
(u () = 0 0 ( I I (u 1():
a () + (C.6b)
Ca Cb Da Db
Furthermore (cf. equation (C.5b)),
" # " #
d (b = Aa 0 (b () 0 Ca ( ( (
( u y )(); b (h) = 0; (C.7a)
d 0 Ab 0 Cb
" # " #
(v 1 () = Ba 0 (b () + I Da ( (
( u y )() (C.7b)
0 Bb I Db
and similarly (cf. equation (C.5a)),
d (c = A (c () h i( h i( ( h i(
d a Ca Ca 0 a () Ca Da 0 1u ( ); c (h) = Xa 0 a (h); (C.8a)
" # " # " 2 #
(v 1 () =
2Ba (c () +
2 DaCa 0
(a () +
(I + Da Da ) 0 (u 1 (); (C.8b)
0 0 0 0 0
where Xa is a selfadjoint, positivesemidenite, stabilising solution to the algebraic Riccati equation
(5.22). Using the two expressions for (v 1 in equations (C.7b) and (C.8b), ( u 1 can be expressed in
( (
terms of a , b , c and y only. The following TPBVP characterisation of the operator mapping (y
( (
to (
u can then be obtained via elementary statespace manipulation of equations (C.6C.8):
" # " # " #!
d (a = Aa 0 Ba 0
R 1
(1
2 )Da Ca Da Cb (a ()
d 0 Ab 0 B
Db Ca
D b Cb
" # " b #
Ba 0 1 Ba 0 (
R b ( )
0 Bb 0 Bb
" # " 2 # " # "
#
+ a
B 0 R 1
Ba ( c () + B a 0
R 1 I D a (y (); (C.9a)
0 Bb 0 0 Bb I Db
1 For notational convenience time () dependence of the statespace matrices is suppressed.
162 Appendix to Chapter 5
" # " # " # " #!
d (b = 0 Ca 0 0 I I
R 1
(1
2 )Da Ca DaCb (a ()
d 0 Cb Ca Cb Da Db Db Ca DbCb
" # " #" # " #!
+
Aa 0
+
0 Ca I I R 1 Ba 0 (b ()
0 Ab 0 Cb Da Db 0 Bb
" #" # " 2 #
0 Ca I I 1
Ba (
R c ()
0 Cb Da Db 0
" # " # " #!
0 Ca I I I D
a (y ();
+ I R 1 (C.9b)
0 Cb Da Db I Db
h i " # h i! (
d (c = 1 (1
2 )Da Ca Da Cb
d Ca Da 0 R Ca Ca 0 a ()
Db Ca Db Cb
h i " # h i 1"
2 Ba #! (
1 Ba 0 (
CaDa 0 R b () Aa + Ca Da 0 R c ()
0 Bb 0
h i " #
I Da (
CA Da 0 R 1 y () (C.9c)
I Db
with boundary conditions
(a (0) = 0; (b (h) = 0; (c (h) = h Xa 0 i (a (h); (C.9d)
and
" # " # " #!
(u () = 0 0 I I (1
2 )Da Ca Da Cb (a ()
R 1
Ca Cb Da Db DbCa Db Cb
" # " # " # " 2 #
I I R 1 B a 0 (
b () + I I R 1
Ba (c ()
D Db 0 Bb Da Db 0
" a # "
#
I I 1 I Da (
+ R y (); (C.9e)
Da Db I Db
where
" #
(1
2 )(I + Da Da ) (I + Da Db )
R := :
(I + Db Da ) (I + Db Db )
To see that R is invertible, recall that by Assumption 5.8 Da (t) = Db (t) for all t and hence, note
that
" #" #
(1
2 )I I (I + Da Da ) 0
R= :
I I 0 (I + Da Da )
Given
> 0, both terms on the righthand side are clearly invertible and the invertibility of R
follows.
C.1 Proof of Lemma 5.9 163
Now, dene
" #
(y := Fa Fb z (C.10)
(Ca + Da Fa ) (Cb + Db Fb )
" # " #" 2 #" #!
0 0 I I Va 0 (Ba Xa Aa + Da Ca ) 0
= z;
Ca Cb Da Db 0 Vb2 0 (Bb Xb Ab + Db Cb )
for some some arbitrary z 2 Xa Xb , where Aa and Ab are dened in equation (5.16) and Xb is a
selfadjoint, positivesemidenite, stabilising solution to the algebraic, Riccati equation (5.22) with
the subscript a replaced by b. Moreover, let
" #" #
(v := Va2 0 (Ba Xa Aa + Da Ca ) 0
z: (C.11)
0 Vb2 0 (Bb Xb Ab + Db Cb )
Then, using equation (5.21a), it follows that
" #
(Ba Xa Aa + Da Ca ) 0
0 = z
0 (Bb Xb Ab + Db Cb )
" #
(I + Da Da + Ba Xa Ba ) 0
+ ( (v ): (C.12)
0 (I + Db Db + Bb Xb Bb )
Again, this can all be expressed in terms of a TPBVP. From equation (5.16), it follows that the
initialcondition response of
" # " #
d (e = Aa 0 (
e () +
Ba 0
( (v )(); (e (0) = z; (C.13a)
d 0 Aa 0 Bb
" # " #
C 0 Da 0
w(() = a (e () + ( (v )(); (C.13b)
0 Cb 0 Db
" # " # " #
gives Ca 0 z + Aa 0 z, and that the zero, initialcondition response gives Ba 0 ( (v )+
" 0 # Cb 0 Ab 0 Bb
Da 0 ( (v ). Similarly, from equation (C.12),
0 Db
" # " # " #
d (g = Aa 0 ( Ca 0 (
g ( ) w (); (g (h) = a
X 0 (e (h); (C.14a)
d 0 Ab 0 C 0 Xb
" # " b#
Ba 0 ( D 0
0 = g () + a w(() + ( (v )(): (C.14b)
0 Bb 0 Db
164 Appendix to Chapter 5
Then, elementary manipulation of equations (C.13) and (C.14) yields the following TPBVP char
acterisation of the operator mapping z to (y :
" #
d (e = (Aa Ba Ra 1 Da Ca ) 0 (e ()
d 0 1
(Ab Bb Rb Db Cb )
" #
BaRa 1 Ba 0 (g (); (C.15a)
0 Bb Rb 1 Bb
" #
d (g = Ca R~ a 1 Ca 0 (e ()
d 0 ~ 1
Cb Rb Cb
" #
(Aa CaDa Ra 1 Ba ) 0 (g (); (C.15b)
0 (Ab Cb Db Rb 1 Bb )
with boundary conditions
" #
(e (0) = z; (g (h) = Xa 0 (e (h) (C.15c)
0 Xb
and
" # " #" #" #" #!
(y () = 0 0 I I Ra 1 0 Da 0 Ca 0 (e ()
CA Cb 0 Rb 1Da Db 0 Db 0 Cb
" #" 1 #" #
I I Ra 0 Ba 0 (g (); (C.15d)
Da Db 0 Rb 1 0 Bb
where Ra :=I + Da Da , Rb :=I + Db Db , R~ a :=I + Da Da and R~ b :=I + Db Db .
Note that from equation (C.1), (C.4) and (C.10),
x := C~ I D~ D~ JD~ D~ C~ z (C.16)
" #
Fa (Ca + Fa Da ) ( (
= ( y u)
Fb (Cb + Fb Db )
" #
0 Ca
=
0 Cb
" #" 2 #" #!
(Aa Xa Ba + Ca Da ) 0 Va 0 I Da ( (y (u ):
0
(Ab Xb Bb + Cb Db ) 0 Vb
2 I Db
Now dene
" #" #
(r := Va2 0 I Da ( (y (u ); (C.17)
0 Vb2 I Db
C.1 Proof of Lemma 5.9 165
so that
" # " #
0 Ca ( ( (Aa Xa Ba + Ca Da ) 0
x= ( y u ) + ( (r ):
0 Cb 0 (Ab Xb Bb + Cb Db )
As in the preceding paragraphs it is possible to express all of this in terms of a TPBVP.
( " # " #
dm Aa 0 ( Ba 0
d = m() + ( (r )(); m
((0) = 0; (C.18a)
0 Ab 0 Bb
" # " #
(p = Ca 0 m (() + Da 0
( (r )(); (C.18b)
0 Cb 0 Db
" # " #
d (n = Aa 0 (
n ( )
Ca 0 (p ()
d 0 Ab 0 Cb
" # " #
0 Ca ( ( ( X 0 m((h);
( y u )(); n (h) = a (C.19a)
0 Cb 0 Xb
x = (
n (0): (C.19b)
Note "that in equation (C.19), the nalcondition
# response plus the response to the forcing term (p
gives (Aa Xa Ba + Ca Da ) 0 r ) and that the response to the forcing term ( (
( ( y (u )
" # 0 (Ab Xb Bb + Cb Db )
gives 0 Ca ( (
y (u ). Using equation (C.17), ( (, (
r can be expressed in terms of m n and ( (y (u )
0 Cb
only:
" # " # " # " # !
(r () = Ra 1 0 Ba 0 ( DaCa 0 ( I Da ( (
n ( ) + m( ) + (y u) :
0 Rb 1 0 Bb 0 Db Cb I Db
Substituting this into, and further manipulating equations (C.18) and (C.19), yields the following
TPBVP characterisation of the operator mapping ( (y ( u ) to x:
( " # " #
dm (Aa Ba Ra 1 Da Ca ) 0 (() Ba Ra 1 Ba 0 (n ()
d = m
0 (Ab Bb Rb 1 Db Cb ) 0 Bb Rb 1 Bb
" #" 1 #" #
Ba 0 Ra 0 I Da ( (u )();
(y (C.20a)
0 Bb 0 Rb 1 I Db
" # " #
d(
n = Ca R~ a 1 Ca 0 (()
m
(Aa Ca Da Ra 1 Ba) 0 (n ()
d 0 Cb R~b 1Cb
0 (Ab Cb Db Rb 1 Bb)
" # " #" #" 1 #" #!
0 Ca Ca 0 Da 0 Ra 0 I Da
( (y (
u )(); (C.20b)
0 Cb 0 Cb 0 Db 0 Rb 1 I Db
166 Appendix to Chapter 5
x= (
n (0): (C.20d)
x= (
n (0);
where the Eij 's are dened in Appendix C.2. This completely characterises the operator
C~ I D~ D~ JD~ D~ C~ :=z 7! x:
C.1 Proof of Lemma 5.9 167
Let E :=E (t) (h; 0), where E (t) (t; ) is the statetransition operator associated with E (t). It
follows readily that
2 3
2 3 66 0 E43 Xa 0 E23 1 7
77
(c (0) 66 @ 2
X 0
3
7E A 7
66 7
(n (0) 77 66 E53
6 a
5 13 7
E~ 666
4
0 Xb 77 z;
(b (0) 77 = 66 77 (C.21)
4 (g (0)
5 666 0 2
E63
3 1 77
64 @E X
6 a 0 7E A 7
5 33 5
73 4
0 Xb
where
2 " # " # " # " # 3
6
6
6
6
0 E44 2
Xa 0 E24 1
3
0 E45 2
Xa 0 E25 1
3
0 E46 2
Xa 0 E26 1
3
0 E47 2
Xa 0 E27 1 77
3 7
6
6
6 @E54 6
6
6
Xa 0 777E14 A @E55 6
6
6
Xa 0 777E15 A @E56 6
6
6
Xa 0 777E16 A @E57 6
6
6
Xa 0 777E17 A 7777
6 7
E~ =
6
6
6
4
0 Xb 5 4
0 Xb 5 4
0 Xb 5 4
0 Xb 5 7
7
7 :
6 7
6
6
6
6 0 E64 1 0 E65 1 0 E66 1 0 E67 17
7
7
7
6 2 3 2 3 2 3 2 3
6
6
6 @E74 6
6
6
Xa 0 777E34 A @E75 6
6
6
Xa 0 777E35 A @E76 6
6
6
Xa 0 777E36 A @E77 6
6
6
Xa 0 777E37 A 7777
4 5
4
0 Xb 5 4
0 Xb 5 4
0 Xb 5 4
0 Xb 5
To see that E~ is invertible, take z = 0 and suppose that there exists a nonzero
2 (c 0 3
66 ( 77
66 n0
(b 77 2 K~ : (C.22)
64 0 75 E
(g 0
This clearly satises equation (C.21) and since z = 0, the unique solution to equations (C.13)
and (C.14) is ( y (e (g 0. Consequently, the unique solution to equations (C.6C.8) is
(a (b (c 0 and thus, the only possible nonzero element of (C.22) is ( n0 . This contradicts
(
linearity of the operator mapping z to x = n0 and hence, KE~ = f0g. Equation (5.29) (which
constitutes a nitedimensional characterisation of Q ) now follows directly from equation (C.21).
Consider the operator A . Let z be an arbitrary element in Xa Xb and recall that
~ ~ 1
A z = A B D JD D~ JC~ z
" # " #
(Aa + Ba Fa ) 0 B 0 (u
= z+ a 1
0 (Ab + Bb Fb ) 0 Bb
" # " # " #
=
A a 0
z+
B a 0 (
( v)
B a 0 (
u1
0 Ab 0 Bb 0 Bb
= (e (h) (a (h);
168 Appendix to Chapter 5
where ( u 1 , (a , (v and (e are dened in equations (C.3), (C.6a), (C.11) and (C.13a) respectively.
Since z is arbitrary, the nitedimensional characterisation of A given in equation (5.31) follows
directly from equation (C.21).
same system of dierential equations a the TPBVP characterisation of Q but dierent boundary
conditions, given by
2 3
2 ( 3 66 0
0
77
66 ( 77 6m (0) 6 77
66 a (0) 77 6 h 6 0 i 77
66 (e (0) 77 66 Xa 0 (a (h) 77
66 (c (h) 77 = 66 " Xa 0 # 77 :
66 6
77 6 m(h) 777
(
6
66 ((h) 77 6 0 Xb 77
64 b (h) 75 66 z# 77
66 "
(g (h) 4 Xa 0 (e (h) 75
0 Xb
Consequently, it is possible to write
2 3 1" #
h i E64 E66 5 I
R = E24 E26 4 E :
44 Xa 0 E24 E46 Xa 0 E26 0
It remains to establish nitedimensional expressions for the operators that appear in the two alge
braic, Riccati equations associated with the normalised, coprimefactorisation of the two, original,
LPTV systems. Consider
" # " #
R a 0 B a (I + Da Da ) 1 Ba 0
x := z := z;
0 R b 0 Bb(I + Db Db) 1 Bb
for some arbitrary z 2 Xa Xb . Dene
" Da ) 1
#" #
w( :=
( I + D a 0 Ba 0 z; (C.25a)
0
(I + Db Db ) 1 0 Bb
and
" #
(v := Da 0 w: ( (C.25b)
0 Db
Then, from equation (C.25a),
" # " #
(
w=
B a 0
z
D a 0 (
v: (C.25c)
0 Bb 0 Db
Using equations (5.16), it follows from equation (C.25b), that
" # " #
d (e = Aa 0 (e () + Ba 0 w((); (e (0) = 0; (C.26a)
d 0 Aa 0 Bb
" # " #
C 0 D 0
w(() = a (e () + a
w((); (C.26b)
0 Cb 0 Db
170 Appendix to Chapter 5
" #
E11 := Aa BaRa 1 Da Ca 0
;
0 Ab Bb Rb 1 Db Cb
E12 := S1 S2 S4 ;
E13 := S"1S2S3; # " #
I I
2B
E14 := S1 R 1 a ;
Da Db 0
" #
Ba Ra 1 Ba 0
E15 := ;
0 Bb Rb 1 Bb
" # " #
E16 := S1 I I R 1 B a 0
;
Da Db 0 Bb
E17 := S1 S2 S1 ;
172 Appendix to Chapter 5
E31 := 0;
E32 := 0;
E33 := E11 ;
E34 := 0;
E35 := 0;
E36 := 0;
E37 := E15 ;
E41 := 0; " # h
h i 1 (1
2 )Da Ca Da Cb i!
E42 := CaDa 0 R Ca Ca 0 ;
DbCa Db Cb
h i " #
I Da S ;
E43 := Ca Da 0 R 1
I Db 3
h i " 2 #!
Ba
E44 := Aa + Ca Da 0 R 1 ;
0
E45 := 0; " #
h i
B 0
E46 := Ca Da 0 R 1 a ;
0 Bb
h i 1 I Da #
"
E47 := Ca Da 0 R S;
I Db 1
C.2 Denition of Matrices Used in Lemma 5.9 173
" #
Ca R~ a 1 Ca 0
E51 := ;
0 CbR~ b 1 Cb
E52 := S3 S4 ;
E53 := S S2 S3 ;
"3 2
# " #
E54 := S3 I I R 1
Ba ;
Da Db 0
E55 := E11 ;
" # " #
I I 1 Ba 0
E56 := S3 R ;
Da Db 0 Bb
E57 := S3 S2 S1 ;
E61 := 0;" #
0 Ca
E62 := S4 ;
0 Cb
" #
0 Ca
E63 := S2 S3 ;
0 Cb
" #" # " 2 #
0 Ca I I 1
Ba ;
E64 := R
0 Cb Da Db 0
E65 := 0; " # " #" # " #!
Aa 0 0 Ca I I 1 Ba 0
E66 := R ;
0 Ab 0 Cb Da Db 0 Bb
" #
0 Ca
E67 := S2 S1
0 Cb
E71 := 0;
E72 := 0;
E73 := E51 ;
E74 := 0;
E75 := 0;
E76 := 0;
E77 := E11 :
D
Appendix to Chapter 6
and therefore, M21 M11 is symmetric. Similarly, by noting from equation (6.27) that
h i h i
M~ 11 M~ 12 E = T11 M~ 11 M~ 12 ;
it follows that M~ 11 M~ 12 is symmetric.
Proof of Lemma 6.5: This proof is similar to that of Theorem 13.6 in [ZDG95]. From equation
(6.27), it follows that
" # " #" # " #
M A C C M11 M11
E 11 = = T ; (D.2)
M12 BB A M12 M12 11
and therefore, that
A M11 C CM
21 = M11 T11 : (D.3)
Let (A; C1 ) have no unobservable modes in C > and suppose that M11 is columnrank decient.
That is, KM11 6= f0g. For any x 2 KM11 , postmultiply (D.3) by x and premultiply by x M21 .
Then
x M21 A M11 x x M21 C CM
21 x = x M21 M11 T11 x;
which by the symmetry of M21 M11 (cf. Lemma D.1) implies that
x M21 C CM
21 x = 0:
Since M21 C CM
21 is positive semidenite, this implies CM
21 x = 0. So simply postmultiplying
(D.3) by x gives M11 T11 x = 0. Since T11 has full rank, it follows that KM11 is T11 invariant. That
is there exists a 2 C and a corresponding eigenvector v 2 KM11 , such that
T11 v = v:
Note that since spec(T11 ) C > , > 0. Now, from equation (D.2) it follows that
B B M11 + AM
21 = M21 T11 ;
which when postmultiplied by v gives,
(A I )M21 v = 0:
21 v = 0 and hence, note that
Recall that for v 2 KM11 , CM
" #
A I
M21 v = 0: (D.4)
C
176 Appendix to Chapter 6
Furthermore,
2 32 3
" # 66 I
2 B1 R 1 D
11 0 77 66 A I B 2 77 ;
A I
= 4 0 0 I 54 C 1 D 12 5 (D.5)
C 1
0 S 2 0 0 I
where importantly the rst matrix on the righthand side has "full rank. #Since > 0 and
(A; C1 ) has no unobservable modes in C > , I has full rank and
A I has full column rank.
C1
" #
Thus, it follows from equation (D.5), that
A I also has full column rank. From equation
C
" #
M11
(D.4), this then implies that M21 v = 0, which since M11 v = 0 contradicts the fact that
M21
has full column rank. Therefore, if (A; C1 ) has no unobservable modes in C > , M11 has full column
rank.
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