Advanced Feedback Control

Advanced Feedback Control
. . . Models, Identication, Control, Robustness.

Monterrey, June 2007
Advanced Feedback Control p.
Various structures of feedback

We will study various structures of feedback laws. Those structures depend on whether the feedback is applied from the all state vector (if it can be measured), of from the ouput vector. Besides, the feedback itself can be either static (the control vector entries are linear combinations of the measurements), or dynamic (the control vector becomes the ouput of dynamic system - the controller - from which the measurement vector is the input).
Various structures of feedback

Therefore, three kinds of structures will be considered static state feedback (usually simply referred to as state feedback), static ouput feedback, dynamic ouput feedback. Indeed, dynamic state feedback is rarely used. The system model to be considered is simply a realization x = Ax + Bu y = Cx + Du (x IRn , u IRm and y IRp ) (1)
Static state feedback

This is a control law that might have been studied in the case of SISO sytstems
A
yc
u +
+ + x
+ +

The corresponding mathematical description is u(t) = Hyc (t) + Kx(t). with

(2)
K IRmn : state feedback matrix; H IRpn : feedforward matrix; yc IRp : reference vector.

The induced feedback model is given by x = (A + BK)x + BHyc y = (C + DK)x + DHyc .
(3)
K is computed to ensure stability and either to possibly reach transient performances (pole placement) or to minimize some criterion (e.g. LQ control, optimal control). H is rather computed to reach static performances.
Static output feedback

Assume that not all the entries of x are measured but only the entries of y.
A
yc
u +
+ + x
+ +

The corresponding mathematical description is u(t) = Hyc (t) + F y(t). with

(4)
F IRmp : output feedback matrix (or gain); H IRpn : feedforward matrix; yc IRp : reference vector.

If D = O (no direct transmission to make simpler) then the closed-loop model is x = (A + BF C)x + BHyc y = Cx If D = O then the control vector u complies with u = Hyc + F Cx + F Du (II m F D)u = Hyc + F Cx (5)
u = (II m F D)1 H yc + (II m F D)1 F Cx u = H yc + F Cx (6) This leads to the following closed-loop model: x = (A + B F C)x + B Hyc y = (C + D F C)x + D Hyc . (7)
One can compute F and H for design purpose and deduce F and H which are implemented in practice.
Advanced Feedback Control p. 1

Another possibility is to modify the control law: u = Hyc + F (y Du) = Hyc + F y (8)
y = y Du = Cx IRp is the new "measure" one has to built (its part of the controller) so that one gets
A
yc
u +
+ + x
+ +

Then, the closed-loop model directly depends on F and H: x = (A + BF C)x + BHyc y = (C + DF C)x + DHyc F and H are computed to get satisfactory performances. Note however that, with this kind of structure, it might be preferable to measure u too. (9)
Dynamic ouput feedack

A
yc
u +
+ + x
+ +
F1
+ +
F3 z
+ +
F2
F4

The control law is given by z = F1 z + F2 y u = F3 z + F4 y + Hyc , where z IRl is the state vector of the feedback system. The transfer matrix of this controller is GF (s) = F3 (sII l F1 )1 F2 + F4 . (11) (10)

Linking controller and process realizations yields (II m F4 D)u = F3 z + F4 Cx + Hyc
u = (II m F4 D)1 F4 u = F4 Cx+ Cx+ (II m F4 D)1 F3 F3 z+ (II m F4 D)1 H z+ H
yc
yc
Consider a concatenation of process and controller state vectors = [x z ] to get:

A + B F4 C B F3 BH = + yc F2 C + F2 DF4 C F1 + F2 DF3 F2 DH y = + DHyc . C + DF4 C DF3 Advanced Feedback Control p. 1 (12)

Let the next augmented dynamic model be dened: = A + B u (13) u y = C + D, where IRn+l and A= C= A O O Ol C O O II l ;B = ;D = B O O II l D O O Ol ; .

Also let some control law (static ouput feedback) be applied on this model: u = F y + Hyc , F = F4 F3 F2 F1 H= with H Ol,m (14)
an
(15)
After some few calculation, one gets the same closed-loop model as the one obtained by applying the dynamic feedback on the original process model. Applying a dynamic output feedback controller on a linear model is equivalent to applying a static feedback gain on an augmented system.

When D = O the closed-loop model reduces to: A + BF4 C BF3 BH = + yc F2 C F1 O y = C O . (16) Note that the feedback matrices can be computed in another basis of the state space i.e., with a full rank T , F = II m O = , 1 O T (17) since F and F correspond to the same transfer matrix. F F4 F3 T 1 T F2 T F1 T 1 II p O O T
Dynamic or static ?
Just a little question: Assume one simply wants to stabilize a realization (A, B, C, D). What is usually the easiest way, dynamic ouput feedback, or static ouput feedback (on the original model )?
Dynamic or static ?
Just a little question: Assume one simply wants to stabilize a realization (A, B, C, D). What is usually the easiest way, dynamic ouput feedback, or static ouput feedback (on the original model )? Answer: Dynamic output feedback because one can exploit a greater number of degrees of freedom since there are more entries in F IR(m+l)(p+l) than in F IRmp . Actually, the problem of stabilization by static output feedback control is still an open problem !
Reference
The developments in this part are actually very easy to produce whith quite simple calculation and matrix manipulations. Only one reference might deserve to be quoted, where the dynamic controller is formulated as a static one applied on an augmented system: P. Hippe et J. OReilly. Parametric compensator design. International Journal of Control, Vol 45(4), p. 1455-1468, 1987.
Coupling between channels

The purpose in this part is to highlight the inherent difculty of controlling MIMO models due to coupling bewteen the various inputs to outputs channels. For example, consider a process with two ouputs y1 and y2 and to control signals u1 and u2 . It is interesting two control y1 that should track some reference yc1 as well as to control y2 that should track some reference yc1 . Unfortunately, in most cases, those control laws cannot be designed independently. An action on yc1 , an thus on u1 has an inuence on y2 and the other way around.
An example: chemical reactor

Mixer Reacting chemicals (input chemicals)
Heating/ Cooling Entering uid Outgoing uid
Products (output chemicals)

The temperature of the reactor is highly inuent on the quality of the reaction which is itself inuent on the temperature of the environment. The process includes two inputs: the rate (concentration) of entering chemicals, the temperature of the heating/cooling uid, and two ouputs the rate (concentration) of outgoing chemicals, the temperature inside the reactor.

So two channels input/ouput: one for the chemical rates; the other one for the temperature. Why is there a couplig between the two channels? If the temperature of the outside uid changes (in order to control that of the reactor), then the quality of the reaction is modied and the rates of the products are changed. If the rates of the entering chemicals are changed (in order to control the rates of products), then the reaction is of course more or less important inducing a change of temperature because the reaction either provides or absorbs heat.
Another numerical example

A= C= 1 0 0 0, 5 1 0 0 1 ;B= ;D= 1 1 1 1 0 0 0 0 .
It is an unstable square system (see the poles). The emphasized entries are those responsible for the coupling. The corresponding transfer matrix is G(s) =
s 0, 5 s 0, 5 G11 (s) G12 (s) 1 = . s2 + 0, 5s 0.5 s+1 s+1 G21 (s) G22 (s)

Assume that one ignores (!!!) the coupling transfers G12 (s) and G22 (s) and that one designs some controllers only for diagonal transfers. From u1 to y1 : s 0, 5 1 G11 (s) = 2 = , s + 0, 5s 0, 5 s + 1 From u2 to y2 : s+1 1 G22 (s) = 2 = . s + 0, 5s 0, 5 s 0, 5

For each rst order channel, ones applies
yci Hi + Fi ui Gii (s) yi
With H1 = 1, F1 = 0.5, H2 = 0.5 and F2 = 1, one gets the two following closed-loop models: G11 = G22 = 1 . 1 + 2s

The global control structure is then as follows:
yc1 H1 + yc2 H2 + F2 u2 y2 F1 u1 G(s) y1

With such a simple (and false) reasoning, one should get the next step response:
Step Response From: In(1) 1 From: In(2)
0.5
To: Out(1) Amplitude To: Out(2)
0.5
1 1
0.5
0.5
10
12
10
12
Time (sec)

...whereas one actually gets
Step Response From: U(1) 1 From: U(2)
0.5
To: Y(1)
0
Amplitude
0.5
0.5
To: Y(2)
0.5
1.5
10
12
10
12
Time (sec)
Hence...
... from these examples, one can conclude that:

The coupling cannot always be neglected; The responses can be drastically distorted.
Indeed, some models can even be unstable due to couplings...
Thus...
One can formulate several problems:

Static decoupling (only for steady-state response), Tansient decoupling (also for the transient response).
Those problems can be handled

either from a frequency point of view (frequency decoupling), or from a time point of view (state-space approach).
Freq. app./static decoupling

Some possibility is to use feedforward control:
yc H(s) u G(s) y
Y (s) = G(s)U (s) = G(s)H(s)Yc (s) y = lim y(t) = lim(sY (s)) = lim(sG(s)H(s)Yc (s)).
t s0 s0
If ones considers that all the reference entries yci are steps of magnitude i , one has to satisfy:

1 1 . = lim sG(s)H(s) . = . s0 s p 1 1 . . G(0)H(0) . = . . . p p G(0)H(0) = II p . 1 . . . p
(18)
So H(s) = H(0) = H (constant feedforward matrix) has to check (18).

If m = p (square model) then H = G(0)1 ; If m > p then H can be a pseudo-inverse of G(0) (for example, the Moore-Penrose one); If m < p then no generic solution: not enough actuators compared with the number of outputs.
So the limits are: m p; G(0) must be of full rank; The process must be stable or be stabilized rst because this is only a feedforward control.
Example
20(s + 1) (s2 + 3s + 12)(s + 2) 15(s 1) G(s) = 2 (s + 4s + 12)(s + 2) 9(s 4) s2 + 2s + 52 This is a square stable model = 0, 833 0, 572 0, 075 0, 972 0, 537 0, 927 0, 332 . 0, 079 0, 718 130(s 0, 3) s2 + 2s + 80 43(s + 1 (s2 + 2s + 32)(s + 2) 30(0, 5s + 4) s2 + 2s + 412
10(s 3) (s2 + 3s + 12)(s + 8) 30(s + 1) s2 + 2s + 122 3, 2 s+2
H = G(0)
Freq. app./dynamic decoupling

Just some idea that can sometimes be used ! The idea is to compute H(s) such that Q(s) = G(s)H(s) checks qii (s) = 0 i {1, ..., p} qij (s) = 0
{i, j = i} {1, ..., p}2
But it is illusory to solve such constraints so one can simply try to reach |qij (i)| << 1 {i, j = i} {1, ..., p}
2
Freq. app./dynamic decoupling

There are several techniques in the literature based on that simple idea (whose efciency has still to be proved (authors note)). With those techniques, one has to check that the useful transfers qii (s) have no instable zeros; are strictly proper; should be preferably of weak order. In any case, one has to keep in mind that a decoupling procedure does not ensure other performances and should be accompanied by other control laws to guarantee stability, transient behaviour, and so son.
Decoupling with time approach

Also very difcult but let us have a look to this very particular case where m = p = n (yes, it can exist !). Assume one wants to satisfy: y = Q(y yc ) with Q diagonal
y1 y2 . . . yp q11 0 . . . 0 0 ... 0 0 . . . y1 y2 . . . yp q11 0 . . . 0 0 ... 0 0 . . .
q22 . . . . .. . . . 0
q22 . . . . .. . . . 0
. . . qpp
. . . qpp
y y

These p independent linear 1st order differential equations correspond, in Laplaces domain, to: qii Yi (s) = Yci (s) s qii i {1, ..., p}.
that is to some transfers with unit static gain and one pole qii .

If one looks for a state feedback such that these transfers are obtained, ones can write x = Ax+Bu = Ax+B(Hyc +Kx) = (A+BK)x+BHyc C x = y = (CA + CBK)x + CBHyc . y = QCx Qyc , leading to (assuming that W = (CB)1 exists) K = W (QC CA) H = W Q. (19)
to be identied to

Thus a very simple technique that is unfortunately only useful when m = p = n. Indeed,

It cannot be extended to static output feedback; it cannot be used when D = O.
... so very restrictive !
Decoupling: Some conclusion

Frequential approach and feedforward sometimes efcient (not alone) for static decoupling. Time approach rarely used (except under drastic constraints) but see the next part for some attempt to transient decoupling. There exist other methods of decoupling such as the "relative gain" method whose efciency has not convinced the author of these slides. Other techniques consists in tracking a reference model which is usually chosen with no coupling... but it is not a decoupling approach in itself.
As a conclusion, decoupling is fundamental but so difcult !
References
P. T. Tham Notes - An introduction to Decoupling control. Department of Chemical and Process Engineering, University of Newcastle upon Tyne, England... for the example of chemical reactor Course Notes, Chapter 6 : Analysis and Design of Multivariable Control Systems. Electrical Engineering Department, State University of Binghamton, New-York, USA... for decoupling by time approach and other insights. E. H. Bristol On a new measure of interaction in multivariable process control. IEEE Transactions on Automatic Control, Vol 11, p. 133-134... for the reader interested in "relative gain approach". J. P. Corriou. Commande des procds. Lavoisier Editions, TEC&DOC Collection, 1996 (in French, sorry !), for connected information.
Eigenstructure assignment
Motivation: assigning the poles and possibly the associated eigenvectors in order to try to shape the transient response of the closed-loop system. It can be way to obtain some transient input/ouput decoupling. Techniques based upon eigenstructure placement are also called Modal Control.
Matrix eigenstructure
l is an eigenvalue of A C nn iff P () = det(II n A) = 0. A owns n eigenvalues i (which will be assumed disctinct for the sake of conciseness). This set is referred to as the spectrum (A). A IRnn (A) is closed under conjugation. There exists n non zeros vectors vi C n , called right l eigenvectors, such that Avi = i vi i {1, ..., n}. (21) (20)
One should talk about eigendirections since they can be multiplied by any non zero scalar.
Matrix eigenstructure
is called the modal matrix. V = [v1 , , vn ]
1
(22) AV (23)
= diag{1 , , n } = V
One can dene, by duality, left eigenvectors ui C n l such that i {1, ..., n} U = [u1 , , un ]. (24) ui and vi can be scaled so that U V = II n (orthogonality condition).
n
ui A = i ui
(25)
The eigenvectors vi (or ui ) make a basis of C . l
Feedback model eigenstructure

Closed-loop model eigenstructure=eigenstructure of its state matrix Ac = A + BF C. Ac vi = (A + BF C)vi = i vi i {1, ..., n} u A = u (A + BF C) = u i {1, ..., n} i i i i U V = II n A = A + BF C = V U . c
feedback model eigenstructure

Remark: In practice, the matrices are real meaning that not only (Ac ) but also the sets of eigenvectors are closed underconjugation.
Input directions: wi = F CVi i {1, ...n}. i {1, ...n}.
Output directions:
li = ui BF
Inuence of the eigenvalues

It can be easily proved that the free response of a model to an intial condition is
n
x(t) =
i=1
i ei t vi .
(26)
Re(i ) < 0 i otherwise there are non vanishing terms (instability). |Re(i )| the term (mode) reduces faster. |Im(i )| the term induces stronger oscillation (none if i is real).
So (A) has an inuence on stability, settling time, oscillations, characterizing the transient behaviour.
Inuence of the eigenvectors

Consider the pertubed closed-loop model x = (A + BF C)x + BHyc + Bd y = Cx. (27)
With the basis change x = V , V being the modal matrix of Ac = A + BF C: = + U BHyc + U Bd y = CV . Also consider the identity matrix: II n = e1 . . . en , (29) (28)
yc[i] has no effect on j iff uj BHei = 0. left eigenvectors distribute the effects of the references on the eignvalues i has no effect on x[j] (resp. y[j] ) iff ej vi = 0. right eigenvectors vi (resp. Cvi ) distribute the effects of the eigenvalues on the state entries (resp. outputs).
d[i] has no effect on j iff uj Bei = 0. left eigenvectors distribute the effects of some disturbances on the eigenvalues j has no effect on u[j] iff (less obvious) ej wi = 0. input directions distribute the effects of the eigenvalues on the control entries.
Inuence of the eigenstructure

The effect of the environment on the system dynamics is mainly described by the left eigenstructure whereas the effect of these dynamics on the system outputs is mainly described by the right eigenstructure (Ibrahim Chouaib). Remark: It can also be proved that eigenvectors have an inuence on the local sensitivity of eigenvalues with respect to additive unstructured uncertainty affecting the state matrix (not detailed here).
State feedback assignment

Pole Placement Problem: nd K IRmn such that (Ac = A + BK) equals some specied set. The computation of feedforward matrix H will be considered later. There is always some solution provided the pair (A, B) is controllable.
At rst sight, one needs n degrees of freedom (dof) to place n poles. It remains n(m 1) to place right eigenvectors (because of the orthogonality condition, a choice of V implies a choice of U ). However, an eigenvector is characterized by (n 1) entries (not n since it can be scaled). So, not enough parameters for an arbitrary choice of eigenvectors. Indeed, each vi belongs to some characteristic subspace.

Characterisitc subspaces Because for one , the associated v and w = Kv comply with (A II n )v + Bw = O,
then v S() where
S() = {v C n | w C m | (AII n )v +Bw = O} l l (A, B) controllable dim(S() = m. only (m 1) should be exploited to assign v S(), exactly what is offered by K.

Dene: T = R = N M A II n B C n(n+m) , l
= Ker(T ) with
N C nm , M C m l l
and with some parameter vector z C m , it comes l = v w = N z M z ,
leading to admissible eigenvector v S() and associated input direction w.

Choice of z Assume vd is ome desired eigenvector (with for instance zero entries to try to reach some decoupling properties). One has to assign an admissible v as close as possible to vd . Solving a classical least square problem leads to
z = (N N )1 N vd .
(30)
Remark: It is possible to rather give specications on various ui and then to deduce suitable vdi .

Theorem 1 There exists K IRmn solving the problem iff (i) vectors vi are linearly independent; (ii) vi = vj when i = j ; (iii) vi S(i ). In this event the unique solution is given by K = W V 1 where W = w1 . . . wn . (31)

Algorithm : 1. Choose a desired spectrum {i } and some desired eigenvectors vdi (do not forget about the conjugation) 2. Compute matrices Ti and then Ri (i.e. Mi andMi ); 3. Compute paramter vectors zi so that each vi is admissible and as close as possible to vdi (note that vj = vi zj = zi ); 4. vi = Ni zi
wi = Mi zi
i {1, ..., n};
5. Check the independence of vi (otherwise go back to step 1 or 3); 6. Compute V , W and K according to the previous theorem.
Output feedback assignment

Pole Placement Problem: nd F IRmn such that (Ac = A + BF C) equals some specied set. Remark: it is possible but dangerous to assign only part of the spectrum following the same kind of reasoning as for state feedback. Nessary condition for solving the problem : (A, B, C) minimal.

About the dof:

At rst ght, m p entries in F so problem can be solved if mp n but not so simple. In 1975, Kimura proved that m + p > n generic assignability. Later (1981), it was proved that condition is mp n but in the eld of complex matrices... but no need for a complex F ! In 1996, Wang proved that sufcient condition in the eld of real matrices is mp > n but the associated design method is not very tractable. In practice, the tractable (or even non iterative) techniques require that Kimuras condition holds.

What to do if Kimuras condition does not hold?

Assign only part of the spectrum, or apply a dynamic feedback.
If it holds, there are several techniques available with different restrictions: "Polynomial" design; Parametric approach; Geometric approach (very elegant); Coupled Sylvester Equations (my favourite !), and many others I may not know or that still have to be found.

Principle of the "Sylvester approach": Solve the system: AV V = BW U A U = L C (right eigenstructure) (32) (left eigenstructure) (orthogonality) (33) (34)
Ker(U ) = Im(V )
The main idea: assign {i , i {1, ..., p}} and the associated vi as well as {i , i {p + 1, ..., n}} and the associated ui , while respecting the three above equations.

Simplied algorithm":
Choose np = diag{i , i {p + 1, ..., n}} (subspectrum
closed under conjugation) and Lnp = [lp+1 , ... , ln ] C p(np) and solve l
Unp A np Unp = Lnp C;
(35)
in Unp = [up+1 , ... , un ] C n(np) . l

Choose the self-conjugate set {i , i {1, ..., p}} and
compute Ni
A i II n
Unp
B Onp,m
i {1, ..., p};
(36)

Simplied algorithm (contd):
Compute
Ni Mi
(it generically exists when m + p > n);
= Ker(Ni ) C (n+m)ri ) l
Choose p parameter vectors zi C ri such that l
Vp = [Cv1 , ..., Cvp ] = [CN1 z1 , ... , CNp zp ] is a full rank matrix;
(37)

Simplied algorithm (contd):
Compute
Wp = [w1 , ... , wp ] = [M1 z1 , ... , Mp zp ];

The feedabck matrix is given by
(38)
F = Wp (Vp )1 .
(39)
The dof are on the entries of Lnp and zi i {1, ..., p}. It can be shown that this exibility corresponds to the exibility brought by F . It can be used to assign part of the eigenstructure.

With direct transmission D: Just nd F by the above technique to assign the spectrum of Ac = A + B F C and then deduce F = F (II p + DF )1 .

m+pn It is possible to design a dynamic feedback or order l in order to assign n + l poles but one has to satisfy l n m p + 1. (40)
Hence, Kimuras condition holds for the "augmented system" (see part of the various feedback structures) and then one computes a static gain for this augmented system that corresponds to a dynamic gain for the original system. Some special cases can also be handled with static gain (since 2006 !)

Pole placement and feedforward It might be possible (depending on dimensions) to compute H and H = (II m F D)H such that ((C + D F C)(A + B F C)1 B + D)H = II p . (41) to ensure a unit static gain otherwise add integrators before to solve the problem... but with integrators, Kimuras condition is harder to satisfy.

Simple example with M ATLAB Model and desired spectrum: >> A=[1 4 5;0 2 6;1 0 3]; >> B=[1 1;1 0;0 0]; >> C=[1 0 0;0 1 0]; >> D=eye(2); >> n=3;m=2;p=2; >> lambda=[-1 -2 -3];

Choice of Lnp , solution to "left" Sylvester equation: >> Lam_nmoinsp=diag(lambda(p+1:n)) Lam_nmoinsp = -3 >> L_nmoinsp=[1;1]; >> U_nmoinsp=sylv(A,-Lam_nmoinsp,-C*L_nmoinsp) U_nmoinsp = -0.3025 0.0420 0.2101

Computation of N1 , its kernel, v1 and w1 : >> NN1=[A-lambda(1)*eye(3) B;U_nmoinsp zeros(n-p,m)] NN1 = 2.0000 4.0000 5.0000 1.0000 1.0000 0 3.0000 6.0000 1.0000 0 1.0000 0 4.0000 0 0 -0.3025 0.0420 0.2101 0 0 >> R1=null(NN1) R1 = -0.0364 -0.3074 0.0091 0.8675 0.3892 >> v1=R1(1:3);w1=R1(4:5);

The same for 2 . >> NN2=[A-lambda(2)*eye(3) B;U_nmoinsp zeros(n-p,m)] NN2= 3.0000 4.0000 5.0000 1.0000 1.0000 0 4.0000 6.0000 1.0000 0 1.0000 0 5.0000 0 0 -0.3025 0.0420 0.2101 0 0 >> R2=null(NN2) R2 = -0.0305 -0.2499 0.0061 0.9629 0.0975 >> v2=R2(1:3);w2=R2(4:5);

Computation of Wp , Vp and F : >> Wp=[w1 w2];Vp=C*[v1 v2]; >> F_hat=Wp*inv(Vp) F_hat = -285.8000 242.8000 31.0000 -30.0000
Verication of the cloded-loop spectrum: >> eig(A+B*F_hat*C) ans = -3.0000 -2.0000 -1.0000

Deduction of F and computation of H: >> F=F_hat*inv(eye(p)-D*F_hat) F = -0.9773 0.0227 0.1780 -0.7897 >> H_hat=inv(-(C+D*F_hat*C)*inv(A+B*F_hat*C)*B+D) H_hat = 58.5529 -84.1059 -49.6706 71.3412 >> H=(eye(p)-F*D)*H_hat H = -0.2161 -0.0962 0.3106 0.1406

Construction of the closed-loop model and verication of the static gain >> >> >> >> >> Ac=(A+B*inv(eye(m)-F*D)*F*C); Bc=B*inv(eye(m)-F*D)*H; Cc=(C+D*inv(eye(m)-F*D)*F*C); Dc=D*inv(eye(m)-F*D)*H; -Cc*inv(Ac)*Bc+Dc
ans = 1.0000 0.0000 -0.0000 1.0000
References
B. C. Moore On the exibility offered by state feedback in multivariable systems beyond closed-loop eigenvalue assignment. IEEE Transactions on Automatic Control, Vol 21, p.689-692, 1976, for the state feedback H. Kimura. Pole assignement by gain output feedback. IEEE Transactions on Automatic Control, Vol 20, p.509-516, 1975, for m + p > n J. Rosenthal et F. Sottile. Some remarks on real and complex output feedback. Systems and Control Letters, Vol 33, p.73-80, 1997, for other conditions including Wangs one
References (2)
V. L. Syrmos et F. L. Lewis. Output feedback eigenstructure assignment using two Sylvester equations. IEEE Transactions on Automatic Control, Vol 38(3), p.495-499, 1993.for static output feedback (Sylvester approach) A. N. Andry, E. Y. Shapiro et J. C. Chung. Eigenstructure assignment for linear systems IEEE Transactions on Aerospace and Electronic Systems, Vol 19(5), p.711-729, 1983, for the meaning of eigenstructure O. Bachelier, J. Bosche et D. Mehdi On pole placement via eigenstructure assignment approach. IEEE Transactions on Automatic Control, Vol 51(9), p.1554-1558, 2006, for the case m + p = n ... and all the references therein.
Model reduction
The main idea: Approximate a high order (n) linear model by a reduced order (r) model to make the design simpler.
S=
x = Ax + Bu Sr = y = Cx + Du
xr = Ar xr + Br u yr = Cr xr + Dr u (42)
Quality of Sr
Several criteria can be considered:

Preserve the dominant poles (i.e. neglect the fast (high frequency) dynamics); Approximate the input/ouput behaviour: for a same input vector, yr should be as close as possible to y.
Some exisitng methods

According to these criteria, a non complete list of existing techniques is as follows: By modal approach; By "agregation"; By Schur decomposition; By minimization of norm (ex: H -norm); By balancing transformation (the only one presented here and maybe the most known!).
Balanced reduction
Only valid for asymptotically stable minimal models but there exists a (not well known) extension to unstable models. The idea: neglect the dynamics of the state entries that are the less controllable and observable in S. But how to quantify controllability and observability? Answer: through the grammians (or Gramm matrices).
Balanced reduction
Controllability grammian
Wc =
0
e BB e
d.
(43)
which solves Lyapunov equation AWc + Wc A = BB . Observability grammian
(44)
Wo =
0
C CeA d
(45) (46)
A Wo + Wo A = C C. (hence the stability assumption).
Balanced reduction
The controllability grammian can be interpreted in terms of energy. There exists a basis in IRn in which Wc is diagonal. In this basis each diagonal entry wci of Wc is the reciprocal of the minimum energy required to (asymptotically) bring the state vector to [0, . . . , 0, 1, 0 . . . , 0] . Thus, it can be seen as a controllability index of xi . For observability, the reasoning is based upon duality to conclude that in the "diagonal" basis, woi is an observability index of xi .
Balanced reduction
Let S be decribed by the triplet of matrices (A, B, C) assuming D = 0 for the sake of conciseness. Theorem: There exists a a full rank matrix T such that the realisation S = (T 1 AT, T 1 B, CT ) = (A, B, C) is balanced i.e. both grammians equal to the same diagonal matrix Wo = Wc = . It means that in this basis, for each entry xi , the controllability and observability indices are the same one has to neglect the dynamics of the less controllable and observable xi .
Balanced reduction
In the balanced basis, the model is (here, D is kept) x1 = A11 x1 + A12 x2 + B1 u (47) x2 = A21 x1 + A22 x2 + B2 u y = C x + C x + Du. 1 1 2 2 The limit between the preserved dynamics (that of x1 and the neglected ones (that of x2 ) depends on a possible gap in the diagonal entries of .
Balanced reduction
The idea is then to neglect the dynamics of x2 , the less controllable and observable part of x (thus the less inuent on the input/ouput behaviour) by imposing x2 = 0. This technique is sometimes called the "singular perturbations approximation" It is also possible to simply truncate x by imposing x2 = 0 but it does not preserve the static gain so it is rather rough as a reduction.
Balanced reduction
So, the reduced model Sr is given by xr = Ar xr +Br u Sr = yr = Cr xr + Dr u. where xr = x1 and Ar = A11 A12 A1 A21 22 Br = B1 A12 A1 B2 22 Cr = C1 C2 A1 A21 22 Dr = D C2 A1 B2 . 22
(48)
(49)
Balanced reduction
M ATLAB corresponding functions

minreal: Compute the minimal realization of original system S; balreal: Compute the balanced realization (A, B, C, D) of S; modred: Compute the nal realization (Ar , Br , Cr , Dr ) of reduced system Sr .
References
E. J. Davison. A method for simplifying linear dynamic systems. IEEE Transactions on Automatic Control, Vol. 11(1), p. 93-101, 1966, for a rst glimpse to (non presented) modal approach B. Moore. Principal component analysis in linear systems: controllability, observability and model reduction IEEE Transactions on Automatic Control, Vol. 26, p. 17-31, 1981, for the bases of balanced reduction L. Fortuna et G. Muscato Model reduction via singular perturbation approximation of normalized right coprime factorizations. Proceedings of "European Control Conference ECC95", Roma, Italy, September 1995. for the balanced reduction of unstable models.
Norms
Denition and properties A norm enables ones to compare an element with another in a set which does not necessarily own a relation of order. It is usually denoted by ||u|| where u is the concerned element and stands for the considered norm. (i) (ii) (iii) (iv) ||u|| 0 ||u|| = 0 u = 0 ||au|| = |a|.||u|| , a C l ||u + v|| ||u|| + ||v|| (triangular inequality) (50)
Vector norms
Euclidean norm Inner product of a couple {x; y} {C n }2 : l
n
< x, y > =
i=1
xi yi
= xy
(51)
From this inner product, one can dene the Euclidean norm of 2-norm (the most natural): ||x||2 = < x, x > =
n
x2 i
i=1
= x x.
(52)
There are many other vector norms not detailed here.
Vector function norms

Now the vectors depend on some real or complex variable (t or s). L2 and H2 -norms Let Ln be the set of vector functions X(s) C n , with l 2 s C whose square can be "summed" along the l imaginary axis: 1 2
1/2
||X||2 =
X(i) X(i)d
< .
(53) ||X||2 is called the L2 -norm ofX (L for Lebesgue). It can be shown that Ln is an Hilbert space. 2

n H2 Ln is the restriction to analytic functions over 2 C + (owning Taylors expansion in every points). l Then the L2 -norm is called H2 -norm (H for Hardy).
Parservals theorem
||X||2 =
0
1 2
1/2
1/2
X(i) X(i)d
1/2
x(t) x(t)dt
||x(t)||2 dt 2
= ||x||2 .
at time t (i.e. the instantaneous energy) whereas ||x||2 (or ||X||2 ) is the transform, i.e. the signal energy over and an innite horizon).
Beware of the fooling notation: ||x(t)||2 is the 2 (Euclidean)-norm of vector x
H2 -norm of signal vector x which depends on time (resp. of its Laplace

L and H -norms Let Ln be the set of vector functions X(s) C n , l with s C bounded along the imaginary axis i.e.: l ||X|| = sup ||X(iw)||2 < +.
(54)
||X|| is called the L -norm ofX. Ln is not an Hilbert space.

n H Ln contains only analytic functions over C + l and one denes the H -norm (still from Hardy).

L2 -gain Let a mathematical operator R be dened over the following sets: R: Then, ||e||2 GL2 (R) = sup n wH2 w ||w||2 (55) w(t) e(t)
nw L2 nw L2
is the L2 -gain of R which corresponds to the highest energy gain associated with R.
Matrix norm
There are so many but one is particularly interesting. Singular values of a matrix Any matrix M C mn can be factorized as follows l (singular value decomposition): M = U W . U C mm et W C nn are such that l l U U = II m et W W = II n , (57) (56)
Matrix norm
and , if q = min{m, n}, complies with
0 1 = 0 2 . . . . . . 0 0 1 0 0 2 . = . . . . . 0 0 0 0 = diag{ , 1 0 0 . . . 0 0 . . . 0 si q = n, .. . si q = m, (58)
q 0 0 . . . 0
.. .
q , q }
si q = m = n.Advanced Feedback Control p. 10
Matrix norm
i are the singular values of M : (M ) = 1 2 q = (M ) 0. (59) rank(M ) = number of non-zero singular values = number of linearly independant rows or columns. M such that rank(M ) < min{m; n} is rank decient, otherwise full rank. M square and rank decient cannot be inverted and owns n r zero singular values. i = eigenvalues of M M (si m n) or M M (si n m). M Hermitian i = |i |.
Matrix norm
(M ) is a norm called 2-norm because it is induced by the Euclidean vector norm in the following way:
(M ) = ||M ||2 = max x=0C l
n
||M x||2 ||x||2
max x = 0 Cn l
x M M x . x x (60)
Besides ||M x||2 (M ) (M ). ||x||2 (61)
shows that the gain from x to (M x) lies in the range [(M ); (M )]
Transfer matrix norm

In this part, the matrices whose norm is dened depend on s. Singular value of transfer matrix
If w is an input harmonic signal vector of a plant G(s) C ne nw l and e is the output harmonic signal vector. Then, at a given frequency , the gain from w to e complies with ||e(i)||2 ||G(i)w(i)||2 (G(i)) = (G(i)). ||w(i)||2 ||w(i)||2 (62) Lower and upper bounds of the gain (in the sense of the 2-norm) are given by the minimum and maximum singular values of G(i). These bounds also depend on .
L H-norm of a transfer
ne ne Let RLnw (resp. RH nw ), be the set of proper transfer matrices G(s) C ne nw (i.e. with nite l direct transmission) and with no pole on the imaginary axis I (resp. with no pole over C + I). l Then the L (resp. H -norm) simply corresponds to the frequency for which the transfer is the highest in the sense of the 2-norm. Hence:
||G|| = sup ||G(i)||2 = sup (G(i)).

(63)
Transfer matrix norm
20log(||G|| )
20log( (G(i)))
Gain (dB)
20log((G(i)))
Pulsation (rad/s)
Figure 1: Gain Bode diagramm in the MIMO case
H-norm
Energetic intepretation Let S be a stable plant whith transfer matrix G(s). ||G|| = GL2 (S) = sup
wH2 (t)nw
||e||2 . ||w||2
meaning that the H -norm is the L2 -gain
L2/H2-norm of a transfer
n Let RLne nw (resp. RH2 e nw ), be the set of strictly 2 proper transfer matrices G(s) C ne nw (i.e. with no l direct transmission) and with no pole on the imaginary axis I (resp. with no pole over C + I). l Then the L2 (resp. H2 -norm) is dened by
||G||2 =
1 2
1/2
trace(G (i)G(i))d
(64)
1/2
||G||2 =
1 2
min{nw ;ne } i=1
(i (G(i))) d
H2-norm
Energetic interpretation
Assume that ei (t) Lne is the response to (only) a Dirac 2 impulse on the ith entry in w. One can prove that
nw
i=1
||i ||2 = ||G||2 . e 2 2
(66)
The H2 -norm is related to the sum off all input energies induced bu these impulses. In the SISO case, it means that the H2 norm if the energy of the impulse response.
Time domain: ||G||2 =
trace(e(t)e(t) )dt.
0
(67)
H2-norm
Stochastic interpretation If the wi are white noises scaled such that W (i)W (i) = II nw , then the expectation of the inner product of the induced input vector checks
ne i=1
E(e (t)ei (t)) = ||G||2 . i 2
(68)
Remark: For this reason the so-called H2 -problem can be related to the celebrated LQG-problem
L2/H2-norm
H2 -norms in terms of gain Reminding that the H -norm is the the L2 -gain then the H2 -norm checks ||G||2 =
nw W (s)H
sup
||E||2 . ||W ||
(69)
which, unlike for the H -norm, is not very meaningful.
H2-norm
H2 -norms and grammians Remind of the controllability and observability grammians: Wc =
0
e BB e
At
T AT t
dt
Wo =
0
AT t
C T CeAt dt (70)
that satisfy AWc + Wc AT = BB T , AT Wo + Wo A = C T C. (71)
H2-norm
H2 -norms and grammians (contd) Then trace(CWc C T ). (72) This provides an analytical expression of the H2 -norm which is valid for calculation. ||G||2 = Unlike the H -norm, the H2 -norm can be computed directly through its analytic expression. trace(B T Wo B) =
LMI approach
For simplicity, only real matrices are considered. Matrix inequalities This is related to the notion of sign denition (partial order of Lwner). M IRnn is positive denite (M > 0) (resp. semi-positive denite (M 0)) iff xT M x > 0 (resp. 0) x = 0 IRn . (73)
M is negative denite (M < 0) (resp. semi-negative denite (M 0)) iff (M ) > 0 (resp. (M ) 0).
Matrix inequalities (MI)

In practice mostly symmetric matrices are handled so sign denition is now considered only for those matrices. With this assumption, M < () 0 max (M ) < () 0 (74) M > () 0 min (M ) > () 0 M > () N M N > () 0 M < () N M N < ()0. (75)
A straightforward notation is
LMI bases
Example of MI: M = M T = AX 3 + (X 3 )T AT + eB Y Y T (eB )T < 0 with, for instance, X and Y that are unknown. Among all possible MI only two will be considered because they are often encountered: LMI : Linear matrix inequalities, that can be solved, BMI : Bilinear matrix inequalities.
Properties of MI
If M1 < 0 and M2 < 0 then one can stack these properties in one single MI: M1 O O M2 < 0. (76)
If M = M T is such that M = M1 M2 T M2 M3 < 0, (77)
then M1 < 0 and M2 < 0.
LMI
LMI are interesting because they can be solved ! The most famous LMI come from... Theorem 2 Let the autonomous continuous (resp. discrete) model x = Ax (resp. xk+1 = Axk )
This model is asymptotically stable iff P = P T > 0 such that AT P + P A < 0, (resp. P + AT P A < 0).
(Lyapunovs inequality and its discrete counterpart due to Stein).
BMI
Consider the next MI with respect to X and Y : AX + X T AT + XBY + Y T B T X T > 0 Because of the two last terms, it is bilinear. Unfortunately those BMI are very difcult to solve in spite of some existing software. Some crucial control problems are unfortunately very easily formulated as BMI, not as LMI (ex: static output feedback stabilization).
A useful tool !
Schurs lemma Let S, Q = QT and R = RT be matrices. R < 0
Q SR1 S T < 0 (78) This lemma enables to handle Steins inequality as an LMI wrt A: P + AT P A O O P P AT P P A P
Q S ST R
< 0
< 0
< 0.
Standart H-problem
The H -problem is basically a disturbance rejection problem ! The studied feedback system matches the next gure:
w P (s) u K(s) y F(P (s), K(s)) e
where P (s) is the process model, K(s) is the controller model and F(P (s), K(s)) is the closed-loop model.
The process

u: control vector issued from control law; w: disturbance to be rejected (in practice, not always actual exogeneous signals); y: measured ouput for the purpose of control; e: vector of signals to be controlled.

E(s) Y (s)
The idea is to reduce the transfer from w to e.
= P (s)
W (s) U (s)
, with P (s) =
Pew (s) Peu (s) Pyw (s) Pyu (s)
The process
P (s) = D + C(sII A)1 B, with
B = Bw Bu ; C = Ce Cy ; D =
(79)
Dew Deu Dyw Dyu (80)
Or in other words x(t) = Ax(t) + Bw w(t) + Bu u(t) e(t) = Ce x(t) + Dew w(t) + Deu u(t) y(t) = Cy x(t) + Dyw w(t) + Dyu u(t)
x(t) IRn , w(t) IRnw , u(t) IRnu , e(t) IRne et y(t) IRny .
The process
Assumptions

A1 : (A; Bu ) and (A; Cy ) are respectively stabilisable and detectable; A2 : Dyu = Ony ,nu ; A3 : Dew = One ,nw (only for H2 -problem).
A1 is rather classical and completely compulsory. A2 is just technical and induces no loss of generality. A3 is necessary for the H2 -norm to be dened.
Static controller
One considers a static state feedback controller u = Kx. (81)
In such a case, since y = x, the process model reduces to x(t) = Ax(t) + Bw w(t) + Bu u(t) e(t) = Ce x(t) + Dew w(t) + Deu u(t). (82)
Dynamic controller
One considers a dynamic output feedabck controller xc (t) = Ac xc (t) + Bc y(t) u(t) = Cc xc (t) + Dc y(t) where xc (t) IRn . Thus, K(s) = Dc + Cc (sII n Ac )1 Bc . (84) In the H2 -case (not studied in these slides), one has to consider a strictly proper controller i.e. Dc = Onu ,ny . (83)
Closed-loop model
What is the state-space model of F(P (s), K(s)) ? With static controller Under Assumption A2 : x e = Af Bf Cf D f x w = A + Bu K Bw Ce + Deu K Dew
x w
In the H2 -case, Df = 0.
Closed-loop model
With dynamic controller Still under Assumption A2 :
A xc = f Cf e A + Bu Dc Cy Bc Cy Ce + Deu Dc Cy Bu Cc Ac Deu Cc x Bf Df xc = w Bc Dyw Dew + Deu Dc Dyw x
Bw + Bu Dc Dyw
In the H2 -case, Df = 0.
xc . w
H-problem
Problem 1 Let P (s) and > 0 be given. Also let assumptions A1 to A3 hold. Find a stabilizing (static or dynamic) feedback such that ||F(P (s), K(s))|| < . If = , then Assumption A3 can be omitted. With no additional constraints (such as weighting matrices), the problem is referred to as standard.
H-problem
H2 or H ? ... not exactly the same philosophy. In the H -case, one looks after the L2 -gain i.e. the highest possible energy transfer or, from the frequency viewpoint, the energy transfer at the worst frequency. In the H2 -case, one considers energy transfer over the whole frequency range, not focusing on the worst.
H-synthesis
In the following slides, some solutions are given for

the H2 -design by state static feedback, the H -design by state static feedback, the H -design by output dynamic feedback,
H2 static design
Property of the closed-loop model Lemma 1 Under assumptions A1-A3, the H2 -norm of F(P (s), K(s)) is less than 2 > 0 iff there exist two symmetric positive denite matrices {X2 ; T } {IRnn }2 , such that (primal and dual versions)
Bf X2 Bf < T, T AT X2 + X2 Af f Cf trace(T ) = 2 , 2 T Cf X2 Cf < T, Af X2 + X2 AT f T Bf trace(T ) = 2 . 2
T Cf
II ne
< 0,
or
Bf II nw
H2 static design
The idea is that X2 is a matrix upper bound of either the observability grammian (X2 > Wo : primal version) or of the controllability grammian (X2 > Wc : dual version). So the Lypaunov equations used to calculate the grammians are here replaced by LMIs. The dual version enables ones to derive some K.
H2 static design
Theorem 3 There exists u = Kx, K IRnu n such that the H2 -norm of F(P (s), K(s)) is less than 2 iff there exist two symmetric positive denite matrices {X2 ; T } {IRnn }2 , and a matrix L IRnu n such that
T AX2 + Bu L + X2 AT + LT Bu Bw T Bw II nw
< 0,
trace(T ) = 2 . 2
T Ce X2 + Deu L T T X2 Ce + LT Deu X2
< 0,
H2 static design
In this event, K is given by
1 K = LX2 .
Notice that with various LMI solvers, it is possible to minimize 2 while satisfying the LMI constraints. Also notice that X2 can be inverted since it is positive denite.
H static design
Property of the closed-loop model Lemma 2 (Bounded real lemma) Under assumptions A1-A2, the H -norm of F(P (s), K(s)) is less than > 0 iff there exists a symmetric positive denite matrix X IRnn , such that (primal and dual versions) AT X + X Af f T Bf X Cf X Bf < 0, II nw Df II ne (85)
T Cf T Df
H static design
or in dual version: T T Bf X Cf Af X + X Af T T < 0. Df Bf II nw Cf X Df II ne (86) Once again, the dual version is useful to derive a static state feedback control law.
H static design
Theorem 4 There exists u = Kx, K IRnu n such that the H -norm of F(P (s), K(s)) is less than > 0 iff there exists a symmetric positive denite matrix X IRnn , and a matrix L IRnu n such that
AX + Bu KX + X A + X K
T Bw T T T Bu
() II nw Dew
() () II ne
Ce X + Deu KX
< 0. (87)
H static design
In this event, K is given by
1 K = LX .
Notice that with various LMI solvers, it is possible to minimize while satisfying the LMI constraints. Also notice that X can be inverted since it is positive denite.
H dynamic design
Condition for solvability Under assumptions A1 -A2 , the H dynamic problem can be solved iff there exist R = RT and S = S T such that
T AR + RAT T RCe Bw NR O O NR < Dew Ce R II ne O II nw O II nw T T Bw Dew II nw T AT S + SA T SBw Ce NS N O O T T S < 0 Bw S II nw Dew O II ne O II ne Ce Dew II ne R II n 0 II n S (88) Advanced Feedback Control p. 13
H dynamic design
T T where Span(NR ) = Ker([Bu Deu ]) and Span(NR ) = Ker([Cy Dyw ]).
Moreover, a n-order controller exists iff rang(II n RS) = n. It is also possible to achieve min
R=RT ;S=S T
(89)
under the LMI constraints.
H dynamic design
How to recover K(s) ? Achieve the singular value decomposition of (II n RS) in order to obtain {M ; N } {IRnn }2 such that MN
T
= II n RS. S N N T M 1 RN
Then X =
is solution to the condition of the bounded real lemma which therefore becomes an LMI (thus solvable) wrt (Ac , Bc , Cc , Dc ).
H dynamic design
Example
w= b + + u x
1 s
b v x z u K(s) + y + v
e= P (s)
z u
y K(s)
Find the state-space model, write the LMI system, deduce the minimum value of and explain how to recover K(s).
H dynamic design
State-space model:
b x = [0]x + 1 0 + [1]u v w z 1 0 0 b 0 + u = x + u 0 0 0 v 1 e b y = [1]x + + [0]u. 0 1 v
(90)
H dynamic design
which correspond to these matrices: A = 0 Ce = 1 0 Bw = Dew = Dyw = 1 0 0 0 0 0 0 1 Bu = 1 Deu = 0 1
Cy = 1
Dyu = 0.
Assumptions A1 and A2 are easily veried.
cH dynamic design
T T [Bu Deu ] = [1 | 0 1] = [Cy Dyw ] 1 0 NR = NS 0 1 . 1 0 A is scalar then so are R and S. The rst LMI to be solved is T
0 1 0 0 0
0 0
R 0 0 0
0 0 0 0
1 0 0 0
0 0 0 0
0 1 0 0 0
0 0
0 1 0 0
0 0 0 0 1 0 0 1
R 0 1 0
0 1 0 0
0 0 0 0 < 1 0 0 1
H dynamic design
which becomes
R 1 0 R 0 0 1 0 0 0 0 > 0. 0
and, by Schurs lemma, is equivalent to > 0,

2 1 R2 > 0.
H dynamic design
In a totally similar way, the 2nd inequality reduces to
2 1 S 2 > 0.
whereas the 3rd one , i.e. R 0
RS 1 0
R 1 0 leads to 1 S S 0 RS 1 0.
H dynamic design
The whole of constraints yields
2 1 > min (max{R2 ; S 2 }). R,S
which shows that the optimum is reached for R = S = 1 = 2.
But in this case, the optimal controller is not of order n = 1. Anyway, for a suboptimal case RS = 1, one gets M = N = RS 1,
H dynamic design
X = S RS 1 RS 1 R .
Once X , it sufces to use its value in the condition of the bounded real lemma which becomes an LMI that can be solved by any LMI software.
Pole placement
LMI region Any set D C dened by l where = T IRll and IRll is an open LMI-region of order l. These regions are always convex and, if and are real (as in the above denition), symmetric wrt the real axis. D = {z C | + z + T z < 0} l (91)
Pole placement
Intersection of LMI regions... is an LMI-region.
Im(s)
Re(s)
Pole placement
LMI formulation of a disc ... of center and radius r. |z | < r (z )( ) r2 < 0 z
1 r + (z ) ( ) < 0. z r Applying Schurs lemma, it comes r z z r = r r
= + z + T z < 0 <0 ; = 0 1 0 0 .
D-stability
A matrix (or by extension a model) is said D-stable when its eigenvalues lie inside D. Theorem 5 Let D be an LMI-region. A matrix A is T D-stable iif XD = XD > 0 such that MD (A, XD ) = XD + (AXD ) + T (XD AT ) < 0. This is an LMI wrt XD or xrt A.
D-stabilization
One considers a static state feedback control law. Theorem 6 Let D be an LMI-region. P (s) is T D-stabilizable by state feedback iif XD = XD > 0 and L such that
MD (A, Bu , XD , L) = XD + (AXD ) + T (XD AT )+
1 In this event, K is given by K = LXD .
T (Bu L) + T (LT Bu ) < 0.
Mixt synthesis
One still considers a static state feedback control law. Theorem 7 Let D be an LMI-region. P (s) is D-stabilizable by state feedback that ensures ||F(P (s), K)|| < {; 2} if {X = X T > 0; T = T T ; L} such that
Z (P (s), X, L, ) = Z21 (P (s), X, L) =
T AX + Bu L + XAT + LT Bu T Bw
() II nw Dew
() () II ne
Ce X + Deu L
AX2 + Bu L + X2 A + L Bu T Bw
Bw II nw
<0
Mixt synthesis
T Ce X2 + Deu L II n
Z22 (P (s), X, L, T ) =
T T X2 Ce + LT Deu
<0
2 trace(T ) < 2 T MD (A, Bu , X, L) = X+(AX)+ T (XAT )+(Bu L)+ T (LT Bu ) <
In this event, K is given by K = LX 1 . A great interest in LMI is that one can stack several LMI constraints with preserving the LMI nature of the problem but...
Mixt synthesis
...The condition is only sufcient because one imposes the constraint X = X2 = X = XD . This is referred to as the Lyapunov Shaping Paradigm. In such a mixt synthesis only one criterion is minimized (either 2 or ) and the other one is arbitrarily chosen. Another possibility is to minimize a weighted objective function. The design of dynamic controllers is also possible but harder.
Introduction to robust control

Polytopic uncertainty (...still considering state feedback) The process model is assumed to be uncertain (not precisely known) but also assumed to belong to a family of models dened by A( ) Bw ( ) Bu ( ) Ce ( ) Dew ( ) Deu ( )
N
M = M ( ) =
=
j=1
(j Mj )
Polytopic uncertainty
in which = [1 , ..., N ]T contains the coefcients of
N
a convex combination (i.e. j 0 and
(j ) = 1)
j=1
and Mj are the vertices of a so-called polytope of matrices: Mj = Aj Bjw Bju Cje Djew Djeu . (92)
Remarque 1 There are many possible descriptions of uncertainties either in the frequency domain (i.e. affecting the transfer matrix) or in the time domain (i.e. affecting the state-space model). Here only few time-domain uncertainties are introduced.
Why polytopic uncertainty? It has a very interesting special case i.e the afne parametric uncertainty:
p
M = M0 +
i=1
(i Ni ),
(93)
M0 is the nominal part, the matrices Ni are known and the i are unknown parameters obeying imin i imax i {1, ..., p}. (94)
In this case, the polytope has N = 2p vertices.
Example:
M = M0 = 1 + 1 1 2 2 + 21 3 0 3 0 where | | 0, 5 1 |2 | 0, 2. 0 0
1 1
0 2
which corresponds to the polytopic description:

[M1 |M2 |M3 |M4 ] = 0, 5 0, 2 3 1 1 0 0, 5 0, 2 3 1 1 0 1, 5 0, 2 3 1 3 0
; N1 =
1 0 0 0 2 0
; N2 =
1 0 0 0
1, 5 0, 2 3 1 3
Yes, but why polytopic uncertainty? Simply because it is easily handled through LMI machinery. For example, assume one wants to analyze the robust stability of a polytopic matrix A with two vertices A1 and A2 . This matrix is robustly stable if P = P T > 0 such that AT P + P A1 < 0 & AT P + P A2 < 0. 1 2 The condition is only sufcient since only one unique P is considered and it is not a function of the ucnertainty (one talks about quadratic stability).
Robust mixt synthesis

Theorem 8 Consider an uncertain process model P (s, ) and some LMI-region D. There exists a D-stabilizing state feedback K that ensures ||F(P (s), K)|| < {; 2} if {X = X T > 0; T = T T ; L} such that Zj = Z(Pj (s), X, L, , ) < 0 Z = Z(F(P (s), X, L)) < 0 21j j Z22j = Z(F(Pj (s), X, L, T )) < 0 trace(T ) < 2 2 MjD = MD (Aj + Bju , X, L) < 0
j {1, ..., N },
In this event, K is given by K = LX 1 .
Robust mixt synthesis

There are two reasons why the condition is conservative:

Lyapunov shaping paradigm, Quadratic stability.
Avoiding the shaping paradigm is quite difcult but there exist techniques that consider a matrix X( ) (i.e. which is dependent on the uncertainty).
Robustness and H
Many authors consider that H approach belongs to the realm of robust control whereas it is simply disturbance rejection. The reason is as follows: Consider the uncertain matrix (Linear Fractional Transform (LFT)-based uncertainty): A = A + B C (95)
where = (II D)1 and |||| , with complex (this special LFT is called norm-bounded uncertainty). Problem: nd the largest value of such that A is Hurwitz for all .This value is the so-called complex stability radius.
Robustness and H
Surprisingly, it has been proved that the complex stability radius is exactly the reciprocal of the H -norm of the realization (A, B, C, D). The bounded real lemma enables ones to compute this radius with no conservativeness. However, one shall mention that it is anyway conservative in pratice since the actual realness of the uncertainty is not taken into account. Notice that, in this case, quadratic stability is not pessimistic (P () is not needed). It is also possible to consider static or dynamic synthesis even when the uncertanty is polytopic LFT-based... See all the possibilities !
References
There are so many (I used quite many in French but...)
S. Boyd, L. El Ghaoui, E. Feron and V. Balakrishnan Linear Matrix Inequalities in System and Control. Volume 15 of SIAM Studies in Applied Mathematics, USA, 1994, still the ultimate reference for LMI in control P. Gahinet and P. Apkarian A LMI approach To H control. International Journal of Robust and Nonlinear Control, Vol 4, p.421-448, 1994 for the solution to dynamic H -problem
M. Chilali and P. Gahinet H design with pole placement constraints. IEEE Transactions on Automatic Control, Vol 41(3), p.358-367, 1996., for the pole placement in LMI-regions
References (2)
P. Khargonekar, I. R. Petersen and K. Zhou,. Robust stabilization of uncertain linear systems: Quadtric stabilizability and H control. IEEE Transactions on Automatic Control, Vol 35, p.356-361, 1990, for the robust stability against norm-bounded uncertainty) C. Scherer and S. Weiland. Lectures Notes DISC Course on Linear Matrix Inequalities in Control available for downloading from the web, very general and elegant approach covering many of the aspects of these slides and even much more. ... and all the references therein. See also the very good slides proposed by D. Henrion on his web page: http://www.laas.fr/ henrion
Hoping you enjoyed these slides, the control community now needs you to investigate many of the problems that are still unsolved !

Advanced Feedback Control

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Advanced Feedback Control

. . . Models, Identication, Control, Robustness.

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Various structures of feedback

Various structures of feedback

Static state feedback

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Static state feedback

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Static state feedback

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Static output feedback

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Static output feedback

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Static output feedback

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Static output feedback

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Static output feedback

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Static output feedback

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Dynamic ouput feedack

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Dynamic ouput feedack

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Dynamic ouput feedack

Consider a concatenation of process and controller state vectors = [x z ] to get:

A + B F4 C B F3 BH = + yc F2 C + F2 DF4 C F1 + F2 DF3 F2 DH y = + DHyc . C + DF4 C DF3 Advanced Feedback Control p. 1 (12)

Dynamic ouput feedack

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Dynamic ouput feedack

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Dynamic ouput feedack

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Coupling between channels

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An example: chemical reactor

Heating/ Cooling Entering uid Outgoing uid

Products (output chemicals)

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An example: chemical reactor

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An example: chemical reactor

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Another numerical example

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Another numerical example

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Another numerical example

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Another numerical example

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Another numerical example

To: Out(1) Amplitude To: Out(2)

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Another numerical example

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Indeed, some models can even be unstable due to couplings...