Optimal H2 and H∞ fixed-order dynamic compensation using canonical forms

This paper presents a technique for designing fixed order dynamic compensators in controller canonical form which are robust to both structured and unstructured uncertainty. The formulation uses an approach which combines an H₂ and H_∞ optimization process. Specifically, a quadratic performance index is minimized subject to a constraint on the H_∞ norm of the closed loop transfer function from disturbances to controlled outputs. This provides robustness to unstructured uncertainty. To provide robustness to structured uncertainty, an upper bound is computed for the worst case parameter variations, and it is then included in the derivation of the optimality conditions. A robust controller for a jetfoil boat is used to demonstrate this design technique. For the specific case of no structured uncertainty, the results of this approach using the canonical form compensator are analytically related to the previously published results for a fixed-order dynamic compensator. It is demonstrated that the use of the canonical form greatly simplifies the system of necessary conditions.     

An innovation approach to optimize a Kalman filter with an H ∞ error bound by secant method

Designing a Kalman filter with a constraint on the H _∞ norm of the estimation error was first developed by Bernstein and Haddad in 1989. The main result is a sufficient condition for characterizing the Kalman filter. In this paper, similar to the standard Kalman filter, the properties of orthogonal principles are also shown to be preserved. Furthermore, the uniqueness, as opposed to an H _∞ filter, of the filter is implied by the orthogonal principles. An innovative approach to obtaining the minimum energy with a constraint on the H _∞ norm of the estimation error is proposed since the original work of Bernstein and Haddad does not, in general, reach the minimum energy of the estimation error. By means of the Secant method, the energy of the estimation error can be reduced as much as possible, under the condition that the H _∞ error bound is still satisfied.     

Implementation of FIR control for H ∞ output feedback stabilisation of linear systems

In this article, finite impulse response (FIR) control is addressed for H _∞ output feedback stabilisation of linear systems. The problem we deal with is the construction of an output feedback controller with a certain FIR structure such that the resulting closed-loop system is asymptotically stable and a prescribed H _∞ norm bound constraint is guaranteed. Some solvability conditions are suggested in this article. Sufficient conditions are derived to obtain a suboptimal solution of the H _∞ FIR control problem via convex optimisation. Also, an equivalent condition for the existence of H _∞ FIR control is presented in the set of linear matrix inequalities (LMIs) and a reciprocal matrices equality constraint. An effective computational algorithm involving LMIs is suggested to solve a concave minimisation problem characterising a local optimal solution of the H _∞ FIR control problem. Numerical examples demonstrate the validity of the proposed H _∞ FIR control and the numerical efficiency of the proposed algorithm for FIR control.     

Robust H∞ control for uncertain singular systems with state delay

This paper addresses the problem of robust H_∞ control for uncertain continuous singular systems with state delay. The singular system under consideration involves state time delay and time‐invariant norm‐bounded uncertainty. Based on the linear matrix inequality (LMI) approach, we design a memoryless state feedback controller law, which guarantees that, for all admissible uncertainties, the resulting closed‐loop system is not only regular, impulse free and stable, but also meets an H_∞‐norm bound constraint on disturbance attenuation. A numerical example is provided to demonstrate the applicability of the proposed method. Copyright © 2003 John Wiley & Sons, Ltd.     

Reduced-order robust compensator design with real parameter uncertainty

A method based on observer theory is presented for the construction of design equations for low-order controllers to provide H_∞ norm constraint for systems with real-parameter uncertainties. The multi-goal robust stability and performance problem is solved in terms of Riccati inequalities. A new design methodology is presented along with a numerical algorithm. An example is also included to demonstrate the proposed design method. © 1997 by John Wiley & Sons, Ltd.     

An algorithm for robust performance tests based on frequency-dependent LMIs

In this paper, an algorithm is introduced for feasibility problems associated with frequency-dependent, linear matrix inequalities — these problems correspond to H ₂ or H _∞ robust performance tests for a given controller, in the face of feedback perturbations. To this effect, an auxiliary H ₂ cost-functional is introduced and a sequence of H ₂ problems with a single linear constraint is considered in which the H ₂ cost-functional is kept unchanged while the linear constraints are iteratively modified. It is shown that, in each step, the auxiliary optimal solution moves closer (in the sense of a weighted quadratic norm) to the target feasible set. Conditions are also established under which the sequence of solutions to the auxiliary problems yields a solution to the original feasibility problem. The method is illustrated by a numerical example corresponding to a H _∞ robust performance test for a multivariable system.     

Low‐order H∞ controller design on the frequency domain by partial optimization

In this paper, an optimization method of low‐order multivariable controllers for H_∞ control is proposed. Starting from a low‐order stabilizing controller, our method gives a sequence of controllers for which the H_∞ norm performance index is monotonically non‐increasing by tuning the numerator coefficient matrices of the low‐order controller. This controller class includes multivariable PID controllers. The proposed method is a descent method where the feasible direction is calculated by solving a linear matrix inequality that represents a sufficient condition for the H_∞ criterion for each frequency. Usefulness is shown by two numerical examples. Copyright © 2009 John Wiley & Sons, Ltd.     

Residual mode filters and H ∞ control for a class of infinite-dimensional discrete-time systems

An H _∞, control problem with measurement feedback.for infinite-dimensional discrete-time (IDDT) systems whose homogeneous parts are described by Riesz-spectra operators is considered. The aim is to construct a finite-dimensional stabilizing controller for the IDDT system that makes the H _∞ norm of the closed-loop transfer function less than a given positive number δ. For that purpose, we first formulate the IDDT system as an IDDT system in l² and derive a finite-dimensional reduced-order system for the IDDT system in l². A stabilizing controller that makes the H _∞ norm of the closed-loop transfer function less than another positive number is then constructed for the reduced-order model. The finite-dimensional controller together with a residual mode Jilter plays a role of a finite-dimensional stabilizing controller that makes the H _∞ norm of the closed-loop transfer function less than δ for the original IDDT system, if the order of the residual mode filter is chosen suficiently large.     

H ∞ control of networked control systems based on event-time-driven model

This article considers the H _∞ control problem for a class of networked control systems (NCSs) based on the event-time-driven model, under which the considered NCS can be changed into a class of switched delay systems including an unstable subsystem. The Lyapunov functional exponential estimation method is adopted to solve the problem of H _∞ control for such systems. The switching controller is designed to make the considered system exponentially stable with an H _∞ norm bound in terms of linear matrix inequalities. The obtained results are less conservative than existing ones. Finally, one example is given to illustrate the effectiveness and benefit of the proposed method.     

Computationally Efficient Algorithm For Frequency‐Weighted Optimal H∞ Model Reduction

In this paper, a frequency‐weighted optimal H_∞ model reduction problem for linear time‐invariant (LTI) systems is considered. The objective of this class of model reduction problems is to minimize H_∞ norm of the frequency‐weighted truncation error between a given LTI system and its lower order approximation. A necessary and sufficient solvability condition is derived in terms of LMIs with one extra coupling rank constraint, which generally leads to a non‐convex feasibility problem. Moreover, it has been shown that the reduced‐order model is stable when both stable input and output weights are included, and its state‐space data are given explicitly by the solution of the feasibility problem. An efficient model reduction scheme based on cone complementarity algorithm (CCA) is proposed to solve the non‐convex conditions involving rank constraint.     

Delay-dependent reliable H ∞ filtering for sector-bounded nonlinear continuous-time systems with time-varying state delays and sensor failures

In this article, the reliable H _∞ filtering problem against sensor failures is investigated for a class of continuous-time systems with simultaneous sector-bounded nonlinearities and varying time delays. The focus of this article is on designing a reliable filter such that the filtering error system is asymptotically stable and meets the prescribed H _∞ norm constraint in the normal case as well as in the sensor failure case simultaneously. Linear matrix inequality conditions, which depend not only on the upper and lower bounds of delay but also on the upper bound of delay derivative, are obtained for the existence of admissible filters and, based on these, the filter design is cast into a convex optimisation problem. What is worth mentioning is that the information about the upper bound of the delay derivative is taken into consideration even if this upper bound is not smaller than 1. A numerical example is presented to illustrate the effectiveness and advantage of the developed filter design method.     

LMI OPTIMIZATION APPROACH FOR DELAY‐DEPENDENT H∞ CONTROL OF TIME‐VARYING DELAY SYSTEMS

In this paper, the robust delay‐dependent H_∞ control for a class of uncertain systems with time‐varying delay is considered. An improved state feedback H_∞ control is proposed to minimize the H_∞‐norm bound via the LMI optimization approach. Based on the proposed result, delay‐dependent criteria are obtained without using the model transformation technique or bounded inequalities on cross product terms. The linear matrix inequality (LMI) optimization approach is used to design the robust H_∞ state feedback control. Some numerical examples are given to illustrate the effectiveness of the approach.     

Combined L2/H∞ model reduction

A model-reduction problem is considered which involves both L ₂ (quadratic) and H _∞ (worst-case frequency-domain) aspects. Specifically, the goal of the problem is to minimize an L ₂ model-reduction criterion subject to a prespecified H _∞ constraint on the model-reduction error. The principal result is a sufficient condition for characterizing reduced-order models with bounded L ₂ and H _∞ approximation error. The sufficient condition involves a system of modified Riccati equations coupled by an oblique projection, i.e. idempotent matrix. When the H _∞ constraint is absent, the sufficient condition specializes to the L ₂ model-reduction result given by Hyland and Bernstein (1985).     

ROBUST H∞ CONTROL AND QUADRATIC STABILIZATION OF DISCRETE‐TIME SWITCHED SYSTEMS WITH NORM‐BOUNDED TIME‐VARYING UNCERTAINTIES

We focus on robust H_∞ control analysis and synthesis for discretetime switched systems with norm‐bounded time‐varying uncertainties. Sufficient conditions are derived to guarantee quadratic stability along with a prescribed H_∞‐norm bound. Each of them can be dealt with as a linear matrix inequality (LMI) which can be tested with efficient algorithms. All the switching rules are constructively designed, and do not rely on any uncertainties.     

RECEDING HORIZON H∞ CONTROL FOR SYSTEMS WITH A STATE‐DELAY

This paper proposes the receding horizon H_∞ control (RHHC) for linear systems with a state‐delay. We first proposes a new cost function for a finite horizon dynamic game problem. The proposed cost function includes two terminal weighting terms, each of which is parameterized by a positive definite matrix, called a terminal weighting matrix. Secondly, we derive the RHHC from the solution to the finite dynamic game problem. Thirdly, we propose an LMI condition under which the saddle point value satisfies the nonincreasing monotonicity. Finally, we show the asymptotic stability and H_∞‐norm boundedness of the closed‐loop system controlled by the proposed RHHC. Through a numerical example, we show that the proposed RHHC is stabilizing and satisfies the infinite horizon H_∞‐norm bound.     

A structure-preserving algorithm for the minimum H ∞ norm computation of finite-time state feedback control problem

The algorithm being developed here is based on the generating function approach for finite-time H _∞ control and application of canonical transformation of linear Hamiltonian system. First, an equivalent finite-time H _∞ control law in terms of the third-type generating function is derived. Then, by using symplectic structure of the Hamiltonian system's state transition matrix, a group of matrix recursive formulae are deduced for the evaluation of the finite-time H _∞ control law. Combining with a matrix singularity testing procedure, this recursive algorithm verifies the existence condition of sub-optimal H _∞ controllers and gives the minimum H _∞ norm of finite-time control systems. Inherited from the canonical transformation, the matrix recursive formulae have a standard symplectic form; this structure-preserving property helps facilitate reliable and effective computation. Numerical results show the effectiveness of the proposed algorithm.     

Multi-objective control for stochastic model reference systems based on LMI approach and sliding mode control concept

In this article, a multi-objective control u(t) is designed for stochastic model reference systems to achieve the following three objectives simultaneously: the pole placement constraint, H _∞-norm constraint and individual error state variance constraint. Using the invariance property of sliding mode control, the reference model input and the plant error term will disappear on the sliding mode of the error system. By combining the upper bound covariance control theory, pole placement skill and H _∞-norm control theory, a controller, in which the control feedback gain matrix is synthesised utilising linear matrix inequality (LMI) approach, is derived to achieve the above multiple objectives. Furthermore, a practical example for the problem of ship yaw-motion systems is adopted to illustrate the proposed method.     

Robust H∞ Filtering For Uncertain Stochastic Time‐Delay Systems

This paper deals with the problem of robust H_∞ filtering for uncertain stochastic systems. The system under consideration is subject to time‐varying norm‐bounded parameter uncertainties and unknown time delays in both the state and measurement equations. The problem we address is the design of a stable filter that ensures the robust stochastic stability and a prescribed H_∞ performance level for the filtering error system irrespective of all admissible uncertainties and time delays. A suffient condition for the solvability of this problem is proposed and a linear matrix inequality approach is developed for the design of the robust H_∞ filters. An illustrative example is provided to demonstrate the effctiveness of the proposed approach.     

H∞ control and filtering with initial uncertainty for infinite dimensional systems

The H_∞-control problem with a non-zero initial condition for infinite dimensional systems is considered The initial conditions are assumed to be in some subspace. First the H_∞ problem with full information is considered and necessary and sufficient conditions for the norm of an input-output operator to be less than a given number are obtained, The characterization of all admissible controllers is also given. This result is then used to solve the general H^∞ control problem and the filtering problem with initial uncertainty. The filtering problem on finite horizon involves the estimate of the state at final time. The set of all suboptimal filters is given both on finite and infinite horizons.     

H∞ bumpless transfer for switched LPV systems and its application

In this paper, the approach of the control bumps limitation is generalised and applied to the problem of H _∞ bumpless transfer for a class of switched linear parameter-varying (LPV) systems. The H _∞ bumpless transfer problem is to design a controller with the amplitude limitation and a parameter and modes-dependent switching law to reduce control bumps of the switched LPV systems and satisfy an H _∞ performance index. The key point is to guarantee the bumps limitation constraint of the switched LPV systems by dual design of controllers and a switching law, even though the constraint for each subsystem is unsatisfied. First, a set of switching signals depending on parameters and modes are designed, and a family of switched LPV controllers with the bumps limitation objective are developed via multiple parameter-dependent Lyapunov functions. Then, a sufficient condition ensuring the H _∞ bumpless transfer performance for a switched LPV system is presented in the format of numerically tractable conditions. Finally, the effectiveness of the proposed control design scheme is illustrated by its application to the control design of an aero-engine.