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Stabilization of Linear Time-Invariant Systems
Factorization Approach
SOLO HERMELIN
Updated: 17.12.10
1
Table of Content
SOLO Stabilization of Linear Time-Invariant Systems
Factorization Approach
Introduction
Well-PosednessInternal Stability Right and Left Coprime Factorization of a Transfer Matrix
2
Stabilization of Linear Time-Invariant Systems Stabilization of Linear Time-Invariant Systems - State-Space Approach
Eigenvalues (modes) of the System
Transfer Function of a L.T.I. SystemState Space Realization of the System
Stability of the SystemTransmission Zeros of the L.T.I. System
Controllability, Observability Stabilizability, Detectability
Transfer Function of a L.T.I. System:
Table of Content (continue)
SOLO Stabilization of Linear Time-Invariant Systems
Factorization Approach
3
State-Space Realization of All Coprime Matrices
Operations on Linear SystemsChange of VariablesCascade of Two Linear Systems G1(s)G2(s)
Para-HermitianPseodoinverse of G (s) for rank Dpxm=min (p,m) is G (s)
†
The Equivalence Between Any Stabilizing Compensator and the Observer Based CompensatorThe Eigenvalues of Closed-Loop SystemThe Transfer Function of the Compensator K (s) with O.B.C. Realization Realization of Q (s) Given G (s) and K (s)Realization of Heu (s) Given G (s) and K (s)
References
• Assume a Linear Time-Invariant Plant, not necessary stable with m inputs and p outputs.
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
• Assume that the plant can be represented by a set of n linear ordinary differential equations with constant coefficients (to assure time-invariance) or by the corresponding transfer matrix G (s)pxm.
• Assume also that G (s) is proper:
sGslim ( G(s) is analytic as s →∞ )
Therefore G (s) is in the Ring of Real-rational proper (Rp) matrices:
pxmpRsG
Using the fact that under those assumptions all G (s) can be factorized in two Real-rational-proper and stable (RH∞) matrices, we will obtain a parameterizationof all compensators K (s)mxp that stabilize the given plant (and conversely all plants that can be stabilized by a given compensator). This parameterization willallow to define methods of optimizing the desired performances of the design overall possible stabilizing compensators. 4
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
sK sG 2e
1u2u
1e0r
Given the Feedback System, we have:
2
1
2
1
u
u
e
e
IsK
sGI
mmxp
pxmp
from which:
2
1
11
11
2
1
2
1
1
2
1
u
u
GKIKGIK
GKIGKGI
u
usH
u
u
IsK
sGI
e
e
mp
mp
eummxp
pxmp
5
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
sK sG 2e
1u2u
1e0rWell-Posedness
Definition: The System in Figure is well-posed if the transfer-matrix from u to e; i.e. Heu
exists and is proper.
2
1
2
1
1
2
1
u
usH
u
u
IsK
sGI
e
eeu
mmxp
pxmp
Well-Posed
1
mmxp
pxmp
IsK
sGIexists and is proper
1
m
p
IK
GIis invertible KGI p is invertible
GKIm is invertible
6
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Internal Stability
Internally Stable mpmpeu HsH
2
1
11
11
2
1
2
1
1
2
1
u
u
GKIKGIK
GKIGKGI
u
usH
u
u
IsK
sGI
e
e
mp
mp
eummxp
pxmp
Definition: The System in Figure internally stable if it is well-posed and Heu (s) is analytic forall Real (s) ≥ 0 Cs
If in addition Heu (s) is real-rational and proper we will write: mpmppeu RsH
Internally Stable mpmpeu RHsH
and
Internally Stability of a Real-Rational and Proper System
RH
GKIKGIK
GKIGKGIRH
IsK
sGI
mp
mp
mmxp
pxmp
11
111
7
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Right and Left Coprime Factorization of a Transfer Matrix
Right Coprime Factorization (r.c.f.) Left Coprime Factorization (l.c.f.)
is a r.c.f. of G(s) pxm if mmgmpg sDsN , is a l.c.f. of G(s) pxm if ppgmpg sDsN ~
,~
mmgmpgmp sDsNsG
1 mpgppgmp sNsDsG
~~ 1
mmg
mpg RHsDRHsN
& ppg
mpg RHsDRHsN
~&
~
pmg
mmg RHsYRHsX
~&
~ mpg
ppg RHsYRHsX
&
1 1
2 2
3 3
s.t.: s.t.:
m
g
g
gg IsN
sDsYsX
~~ p
g
g
gg IsY
sXsNsD
~~Bézout-DiophantineIdentities
8
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
In number theory, Bézout's identity or Bézout's lemma is a linear diophantine equation. It states that if a and b are nonzero integers with greatest common divisor d, then there exist integers x and y (called Bézout numbers or Bézout coefficients) such that
Additionally, d is the least positive integer for which there are integer solutions x and y for the preceding equation.
In mathematics, a Diophantine equation is an indeterminated polynomial equation that allows the variables to be integers only. Diophantine problems have fewer equations than unknown variables and involve finding integers that work correctly for all equations. In more technical language, they define an algebraic curve, algebraic surface or more general object, and ask about the lattice points on it.
Diophantus of Alexandria (cca 200 – 280)
Diophantus, often known as the 'father of algebra', is best known for his Arithmetica, a work on the solution of algebraic equations and on the theory of numbers. However, essentially nothing is known of his life and there has been much debate regarding the date at which he lived.
Title page of the 1621 edition of Diophantus' Arithmetica, translated into Latin by Claude Gaspard Bachet de Méziriac.
Étienne Bézout 1730 - 1783
dybxa
9
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Right and Left Coprime Factorization of a Transfer Matrix (continue – 1)
m
g
g
gg IsN
sDsYsX
~~ p
g
g
gg IsY
sXsNsD
~~Bézout-DiophantineIdentities
For a real-rational and proper transfer-matrix right and left coprime factorizations always exist (proof in Vidyasagar M., “Control System Synthesis:A Factorization Approach”, MIT Press, 1985)
mppRsG
p
ggggm
gg
gg
gg
gg
I
sYsXsXsYI
sXsN
sYsD
sDsN
sYsX
0
~~
~~
~~or
Define: sDsYsXsXsYsYsY
sNsYsXsXsYsXsX
ggggggg
ggggggg
~~~~:
~
~~~~:
~
0
0
Pre-multiply by and redefine:
p
ggggm
I
sYsXsXsYI
0
~~
4
4
p
m
gg
gg
gg
gg
I
I
sXsN
sYsD
sDsN
sYsX
0
0~~
~~
0
0
0
0
sYsY
sXsX
gg
gg
:
:
0
0
to obtain:
GeneralizedBézoutIdentity
10
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Right and Left Coprime Factorization of a Transfer Matrix (continue – 2)
p
m
gg
gg
gg
gg
I
I
sXsN
sYsD
sDsN
sYsX
0
0~~
~~
0
0
0
0we obtained:
GeneralizedBézoutIdentity
We can see that:
mpmp
gg
gg
gg
ggRH
sXsN
sYsD
sDsN
sYsX
0
0
1
0
0
~~
~~
mpmp
gg
gg
gg
ggRH
sDsN
sYsX
sXsN
sYsD
0
0
1
0
0
~~
~~
Definition: A square transfer-matrix s.t. is called unimodular, or a unit in the ring of stable real rational and proper transfer matrices.
qqqq RHsU
qqRHsU
1
11
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Right and Left Coprime Factorization of a Transfer Matrix (continue – 3)
Proof Proof
1
111
UDUN
DUUNDNsG
gg
gggg
Post-multiply by U: mg
g
gg IN
DYX
~~
UUN
UDYX
g
g
gg
~~
Pre-multiply this by U-1:
mg
g
gg IUN
UDYUXU
~~ 11
1
111
~~~~
~~~~~~
gg
gggg
DUNU
NUUDNDsG
UUN
UDYX
g
g
gg
~~
p
g
g
gg IUY
UXNUDU
1
1
~
~~~~~
Pre-multiply by : pg
g
gg IY
XND
~~ U~
Post-multiply this by :1~ U
Right Coprime Factorization (r.c.f.) Left Coprime Factorization (l.c.f.)
12
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Right and Left Coprime Factorization of a Transfer Matrix (continue – 4)
Theorem 1a:If is a r.c.f. ofthen is also a r.c.f. of G (s)for every U(s) mxm unimodular.
gg ND , UNUD gg ,
mppRsG
Theorem 1b:If is a l.c.f. ofthen is also a l.c.f. of G (s)for every unimodular.
gg ND~
,~
gg NUDU~~
,~~
mppRsG
Proof (continue – 1) Proof (continue – 1)
mg
g
gg IUN
UDYUXU
~~ 11 p
g
g
gg IUY
UXNUDU
1
1
~
~~~~~
ppsU ~
Because RHU 1
RHYUY
RHXUX
gg
gg
~:
~
~:
~
11
11
and
Because RHU 1~
RHUYY
RHUXX
gg
gg
11
11
~:
~:
and mg
g
gg IUN
UDYX
11
~~ pg
g
gg IY
XNUDU
1
1~~~~
Hence is an r.c.f of G (s). UNUD gg , Hence is an l.c.f of G (s).q.e.d. q.e.d.
Right Coprime Factorization (r.c.f.) Left Coprime Factorization (l.c.f.)
13 gg NUDU~~
,~~
14
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
We can use the coprime-factorization to find necessary and sufficient conditionss.t. the Linear Time-Invariant System G(s), K(s) is internally stable. The definition ofan internal stable system is:
RH
GKIKGIK
GKIGKGIsH
mp
mp
eu 11
11
:
Suppose we have any coprime-factorization of G(s) and K(s):
mxpkmxmkpxpkmxpkmxp
pxmgpxpgmxmgpxmgpxm
sNsDsDsNsK
sNsDsDsNsG~~
~~
11
11
The corresponding generalized Bezout identities are:
p
m
gg
gg
gg
gg
gg
gg
gg
gg
I
I
sDsN
sYsX
sXsN
sYsD
sXsN
sYsD
sDsN
sYsX
0
0~~
~~
~~
~~00
0
0
0
000
p
m
kk
kk
kk
kk
kk
kk
kk
kk
I
I
sXsN
sYsD
sDsN
sYsX
sDsN
sYsX
sXsN
sYsD
0
0~~
~~
~~
~~
0
00000
0
0
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
RH
GKIKGIK
GKIGKGIsH
mp
mp
eu 11
11
:
mxpkmxmkpxpkmxpkmxp
pxmgpxpgmxmgpxmgpxm
sNsDsDsNsK
sNsDsDsNsG~~
~~
11
11
Use Matrix Inverse Lemma:
gkgkgkgkkgkkg
gkkggkkggggkkggp
kgkgkgpkkggpp
DNNDDDDDNNDDD
DDNNDDNNDDDDNNDI
NNNDDNINDDNIKGI
~~~~~~
~~~~~~~~~
~~~~~
1111
111111111
11111
mmmnnmmmmnnnnmmmmmmnnnnmmm CBDCBADCCBADC
1111
kgkgkgkgkgkgkk
kgkgkgkmkkgkgkgpkk
gkgkgkgkgkgkkkp
NNNDDDNNNDDDDD
NNNDDNNIDNNNDDNIND
DNNDDNDNNDDDDNKGIK
~~~~~~~~
~~~~~~~~~~
~~~~~~
111
1111
1111
15
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
RH
GKIKGIK
GKIGKGIsH
mp
mp
eu 11
11
:
mxpkmxmkpxpkmxpkmxp
pxmgpxpgmxmgpxmgpxm
sNsDsDsNsK
sNsDsDsNsG~~
~~
11
11
Use Matrix Inverse Lemma:
mmmnnmmmmnnnnmmmmmmnnnnmmm CBDCBADCCBADC
1111
kgkgkgkggkggk
kggkkggkkkkggkkm
gkgkgkmggkkmp
DNNDDDDDNNDDD
DDNNDDNNDDDDNNDI
NNNDDNINDDNIGKI
~~~~~~
~~~~~~~~~
~~~~~
1111
111111111
11111
gkgkgkgkgkgkgg
gkgkgkgmggkgkgkmgg
kgkgkgkgkgkgggm
NNNDDDNNNDDDDD
NNNDDNNIDNNNDDNIND
DNNDDNDNNDDDDNGKIG
~~~~~~~~
~~~~~~~~~~
~~~~~~
111
1111
1111
16
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems We found for:
gkkgpp DDNNIKGI~~ 1
21
11
gkkgp DNNDKGIK~~ 1
21
11
gkmkgp NNIDDGKI~~ 1
11
11
gkkgm NDDNGKIG~~ 1
21
11
RHN
DNDNNDD
RHN
DNDNNDD
g
k
kgkgkg
g
g
kkgkgk
~~~~:
~~~~:
2
1
p
m
kg
kg
kg
kg
I
I
DN
ND
DN
ND
0
0~~
~~
0
01
2
11
Rearrange those Equations in Matrix Form
2
1
0
0~~
~~
kg
kg
kg
kg
DN
ND
DN
ND
sNsDsDsNsK
sNsDsDsNsG
kkkk
gggg
~~
~~
11
11
Also we have:
17
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems We found for:
gkkgpp DDNNIKGI~~ 1
21
11
gkkgp DNNDKGIK~~ 1
21
11
gkmkgp NNIDDGKI~~ 1
11
11
gkkgm NDDNGKIG~~ 1
21
11
RHN
DNDNNDD
RHN
DNDNNDD
g
k
kgkgkg
g
g
kkgkgk
~~~~:
~~~~:
2
1
From those Equations we can write:
ggk
k
mgkmgk
gkgk
kkg
gp
kgkg
kgkgp
mp
mp
eu
NDN
D
INNIDN
NDDD
DND
NI
DDND
DNNNI
GKIKGIK
GKIGKGIsH
~~0
00~~
~~
~~
00
0~~
~~
:
121
21
2
12
12
111
11
1
11
11
11
11
18
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems We found for:
RHN
DNDNNDD
RHN
DNDNNDD
g
k
kgkgkg
g
g
kkgkgk
~~~~:
~~~~:
2
1
ggk
k
mkk
g
gpeu ND
N
D
IDN
D
NIsH
~~0
00~~
00
01
21
1
Theorem 2The Necessary and Sufficient Conditions that Heu(s) is Stable, i.e. are RHsH eu
RHRH 12
112121 ,&,UnimodularUnimodular
Proof Theorem 2
(1) If Δ1(s) (or Δ2(s) ) is Unimodular; i.e. Δ1(s)ϵRH∞ and Δ1(s)-1ϵRH∞ , then from the Equation above we can se that Heu(s) ϵRH∞
19
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems We found for:
Theorem 2The Necessary and Sufficient Conditions that Heu(s) is Stable, i.e. are
ggk
k
mkk
g
gpeu ND
N
D
IDN
D
NIsH
~~0
00~~
00
01
21
1
RHsH eu
RHRH 12
112121 ,&,UnimodularUnimodular
Proof Theorem 2 (continue)
(2) Use and pre-multiply Heu(s) ϵRH∞ by and post-multiply it by
m
g
g
gg IsD
sNsXsY
00
~~ m
k
kkk I
sX
sYsDsN
0
0~~
sXsY gg 00
~~
sX
sY
k
k
0
0
RHsHRH
Y
X
IsHYX eu
g
g
meukk
0
0
001
2 0
00~~
RHsHRH
X
YIsHXY eu
k
kpeugg
0
000
11
00
0~~
Use and pre-multiply Heu(s) ϵRH∞ by and post-multiply it by
pk
kkk I
N
DYX
00
~~ pg
g
gg IY
XND
0
0~~
00
~~kk YX
0
0
g
g
Y
X
q.e.d.20
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Corollary
Unimodular~~
~~
Unimodular
kg
kg
kg
kg
euDN
ND
DN
NDRHsH
Proof
p
m
kg
kg
kg
kg
I
I
DN
ND
DN
ND
0
0~~
~~
0
01
2
11
kg
kg
kg
kg
DN
ND
DN
ND~~
~~
0
01
2
11
1
12
11
1
0
0~~
~~
kg
kg
kg
kg
DN
ND
DN
ND
We found :
Therefore:
RHDN
NDRHsRHs
RHDN
NDRHsRHs
kg
kg
kg
kg
1
11
11
1
11
11
~~
~~
&
&
q.e.d.21
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Theorem 3 The set of all Proper Linear Compensators K (s)mxp achieving Internal Stability is given by:
1
01
01
01
00
0
1
01
00
~
~~~~
gggpggg
gggggggg
XQNXIQXXY
DQYNQXQNXQDYsK
where Q (s) ϵ RH∞ is a free parameter and 0~~
det&0det 00 gggg NQXQNX
Proof Theorem 3 is given in three parts
(1) Define
ggkggk
ggkggk
DQYNQDYN
NQXDQNXD~~
:~
:
~~:
~:
00
00
We want to prove that are coprime, and that they internally stabilize the System.
kkkk NDandND~
,~
,
From the definition of K (s) above is clear that: sNsDsDsNsK kkkk
~~ 11
and: RHsNsDsNsD kkkk
~,
~,,
22
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Proof Theorem 3 (continue - 1)
ggkggk
ggkggg
DQYNQDYN
NQXDQNXD~~
:~
:
~~:
~:
00
00
(1) To prove that defined previously satisfy the Bezout identity start with
kkkk NDandND~
,~
,
p
m
gg
gg
gg
gg
I
I
XN
YD
DN
YX
0
0~~
~~
0
0
0
00
Pre-multiply by and post-multiply by
p
m
I
QI
0
p
m
I
QI
0
to obtain:
p
m
ggg
ggg
gg
gggg
I
I
QNXN
QDYD
DN
DQYNQX
0
0~~
~~~~
0
000
Which gives by above definition:
p
m
kg
kg
gg
kk
I
I
DN
ND
DN
ND
0
0~~
~~
0
Bezout Identity 23
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Proof Theorem 3 (continue - 2)
(1) To prove that K (s) stabilizes the System start from the Bezout Identity
p
m
kg
kg
gg
kk
I
I
DN
ND
DN
ND
0
0~~
~~
0
RH
DN
ND
DN
ND
kg
kg
gg
kk
1
0
~~
~~
RH
DN
ND
DN
ND
gg
kk
kg
kg
0
1
~~
~~
According to the Corllary
RHsHRH
DN
NDRH
DN
NDeu
gg
kk
kg
kg
1
0
1
~~
~~
&
i.e., K (s) stabilizes the System. 24
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Proof Theorem 3 (continue - 3)
(2) We want to prove that if stabilizes the System then a Q (s) in RH∞ can be found s.t. K (s) will have the form
kkkk NDDNK~~ 11
1
01
01
01
00
0
1
01
00
~
~~~~
gggpggg
gggggggg
XQNXIQXXY
DQYNQXQNXQDYsK
If K (s) stabilizes the System then Δ2 is Unimodular
RHandRHNNDD kgkg1
22
~~:
Let calculate
1
21
211
221
12
11200
1
120
10
120
100
~~~~
~~~~~~
~~
kkggkgg
kgmgkgggggg
kggggkgggggg
DDDDNND
NNIDNNYNXDD
NYNDXNYDNXQNX
100
112
12
QNXQDYDNsK ggggkkTherefore
Let define Q (s) using the equation 120 kgg NQDY 1
201: kgg NYDQ
25
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Proof Theorem 3 (continue - 4)
(2) To complete the proof we must show that Q (s) that has been chosen is in RH∞.
Pre-multiply by and use the fact that to obtain: mg
g
gg IN
DYX
00 00 gg YX
RH
DX
NYYXQ
kg
kg
gg 120
120
00
120
120
kgg
kgg
DQNX
NQDYThe chosenQ (s) satisfies
120
120
kg
kg
g
g
DX
NYQ
N
D
In the same way we can define Q1 (s) using the equation:
gkgk
kgg
NNDD
RHNDQY~~
:
~~~
1
1110
11101
~~~: gkg DNYQ
26
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Proof Theorem 3 (continue - 5)
(2) We defined Q1 (s) using the equation:
gkgk
kgg
NNDD
RHNDQY~~
:
~~~
1
1110
11
101
~~~: gkg DNYQ
RHDDDDDNN
DNNIDNNNYDX
DNNYXNDNYXNQX
kggkggk
ggkmggkgggg
ggkggggkgggg
~~~
~~~~
~~~~~~~~~~
11
111
11
11
111
11100
11100
1110010
Therefore for the chosen Q1 (s) we obtain:
(2)
kkkk NDNDsK~~~~ 1
1
111
1 gggg DQYNQX~~~~
10
1
10
We still have to prove that RHsQsQ1
RHsQsQ1
kgggggkgggg NDYDDDNYDDQD~~~~~~
:~ 1
1011
101
Use the fact that gggg DYYD~~
00 Bezout Id.
gggkggkgggg DQDDNYDNDYDQD~~~~~ 1
201
201
gkkg DNND~~ 1
21
1 and
27
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Proof Theorem 3 (continue - 6)
(3) The last part of the proof is to show that K (s) has the form
10
110
10
100
~ gggpggg XQNXIQXXYsK
Use the Inversion Matrix Lemma
10
110
10
100
100
gggmggggggggg XQNXQINXXQDYQNXQDYsK
10
110
10
10
110
100
10
100
110
110
110
g
QNXII
QNXIpQ
ggmgggg
QNXIQ
ggmggggggg XQNXQINXQDXQNXQINXYXQDXY
ggpp
ggpggp
10
110
10
110
100
10
100
gggmpggggpggggggg XQNXIIQDXQNXIQNXYXQDXY
10
110
10
110
100
10
100
gggppggggmggggggg XQNXIIQDXQNXIQNXYXQDXY
10
110
100
100
gggpgggggg XQNXIQNXYDXYsK 28
sK sG 2e
1u2u
1e0r
mmmnnmmmmnnnnmmmmmmnnnnmmm CBDCBADCCBADC
1111
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Proof Theorem 3 (continue - 7)
(3) We want to prove is to show that K (s) has the form
10
110
10
100
~ gggpggg XQNXIQXXYsK
10
110
100
100
gggpgggggg XQNXIQNXYDXYsK
We found
1000
10
1000
~~~~~ ggggggggmgggg XYDNYXDXINYDX
Therefore:
10
110
10
100
~ gggpggg XQNXIQXXYsK
Since 01
01
00
~~gggg YXXY
10
110
100
10
~~~ gggpggg XQNXIQXYXsK
Uze Bezout Identity: 01
01
00
~~gggg YXXY
q.e.d.29
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Proof Theorem 3 (continue - 8)
(3) We have shown that
10
110
100
10
10
110
10
100
~~~~ gggpggggggpggg XQNXIQXYXXQNXIQXXYsK
This is equivalent to
ggg
ggg
NXX
XXY
sJ1
01
0
10
100
~
fy
sQ
1e 1y
fe sK
1e 1y
fff
ggg
ggg
f
yQee
e
NXX
XXY
y
y
1
10
10
10
100
1
~
To prove this, let develop
11
0
110
101
10 eXQNXIyyQNXeXy gggffgggf
111
0
110
10
100
101
1001
~~esKeXQNXIQXXYeXeXYy ggggggfggg
11
0
110 eXQNXIQyQe gggff
q.e.d.30
sK sG 2e
1u2u
1e0r
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
Theorem 4 (Dual of Theorem 3) The set of all Proper Linear Time-Invariant Systems G (s) pxm stabilized by theController is given by:
1
0
110
10
100
0
1
01
00
~
~~~~
kkkpkkk
kkkkkkkk
XSNXISXXY
DSYNSXSNXSDYsG
where S (s) ϵ RH∞ is a free parameter and 0~~
det&0det 00 kkkk NSXSNX
Proof Theorem 4
The duality of Theorem 4 to Theorem 3 is evident because by replacing in Theorem 3 g to k and Q (s) to S (s), K (s) to G (s) we obtain Theorem 4. Therefore the proof is similar, by performing the above mentioned replacement and interchanging between G (s) and K (s).
31
sK sG 2e
1u2u
1e0r
sNsDsDsNsK kkkk
~~ 11
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
32
sK sG 2e
1u2u
1e0r
From
we obtain
gggggggg DQYNQXQNXQDYsK~~~~
0
1
01
00
KNDKXYQDQYKNQKX
XKYNKDQQDYQNKXK
gggggggg
gggggggg
~~~~~~~0000
001
00
KNDKXYXKYNKDQ gggggggg ~~~0000
1
From
we obtain
kkkkkkkk DSYNSXSNXSDYsG~~~~
0
1
01
00
GNDGXYSDSYGNSGX
XGYNGDSSDYSNGXG
kkkkkkkk
kkkkkkkk
~~~~~~~0000
001
00
GNDGXYXGYNGDS kkkkkkkk ~~~0000
1
Go back to Q (s)Realization
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
33
sK sG 2e
1u2u
1e0r
Let calculate Δ1 (s) and Δ2 (s) for
kkkk N
gg
D
gg
D
gg
N
gg DQYNQXQNXQDYsK~
0
1
~
01
00
~~~~
mgggg
I
gggg
gggggggkgk
INDDNQNYDX
NDQYDNQXNNDDs
m
0
00
001
~~~~
~~~~~~
pgggg
I
gggg
ggggggkgkg
IQDNNDYNXD
QDYNQNXDNNDDs
p
0
00
002
~~~~
~~~~
We can see that Δ1 (s) and Δ2 (s) are Unimodular and according to Theorem 2Heu(s) is Stable for this choise of K (s).
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
34
sK sG 2e
1u2u
1e0r
Let calculate Heu(s) for
kkkk N
gg
D
gg
D
gg
N
gg DQYNQXQNXQDYsK~
0
1
~
01
00
~~~~
ggk
k
mkk
g
gpeu ND
N
D
IDN
D
NIsH
~~0
00~~
00
01
21
1
we obtained
gg
gg
gg
mgggg
g
gpND
QDY
QNX
INQXDQY
D
NI ~~0
00~~~~
00
0
0
0
00
RHNDQD
NND
Y
X
I
NDQD
NXY
D
NI
ggg
g
ggg
g
m
ggg
g
ggg
gp
~~~~0
00
~~~~
00
0
0
0
00
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Cs
1 yu B
A
D
xTransfer Function of a L.T.I. System:
pxmnxmnxnnpxnpxm DBAIsCsG 1
State Space Realization of the System:
00 xxu
x
DC
BA
y
x
pxmpxn
nxmnxn
Eigenvalues (modes) of the System:
The Eigenvalues (modes) of the System are the collection of the n complex numbersλ such that:
nAIsrank nxnn
Stability of the System:
The System is stable if ii Real
35
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Cs
1 yu B
A
D
x
Transmission Zeros of the L.T.I. System:
0,000exp 0 ttyhavewegandxsomeforandtzgtuFor
The following definitions are equivalent:
(1) The Transmission Zeros of the System are the collection of the complex numbers z s.t.:
(2) The Transmission Zeros of the System are the collection of the complex numbers z s.t.:
pmnDC
BAIzrank
pxmpxn
nxmnxnn,min
36
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach Cs
1 yu B
A
D
x
Controllability:
The System, or the pair (A,B) is Controllable if, for each time tf > 0 and given state xf, there exists a continuous input u (t) for t ϵ [t0,tf] s.t. x(tf) = xf.
Observability:
The System, or the pair (A,C) is Observable if, for each time tf > 0 the function y(t), t ϵ [t0,tf] uniquely determines the initial state x0.
(1) (A,B) is Controllable (1) (C,A) is Observable
(2) The matrix [B AB … An-1B] has independent rows
1nAC
AC
C
(2) The matrix has independent columns
(3) The matrix [A – λI B ] has independent rows (This is so called P.B.H. test - Popov-Belevitch-Hautus test)
C(3) The matrix has independent columns (This is so called P.B.H. test)
C
IA
C
(4) The eigenvalues of (A+BF) can be freely assigned by suitable choice of F (state feedback)
(4) The eigenvalues of (A+HC) can be freely assigned by suitable choice of H (output injection feedback)
(5) [BT,AT] is Observable (5) [AT,CT] is Controllable 37
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Cs
1 yu B
A
D
x
Un-Controllability:
The modes λ of A for which [A – λI B ] loses rank are called uncontrollable modes. All other modes are controllable
Un-Observability:
(1) (A,B) is Stabilizable (1) (C,A) is Detectable
(2) Exists F s.t. (A+BF) is stable (2) Exists H s.t. (A+HC) is stable
(3) The matrix [A - λI B] has independent rows C
C
IA The modes λ of A for which loses rank are called uncontrollable modes. All other modes are controllable
(3) The matrix has independent columns C
C
IA
Stabilizability: Detectability:
The Poles of the System are all the modes that are both Controllable and Observable.
38
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Cs
1 yu B
A
D
xTransfer Function of a L.T.I. System:
pxmnxmnxnnpxnpxm DBAIsCsG 1
(A,B,C,D) is called a Realization of the L.T.I. System. The Realization is Minimal if n is the minimal possible degree. That happens if and only if (A,B) is Controllable and (C,A) is Observable.
Doyle and Chu introduced the following notation:
pxmpxn
nxmnxn
pxmnxmnxnnpxnpxm
DC
BA
DBAIsCsG
|
|1
39
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Cs
1 yu B
A
D
xOperations on Linear Systems
rnonsingula~rnonsingula~rnonsingula~
NzNz
RyRy
TxTx
mxm
pxp
nxn
Suppose we make the following change of variables:
N
NDRTCR
NBTTAT
R
DC
BA
sG pxm
11
11
1
|
|
|
|
Change of Variables:
Then:
u
x
NDTTCR
NBTTAT
u
x
N
T
DC
BA
R
T
u
x
DC
BA
R
T
y
x
R
T
y
x
~
~
~
~
0
0
0
0
0
0
0
0~
~
11
11
1
1
40
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Operations on Linear Systems
Usefull Notation:
†
Suppose we have a partition:
INIR
I
TIT
I
TIT
rn
r
rn
r rnrx
,,00
111
pxmDCC
BAA
BAA
sG
rnpxpxdr
xmrnrnxrnxrrn
rxmrnrxrxr
|
|
|
21
22221
11211
Then:
Suppose we want to Change Variables according to:
rn
rn x
xx
DCTCC
BTAAA
BTBTATTAATAATA
DTC
BTTAT
DC
BA
sG pxm
|
|
|
|
|
|
|
2111
21212221
21112111112211221111
1
1
221
1211
1
1,,0 columncolumnTcolumn
rowrowTrow
rn
rINIR
I
TIT rnrx
41
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
sG2
1yy 2uu 12 uy
sG1
Operations on Linear Systems
We have:
Cascade of Two Linear Systems G1(s)G2(s):
Then:
uuyyyu
u
x
DC
BA
y
x
u
x
DC
BA
y
x
2121
2
2
22
22
2
2
1
1
11
11
1
1
1
2
1
21211
22
21211
1
2
1
0
u
x
x
DDCDC
BA
DBCBA
y
x
x
1
1
2
21121
21121
22
1
1
2 0
u
x
x
DDCCD
DBACB
BA
y
x
x
or:
From which:
21121
21121
22
21211
22
21211
22
22
11
11
21
|
|
|0
|
|0
|
|
|
|
|
DDCCD
DBACB
BA
DDCDC
BA
DBCBA
DC
BA
DC
BA
sGsGto 1sDsN gg
42
43
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Operations on Linear Systems
Para-Hermitian: †
††
††
†
|
|
|
DCD
BDCBDA
sG mxp
where is the pseudoinverse (not uniquely defined if p≠m) of D.†D
mpxmmxp
mpxmmxp
IsGsG
IDDmpif
†
†
& ppxmmxp
pmxppxm
IsGsG
IDDmpif
†
†
&
Pseodoinverse of G (s) for rank Dpxm=min (p,m) is G (s) is: †
TT
TT
TTTn
Tmxp
Tmxp
H
DB
CA
DCAIsBsGsG
|
|
:1
ppxppxp
ppxppxp
pxp
IsGsG
IDD
DDmpif
1-
1-
1†
&
1sDgto
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Operations on Linear Systems
Proof for p ≥ m
††
††
†
|
|
DCD
BDCBDA
sG mxpPseodoinverse of G (s) for rank Dpxm=min (p,m) is G (s) is:
†
m
pxmmxp
ICDCD
BA
BCBDCBDA
DC
BA
DCD
BDCBDA
sGsG
|
|0
|
|
|
|
|
††
††
††
††
†
Change of Variables
INIRI
IIT
I
IIT
n
nn
n
nn
,,
001
mmnn
m
pxmmxp IIBAsICBDAsICD
ICD
BA
CBDA
sGsG
0
1
0
1††
†
†
† 00
|0
|0
0|0Then:
q.e.d.44
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Operations on Linear Systems
since is not uniquely defined if p≠m, is not uniquely defined. Moreover it is easy to check that
†
1††
†1
††
†
|
|
|
DFDDICD
BDFDDIBCBDA
sG
m
m
mxp
†D
Pseodoinverse of G (s) for rank Dpxm=min (p,m) is G (s) is: †
sG†
††
†1
††1
†
†
|
|
|
DCD
DDIHBDCDDIHCBDA
sG
pp
mxp
and
Are pseudoinverses of G (s), where and are any matrices of the given dimensions.
mxnF1 nxp
H145
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
State-Space Realization of All Coprime Matrices†
We have any coprime-factorization of G(s): sNsDsDsNsG gggg
~~ 11 The corresponding generalized Bezout identities are:
p
m
gg
gg
gg
gg
gg
gg
gg
gg
I
I
sDsN
sYsX
sXsN
sYsD
sXsN
sYsD
sDsN
sYsX
0
0~~
~~
~~
~~
0
0
0
0
0
0
0
0
Nett, Jacobson and Balas gave the following State-Space Realizations of those Matrices:
1
1
0
0
|
0|
|
|
WDZDFC
ZF
HWBZBFA
sXsN
sYsD
gg
gg
WWDWC
ZFZ
HHDBHCA
sDsN
sYsX
gg
gg
|
0|
|
|
~~
~~
11
0
0
sNsDsDsNsG gggg
~~ 11
where: Fmxn is any Matrix s.t. (A+BF) is stable for (A,B) Stabilizable Hnxp is any Matrix s.t. (A+HC) is stable for (C,A) Detectable s.t. Zmxm and Wpxp are any Nonsingular Matrices
RHsYsXsNsDsYsXsNsD gggggggg
~,
~,
~,
~,,,, 46
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
State-Space Realization of All Coprime Matrices † sNsDsDsNsG ggggpxm
~~ 11
Nett, Jacobson and Balas gave the following State-Space Realizations of those Matrices:
1
1
0
0
|
0|
|
|
WDZDFC
ZF
HWBZBFA
sXsN
sYsD
gg
gg
WWDWC
ZFZ
HHDBHCA
sDsN
sYsX
gg
gg
|
0|
|
|
~~
~~
11
0
0
Proof of (the same way for all others)
1 sDsNsG ggpxm
1111
111
1
|
|
|
|
|
|
|
|
|
ZFZ
BA
ZFZ
ZBZFZBZBFA
ZF
BZBFA
sDgTo Pseudoinverse
RH
ZF
BZBFA
sDg
|
|
|
47
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
State-Space Realization of All Coprime Matrices † sNsDsDsNsG ggggpxm
~~ 11
Proof of (continue - 1) 1 sDsNsG ggpxm
DDFDFC
BA
BBFBFA
ZFZ
BA
DZDFC
BZBFA
sDsN gg
|
|
|0
|
|
|
|
|
|
|
11
1
q.e.d.
to sGsG 21
sG
DC
BA
DFC
BFA
DC
BA
DCDFC
BA
BFA
VariablesChange
columncolumncolumn
rowrowrow
|
|
|
0|
|
0|
|
|
|
|
|
|0
0|0
0
221
121
48
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
State-Space Realization of All Coprime Matrices † sNsDsDsNsG ggggpxm
~~ 11
Nett, Jacobson and Balas gave the following State-Space Realizations of those Matrices:
1
1
0
0
|
0|
|
|
WDZDFC
ZF
HWBZBFA
sXsN
sYsD
gg
gg
WWDWC
ZFZ
HHDBHCA
sDsN
sYsX
gg
gg
|
0|
|
|
~~
~~
11
0
0
1
1
11
111
1
|
|
|
|
|
|
|
|
|~
WC
WHA
WCWW
WHCWWHHCA
WWC
HHCA
sDg
RH
WWC
HHCA
sDg
|
|
|~
Proof of (the same way for all others)
sNsDsG ggpxm
~~ 1
49
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
State-Space Realization of All Coprime Matrices † sNsDsDsNsG ggggpxm
~~ 11
DCC
HDBHCA
DHHCA
WDWC
HDBHCA
WC
WHA
sNsDsee
GGgg
|
|
|0
|
|
|
|
|
|
|~~
211
1
1
Proof of (continue - 1) sNsDsG ggpxm
~~ 1
sG
DC
BAHDBHCA
DC
BA
DC
HDBHCA
BA
VariablesChange
columncolumncolumn
rowrowrow
|
|
|
0|0
|
|
|
|
|
|0
|
|0
|0
0
221
121
q.e.d.
50
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Coprime Factorization Example † 0,0.,.
121
212
aaeiRHasas
sG
The Observability Canonical State-Space Realization of G (s) (see Kailath, Linear Systems, pg. 41) is:
u
x
x
aa
y
x
x
2
1
122
1
001
1
010
We choose 1,0
,0
WZh
HfF
10|01
01|0
|
1|
00|10
12
0
0
f
hafa
sXsN
sYsD
gg
gg
10|01
01|0
|
1|
00|10
~~
~~ 12
0
0
f
haha
sDsN
sYsX
gg
gg
51
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems - State-Space Approach
Coprime Factorization Example (continue) †
0,0.,.1
2121
2
aaeiRH
asassG
By developing the previous Matrix representations we obtain
fasas
hfsY
fasas
hfasassX
fasassN
fasas
asassD
g
g
g
g
2120
212
212
0
212
212
212
1
hasas
hfsY
hasas
hfasassX
hasassN
hasas
asassD
g
g
g
g
2120
212
212
0
212
212
212
~
~
1~
~
We can see that are in RH∞ for every f >-a2, and that are in RH∞ for every h >-a2.
,,,, sYsXsNsD gggg
sYsXsNsD gggg
~,
~,
~,
~ 52
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
The Equivalence Between Any Stabilizing Compensatorand the Observer Based CompensatorWe have shown that
10
110
100
10
10
110
10
100
~~~~
00
gggpg
K
gggggpg
K
gg XQNXIQXYXXQNXIQXXYsK
This is equivalent to
ggg
ggg
NXX
XXY
sJ1
01
0
10
100
~
fy
sQ
1e 1y
fe sK
1e 1y
fff
sJ
ggg
ggg
f
yQee
e
NXX
XXY
y
y
1
10
10
10
100
1
~
53
We want to find the State-Space Realization of K0 (s) and J (s)
pp
gg
IFDC
HFDHCHFBA
F
HFBA
IFDC
HFBA
F
HFBA
XYsK
|
|
0|
|
|
|
0|
|1
1000
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
The Equivalence Between Any Stabilizing Compensatorand the Observer Based Compensator
54
We want to find the State-Space Realization of K0 (s)
pp
gg
IFDC
HFDHCHFBA
F
HFBA
IFDC
HFBA
F
HFBA
XYsK
|
|
0|
|
|
|
0|
|1
1000
0|
|
0|
0|
0|
|0
0|0
0|0
|0
|
0
221
121
F
HFDHCHFBA
F
FBA
FF
HFDHCHFBA
FBA
F
HFDHCHFBA
HFDCHFBA
VariablesChange
columncolumncolumn
rowrowrow
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
The Equivalence Between Any Stabilizing Compensatorand the Observer Based Compensator
55
We want to find the State-Space Realization of K0 (s)
0|
|1
000
F
HFDHCHFBA
XYsK gg
K0 (s) given above is the transfer Matrix of the Estimator-Regulator Compensator (E.R.C.) , well known from the LQG Design Method, given in Figure bellow:
Cs
1 ey
u
B
A
D
ex
H
F
1
Filter Gain
Control Gain
sK0e
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
The Equivalence Between Any Stabilizing Compensatorand the Observer Based Compensator
56
We want to find the State-Space Realization of
pp
gg
IFDC
HFBA
IFDC
HFDHCHFBA
NX
|
|
|
|1
0
ggg
ggg
NXX
XXY
sJ1
01
0
10
100
~
VariablesChange
columncolumncolumn
rowrowrow
pIFDCFDC
BFBA
DHFDCHFDCHFBA
221
121
|
|0
|
DFDC
DHBFDCHFBA
|
|
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
The Equivalence Between Any Stabilizing Compensatorand the Observer Based Compensator
57
We want to find the State-Space Realization of
ggg
ggg
NXX
XXY
sJ1
01
0
10
100
~
mm
g
IF
DHBFDHBCHA
IF
DHBCHA
X
|
|
|
|~
1
10
Finally
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
The Equivalence Between Any Stabilizing Compensatorand the Observer Based Compensator
58
We want to find the State-Space Realization of
ggg
ggg
NXX
XXY
sJ1
01
0
10
100
~
m
g
IF
DHBFDHBCHA
X
|
|~ 1
0
We found
DFDC
DHBFDCHFBA
NX gg
|
|1
0
p
g
IFDC
HFDHCHFBA
X
|
|1
0
0|
|1
00
F
HFDHCHFBA
XY gg
Therefore
DIFDC
IF
DHBHFDHCHFBA
NXX
XXY
sJ
p
m
ggg
ggg
|
0|
|~
10
10
10
100
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
The Equivalence Between Any Stabilizing Compensatorand the Observer Based Compensator
59
We found
DIFDC
IF
DHBHFDHCHFBA
NXX
XXY
sJ
p
m
ggg
ggg
|
0|
|~
10
10
10
100
Cs
1 ey
u
B
A
D
ex
H
F
1
Filter Gain
Control Gain
sK
sQ1u 1y
e
11
0
y
e
x
DIFDC
IF
DHBHFDHCHFBA
u
u
x e
p
m
e
We can see that the realization of K (s) consists of Estimator Regulator Compensator plus the feedback Q (s).
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
60
Cs
1 yu
B
A
D
ex
H
F
1
Filter Gain
Control Gain
sK
sQ
1u 1y
Cs
1 B
A
D
qCs
1 qB
qA
qD
Observer
System
e
Compensator
r
eyx
qx
The Eigenvalues of Closed-Loop System
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
61
The Eigenvalues of Closed-Loop System
The State-Space Equation of the System are
sQuDxCy
uBxAx
EstimatoruDxCy
uHuBxAx
SystemuDxCy
uBxAx
q
ee
ee
11
1
1
rDxCxCDFxCDyxFu
rxCxC
ruDxCuDxCyyru
qeeeqqe
e
ee
1
1
r
x
x
x
DDCDCDFDCDDI
BACBCB
DBHCBCDBCHFBACDBCH
DBCBCDBFBCDBA
y
x
x
x
q
e
qqqqp
qqqq
qqqq
qqqq
q
e
with
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
62
The Eigenvalues of Closed-Loop System
VariablesChange
columncolumncolumn
rowrowrow
qqqqp
qqqq
qqqq
qqqq
DDCDCDFDCDDI
BACBCB
DBHCBCDBCHFBACDBCH
DBCBCDBFBCDBA
221
121
|
|
|
|
qqqp
qqq
qqq
cl
DDCDFDCCDDI
BACB
DBHCBFBACDBH
HCHA
sG
|
|0
|
|
|00
We can see that the Eigenvalues of the Closed Loop System are the Eigenvalues of(A+B F), (A+H C) and Aq. We can see the Separation between the Eigenvalues of the Regulator, Estimator and Q (s). The separation of Eigenvalues of Q (s) is due to the fact that the Input to Q (s) is from the Estimator Error, also Input to Estimator.
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
63
The Transfer Function of the Compensator K (s) with O.B.C. Realization
We want to compute the Transfer Matrix of K (s) using the State-Space Representation
euDxCu
uDxCxFu
uBxAx
uHuBxAx
e
qqqe
ee
1
1
1
1
C
s
1 u
B
A
D
ex
H
F
1
Filter Gain
Control Gain
sK
sQ
1u 1yqCs
1 qB
qA
qD
Observere
Compensator
ey
qx
From the last two equations
qpkkqqkeqk
qmkqqqeqk
DDIReRxCRDxCDFRDCu
DDIReDxCxCDFRu
:
:
2211
11
1111
1
111
111
111
211
212
211
|
|
|
kqqkqk
kqqkqqkq
kqqkqk
RDCRCDFR
RBCRDBAFDCRB
RDBHCRDHBCDFRDHBCHA
sK
Therefore we obtain:
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
64
The Transfer Function of the Compensator K (s) with O.B.C. Realization
Cs
1 u
B
A
D
ex
H
F
1
Filter Gain
Control Gain
sK
sQ
1u 1yqCs
1 qB
qA
qD
Observere
Compensator
ey
qx
111
111
111
211
212
211
|
|
|
kqqkqk
kqqkqqkq
kqqkqk
RDCRCDFR
RBCRDBAFDCRB
RDBHCRDHBCDFRDHBCHA
sK
We obtained:
It is easy to prove that:
FDCRDBHFBA
CDFRDHBCHA
kq
qk
1
1
2
1
Therefore a certain duality exists between (A+B F) and (A+H C), (B+H D) and (C+D F), (F-DqC) and (H-B Dq), respectively.
The Realization of K (s) has n + nq States, where nq is number of states of Q (s). But this realization may not be minimal.
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
65
Realization of Q (s) Given G (s) and K (s)
Suppose we have a Minimal State-Realization of a Compensator
kk
kk
DC
BA
sK
|
|
|
We found that
DDIFDCDFC
BBFA
DBFDCBA
DDFDCDC
BBFA
DBFDCBA
IF
BZBFA
DDFC
BBFA
DC
BA
IF
BZBFA
NKD
kmkk
kkk
kkk
kkk
m
kk
kk
m
gg
|
|
|0
|
|
|
|0
|
|
|
|
|
|
|
|
|
|
|
|
|
kp
km
kk
kk
kkkkk
gg DDIR
DDIR
RCDRFCR
BCDRBACRB
DBCRBCRDBA
NKD:
:
|
|
|
|
2
1
11
11
11
11
11
12
11
1
001
gggg XKYNKDQ
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
66
Realization of Q (s) Given G (s) and K (s)
Suppose we have a Minimal State-Realization of a Compensator
kk
kk
DC
BA
sK
|
|
|
We found that
kkk
kkk
kkk
kkk
pkk
kk
gg
DFDCDFC
HFBA
BFDCBA
DFDCDC
HFBA
BFDCBA
F
HBFA
IDFC
HBFA
DC
BA
F
HBFA
XKY
|
|
|0
|
|
|
|0
|
0|
|
|
|
|
|
|
|
|
0|
|
|
00
001
gggg XKYNKDQ
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
67
Realization of Q (s) Given G (s) and K (s)
Suppose we have a Minimal State-Realization of a Compensator
kk
kk
DC
BA
sK
|
|
|
We found that
kkk
kkk
kk
kk
kkkkk
gggg
DFDCDFC
HFBA
BFDCBA
RCDRFCR
BCDRBACRB
DBCRBCRDBA
XKYNKDQ
|
|
|0
|
|
|
|
|
11
11
11
11
11
12
11
001
001
gggg XKYNKDQ
- Perform the Multiplication- Change Variables according to
VariablesChange
columncolumncolumn
rowrowrow
331
131
VariablesChange
columncolumncolumn
rowrowrow
442
242
- Change Variables according to
- Delete Unobservable Modes, to obtain
kkk
kkk
kkkkk
gggg
DRCDRFCR
HDRBCDRBACRB
RBCRBCRDBA
XKYNKDQ
11
11
11
11
11
11
12
12
11
001
|
|
|
|
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
68
Example
Suppose we have the System G (s) and the Compensator K (s)
k
ksK
|0
|
0|0
0,0.,.
0|01
1|
0|10
121
12
212
aaeiRHaa
asassG
k
kasas
hkfk
kfk
hkaka
DRCDRFCR
HDRBCDRBACRB
RBCRBCRDBA
Q
kkk
kkk
kkkkk
212
12
11
11
11
11
11
11
12
12
11
|0
|
0|10
|
|
|
|
Note 1: The Poles of Q (s) are the Poles of the Closed-Loop System
Note 2: The order of the System is n = 2 and the order of Q is nq = 2. A O.B.E. State-Space Realization of the Compensator K will have nk = n + nq = 4. But the minimum realization of K (s) is nk = 0. This shows that the realization of K (s) by O.B.E. is not minimal.
Using the previous result we obtain:
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
69
Realization of Heu (s) Given G (s) and K (s)
Suppose we have a Minimal State-Realization of a Compensatorand of the System
kk
kk
DC
BA
sK
|
|
|
DC
BA
DC
BA
sGmp
n
INIR
IT
|
|
|
|
|
|
We want to find a Realization of 1
m
p
euIK
GIsH
11
12
11
11
11
12
12
12
11
11
11
11
12
12
12
11
1
|
|
|
|
|
|0
0|0
|
0|0
0|0
RRDCDRCR
RDRCRCDR
RBHDRBCDRBACRB
DRBRBCRBCRDBA
IDC
IC
BA
BA
sH
kkk
k
kkk
kkkkkk
mkk
p
kk
eu
Note 1: We can see that Heu (s) and Q (s) have the same eigenvalues, therefore
StablesQStablesHStableInternallySystem eu
kp
km
DDIR
DDIR
:
:
2
1
SOLO Stabilization of Linear Time-Invariant SystemsFactorization Approach
Stabilization of Linear Time-Invariant Systems
70
Realization of Heu (s) Given G (s) and K (s)
11
12
11
11
11
12
12
12
11
11
11
11
12
12
12
11
11
11
|
|
|
|
|
RRDCDRCR
RDRCRCDR
RBHDRBCDRBACRB
DRBRBCRBCRDBA
GKIKGIK
GKIGKGIsH
kkk
k
kkk
kkkkkk
mp
mp
eu
Note 2: If G (s) is stable, and therefore, if we choose for F and H the particular values F = 0 and H = 0, we obtain:
11
12
11
12
1
limRRD
RDR
IK
GIsH
km
p
eus
1
11
11
11
11
11
11
12
12
11
|
|
|
|
KGIK
DRCDRCR
DRBCDRBACRB
RBCRBCRDBA
Q p
kkk
kkk
kkkkk
That means that for a stable G (s) is enough to check the stability of K (Ip+G K)-1 or any other entry of Heu (s).
Note 3:
kp
km
DDIR
DDIR
:
:
2
1
Invertible
DDIR
DDIR
Invertible
IK
GI
PosedWell
sHkp
km
m
p
eu :
:
2
1
References
SOLO Stabilization of Linear Time-Invariant Systems
Factorization Approach
S. Hermelin, “Robustness and Sensitivity Design of Linear Time-Invariant Systems”,PhD Thesis, Stanford University, 1986
M. Vidyasagar, “Control System Synthesis: A Factorization Approach MIT Press, 1985”,
71
K. Zhou, J.C. Doyle, K. Glover, “Robust and Optimal Control”, Lecture Notes , 1993
B.A. Francis, “A Course in H∞ Control Theory”, Lecture Notes in Control and Information Sciences, vol .88, Springer-Verlag, 1987
K. Zhou, “Essential of Robust Control”, Pdf Slides on Homepage at Louisiana University, 2000
J.C. Doyle, B.A. Francis, A.R. Tannenbaum, “Feedback Control Theory”, Macmillan Publishing Company, 1992
A. Weinmann, “Uncertain Models and Robust Control”, Springer-Verlag, 1991
D.C.McFarlane, K. Glover, “Robust Controller Design Using Normalized Coprime Factor Plant Descriptions”, Lecture Notes in Control and Information Sciences, vol .138, Springer-Verlag, 1990
72
SOLO
TechnionIsraeli Institute of Technology
1964 – 1968 BSc EE1968 – 1971 MSc EE
Israeli Air Force1970 – 1974
RAFAELIsraeli Armament Development Authority
1974 – 2013
Stanford University1983 – 1986 PhD AA
Jhon C. DoyleCalifornia Institute
of Technology
Kemin ZhouLouisiana State
University
Bruce A. FrancisUniversity of
Toronto
Mathukumalli Vidyasagar
University ofTexas
Keith GloverUniversity of
Cambridge
Pramod KhargonekarUniversity of
Florida
73