New LMI Conditions For Static Output Feedback Synthesis With Multiple Performance Objectives
New LMI Conditions For Static Output Feedback Synthesis With Multiple Performance Objectives
New LMI Conditions For Static Output Feedback Synthesis With Multiple Performance Objectives
I. I NTRODUCTION
Static output feedback synthesis is a conceptually simply
and yet theoretically challenging problem. It is well-known
that the dynamic, fixed-order output feedback controller
design problem can also be formulated as a static output
feedback synthesis by system augmentation. Referring the
reader to [21] for a survey through the relatively old literature, we cite below only some selected recent works that are
relevant for our discussion.
As is the case for various problems, the synthesis of static
output feedback controllers can also be based on matrix
inequality conditions that ensure stability as well as some
performance objectives (H , H2 , etc.). One is then faced
with optimization problems under bilinear matrix inequality
(BMI) constraints, which are non-convex and hence hard to
deal with. It is also possible to reformulate the constraints in
the form of linear matrix inequalities (LMI) accompanied by
a rank constraint or alternatively a coupling condition among
the matrix variables. Various approaches are developed in
the literature to deal with the non-convex constraints. One
typically identifies an iterative procedure in which a convex
optimization problem is solved repeatedly until a stopping
criterion is satisfied (see e.g. [12], [3], [15], [13], [10] and
the references therein). It would be fair to say that these
procedures can provide solutions only with limited efficiency.
It is hence natural to consider making a trade off between optimality and tractability in static output feedback
synthesis problems with specified performance objectives.
This is usually done by representing the systems in suitable
bases and then choosing the matrix variables with particular
structures that facilitate a reformulation of BMI constraints
in the form of LMIs [5], [16], [18]. Exact LMI formulations
can be made only when the plant satisfies some restrictive
assumptions [18], [9]. It is hence necessary to seek for
ways to reduce the potential conservatism. To this end, it
is possible to use dilated versions of the matrix inequality
978-1-4673-6090-6/14/$31.00 2014 IEEE
xi (t)
A
i : zi (t) = Ci
yi (t)
C
xi (t)
Bi B
Di Ei wi (t) , xi (0) = 0,
Hi 0
ui (t)
(1)
(2)
i
i
, sup z(t),
xi
zi
(5)
(10)
(11)
= (AYi + BNC) i BN i + Bi wi ,
= (CiYi + Ei NC) i Ei N i + Di wi .
(12)
where a ,
We can now state the core problem
considered in this paper precisely as follows:
Problem 1: Given a set of linear time-invariant plants
i , i = 1, . . . , as in (1), find a matrix K Rnm such that
the closed-loop systems in (3) are all stable (i.e. A + BKC
is Hurwitz) and satisfy the following performance objectives
for all wi () with 0 < wi 2 < :
zi
yi .
t0
< i wi 2 , i I
< i wi 2 , i I2
, Ci W
(9)
1
Kyi = NCi N i .
aT a.
zi 2
, Yi1 xi ,
(8)
oi , (WC CYi )i Hi wi W i = 0.
(6)
(7)
(13)
(14)
(15)
(16)
Ni =He{Mi }
He{AYi + BNC}
Bi
0,
i I
Ei N
CiYi + Ei NC
Di i I
(19)
where R+ is an arbitrary (yet fixed) positive scalar and
s represent entries that are identifiable from symmetry.
Proof: In completion of the proof, we first recall the
definitions of (9) and (10) together with (13) and (1) to derive
]
[
iT oi = iT W (CYi WC) Hi 0 i ,
[
]
iT xi = iT BN AYi + BNC Bi 0 i ,
]
[
i wTi wi
= wTi 0 0 0.5i I 0 i ,
2
]
[
zTi zi
= i 1zTi Ei N CiYi + Ei NC Di 0.5i I i ,
2i
K = V 1 M,
(21)
Rnm
(22)
(23)
(24)
He{Xi A + BMC}
0,
(XBi + BMHi )
i I
Ei
Ci
Di i I
(26)
where R+ is an arbitrary (yet fixed) positive scalar.
Proof: We first recall i = xi , i = 1 ui and use
equations (22), (25) and (1) to obtain
[
]
iT oi = iT V MC MHi 0 i ,
]
[
iT Xi xi = iT (Xi B BV) Xi A+BMC Xi Bi +BMHi 0 i ,
]
[
i wTi wi
= wTi 0 0 0.5i I 0 i ,
2
]
[
zTi zi
= i 1zTi Ei Ci Di 0.5i I i .
2i
He{AYi + BNC} Bi
i I
0 and WC CYi = 0,
CiYi + Ei NC
Di i I
(20)
where the LMI is expressed in a comparable form to the
condition in (19). If these are satisfied with some Yi ,W and
N, one can always find a sufficiently large such that (19)
is also satisfied with the same variables. This means that
868
He{AYi + BNC}
Bi 0, (32)
i I
[
]
Yi
0, (33)
CiYi i I
He{Xi A + BMC}
(Xi Bi + BMHi )T i I
0 and BV Xi B = 0.
Ci
Di i I
(27)
We again note that the feasibility of these conditions imply
the feasibility of (26).
(28)
This guarantees that the feed-through term of the closedloop system in (3) is zero, which is necessary for having a
bounded generalized H2 norm.
Let us now recall the Lyapunov function in (14) and
note that the conditions that guarantee the generalized H2
performance requirement of (7) are expressed as follows:
dVi (xi (t))
i wi (t)2 < 0, t 0,
dt
zi (t)2
> 0, t 0.
Vi (xi (t))
i
(29)
(30)
(31)
Singular Values
R EFERENCES
10
20
30
40
Tsfb
1
ofb
50
T1
60
1
10
10
Frequency (rad/s)
10
Singular Values
10
20
sfb
30
T2
ofb
T2
40
1
10
10
Frequency (rad/s)
Fig. 1.
10
1
SFB
OFB
e [m]
0.5
0.5
10
5
Time [sec]
10
2
a0
a1 [m/s2]
Fig. 2.
Simulation results.