On necessity proof of strict bounded real lemma for generalized linear systems with finite discrete jumps

Some preliminary results on strict bounded real lemma for tame-varying continuous linear systems are proposed,where uncertainty in initial conditions, terminal cost and extreme of the cost fimction are dealt with explicidy. Based on these results, a new recursive approach is proposed in the necessity proof of strict bounded real lemma for generalized linear system with finite discrete jumps.     

The positive real lemma and construction of all realizations of generalized positive rational functions

We here extend the well known positive real lemma (also known as the Kalman-Yakubovich-Popov lemma) to a complex matrix-valued generalized positive rational function, when non-minimal realizations are considered. All state space realizations are partitioned into subsets, each is identified with a set of matrices satisfying the same Lyapunov inclusion. Thus, each subset forms a convex invertible cone, and is in fact is replica of all realizations of positive functions of the same dimensions. We then exploit this result to provide an easy construction procedure of all (not necessarily minimal) state space realizations of generalized positive functions. As a by-product, this approach enables us to characterize systems which can be brought, through a static output feedback, to be generalized positive.     

The strict bounded real lemma in infinite dimensions

The strict bounded real lemma is generalized to an infinite-dimensional setting. This relates the existence of a stabilizing solution to a Riccati equation to an H∞-norm bound and to the existence of a solution to a Riccati inequality.     

Improved delay-dependent bounded real lemma for uncertain time-delay systems

This paper concerns reducing the conservatism of delay-dependent bounded real lemma (BRL) of time-delay systems with uncertainty described by a linear fractional form. By introducing an augmented Lyapunov functional, an improved BRL is established in terms of linear matrix inequalities (LMIs). Theoretical comparisons show that the obtained BRL is less conservative than some previous ones and the recent results in [S.Y. Xu, L. James, Y. Zou, New results on delay-dependent robust H_∞ control for systems with time-varying delays, Automatica 42 (2006) 343-348; T. Li, L. Guo, C. Lin, Y.M. Zhang, Delay-range-dependent bounded real lemma for time-delay systems, Asian Journal of Control 10 (2008) 708-717] are actually equivalent to the special cases of the obtained BRL. Numerical examples are also given to demonstrate the effectiveness of the proposed result.     

On the existence of a positive realization

The positive realization problem for linear systems is to find conditions, for a given transfer function with nonnegative impulse response, to have a realization such that the resulting system is a positive system. Recently, it has been shown that, under a mild assumption on the long-term behaviour of the impulse response, this problem is related to the maximum modulus poles only. In this paper necessary and sufficient conditions for positive realizability of discrete-time systems are given. They show that also nondominant poles play a role in the most general case. Positive realizability conditions for the continuous-time case are also given.     

离散广义系统的鲁棒严格正实控制

研究确定的以及具有范数有界不确定性的离散广义系统的严格正实分析和控制问题,首先给出了确定离散广义系统状态反馈扩展严格正实控制器的存在条件和设计方法;然后利用线性矩阵不等式分析了不确定离散广义系统广义二次稳定且扩展严格正实的条件,讨论了状态反馈使闭环系统广义二次稳定且扩展严格正实问题,给出了状态反馈鲁棒扩展严格正实控制器的综合方法;最后通过数值算例说明了所提出方法的有效性．     

On the discrete and continuous time infinite-dimensional algebraic Riccati equations

The standard state space solution of the finite-dimensional continuous time quadratic cost minimization problem has a straightforward extension to infinite-dimensional problems with bounded or moderately unbounded control and observation operators. However, if these operators are allowed to be sufficiently unbounded, then a strange change takes place in one of the coefficients of the algebraic Riccati equation, and the continuous time Riccati equation begins to resemble the discrete time Riccati equation. To explain why this phenomenon must occur we discuss a particular hyperbolic PDE in one space dimension with boundary control and observation (a transmission line) that can be formulated both as a discrete time system and as a continuous time system, and show that in this example the continuous time Riccati equation can be recovered from the discrete time Riccati equation. A particular feature of this example is that the Riccati operator does not map the domain of the generator into the domain of the adjoint generator, as it does in the standard case.     

Non-fragile positive real control for uncertain linear neutral delay systems

This paper is concerned with the problem of non-fragile positive real control for uncertain neutral delay systems with time-invariant norm-bounded parameter uncertainty. Time delays are assumed to appear in both the state and the controlled output equations. The state feedback gains are with norm-bounded controller uncertainties. For both the cases with additive and multiplicative controller uncertainties, we address the problem of designing memoryless state feedback controllers such that, for all admissible uncertainties, the resulting closed-loop system is stable and the closed-loop transfer function is extended strictly positive real. Sufficient conditions for the existence of desired controllers are given in terms of linear matrix inequalities (LMIs). When these LMIs are feasible, the expected memoryless state feedback controller can be easily constructed via convex optimization. An illustrative example is given to demonstrate the validity and applicability of the proposed approach.     

Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis

Given a process y with stationary increments and rational incremental spectral density Φ(s), we parametrize minimal state-space representations of dy. We consider the case when Φ(s) may have zeros on the imaginary axis including infinity and we analyze the zero structure of each state-space representation.     

A behavioral characterization of the positive real and bounded real characteristic values in balancing

In passivity preserving and bounded realness preserving model reduction by balanced truncation, an important role is played by the so-called positive real (PR) and bounded real (BR) characteristic values. Both for the positive real as well as the bounded real case, these values are defined in terms of the extremal solutions of the algebraic Riccati associated with the system, more precisely as the square roots of the eigenvalues of the product matrix obtained by multiplying the smallest solution with the inverse of the largest solution of the Riccati equation. In this paper we will establish a representation free characterization of these values in terms of the behavior of the system. We will consider positive realness and bounded realness as special cases of half line dissipativity of the behavior. We will then show that both for the PR and the BR case, the characteristic values coincide with the singular values of the linear operator that assigns to each past trajectory in the input-output behavior its unique maximal supply extracting future continuation. We will explain that the term ‘singular values’ should be interpreted here in a generalized sense, since in our setup the future behavior is only an indefinite inner product space.     

On relationships among passivity,positive realness,and dissipativity in linear systems

The notions of passivity and positive realness are fundamental concepts in classical control theory, but the use of the terms has varied. For LTI systems, these two concepts capture the same essential property of dynamical systems, that is, a system with this property does not generate its own energy but only stores and dissipates energy supplied by the environment. This paper summarizes the connection between these two concepts for continuous and discrete time LTI systems. Beyond that, relationships are provided between classes of strictly passive systems and classes of positive real systems. The more general framework of dissipativity is introduced to connect passivity and positive realness and also to survey other energy-based results. The frameworks of passivity indices and conic systems are discussed to connect to passivity and dissipativity. After surveying relevant existing results, some clarifying results are presented. These involve connections between classes of passive systems and finite-gain _L2$L_2$ stability as well as asymptotic stability. Additional results are given to clarify some of the more subtle conditions between classes of these systems and stability results. This paper surveys existing connections between classes of passive and positive real systems and provides results that clarify more subtle connections between these concepts.     

A stability and contractiveness analysis of discrete-time Markovian jump linear systems

We propose performance criteria for discrete-time linear systems with Markov jumping parameters. Exact convex conditions for internal stability and contractiveness of such systems are expressed in terms of linear matrix inequalities. These conditions are of the same form as that in the Kalman-Yacubovich-Popov lemma.     

An explicit method for computing the positive real lemma matrices

This paper presents an explicit non-iterative method for computing the positive real matrices and Youla's spectral factorization of a MIMO SPR system. All the computations are performed based on a minimal state space realization (A, B, C, D) with no restriction on D. The algorithm is tested on a seventh order MIMO system. © 1997 by John Wiley & Sons, Ltd.     

On the positive invariance of polyhedral sets for discrete-time systems

In this note, necessary and sufficient conditions for a polyhedral set to be a positively invariant set of a linear discrete-time system are established.     

A delay‐dependent bounded real lemma for singular LPV systems with time‐variant delay

This paper is concerned with establishing a delay‐dependent bounded real lemma (BRL) for singular linear parameter‐varying (LPV) systems with time‐variant delay. In terms of linear matrix inequality, a delay‐dependent BRL is presented to ensure singular time‐delay LPV systems to be admissible and satisfy a prescribed H_∞ performance level. The BRL is obtained based on the construction of a parameter‐dependent Lyapunov–Krasovskii functional. The effectiveness of the proposed approach is shown by several numerical examples. Copyright © 2011 John Wiley & Sons, Ltd.     

Piecewise Riccati equations and the bounded real lemma

This article concerns peicewise linear systems and determining if they meet given H^∞ performance specifications. Such problems occur in control of linear systems with saturation nonlinearities. While one could imagine many mathematically natural piecewise linear systems we took care to extract one which does correspond to control of saturated plants. We think many such problems will fall into the category treated here. After a serious compromise (which makes our test for meeting specifications conservative), we arrive at a type of piecewise Riccati inequality. We show how these can be converted to matrix inequalities which are linear in the unknowns. Thus modern methods for optimizing such expressions can be used to obtain solutions. © 1997 John Wiley & Sons, Ltd.