Robust Control

Ad Damen and Siep Weiland

(tekst bij het college:
Robuuste Regelingen
5P430, najaarstrimester)
Measurement and Control Group
Department of Electrical Engineering
Eindhoven University of Technology
P.O.Box 513
5600 MB Eindhoven
Draft version of July 17, 2002
2
Preface
Opzet
Dit college heeft het karakter van een werkgroep. Dit betekent dat u geen kant e
n klare
portie wetenschap ter bestudering krijgt aangeboden, maar dat van u een actieve pa
rticipatie zal worden verwacht in de vorm van bijdragen aan discussies en presentati
es. In dit
college willen we een overzicht aanbieden van moderne, deels nog in ontwikkeling
zijnde,
technieken voor het ontwerpen van robuuste regelaars voor dynamische systemen.
In de eerste helft van het trimester zal de theorie over robuust regelaarontwerp
aan
de orde komen in reguliere hoorcolleges. Als voorkennis is vereist de basis klas
sieke regeltechniek en wordt aanbevolen kennis omtrent LQG-control en matrixrekening/functi
onaal
analyse. In het college zal de nadruk liggen op het toegankelijk maken van robuu
st regelaarontwerp voor regeltechnici en niet op een uitputtende analyse van de benodig
de mathematiek. Voor deze periode zijn zes oefenopgaven in het dictaat verwerkt, die be
doeld zijn
om u ervaring op te laten doen met zowel theoretische als praktische aspecten m.
b.t. dit
onderwerp.
De bruikbaarheid en de beperkingen van de theorie zullen vervolgens worden getoe
tst
aan diverse toepassingen die in de tweede helft van het college door u en uw col
legastudenten worden gepresenteerd en besproken. De opdrachten zijn deels opgezet vo
or
individuele oplossing en deels voor uitwerking in koppels. U kunt hierbij een ke
uze maken
uit :
het kritisch evalueren van een artikel uit de toegepast wetenschappelijke litera
tuur
een regelaarontwerp voor een computersimulatie
een regelaarontwerp voor een laboratoriumproces.
Meer informatie hierover zal op het eerste college worden gegeven alwaar inteken
lijsten
gereed liggen.
Iedere presentatie duurt 45 minuten, inclusief discussietijd. De uren en de verr
oostering van de presentaties zullen nader bekend worden gemaakt. Benodigd materiaal
voor
de presentaties (sheets, pennen, e.d.) zullen ter beschikking worden gesteld en
zijn verkri-

jgbaar bij het secretariaat van de vakgroep Meten en Regelen (E-hoog 4.32 ). Er
wordt
verwacht dat u bij tenminste 13 presentaties aanwezig bent en dat u aktief deeln
eemt aan
de discussies. Een presentielijst zal hiervoor worden bijgehouden.
Over uw bevindingen t.a.v. het door u gekozen onderwerp wordt een eindgesprek
gehouden, waar uit de discussie moet blijken of U voldoende inzicht en ervaring
hebt
opgedaan. Bij dit eindgesprek wordt Uw presentatie-materiaal (augmented plant, f
ilters,...) als uitgangspunt genomen.
3
4
Computers
Om praktische ervaring op te doen met het ontwerp van robuuste regelsystemen zal
voor
enkele opgaven in de eerste helft van het trimester, alsmede voor de te ontwerpe
n regelaars
gebruik worden gemaakt van diverse Toolboxen in MATLAB. Deze software is door de
vakgroep Meten en Regelen op commerci ele basis aangekocht voor onderzoeksdoelein
den.
U kunt deze toolboxen verkrijgen bij hr. Udo Batzke (E-hoog vloer 4) of op PCs te
werken
hiervoor beschikbaar gesteld door de vakgroep CS (ook via Batrzke). Heel nadrukk
elijk
wordt er op gewezen dat het niet is toegestaan software te kopieren.
Beoordeling
Het eindcijfer een gewogen gemiddelde is van de beoordeling van uw presentatie,
uw discussiebijdrage bij andere presentaties en het eindgesprek. Ook de mate van coach
ing, die
U benodigde, is een factor.
Cursusmateriaal
Naast het collegediktaat is het volgende een beknopt overzicht van aanbevolen li
teratuur:
[1]
Zeer bruikbaar naslagwerk; voorradig in de TUE boekhandel
[2]
Geeft zeker een goed inzicht in de problematiek met methoden om voor SISOsystemen zelf oplossingen te creeren. Mist evenwel de toestandsruimte aanpak voo
r
MIMO-systemen.
[3]
Zeer praktijk gericht voor procesindustrie. Mist behoorlijk overzicht.
[4]
Dankzij stormachtige ontwikkelingen in het onderzoeksgebied van H regeltheorie,
was dit boek reeds verouderd op het moment van publikatie. Desalniettemin een
goed geschreven inleiding over H regelproblemen.
[5]
Goed leesbaar standaardwerk voor vervolgstudie
[6]
Van de uitvinders zelf ...Aanbevolen referentie voor analyse.
[7]
Een boek vol formules voor de liefhebbers van harde bewijzen.
[8]
Een korte introductie, die wellicht zonder al te veel details de hoofdlijnen ver
duideli
jkt.
[9]
Robuuste regelingen vanuit een wat ander gezichtspunt.

5
[12]
Dit boek omvat een groot deel van het materiaal van deze cursus. Goed geschreven
,
mathematisch georienteerd, met echter iets te weinig aandacht voor de praktische
aspecten aangaande regelaarontwerp.
[13]
Uitgebreide verhandeling vanuit een wat andere invalshoek: de parametrische be
nadering.
[14]
Doorwrocht boek geschreven door degenen, die aan de mathematische wieg van
robuust regelen hebben gestaan. Wiskundig georienteerd.
[15]
Dit boek is geschreven in de stijl van het dictaat. Uitstekende voorbeelden, die
ook
in ons college gebruikt worden.
6
Contents
1 Introduction 9
2 What about LQG? 15
3 Control goals 21
4 Internal model control 31
5 Signal spaces and norms 37
6 Weighting filters 61
7 General problem. 81
8 Performance robustness and analysis/synthesis. 93
9 Filter Selection and Limitations. 111
10 Design example 141
11 Basic solution of the general problem 165
12 Solution to the general H control problem 171
13 Solution to the general H control problem 191
7
8 CONTENTS
Chapter 1
Introduction
1.1 Whats robust control?
In previous courses the processes to be controlled were represented by rather si
mple trans
fer functions or state space representations. These dynamics were analysed and c
ontrollers
were designed such that the closed loop system was at least stable and showed so
me de
sired performance. In particular, the Nyquist criterion used to be very popular
in testing
the closed loop stability and some margins were generally taken into account to
stay far
enough from instability. It was readily observed that as soon as the Nyquist curv
e passes
the point 1 too close, the closed loop system becomes nervous. It is then in a kind
of
transition phase towards actual instability. And, if the dynamics of the control
led process
deviate somewhat from the nominal model, the shift may cause the encirclement of
the
point 1 resulting in an unstable system. So, with these margins, stability was ef
fectively
made robust against small perturbations in the process dynamics. The proposed ma
rgins
were really rules of thumb: the allowed perturbations in dynamics were not quant
ised and

only stability of the closed loop is guarded, not the performance. Moreover, the
method
does not work for multivariable systems. In this course we will try to overcome
these four
deficiencies i.e. provide very strict and well defined criteria, define clear de
scriptions and
bounds for the allowed perturbations and not only guarantee robustness for stabi
lity but
also for the total performance of the closed loop system even in the case of mul
tivariable
systems. Consequently a definition of robust control could be stated as:
Design a controller such that some level of performance of the controlled system
is guaranteed irrespective of changes in the plant dynamics within a predefined
class.
For facilitating the discussion consider a simple representation of a controlled
system
in Fig. 1.1.
The control block C is to be designed such that the following goals and constrai
nts
can be realised in some optimal form:
stability The closed loop system should be stable.
tracking The real output y should follow the reference signal ref.
disturbance rejection The output y should be free of the influences of the distu
rbing
noise.
sensor noise rejection The noise introduced by the sensor should not affect the
output
y.
9
10 CHAPTER 1. INTRODUCTION
Figure 1.1: Simple block scheme of a controlled system
avoidence of actuator saturation The actuator, not explicitly drawn here but tak
en
as the first part of process P, should not become saturated but has to operate a
s a
linear transfer.
robustness If the real dynamics of the process change by an amount P , the per
formance of the system, i.e. all previous desiderata, should not deteriorate to
an
unacceptable level. (In specific cases it may be that only stability is consider
ed.)
It will be clear that all above desiderata can only be fulfilled to some extent.
It will be
explained how some constraints put similar demands on the controller C, while ot
hers
require contradictory actions, and as a result the final controller can only be
a kind of
compromise. To that purpose it is important that we can quantify the various aim
s
and consequently weight each claim against the others. As an example, emphasis o
n the
robustness requirement weakens the other achievable constraints, because a perfo
rmance
should not only hold for a very specific process P, where the control action can
be tuned
very specifically, but also for deviating dynamics. The true process dynamics ar
e then
given by:
P true = P + P (1.1)
where now P takes the role of the nominal model while P represents the additive

model perturbation. Their is no way to avoid P considering the causes behind it:
unmodelled dynamics The nominal model P will generally be taken linear, time inv
ariant
and of low order. As a consequence the real behaviour is necessarily approximate
d,
since real processes cannot be caught in those simple representations.
time variance Inevitably the real dynamics of physical processes change in time.
They
are susceptable to wear during aging (e.g. steel rollers), will be affected by p
ollution
(e.g. catalysts) or undergo the influence of temperature (or pressure, humidity
...)
changes (e.g. day and night fluctuations in glass furnaces).
varying loads Dynamics can substantially change, if the load is altered: the mas
s and
the inertial moment of a robot arm is determined considerably by the load unless
you are willing to pay for a very heavy robot that is very costly in operation.
manufacturing variance A prototype process may be characterised very accurately.
This is of no help, if the variance over the production series is high. A low va
riance
production can turn to be immensely costly, if one thinks e.g. of a CD player.
Basically, one can produce a drive with tolerances in the micrometer domain but,
thanks to control, we can be satisfied with less.
1.2. H IN A NUTSHELL 11
limited identification Even if the real process were linear and time invariant,
we still
have to measure or identify its characteristics and this cannot be done without
an
error. Measuring equipment and identification methods, using finite data sets of
limited sample rate, will inevitably be suffering from inaccuracies.
actuators & sensors What has been said about the process can be attributed to ac
tu
ators and sensors as well, that are part of the controlled system. One might req
uire
a minimum level of performance (e.g. stability) of the controlled system in case
of
e.g. sensor failure or actuator degradation.
In Fig. 1.2 the effect of the robustness requirement is illustrated.
Figure 1.2: Robust performance
In concedance to the natural inclination to consider something as being better if
it is higher, optimal performance is a maximum here. This is contrary to the crite
ria,
to be introduced later on, where the best performance occurs in the minimum. So
here
the vertical axis represents a degree of performance where higher value indicate
better
performance. Positive values are representing improvements by the control action
com
pared to the uncontrolled situation and negative values correspond to deteriorat
ions by
the very use of the controller. For extreme values the system is unstable and + is
the extreme optimists performance. In this supersimplified picture we let the hor
izontal
axis represent all possible plant behaviours centered around the nominal plant P
with a
deviation P living in the shaded slice. So this slice represents the class of pos
sible plants.
If the controller is designed to perform well for just the nominal process, it c
an really be
fine tuned to it, but for a small model error P the performance will soon deterio

rate
dramatically. We can improve this effect by robustifying the control and indeed
improve
the performance for greater P but unfortunately and inevitably at the cost of the
per
formance for the nominal model P. One will readily recognise this effect in many
technical
designs (cars,bikes,tools,...), but also e.g. in natural evolution (animals, org
ans,...).
1.2 H in a nutshell
The techniques, to be presented in this course, are named H control and analys
is/synthesis.
They have been developped since the beginning of the eighties and are, as a matt
er of fact,
a well quantised application of the classical control design methods, fully appl
ied in the
frequency domain. It thus took about forty years to evolve a mathematical contex
t strong
12 CHAPTER 1. INTRODUCTION
enough to tackle this problem. However, the intermediate popularity and evolutio
n of the
LQG design in time domain was not in vain, as we will elucidate in the next chap
ter 2 and
in the discussion of the final solution in chapters 11 and 13. It will then foll
ow that LQG
is just one alternative in a very broad set of possible robust controllers each
characterised
by their own signal and system spaces. This may appear very abstract at the mome
nt but
these normed spaces are necessary to quantify signals and transfer functions in
order to
be able to compare and weight the various control goals. The definitions of the
various
normed spaces are given in chapter 5 while the translation of the various contro
l goals is
described in detail in chapter 3. Here we will shortly outline the whole procedu
re starting
with a rearrangment in Fig.1.3 of the structure of the problem in Fig.1.1.
C P
?
?
6
?
?
?
6
6
6
P
6
6
? ?

?
d
r

+
+
+

+
+
+
+
+

u
z
e y
inputs
outputs
Figure 1.3: Structure dictated by exogenous inputs and outputs to be minimised
On t
e left we
ave gat
ered all inputs of t
e final closed loop system t
at we
do not
know before
and but t
at will live in certain bounded sets. T
ese so called exog
enous
inputs consist in t
is case of t
e reference signal r,t
e disturbance d and t
e
measurement
noise . T
ese signals will be c
aracterised as bounded by a (mat
ematical) ball o
f radius 1
in a normed space toget
er wit
filters t
at represent t
eir frequency contents
as discussed
in c
apter 5. Next, at t
e rig
t side we
ave put toget
er t
ose output signals
t
at
ave
to be minimised according to t
e control goals in a similar c
aracterisation as
t
e input
signals. We are not interested in minimising t
e actual output y (so t
is is not
part of
t
e output) but only in t
e way t
at y follows t
e reference signal r. Consequen
tly t
e
error z = r y is taken as an output to be minimised. Note also t
at we
ave take
n
t
e difference wit
t
e actual y and not t
e measured error e. As an extra outpu
t to be
minimised is s
own t
e input u of t
e real process in order to avoid actuator sa
turation.
How strong t
is constraint is in comparison to t
e tracking aim depends on t
e q
uality
and t
us price of t
e actuator and is going to be translated in fort
coming weig

tings
and filters. Anot
er goal, i.e. t
e attenuation of effects of bot
t
e disturban
ce d and t
e
measurement noise is automatically represented by t
e minimisation of output z.
In a
more complicated way also t
e effect of perturbation P on the robustness of stabi
lity
and performance should be minimised. As is clearly observed from Fig.1.3 P is an
extra
transfer between output u and input d . If we can keep the transfer from d to u
small by a
proper controller, the loop closed by P wont have much effect. Consequently robust
ness

is increased implicitely by keeping u small as we will analyse in chapter 3. The

refor we
1.2. H IN A NUTSHELL 13
have to quantify the bounds of P again by a proper ball or norm and filters.
At last we have to provide a linear, time invariant, nominal model P of the dyna
mics
of the process that may be a multivariable (MIMO Multi Input Multi Input) transf
er.
In the multivariable case all single lines then represent vectors of signals. Pr
ovisionally
we will discuss the matter in s domain so that P is representing a transfer func
tion in
s domain. In the multivariable case, P is a transfer matrix where each entry is
a transfer
function of the corresponding input to the corresponding output. The same holds
for the
controller C and consequently the signals (lines) represent vectors in s domain
so that we
can write e.g. u(s) = C(s)e(s). Having characterised the control goals in terms
of outputs
to be minimised provided that the inputs remain confined as defined, the princip
le idea
behind the control design of block C now consists of three phases as presented i
n chapter
11:
1. Compute a controller C 0 that stabilises P.
2. Establish around this central controller C 0 the set of all controllers that
stabilise P
according to the Youla parametrisation.
3. Search in this last set for that (robust) controller that minimises the outpu
ts in the
proper sense.
This design procedure is quite unusual at first instance so that we start to ana
lyse it for
stable transfers P where we can apply the internal model approach in chapter 4.
After
wards the original concept of a general solution is given in chapter 11. This hi
storically
first method is treated as it shows a clear analysis of the problem. In later ti
mes improved
solution algorithms have been developped by means of Riccati equations or by mea
ns of
Linear Matrix Inequalities (LMI) as explained in Chapter 13. In the next chapter
8 the
robustness concept will be revisited and improved which will yield the analysis/
synthesis.
After the theory, which is treated till here, chapter 9 is devoted to the select
ion of
appropriate design filters in practice, while in the last chapter 10 an example
illustrates
the methods, algorithms and programs. In this chapter you will also get instruct
ions how
to use dedicated toolboxes in MATLAB.
14 CHAPTER 1. INTRODUCTION
1.3 Exercise
P C i
? ?
6
?


d
y
+
+
Let the true process be a delay of unknown value :
P t = e s (1.2)
0 .01 (1.3)
Let the nominal model be given by unity transfer:
P = 1 (1.4)
Let there be some unknown disturbance d additive to the output consisting of a s
ingle sine
wave = 25):
d = sin(25t) (1.5)
By an aroriate controller C i the disturbance ill be reduced and the outut
ill
be:
y(t) = y sin(25t + ) (1.6)
Deine the erormance o the controlled system in steady state by:
ln| y| (1.7)
a) Design a roortional controller C 1 = K or the nominal model P, so comlete
ly
ignoring the model uncertainty, such that | y| is minimal and thus erormance
is maximal. Possible actuator saturation can be ignored in this academic examle
.
Plot the actual erormance as a unction o .
Hint: Analyse the Nyuist lot.
b) Design a roortional controller C 2 = K by incororating the knoledge about
the model uncertainty P = e s 1 here is unknon aart rom its range.
Robust stability is reuired. Plot again the actual erormance as a unction o
.
c) The same conditions as indicated sub b) but no or an integrating controller
C 3 = K/s. I you have exressed the erormance as a unction o in the orm:
ln| y| = ln|X() + jY ()| (1.8)
the olloing Matlab rogram can hel you to comute the actual unction and to
lot it:
>> or k=1:100
theta(k)=k/10000;
er(k)= log(srt(X(theta(k)) 2 +Y(theta(k)) 2 );
end;
>>lot(theta,er);
Chater 2
What about LQG?
K
A
1
s I
C B
L
A t
1
s I
C t B t
? ? ?
6
?
?
?

? ? ?
6
? ? ?
?
6
?
6
?
6
?
u
y
v 
x
x
+
+
+
+
+
+
+

+
+
e
lant
controller
Figure 2.1: Block scheme LQG control
Beore submerging in all details o robust control, it is orthhile to sho, h
y the
LQG control, as resented in the course modern control theory, is leading to a dea
d
end, hen robustness enters the control goals. Later in this course, e ill see
, ho the
accomlishments o LQG control can be used and hat LQG means in terms o robust
control. At the moment e can only sho, ho the classical interretation o LQG
gives
no clues to treat robustness. This short treatment is a summarised dislay o th
e article
[10], ritten just beore the emergence o H control.
Given a linear, time invariant model o a lant in state sace orm:
x = Ax + Bu + v
y = Cx + 
15
16 CHAPTER 2. WHAT ABOUT LQG?
here u is the control inut, y is the measured outut, x is the state vector, v
is the state
disturbance and  is the measurement noise. This multivariable rocess is assume
d to be
comletely detectable and reachable. Fig. 2.1 intends to recaitulate the set u
o the
LQG control, here the state eedback matrix L and the Kalman gain K are obtaine
d
rom the ell knon citeria to be minimised:
L = argminE{x T Qx + u T Ru} (2.1)
K = argminE{(x x) T (x x)} (2.2)
or nonnegative Q and ositive deinite R. Certainly, the closed loo LQG scheme
is

nominally stable, but the crucial uestion is, hether stability is ossibly los
t, i the real
system, reresented by state sace matrices {A t ,B t ,C t }, does no longer cor
resond to the
model o the orm {A,B,C}. The robust stability, hich is then under study, can
best be
illustrated by a numerical examle .
Consider a very ordinary, stable and minimum hase transer unction:
P(s) =
s + 2
(s + 1)(s + 3)
(2.3)
hich admits the olloing state sace reresentation:
x =
?
0 1
3 4
?
x +
?
0
1
?
u + v
y =
?
2 1
?
x + 
(2.4)
here v and  are indeendent hite noise sources o variances:
E{ 2 } = 1 , E{vv T } =
?
1225 2135
2135 3721
?
(2.5)
and the control criterion given by:
E{x T
?
2800 80 35
80 35 80
?
x + u 2 } (2.6)
From this last criterion e can easily obtain the state eedback matrix L by sol
ving the
corresonding Riccati euation. I e ere able to eed back the real states x,
the stability
roerties could easily be studied by analysing the lootranser L(sIA) 1 B as ind
icated
in Fig. 2.2. The eedback loo is then interruted at the cross at inut u to ob
tain the
Figure 2.2: Real state eedback.
loo transer (LT). Note, that e analyse ith the modelarameters {A,B}, hile
the real
rocess is suosed to have true arameters {A t ,B t }. This subtlety is caused
by the act,
that e only have the model arameters {A,B,C} available and may assume, that th
e
17

Figure 2.3: Various Nyuist curves.

real arameters {A t ,B t ,C t } are very close (in some norm). The Nyuistlot
is dran in
Fig. 2.3. You ill immediately notice, that this curve is ar rom the endangeri
ng oint 1,
so that stability robustness is guaranteed. This is all very ell, but in racti
ce e cannot
measure all states directly. We have to be satisied ith estimated states x, so
that the
actual eedback is brought about according to Fig. 2.4. Check or yoursel, that
cutting
Figure 2.4: Feedback ith observer.
a loo at cross (1) ould lead to the same loo transer as beore under the ass
umtion,
that the model and rocess arameters are exactly the same (then e=0!). Unortun
ately,
the ull eedback controller is as indicated by the dashed box, so that e have
to interrut
the true loo at e.g. cross (2), yielding the lootranser:
L(sI A + KC + BL) 1 K
? ?? ?
model arameters{A,B,C}
C t (sI A t ) 1 B t
? ?? ?
rocess transer
(2.7)
All e can do, is substitute the model arameters or the unknon rocess arame
ters
and study the Nyuist lot in Fig. 2.3. Amazingly, the robustness is no comlet
ely
lost and e even have to ace conditional stability: I, e.g. by aging, the roc
ess gain
18 CHAPTER 2. WHAT ABOUT LQG?
decreases, the Nyuist curve shrinks to the origin and soon the oint 1 is tress
assed,
causing instability.
The roblem no is, ho to eect robustness. An obvious idea is to modiy the
Kalman gain K in some ay, such that the loo transer resembles the revious lo
o
transer, hen eeding back the real states. This can indeed be accomlished in
case o
stable and minimum hase rocesses. Without entering into many details, the roc
edure
is in main lines:
Put K eual to BW, here W is a nonsingular matrix and  a ositive constant. I
 e
let  increase in the (thus obtained) loo transer:
L(sI A + BWC
? ?? ?
+BL) 1 BWC
? ?? ? (sI A)
1 B
(2.8)
the underbraced term in the irst inverted matrix ill dominate and thus almost
comletely
annihilate the same second underbraced exression and e are indeed let ith th
e simle
lootranser L(sI A) 1 B. In doing so , it aears, that some observer oles (the
real
cause o the roblem) shit to the zeros o P and cancel out, hile the others a

re moved
to . In Fig. 2.3 some loo transers or increasing  have been dran and indeed t
he
transer converges to the original robust loo transer. Hoever, all that matte
rs here is,
that, by doing so, e have imlemented a comletely nonotimal Kalman gain as a
r as
disturbance reduction is concerned. We are dealing no ith very extreme entries
in K
hich ill cause a very high imact o measurement noise . So e have sacriice
d our
otimal observer or obtaining suicient robustness.
Alternatively, e could have taken the eedback matrix L as a means to eect ro
bust
ness. Along similar lines e ould then ind extreme entries in L, so that certa
inly the
actuator ould saturate. Then this saturation ould be the rice or robustness.
Next, e
could o course try to distribute the ain over both K and L, but e have no cle
ar means
to balance the increase o the robustness and the decrease o the remaining er
ormance.
And then, e do not even talk about robustness o the comlete erormance. On t
o o
that e have conined ourselves imlicitly by dearting rom LQG and thus to the
limited
structure o the total controller as given in Fig. 2.1, here the only tunable 
arameters
are K and L. Conclusively, e thus have to admit, that e irst ought to deine
and
uantiy the control aims very clearly (see next chater) in order to be able to
eight
them relatively and then come u ith some machinary, that is able to design con
trollers
in the ace o all these eighted aims. And surely, the straightorard aroach
o LQG
is not the roer ay.
2.1. EXERCISE 19
2.1 Exercise
Above block scheme reresents a rocess P o irst order disturbed by hite stat
e noise
v and indeendent hite measurement noise . L is the state eedback gain. K is
the
Kalman observer gain based uon the knon variances o v and .
a) I e do not enalise the control signal u, hat ould be the otimal L? Coul
d
this be alloed here?
b) Suose that or this L the actuator is not saturated. Is the resultant contr
oller
C robust (in stability)? Is it satisying the 45 0 hase margin?
c) Consider the same uestions hen P =
1
s(s+1)
and in articular analyse hat you
have to comute and ho.(Do not try to actually do the comutations.) What can
you do i the resultant solution is not robust?
20 CHAPTER 2. WHAT ABOUT LQG?
Chater 3
Control goals
In this chater e ill list and analyse the various goals o control in more de

tail. The
relevant transer unctions ill be deined and named and it ill be shon, ho
some
grous o control aims are in conlict ith each other. To start ith e reconsi
der the
block scheme o a simle coniguration in Fig. 3.1 hich is only slightly dier
ent rom
Fig.1.1 in chater 1.
Figure 3.1: Simle control structure
Notice that e have made the sensor noise exlicit in . Basically, t
e sensor its
elf
as
a transfer function unequal to 1, so t
at t
is s
ould be inserted as an extra bl
ock in t
e
feedback sc
eme just before t
e sensor noise addition. However, a good quality s
ensor
as
a flat frequency response for a muc
broader band t
an t
e process transfer. In
t
at case
t
e sensor transfer may be neglected. Only in case t
e sensor transfer is not su
fficiently
broadbanded (easier to manufacture and t
us c
eaper), a proper block
as to be i
nserted.
In general one will avoid t
is, because t
e ultimate control performance
ig
ly
depends
on t
e quality of measurement: t
e resolution of t
e sensor puts an upper limit
to t
e
accuracy of t
e output control as will be s
own.
T
e process or plant (t
e word system is usually reserved for t
e total, controlle
d
structure) incorporates t
e actuator. T
e same remarks, as made for t
e sensor,

old for
t
e actuator. In general t
e actuator will be made sufficiently broadbanded by p
roper
control loops and all possibly remaining defects are supposed to be represented
in t
e
transfer P. Actuator disturbances are combined wit
t
e output disturbance d by
com
puting or rat
er estimating its effect at t
e output of t
e plant. T
erefor one
s
ould know
t
e real plant transfer P t consisting of t
e nominal model transfer P plus t
e
possible
additive model error P. As only the nominal model P and some upper bound for the
model error P is known, it is clear that only upper bounds for the equivalent of
actuator
disturbances in the output disturbances d can be established. The effects of mod
el errors
(or system perturbations) is not yet made explicit in Fig. 3.1 but will be discu
ssed later
in the analysis of robustness.
Next we will elaborate on various common control constraints and aims. The con
21
22 CHAPTER 3. CONTROL GOALS
straints can be listed as stability, robust stability and (avoidance of) actuato
r saturation.
Within the freedom, left by these constraints, one wants to optimise, in a weigh
ted balance,
aims like disturbance reduction and good tracking without introducing too much e
ffects of
the sensor noise and keeping this total performance on a sufficient level in the
face of the
system perturbations i.e. performance robustness against model errors. In detail

:
3.1 Stability.
Unless one is designing oscillators or systems in transition, the closed loop sy
stem is
required to be stable. This can be obtained by claiming that, nowhere in the clo
sed loop
system, some finite disturbance can cause other signals in the loop to grow to i
nfinity: the
so called BIBO stability from Bounded Input to Bounded Output. Ergo all correspo
nding
transfers have to be checked on possible unstable poles. So certainly the straig
ht transfer
between the reference input r and the output y, given by :
y = PC(I + PC) 1 r (3.1)
But this alone is not sufficient as, in the computation of this transfer, possib
ly unstable
poles may vanish in a pole zero cancellation. Another possible input position of
stray
signals can be found at the actual input of the plant, additive to what is indic
ated as x
(think e.g. of drift of integrators). Let us define it by d x . Then also the tr
ansfer of d x to
say y has to be checked for stability which transfer is given by:
y = (I + PC) 1 Pd x = P(I + CP) 1 d x (3.2)
Consequently for this simple scheme we distinguish four different transfers from
r and d x
to y and x, because a closer look soon reveals that inputs d and are equivalent
to r and
outputs z and u are equivalent to y.
3.2 Disturbance reduction.
Wit
out feedback t
e disturbance d is fully present in t
e real output y. By mea
ns of t
e
feedback t
e effect of t
e disturbance can be influenced and at least be reduced
in some
frequency band. T
e closed loop effect can be easily computed as read from:
y = PC(I + PC) 1 (r ) + (I + PC) 1
? ?? ?
S
d (3.3)
T
e underbraced expression represents t
e Sensitivity S of t
e output to t
e dis
turbance
t
us defined by:
S = (I + PC) 1 (3.4)
If we want to decrease t
e effect of t
e disturbance d on t
e output y, we t
us

ave to
c
oose controller C suc
t
at t
e sensitivity S is small in t
e frequency band w

ere d
as
most of its power or w
ere t
e disturbance is most disturbing.
3.3 Tracking.
Especially for servo controllers, but in fact for all systems w
ere a reference
signal is
involved, t
ere is t
e aim of letting t
e output track t
e reference signal wit

a small
3.4. SENSOR NOISE AVOIDANCE. 23
error at least in some tracking band. Let us define t
e tracking error e in our
simple
system by:
e
def
= r y = (I + PC) 1

? ?? ?
S
(r d) + PC(I + PC) 1
? ?? ?
T
(3.5)
Note t
at e is t
e real tracking error and not t
e measured tracking error obser
ved as
signal u in Fig. 3.1, because t
e last one incorporates t
e effect of t
e measur
ement
noise substantially differently. In equation 3.5 we recognise (underbraced) t
e
sensitivity
as relating t
e tracking error to bot
t
e disturbance and t
e reference signal
r. It is
t
erefore also called awkwardly t
e inverse return difference operator. W
atever t

e
name, it is clear t
at we
ave to keep S small in bot
t
e disturbance and t
e t
racking
band.
3.4 Sensor noise avoidance.
Wit
out any feedback it is clear t
at t
e sensor noise will not
ave any influen
ce on t
e real
output y. On t
e ot
er
and t
e greater t
e feedback t
e greater its effect in d
isrupting
t
e output. So we
ave to watc
t
at in our ent
ousiasm to decrease t
e sensitiv
ity, we are
not introducing too muc
sensor noise effects. T
is actually reminiscences to t

e optimal
Kalman gain. As t
e reference r is a completely independent signal, just compare
d wit

y in e, we may as well study t
e effect of on t
e tracking error e in equation 3
.5. T
e
coefficient (relevant transfer) of is t
en given by:
T = PC(I + PC) 1 (3.6)
and denoted as t
e complementary sensitivity T. T
is name is induced by t
e foll
owing
simple relation t
at can easily be verified:
S + T = I (3.7)
and for SISO (Single Input Single Output) systems t
is turns into:
S + T = 1 (3.8)
T
is relation
as a crucial and detrimental influence on t
e ultimate performanc
e of t
e
total control system! If we want to c
oose S very close to zero for reasons of d
isturbance
and tracking we are necessarily left wit
a T close to 1 w
ic
introduces t
e fu
ll sensor
noise in t
e output and vice versa. Ergo optimality will be some compromise and
t
e
more because, as we will see, some aims relate to S and ot
ers to T.
3.5 Actuator saturation avoidance.
T
e input signal of t
e actuator is indicated by x in Fig. 3.1 because t
e actua
tor was
t
oug
t to be incorporated into t
e plant transfer P. T
is signal x s
ould be re
stricted
to t
e input range of t
e actuator to avoid saturation. Its relation to all exog
enous inputs
is simply derived as:
x = (I + CP) 1 C(r d) = C(I + PC) 1
? ?? ?
R

(r d) (3.9)
24 CHAPTER 3. CONTROL GOALS
T
e relevant (underbraced) transfer is named control sensitivity for obvious rea
sons and
symbolised by R t
us:
R = C(I + PC) 1 (3.10)
In order to keep x small enoug
we
ave to make sure t
at t
e control sensitivit
y R is small
in t
e bands of r, and d. Of course wit
proper relative weig
tings and small stil
l to
be defined. Notice also t
at R is very similar to T apart from t
e extra multipl
ication by
P in T. We will interprete later t
at t
is P t
en functions as an weig
ting t
at
cannot be
influenced by C as P is fixed. So R can be seen as a weig
ted T and as suc
t
e
actuator
saturation claim opposes t
e ot
er aims related to S. Also in LQG design we
ave
met
t
is contradiction in a more two faced disguise:
Actuator saturation was prevented by proper c
oice of t
e weig
ts R and Q in t
e
design of t
e state feedback for disturbance reduction.
T
e effect of t
e measurement noise was properly outweig
ted in t
e observer des
ign.
Also t
e stability was stated in LQG, but its robustness and t
e robustness of t

e total
performance was lacking and
ard to introduce. In t
is H
context t
is comes qu
ite
naturally as follows:
3.6 Robust stability.
Robustness of t
e stability in t
e face of model errors will be treated
ere rat

er s
ortly
as more details will follow in c
apter 5. T
e w
ole concept is based on t
e so c
alled
small gain t
eorem w
ic
trivially applies to t
e situation sketc
ed in Fig. 3.2
. T
e
Figure 3.2: Closed loop wit
loop transfer H.
stable transfer H represents t
e total looptransfer in a closed loop. If we requ
ire t
at t
e
modulus (amplitude) of H is less t
an 1 for all frequencies it is clear from Fig
. 3.3 t
at t
e
polar curve cannot encompass t
e point 1 and t
us we know from t
e Nyquist crit
erion
t
at t
e loop will always constitute a stable system. So stability is guaranteed
as long as:
Figure 3.3: Small gain stability in Nyquist space
3.6. ROBUST STABILITY. 25
? H ? def = sup

|H(j)| < 1 (3.11)

Su stands or suremum hich eectively indicates the maximum. (Only in case tha
t
the suremum is aroached at ithin any small distance but never really reached
it is
not alloed to seak o a maximum.) Notice that e have used no inormation conc
erning
the hase angle hich is tyically H . In above omula e get the irst taste o
H by
the simultaneous deinition o the ininity norm indicated by ? . ? . More about
this in
chater 5 here e also learn that or MIMO systems the small gain condition is

given
by:
? H ? de = su

(H(j)) < 1 (3.12)

The denote the maximum ingular value (alay real) of the tranfer H (for the
under conideration).
All together, thee condition may eem omehat exaggerated, becaue tranfer,
le
than one, are not o common. The actual application i therefore omehat neted a
nd
very depictively indicated in literature a the baby mall gain theorem illutrate
d in
Fig. 3.4. In the upper blockcheme all relevant element of Fig. 3.1 have been d
iplayed
C P
P
? ?
6
6
?

+
+
P
?
6
= R
< equivalent > C(I + PC) 1
? ?
9
+
Figure 3.4: Baby small gain theorem for additive model error.
in case we have to deal with an additive model error P. We now consider the baby
loop as indicated containing P explicitly. The lower transfer between the output
and
the input of P, as once again illustrated in Fig. 3.5, can be evaluated and happe
ns to
Figure 3.5: Control sensitivity guards stability robustness for additive model e
rror.
be equal to the control sensitivity R as shown in the lower blockscheme. (Actual
ly we get
a minus sign that can be joined to P. Because we only consider absolute values in
the
small gain theorem, this minus sign is irrelevant: it just causes a phase shift
of 180 0 which
leaves the conditions unaltered.) Now it is easy to apply the small gain theorem
to the
total looptransfer H = RP. The infinity norm will appear to be an induced operato
r
norm in the mapping between identical signal spaces L 2 in chapter 5 and as such
it follows
Schwartz inequality so that we may write:
? RP ? ? R ? ? P ? (3.13)
26 CHAPTER 3. CONTROL GOALS

Ergo, if we can guarantee that:

? P ?
1

(3.14)
 sufficient condition for stbility is:
? R ? < (3.15)
If ll we require from P is stated in equation 3.13 then it is easy to prove that
the
condition on R is also a necessary condition. Still this is a rather crude condi
tion but it
can be refined by weighting over the frequency axis as will be shown in chapter
5. Once
again from Fig. 3.5 we recognise that the robustness stability constraint effect
ively limits
the feedback from the point, where both the disturbance and the output of the mo
del
error block P enter, and the input of the plant such that the loop transfer is le
ss than
one. The smaller the error bound 1/ the greter the feedbck cn be nd vice vers
!
We so nlysed the effect of dditive model error P. Similarly we can study the
effect of multiplicative error which is very easy if we take:
P true = P + P = (I + )P (3.16)
where obviously is the bounded multiplicative model error. (Together with P it e
vi
dently constitutes the additive model error P.) In similar blockschemes we now ge
t Figs.
3.6 and 3.7. The baby loop now contains explicitly and we notice that transfer P
C P

? ?
6
?

?
6
= T
< equivalent > PC(I + PC) 1
? ?
+
6
?
6
+
:
Figure 3.6: Baby small gain theorem for multiplicative model error.
Figure 3.7: Complementary sensitivity guards stability robustness for multiplica
tive model
error
is somewhat displacedout of the additive perturbation block. The result is that se
es

3.7. PERFORMANCE ROBUSTNESS. 27

itself fed back by (minus) the complementary sensitivity T . (The P has, so to s
peak,
been taken out of P and adjoined to R yielding T.) If we require that:
? ?
1

(3.17)
the roust staility follows from:
? T ? ? T ? ? ? 1 (3.18)
yielding as final condition:
? T ? < (3.19)
Again proper weighting may refine the condition.
3.7 Performance roustness.
Till now, all aims could e grouped around either the sensitivity S or the compl
ementary
sensitivity T. Once we have optimised some alanced criterion in oth S and T an
d
thus otained a nominal performance, we wish that this performance is kept more
or less,
irrespective of the inevitale model errors. Consequently, performance roustnes
s requires
that S and T change only slightly, if P is close to the true transfer P t . We c
an analyse
the relative errors in these quantities for SISO plants:
S t S
S t
=
(1 + P t C) 1 (1 + PC) 1
(1 + P t C) 1
= (3.20)
=
1 + PC 1 P t C
1 + PC
= P
P
PC
1 + PC
= T (3.21)
and:
T t T
T t
=
P t C(1 + P t C) 1 PC(1 + PC) 1
P t C(1 + P t C) 1
= (3.22)
=
P t C PC
P t C(1 + PC)
=
P
P
P
P t
1
1 + PC
S (3.23)
As a result we note that in order to keep the relative change in S small we have
to take
the product of and T small. The smaller the error bound is, the greater a T can

we
afford and vice versa. But what is astonishingly is that the smaller S is and co
nsequently
the greater the complement T is (see equation 3.7), the less robust is this perf
ormance
measured in S. The same story holds for the performance measured in T where the
robustness depends on the complement S. This explains the remark in chapter 1 th
at
increase of performance for a particular nominal model P decreases its robustnes
s for
model errors. So also in this respect the controller will have to be a compromis
e!
Summary
We can distinguish two competitive groups because S + T = I. One group centered
around the sensitivity that requires the controller C to be such that S is small a
nd can
be listed as:
disturbance rejection
tracking
robustness of T
28 CHAPTER 3. CONTROL GOALS
The second group centers around the complementary sensitivity and requires the c
ontroller
C to minimise T:
avoidance of sensor noise
avoidance of actuator saturation
stability robustness
robustness of S
If we were dealing with real numbers only, the choice would be very easy and lim
ited.
Remembering that
S = (I + PC) 1 (3.24)
T = PC(I + PC) 1 (3.25)
a large C would imply a small S but T I while a small C would yield a small T an
d
S I. Besides, for no feedback, i.e. C = 0, , necessarily T 0 and S I. This
is also true for very large hen all phyical procee necearily have a zero
tranfer
(PC 0). So ultimately for very high frequencie, the tracking error and the dit
urbance
effect i inevitably 100%.
Thi may give ome rough idea of the effect of C, but the real impact i more d
ifficult
a:
We deal ith complex number .
The tranfer may be multivariable and thu e encounter matrice.
The crucial quantitie S and T involve matrix inverion (I + PC) 1
The controller C may only be choen from the et of tabiliing controller.
It happen that e can circumvent the lat to problem, in particular hen e a
re dealing
ith a table tranfer P. Thi can be done by mean of the internal model contro
l concept
a hon in the next chapter. We ill later generalie thi for alo untable no
minal
procee.
3.8. EXERCISES 29
3.8 Exercie
3.1:
C P

?
6
?
?
r
+
+

u
+
+
u
d
+
+
y

?
?

a) Derive by reaoning that in the above cheme internal tability i guaranteed

if
all tranfer from u ? and d to u and y are table.
b) Analye the tability for
P =
1
1 
(3.26)
C =
1 
1 + 
(3.27)
3.2:
P
C 2
C 3
C 1
? ? ?
6
?
r +

d
+
+ y
Which tranfer in the given cheme are relevant for:
a) diturbance reduction
b) tracking
30 CHAPTER 3. CONTROL GOALS
Chapter 4
Internal model control
In the internal model control cheme, the controller explicitly contain the nom
inal model
of the proce and it appear that, in thi tructure, it i eay to denote the
et of all
tabiliing controller. Furthermore, the enitivity and the complementary en
itivity
take very imple form, expreed in proce and controller tranfer, ithout in
verion. A
evere condition for application i that the proce itelf i a table one.
In Fig. 4.1 e repeat the familiar conventional tructure hile in Fig. 4.2 the
internal
Figure 4.1: Conventional control tructure.

model tructure i hon. The difference actually i the nominal model hich i
fed by the
Figure 4.2: Internal model controller concept.
ame input a the true proce, hile only the difference of the meaured and i
mulated
output i fed back. Of coure, it i alloed to ubtract the imulated output fr
om the
feedback loop after the entrance of the reference yielding the tructure of Fig.
4.3. The
imilarity ith the conventional tructure i then obviou, here e identify th
e dahed
block a the conventional controller C. So it i eay to relate C and the intern
al model
control block Q a:
C = Q(I PQ) 1 (4.1)
31
32 CHAPTER 4. INTERNAL MODEL CONTROL
Figure 4.3: Equivalence of the internal model and the conventional tructure.
and from thi e get:
C CPQ = Q (4.2)
o that reverely:
Q = (I + CP) 1 C = C(I + PC) 1 = R (4.3)
Remarkably, the Q equal the previouly encountered control enitivity R! The r
eaon
behind thi become clear, if e conider the ituation here the nominal model
P exactly
equal the true proce P t . A outlined before, e have no other choice than t
aking P = P t
for the ynthei and analyi of the controller. Refinement can only occur by u
ing the
information about the model error P that will be done later. If then P = P t , it
is
obvious from Fig. 4.2 that only the disturbance d and the measurement noise are
fed
back because t
e outputs of P and P t are equal. Also t
e condition of stability
of P
is t
en trivial, because t
ere is no way to correct for ever increasing but equa
l outputs
of P and P t (due to instability) by feedback. Since only d and are fed back, we
may
draw t
e equivalent as in Fig. 4.4. So, effectively, t
ere seems to be no feedba
ck in t
is
Figure 4.4: Internal model structure equivalent for P = P t .
structure and t
e complete system is stable, iff (i.e. if and only if) transfer
Q = R is stable,
because P was already stable by condition. T
is is very revealing, as we now sim
ply
ave
t
e complete set of all controllers t
at stabilise P! We only need to searc
for
proper
stabilising controllers C by studying t
e stable transfers Q. Furt
ermore, as t

ere is no
actual feedback in Fig. 4.4 t
e sensitivity and t
e complementary sensitivity co
ntain no
inversions, but take so called affine expressions in t
e transfer Q, w
ic
are e
asily derived
as:
T = PR = PQ
S = I T = I PQ
(4.4)
Extreme designs are now immediately clear:

 minimal complementary sensitivity T:

T = 0 S = I Q = 0 C = 0 (4.5)
33
t
ere is obviously neit
er feedback nor control causing:
no measurement influence (T=0)
no actuator saturation (R=Q=0)
100% disturbance in output (S=I)
100% tracking error (S = I)
stability (P t was stable)
robust stability (R=Q=0 and T=0)
robust S (T=0), but t
is performance can
ardly be worse.
minimal sensitivity S:
S = 0 T = I Q = P 1 C = (4.6)
if at least P 1 exists and is stable, we get infinite feedback causing:
all disturbance is eliminated from t
e output (S = 0)
y tracks r exactly (S=0)
y is fully contaminated by measurement noise (T = I)
stability only in case Q = P 1 is stable
very likely actuator saturation (Q = R will tend to infinity see later)
questionable robust stability (Q = R will tend to infinity see later)
robust T (S = 0), but t
is performance can
ardly be worse too.
Once again it is clear t
at a good control s
ould be a well designed compromise
between
t
e indicated extremes. W
at is left is to analyse t
e possibility of t
e above
last sketc
ed
extreme w
ere we needed t
at PQ = I and Q is stable.
It is obvious t
at t
e solution could be Q = P 1 if P is square and invertible an
d t
e
inverse itself is stable. If P is wide (more inputs t
an outputs) t
e pseudo inv
erse would
suffice under t
e condition of stability. If P is tall (less inputs t
an outputs
) t
ere is no
solution t
oug
. Nevert
eless, t
e problem is more severe, because we can s
ow t

at,
even for SISO systems, t
e proposed solution yielding infinite feedback is not f
easible
for realistic, p
ysical processes. For a SISO process, w
ere P becomes a scalar
transfer,
inversion of P turn poles into zeros and vice versa. Let us take a simple exampl
e:
P =
s b
s + a
, a > 0 , b > 0 P 1 =
s + a
s b
(4.7)
w
ere t
e corresponding pole/zero plots are s
own in Fig. 4.5.
Figure 4.5: Pole zero inversion of nonminimum p
ase,stable process.
It is clear t
at t
e original zeros of P
ave to live in t
e open (stable) left

alf plane,
because t
ey turn into t
e poles of P 1 t
at s
ould be stable. Ergo, t
e given ex
ample,
w
ere t
is is not true, is not allowed. Processes w
ic

ave zeros in t
e closed
rig
t
alf
34 CHAPTER 4. INTERNAL MODEL CONTROL
plane, named nonminimum p
ase, t
us cause problems in obtaining a good performan
ce
in t
e sense of a small S.
In fact poles and zeros in t
e open left
alf plane can easily be compensated fo

r by
Q. Also t
e poles in t
e closed rig
t
alf plane cause no real problems as t
e r
ootloci
from t
em in a feedback can be drawn over to t
e left plane in a feedback by putti
ng
zeros t
ere in t
e controller. T
e real problems are due to t
e nonminimum p
ase
zeros
i.e. t
e zeros in t
e closed rig
t
alf plane, as we will analyse furt
er. But b
efore doing
so, we
ave to state t
at in fact all p
ysical plants suffer more or less from t

is negative
property.
We need some extra notion about t
e numbers of poles and zeros, t
eir definition
and
considerations for realistic, p
ysical processes. Let np denote t
e number of po
les and
similarly nz t
e number of zeros in a conventional, SISO transfer function w
ere
denomi
nator and numerator are factorised. We can t
en distinguis
t
e following catego
ries by
t
e attributes:
proper if np nz
biproper if np = nz
strictly proper if np > nz
nonproper if np < nz
Any p
ysical process s
ould be proper because nonproperness would involve:
lim

P(j) = (4.8)
o that the proce ould effectively have pole at infinity, ould have an infi
nitely
large tranfer at infinity and ould certainly tart ocillating at frequency = .
On
the other hand a real proce can neither be biproper a it then hould till ha
ve a finite
tranfer for = and at that frequency the tranfer i necearily zero. Conequen
tly
any phyical proce i by nature trictly proper. But thi implie that:
lim

P(j) = 0 (4.9)
and thu P ha effectively (at leat) one zero at infinity hich i in the cloe
d right
half pace! Take for example:
P =
K
 + a
, a > 0 P 1 =
 + a
K
(4.10)
and conequently Q = P 1 cannot be realied a it i nonproper.
4.1 Maximum Modulu Principle.
The diturbing fact about nonminimum phae zero can no be illutrated ith the
ue
of the o called Maximum Modulu Principle hich claim:
H H :? H ? |H()| C + (4.11)
It ay that for all table tranfer H (i.e. no pole in the right half plane d
enoted
by C + ) the maximum modulu on the imaginary axi i alay greater than or equ

al
4.2. SUMMARY. 35
to the maximum modulu in the right half plane. We ill not prove thi, but faci
litate
it acceptance by the folloing concept. Imagine that the modulu of a table tr
anfer
function of  i repreented by a rubber heet above the  plane. Zero ill the
n pinpoint
the heet to the zero, bottom level, hile pole ill act a infinitely high pi
ke lifting the
heet. Becaue of the trictly properne of the tranfer, there i a zero at in
finity, o that,
in hatever direction e travel, ultimately the heet ill come to the bottom. B
ecaue of
tability there are no pole and thu pike in the right half plane. It i obvi
ou that uch
a rubber landcape ith mountain excluively in the left half plane ill get i
t height
in the right half plane only becaue of the mountain in the left half plane. If
e cut it
preciely at the imaginary axi e ill notice only valley at the right hand i
de. It i
alay going don at the right ide and thi i exactly hat the principle tell
.
We are no in the poition to apply the maximum modulu principle to the eniti
vity
function S of a nonminimum phae SISO proce P:
? S ? = up

|S(j)| |S()| C + = |1 PQ| C +

=zn
????
= 1 (4.12)
here zn (?C + ) i any nonminimum phae zero of P. A a conequence e have to
accept
that for ome the enitivity ha to be greater than or equal to 1. For that fre
quency
the diturbance and the tracking error ill thu be minimally 100%! So for ome
band
e ill get diturbance amplification if e ant to decreae it by feedback in 
ome other
(motly loer) band. That eem to be the price. And reminding the rubber landc
ape,
it i clear that thi band, here S > 1, i the more lo frequent the cloer the
troubling
zero i to the origin of the  plane!
By proper eighting over the frequency axi e can till optimie a olution. Fo
r an
appropriate explanation of thi eighting procedure e firt preent the interme
zzo of the
next chapter about the neceary norm.
4.2 Summary.
It ha been hon that internal model control can greatly facilitate the deign
procedure of
controller. It only hold, though, for table procee and the generaliation
to untable
ytem ha to ait until chapter 11. Limitation of control are recognied in t
he effect
of nonminimum phae zero of the plant and in fact all phyical plant uffer fro
m thee at

leat at infinity.
36 CHAPTER 4. INTERNAL MODEL CONTROL
4.3 Exercie
4.1:
P
P t
Q
6
?

?
6
? ?
6
r +

?
?
u 1
u 2
y t
y
+

+
+
+
+
u
a) Derive by reaoning that for IMC internal model tability i guaranteed if al
l
tranfer from r, u 1 and u 2 to y t , y and u are table. Take all ignal line
to be
ingle.
b) To hich imple a condition thi boil don if P = P t ?
c) What if P ?= P t ?
4.2: For the general cheme let P = P t = 1.
Suppoe that d i hite noie ith poer denity dd = 1 and similarly that is w

ite
noise wit
power density = .01.
a) Design for an IMC set up a Q suc
t
at t
e power density yy is minimal. (As y
ou
are dealing with white noises all variales are constants independent of the fre
quency
.) Compute yy , S, T, Q and C. What is the ound on ? P ? for guaranteed
stability ?
b) In order not to saturate the actuator we now add the extra constraint uu < .1
01
. Answer a) again under this condition. Is the controlled system more roust now
?
4.3: Given:
P =
s 1
s + 2

(4.13)
C =
K(s + 2)
s +
(4.14)
S =
1
1 + PC
(4.15)
a) Show that for any S > 1 .
b) We ant to obtain good tracking for a lo pa band a broad a poible. At
leat the final error for a tep input hould be zero. What can e reach by variat
ion
of K and ? (MATLAB can e useful)
c) The same question a) ut now the zero of P is at 1.
Chapter 5
Signal spaces and norms
5.1 Introduction
In the previous chapters we defined the concepts of sensitivity and complementar
y sen
sitivity and we expressed the desire to keep oth of these transfer functions sma
ll in a
frequency and of interest. In this chapter we will quantify in a more precise w
ay what
small means. In this chapter we will quantify the size of a signal and the size of
a system.
We will e rather formal to comine precise definitions with good intuition. A f
irst sec
tion is dedicated to signals and signal norms. We then consider input output sys
tems and
define the induced norm of an input output mapping. The H norm and the H 2 norm
of
a system are defined and interpreted oth for single input single output systems
, as well
as for multivariale systems.
5.2 Signals and signal norms
We will start this chapter with some system theoretic asics which will e neede
d in the
sequel. In order to formalize concepts on the level of systems, we need to first
recall some
asics on signal spaces. Many physical quantities (such as voltages, currents, t
emperatures,
pressures) depend on time and can e interpreted as functions of time. Such func
tions
quantify how information evolves over time and are called signals. It is therefo
re logical
to specify a time set T, indicating the time instances of interest. We will thin
k of time as
a one dimensional entity and we therefore assume that T R. We distinguish etwee
n
continuous time signals (T a possily infinite interval of R) and discrete time
signals (T
a countale set). Typical examples of frequently encountered time sets are finit
e horizon
discrete time sets T = {0,1,2,...N}, infinite horizon discrete time sets T = Z +
or T = Z
or, for sampled signals, T = {k s | k Z} where s > 0 is he sampling ime. Exampl
es
of con inuous ime se s include T = R, T = R + or in ervals T = [a,b].
The values which a physically relevan signal assumes are usually real numbers.

However, complex valued signals, binary signals, nonnega ive signals, angles and qu
an ized
signals are very common in applica ions, and assume values in differen se s. We
herefore
in roduce a signal space W, which is he se in which a signal akes i s values.
Defini ion 5.1 A signal is a func ion s : T W where T R is the time set and W is
a set, called the signal space.
More often than not, it is necessary that at each time instant t T, a numer of
physical quantities are represented. If we wish a signal s to express at instant
t T a
37
38 CHAPTER 5. SIGNAL SPACES AND NORMS
total of q > 0 real valued quantities, then the signal space W consists of q cop
ies of the
set of real numers, i.e.,
W = R ... R
? ?? ?
q copies
which is denoted as W = R q . A signal s : T R q thus represents at each time in
stant
t T a vector
s(t) =

s 1 (t)
s 2 (t)
.
.
.
s q (t)

where s i (t), the i the component, is a real numer for each time instant t.
The size of a signal is measured y norms. Suppose that the signal space is a comp
lex
valued q dimensional space, i.e. W = C q for some q > 0. We will attach to each
vector
w = (w 1 ,w 2 ,...w q ) ? W its usual length
|w| :=
?
w
1 w 1 + w
2 w 2 + ... + w
q w q
which is the Euclidean norm of w. (Here, w denotes the complex conjugate of the
complex
numer w. That is, if w = x + jy with x the real part and y the imaginary part o
f w,
then w = x jy). If q = 1 this expresses the asolute value of w, which is the re
ason
for using this notation. This norm will e attached to the signal space W, and m
akes it
a normed space.
Signals can e classified in many ways. We distinguish etween continuous and di
screte
time signals, deterministic and stochastic signals, periodic and a periodic sign
als.
5.2.1 Periodic and a periodic signals
Definition 5.2 Suppose that the time set T is closed under addition, that is, fo

r any two
points t 1 ,t 2 T also t 1 + t 2 T. A signal s : T W is said to e periodic with
period P
(or P periodic) if
s(t) = s(t + P), t T.
A signal that is not P periodic for any P is a periodic.
Common time sets such as T = Z or T = R are closed under addition, finite time s
ets
such as intervals T = [a,] are not. Well known examples of continuous time peri
odic
signals are sinusoidal signals s(t) = Asin(t + ) or harmonic signals s(t) = Ae jt .
Here,
A, and are constants reerred to as the amlitude, reuency (in rad/sec) and h
ase,
resectively. These signals have reuency /2 (in Hertz) and eriod P = 2/. We
emhasize that the sum o to eriodic signals does not need to be eriodic. For
examle,
s(t) = sin(t) + sin(t) is a eriodic. The class o all eriodic signals ith time
set T ill
be denoted by P(T).
5.2.2 Continuous time signals
It is convenient to introduce various signal classiications. First, e consider
signals hich
have inite energy and inite oer. To introduce these signal classes, suose
that I(t)
denotes the current through a resistance R roducing a voltage V (t). The instan
taneous
oer er Ohm is (t) = V (t)I(t)/R = I 2 (t). Integrating this uantity over ti
me, leads
to deining the total energy (in Joules). The er Ohm energy o the resistance i
s thereore
?
|I(t)|
2 dt Joules.
5.2. SIGNALS AND SIGNAL NORMS 39
Deinition 5.3 Let s be a signal deined on the time set T = R. The energy conte
nt E s
o s is deined as
E s :=
?

|s(t)| 2 dt
I E s < then s is said to be a (inite) energy signal.
Clearly, not all signals have inite energy. Indeed, or harmonic signals s(t) =
ce jt e
have that |s(t)| 2 = |c| 2 so that E s = henever c ?= 0. In general, the energy
content o
eriodic signals is ininite. We thereore associate ith eriodic signals their
oer:
Deinition 5.4 Let s be a continuous time eriodic signal ith eriod P. The o
er o
s is deined as
P s :=
1
P
?
t 0 +P
t 0
|s(t)| 2 dt (5.1)

here t 0 R. I P s < then s is said to be a (inite) oer signal.

In case o the resistance, the oer o a (eriodic) current I is measured er 
eriod and
ill be in Watt. It is easily seen that the oer is indeendent o the initial
time instant t 0
in (5.1). A signal hich is eriodic ith eriod P is also eriodic ith eriod
nP, here
n is an integer. Hoever, it is a simle exercise to veriy that the right hand
side o (5.1)
does not change i P is relaced by nP. It is in this sense that the oer is in
deendent o
the eriod o the signal. We emhasize that all nonzero inite oer signals hav
e ininite
energy.
Examle 5.5 The sinusoidal signal s(t) = Asin(t+) is eriodic ith eriod P = 2/,
has ininite energy and has oer
P s =

2
?
/
/
A 2 sin 2 (t + )dt =
A 2
2
?

sin 2 ( + )d = A 2 /2.
Le s : T R q be a con inuous ime signal. The mos impor an norms associa ed
wi h s are he infini y-norm, he wo-norm and he one-norm defined ei her over
a fini e
or an infini e in erval T. They are defined as follows
? s ? = max
i
sup
T
|s i ( )| (5.2)
? s ? 2 =
? ?
T
|s( )| 2 d
? 1/2
(5.3)
? s ? 1 =
?
T
|s( )|d (5.4)
More generally, he p-norm, wi h 1 p < , for con inuous ime signals is defined a
s
? s ? p =
? ?
T
|s( )| p
? 1/p
.
No e ha hese quan i ies are defined for fini e or infini e ime se s T. In pa
r icular, if
T = R, ?s? 2
2

= E s , i.e he energy con en of a signal is he same as he square of i s

2-norm.
Remark 5.6 To be precise, one needs o check whe her hese quan i ies indeed def
ine
norms. Recall from your very firs course of linear algebra ha a norm is defin
ed as a
real-valued func ion which assigns o each elemen s of a vec or space a real nu
mber ? s ?,
called he norm of s, wi h he proper ies ha
40 CHAPTER 5. SIGNAL SPACES AND NORMS
1. ? s ? 0 and ? s ?= 0 if and only if s = 0.
2. ? s 1 + s 2 ? ? s 1 ? + ? s 2 ? for all s 1 and s 2 .
3. ? s ?= || ? s ? for ll C.
The quntities defined by ? s ? , ? s ? 2 nd ? s ? 1 indeed define (signl) nor
ms nd hve
the properties 1,2 nd 3 of  norm.
Exmple 5.7 The sinusoidl signl s(t) := Asin(t + ) or t 0 has inite amlitude
? s ? = A but its to norm and one norm are ininite.
Examle 5.8 As another examle, consider the signal s(t) hich is described by t
he
dierential euations
dx
dt
= Ax(t);
s(t) = Cx(t)
(5.5)
here A and C are real matrices o dimension n n and 1 n, res. It is clear that
s is
uniuely deined by these euations once an initial condition x(0) = x 0 has bee
n seciied.
Then s is eual to s(t) = Ce At x 0 here e take t 0. I the eigenvalues o A a
re in the
let hal comlex lane then
? s ? 2
2
=
?

0
x T
0 e
A T t C T Ce At x 0 dt = x T
0 Mx 0
ith the obvious deinition or M. The matrix M has the same dimensions as A, is
symmetric and is called the observability gramian o the air (A,C). The observa
bility
gramian M is a solution o the euation
A T M + MA + C T C = 0
hich is the Lyaunov euation associated ith the air (A,C).
The sets o signals or hich the above uantities are inite ill be o secial
interest.
Deine
L (T) = {s : T W | ? s ? < }
L 2 (T) = {s : T W | ? s ? 2 < }
L 1 (T) = {s : T W | ? s ? 1 < }
P(T) = {s : T W |
?
P s < }
Then L (T), L 2 (T) and L 1 (T) are normed linear signal saces o continuous ti
me signals.

P is not a linear sace as the sum o to eriodic signals need not be eriodic.
We ill
dro the T in the above signal saces henever the time set is clear rom the co
ntext. As
an examle, the sinusoidal signal o Examle 5.7 belongs to L [0,) and P[0,), but
not to L 2 [0,) and neither to L 1 [0,).
For either inite or ininite time sets T, the sace L 2 (T) is a Hilbert sace
ith inner
roduct deined by
?s 1 ,s 2 ? =
?
tT
s T
2 (t)s 1 (t)dt.
To signals s 1 and s 2 are orthogonal i ?s 1 ,s 2 ? = 0. This is a natural ext
ension o
orthogonality in R n .
5.2. SIGNALS AND SIGNAL NORMS 41
The Fourier transorms
Let s : R R be a eriodic signal ith eriod P. The comlex numbers
s k :=
1
P
?
P/2
P/2
s(t)e jkt dt, k Z.
here = 2/P, are called the Fourier coeicients o s and, henever the summation
?
k= |s k | < , the ininite sum
s(t) :=

?
k=
s k e jkt (5.6)
converges or all t R. Moreover, i s is continuous 1 then s(t) = s(t) or all t
R.
A continuous P eriodic signal can thereore be uniuely reconstructed rom its
Fourier
coeicients by using (5.6). The seuence {s k }, k Z, is called the (line) sec
trum o s.
Since the line sectrum uniuely determines a continuous eriodic signal, roer
ties o
these signals can be exressed in terms o their line sectrum. Parseval taught
us that the
oer o a P eriodic signal s satisies
P s =

?
k=
|s k | 2 .
Similarly, or a eriodic continuous time signals s : R R or hich the norm ?s?
1 <
,
? s() :=
?

s(t)e jt dt, R. (5.7)

is a ell deined unction or all R. The unction ? s is called the Fourier tra

nsorm, the
sectrum or reuency sectrum o s and gives a descrition o s in the reuenc
y domain
or domain. There holds that
s(t) =
1
2
?

? s()e jt d, t R. (5.8)
hich exresses that the unction s can be recovered rom its Fourier transorm.
Eua
tion (5.8) is usually reerred to as the inverse Fourier transorm o s. Using P
arseval, it
ollos that i s is an energy signal, then also ? s is an energy signal, and
E s =
?

|s(t)| 2 dt =
1
2
?

|? s()| 2 d =
1
2
E ? s .
5.2.3 Discrete time signals
For discrete time signals s : T R  a similar classiication can be set u. The
most
imortant norms are deined as ollos.
? s ? = max
i
su
tT
|s i (t)| (5.9)
? s ? 2 =
? ?
tT
|s(t)| 2
? 1/2
(5.10)
? s ? 1 =
?
tT
|s(t)| (5.11)
1 In act, it suices to assume that s is ieceise smooth, in hich case s(t)
= (s(t + ) + s(t ))/2.
42 CHAPTER 5. SIGNAL SPACES AND NORMS
More generally, the  norm, ith 1  < , or discrete time signals is deined as
? s ?  =
? ?
tT
|s(t)| 
? 1/
.
Note that in all these cases the signal may be deined either on a inite or an

ininite
discrete time set.
Examle 5.9 A discrete time imulse is a signal s : Z R ith
s(t) =
?
1 or t = 0
0 or t ?= 0
.
The amlitude o this signal ? s ? = 1, its to norm ? s ? 2 = 1 and it is immed
iate that
als its one norm ? s ? 1 = 1.
Examle 5.10 The signal s(t) := (1/2) t ith inite time set T = {0,1,2} has am
litude
? s ? = 1, to norm ? s ? 2 = ( ? 2
t=0 |(1/2)
t | 2 ) 1/2
= 1+1/4+1/16 = 21/16 and one norm
? s ? 1 = 1 + 1/2 + 1/4 = 7/4.
Examle 5.11 The Fibonacci seuence (1,1,2,3,5,8,13,...) (got the idea?) can be
vieed as a signal s : Z + N ith s(t) the t th element o the seuence. Note th
at
? s ? =? s ? 2 =? s ? 1 = or this signal. Obviously, not all signals have init
e norms.
As in the revious subsection, inite norm signals are o secial interest and d
eine the
olloing normed signal saces
? (T) = {s : T W | ? s ? < }
? 2 (T) = {s : T W | ? s ? 2 < }
? 1 (T) = {s : T W | ? s ? 1 < }
or discrete time signals. We emhasize that these are sets o signals. Again, t
he argument
T ill be omitted henever the time set T is clear rom the context. The discret
e time
imulse s deined in Examle 5.9 thus belongs to ? , ? 2 and ? 1 . It is easily
seen that any
o these signal saces are linear normed saces. This means that, henever to s
ignals
s 1 , s 2 belong to ? (say), then s 1 + s 2 and s 1 lso belong to ? for ny rel
number .
5.2.4 Stochstic signls
Occsionlly we consider stocstic signls in this course. We will not give  co
mplete
tretise of stochstic system theory t this plce but insted recll  few conc
epts.A
sttionry stochstic process is  sequence of rel rndom vriblesu(t) where t
runs over
some time set T. By definition of sttionrity,its men, (t) := E[u(t)] is indepe
ndent
of the time instnt t, nd the second order moment E[u(t 1 )u(t 2 )] depends onl
y on the
difference t 1 t 2 . The covrince of such  process is defined by
R u () := E ? (u( + ) )(u(t) ) ?
where = (t) = E[u(t)] is the mean. A stochastic (stationary) process u(t) is call
ed a
white noise process if its mean = E[u(t)] = 0 and if u(t 1 ) and u(t 2 ) are unc
orrelated for
all t 1 ?= t 2 . Stated otherwise, the covariance of a (continuous time) white n
oise process
5.3. SYSTEMS AND SYSTEM NORMS 43
is R u () = 2 (). The number 2 i calle
he variance. The Fourier ranform of he

covariance func ion R u () i

u () :=
?

R u ()e j

an
i uually referre
o a he poer pec rum, energy pec rum or ju he p
ec rum of
he  ocha ic proce u.
5.3 Sy em an
y em norm
A y em i any e S of ignal. In engineering e uually  u
y y em hich
have qui e
ome  ruc ure. I i common engineering prac ice o coni
er y em hoe ign
al are
na urally
ecompoe
in o in
epen
en e : a e of inpu ignal an
a e o
f ou pu
ignal. A y em hen pecifie he rela ion among he inpu an
ou pu ignal
. Thee
rela ion may be pecifie
by ranfer func ion,  a e pace repreen a ion,

ifferen ial
equa ion or ha ever ma hema ical expreion you can hink of. We fin
hi he
me
in almo all applica ion here fil er an
con rol
eign are ue
for he proc
eing of
ignal. Inpu ignal are ypically aume
o be unre ric e
. Fil er are
e
igne
o
a o change he frequency charac eri ic of he inpu ignal. Ou pu ignal
are he
repone of he y em (or fil er) af er exci a ion i h an inpu ignal. For
he purpoe of
hi coure, e excluively coni
er y em in hich an inpu ou pu par i ioni
ng of he
ignal ha alrea
y been ma
e. In engineering applica ion, i i goo
ra
i ion
o
epic
inpu ou pu y em a block a in Figure 5.3, an
you probably have a grea
ea
l
of experience in con ruc ing complex y em by in erconnec ing variou y em
uing
block
iagram. The arro in Figure 5.3 in
ica e he cauali y
irec ion.
Remark 5.12 Alo a or
of arning concerning he ue of block i in i  place.
For
example, many elec rical ne ork
o no have a na ural inpu ou pu par i ion of
y em
variable, nei her nee
uch a par i ioning of variable be unique. Ohm la V =
RI
impoe a imple rela ion among he ignal vol age V an
curren I bu i i no
evi
en hich ignal i o be rea e
a inpu an
hich a ou pu .
H
u( )
y( )
Figure 5.1: Inpu ou pu y em: he engineering vie
The ma hema ical analog of uch a block i a func ion or an opera or H mapping
inpu  u aken from an inpu pace U o ou pu ignal y belonging o an ou pu
pace Y.
We ri e
H : U Y.
Remark 5.13 Again a philoofical arning i in i  place. If an inpu ou pu y
em i

ma hema ically repreen e

a a func ion H, hen o each inpu u U, H a ache a
unique ou pu y = H(u). Hoever, more of en han no , he memory  ruc ure of ma
ny
phyical y em allo variou ou pu  o correpon
o one inpu ignal. A cap
aci or C
44 CHAPTER 5. SIGNAL SPACES AND NORMS
impoe he rela ion C

V = I on vol age curren pair V,I. Taking I = 0 a inpu allo

he ou pu V o be any con an ignal V ( ) = V 0 . Hence, here i no obviou
mapping
I ? V mo
eling hi imple rela ionhip!
Of coure, here are many ay o repreen inpu ou pu mapping. We ill be pa
r ic
ularly in ere e
in (inpu ou pu ) mapping
efine
by convolu ion an
hoe

efine
by
ranfer func ion. Un
oub e
ly, you have een variou of he folloing
efini i
on before,
bu for he purpoe of hi coure, i i of impor ance o un
er an
(an
fully
apprecia e)
he y em heore ic na ure of he concep  belo. In or
er no o complica e h
ing from
he ou e , e fir coni
er ingle inpu ingle ou pu con inuou ime y em
i h ime
e T = R an
urn o he mul ivariable cae in he nex ec ion. Thi mean ha
e ill
focu on analog y em. We ill no rea
icre e ime (or
igi al) y em ex
plici ly, for
heir
efini ion ill be imilar an
apparen from he rea men belo.
In a (con inuou ime) convolu ion y em, an inpu ignal u U i ranforme
o
an
ou pu ignal y = H(u) accor
ing o he convolu ion
y( ) = (Hu)( ) = (h
u)( ) =
?

h( )u()
(5.12)
here h : R R i a func ion calle
he convolu ion kernel. In y em heore ic l
anguage,
h i uually referre
o a he impule repone of he y em, a he ou pu y
i equal
o h henever he inpu u i aken o be a Dirac impule u( ) = ( ). Obviouly, H

efine a linear map (a H(u 1 + u 2 ) = H(u 1 ) + H(u 2 ) an

H(u) = H(u)) nd fo
r this
reson the corresponding input output system is lso clled liner. Moreover, it
defines 
time invrint system in the sense tht H mps the time shifted input signl u(tt
0 ) to
the time shifted output y(t t 0 ).
No mpping is well defined if we re led to guess wht the domin U of H should
be.
There re vrious options:
One cn tke bounded signls, i.e., U = L .
One cn tke hrmonic signls, i.e., U = {ce j | c C, R}.
One can ake energy ignal, i.e., U = L 2 .
One can ake perio
ic ignal i h fini e poer, i.e., U = P.
The inpu cla can alo exi of one ignal only. If e are in ere e
in he i
mpule
repone only, e ake U = {}.
One can ake hi e noie  ocha ic procee a inpu . In ha cae U coni 

of
all  a ionary zero mean ignal u i h fini e covariance R u () = 2 ().
Example 5.14 For example, he repone o a harmonic inpu ignal u( ) = e j i
given
by
y( ) =
?

h()e j( )
= ? h()e j
here
?
h i he Fourier ranform of h a
efine
in (5.7).
Example 5.15 A P perio
ic ignal i h line pec rum {u k }, k Z, can be repreen
e

a u( ) =
?
k= u k e
jk
here = 2/P and its corresonding outut is given by
y(t) =

?
k=
?
h(k)u k e jkt .
5.3. SYSTEMS AND SYSTEM NORMS 45
Conseuently, y is also eriodic ith eriod P and the line sectrum o the out
ut is given
by y k = ? h(k)u k , k Z.
Assume that both U and Y are normed linear saces. Then e call H bounded i the
re
is a constant M 0 such that
? H(u) ? M ? u ? .
Note that the norm on the let hand side is the norm deined on signals in the o
utut
sace Y and the norm on the right hand side corresonds to the norm o the inut
signals
in U. In system theoretic terms, boundednes o H can be interreted in the sense
that H
is stable ith resect to the chosen inut class and the corresonding norms. I
a linear
ma H : U Y is bounded then its norm ? H ? can be deined in several alternative
(and euivalent) ays:
? H ? = in
M
{M | ? Hu ? M ? u ?, or all u U}
= su
uU,u?=0
? Hu ?
? u ?
= su
uU,?u?1
? Hu ?
= su
uU,?u?=1
? Hu ?
(5.13)
For linear oerators, all these exressions are eual and either one o them ser
ves as

deinition or the norm o an inut outut system. The norm ? H ? is oten calle
d the
induced norm or the oerator norm o H and it has the interretation o the maxi
mal
gain o the maing H : U Y. A most imortant observation is that
the norm o the inut outut system deined by H deends on the class o inuts
U and on the signal norms or elements u U and y Y. A dierent class o
inuts or dierent norms on the inut and outut signals results in dierent
oerator norms o H.
5.3.1 The H norm o a system
Induced norms
Let T be a continuous time set. I e assume that the imulse resonse h : R R
satisies ? h ? 1 =
?
|h(t)|dt < (in other ords, i e assume that h L 1 ), then H is
a stable system in the sense that bounded inuts roduce bounded oututs. Thus,
under
this condition,
H : L (T) L (T)
and e can deine the L induced norm o H as
? H ? (,) := su
uL
? H(u) ?
? u ?
Interestingly, under the same condition, H also deines a maing rom energy si
gnals to
energy signals, i.e.
H : L 2 (T) L 2 (T)
46 CHAPTER 5. SIGNAL SPACES AND NORMS
ith the corresonding L 2 induced norm
? H ? (2,2) := su
uL 2
? H(u) ? 2
? u ? 2
In vie o our deinition o energy signals, this norm is also reerred to as the
induced
energy norm. The oer does not deine a norm or the class P o eriodic signal
s.
Nevertheless, Examle 5.15 shos that
H : P(T) P(T)
and e deine the oer induced norm
?H? o := su
P u ?=0
? P
y
P
u
.
The olloing result characterizes these system norms
Theorem 5.16 Let T = R or R + be the time set and let H be deined by (5.12). Su
ose
that h L 1 . Then
1. the L induced norm o H is given by
? H ? (,) =? h ? 1
2. the L 2 induced norm o H is given by
? H ? (2,2) = max
R
| ? h()| (5.14)
3. the oer induced norm o H is given by
? H ? o = max

R
| ? h()| (5.15)
We ill extensively use the above characterizations o the L 2 induced and oe
r
induced norm. The irst characterization on the induced norm is interesting, but
ill
not be urther used in this course. The Fourier transorm
?
h o the imulse resonse h is
generally reerred to as the reuency resonse o the system (5.12). It has the
roerty
that henever h L 1 and u L 2 ,
y(t) = (h
u)(t) ? y() = ? h()? u() (5.16)
Loosely seaking, this result states that convolution in the time domain is eui
valent to
multilication in the reuency domain.
Remark 5.17 The uantity max R | h()| satisies the axioms o a norm, and is recis
ely
eual to the L norm o the reuency resonse, i.e, ? h ? = max R | h()|.
Remark 5.18 The reuency resonse can be ritten as
?
h() = | ? h()|e j() .
Various grahical reresentations o reuency resonses are illustrative to inv
estigate
system roerties like bandidth, system gains, etc. A lot o | h()| and () as un
ction
5.3. SYSTEMS AND SYSTEM NORMS 47
o R is called a Bode diagram. See Figure 5.2. In vie o the euivalence (5.16)
a
Bode diagram thereore rovides inormation to hat extent the system amliies
urely
harmonic inut signals ith reuency R. In order to interret these diagrams on
e
usually takes logarithmic scales on the axis and lots 20 10 log( h()) to get uni
ts in
dB. Theorem 5.16 states that the L 2 induced norm o the system deined by (5.12
)
euals the highest gain value occuring in the Bode lot o the reuency resons
e o the
system. In vie o Examle 5.14, any reuency 0 or hich this maximum is attai
ned
has the interretation that a harmonic inut signal u(t) = e j 0 t results in a (
harmonic)
outut signal y(t) ith reuency 0 and maximal amlitude | h( 0 )|. (Unortunate
ly,
sin( 0 t) / L 2 , so e cannot use this insight directly in a roo o Theorem 5.
16.)
10
3
10
2
10
1
10
0
10
1
20
0
20

40
Freuency (rad/sec)
Gain dB
10
3
10
2
10
1
10
0
10
1
90
180
0
Freuency (rad/sec)
Phase deg
Figure 5.2: A Bode diagram
48 CHAPTER 5. SIGNAL SPACES AND NORMS
To rove Theorem 5.16, e derive rom Parsevals identity that
? H ? 2
(2,2)
= su
uL 2
? h
u ? 2
2
? u ? 2
2
= su
L 2
1/(2) ?
?
h u ? 2
2
1/(2) ? ? u ? 2
2
= su
L 2
?
| h()| 2 |()| 2 d
? ? 2
2
su
L 2
max R | h()| 2 ? ? 2
2
? ? 2
2
= max
R
| ? h()| 2
hich shos that ? H ? (2,2) max R | h()|. Similarly, using Parsevals identity or
eriodic signals
? H ? 2
 o
= su
P
su
u is P eriodic

P y
P u
= su
P
su
u is P eriodic
?
k= | ?
h(2k/P)u k | 2
?
k= |u k | 2
su
P
max
kZ
| ? h(2k/P)| 2
= max
R
| ? h()| 2
shoing that ? H ? o max R | ? h()|. Theorem 5.16 rovides euality or the latte
r
ineualities. For eriodic signals (statement 3) this can be seen as ollos. Su
ose that
0 is such that
| ? h( 0 )| = max
R
| ? h()|
Take a harmonic inut u(t) = e j 0 t and note that this signal has oer P u = 1
and line
sectrum u 1 = 1, u k = 0 or k ?= 1. From Examle 5.14 it ollos that the out
ut y has
line sectrum y 1 = ? h( 0 ), and y k = 0 or k ?= 1, and using Parsevals identity
, the outut
has oer P y = | ? h( 0 )| 2 . We thereore obtain that
? H ?  o =
?
h( 0 ) = max
R
| h()|
as claimed. The roo o statement 2 is more involved and ill be skied here.
The transer unction associated ith (5.12) is the Lalace transorm o the im
ulse
resonse h. This object ill be denoted by H(s) (hich the careul reader ercei
ves as
oor and ambiguous notation at this stage 2 ). Formally,
H(s) :=
?

h(t)e st dt
2 For e deined H already as the maing that associates ith u U the element H
(u). Hoever,
rom the context it ill alays be clear hat e mean
5.3. SYSTEMS AND SYSTEM NORMS 49
here the comlex variable s is assumed to belong to an area o the comlex lan
e here
the above integral is inite and ell deined. The Lalace transorms o signals
are deined
in a similar ay and e have that
y = h
u y() = h()() Y (s) = H(s)U(s).

I the Lalace transorm exists in an area o the comlex lane hich includes t
he imagi
nary axis, then the Fourier transorm is simly
?
h() = H(j).
Remark 5.19 It is common engineering ractice (the adjective good or bad is let
to your discretion) to denote Lalace transorms o signals u ambiguously by u.
Thus
u(t) means something really dierent than u(s)! Whereas y(t) = H(u)(t) reers t
o the
convolution (5.12), the notation y(s) = Hu(s) is to be interreted as the roduc
t o H(s)
and the Lalace transorm u(s) o u(t). The notation y = Hu can thereore be int
erreted
in to (euivalent) ays!
We return to our discussion o induced norms. The right hand side o (5.14) and
(5.15)
is deined as the H norm o the system (5.12).
Deinition 5.20 Let H(s) be the transer unction o a stable single inut singl
e outut
system ith reuency resonse h(). The H norm o H, denoted ? H ? is the number
? H ? := max
R
| h()|. (5.17)
The H norm o a SISO transer unction has thereore the interretation o the m
aximal
eak in the Bode diagram o the reuency resonse

h o the system and can be directly

read rom such a diagram. Theorem 5.16 thereore states that
? H(s) ? =? H ? (2,2) =? H ? o .
In ords, this states that
the energy induced norm and the oer induced norm o H is eual to the H
norm o the transer unction H(s).
50 CHAPTER 5. SIGNAL SPACES AND NORMS
A stochastic interretation o the H norm
We conclude this subsection ith a discussion on a stochastic interretation o
the H
norm o a transer unction. Consider the set T o all stochastic (continuous ti
me)
rocesses s(t) on the inite time interval [0,T] or hich the exectation
E?s? 2
2,T
:= E
?
T
0
s T (t)s(t)dt (5.18)
is ell deined and bounded. Consider the convolution system (5.12) and assume t
hat
h L 1 (i.e. the system is stable) and the inut u T . Then the outut y is a sto
chastic
rocess and e can introduce the induced norm
?H? 2
stoch,T
:= su
u T
E?y? 2
2,T
E?u? 2

2,T
hich deends on the length o the time horizon T. This is closely related to an
induced
oerator norm or the convolution system (5.12). We ould like to extend this de
inition
to the ininite horizon case. For this urose it seems reasonable to deine
E?s? 2
2 := lim
T
E
1
T
?s? 2
2,T
(5.19)
assuming that the limit exists. This exectation can be interreted as the avera
ge oer
o a stochastic signal. Hoever, as motivated in this section, e ould also lik
e to ork
ith inut and outut saces U and Y that are linear vector saces. Unortunatel
y, the
class o stochastic rocesses or hich the limit in (5.19) exists is not a line
ar sace. For
this reason, the class o stochastic inut signals U is set to
:= {s | ?s? < }
here
?s? 2
:= limsu
T
E
1
T
?s? 2
2,T
In this case, is a linear sace o stochastic signals, but ? ? does not deine a
norm
on . This is easily seen as ?s? = 0 or any s L 2 . Hoever, it is a semi norm as
it
satisies conditions 2 and 3 in Remark 5.6. With this class o inut signals, e
can extend
the induced norm ?H? stoch,T to the ininite horizon case
?H? 2
stoch := su
u
?y?
?u?
hich is bounded or stable systems H. The olloing result is the crux o this
discussion
and states that ?H? stoch is, in act, eual to the H norm o the transer unct
ion H.
Theorem 5.21 Let h L 1 and let H(s) be the transer unction o the system (5.12
).
Then
?H? stoch = ?H? .
A roo o this result is beyond the scoe o these lecture notes. The result ca
n be
ound in [18].
5.3. SYSTEMS AND SYSTEM NORMS 51
5.3.2 The H 2 norm o a system
The notation H 2 is commonly used or the class o unctions o a comlex variab

le that
do not have oles in the oen right hal comlex lane (they are analytic in the
oen
right hal comlex lane) and or hich the norm
?s? H 2 :=
?
su
>0
1
2
?

s ( + j)( + j)

? 1/2
i fini e. The H  an
 for Har
y pace. Thu,
H 2 = { : C C | analy ic in?() > 0 an
?? H 2 < }
. Thi col
hear e

efini ion ha, in fac , a very elegan y em heore ic in er
pre a ion.
Before giving hi, e fir remark ha he H 2 norm can be evalua e
on he im
aginary
axi. Tha i, for any  H 2 one can con ruc a boun
ary func ion () = lim 0 s( +
j), hich exi  for almo all . Moreover, hi boun
ary func ion i quare in eg
rable,
i.e.,  L 2 an
?? H 2 = ? ? 2 . S a e
o herie,
?? H 2 =
?
1
2
s () s()
? 1/2
Thus, the suremum in the deinition o the H 2 norm alays occurs on the bounda
ry
= 0. It is for this reson tht s is usully identified with the boundry functi
on nd the
br in  s is usully omitted.
Deterministic interprettion
To interpret the H norm, consider gin the convolution system (5.12) nd suppos
e tht
we re interested only in the impulse response of this system. This mens, tht
we tke the
impulse ( ) a he only can
i
a e inpu for H. The reul ing ou pu y( ) = (Hu)(
) = h( )
i an energy func ion o ha E h < . Uing Pareval i
en i y e ob ain
E h =? h ? 2
2 =
1
2 ? ? h ? 2
2
=
?
1
2
?

h
() h()d
?
= ?H(s)? 2

H 2
here H(s) is the transer unction associated ith the inut outut system. The
suare
o the H 2 norm is thereore eual to the energy o the imulse resonse. To sum
marize:
Deinition 5.22 Let H(s) be the transer unction o a stable single inut singl
e outut
system ith reuency resonse h(). The H 2 norm o H, denoted ? H ? H 2 is the n
umber
? H ? H 2 :=
?
1
2
?

H(j)H(j)d
? 1/2
. (5.20)
Stochastic interretation
The H 2 norm o a transer unction has an elegant euivalent interretation in
terms o
stationary stochastic signals 3 . The H 2 norm is eual to the exected root mea
n suare
3 The derivations in this subsection are not relevant or the course!
52 CHAPTER 5. SIGNAL SPACES AND NORMS
(RMS) value o the outut o the system hen the inut is a realization o a uni
t variance
hite noise rocess. That is, let
u(t) =
?
a unit variance hite noise rocess t [0,T]
0 otherise
and let y = h
u be the corresonding outut. Using the deinition o a inite ho
rizon
2 norm rom (5.18), e set
?H? 2
RMS,T
:= E
?

y T (t)y(t)dt = E?y? 2
2,T
here E denotes exectation. Substitute (5.12) in the latter exression and use
that
E(u(t 1 )u(t 2 )) = ( 1 2 ) o ob ain ha
?H? 2
RMS,T
=
?
T
0

?

T
h()h()

= T
?

T
T
h()h()

?
T
0
(h()h() + h()h( au))

If he ranfer func ion i uch ha he limi

?H? 2
RMS = lim
T
1
T
?H? 2
RMS,T
remain boun
e
e ob ain he infini e horizon RMS value of he ranfer func io
n H. In
fac , i hen follo ha
?H? 2
RMS =
?

h()h()

=
1
2
?

H(j)H
(j)d
= ?H? 2
H 2
Thus, the H 2 norm o the transer unction is eual to the ininite horizon RMS
value o
the transer unction.
Another stochastic interretation o the H 2 norm can be given as ollos. Let u
(t) be
a stochastic rocess ith mean 0 and covariance R u (). Taking uch a proce a
inpu o
(5.12) reul  in he ou pu y( ) hich i a ran
om variable for each ime in a
n T. I
i eay o ee ha he ou pu y ha alo zero mean. The con
i ion ha h L 2 gu
aran ee
ha he ou pu y ha fini e covariance y () = E[y( )y( )] and easy calcula ions
4
show ha he covariances R y () are given by
R y () = E[y( + )y( )]
=
?

h(s ? )R u ( + s ?? s ? )h(s ?? )ds ? ds ??

The la er expression is a double convolu ion which by aking Fourier ransforms
resul s
in he equivalen expression
y () = h(j) u () h(j). (5.21)

4 De ail are no impor an here.

5.4. MULTIVARIABLE GENERALIZATIONS 53
in he frequency
omain. We no aume u o be a hi e noie proce i h u () =
1 for
all R. (Thi implie ha R u () = (). In
ee
he variance of hi ignal heore ic
ally
equal (0) = (0) = . This is cause
b the fact that all freqencies have equal powe
r
(
ensit) 1, which in turn is necessar to allow for infinitel fast changes of
the signal
to make future values in
epen
ent of momentar values irrespective of the small
time

ifference. Of course in practice it is sufficient if the whiteness is just in bro

a
ban
e

noise with respect to the frequenc ban

of the plant un
er stu
.) Using (5.21)
, the
spectrum of the output is then given b
 () = | h()| 2 (5.22)
hich rela e he pec rum of he inpu an
he pec rum of he ou pu of he y
 em

efine
by he convlou ion (5.12). In egra ing he la er expreion over R an

uing
he
efini ion of he H 2 norm yiel
 ha
? H() ? 2
H 2
=
1
2
? h ? 2
2
=
1
2
?

h() h()d
=
1
2
?

 ()

= ? R y () ? 2
2
(5.23)
Thu he H 2 norm of he ranfer func ion H() ha he in erpre a ion of he L
2 norm of
he covariance func ion R y () of he ou pu y of he y em hen he inpu u i
aken o
be a hi e noie ignal i h variance equal o 1. From hi i houl
no be evi

en ha
hen e
efine in hi  ocha ic con ex he norm of a  ocha ic ( a ionary)
ignal 
i h mean 0 an
covariance R  () o be
?  ? := ? R  () ? 2 =
? ?

E[( + )( )]

? 1/2
hen he H 2 norm of he ranfer func ion H() i equal o he norm ? y ? of h
e ou pu y,
hen aking hi e noie a inpu o he y em. No e ha above norm i ra her a
poer
norm han an energy norm an
ha for a hi e noie inpu u e ge
? u ?=? R u () ? 2 =
? ?

()

? 1/2
= 1.
5.4 Mul ivariable generaliza ion
In he previou ec ion e in ro
uce
variou norm o meaure he rela ive ize
of a ingle
inpu ingle ou pu y em. In hi ec ion e generalize hee meaure for mul
ivariable
y em. The ma hema ical backgroun
an
he main i
ea behin
he
efini ion a
n

charac eriza ion of norm for mul ivariable y em i o a large ex en i
en i
cal o he
concep 
erive
in he previou ec ion. Throughou hi ec ion e ill coni

er an
inpu ou pu y em i h m inpu  an
p ou pu  a in Figure 5.3.
Again,  ar ing i h a convolu ion repreen a ion of uch a y em, he ou pu y
i

e ermine
from he inpu u by
y( ) = (Hu)( ) = h u =
?

h( )u()

54 CHAPTER 5. SIGNAL SPACES AND NORMS

H

u
u
u
u
u

5
4
3
2
1

y 3
y 2
y 1
Figure 5.3: A mul ivariable y em.
here he convolu ion kernel h( ) i no, for every R, a real ma rix of
imen
ion pm.
The ranfer func ion aocia e
i h hi y em i he Laplace ranform of h
an
i he
func ion
H() =
?


h( )e 
.
Thu H() ha
imenion p m for every  C. We ill again aume ha he y em
i  able in he ene ha all en rie [H()] ij of H() (i = 1,...,p an
j = 1
,...,m)
have heir pole in he lef half plane or, equivalen ly, ha he ij h elemen
[h( )] ij
of h, viee
a a func ion of , belong o L 1 . A in he previou ec ion, un

er hi
aump ion H
efine an opera or mapping boun
e
inpu  o boun
e
ou pu  (bu
no
for mul ivariable ignal!) an
boun
e
energy inpu  o boun
e
energy ou pu .
Tha
i,
H : L m

L p

H : L m
2
L p
2
here he upercrip  p an
m
eno e he
imenion of he ignal. We ill be
mainly
in ere e
in he L 2 in
uce
an
poer in
uce
norm of uch a y em. Thee no
rm are

efine
a in he previou ec ion
? H ? (2,2) := up
uL m
2
? y ? 2
? u ? 2
? H ? po := up
P u ?=0
P
1/2
y
P
1/2
u
here y = H(u) i he ou pu ignal.
Like in ec ion 5.3, e ih o expre he L 2 in
uce
an
poer in
uce
norm
of
he opera or H a an H norm of he (mul ivariable) ranfer func ion H() an
o
ob ain (if poible) a mul ivariable analog for he maximum peak in he Bo
e
ia
gram of
a ranfer func ion. Thi require ome backgroun
on ha i un
oub e
ly one of
he
mo frequen ly encoun ere

ecompoi ion of ma rice: he ingular value
ecom
poi ion.
I occur in numerou applica ion in con rol heory, y em i
en ifica ion, mo

elling,
numerical linear algebra, ime erie analyi, o men ion only a fe area. We
ill
evo e
a ubec ion o he ingular value
ecompoi ion (SVD) a a refrehmen .
5.4.1 The ingular value
ecompoi ion
In hi ec ion e ill forge abou
ynamic an
ju coni
er real con an ma
rice of

imenion p m. Le H R pm be a given ma rix. Then H map any vec or u R m o

a vec or y = Hu in R p accor
ing o he uual ma rix mul iplica ion.

5.4. MULTIVARIABLE GENERALIZATIONS 55

Defini ion 5.23 A ingular value
ecompoi ion (SVD) of a ma rix H R pm i a
e
compoi ion H = Y U T , where
Y R pp is orthogonal, i.e. Y
T Y = Y Y T
= I p ,
U R mm is orthogonal, i.e. U T U = UU T = I m ,
R pm is
iagonal, i.e. =
?
? 0
0 0
?
where
? =
iag( 1 ,..., r ) =

1 0 0 ... 0
0 2 0 ... 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0 0 r

an

1 2 ... r > 0
Every ma rix H ha uch a
ecompoi ion. The or
ere
poi ive number
1 , 2 ,..., r
are uniquely
efine
an
are calle
he ingular value of H. The ingular value
 of
H R pm can be compu e
via he familiar eigenvalue
ecompoi ion becaue:
H T H = UY
T Y U T
= U 2 U T = UU T
an
:
HH T = UU T UY
T
= Y 2 Y
T
= Y Y
T
Consequentl, if ou want to compute the singular values with pencil an
paper,
ou can
use the following algorithm. ( or numericall well con
itione
metho
s, however,
ou
shoul
avoi
the eigenvalue
ecomposition.)

Algorithm 5.24 (ingular value

ecomposition) Given a p m matrix H.
Construct the smmetric matrix H T H (or HH T if m is much larger than p)
Compute the non-zero eigenvalues 1 ,..., r of H T H. Since for a symmetric matrix
the non-zero eigenvaues are positive numbers, we can assume the eigenvaues to
be
ordered: 1 ... r > 0
The k-th singuar vaue of H is given by k =

k , k = 1,2,...,r.
The number r is equa to the rank of H and we remark that the matrices U and Y n
eed
not be unique. (The sign is not defined and nonuniqueness can occur in case of m
utipe
singuar vaues.)
The singuar vaue decomposition and the singuar vaues of a matrix have a simp
e
and straightforward interpretation in terms of the gains and the so caed principa

directions of H. 5 For this, it is most convenient to view the matrix as a inear
operator
acting on vectors u R m and producing vectors y = Hu R p according to the usua
matrix mutipication.
5 In fact, one may argue why eigenvaues of a matrix have payed such a dominant
roe in your inear
agebra course. In the context of inear mappings, singuar vaues have a much m
ore direct and ogica
operator theoretic interpretation.
56 CHAPTER 5. SIGNAL SPACES AND NORMS
Let H = Y U T be a singular value
ecomposition of H an
suppose that the m m
matrix U = (u 1 ,u 2 ,...,u m ) an
the p p matrix Y = ( 1 , 2 ..., p ) where
u i an
 j are
the columns of U an
Y respectivel, i.e.,
u i R m ;
 j R p
with i = 1,2,...,m an
j = 1,...,p. ince U is an orthogonal matrix, the vectors
{u i } i=1,...m constitute an orthonormal basis for R m . imilarl, the vectors
{ j } j=1,...p
constitute an orthonormal basis for R p . Moreover, since u T
j u i
is zero except when i = j
(in which case u T
i u i
= 1), there hol
s
Hu i = Y U
T u i
= Y e i = i y i .
In o her or
, he i h bai vec or u i i mappe
in he
irec ion of he i h
bai vec or
y i an
amplifie
by an amoun of i . I hu follo ha
? Hu i ? = i ? y i ? = i
here e ue
ha ? y i ?= 1. So, effec ively, if e have a general inpu vec o
r u i
ill fir be
ecompoe
by U T along he variou or hogonal
irec ion u i . Ne
x , hee

ecompoe
componen  are mul iplie
by he correpon
ing ingular value () an

then
(b Y ) mappe
onto the correspon
ing
irections  i . If the energ in u is restr
icte

to 1, i.e. ? u ?= 1, the energeticall largest output  is certainl obtaine

if t
he u is


irecte
along u 1 so that u = u 1 . As a consequence, it is eas to grasp that
the in
uce

norm of H is relate
to the singular value
ecomposition as follows
? H ? := sup
uR m
? Hu ?
? u ?
=
? Hu 1 ?
? u 1 ?
= 1
In o her or
, he large ingular value 1 of H equal he in
uce
norm of H (
viee

a a func ion from R m o R p ) herea he inpu u 1 R m

efine an op imal
ire
c ion in
he ene ha he norm of Hu 1 i equal o he in
uce
norm of H. The maximal 
ingular
value 1 , of en
eno e
by , can hu be viee
a he maximal gain of he ma rix
H, herea he malle ingular value r , ome ime
eno e
a , can be viee
a
 he
minimal gain of he ma rix un
er normalize
inpu  an
provi
e
ha he ma rix ha
full rank. (If he ma rix H ha no full rank, i ha a non rivial kernel o h
a Hu = 0
for ome inpu u ?= 0).
Remark 5.25 To verify he la er expreion, no e ha for any u R m , he norm
? Hu ? 2 = u T H T Hu = u T U T U
T u
= x T ? ? x
where x = U T u. It follows that
max
?u?=1
? Hu ? 2 = max
?x?=1
? ? ? x ? 2 =
m
?
i=1
2
i |x i |
hich i eaily een o be maximal if x 1 = 1 an
x i = 0 for all i ?= 1.
5.4. MULTIVARIABLE GENERALIZATIONS 57
5.4.2 The H norm for mul ivariable y em
Coni
er he p m  able ranfer func ion H() an
le
H(j) = Y (j)(j)U
(j)
be a ingular value
ecompoi ion of H(j) for a fixe
value of R. Since H(j) i
in general complex value
, e have ha H(j) C pm an
he ingular vec or  ore

in Y (j) an
U(j) are complex value
. For each uch , he ingular value,  ill be
ing
real value
(i.e. i R), are or
ere
accor
ing o
1 () 2 () ... r () > 0
here r i equal o he rank of H() an
in general equal o he minimum of p an

m.
Thu he ingular value become frequency
epen
en ! From he previou ec ion 
e infer
ha for each R
0
? H(j)() ?
? () ?
1 ()
or,  a e
o herie,

? H(j)() ? 1 () ? () ?
o ha () := 1 () viee
a a func ion of ha he in erpre a ion of a maximal gain
of he y em a frequency . I i for hi reaon ha a plo of () i h R can be
viee
a a mul ivariable generaliza ion of he Bo
e
iagram!
Defini ion 5.26 Le H() be a  able mul ivariable ranfer func ion. The H norm
of
H() i
efine
a
? H() ? := up
R
(H(j)).
Wi h hi
efini ion e ob ain he na ural generaliza ion of he reul  of ec
ion 5.3 for
mul ivariable y em. In
ee
, e have he folloing mul ivariable analog of he
orem 5.16:
Theorem 5.27 Le T = R + or T = R be he ime e . For a  able mul ivariable r
anfer
func ion H() he L 2 in
uce
norm an
he poer in
uce
norm i equal o he H
norm
of H(). Tha i,
? H ? (2,2) =? H ? po =? H() ?
The
eriva ion of hi reul i o a large ex en imilar o he one given in (
5.23). An
example of a mul ivariable Bo
e
iagram i
epic e
in Figure 5.4.
The bo om line of hi ubec ion i herefore ha he L 2 in
uce
opera or n
orm an

he poer in
uce
norm of a y em i equal o he H norm of i  ranfer func io
n.
5.4.3 The H 2 norm for mul ivariable y em
The H 2 norm of a p m ranfer func ion H() i
efine
a follo.
Defini ion 5.28 Le H() be a  able mul ivariable ranfer func ion of
imenio
n pm.
The H 2 norm of H() i
efine
a
? H() ? H 2 =
? 1
2
?

race[H (j)H(j)]

? 1/2
.
58 CHAPTER 5. SIGNAL SPACES AND NORMS
10
3
10
2
10
1
10
0
10
1
30
20
10
0
10
20
30
40

Frequency (ra
/ec)
Singular Value
B
Figure 5.4: The ingular value of a ranfer func ion
Here, he race of a quare ma rix i he um of he en rie a i 
iagonal. The
ra ionale
behin
hi
efini ion i a very imple one an
very imilar, in piri , o he
i
ea behin

he H 2 norm of a calar value

ranfer func ion. For ingle inpu ingle ou pu
y em
he quare of he H 2 norm of a ranfer func ion H() i equal o he energy in
he impule
repone of he y em. For a y em i h m inpu  e can coni
er m impule re
pone
by pu ing an impulive inpu a he i h inpu channel (i = 1,...,m) an
a chin
g he
correpon
ing ou pu , ay y (i) , hich i a p
imenional energy ignal for eac
h uch inpu .
We ill
efine he quare
H 2 norm of a mul i variable y em a he um of he
energie
of he ou pu  y (i) a a reflec ion of he o al energy. Preciely, le u
efine
m impulive
inpu , he i h being
u (i) ( ) =

0
.
.
.
( )
0
.
.
.
0

here he impule ( ) appear a he i h po . The correpon

ing ou pu i a p

imen
ional ignal hich e ill
eno e by y (i) ( ) an
hich ha boun
e
energy if
he y em
5.4. MULTIVARIABLE GENERALIZATIONS 59
i aume
o be  able. The quare of i  o norm i given by
? y (i) ? 2
2
:=
?

p
?
j=1
|y (i)
j
( )| 2

here y (i)
j

eno e he j h componen of he ou pu
ue o an impulive inpu a he i h

inpu channel.
The H 2 norm of he ranfer func ion H() i no hing ele han he quare roo
of he
um of he o norm of hee ou pu . Tha i:
? H() ? 2
H 2
=
m
?
i=1
? y (i) ? 2
2 .
In a  ocha ic e ing, an m
imenional ( a ionary)  ocha ic proce a
mi 
an
m
imenional mean = E[u( )] hich i i in
epen
en of , herea i  econ
or

er
momen  E[u( 1 )u( 2 ) T ] no
efine m m ma rice hich only
epen
on he i
me
if
ference 1 2 . A in he previou ec ion, e
erive ha he infini e horizo
n RMS value
equal he H 2 norm of he y em, i.e.,
?H? 2
RMS
=
?

race[h( )h T ( )]
= ?H? 2
H 2 .
60 CHAPTER 5. SIGNAL SPACES AND NORMS
5.5 Exercie
1. Coni
er he folloing con inuou ime ignal an

e ermine heir ampli u
e
(?
? ), their energy (? ? 2 ) and their L 1 norm (? ? 1 ).
(a) x(t) =
?
0 or t < 0
1
1+t
or t 0
(b) x(t) = cos(2t) or ixed real reuency  > 0.
(c) x(t) = ex(|t|) for fixed . Distinguish the cses where > 0, < 0 nd
= 0.
2. This exercise is minly ment to fmilirize you with vrious routines nd pr
ocedures
in MATLAB. This exercise involves  single input single output control scheme n
d
should be viewed s  prelude for the multivrible control scheme of n exercise
below.
Consider  single input single output system described by the trnsfer function
P(s) =
s
(s + 1)(s + 2) .
The system P is controlled by the constnt controller C(s) = 1. We consider the
usul feedbck interconnection of P nd C s described erlier.
() Determine the H norm of the system P.
Hint: You cn represent the plnt P in MATLAB by introducing the numertor
(teller) nd the denomintor (noemer) polynomil coefficients seprtely. Since
(s + 1)(s + 2) = s 2 + 3s + 2 the denomintor polynomil is represented by  vr
i

ble den=[1 3 2] (coefficients lwys in descending order). Similrly, the numer

tor
polynomil of P is represented by num=[0 1 0]. The H norm of P cn now be
red from the Bode plot of P by invoking the procedure bode(num,den).
(b) Determine the H norm of the sensitivity S, the complementry sensitivity T
nd the control sensitivity R of the closed loop system.
Hint: The feedbck interconnection of P nd C cn be obtined by the MATLAB pro
cedures feedbk or feedbck. After reding the help informtion bout this proced
ure
(help feedbk) we lern tht the procedure requires stte spce representtions o
f P
nd C nd produces  stte spce representtion of the closed loop system. Mke
sure
tht you use the right type option to obtin S,T nd R, respectively. A stte spc
e
representtion of P cn be obtined, e.g., by invoking the routine tf2ss (trnsfe
r to
stte spce). Thus, [,b,c,d]= tf2ss(num,den) gives  stte spce description of
P.
If you prefer  trnsfer function description of the closed loop to determine th
e H
norms, then try the conversion routine ss2tf. See the corresponding help inform
tion.
Chpter 6
Weighting filters
6.1 The use of weighting filters
6.1.1 Introduction
The H norm of n input output system hs been shown to be equl to
? H(s) ? = sup
R
(H(j)) = up
uL 2
? H(u) ? 2
? u ? 2
The H norm herefore in
ica e he maximal gain of he y em if he inpu  are
al
loe
o vary over he cla of ignal i h boun
e
o norm. The frequency
ep
en
en
maximal ingular value (), viee
a a func ion of , provi
e obviouly more
e ail
e

informa ion abou he gain charac eri ic of he y em han he H norm only.
For example, if a y em i knon o be all pa, meaning ha he o norm of
he
ou pu i equal o he o norm of he inpu for all poible inpu  u, hen a
every
frequency he maximal gain (H(j)) of he y em i con an an
equal o he H
norm ? H() ? . The y em i hen ai
o have a fla pec rum. Thi in con ra
o
lo pa or high pa y em in hich he func ion () vanihe(or i a enua e
)
a
high frequencie an
lo frequencie, repec ively.
I i hi func ion, (j), ha i ex enively manipula e
in H con rol y em
ei
gn
o mee
eire
performance objec ive. Thee manipula ion are carrie
ou by c
hooing
appropria e eigh  on he ignal en ering an
leaving a con rol configura ion
like for
example he one of Figure 6.1. The pecifica ion of hee eigh  i of crucial
impor ance
for he overall con rol
eign an
i one of he fe apec  in H robu con rol


eign ha
can no be au oma e
. The choice of appropria e eigh ing fil er i a ypical en
gineering
kill hich i bae
on a fe imple ma hema ical oberva ion, an
a goo
inigh
in he
performance pecifica ion one ihe o achieve.
6.1.2 Singular value loop haping
Coni
er he mul ivariable fee
back con rol y em of Figure 6.1 A men ione
be
fore,
he mul ivariable  abili y margin an
performance pecifica ion can be quan i
fie
by
coni
ering he frequency
epen
en ingular value of he variou cloe
loop 
y em
hich e can
i inguih in Figure 6.1
In hi configura ion e
i inguih variou cloe
loop ranfer func ion:
The eni ivi y
S = (I + PC) 1
61
62 CHAPTER 6. WEIGHTING FILTERS
r
6
e

C()
u
P()
?

y
?
?

Figure 6.1: Multivariable feedback configuration

w
ic
maps t
e reference signal r to t
e (real) tracking error r y (?= e in Fig.
6.1
because of !) and t
e disturbance d to y.
T
e complementary sensitivity
T = PC(I + PC) 1 = I S
w
ic
maps t
e reference signal r to t
e output y and t
e sensor noise to y.
T
e control sensitivity
R = C(I + PC) 1
w
ic
maps t
e reference signal r, t
e disturbance d and t
e measurement noise
to t
e control input u.
T
e maximal singular values of eac
of t
ese transfer functions S,T and R play a
n
important role in robust control design for multivariable systems. As is seen fr
om t
e
definitions of t
ese transfers, t
e singular values of t
e sensitivity S (viewed
as function
of frequency R)
e ermine bo h he racking performance a ell a he
i urban
ce
a enua ion quali y of he cloe
loop y em. Similarly, he ingular value of
he com
plemen ary eni ivi y mo
el he amplifica ion (or a enua ion) of he enor no
ie to

t
e closed loop output y for eac
frequency, w
ereas t
e singular values of t
e
control sen
sitivity give insig
t for w
ic
frequencies t
e reference signal
as maximal (or
minimal)
effect on t
e control input u.
All our H control designs will be formulated in suc
a way t
at
an optimal controller will be designed so as to minimize t
e H norm of a
multivariable closed loop transfer function.
Once a control problem
as been specified as an optimization problem in w
ic
t

e H
norm of a (multivariable) transfer function needs to be minimized, t
e actual co
mputation
of an H optimal controller w
ic
ac
ieves t
is minimum is surprisingly easy, fas
t and
reliable. T
e algorit
ms for t
is computation of H optimal controllers will be t

e subject
of C
apter 8. T
e most time consuming part for a well performing control system
using
H optimal control met
ods is t
e concise formulation of an H optimization proble
m.
T
is formulation is required to include all our a priori knowledge concerning si
gnals of
interest, all t
e (sometimes conflicting) performance specifications, stability
requirements
and, definitely not least, robustness considerations wit
respect to parameter v
ariations
and model uncertainty.
Let us consider a simplified version of an H design problem. Suppose t
at a plan
t P
is given and suppose t
at we are interested in minimizing t
e H norm of t
e sens
itivity
6.1. THE USE OF WEIGHTING FILTERS 63
S = (I +PC) 1 over all controllers C t
at stabilize t
e plant P. T
e H optimal co
ntrol
problem t
en amounts to determine a stabilizing controller C opt suc
t
at
min
C stab
? S(s) ? = ? (I + PC opt ) 1 ?
Suc
a controller t
en deserves to be called H optimal. However, it is by no mea
ns clear
t
at t
ere exists a controller w
ic
ac
ieves t
is minimum. T
e minimum is t
erefo
re
usually replaced by an infimum and we need in general to be satisfied wit
a stabi
lizing
controller C opt suc
t
at
opt := inf
C stab
? S(s) ? (6.1)
? (I + PC opt ) 1 ? (6.2)
. (6.3)
where opt is a prespecified number which we like to (and are able to) choose as
close
as possible to the optimal value opt . For obvious reasons, C opt is called a su
boptimal H
controller, and this controller may clearly depend on the specified value of .
Suppose that a controller achieves that ? S(s) ? . It then follows that for all
frequencies R
(S(j)) ? S() ? (6.4)
Thus is an upperbound of the maximum sinular value of the sensitivity at each f
requency

 R. Conclu
e from (6.4) an
he general proper ie of ingular value, ha he
racking
error r y (in erpre e
a a frequency ignal) hen a ifie
? r() y() ? (S(j)) ? r() ? (6.5)
? r() ?
In hi
eign, no frequency
epen
en a priori informa ion concerning he refer
ence
ignal r or frequency
epen
en performance pecifica ion concerning he racki
ng error
r y ha been incorpora e
. The inequali ie (6.5) hol
for all frequencie.
The effec of inpu eigh ing
Suppoe ha he reference ignal r i knon o have a ban
i h [0, r ]. Then ine
qual
i y (6.5) i only in ere ing for frequencie [0, r ], a frequencie larger han
r are
no likely o occur. Hoever, he con roller a
eigne
o achieve (6.4) for a
ll R
an

i
no ake ban
i h pecifica ion of he reference ignal in o accoun . I
f e
efine
a  able ranfer func ion V () i h i
eal frequency repone
V (j) =
?
1 if [ r , r ];
0 o herie
hen he ou pu  of uch a fil er are ban
limi e
ignal i h ban
i h [0, r ],
i.e. for
any r ? L 2 he ignal
r() = V ()r ? ()
ha ban
i
h [0, r ]. (See Figure 6.2). In ea
of minimizing he H norm of he
eni ivi y S() e no coni
er minimizing he H norm of he eigh e
eni ivi
y
S()V (). In Figure 6.3 e ee ha hi amoun  o inclu
ing he ranfer func
ion V ()
64 CHAPTER 6. WEIGHTING FILTERS
|V (j)|
1
0 r r
Figure 6.2: I
eal lo pa fil er
V ()
r ?
r
6
e
C()
u
P()
?

y
?

Figure 6.3: Application of an input weig
ting filter

in t
e diagram of Figure 6.1 and considering t
e new reference signal r ? as input
instead
of r. T
us, instead of t
e criterion (6.4), we now look for a controller w
ic
a

c
ieves t
at
? S(s)V (s) ?
where 0. Observe that for the ideal low pass filter V this implies that
? S(s)V (s) ? = max

(S(j)V (j))
= max
|| r
(S(j))

(6.6)
Thus, is now an upperbound of the maximum sinular value of the sensitivity for
fre
quencies belonging o he re ric e
in erval [ r , r ]! Conclu
e ha i h hi i

eal
fil er V
he minimiza ion of he H norm of he eigh e
eni ivi y correpon
 o
minimiza ion of he maximal ingular value () of he eni ivi y func ion for
frequencie [ r , r ].
The racking error r y no a ifie for all R he inequali ie
? r() y() ? = ? S(j)V (j)r ? () ?
? S(j) ? ? V (j)r ? () ?
(S(j)) ? r() ?
|V
1 (j)| ? r() ?
(6.7)
here r i no a ban
limi e
reference ignal, an

|V
1 (j)| =
1
|V (j)|
hich i o be in erpre e
a henever V (j) = 0. For hoe frequencie (|| > r in
hi example) he
eigne
con roller
oe no pu a limi o he racking error
for hee
frequencie
i
no appear in he reference ignal r.
6.1. THE USE OF WEIGHTING FILTERS 65
The la inequali y in (6.7) i he mo ueful one an
i follo from he more
general
oberva ion ha , henever ? S()V () ? with V a square stable transfer functio
n
whose inverse V
1
is aain stable, then for all R here hol

[S(j)] = [S(j)V (j)V
1 (j)]
[S(j)V (j)] [V
1 (j)]
[V
1 (j)]
We hu come o he impor an concluion ha
a con roller C hich achieve ha he eigh e
eni ivi y
? S()V () ?
results in a closed loop system in which
(S(j)) [V
1 (j)]
(6.8)
Remark 6.1 Thi concluion hol
 for any  able eigh ing fil er V () hoe inv
ere
V
1 () i again a  able ranfer func ion. Thi i que ionable for he i
eal fil

 er V e
ue
here o illu ra e he effec , becaue for > r he invere fil er V (j) 1 can
be
qualifie
a un able. In prac ice e ill herefore chooe fil er hich have a
ra ional
ranfer func ion being  able, minimum phae an
biproper. An al erna ive fir
or
er
fil er for hi example coul
hu have been e.g. V () =
(+100 r )
100(+ r ) .
Remark 6.2 I i a  an
ar
proper y of he ingular value
ecompoi ion ha ,h
enever
V
1 (j) exi ,
[V
1 (j)] =
1
[V (j)]
here
eno e he malle ingular value.
The effec of ou pu eigh ing
In he previou ubec ion e coni
ere
he effec of applying a eigh ing fil
er for an
inpu ignal. Likeie, e can alo
efine eigh ing fil er on he ou pu igna
l hich
occur in a cloe
loop configura ion a in Figure 6.1.
We coni
er again (a an example) he eni ivi y S() viee
a a mapping from
he reference inpu r o he racking error r y = e, hen e fully
iregar
for
he
momen he meauremen noie . A straig
tforward H design would minimize t
e H
norm of t
e sensitivity S(s) and result in t
e upperbound (6.5) for t
e tracking
error.
We could,
owever, be interested in minimizing t
e spectrum of t
e tracking erro
r at
specific frequencies only. Let us suppose t
at we are interested in t
e tracking
error e at
frequencies only, here > 0 an
> 0
efine a loer an
upperboun
. A
in he previou ubec ion, e in ro
uce a ne ignal
e ? () = W()e()
here W i a ( able) ranfer func ion hoe frequency repone i i
eally
efi
ne
by he
ban
pa fil er
W(j) =
?
1 if || ;
0 o herie
66 CHAPTER 6. WEIGHTING FILTERS
6
|W(j)|

0

1
Figure 6.4: I
eal ban
pa fil er
r
6
e 6
W

6
e ?
C()
u
P()
?

y
Figure 6.5: Applica ion of an ou pu eigh ing fil er
an

epic e
in Figure 6.4. In ea
of minimizing he H norm of he eni ivi y
S()
e coni
er minimizing he H norm of he eigh e
eni ivi y W()S(). In Figur
e 6.5
i i hon ha hi amoun  o inclu
ing he ranfer func ion W() in he
ia
gram of
Figure 6.1 (here e pu = 0) and considering t
e new output signal e ? . A contro
ller
w
ic
ac
ieves an upperbound on the weihted sensitivity
? W(s)S(s) ?
accomplishes, as in (6.6), that
? W(s)S(s) ? = max

(W(j)S(j))
= max

(S(j))

(6.9)
which provides an upperbound of the maximum sinular value of the sensitivity fo
r fre
quencies belonging o he re ric e
in erval . The racking error e a ifie
again he inequali ie (6.7), i h V replace
by W an
i houl
no be urprii
ng ha he
ame concluion concerning he upperboun
of he pec rum of he eni ivi y S
hol
. In
par icular, e fin
imilar o (6.8) ha for all R here hol

(S(j)) [W 1 (j)] (6.10)
provi
e
he  able eigh ing fil er W() ha an invere W 1 () hich i again 
able.
6.1.3 Implica ion for con rol
eign
In hi ec ion e ill commen on ho he foregoing can be ue
for
eign purp
oe. To
hi en
, here are a fe impor an oberva ion o make.
6.1. THE USE OF WEIGHTING FILTERS 67
For one hing, e hoe
in ubec ion 6.1.2 ha by chooing he frequency rep
one
of an inpu eigh ing fil er V () o a o mo
el he frequency charac eri ic of
he
inpu ignal r, he a priori informa ion of hi reference ignal ha been incor
pora e

in he con roller
eign. By
oing o, he minimiza ion of he maximum ingular
value of he eni ivi y S() ha been refine
(like in (6.6)) o he frequency
in erval
of in ere . Clearly, e can
o hi for any inpu ignal.
Secon
ly, e ob aine
in (6.8) an
in (6.10) frequency
epen
en upperboun
 for
he maximum gain of he eni ivi y. Chooing V (j) (or W(j)) appropria ely,
enable one o pecify he frequency a enua ion of he cloe
loop ranfer fun
c ion

( he eni ivi y in hi cae). In

ee
, chooing, for example, V (j) a lo pa
ranfer
func ion implie ha V
1 (j) i a high pa upper boun
on he frequency pec rum
of he cloe
loop ranfer func ion. Uing (6.8) hi implie ha lo frequenc
ie of
he eni ivi y are a enua e
an
ha he frequency charac eri ic of V ha ha
pe

he frequency charac eri ic of S. The ame kin

of loop haping can be achieve

by ei her chooing inpu or ou pu eigh ing.

Thir
ly, by applying eigh ing fac or o bo h inpu ignal an
ou pu ignal
e can minimize (for example) he H norm of he o i
e
eigh e
eni ivi y
W()S()V (), i.e., a con roller coul
be
eigne
o a o achieve ha
? W()S()V () ?
for some > 0. Provided the transfer functions V (s) and W(s) have stable inverse
s,
this leads to a frequency dependent upperbound for the oriinal sensitivity. Pre
cisely,
in this case
(S(j)) [V
1 (j)] [W 1 (j)]
(6.11)
from hich e ee ha he frequency charac eri ic of he eni ivi y i hape

by bo h V a ell a W. I i preciely hi formula ha provi

e you i h a
eal h of
eign poibili ie! Once a performance requiremen for a cloe
loop
ranfer func ion (le  ay he eni ivi y S()) i pecifie
in erm of i  fr
equency
charac eri ic, hi charac eri ic nee
 o be mo
ele
by he frequency repone
of he pro
uc V
1 (j)W 1 (j) by chooing he inpu an
ou pu fil er V an

W appropria ely. A con roller C() ha boun

 he H norm of he eigh e

eni ivi y W()S()V () hen achieve he

eire
charac eri ic by equa ion (
6.11).
The eigh ing fil er V an
W on inpu an
ou pu ignal of a cloe
loop ran
fer
func ion give herefore he poibili y o hape he pec rum of ha pecific c
loe
loop
ranfer. Once hee fil er are pecifie
, a con roller i compu e
o minimize
he H
norm of he eigh e
ranfer an
reul  in a cloe
loop ranfer hoe pec r
um ha
been hape
accor
ing o (6.11).
In he example of a eigh e
eni ivi y, he con roller C i hu compu e
o e
 ablih
ha
filt := inf
C stab
? W(s)S(s)V (s) ? (6.12)
? W(s)(I + PC) 1 V (s) ? (6.13)
. (6.14)
for some > 0 which is as close as possible to filt (which depends on the plant P
and
the choice of the weithin filters V and W). To find such a larer than or equa
l to the
68 CHAPTER 6. WEIGHTING FILTERS
unknown and optimal filt is the subject of Chapter 8, but what is important here
is that
the resultin sensitivity satisfies (6.11).
By incorporatin weihtin filters to each input and output sinal which is of i
nterest

in the closed loop control confiuration, we arrive at extended confiuration di

arams such
as the one shown in Fiure 6.6.
r ?
V r
r
e
W e
e ?
6
v
C(s)
u 6
W u
6
u ?
P(s)
?
d
V d
?
d ?
y
W y
y
?
?
?
V
?
?
6
?
Figure 6.6: Extended configuration diagram
General guidelines on
ow to determine input and output weig
tings can not be gi
ven,
for eac
application requires its own performance specifications and a priori in
formation
on signals. Alt
oug
t
e c
oice of weig
ting filters influences t
e overall cont
roller design,
t
e c
oice of an appropriate filter is to a large extent subjective. As a genera
l warning,

owever, one s
ould try to keep t
e filters of as low a degree as possible. T
is
, because t
e
order of a controller C t
at ac
ieves inequality (6.12) is, in general, equal to
t
e sum of t
e
order of t
e plant P, and t
e orders of all input weig
tings V and output weig
t
ings W.
T
e complexity of t
e resulting controller is t
erefore directly related to t
e
complexity
of t
e plant and t
e complexity of t
e c
osen filters. Hig
order filters lead t
o
ig
order

controllers, w
ic
may be undesirable.

More about appropriate weig
ting filters and t
eir interactive effects on t
e fi
nal so
lution in a complicated sc
eme as Fig. 6.6 follows in t
e next c
apters.
6.2 Robust stabilization of uncertain systems
6.2.1 Introduction
T
e t
eory of H control design is model based. By t
is we mean t
at t
e design o
f a
controller for a system is based on a model of t
at system. In t
is course we wi
ll not
address t
e question
ow suc
a model can be obtained, but any modeling procedur
e
will, in practice, be inaccurate. Depending on our modeling efforts, we can in g
eneral
expect a large or small discrepancy between t
e be
avior of t
e (p
ysical) syste
m w
ic

we wis
to control and t
e mat
ematical model we obtained. T
is discrepancy betw
een
t
e be
avior of t
e p
ysical plant and t
e mat
ematical model is responsible for
t
e fact
t
at a controller, we designed optimally on t
e basis of t
e mat
ematical model,
need not
fulfill our optimality expectations once t
e controller is connected to t
e p
ys
ical system.
It is easy to give examples of systems in w
ic
arbitrary small parameter variat
ions of
plant parameters, in a stable closed loop system configuration, fully destroy t

e stability
properties of t
e system.
6.2. ROBUST STABILIZATION OF UNCERTAIN SYSTEMS 69
Robust stability refers to t
e ability of a closed loop stable system to remain
stable in
t
e presence of modeling errors. For t
is, one needs to
ave some insig
t in t
e
accuracy
of a mat
ematical model w
ic
represents t
e p
ysical system we wis
to control.
T
ere
are many ways to do t
is:
One can take a stoc
astic approac
and attac
a certain likeli
ood or probabilit
y
to t
e elements of a class of models w
ic
are assumed to represent t
e unknown,
(often called true) system.
One can define a class of models eac
of w
ic
is equally acceptable to model t

e
unknown p
ysical system
One can select one nominal model toget
er wit
a description of its uncertainty
in
terms of its parameters, in terms of its frequency response, in terms of its imp
ulse
response, etc. In t
is case, t
e uncertain part of a process is modeled separate
ly
from t
e known (nominal) part.
For eac
of t
ese possibilities a quantification of model uncertainty is necessa
ry and es
sential for t
e design of controllers w
ic
are robust against t
ose uncertainti
es.
In practice, t
e design of controllers is often based on various iterations of t

e loop
data collection modeling controller design validation
in w
ic
improvement of performance of t
e previous iteration is t
e main aim.
In t
is c
apter we analyze robust stability of a control system. We introduce va

rious
ways to represent model uncertainty and we will study to w
at extent t
ese uncer
tainty
descriptions can be taken into account to design robustly stabilizing controller
s.
6.2.2 Modeling model errors
It may sound somew
at paradoxial to model dynamics of a system w
ic
one deliber
ately
decided not to take into account in t
e modeling p
ase. Our purpose
ere will be
to only
provide upperbounds on modeling errors. Various approac
es are possible
model errors can be quantified in t
e time domain. Typical examples include de
scriptions of variations in t
e p
ysical parameters in a state space model.
alternatively, model errors can be quantified in t
e frequency domain by analyzi
ng
perturbations of transfer functions or frequency responses.
We will basically concentrate on t
e latter in t
is c
apter. For frequency domai
n model
uncertainty descriptions one usually distinguis
es two approac
es, w
ic
lead to
different
researc
directions:
Unstructured uncertainty: model uncertainty is expressed only in terms of upper
bounds on errors of frequency responses. No more information on t
e origin of t

e
modeling errors is used.
Structured uncertainty: apart from an upperbound on t
e modeling errors, also t

e
specific structure in uncertainty of parameters is taken into account.
For t
e analysis of unstructured model uncertainty in t
e frequency domain t
ere
are
four main uncertainty models w
ic
we briefly review.
70 CHAPTER 6. WEIGHTING FILTERS
Additive uncertainty
T
e simplest way to represent t
e discrepancy between t
e model and t
e true sys
tem is
by taking t
e difference of t
eir respective transfer functions. T
at is,
P t = P + P (6.15)
where P is the the nominal model, P t is the true or perturbed model and P is the
additive
perturbation. In order to comply with notations in earlier chapters and to stres
s the relation
with the next input multiplicative perturbation description, we use the notation
P as
one mathematical object to display the perturbation of the nominal plant P. Addi
tive
perturbations are pictorially represented as in Figure 6.7.
P
+
P
?
+
Figure 6.7: Additive perturbations
Multiplicative uncertainty
Model errors may also be represented in the relative or multiplicative form. We
distinguish
the two cases

P t = (I + )P = P + P = P + P (6.16)
P t = P(I + ) = P + P = P + P (6.17)
where P is the nominal model, P t is the true or perturbed model and is the rela
tive
perturbation. Equation (6.16) is used to represent output multiplicative uncerta
inty, equa
tion(6.17) represents input multiplicative uncertainty. Input multiplicative unc
ertainty is
well suited to represent inaccuracies of the actuator being incorporated in the
transfer P.
Analogously, the output multiplicative uncertainty is a proper means to represen
t noise
effects of the sensor. (However, the real output y should be still distinguishab
le from
the measured output y + ). T
e situations are depicted in Figure 6.8 and Figure 6
.9,
respectively. Note t
at for single input single output systems t
ese two multipl
icative
uncertainty descriptions coincide. Note also t
at t
e products P and P in 6.16 and
6.17 can be interpreted as additive perturbations of P.
Remark 6.3 We also emphasize that, at least for single input single output syste
ms, the
multiplicative uncertainty description leaves the zeros of the perturbed system
invariant.
The popularity of multiplicative model uncertainty description is for this reaso
n difficult to
understand for it is well known that an accurate identification of the zeros of
a dynamical
system is a non trivial and very hard problem in system identification.
6.2. ROBUST STABILIZATION OF UNCERTAIN SYSTEMS 71
P
+

?
+
Figure 6.8: Output multiplicative uncertainty
6
+

?
P
Figure 6.9: Input multiplicative uncertainty
Feedback multiplicative uncertainty
In few applications one encounters feedback versions of the multiplicative model
uncer
tainties. They are defined by
P t = (I + ) 1 P (6.18)
P t = P(I + ) 1 (6.19)
and referred to as the output feedback multiplicative model error and the input
feedback
multiplicative model error. We will hardly use these uncertainty representations
in this

course, and mention them only for completeness. The situation of an output feedb
ack
multiplicative model error is depicted in Figure 6.10. Note that the sign of the
feedback
addition from is irrelevant, because the phase of will not be taken into account
when
considering norms of .
P
?

?
Figure 6.10: Output feedback multiplicative uncertainty
72 CHAPTER 6. WEIGHTING FILTERS
Coprime factor uncertainty
Coprime factor perturbations have been introduced to cope with perturbations of
unstable
plants. Any (multivariable rational) transfer function P can be factorized as P
= ND 1
in such a way that
both N and D are stable transfer functions.
D is square and N has the same dimensions as P.
there exist stable transfer functions X and Y such that
XN + Y D = I
which is known as the Bezout equation, Diophantine equation or even Aryabhattas
identity.
Such a factorization is called a (right) coprime factorization of P.
Remark 6.4 The terminology comes from number theory where two integers n and d a
re
called coprime if 1 is their common greatest divisor. It follows that n and d are
coprime
if and only if there exist integers x and y such that xn + yd = 1.
A left coprime factorization has the following interpretation. Suppose that a no
minal
plant P is factorized as P = ND 1 . Then the input output relation defined by P s
atisfies
y = Pu = ND 1 u = Nv
where we defined v = D 1 u, or, equivalently, u = Dv. Now note that, since N and
D are
stable, the transfer function
? N
D
?
: v ?
? y
u
?
(6.20)
is stable as well. We have seen that such a transfer matrix maps L 2 signals to
L 2 signals.
We can thus interpret (6.20) as a way to generate all bounded energy input outpu
t signals
u and y which are compatible with the plant P. Indeed, any element v in L 2 gene
rates via
(6.20) an input output pair (u,y) for which y = Pu, and conversely, any pair (u,
y) L 2
satisfying y = Pu is generated by plugging in v = D 1 u in (6.20).
Example 6.5 The scalar transfer function P(s) =

(s1)(s+2)
(s3)(s+4)
has a coprime factorization
P(s) = N(s)D 1 (s) with
N(s) =
s 1
s + 4 ;
D(s) =
s 3
s + 2
Let P = ND 1 be a right coprime factorization of a nominal plant P. Coprime facto
r
uncertainty refers to perturbations in the coprime factors N and D of P. We defi
ne a
perturbed model
P t = (N + N )(D + D ) 1 (6.21)
where
:=
?
N
D ?
reflects the perturbation of the coprime factors N and D of P. The next Fig. 6.1
1 illustrates
this right coprime uncertainty in a block scheme.
6.2. ROBUST STABILIZATION OF UNCERTAIN SYSTEMS 73
D 1 N
D N
6
? ?
?
?
u
y
v
Figure 6.11: Right coprime uncertainty.
Remark 6.6 It should be emphasized that the coprime factors N and D of P are by
no means unique! A plant P admits many coprime factorizations P = ND 1 and it is
therefore useful to introduce some kind of normalization of the coprime factors
N and D.
It is often required that the coprime factors should satisfy the normalization
D D + N
N = I
This defines the normalized right coprime factorization of P and it has the inte
rpretation
that the transfer defined in (6.20) is all pass.
6.2.3 The robust stabilization problem
For each of the above types of model uncertainty, the perturbation is a transfer
function
which we assume to belong to a class of transfer functions with an upperbound on
their
H norm. Thus, we assume that
? ?
1

where 0. 1 Lare values of therefore allow for small upper bounds on the norm of
, whereas small values of allow for lare deviations of P. Note that if then the
H norm of is required to be zero, in which case perturbed models P t coincide wi
th
the nominal model P.

For a given nominal plant P this class of perturbations defines a class of pertu
rbed
plants
P t , ? ?
1

which depends on the particular model uncertainty structure.

Consider the feedback confiuration of Fiure 6.12 where the plant P has been re
placed
by the uncertain plant P t . We will assume that the controller C stabilizes thi
s system if
= 0, that is, we assume that the closed loop system is asymptotically stable for
the
nominal plant P. An obvious question is how large ? ? can become before the clos
ed
loop system becomes unstable. The H norm of the smallest (stable) perturbation
which destabilizes the closed loop system of Figure 6.12 is called the stability
margin of
the system.
We can also turn this question into a control problem. The robust stabilization
problem
amounts to finding a controller C so that the stability margin of the closed loo
p system is
maximized. The robust stabilization problem is therefore formalized as follows:
1 The reason for taking the inverse 1
as an upperbound rather than will turn useful later.
74 CHAPTER 6. WEIGHTING FILTERS
r
6
C(s)
u
P t (s)
y
Fiure 6.12: Feedback loop with uncertain system
Find a controller C for the feedback confiuration of Fiure 6.12 such that C
stabilizes the perturbed plant P t for all ? ?
1

with > 0 as small as

possible (i.e., C makes the stability marin as lare as possible).
Such a controller is called robustly stabilizin or optimally robustly stabilizi
n for the
perturbed systems P t . Since this problem can be formulated for each of the unc
ertainty
descriptions introduced in the previous section, we can define four types of sta
bility mar
ins
The additive stability marin is the H norm of the smallest stable P for which
the configuration of Figure 6.12 with P t defined by (6.15) becomes unstable.
The output multiplicative stability margin is the H norm of the smallest stable
which destabilizes the system in Figure 6.12 with P t defined by (6.16).
The input multiplicative stability margin is similarly defined with respect to e
qua
tion (6.17) and
The coprime factor stability margin is analogously defined with respect to (6.21
) and

the particular coprime factorization of the plant P.

The main results with respect to robust stabilization of dynamical systems follo
w in
a straightforward way from the celebrated small gain theorem. If we consider in
the
configuration of Figure 6.12 output multiplicative perturbed plants P t = (I + )P
then
we can replace the block indicated by P t by the configuration of Figure 6.8 to
obtain the
system depicted in Figure 6.13.
r
+

6
C(s)
u
P(s)
v w

?
y
Figure 6.13: Robust stabilization for multiplicative perturbations
To study the stability properties of this system we can equivalently consider th
e system
of Figure 6.14 in which M is the system obtained from Figure 6.13 by setting r =
0 and
pulling out the uncertainty block .
6.2. ROBUST STABILIZATION OF UNCERTAIN SYSTEMS 75
M

?
Figure 6.14: Small gain configuration
For the case of output multiplicative perturbations M maps the signal w to v and
the
corresponding transfer function is easily seen to be
M = T = PC(I + PC) 1
i.e., M is precisely the complementary sensitivity transfer function 2 . Since w
e assumed
that the controller C stabilizes the nominal plant P it follows that M is a stab
le transfer
function, independent of the perturbation but dependent on the choice of the con
troller
C.
The stability properties of the configuration of Figure 6.13 are determined by t
he small
gain theorem (Zames, 1966):
Theorem 6.7 (Small gain theorem) Suppose that the systems M and are both sta
ble. Then the autonomous system determined by the feedback interconnection of Fi
g
ure 6.14 is asymptotically stable if
? M ? < 1
For a given controller C the small gain theorem therefore guarantees the stabili
ty of
the closed loop system of Figure 6.14 (and thus also the system of Figure 6.13)

provided
is stable and satisfies for all R
(M(j)(j)) < 1.
For SISO y em hi ranla e in a con
i ion on he abolu e value of he fr
equency
repone of M an
. Precisely, for all R e houl
have ha
(M) = |M| = |M||| = (M) ()
(where we omitted the argument j in each ranfer) o guaran ee he  abili y of
he cloe

loop y em. For MIMO y em e ob ain, by uing he ingular value
ecompoi i
on,
ha for all R
(M) = (Y M M U
M Y U
) (M) ()
(where again every transfer is supposed to be evaluated at j) an
he maximum i
reache
for Y = U M that can always be accomplished without affecting the constr
aint
? ? <
1
. Hence, to obtain robust stability we have to uarantee for both SISO and
MIMO systems that
[M(j)] [(j)] < 1
2 Like in chap er 3 ac ually M = T, bu he ign i irrelevan a i can be incor
pora e
in .
76 CHAPTER 6. WEIGHTING FILTERS
for all R. S a e
o herie
[(j)] <
1
[M(j)] .
(6.22)
for all R.
6.2.4 Robu  abiliza ion: main reul 
Robu  abiliza ion un
er a

i ive per urba ion

Carrying ou he above analyi for he cae of a

i ive per urba ion lea

 o
he folloing
main reul on robu  abiliza ion in he preence of a

i ive uncer ain y.

Theorem 6.8 (Robu  abiliza ion i h a

i ive uncer ain y) A con roller C  a

bilize P = P + P for all ? P ? <
1

if and only if
C stabilizes the nominal plant P
? C(I + PC) 1 ? .
Remark 6.9 Note that the transfer function R = C(I + PC) 1 is the control sensiti
vity
of the closed loop system. The control sensitivity of a closed loop system there
fore reflects
the robustness properties of that system under additive perturbations of the pla
nt!
The interpretation of this result is as follows
The smaller the norm of the control sensitivity, the reater will be the norm of
the
smallest destabilizin additive perturbation. The additive stability marin of t
he
closed loop system is therefore precisely the inverse of the H norm of the contr
ol
sensitivity
1

? C(I + PC) 1 ?
If we like to maximize the additive stability marin for the closed loop system,
then
we need to minimize the H norm of the control sensitivity R(s)!
Theorem 6.8 can be refined by considerin for each frequency R he maximal
alloable per urba ion P which makes the system of Figure 6.12 unstable. If we as
sume
that C stabilizes the nominal plant P then the small gain theorem and (6.22) yie
lds that
for all additive stable perturbations P for which
[P(j)] <
1
[R(j)]
he cloe
loop y em i  able. Fur hermore, here exi  a per urba ion P righ
t on
the boundary (and certainly beyond) with
[P(j)] =
1
[R(j)]
hich
e abilize he y em of Figure 6.12.
6.2. ROBUST STABILIZATION OF UNCERTAIN SYSTEMS 77
Robu  abiliza ion un
er mul iplica ive per urba ion
For mul iplica ive per urba ion, he main reul on robu  abiliza ion alo f
ollo a a

irec conequence of he mall gain heorem, an

rea
 a follo for he cla
of ou pu
mul iplica ive per urba ion.
Theorem 6.10 (Robu  abiliza ion i h mul iplica ive uncer ain y) A con roller
C  abilize P = (I + )P for all ? ? <
1

if and only if
C stabilizes the nominal plant P
? PC(I + PC) 1 ? .
Remark 6.11 We reconize the transfer function T = PC(I + PC) 1 = I S to be
the complementary sensitivity of the closed loop system. The complementary sensi
tivity
of a closed loop system therefore reflects the robustness properties of that sys
tem under
multiplicative perturbations of the plant!
The interpretation of this result is similar to the foreoin robustness theorem
:
The smaller the norm of the complementary sensitivity T(s), the reater will be
the
norm of the smallest destabilizin output multiplicative perturbation. The outpu
t
multiplicative stability marin of the closed loop system is therefore the inver
se of
the H norm of the complementary sensitivity
1
? PC(I + PC) 1 ?
By minimizin the H norm of the complementary sensitivity T(s) we achieve a
closed loop system which is maximally robust aainst output multiplicative pertu
r
bations.
Theorem 6.10 can also be refined by considerin for each frequency R he maximal
alloable per urba ion which makes the system of Figure 6.12 unstable. If we ass
ume
that C stabilizes the nominal plant P then all stable output multiplicative pert
urbations

 for which
[(j)] <
1
[T(j)]
leave he cloe
loop y em  able. Moreover, here exi  a per urba ion right
on the
boundary, so:
[(j)]
1
[T(j)]
hich
e abilize he y em of Figure 6.12.
Robu  abiliza ion un
er fee
back mul iplica ive per urba ion
For fee
back mul iplica ive per urba ion, he main reul  are a follo
Theorem 6.12 (Robu  abiliza ion i h fee
back mul iplica ive uncer ain y)
A con roller C  abilize P = (I + ) 1 P for all ? ? <
1

if and only if
C stabilizes the nominal plant P
? (I + PC) 1 ? .
78 CHAPTER 6. WEIGHTING FILTERS
Remark 6.13 We reconize the transfer function S = (I + PC) 1 = I T to be the
sensitivity of the closed loop system.
The interpretation of this result is similar to the foreoin robustness theorem
and not
included here.
6.2.5 Robust stabilization in practice
The robust stabilization theorems of the previous section can be used in various
ways.
If there is no a priori information on model uncertainty then the frequency resp
onses
of the control sensitivity ( [R(j)]), he complemen ary eni ivi y ( [T(j)]) an

he eni ivi y ( [S(j)]) provi

e precie informa ion abou he maximal alloable
per urba ion [(j)] for hich he con rolle
y em remain aymp o ically  a
ble un
er (repec ively) a

i ive, mul iplica ive an

fee
back mul iplica ive pe
r ur
ba ion of he plan P. Graphically, e can ge inigh in he magni u
e of he
e
a
miable per urba ion by plo ing he curve
a

() =
1
[R(j)]
mul () =
1
[T(j)]
fee
() =
1
[S(j)]
for all frequency R. (hich correpon
 o mirroring he frequency repone of
[R(j)], [T(j)], an
[S(j)] aroun
he 0
B axi). The curve a

(), mul ()
an
fee
() hen provi
e an upperboun
on he alloable a

i ive, mul plica ive

an
fee
back mul iplica ive per urba ion per frequency R.
If, on he o her han
, he informa ion abou he maximal alloable uncer ain y o
f
he plan P ha been pecifie
in erm of one or more of he curve a

(), mul
()
or fee
() hen e can ue hee pecifica ion o hape he frequency repone o
f
ei her R(j), T(j) or S(j) uing he fil ering echnique
ecribe
in he previou
chap er. Specifically, le u uppoe ha a nominal plan P i available oge h

er
i h informa ion of he maximal mul iplica ive mo
el error mul () for R.
We can hen in erpre mul a he frequency repone of a eigh ing fil er i h
ranfer func ion V (), i.e. V (j) = mul (). The e of all alloable mul iplica
ive
per urba ion of he nominal plan P i hen given by
V
where V is the chosen weighting filter with frequency response mult an
where
is any stable transfer function with ?? < 1. Pulling out the transfer matrix
from the closed loop configuration (as in the previous section) now yields a sli
ght
modification of the formulas in Theorem 6.10. A controller C now achieves robust
stability against this class of perturbations if and only if it stabilizes P (of
course)
and
?PC(I + PC) 1 V ? = ?TV ? 1.
The latter expression is a constraint on the H norm of the weighted complementar
y
sensitivity! We therefore need to consider the H optimal control design problem
6.2. ROBUST STABILIZATION OF UNCERTAIN SYSTEMS 79
W V
P
6
?
Figure 6.15: Filtered additive perturbation.
so as to bound the H norm of the weighted complementary sensitivity TV by one.
So the next goal is to synthesize controllers which accomplish this upperbound.
This
problem will be discussed in forthcoming chapters. In a more general and maybe
more familiar setting we can quantify our knowledge concerning the additive mode
l
error by means of pre and postfilters V and W as schematized in Fig 6.15. Clear
ly,
in this case the additive model error P = V W. If satisfies the norm constraint
? ? < 1
then for every frequency R e have ha
(P(j)) (W(j)) (V (j)).
Conequen ly, if e pull ou he ranfer from the closed loop yields that M =
WRV . To fulfil the small gain constraint the control sensitivity R then needs t
o
satisfy
? WRV ? 1.
6.2.6 Exercises
1. Derive a robust stabilization theorem in the spirit of Theorem 6.10 for
(a) the class of input multiplicative perturbations.
(b) the class of input feedback multiplicative perturbations
2. Consider a 2 2 system described by the transfer matrix
P(s) =

47s+2
(s+1)(s+2)
56s
(s+1)(s+2)
42s
(s+1)(s+2)
50s+2

(s+1)(s+2)
.
(6.23)
The controller for this system is a diagonal constant gain matrix given by
C(s) =
"
1 0
0 1
#
(6.24)
We consider the usual feedback configuration of plant and controller.
(a) Determine the H norm of P. At which frequency i he norm ? P ?
a aine
?
Hin : Fir compu e a  a e pace repreen a ion of P by mean of he converion
algo
ri hm fm2 ( ranfer ma rix o  a e pace). Rea
he help informa ion carefully
!
80 CHAPTER 6. WEIGHTING FILTERS
(The
enomina or polynomial i he ame a in Exercie 2, he numera or polynomi
al
are repreen e
in one ma rix: he fir ro being [0 47 2], he econ
[0 42
0], e c.
Once you have a  a e pace repreen a ion of P you can rea
i  H norm from a p
lo
of he ingular value of P. Ue he rou ine igma.
(b) Ue (6.24) a a con roller for he plan P an
plo he ingular value of
he
cloe
loop con rol eni ivi y C(I + PC) 1 o inve iga e robu  abili y of
hi y em. De ermine he robu  abili y margin of he cloe
loop y em
un
er a

i ive per urba ion of he plan .

Hin : Ue he MATLAB rou ine fee
bk i h he righ ype op ion a in exercie 6.1
o con ruc a  a e pace repreen a ion of he con rol eni ivi y an
ue ig
ma o
rea
H norm of mul ivariable y em.
(c) Coni
er he per urbe
con roller
C() =
"
1.13 0
0 .88
#
an
compu e he cloe
loop pole of hi y em. Concluion?
Hin : Ue again he proce
ure fee
bk o ob ain a  a e pace repreen a ion of
he
cloe
loop y em. Recall ha he cloe
loop pole are he eigenvalue of he
A
ma rix in any minimal repreen a ion of he cloe
loop y em. See alo he rou
ine
minreal.
3. Coni
er he linearize
y em of an un able ba ch reac or
ecribe
by he
 a e
pace mo
el
x =

1.38 0.2077 6.715 5.676

0.5814 4.29 0 0.675
1.067 4.273 6.654 5.893

0.048 4.273 1.343 2.104

x +

0 0
5.679 0
1.136 3.146
1.136 0
u
y =
? 1
0 1 1
0 1 0 0
?
(a) Verify (uing MATLAB!) ha he inpu ou pu y em
efine
by hi mo
el
i un able.
(b) Coni
er he con roller i h ranfer func ion
C() =
? 0
2
5 0
?
+
1

? 0
2
8 0
?
Uing Ma lab, in erconnec he con roller i h he given plan an
ho ha
he correpon
ing cloe
loop y em i  able.
(c) Make a plo of he ingular value (a func ion of frequency) of he complem
en
ary eni ivi y PC(I + PC) 1 of he cloe
loop y em.
(
) Wha are your concluion concerning robu  abili y of he cloe
loop y
em?
Chap er 7
General problem.
No ha e have prepare
all neceary ingre
ien  in pa chap er e are rea

y o
compoe he general problem in uch a  ruc ure, he o calle
augmen e
plan ,
ha he
problem i ell
efine
an
herefore he olu ion  raigh forar
o ob ain. W
e ill  ar
i h a formal expoure an

efini ion an
nex illu ra e i by example.
7.1 Augmen e
plan .
The augmen e
plan con ain, beyon
he proce mo
el, all he fil er for char
ac eriing
he inpu  an
eigh ing he penalie
ou pu  a ell a he mo
el error line.
In Fig.
7.1 he augmen e
plan i chema ie
.
G()
K()

? ? ?
6

 z
u y
exogenou inpu
con rol inpu
ou pu o be con rolle

meaure
ou pu
Figure 7.1: Augmen e
plan .
In or
er no o confue he inpu  an
ou pu  of he augmen e
plan i h hoe
of
he in ernal block e ill in
ica e he former one in bol
face. All exogenou
inpu  are
collec e
in  an
are he L 2 boun
e
ignal en ering he haping fil er ha
yiel
he
ac ual inpu ignal uch a reference,
i urbance, y em per urba ion ignal
, enor
noie an
he kin
. The ou pu ignal, ha have o be minimie
in L 2 norm an

ha reul from he eigh ing fil er, are collec e

in z an
refer o (eigh e

) racking
error, ac ua or inpu , mo
el error block inpu  e c. The ou pu y con ain he
ac ually
meaure
ignal ha can be ue
a inpu  for he con roller block K. I  ou p
u u
func ion a he con roller inpu , applie
o he augmen e
y em i h ranfer
func ion
G(). Conequen ly in 
omain e may ri e he augmen e
plan in he folloing,
properly par i ione
form:
?
z
y
?
=
?
G 11 G 12
G 21 G 22
??

u
?
(7.1)
hile:
81
82 CHAPTER 7. GENERAL PROBLEM.
u = Ky (7.2)

eno e he con roller. Elimina ing u an

y yiel
:
z = [G 11 + G 12 K(I G 22 K) 1 G 21 ]

ef
= M(K) (7.3)
An expreion like (7.3) in K ill be me very of en an
ha go he name linear
frac ional ranforma ion abbrevia e
a LFT. Our combine
con rol aim require:
min
K abiliing
up
L 2
? z ? 2
?  ? 2
= min
K abiliing

? M(K) ? (7.4)
a he H norm i he in
uce
opera or norm for func ion mapping L 2 ignal o
L 2 ignal, a explaine
in chap er 5. Of coure e have o check he her  abil
iing con
roller in
ee
exi . Thi can be be analye
hen e coni
er a  a e pace

ecrip ion
of G in he folloing  ylie
form:
G :
A B 1 B 2
C 1 D 11 D 12
C 2 D 21 D 22
R (n+[z]+[y])(n+[]+[u]) (7.5)
here n i he
imenion of he  a e pace of G hile [.] in
ica e he
imeni
on of
he encloe
vec or. I i evi
en ha he un able mo
e (i.e. canonical  a e
) have o
be reachable from u o a o guaran ee he exi ence of  abiliing con roller.
Thi mean
ha he pair {A,B 2 } nee
 o be  abiliable. The con roller i only able o
 abilie, if
i can conceive all informa ion concerning he un able mo
e o ha i i nece
ary o
require ha {A,C 2 } mu be
e ec able. So, ummariing:
There exi  abiliing con roller K(), iff he un able mo
e of G are bo h c
on rollable
by u an
obervable from y hich i equivalen o requiring ha {A,B 2 } i  a
biliable an

{A,C 2 } i
e ec able.
An illu ra ive example: eni ivi y. Coni
er he  ruc ure of Fig. 7.2.
C P
W y
W x V n
0
? ?
6
6
6
?
?
r = 0
+

e
x
y y
x n
n
Figure 7.2: Mixed sensitivity structure.
Output disturbance n is characterised by filter V n from exogenous signal n belo
nging
to L 2 . For the moment we take the reference signal r equal to zero and forget
about the
model error, filter W x , the measurement noise etc. , because we want to focus
first on

exclusively one performance measure. We would like to minimise y, i.e. the distu
rbance
in output y with weighting filter W y so that equation (7.4) turns into:
7.2. COMBINING CONTROL AIMS. 83
min
Cstabilising
sup
nL 2
? y ? 2
? n ? 2
= min
Cstabilising
? W y (I + PC) 1 V n ? = (7.6)
= min
Cstabilising
? W y SV n ? (7.7)
In the general setting of the augmented plant the structure would be as displaye
d in
Fig. 7.3.
C
P
V n W y
6
?
?
6
? ?
G(s)
n
x
y
e
Figure 7.3: Augmented plant for sensitivity alone.
The corresponding signals and transfers can be represented as:
?
y
e
?
=
G
? ?? ?
?
W y V n W y P
V n P
??
n
x
?
C = K
(7.8)
It is a trivial exercise to subsitute the entries G ij in equation (7.3), yieldi
ng the same
M as in equation (7.6).
7.2 Combining control aims.
Along similar lines we could go through all kinds of separate and isolated crite
ria (as is
done in the exercises!). However, we are not so much interested in single criter
ia but much

more in conflicting and combined criteria. This is usually realised as follows:

If we have several transfers properly weighted, they can be taken as entries m i
j in a
composed matrix M like:
M =

m
m
.
.
.
.
.
.

11 m 12
21
. . . .

. .

(7.9)
It can be roved that:
? m ij ? ? M ? (7.10)
84 CHAPTER 7. GENERAL PROBLEM.
Conseuently the condition:
? M ? < 1 (7.11)
is suicient to guarantee that:
i,j :? m ij ? < 1 (7.12)
So the ? . ? of the full matrix M bound the ? . ? of the variou entrie. Certa
inly,
it i not a neceary condition, a can be een from the example:
M = (m 1 m 2 )
if ? m i ? 1 for i = 1,2
then ? M ?
2
(7.13)
o that it i adviory to keep the compoed matrix M a mall a poible. The m
ot
trivial example i the o called mixed enitivity problem a repreented in Fig
. 7.2. The
reference r i kept zero again o that e have only one exogenou input viz. n a
nd to
output y and x that yield a to block augmented ytem tranfer to minimie:
? M ? = ?
?
W y SV n
W x RV n
?
? (7.14)
The correponding augmented problem etting i given in Fig. 7.4 and decribed b
y
the generalied tranfer function G a follo:
y
x
e
= G
?
n

x
?
=
W y V n W y P
0 W x
V n P
?
n
x
?
(7.15)
C
P
V n
6
?
?
6
? ?
G()
n
x e
W y
W x
6
?
6

y
x
z
Figure 7.4: Augmented plant for the mixed enitivity problem.
By proper choice of V n the diturbance can be characteried and the filter W x
hould
guard the aturation range of the actuator in P. Conequently the loer term in
M viz.
? W x RV n ? 1 repreent a contraint. From Fig. 7.2 e alo learn that e can
think
the additive eighted model error 0 between x and n. Consequently if we end up w
ith:
? W x RV n ? ? M ? < (7.16)
7.3. MIXED SENSITIVITY PROBLEM. 85
we can uarantee robust stability for:
? V
1
n
PW x 1 ? =? 0 ? < 1/ (7.17)
or equivalently:
R : |P(j)| < |V n (j)||W x (j)|/ (7.18)
So by proper choice of V n and W x we can combine saturation and robust stabilit
y.
Finally, by the filter W y we put our requirements on the band, for which the di

sturbance
should be removed, leadin to the first term W y SV n . So here we have a mixed
sensitivity
criterion in M, where the lower term puts a constraint in terms of the control s
ensitivity,
while the upper term aims for a hih performance in terms of the sensitivity.
7.3 Mixed sensitivity problem.
In eneral, such a mixed sensitivity can be described as:
$
$
W 1 SV 1
W 2 NV 2
$
$

performance
robustness
(7.19)
In the lower term robustness is uarded by N which is either T or R. It can in f
act
always supposed to be T, as the difference with R is only inthe weihtin by P t
hat can
be brouht into the weihtin filters W 2 and V 2 . As the lower term puts a har
d constraint
while the upper term is a control aim that should be optimised under the lower c
onstraint,
the eneral way, to solve this, runs alon the followin lines:
1. Choose weihts W 2 and V 2 such that robustness is obtained for:
? W 2 NV 2 ? < 1. (7.20)
2. Choose W 1 and V 1 for the expected, obtainable performance.
3. Compute a stabilisin controller C (see chapter 13) such that:
$
$
W 1 SV 1
W 2 NV 2
$
$

< (7.21)
where is as small as possible.
4. If > 1, decrease W 1 and/or V 1 in ain and/or frequency band in order to rel
ax the
performance aim and thereby ivin more room to satisfy the robustness constrain
t.
Go back to step 3.
5. If < 1, whr is som small numbr, basd on dsird and obtainabl numrical
accuracy, thr is obviously som room lft for improving th prformanc so tha
t w
may tightn th wights W 1 and V 1 by incrasing gains and/or bands. Nxt rpa
t
stp 3.
6. If 1 < < 1 stop the above iteration process and evaluate the result by studyin
the Bode plots of S and N, step responses, simulations and watchin possible act
u
ator saturation. If the result is not satisfactory, repeat above iteration proce
ss after
havin adjusted the weihtin filters.
86 CHAPTER 7. GENERAL PROBLEM.

7. If the order of the controller is too hih, some model order reduction method
may
be applied.
8. Check whether, due to the order reduction of the controller, the total perfor
mance
is not deraded beyond acceptable level and if so, adapt step 7.
7.4 A simple example.
Consider the trackin problem of Fi. 7.5 as a sinle criterion, with only one f
ilter and
no complications like disturbance and measurement noise in order to be able to e
asily
compute and analyse the solution.
V C P
? ?
6
r
r
+

e y
Fiure 7.5: Trackin problem structure.
The plant P is also supposed SISO. Trivially the control criterion is:
inf
Cstabilisin
inf
?u? 2 1
? e ? 2 = inf
Cstabilisin
? M ? = (7.22)
= inf
Cstabilisin
? SV ? = inf
Cstabilisin
$
$
V
1 + PC
$
$
(7.23)
As we have learned, the poles and zeros of plant P in the left half plane cause
no
problems. Neither do the unstable poles in the riht half plane. Really troubles
ome are
the zeros in the closed riht half plane. Let these be iven by b i ,i = 1,2,...
. Then we
know from the maximum modulus principle (see chapter 4):
sup

|M(j)| = up
C +
|M()| = up
C +
|
V
1 + PC
| (7.24)
The peak in C + ill occur for he ex rema in S = (1 + PC) 1 hen P(b i ) i zer
o.

Thee zero pu he boun

 an
i can be prove
ha a con roller can be foun

uch ha :
? M ? = max
i
|V (b i )| (7.25)
If here exi  only one righ half plane zero b, e can op imie M by a  abili
ing
con roller C in he norm lea
ing o op imal ranfer M . For comparion e can
alo op imie he 2 norm by a con roller C 2 analogouly yiel
ing M 2 . Do no
ry o olve
hi yourelf. The olu ion can be foun
in [11]). The i
eal con roller are co
mpu e
hich
ill urn ou o be nonproper. In prac ice e can herefore only apply hee con
roller
in a ufficien ly broa
ban
. For higher frequencie e have o a enua e he co
n roller
ranfer by a

ing a ufficien number of pole o accomplih he o calle

roll
off. For he
i
eal con roller he correpon
ing op imal, cloe
loop ranfer are given by:
M = |V (b)| (7.26)
M 2 = V (b)
2b
 + b
(7.27)
7.4. A SIMPLE EXAMPLE. 87
a
iplaye
in he approxima e Bo
e
iagram Fig. 7.6.
Figure 7.6: Bo
e plo of racking olu ion M(K).
No ice ha M i an all pa func ion. (From hi alone e may conclu
e ha he
i
eal con roller mu be nonproper.) I urn ou ha , if omehere on he freq
uency axi
here ere a li le hill for M, hoe op
e ermine he norm, op imia ion coul

 ill
be con inue
o loer hi peak bu a he co of an increae of he bo om lin
e un il
he o al ranfer ere fla again. Thi effec i knon a he a erbe
effec .
We alo
no e ha hi coul
never be he olu ion for he 2 norm problem a he in egra
ion of
hi con an level |M | from = 0 ill = oul
reul in an infini ely large val
ue.
Therefore, H 2 accep  he ex ra co  a he lo pa ban
for ob aining large
a
van age
af er he corner frequency = b.
Never hele, he H 2 olu ion ha ano her a
van age here, if e  u
y he real
goal:
he eni ivi y. Therefore e have o
efine he haping fil er V ha charac er
ie he ype
of reference ignal ha e may expec for hi par icular racking y em. Sup
poe e.g.
ha he reference ignal live in a lo pa ban
ill = a o ha e coul
cho
oe fil er
V a:
V () =
a
 + a
, a > 0 (7.28)
Since S = MV
1 , he correpon
ing eni ivi ie can be
iplaye
in a Bo
e
iagram
a in Fig. 7.7.
Figure 7.7: Bo
e plo of racking olu ion S.

Unfor una ely, he S approache infini y for increaing , con rary o he S 2 . R

emem
ber ha e  ill  u
y he olu ion for he i
eal, nonproper con roller. I h
i increaing
eni ivi y
ia rou? No in he i
eal i ua ion, here e
i
no expec any
reference
88 CHAPTER 7. GENERAL PROBLEM.
ignal componen  for hee high frequencie. Hoever, in he face of  abili y
robu ne
an
ac ua or a ura ion, hi i a ba
behaviour a e necearily require ha
T i mall
an
becaue S + T = 1, inevi ably:
lim

|S | = lim

|T | = lim

|1 S | = (7.29)
Conseuently robustness and saturation reuirements ill certainly be violated.
But
it is no use comlaining, as these reuirements ere not included in the criteri
on ater all.
Inclusion can indeed imrove the solution in these resects, but, like in the H
2 solution,
e have to ay then by a orse sensitivity at the lo ass band. This is another
aterbed
eect.
7.5 The tyical comromise
A tyical eighting situation or the mixed sensitivity roblem is dislayed in
Fig. 7.8.
Figure 7.8: Tyical mixed sensitivity eights.
Suose the constraint is on N = T. Usually, W 1 V 1 is lo ass and W 2 V 2 is
high ass.
Suose also that, by readjusting eights W 1 ,V 1 , e have indeed obtained:
in
Kstabilising
? M(K) ? = 1 (7.30)
Then certainly :
? W 1 SV 1 ? < 1 : |S(j)| < |W 1 (j) 1 V 1 (j) 1 | (7.31)
? W 2 TV 2 ? < 1 : |T(j)| < |W 2 (j) 1 V 2 (j) 1 | (7.32)
a exemplified in Fig. 7.8. No it i crucial that the point of interection of
the
curve |W 1 (j)V 1 (j)| and |W 2 (j)V 2 (j)| i belo the 0 dB level. Otherie,
there ould be a conflict ith S + T = 1 and there ould be no olution! Conequ
ently,
heavily eighted band (> 0dB) for S and T hould alay exclude each other. Thi
 i
the baic effect, that dictate ho model uncertainty and actuator aturation, t
hat put
a contraint on T, ultimately bound the obtainable tracking and diturbance red
uction
band repreented in the performance meaure S.
7.6. AN AGGREGATED EXAMPLE 89
7.6 An aggregated example
Till o far only very imple ituation have been analyed. If e deal ith more
complicated
cheme here alo more control block can be ditinguihed, the main line rema
in valid,
but a higher appeal i done for one creativity in combining control aim and con

traint.
Alo the familiar tranfer take more complicated form. A a traightforard ex
ample
e jut take the tandard control cheme ith only a feedforard block extra a
ketched
in Fig. 7.9.
C fb
P 0 C ff V r
W u V v
W e
?
6
?
?
?
?
?
6
6
n
u

n
v
y
e

+
+
+
+
+

? ?
? ?

r r
u
v

P
Figure 7.9: A two degree of freedom controller.
This so called two degree of freedom controller offers more possibilities: track
ing and
disturbance reduction are represented now by different transfers, while before,
these were
combined in the sensitivity. Note also that the additive uncertainty P is combine
d with
the disturbance characterisation filter V v and the actuator weighting filter W
u such that
P = V v o W u under the assumption:
R : | o | 1 |P| |V v W u | (7.33)
By properly choosing V v and W u we can obtain robustness against the model un
certainty and at the same time prevent actuator saturation and minimise disturba
nce.
Certainly we then have to design the two filters V v and W u for the worst case
bounds of
the three control aims and thus we likely have to exaggerate somewhere for each
separate
aim. Nevertheless, this is preferable above the choice of not combining them and
instead
adding more exogenous inputs and outputs. These extra inputs and outputs would i
n
crease the dimensions of the closed loop transfer M and, the more entries M has,
the more

conservative the bounding of the subcriteria defined by these entries will be, b
ecause we
only have:
if ? M ? < then i,j : ? m i,j ? <
90 CHAPTER 7. GENERAL PROBLEM.
However, the bound for a particular subcriterion will mainly be effected if all
other
entries are zero. Inversely, if we would know beforehand that say ? m i,j ? < 1
for
i 1,2,...,n i ,j 1,2,...,n j , then the norm for the complete matrix ? M ? could
still
become
? max(n
i ,n j ). Ero, it is advantaeous to combine most control aims.
In Fi. 7.10 the aumented plant/controller confiuration is shown for the two d
eree
of freedom controlled system.
C fb
C ff
P o V r
V v
W u
W e
?
? ?
?
6
6
6
6
6
?
? ? ?
?
?
6
AumentedPlant
Controller
n v
n r
u
w
z
e
u
v
r
+

+
+
+
+

y
r
y
u
Fiure 7.10: Aumented plant/controller for two deree of freedom controller.
An aumented planted is enerally overned by the followin equations:
?
z
y
?
=
?
G 11 G 12
G 21 G 22
??
w
u
?
(7.34)
(7.35)
u = Ky (7.36)
that take for the particular system the form:

e
u
y
r

W e V v W e V r W e P o
0 0 W u
V v 0 P o
0 V r 0

n v
n r
u
(7.37)
(7.38)
u =
?
C fb C ff
?
?
y
r
?

(7.39)
The closed loop system is then optimised by minimisin:
7.6. AN AGGREGATED EXAMPLE 91
? M ? =? G 11 + G 12 K(I G 22 K) 1 G 21 ? =?
?
M 11 M 12
M 21 M 22
?
? (7.40)
and in particular:
M =
W e (I P o C fb ) 1 V v W e {I (I P o C fb ) 1 P o C ff }V r
W u C fb (I P o C fb ) 1 V v W u (I P o C fb ) 1 C ff V r
(7.41)
which can be schematised as:

sensitivity :
e
n v
trackin :
e
n r
stability robustness :
u
n v
input saturation :
u
n r

performance
constraints
(7.42)
Suppose that we can manae to obtain:
? M ? < 1 (7.43)
then it can be uaranteed that R:

|(I P o C fb ) 1 | <

|W e V v |
|I (I P o C fb ) 1 P o C ff | <

|W e V r |
|C fb (I P o C fb ) 1 | <

|W u V v |
|(I P o C fb ) 1 C ff | <

|W u V r |

(7.44)
The respective, above transfer functions at the left and the riht side of the i
nequality
sins can then be plotted in Bode diarams for comparison so that we can observe
which
constraints are the bottlenecks at which frequencies.
92 CHAPTER 7. GENERAL PROBLEM.
7.7 Exercise
V r
C P
W y
W e W x W z V
- - - - - - ? ?
6
6
6
6
6
6
6
?
? r
e  z
y
y
r e  z
n
+

+
+
For the given blockscheme we consider first SISO-transfers from a certain input
to a
certain output. It is asked to compute the linear fractional transfer, to eplai
n the use of
the particular transfer, to name it (if possible) and finally to give the augmen
ted plant in
blockscheme and epress the matri transfer G. Train yourself for the following
transfers:
a) from to y (see eample sensitivity in lecture notes)
b) from r to e
c) from to z (two goals!)
d) from to  (two goals!)
The same for the following MIMO-transfers:
e) from to y and z (three goals!)
We now split the previously combined inputs in into two inputs 1 and 2 with resp
ective
shaping filters V 1 and V 2 :
f) from 1 and 2 to y and z.
Also for the net scheme:
V r C 1 P
C 2
W e
W 
- - - - - - ? 6

? ? ?
6
6
r r +
+
 y

+
e

e
g) from r to  and e.
Chapter 8
Performance robustness and
-analysis/synthesis.
8.1 Robust performance
It has been shown how to solve a multiple criteria problem where also stability
robustness
is involved. But it is not since chapter 3 that we have discussed performance ro
bustness
and then only in rather abstract terms where a small S had to watch robustness f
or T
and vice versa. It is time now to reconsider this issue, to quantify its importa
nce and to
combine it with the other goals. It will turn out that we have practically inadv
ertently
incorporated this aspect as can be illustrated very easily with Fig. 8.1.
Figure 8.1: Performance robustness translated into stability robustness
The left block scheme shows the augmented plant where the lines, linking the mod
el
error block, have been made eplicit. When we incorporate the controller K, as s
hown in
the right block scheme, the closed loop system M(K) is also containig these line
s, named
by g and h. With the proper partitioning the total transfer can be written as:
?
g
z
?
=
?
M 11 M 12
M 21 M 22
??
h
w
?
(8.1)
h = g (8.2)
We suppose that a proper scaling of the various signals has been taken place suc
h that
each of the output signals has 2 norm less than or equal to one provided that ea
ch of the
input components has 2 norm less than one. We can then make three remarks about
the
closed loop matrix M(K):
Stability robustness. Because proper scaling was taken, it follows that stabilit
y

robustness can be guaranteed according to:

93
94CHAPTER 8. PERFORMANCE ROBUSTNESS AND ANALYSIS/SYNTHESIS.
{? ? 1} {? M 11 (K) ? < 1} (8.3)
So the norm of M 11 determines robust stability.
Nominal performance. Without model errors taken into account (i.e. =0 and
thus h=0) ? z ? 2 can be kept less than 1 provided that:
? M 22 (K) ? < 1 (8.4)
So the norm of M 22 determines nominal performance.
This condition can be unambiguously translated into a stability condition, like
for
stability robustness, by introducing a fancy feedback over a fancy block p as:
w = p z : {? p ? 1} {? M 22 (K) ? < 1} (8.5)
There is now a complete symmetry and similarity in the two separate loops over
and p .
Robust performance. For robust performance we have to guarantee that z stays
below 1 irrespective of the model errors. That is, in the face of a signal h une
qual
to zero and ? h ? 2 1, we require ? z ? 2 < 1. If we now require that:
? M(K) ? < 1 (8.6)
we have a sufficient condition to guarantee that the performance is robust.
proof: From equation 8.6 we have:
$
$
g
z
$
$
2
<
$
$
h
w
$
$
2
(8.7)
From ? ? 1 we may state:
? h ? 2 ? g ? 2 (8.8)
Combination with the first inequality yields:
$
$
g
z
$
$
2
<
$
$
g
w
$
$
2
(8.9)
so that indeed:
? z ? 2 <? w ? 2 1 (8.10)
which ends the proof.

Of course robust stability and nominal performance is implied as:

{? M ? < 1} {? M 11 ? < 1 and ? M 22 ? < 1} (8.11)
8.2. NO PERFORMANCE ROBUSTNESS FOR THE MIXED SENSITIVITY STRUCTURE.95
But e also obtain that ? z ? 2 < 1 or all alloed ? ? 1. Thus performance
robustness is guaranteed. Ergo, inadvertently, we combined stability robustness
and
nominal performance in the above structure and we automatically receive perfor
mance robustness almost as a spin off!
8.2 No performance robustness for the mixed sensitivity
structure.
Unfortunately, the performance robustness, as derived in the previous section, o
nly holds
for the so called four block problem, where:
M =
?
M 11 M 12
M 21 M 22
?
(8.12)
If M 12 and M 21 do not exist in two block problems:
M =
?
M 11 M 22
?
or M =
?
M 11
M 22
?
(8.13)
the robust performance property is lost (see for yourself if you try to proof it
along the
lines of the previous section).
Consequently the earlier proposed mixed sensitivity problem:
M =
?
W S (I + PC) 1 V
W R C(I + PC) 1 V
?
(8.14)
lacks robust performance. It turns out that the resulting controller simply com
pensates the stable poles and zeros of the plant (model) P. (see Smit [19]) It c
an easily be
understood, that this will be a bad solution if the plant has poles and zeros cl
ose to the
instability border: the imaginary axis. Small deviations of the real plant from
its model
will soon deteriorate the performance: the intended pole zero cancellations will
not be
perfect and the rootlocus will show small excursions close to the imaginary axis
causing
sharp resonance peaks in the closed loop Bode plots.
8.3 analysis
We could be very satisfied with the general result of section 8.1, but there is
an annoying
aspect in the sufficiency of the condition (8.6). This condition asks more than
is strictly
necessary. This can be understood, if we translate this condition into a stabili
ty condition,
as we did for the nominal performance. Then condition (8.6) provides robust stab

ility even
if t is a full block, i.e. all its entries may be nonzero. It means that h may a
lso depend
on z and that w may also depend on g. As there are no such relations, we require
d too
much. We know that t is not a full block but:
t =
?
0
0 p
?
(8.15)
So we passed over the diagonal structure of the total t block. The off diagonal
zeros
indicate that the performance output z has no influence whatsoever onto the mode
l error
output h and reciprocally the model error input line g wont affect the exogenous
inputs
w . Ergo, condition (8.6) is too strong and introduces conservatism.
96CHAPTER 8. PERFORMANCE ROBUSTNESS AND ANALYSIS/SYNTHESIS.
A way to avoid this conservatism by incorporating the knowledge on the off diago
nal
zeros is offered by the analysis/synthesis.
analysis guarantees the robust stability of the general loop in Fig. 8.2 where t
he
block has a diagonal structure.
Figure 8.2: Robust performance closed loop.
This block is a generalised version of block t of the previous section and conta
ins as
diagonal blocks the fancy feedback performance block p and various structured mode
l
errors i where we will give examples of later. Formally, these blocks can act on
various
dimensional spaces but their matrix norm (largest singular value) should be less
than 1:
R : (j) = {diag( 1 , 2 ,..., p )| ( i ) 1} (8.16)
Thus the block in Fig. 8.2 takes the structured form of a block diagonal matrix
where each diagonal block i (s) belongs to H , has dimension n i xm i and is bou
nded by
? i ? 1. There are p 1 of these blocks and, of course, the numbers n := n i
and m := m i ar th numbrs of rows and columns of respectively. Note that the
conditions of the problem of the previous section agree with this definition, wh
ile p is
typically the (fancy) performance block.
A condition for stability of the configuration of Fig. 8.2, where closed loop sy
stem M
is stable, is given by :
,(j) : det(I M(j)(j)) ?= 0 (8.17)
For a SISO plan M a zero
e erminan implie 1 M = 0, which is the distance
of M to the point 1. It simply states that we cannot find a || 1 such that the poi
nt
1 is enclosed in the Nyquist plane. You might be used to find the point 1 here, b
ut
notice that in the formal feedback loop of Fig. 8.2 the usual minus sign is not
explicitly
introduced. Since the phase angle of is indeterminate, this condition can be und
erstood
as a limitation on the magnitude of M such that 1 is not encircled and thus complet
ely
comparable with the small gain condition. Equation 8.17 is just a generalisation

for MIMO
systems. The magnitude of the needs further definition and analysis for the MIMO
case. In particular, if has the proposed diagonal structure, so that magnitude is
coupled with direction.
The following should continuously be read with the addition for each fre
quency . To facili a e rea
ing of formula he explici  a emen and the
notation of the argument i kipped, unle very crucial.
Let the pectral radiu of a matix be defined as the maximum of the absolute va
lues
of the eigenvalues of that matix. So in paticula :
8.3. -ANALYSIS 97
(M)
def
= max
i
| i (M)| (8.18)
Suppose that for some we have (M) 1. The phase angle of can freely
be chosen so that we can influence the phase angle of max (M) accordingly. Also a
multiplication of by a constant 0 1 leds to  new . So there will be some
which brings about an eigenvalue (M) = 1. A simple eigenvalue decomposition
of M then shows:
I M = EE 1 EE 1 = E(I )E 1 (8.19)
Bcaus th diagonal matrix I has a zro on th diagonal, it is singular so that
its
dtrminant is zro. Ergo, th stability condition 8.17 is violatd.
Consquntly, an quivalnt condition for stability is:
sup
?,?R
(M) < 1 (8.20)
As we will show, this condition takes the already encountered form:
for is unstructured : {? ? 1} {? M ? < 1} (8.21)
for the case that the block has no special structure. Note, that this is a condi
tion
solely on matrix M.
proof:
Condition (8.21) for the unstructured can be explained as follows. The (M) in
i
ca e he maximum amplifica ion by mapping M. If M = WV
rprsnts th singular
valu dcomposition of M, w can always choos

= V W
because:
( ) = (V W
) =
?
max (V W WV
) =
?
max (I) = 1 (8.22)
which is aowed. Consequenty:
M = WW
= WW 1 (M) = (M ) = sup

(M) (8.23)
because the singular value decomposition happens here to be the eigenvalue decom
postion as well. So from equations 8.20 and 8.23 robust stability is a fact if w
e have for
each frequency:
{, () 1} { (M) < 1} (8.24)
If e apply hi for each , e en
up in con
i ion (8.21).
en
proof.

Hoever, if has the special diagonal structure, then we can not (generally)
choose = V W
. In other words, in such a case the system would not be robustly s
table
for unstructured but could still be robustly stable for structured . So, it no lo
nger
holds that sup (M) = (M). Bu in analogy e
efine:
(M)

ef
= up

(M) (8.25)
and the equivalent stability condition for each frequency is:
{ } {(M) < 1} (8.26)
98CHAPTER 8. PERFORMANCE ROBUSTNESS AND ANALYSIS/SYNTHESIS.
In analogy we then have a similar condition on M for robust stability in the cas
e of
the structured , by:
for is structured : { } {? M ? < 1} (8.27)
when:
sup

(M(j))
def
=? M ? (8.28)
epesents a yet unknon measue. Fo obvious easons, the is also called the
stuctued singula value. Because in geneal e can no longe have V W T =

it
will also be clear that
(M) (M) (8.29)
Thi value i cer ainly le han or equal o he maximum ingular value of M,
becaue i incorpora e he knole
ge abou he
iagonal  ruc ure an
houl
h
u
iplay
le conerva im. The fa her of i John Doyle an
he ymbol ha generally been
accep e
in con rol communi y for hi meaure. Equa ion 8.27 ugge  ha e c
an fin

a norm ? ? on exclusively matrix M that can unction in a condition or stability

.
First o all, the condition, and thus this norm, cannot be indeendent on becaus
e the
special structural parameters (i.e. n i and m i ) should be used. Consequently t
his so called
norm is implicitely taken for the special structure of . Secondly, we can indeed
connect
a certain number to ? M ? , but it is not a norm pur sang. It has all properties t
o
be a distance in the mathematical sense, but it lacks one property necessary to be
a
norm, namely: ? M ? can be zero without M being zero itself (see example later o
n).
Consequently, ? ? is called a seminorm.
Because all above conditions and deinitions may be somehat conusing by no, s
ome
simle examles ill be treated, to illustrate the eects. We irst consider so
me matrices
M and for a specific frequency , hich is not explicitly defined.
We depat fom one matrix given by:
=
?
1 0

0 2
?
( 1 ) 1( | 1 | 1)
( 2 ) 1( | 2 | 1)
(8.30)
Nex e  u
y hree ma rice M in rela ion o hi :

M =
?
1
2
0
0
1
2
?
(8.31)
see Fig. 8.3.
The loop transfer consists of two independent loops as Fig. 8.3 reveals and that
follows from:
M =
?
1
2 1
0
0
1
2 2
?
(8.32)
Obviousl (M) = max (M) =
1
2 , which is less than one, so that robust stability
is guaranteed. But in this case also (M) =
1
2
o ha here i no
ifference be een
he  ruc ure
an
he un ruc ure
cae. Becaue all ma rice are
iagonal, e
are
ju
ealing i h o in
epen
en loop.
8.3. ANALYSIS 99
Figure 8.3: To epara e robu ly  able loop
The equivalence  ill hol
 if e change M in o:
M =
?
2 0
0 1
?
(8.33)
Then one learn:
M =
?
2 1 0
0 2
?
(8.34)
so that (M) = max (M) = 2 > 1 and stability is not robust. But also (M) = 2
oul
have ol
u hi an
Fig. 8.4.
Figure 8.4: To no robu ly  able loop
Thing become comple ely
ifferen if e leave he
iagonal ma rice an
 u
y:

100CHAPTER 8. PERFORMANCE ROBUSTNESS AND ANALYSIS/SYNTHESIS.

M =
?
0 10
0 0
?
M =
?
0 10 2
0 0
?
(8.35)
Now we
eal with an open connection as ig. 8.5 shows .
igure 8.5: Robustl stable open loop.
It is clear that (M) = max (M) = 0, although M ?= 0! Indeed is not a norm.
Nevertheless = 0 indicates maximal robustness. Whatever () < 1/(M) = ,
the closed loop is stable, because M is certainly stable and the stable transfer
s are
not in a closed loop at all. On the other hand, the conservative norm warns for
non robustness as (M) = 10 > 1. From i  perpec ive , uppoing a full matrix,
this is correct since:
M =
?
0 10
0 0
??
1 12
21 2
?
=
?
10 21 10 2
0 0
?
(8.36)
so that ig. 8.6 represents the
etails in the close
loop.
21 2
1 12
10
- 6
?
6
?
?
6
? ?
? - 6
?
6
?
?

M
Figure 8.6: Detailed closed loop M with unstructured .
Clearly there is a closed loop now with looptransfer 1021 where in worst case we
can
have | 21 | = 1 so that the sstem is not robustl stable. Correctl the (M) = 10
ell

u ha for robu  abili y e require () < 1/ (M) = 1/10 an

hu | 21 | < 1/10.
Summariing e ob aine
merely a a
efini ion ha robu  abili y i realie

if:
{ } {? M ? = sup

(M) < 1} (8.37)

8.4. COMPUTATION OF THE -NORM. 101
Figue 8.7: Bode plot of stuctued singula value.
So a Bode plot could look like displayed in Fig. 8.7.
The actual computation of the -nom is quite anothe thing and appeas to be
complicated, indiect and at least cumbesome.
8.4 Computation of the -nom.
The cucial obsevation at the basis of the computation, hich ill become an ap
poximation, is:
(M) (M) (M) (8.38)
Wi hou proving hee o i
e
boun
 explici ly, e ill exploi hem in
eriv
ing
igh er boun
 in he nex o ubec ion.
8.4.1 Maximizing he loer boun
.
Wi hou affec ing he loop proper ie e can iner an i
en i y in o he loop ef
fec e
by
UU
= U
U = I here U i a uni ary ma rix. A ma rix i uni ary if i  conjuga e
ranpoe U , i or honormal o U, o U U = 1. I i ju a generalia ion of or
honormal
ma rice for complex ma rice.
The loer boun
can be increae
by iner ing uch compena ing block U an
U
i
n
he loop uch ha he block is unchanged while the M part is maximised in . The
is invariant under premultiplication by a unitary matrix U
of corresponding stru
cture as
shown in Fig. 8.8.
Let the matrix U consist of diagonal blocks U i corresponding to the blocks i :
U?U = {diag(U 1 ,U 2 ,...,U p )|dim(U i ) = dim( i T
i
),U i U
i
= I} (8.39)
as exemplified in Fig. 8.8 Then, neither the stability nor the loop transfer is
changed
if we insert I = UU
into the loop. As U is unitary, we can also redefine the das
hed block
U as the new model error which also lives in set :
?
def
= U (8.40)
Because (M) will stay larger than (MU) even if e change U e can push this loe
bound upads until it even equals the (M):
sup
U
(MU) = (M) (8.41)
102CHAPTER 8. PERFORMANCE ROBUSTNESS AND -ANALYSIS/SYNTHESIS.
M(K)
1
2
p
0
0
U
1

U
2
U
3
U 1
U 2
U 3
U
MU
? ? ?
?
6
0
0
0
0
Figure 8.8: Detailed structure of U related to .
So in principle this could be used to compute , but unfortunately the iteration p
rocess,
to arrive at the supremum is a hard one because the function (MU) is not convex i
n the
enties u ij .
So ou hope is fixed to loeing the uppe bound.
8.4.2 Minimising the uppe bound.
Again e apply the tick of inseting identities, consisting of matices, into t
he loop. This
time both at the left and the ight side of the block which we want to keep unch
anged
as exemplified in Fig. 8.9
Careful inspection of this Fig. 8.9 teaches that if is postmultiplied by D R and
premultiplied by D 1
L
it remains completely unchanged because of the corresponding
identities structure of D R and D L . This can be formalised as:
D L D L = {diag(d 1 I 1 ,d 2 I 2 ,...,d p I p )|dim(I i ) = dim( i T
i
),d i R} (8.42)
D R D R = {diag(d 1 I 1 ,d 2 I 2 ,...,d p I p )|dim(I i ) = dim( T
i
i ),d i R} (8.43)
If all i are square, the left matrix D L and a right matrix D R coincide. All co
efficients
d i can be multiplied by a free constant without affecting anything in the compl
ete loop.
Therefore the coefficient d 1 is generally chosen to be one as a reference.
Again the loop transfer and the stability condition are not influenced by D L an
d D R
and we can redefine the model error :
8.4. COMPUTATION OF THE NORM. 103
M(K)
I 1
d 2 I 1
d 3 I 2
0
0
I 1
d 1
2

I
d
3
I
0
0

0
0
I
d
d
I
d
2
I
d
3
I
D
L

D
R

1
1
2
1
2
p
1
2 I 1
3 I 1
1
1
1
1
1
R D 1

L MD 1

6
? ? ? ?
?
0
0
0
0
Figure 8.9: Detailed structure of D related to .
?
def
= D R D 1
L
= (8.44)
Again the is not influenced so that we can vary all d i and thereby pushing the
upper
bound downwards:
(M) inf
d i ,i=2,3...p
(D L MD 1
R
)

ef
= A (M) (8.45)
I urn ou ha hi upper boun
A (M) i very cloe in prac ice o (M) an
i
even
equal (M) if he
imenion of is less or equal to 3. And fortunately, the optimi
sation
with respect to d i is a well conditioned one, because the function ? D L MD 1
R
? appears
to be convex in d i . So A is generally used as the practical estimation of . How
ever, it

should be done for all frequencies hich boils don to a finite, epesentative
numbe
of fequencies and e finally have:
? M ? ? inf
d i (),i=2,3,...p
D L MD 1
R
? = sup

A (M()) (8.46)
In pactice one minimises fo a sufficient numbe of fequencies j the maximum s
ingula value (D L MD 1
R
) for all
i ( j ). Nex biproper,  able an
minimum phae fil er

i (j) are fi e
o he equence
i ( j ) an
he augmen e
plan in a cloe
l
oop i h
he con roller K i properly pre an
po mul iplie
by he ob aine
fil er  ru
c ure. In
ha ay e are lef i h generalie
ra ional ranfer again. Thi opera ion l
ea
 o he
folloing formal, hor han
no a ion:
104CHAPTER 8. PERFORMANCE ROBUSTNESS AND ANALYSIS/SYNTHESIS.
? inf

i (),i=2,3,...p
D L MD 1
R
? ?

D L M(K) D 1
R
? inf
D
? DM(K)D 1 ? (8.47)
here he
i inc ion be een D L an
D R i lef ou of he no a ion a hey ar
e
linke
in
i anyho. Alo heir ra ional fil er  ruc ure i no explici ly in

ica e
. A a
conequence e can ri e:
? M ? inf
D
? DMD 1 ? up

A (M()) (8.48)
Conequen ly, if A remain belo 1 for all frequencie, robu  abili y i guar
an ee

an
he maller i i, he more robu ly  able he cloe
loop y em i. Thi
finihe he
analyi par : given a par icular con roller K he analyi ell you abou robu
 ne
in  abili y an
performance.
8.5 analyi/yn hei
By equa ion (8.46) e have a ool o verify robu ne of he o al augmen e
pl
an in
a cloe
loop i h con roller K. The augmen e
plan inclu
e bo h he mo
el err
or
block an
he ar ificial, fancy performance block. Conequen ly robu  abili y
houl

be un
er oo
here a concerning he generalie
 abili y hich implie ha al

o he
performance i robu again he plan per urba ion. Bu hi i only he anal
yi, given
a par icular con rolle
block M hich i  ill a func ion (LFT) of he con rolle
r K. For
he yn hei of he con roller e ere ue
o minimie he H norm:
inf
K abiliing
? M(K) ? (8.49)
bu e have ju foun
ha hi i conerva ive an
ha e houl
minimie:
inf
K abiliing
? DM(K)D 1 ? (8.50)
Hoever, for each ne K he ubequen ly al ere
M(K) involve a ne minimia io
n for
D o ha e have o olve:
inf
K abiliing
inf
D
? DM(K)D 1 ? (8.51)
In prac ice hi i rie
o be olve
by he folloing i era ion proce
ure un
e
r he name
D K i era ion proce:
1. Pu D = I
2. K i era ion. Compu e op imal K for he la D.
3. D i era ion. Compu e op imal D for he la K.
4. Ha he cri erion ? DM(K)D 1 ? change
ignifican ly
uring he la o  ep
?
If ye: go o K i era ion, if no:  op.
In prac ice hi i era ion proce appear o converge uually in no oo many 
ep. Bu
here can be excep ion an
in principle here i a poibili y ha i
oe no
converge a
all.
Thi formally comple e he very brief in ro
uc ion in o analyi/yn hei. A f
e
ex ra remark ill be a

e
before a imple example ill illu ra e he heory.
8.6. A SIMPLE EXAMPLE 105
A a formal
efini ion of he  ruc ure
ingular value one of en  umble acro
he folloing min
boggling expreion in li era ure:
(M) = [inf

{ ()|det(I M) = 0}] 1 (8.52)

where one has to keep in mind that the infimum is over which has indeed the same
structure as defined in the set but not restricted to ( i ) < 1. Nevertheless, the
definition is equivalent with the one discussed in this section. In the exercise
s one
can verify that the three methods (if dim() 3) yield the same results.
It is tacitly supposed that all i live in the unity balls in C n i m i while we o
ften
know that only real numbers are possible. This happens e.g. when it concerns ina
c
curacies in physical real parameters (see next section). Consequently not taking
into account this confinement to real numbers (R) will again give rise to conser
vatism. Implicit incorporation of this knowledge asks more complicated numerical
tools though.
8.6 A simple example
Consider the following first order process:

P =
K 0
s +
(8.53)
where we hve some doubts bout the correct vlues of the two prmeters K 0 nd
.
So let 1 be the uncertaint in the gain K 0 an
2 be the mo
el error of the pole
value .
Furthermore, we ssume  disturbnce w t the input of the process. We wnt to m
inimise
its effect t the output by feedbck cross controller C. For simplicity there 
re no shping
nor weighting filters nd mesurement noise nd ctutor sturtion re neglecte
d. The
whole set up cn then esily be presented by Fig. 8.10 nd the corresponding ug
mented
plnt by Fig. 8.11.
Figure 8.10: First order plnt with prmeter uncertinties.
The complete input output trnsfer of the ugmented plnt G e cn be represented
s:
106CHAPTER 8. PERFORMANCE ROBUSTNESS AND ANALYSIS/SYNTHESIS.
Figure 8.11: Augmented plnt for prmeter uncertinties.

 1
 2
z
y

0
1
s+
1
s+
1
s+
0
1
s+
1
s+
1
s+
1
K 0
s+
K 0
s+
K 0
s+
1
K 0
s+

K 0
s+
K 0
s+

b 1
b 2
w
u

(8.54)
while the outer loops re defined by:
?
b 1
b 2
?
=
?
a 1
a 2
?
=
?
1 0
0 2
??
a 1
a 2
?
(8.55)
u = K = C (8.56)
Incorporation of a stabilising controller K, which is taken as a static fee
back
here,
we obtain for the transfer M(K):
a 1
a 2
z
=
1
s + + K 0 K
K 1 1
K 1 1
s + K 0 K 0
? ?? ?
M(K)

b 1
b 2
w
(8.57)
The nlysis for robustness of the complete mtrix M(K) is rther complicted fo
r
nlyticl expressions so tht we like to confine to the robust stbility in the
strict sense
for chnges in 1 an
2 that is:
M 11 =
1
s + + K 0 K
?
K 1
K 1
?
(8.58)
Since we did not scle, we my define the nlysis s:
? M 11 ? = (8.59)
= (diag( 1 , 2 )| ( i ) <
1

) (8.60)
For () e get (the computation is an execise):
8.6. A SIMPLE EXAMPLE 107
() =
|K| + 1
? 2
+ ( + K 0 K) 2
(8.61)
The supremum over the frequency xis is then obtined for = 0 so that:
? M 11 ? =
|K| + 1
+ K 0 K
= (8.62)
because K stabilises the nominal plant so that:
+ K 0 K > 0 (8.63)
Ergo, nlysis gurntees robust stbility s long s :
for i = 1.2 : | i | <
+ K 0 K
|K| + 1
=
1

(8.64)
It is easy to verify (also an exercise) that the unstructured H condition is:
(M(K,)) =
%
2(K 2 + 1)
2 + ( + K 0 K) 2
(8.65)
? M 11 ? =
? 2(K 2
+ 1)
+ K 0 K
= (8.66)
| i | <

 + K 0 K
? 2(K 2
+ 1)
=
1

(8.67)
Indeed, the analysis is less conservative than the H analysis as it is easy to
verify
that:
> (8.68)
Finally we would like to compare these results with an even less conservativeapp
roach
where we make use of the phase information as well. As mentioned before, all pha
se
information is lost in the H approach and this takes over to the approach. Expl
icit
implementation of the phase information can only be done in such a simple exampl
e and
will appear to be the reat winner. Because we know that 1 an
2 are real, the p
ole of
the sstem with proportional fee
back K is given b:
( + K 0 K + 2 + K 1 ) (8.69)
Because K is such that nominal (for i = 0) stabilit is true, total stabilit is
guarantee
for:
K 1 + 2 > ( + K 0 K) (8.70)
This hlf spce in 1 ,2-space is
rawn in ig. 8.12 for numerical values: = 1,K 0
=
1,K = 2.
The two squre bounds re the bound nd the H bound. The improve of on
H is rther poor in this exmple but cn become substntil for other relistic
plnts.
There is lso drwn  circulr bound in Fig. 8.12. This one is obtined by recog
nising tht
signls  1 nd  2 re the sme in Fig. 8.11. This is the reson tht M 11 hd
so evidently
rnk 1. By proper combintion the robust stbility cn thus be estblished by 
reduced
108CHAPTER 8. PERFORMANCE ROBUSTNESS AND ANALYSIS/SYNTHESIS.
Figure 8.12: Vrious bounds in prmeter spce.
M 11 tht consists of only one row nd then is no longer different from H both y
ielding
the circulr bound with less computtions. (This is n exercise.)
Another ppeling result is obtined by letting K pproch , then:
bound : | 1 | < K 0 (8.71)
bound : | 1 | <
K 0
2 (8.72)
true bound : 1 > K 0 (8.73)
8.7. EXERCIE 109
8.7 Exrciss
9.1: how that, in cas M 12 = 0 or M 21 = 0, th robust prformanc condition i
s fulfilld
if both th robust stability and th prformanc for th nominal modl ar guara
ntd.
Dos this cas, off diagonal trms of M zro, mak sns ?
9.2: Givn th thr xampls in this chaptr:
M =
?

1/2 0
0 1/2
? ?
2 0
0 1
? ?
0 10
0 0
?
(8.74)
Comput th norm if =
?
1 0
0 2
?
accor
ing to the secon

efinition :
= [inf

{ ()|det(I M) = 0}] 1 (8.75)

9.3: Given:
M =
?
1/2 1/2
1/2 1/2
?
=
?
1 0
0 2
?
(8.76)
a) Compute and of M. Are hee goo
boun
 for ?
b) Compu e in hree ay.
9.4: Compu e explici ly ? M 11 ? an
? M 11 ? for he example in hi chap er h
ere:
M 11 =
1
 + + K 0 K
?
K 1
K 1
?
(8.77)
Wht hppens if we use the fct tht the the error block output signls  1 nd
 2 re
the sme , so tht can be defined as = [ 1 2 ] T ? how that the circular boun

of the last ig. 8.12 results.

110CHAPTER 8. PER ORMANCE ROBUTNE AND -ANAYI/YNTHEI.
Chapter 9
ilter election an
imitations.
In this chapter we will
iscuss several aspects of filter selection in practice.
irst we
will show how signal characteristics an
mo
el errors can be measure
an
how th
ese
measurements together with performance aims can lea
to effective filters. Effec
tive in
the sense, that solutions with ? M ? < 1 are feasible without contradictin e..
S+T=I and other fundamental bounds.
Apart from the chosen filters there are also characteristics of the process itse
lf, which

ultimately bound the performance, for instance RHP (=Riht Half Plane) zeros and
/or
poles, actuator and output ranes, less inputs than outputs etc. We will shortly
indicate
their effects such that one is able to detect the reason, why 1 could not be obt
ained
and what the best remedy or compromise can be.
9.1 A zero frequency set up.
9.1.1 Scalin
The numerical values of the various sinals in a controlled system are usually e
xpressed
in their physical dimensions like m, N, V , A,
o , .... Next, dependin on the size of the
sinals, we also have a rouh scalin possibility in the choice of the units. Fo
r instance
a distance will basically be expressed in meters, but in order to avoid very lar
e or very
small numbers we can choose amon km, mm, m,

A or lihtyears. Still this is too

rouh a scalin to compare sinals of different physical dimensions. As a matter
of fact
the complete concept of mappin normed input sinals onto normed output sinals,
as
discussed in chapter 5, incorporates the basic idea of appropriate comparison of
physically
different sinals by means of the input characterisin filters V
and output wei
htin
filters W
. The filter choice is actually a scalin problem for each frequency.
So let us
start in a simplified context and analyse the scalin first for one particular f
requency,
say = 0. Scaling on physical, numeically compaable units as indicated above is
not
accuate enough and a tivial solution is simply the familia technique of elimi
nating
physical dimensions by dividing by the maximum amplitude. So each signal s can t
hen
be expessed in dimensionless units as s accoding to:
s =
1
s max s = W s s
s = s max s = V s s s max = sup(|s|) (9.1)
hee supemum should be ead as the exteme value it can take given the coesponding (expected) ange. Fo a typical SISO-plant configuation such scaling l
eads to
the blockscheme of Fig. 9.1.
111
112 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
 max
C
1
u max

P
z max
d max
max

?
?
? ?
6
P
r
r +

u
u z
z
d

d

Figure 9.1: Range scaled controlled system.
An H analogon for suc
a zero frequency setup would be as follows. In H we
measure t
e inputs and outputs as ? w ? 2 and ? z ? 2 so t
at t
e induced norm i
s
? M ? . In zero frequency setup it would be t
e Euclidean norm for inputs and ou
tputs,
i.e. ? w ? E =? w ? 2 =
?
i w 2
i
and likwis for z. Th inducd norm is trivially th usual
matrix norm, so ? M ? = max i ( i (M)) = (M) . No e ha becaue of he caling e
imme
ia ely have for all ignal, inpu  or ou pu :
?  ? 2 = | | 1 (9.2)
For in ance a  raigh forar
augmen e
plan coul
lea
o:
z =
?
u
e
?
=
?
W u RV r W u RV
W u RV
W e SV r W e SV d W e TV
?
r

d

= Mw
(9.3)
w
ere as usual S = 1/(1 + PC), T = PC/(1 + PC), R = C/(1 + PC) and e = r y.
In t
e one frequency set up t
e majority of filters can be directly obtained fro
m t
e
scaling:
z =
?

?
=
?
1
u
1
u
1
u
W
?

u
e

max Rr max
max Rd max
max R max
e Sr max W e Sd max W e T max

d

= Mw
(9.4)
9.1.2 Actuator saturation, parsimony and model error.
Suppose t
at t
e problem is well defined and we would be able to find a controll
er C?R
suc
t
at
? M ? = (M) < 1 (9.5)
then this tells us e.. that ? z ? 2 < 1, so certainly u < 1 or |u| < u max , if
:
? w ? 2 =?
r

d

? 2 1
(9.6)
By t
e applied scaling we can only guarantee t
at ? w ? 2 <
3 so t
at disappointingly
follows u <
3u
max , w
ic
is not sufficient to avoid actuator saturation. T
is effect can
9.1. A ZERO FREQUENCY SET UP. 113
be weakened by c
oosing W u =
3/u
max or we can try to eliminate it by diminis
ing
t
e number of inputs. T
is can be accomplis
ed because bot
tracking and disturb
ance
reduction require a small sensitivity S. In t
e next Fig. 9.2 we s
ow
ow by rea
rrangement
reference signals, disturbances and model perturbations can be combined in one a
ugmented
plant input signal.
C
1
u max
P
p max

d
r
C
1
u
P
n

max
max
max
max
max

? ?
? ?
?
? ?
?
6
6
max
?
?
?
6
?
6
?
?
6

?
?
u
u
p

d
r

y
e = r y


d
r
u
n
n
e = r y

Figure 9.2: Combining sensitivity inputs.

T
e measuring of t
e model perturbation will be discussed later. Here we assume
t
at

t
e general, frequency dependent, additive model error can be expressed as :

? P ? < (9.7)
The transfer from p to u in ig. 9.2 is given b:
?
1
u max
Rp max ? < 1 (9.8)
so that stability is robust for:
? ? < 1 (9.9)
Combination yields that:
? P ? =? p max
1
u max
? <?
p max
u max
? (9.10)
In the one frequency concept of our example a sufficient condition for robust st
ability
is thus:
|
p max
u max
| (9.11)
or, since weights are naturall chosen as positive numbers, we take:
p max = u max (9.12)
Consequentl, an extra a

ition to the output of the plant representing the mo

e
l
perturbation is realise
b |p| p max . In combining the output a

itions we get
n =
p d + r and:
114 CHAPTER 9. FITER EECTION AND IMITATION.
n max = p max + d max + r max (9.13)
Not that th sign of p and d, actually bing a phas angl, dos not influnc
th
wighting. Also convinc yourslf of th substantial diffrnc of diminishing t
h numbr
of inputs compard with incrasing th W u with a factor
3. W hav | n| 1 contrary
to th original thr inputs | p| 1, | d| 1 and | r| 1, implying a rduction of a
factor
3 in stad of
3. Th 2 norm applid to w in th two blockschms of Fig. 9.2 would
indd yild th factor
3 as
?
? p ? 2 + ?

d ? 2 + ? r ? 2
3 contrary to ? ? n ? 2
1.
By rducing th numbr of inputs w hav don so taking car that th maximum va
lu
was rtaind. If svral 2 normd signals ar placd in a vctor, th total 2 no
rm taks
th avrag of th nrgy or powr. Consquntly w ar confrontd again with th
 fact
that not H is suitd for protction against actuator saturation, but l 1 contro
l is.
Not, that for th propr quantisation of th actuator input signal w had to ac

tually
add th rfrnc signal, th disturbanc and th modl rror output. For robust
stability
alon it is now sufficint that:
n max = u max (9.14)
whatever the
erivation of n max might be. In the next section we will see that
in the
frequenc
epen
ent case, a real prevention of actuator saturation can never be
guarantee

in H -control. Actual practice will then be to combine V

an
V r into V n , he
uristicall

efine a W u an
verif whether for robust stabilit the con
ition:
: |V n W u | () (9.15)
is fulfilled. If not, eithe V n o W u should be coected.
9.1.3 Bounds fo tacking and distubance eduction.
Till sofa e have discussed all eights except fo the eo eight W e . Ceta
inly e
ould like to choose W e as big and boad as possible in ode to keep the eo
e as small
as possible. If e foget about the measuement noise for t
e moment and apply t

e
simplified rig
t sc
eme of Fig. 9.2, we obtain a simple mixed sensitivity proble
m:
?
u
e
?
=
?
1
u max
C
1+PC n max
W e
1
1+PC n max
?
( n) =
?
m 11
m 21
?
( n) (9.16)
Because (M) =
? m 2
11 + m 2 21
e can eaily compu e he op imal con roller, ha
minimie (M), a:
C = W 2
e Pu
2
max
(9.17)
In or
er o keep (M) 1 o preven ac ua or a ura ion e can pu (M) = 1 for
he compu e
con roller C yiel
ing:
W e = 1/
?
n 2
max P
2 u 2

max
(9.18)
A pecial cae occur for |Pu max | = |n max | hich imply  a e ha he rang
e of
he ac ua or i exac ly ufficien o caue he ou pu z of plan P o compena
e for he

i urbance n. So if ac ua or range an
plan gain i ufficien ly large e can ch
ooe
W e = an
hu C = o ha M become:
9.1. A ZERO FREQUENCY SET UP. 115
M =
?
n max
Pu max
0
?
(9.19)
an
no error reul  hile (M) = |m 11 | = 1.
If |Pu max | > |n max |, heir i plen y of choice for he con roller an
he H
cri erion i
minimie
by
ecreaing |m 11 | more a he co of a mall increae of |m 21 |.
No e ha hi
con rol
eign i
ifferen from minimiing |m 21 | un
er he con rain of |m 1
1 | 1. For
hi imple example he la problem can be olve
, bu he rea
er i invi e
o

o hi
an
by
oing o o ob ain an impreion of he remen
ou ak for a reali ical
ly ize

problem.
If |Pu max | < |n max |, i i principally impoible o compena e all poible

i ur
bance n. Thi i reflec e
in he maximal eigh W e e can chooe ha allo fo
r a
(M) 1. Some algebra ho ha :
1
W e n max
=
%
1
P 2 u 2
max
n 2
max
(9.20)
If e.g. only half he n can be compena e
, i.e. |Pu max | =
1
2 |n max |, e have |S|
1
W e n max
=
?
3
4
hich i very poor. Thi repreen  he impoibili y o rack be er han
50% or re
uce he
i urbance more han 50%. If one increae he eigh W e one
i
confron e
i h a imilar increae of and no solution ? M ? 1 can be obtained. O
ne
can test this beforehand by analysin the scaled plant as indicated in Fi. 9.1.
The plant

P has been normalised internally accordin to:

P = z max P
1
u max
(9.21)
so that

P is the transfer from u, maximally excited actuator normalised on 1, to

maximal, undisturbed, scaled output z. Suppose now that | P| < 1. It tells you t
hat not
all outputs in the intended output rane can be obtained due to the actual actua
tor. The
maximal input u max can only yield:
|z| = |z max P
1
u max
u max | = |z max P| < z max (9.22)
Consequently, if we have obviously r max z max for a trackin system, the tracki
n
error e = r y can never become small.
For SISO plants this effect is quite obvious, but for MIMO systems the same inte
rnal
scalin of plant P can be very revealin in detectin these kind of internal ins
ufficiencies
as we will show later.
On the other hand, if the ain of the scaled plant

P is larer than 1, one should not

think that the way is free to zero sensitivity S. For real systems, where the fu
ll frequency
dependence plays a role, we will see plenty of limitin effects. Only for = 0 e
ae used
to claim zeo sensitivity in case of integato(s) in the loop. In that case e
have indeed
infinite gain (1/(j)) simila to the pevious example by taking C = . Nevetheless
in
pactice e alays have to deal ith the senso and inevitable senso noise . If
we indeed

ave S = 0, inevitably T = 1 and e = T = . So in its full extent t
e measurement
noise is present in t
e error, w
ic
simply reflects t
e trivial fact t
at you c
an never track
better t
an t
e accuracy of t
e sensor. So sensor noise bounds bot
traking erro
r and
disturbance rejection and s
ould be broug
t in properly by t
e weig
t max in our
example
in order to minimise its effect in balance wit
t
e ot
er bounds and claims.
116 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
9.2 Frequency dependent weig
ts.
9.2.1 Weig
t selection by scaling per frequency.
In t
e previous section t
e single frequency case served as a very simple concep
t to illus
trate some fundamental limitations, t
at certainly exist in t
e full, frequency
dependent
situation. All effects take over, w
ere we
ave to consider a similar kind of sc
aling but
actually for eac
frequency. Usually t
e H norm is presented as t
e induced nor
m of
t
e mapping from t
e L 2 space to t
e L 2 space. In engineering terms we t
en ta
lk about
t
e (square root of) t
e energy of inputs ? w ? 2 towards t
e (square root of) t


e energy of
outputs ? z ? 2 . Mat
ematically, t
is is fine, but in practice we seldomly deal
wit
finite en
ergy signals. Fortunately, t
e H norm is also t
e induced norm for mapping powe
rs onto
powers or even expected powers onto expected powers as explained in c
apter 5. I
f one
considers a signal to be deterministic, w
ere certain c
aracteristics may vary,
t
e power
can simply be obtained by describing t
at signal by a Fourier series, w
ere t
e
Fourier
coefficients directly represent t
e maximal amplitude per frequency. T
is maximu
m can
t
us be used as a scaling for eac
frequency analogous to t
e one frequency exam
ple of
t
e previous section. On t
e ot
er
and if one considers t
e signal to be stoc
a
stic (sta
tionary, one sample from an ergodic ensemble), one can determine t
e power densi
ty s
an
use the square-root of it as the scaling. One can even combine the two appro
aches,
for instance stochastic
isturbances an

eterministic reference signals. In tha
t case one
shoul
bear in min
that the
imensions are fun
amentall
ifferent an
a proper
constant shoul
be brought in for appropriate weighting. Onl if one sticks to one
kin
of
approach, an scaling constant c is irrelevant as it
isappears b the fun
ament
al
ivision
in the
efinition:
? M ? = sup
w
? Mw ? power
? w ? power
= sup
w
? cMw ? power
? cw ? power
(9.23)
urthermore, as we have learne
from the = 0 scaling, the maxima (=ange) of
the inputs scale and thus define the input chaacteising filtes diectly, hil
e the output
filtes ae detemined by the invese so that e obtain e.g. fo input v to outp
ut x:
W x M xv V v =
1
x max
M xv v max =
1
cx max
M xv cv max (9.24)
So again the constant is ielevant, unless input- and outputfiltes ae defined
ith
diffeent constants. In chapte 5 it has been illustated ho the constant elat
ing the
deteministic poe contents to a poe density value can be obtained. It has be
en done
by explicitely computing the noms in both concepts fo an example signal set th
at can
seve fo both intepetations. Fom hee on e suppose that one has chosen the

one
o othe convention and that e can continue ith a scaling pe fequency simila
 to
the scaling in the pevious section. So s max () epesents the squae-oot of an
y poedefinition fo signal s(j), e.g. s max () =
?
ss (j). Remembe that the phase of filtes
and thus of s max () is ielevant. Staightfoad implementation of scaling ou
ld then
lead to:
s() =
1
s max () s() W s (j)s()
s() = s max () s() V s (j) s() (9.25)
Aos have been used in above equations because immediate choice of e.g.V s (j)
=
s max () =
?
ss (j) ould unfotunately aely yield a ational tansfefunction V s (j)
9.2. FREQUENCY DEPENDENT WEIGHTS. 117
and all available techniques and algoithms in H design ae only applicable fo
ational
eights. Theefoe one has to come up ith not too complicated ational eights
V s o
W s satisfying:
|V s (j)| |s max ()|
e.g.
= |
?
ss (j)| |W s (j)| |
1
s max () |
e.g.
= |
?
ss (j)| (9.26)
The outine magshape in Matlab-toolbox LMI can help you ith this task. Thee
you can define a numbe of points in the Bode amplitude plot hee the outine p
ovides
you ith a lo ode ational eight function passing though these points. When
you
have a seies of measued o computed eights in fequency domain, you can easil
y come
up ith a ational eight sufficiently close (fom above) to them.
Whethe you use these outines o you do it by hand, you have atch the folloin
g
side conditions:
1. The eighting filte should be stable and minimum phase. Be sue that thee a
e no
RHP (=Right Half Plane) poles o zeos. Unstable poles ould disupt the conditi
on
of stability fo the total design, also fo the augmented plant. Nonminimum phas
e
zeos ould pohibit implicit invesion of the filtes in the contolle design.
2. Poles o zeos on the imaginay axis cause numeical poblems fo vitually t
he same
eason and should thus be avoided. If one ants an integal eighting, i.e. a po
le
in the oigin, in ode to obtain an infinite eight at fequency zeo and to fo

ce
the design to place an integato in the contolle, one should appoximate this
in
the filte. In pactice it means that one positions a pole in the eight vey cl
ose
to the oigin in the LHP (Left Half Plane). The distance to the oigin should be
vey small compaed to the distances of othe poles and zeos in plant and filte
s.
Altenatively, one could popely include an integato to the plant and sepaat
e it
out to the contolle lateon, hen the design is finished. In that case be thou
ghtful
about ho the integato is included in the plant (not just concatenation!).
3. The filtes should be pefeably be bipope. Any pole zeo excess ould in f
act cause
zeos at infinity, that make the filte uninvetable and invesion happens impli
citly
in the contolle design.
4. The dynamics of the genealised plant should not exceed about 5 decades on th
e
fequency scale fo numeical easons dependent on the length of the mantissa in
you compute. So double pecision can incease the numbe of decades. In single
pecision it thus means that the smallest adius (=distance to the oigin) divid
ed by
the lagest adius of all poles and zeos of plant and filtes should not be les
s than
10 5 .
5. Th filtrs ar prfrably of low ordr. Not only th controllr will b simp
lr as
it will hav th total ordr of th augmntd plant. Also filtrs vry stp at
th
bordr of th aimd tracking band will caus problms for th robustnss as smal
l
dviations will asily lt th fast loops in Nyquist plot trsspass th hazardou
s point
1.
9.2.2 Actuator saturation: W u
Th charactrisation or wighting filtrs of most signals can sufficintly wll
b obtaind
as dscribd in th prvious subsction. A charactrisation pr frquncy is wl
l in lin
118 CHAPTER 9. FITER EECTION AND IMITATION.
with practic. Th famous xcption is th filtr W u whr w would lik to bou
nd th
actuator signal (and somtims its drivativ) in tim. Howvr, tim domain bou
nds,
in fact  norms, ar incompatibl with frquncy domain norms. This is in contr
ast
with th nrgy and powr norms (? . ? 2 ) that rlat xacty according to th t
horm of
Parcval. t us illustrat this, starting with th zro frquncy st up of th
first sction.
As w wr only daling with frquncy zro a boundd powr would uniquly limit
th
maximum valu in tim as th signal is simply a constant valu:
? s ?  = |s| =

s 2 =? s ? powr (9.27)
If th powr can b distributd ovr mor frquncis, a maximum pak in tim ca
n b

cratd by propr phas alignmnt of th various componnts as rprsntd in Fi

g. 9.3.
4 3 2 1 0 1 2 3 4
1.5
1
0.5
0
0.5
1
1.5
2
2.5
3
Figur 9.3: Maximum sum of 3 proprly phas alignd sin wavs.
uppos w hav n sin wavs:
s(t) = a 1 sin( 1 t+ 1 )+a 2 sin( 2 t+ 2 )+a 3 sin( 3 t+ 3 )+...+a n sin( n t+ n ) (9
)
ith total oer eual to one. I e distribute the oer eually over all sine
aves
e get:
n
i=1 a 2 i
= 1 i : a i = a a i = a =
?
1
n
(9.29)
and conseuently, ith roer choice o hases i the eak in time domain euals:
n
i=1 a i = n
&
1
n
(9.30)
Crtainly, for th continuous cas, w hav infinitly many frquncis so that
n
and:
lim
n
n
&
1
n
= (9.31)
o th bar fact that w hav infinitly many frquncis availabl (continuous
spc
trum) will crat th possibility of infinitly larg paks in tim domain. Fort
unatly, this
vry worst cas will usually not happn in practic and w can put bounds in fr
quncy
domain that will gnrally b sufficint for th practical kind of signals that
will virtually
xclud th vry xcptional occurrnc of abov phas alignd sin wavs. Nvr
thlss
fundamntally w cannot hav any mathmatical basis to choos th propr wight
W u
and w hav to rly on huristics. Usually an actuator will b abl to follow si
n wavs
9.2. FREQUENCY DEPENDENT WEIGHT. 119
ovr a crtain band. Byond this band, th stp incrass and dcrass of th

signals
cannot b trackd any mor and in particular th highr frquncis caus th hi
gh paks.
Thrfor in most cass W u has to hav th charactr of a high pass filtr with
a lvl
qual to svral tims th maximum amplitud of a sin wav th actuator can tra
ck.
Th dsign, basd upon such a filtr , has to b tstd nxt in a simulation wit
h ralistic
rfrnc signals and disturbancs. If th actuator happns to saturat, it will
b clar
that W u should b incrasd in amplitud and/or bandwidth. If th actuator is 
xcitd
far from saturation th wight W u can b softnd. This W u crtainly forms th
wakst
aspct in filtr dsign.
9.2.3 Modl rrors and parsimony.
ik actuator saturation, also modl rrors put strict bounds, but thy can fort
unatly b
dfind and masurd dirctly in frquncy domain. As an xampl w trat th ad
ditiv
modl rror according to Fig. 9.4.
P
P t
6
?
u
z t
z
p
+

Figur 9.4: Additiv modl rror from p/u.

W can masur p = z t z = (P t P)u. For ach frquncy w would lik to obtain
th diffrnc |P t (j)P(j)|. In paticula e ae inteested in the maximum deviat
ion
()?R such that:
: |P t (j) P(j)| = |P(j)| < () (9.32)
Since P is a ational tansfe, e ould like to have the tansfe P t in tems
of gain
and phase as function of the fequency . This can be measued by offeing espect
ive
sineaves of inceasing fequency to the eal plant and measue amplitude and ph
ase of
the output fo long peiods to monito all changes that ill usually occu. Give
n the
knon inputs, the deviating tansfes P t fo the espective fequencies can be
computed.
Altenatively, one could use boadbanded input noise and compute the vaious ta
nfe
samples by cosscoelation techniques.
Quite often these cumbesome measuements, that ae contaminated by inevitable
distubances and measuement noise and ae vey had to obtain in case of unstab
le plants,
can be cicumvented by pope computations. If the stuctue of the plant-tansf
e is vey
ell knon but vaious paamete values ae unclea, one can simply evaluate the

tansfes
fo sets of expected paametes and teat these as possible model-deviating tan
sfes.
Next, the vaious deviating tansfes fo a typical set of fequencies, obtained
eithe by
measuements o by computations, should be evaluated in a pola (Nyquist) plot c
ontay
to hat is often shon by means of a Bode plot. This is illustated in Fig. 9.5.
The model P is given by:
120 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
10
1
10
0
10
1
30
20
10
0
10
Frquncy (rad/sc)
Gain dB
10
1
10
0
10
1
30
60
90
0
Frquncy (rad/sc)
Phas dg
0 0.5 1 1.5
0.6
0.4
0.2
0
0.2
0.4
0.6
Ral Axis
Imag Axis
M
X
X
X
X
Figur 9.5: Additiv modl rrors in Bod and Nyquist plots.
P =
1
s + 1
(9.33)
whil dviating transfrs P t ar takn as:
P t =
.8
s+.8
or

1.2
s+1.2
or
.8
s+1.2
or
1.2
s+.8
(9.34)
Givn th Bod plot on is tndd to tak th width of th band in th gain plot
as a
masur for th additiv modl rror for ach frquncy. This would lad to:
max
P t
||P t | |P|| (9.35)
which is crtainly wrong. In th Nyquist plot w hav indicatd for = 1 the mode
l
tansfe by M and the seveal deviating tansfes by X. The maximum model eo is
clealy given by the adius of the smallest cicle aound M that encompasses all p
lants
X. Then e eally obtain the vectoial diffeences fo each :
() = max
P t
|P t (j) P(j)| (9.36)
The eade is invited to analyse ho the ong measue of equation 9.35 can be
distinguished in the Nyquistplot.
Finally e have the folloing bounds fo each fequency:
|P(j)| < () (9.37)
The signal p in Fig. 9.4 is that component in the distubance fee output of the
tue poces P t due to input u, that is not accounted fo by the model output Pu
. This
component can be epesented by an exta distubance at the output in the genea
lised
plant like in Fig. 9.2, but no ith a eighting filte p = V p (j) p. If the goal
? M ? <
1 we have:
? W u RV p ? < 1 : |W u RV p | < 1 (9.38)
For robut tability, baed on the mall gain theorem, e have a condition:
9.2. FREQUENCY DEPENDENT WEIGHTS. 121
? RP ? < 1 : |RP| < 1 (9.39)
: |W u RV p |
|P|
|W u V p |
< 1 (9.40)
Given the bounded transfer of equation 9.38, a sufficient condition is:
: |P| < |W u V p | (9.41)
and this can be guaranteed if the weights are sufficiently large such that the b
ounded
model perturbations of equation 9.37 can be brought in as:
: |P| < () < |W u V p | (9.42)
Of couse, fo stability also the othe input eight filtes V d , V  o even V
in stead of
V p could
ave been used, because t
ey all combined wit
W u limit t
e control s
ensitivity
R. Consequently, for robust stability it is sufficient to
ave:
: () < sup{|W u V d |,|W u V  |,|W u V |} (9.43)
If t
is condition is fullfilled, we dont
ave to introduce an extra filter V p fo
r stability.
T
e extra exogenous input p can be prefered for proper quantisation of t
e contr
ol signal

u, but t
is can also be done by increasing W u properly.

T
e best is to combine t
e exogeneous inputs d, r and p into a signal n, like we
did in
section 9.1.2, but now wit
appropriate combination for eac
frequency. T
is boi
ls down
to finding a rational filter transfer V n (j) such that:
: |V n (j)| |V d (j)| + |V r (j)| + |V p (j)| (9.44)
Again the routine maghape in the LMI toolbox can help here.
Pragmatically, one uually combine only V d and V r into V n and cheque hethe
r:
: () < |W u (j)V n (j)| (9.45)
is satisfied. If not, the eighting filte W u is adapted until the condition is
satisfied.
9.2.4 W e bounded by fundamental constaint: S + T = I
Fo a typical lo-sized H poblem like:
z =
?
u
e
?
=
?
W u RV n W u RV
W e SV n W e TV
??
n

?
= Mw (9.46)
all weig
ts
ave been discussed except for t
e performance weig
t W e . T
e c
ar
ac
terising filters of t
e exogenous inputs n and left little c
oice as t
ese were
determined
by t
e actual signals to be expected for t
e closed loop system. T
e control wei
g
ting
filter W u was defined by rigorous bounds derived from actuator limitations and
model
perturbations. Now it is to be seen
ow good a final performance can be obtained
by
optimum c
oice of t
e errorfilter W e . We would like to see t
at t
e final clos
ed loop sys
tem s
ows good tracking be
aviour and disturbance rejection for a broad frequenc
y band.
Unfortunately, t
e W e will appear to be restricted by many bounds, induced by l
imita
tions in actuators, sensors, model accuracy and t
e dynamic properties of t
e pl
ant to be
controlled. T
e influence of t
e plant dynamics will be discussed in t
e next se
ction. Here
122 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
we will s
ow
ow t
e influences of actuator, sensor and model accuracy put restr
ictions
on t
e performance via respectively W u , V and t
e combination of W u , V n and
V .
Mentioned filters all bound t
e complementarity sensitivity T as a contraint:
{? W u RV n ? < 1} { : |W u RV n | = |W u P 1 TV n | < 1} (9.47)
{? W u RV ? < 1} { : |W u RV | = |W u P 1 TV | < 1} (9.48)
{? W e TV ? < 1} { : |W e TV | < 1} (9.49)
In above inequalities t
e plant transfer P, t
at is not optional contrary to t
e
controller

C, functions as part of t
e weig
ts on T. Because t
e T is bounded accordingly t

e
freedom in t
e performance represented by t
e sensitivity S is bounded on t
e ba
sis of
t
e fundamental constraint S + T = I.
T
e constraints on T can be represented as ? W 2 TV 2 ? < 1 w
ere W 2 and V 2 re
present
t
e various weig
t combinations of inequalities 9.47 9.49. Renaming t
e performa
nce aim
as:
? W e SV n ? def = ? W 1 SV 1 ? < 1 (9.50)
Now we can repeat t
e comments made in section 7.5.
T
e H design problem requires:
? W 1 SV 1 ? < 1 : |S(j)| < |W 1 (j) 1 V 1 (j) 1 | (9.51)
? W 2 TV 2 ? < 1 : |T(j)| < |W 2 (j) 1 V 2 (j) 1 | (9.52)
A typical eighting ituation for the mixed enitivity problem i diplayed in
Fig. 9.6.
Figure 9.6: Typical mixed enitivity eight.
It i clear that not both |S| < 1/2 and |T| < 1/2 can be obtained, becaue S + T
= 1
for the SISO cae. Conequently the interection point of the invere eight h
ould be
greater than 1:
:
1
|W 1 V 1 |
=
1
|W 2 V 2 |
> 1/2 (9.53)
Thi i till too retrictive, becaue it i not to be expected that equal phae
0 can be
accomplihed by any controller at the interection point. To allo for ufficien
t freedom
in phae it i uually required to take at leat:
9.2. FREQUENCY DEPENDENT WEIGHTS. 123
:
1
|W 1 V 1 |
=
1
|W 2 V 2 |
> 1 (9.54)
: |W 1 V 1 | = |W 2 V 2 | < 1 (9.55)
It can eaily be undertood that the S and T vector for frequencie in the neig
hbour
hood of the interection point can then only be taken in the interection area o
f the to
circle in Fig. 9.7.
1 0
*
^
z
:
^
?
S
S
S
T

T
T
Figure 9.7: Poibilitie for |S| < 1, |T| < 1 and S + T = 1.
Conequently, it i crucial that the point of interection of the curve |W 1 (j)
V 1 (j)|
and |W 2 (j)V 2 (j)| i belo the 0 dB level, otherie there ould be a conflict
ith
S + T = 1 and there ould be no olution 1! Consequently, heavily weihted bands
(> 0dB) for S and T should always exclude each other.
Further away from the intersection point the condition S + T requires that for s
mall
S the T should effectively be reater than 1 and vice versa. If we want:
{|S| <
1
|W 1 V 1 | } {|T| <
1
|W 2 V 2 | }
(9.56)
then necessarily:
1 S = T 1
1
|W 1 V 1 |
< |T| <
1
|W 2 V 2 |
(9.57)
hich essentially tells us that or aimed small S, enorced by |W 1 V 1 |, the 
eight |W 2 V 2 |
should be chosen less than 1 and vice versa.
Generally, this can be accomlished but an extra comlication occurs hen W 1 =
W 2
and V 1 and V 2 have ixed values as they characterise real signals. This haen
s in the
examle under study here e have W e SV n and W e TV . T
is leads to an upper b
ound
for t
e filter W e according to:
1
|W e |
> |V (1
1
|W e V n | )| |V | |W e | <
1
|V |
(9.58)
T
e better t
e sensor, t
e smaller t
e measurement filter |V | can be, t
e large
r t
e
filter |W e | can be c
osen and t
e better t
e ultimate performance will be. Aga
in t
is
reflects t
e fact t
at we can never control better t
an t
e accuracy of t
e sens
or allows
124 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
us. We encountered t
is very same effect before in t
e one frequency example. In
deed,
t
is effect particularly poses a significant limiting effect on t
e aim to accom
plis
zero
tracking error at = 0. A final zeo eo in the step-esponse fo a contol loo
p including
an integato should theefoe be undestood ithin this measuement noise effec
t.
9.3 Limitations due to plant chaacteistics.

In the pevious subsections the eights V

have been based on the exogenous input
chaacteistics. The eight W u as detemined by the actuato limits and the model
petubations. Finally, limits on the eight W e ee deived based on the elation S
+ T = I.
Neve, the chaacteistics of the plant itself ee consideed. It appeas that
these vey
dynamical popeties put bounds on the final pefomance. This is clea if one a
ccepts
that some effot is to be made to stabilise the plant, hich inevitably ill be
at the cost of
the pefomance. We ill see that not so much instability, but in paticula non
minimum
phase zeos and limited gain can have detimental effects on the final pefoman
ce.
9.3.1 Plant gain.
Let us foget about the lo measuement noise fo the moment and concentate on
the
emaining mixed sensitivity poblem:
z =
?
u
e
?
=
?
W u RV n
W e SV n
?
( n) = M (9.59)
Fom chapte 4 e kno that fo stable plants P e may use the intenal model
implementation of the contolle hee Q = R and S = 1 PQ. Vry high wights |W
 |
for good tracking ncssarily rquir:
: {|W e SV n | = |W e (1 PQ)V n | < 1} (9.60)
{|(1 PQ)V n | <
1
|W e |
0} (9.61)
{Q = P 1 } (9.62)
Even in the case that P is invertable, it needs to have suicient gain, since t
he irst
term in the mixed sensitivity roblem yields:
: {|W u RV n | = |W u P 1 V n | < 1} (9.63)
{|P(j)| > |W u (j)V n (j)|} (9.64)
{|P(j)|
1
|W u (j)|
> |V n (j)|} (9.65)
The lat contraint imply tate that, given the bound on the actuator input by
|1/W u |, the maximum effect of an input u at the output, viz. |P/W u | hould p
otentially
compenate the maximum diturbance |V n |. That i, the gain of the plant P for
each
frequency in the tracking band hould be large enough to compenate for the dit
urbance
n a a reaction of the input u. In frequency domain, thi i the ame contraint
a  e
found in ubection 9.1.3

Typically, if e compare the loer bound on the plant ith the robutne contr
aint
on the additive model perturbation, e get:
9.3. LIMITATIONS DUE TO PLANT CHARACTERISTICS. 125
: |P| > |W u V n | > |P| (9.66)
which says that modelling error larger than 100% will certainly prevent tracking
and
disturbance rejection, as can easily be grasped.
All is well, but what should be done if the gain of P is insufficient, at least
at certain
frequencies? Simply adapt your performance aim by decreasing the weight W e as f
ollows.
Starting from the constraint we have:
: {|W u QV n | < 1} {|Q| <
1
|W u V n | }
(9.67)
Above bound on |Q| prohibit to take Q = P 1 a |P| i too mall for certain freq
uencie
?, so that e ill alays have:
? : {|PQ| < 1} {|1 PQ| > 1 |PQ| > 1
|P|
|W u V n |
> 0} (9.68)
Conseuently, e learn rom the condition |W e (1 PQ)V n | < 1:
? : |W e | <
1
|V n (1 PQ)|
<
1
|V n |(1
|P|
|W u V n | )
=
1
|V n |
|P|
|W u | )
(9.69)
and the best sensivity e can exect or such a eight W e is necessarily close
to its
uer bound given by:
? : |S| <
1
|W e V n |
=
|V n |
|P|
|W u |
|V n |
= 1
|P|
|W u V n |
(9.70)
9.3.2 RHP zeros.
For erect tracking and disturbance rejection one should be able to choose Q =
P 1 .
In the revious section this as tharted by the range o the actuator or by the
model
uncertainty via mainly W u . Another condition on Q is stability and here the no

nminimum
hase or RHP (Right Hal Plane) zeros are the soil sort. The crux is that no c
ontroller
C may comensate these zeros by RHP oles as the closed loo system ould become
internally unstable. So necessarily rom the maximum modulus rincile, introduc
ed in
chater 4, e get:
su

|W e (j)S(j)V n (j)| |W e (z)(1 P(z)Q(z))V n (z)| = |W e (z)V n (z)| (9.71)

here z is any RHP zero here necessarily P(z) = 0 and |Q(z)| < . Unortunately,
this uts an underbound on the eighted sensitivity. Because e ant the eighte
d
sensitivity to be less than one, e should at least reuire that the eights sat
isy:
|W e (z)V n (z)| < 1 (9.72)
This uts a strong constraint on the choice o the eight W e because heavy eig
hts
at the imaginary axis band, here e like to have a small S, ill have to be arr
anged
by oles and zeros o W e and V n in the LHP and the mountain eaks caused by the
oles ill certainly have their mountain ridges assed on to the RHP here at the
osition o the zero z their height is limited according to above ormula. This
is uite an
126 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
abstract exlanation. Let us thereore turn to the background o the RHP zeros a
nd a
simle examle.
Nonminimum hase zeros, as the engineering name indicates, originate rom some
strange internal hase characteristics, usually by contradictory signs o behavi
our in cer
tain reuency bands. As an examle may unction:
P(s) = P 1 (s) + P 2 (s) =
1
s + 1

2
s + 10
=
s 8
(s + 1)(s + 10)
(9.73)
The to transer comonents sho cometing eects because o the sign. The sign
o
the transer ith the sloest ole at 1 is ositive. The sign o the other tran
ser ith
the aster dynamics ole at 10 is negative. Brought into one rational transer
this eect
causes the RHP zero at z = 8. Note that the zero is right beteen the to oles
in
absolute value. The zero could also have been occured in the LHP, e.g. by dier
ent gains
o the to irst order transers (try or yoursel). In that case a controller c
ould easily
coe ith the hase characteristic by utting a ole on this LHP zero. In the RH
P this
is not alloed because o internal stability reuirement. So, let us take a stra
ightorard
PI controller that comensates the sloest ole:
P(s)C(s) =

s 8
(s + 1)(s + 10) K
s + 1
s
(9.74)
and take controller gain K such that e obtain eual real and imaginary arts o
r the
closed loo oles as shon in Fig. 9.8.
20 15 10 5 0 5 10 15 20
20
15
10
5
0
5
10
15
20
Real Axis
Imag Axis
Figure 9.8: Rootlocus or PI controlled nonminimumhase lant.
hich leads to K = 3. In Fig. 9.9 the ste resonse and the bode lot or the cl
osed
loo system is shoed.
Also the results or the same controller alied to the one comonent P 1 (s) =
1/(s+1)
or the other comonent P 2 (s) = 2/(s + 10) is shon. The bodelot shos a total
gain
enclosed by the to searate comonents and the comonent 2/(s + 10) is even more
broadbanded. Alas, i e ould have only this comonent, the chosen controller 
ould
make the lant unstable as seen in the ste resonse. For the higher reuencies
the hase
o the controller is incorrect. For the loer reuencies ?(0,3.5) the hase o t
he controller
is aroriate and the lant is ell controlled. The eect o the higher reue
ncies is still
seen at the initial time o the resonse here the direction (sign) is rong.
9.3. LIMITATIONS DUE TO PLANT CHARACTERISTICS. 127
Time (sec.)
Amlitude
Ste Resonse
0 0.5 1 1.5
1
0.5
0
0.5
1
1.5
From: U(1)
To: Y(1)
PC/s(PC+1)
P1C/s(P1C+1)
P2C/s(P2C+1)
10
1
10
0
10
1

10
2
10
2
10
1
10
0
10
1
PC/(PC+1)
P1C/(P1C+1)
P2C/(P2C+1)
Figure 9.9: Closed loo o nonminimum hase lant and its comonents.
As a conseuence or the choice o W e or such a system e cannot aim at a broa
der
reuency band than, as a rule o the thumb, ?(0,|z|/2) and also the gain o W e
is limited.
This limit is relected in the above ound limitation:
|W e (z)V n (z)| < 1 (9.75)
I, on the other hand, e ould like to obtain a good tracking or a band ?(2|z|,
100|z|)
the controller can indeed ell be chosen to control the comonent 2/(s+10), hile
no
the other comonent 1/(s + 1) is the nasty one. In a band ?(|z|/2,2|z|) e can ne
ver
track ell, because the oosite eects o both comonents o the lant are a
arent in
their ull extent.
I e have more RHP zeros z i , e have as many orbidden tracking bands ?(|z i |
/2,2
|z i |). Even zeros at ininity lay a role as exlained in the next subsection.
9.3.3 Bode integral.
For strictly roer lants combined ith strictly roer controllers e ill hav
e zeros
at ininity. It is irrelevant hether ininity is in the RHP. Zeros at ininity
should be
treated like all RHP zeros, simly because they cannot be comensated by oles.
Because
in ractice each system is strictly roer, e have that the combination o lan
t and
controller L(s) = P(s)C(s) has at least a ole zero excess (#oles #zeros) o t
o.
Conseuently it is reuired:
|W e ()V n ()| < 1 (9.76)
and e necessarily have:
lim
s
|S| = lim
s
|
1
1 + L(s) | = 1
(9.77)
Any tracking band ill necessarily be bounded. Hoever, ho can e see the inlu
ence o zeros at ininity at a inite band? Here the Bode Sensitivity Integral g
ives us an
imression (the roo can be ound in e.g. Doyle [2]). I the ole zero excess i
s at least 2

and e have no RHP oles, the olloing holds:

?

0
ln|S(j)|d = 0 (9.78)
128 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
The exlanation can best be done ith an examle:
L(s) = P(s)C(s) =
K
s(s + 100)
(9.79)
so that the sensitivity in closed loo ill be:
S =
s(s + 100)
s 2 + 100s + K
(9.80)
For increasing controller gain K = {2100,21000,210000} the tracking band ill be
broader but e have to ay ith higher overshoot in both reuency and time doma
in as
Fig. 9.10 shos.
10
1
10
0
10
1
10
2
10
3
10
4
10
5
10
4
10
3
10
2
10
1
10
0
10
1
K=2100
K=21000
K=210000
Figure 9.10: Sensitivity or lootranser ith ole zero excess 2 and no RHP ol
es.
The Bode rule states that the area o |S(j)| under 0dB euals the area above it.
Note that e have as usual a horizontal logarithmic scale or in Fig. 9.10 hich
visually
disruts the concets o eual areas. Nevertheless the message is clear: the les
s tracking
error and disturbance e ant to obtain over a broader band, the more e have to
ay
or this by a more than 100% tracking error and disturbance multilication outsi
de this

band.
9.3.4 RHP oles.
The RHP zeros lay a undamental role in the erormance limitation because they
cannot
be comensated by oles in the controller and ill thus ersist in existence als
o in the
closed loo. Also the RHP oles cannot be comensated by RHP zeros in the contro
ller,
again because o internal stability, but in closed loo they have been dislaced
into the LHP
by means o the eedback. So in closed loo, they are no longer existent, and co
nseuently
their eect is not as severe as o the RHP zeros. Nevertheless, their shit to
ards the LHP
has to be aid or, as e ill see.
The eect o RHP oles cannot be analysed by means o the internal model, becau
se
this concet can only be alied to stable lants P. The straightorard general
isation
9.3. LIMITATIONS DUE TO PLANT CHARACTERISTICS. 129
o the internal model or unstable lants has been exlained in chater 11. Esse
ntially,
the lant is irst ed back or stabilisation and next an extra external loo i
th a stable
controller Q is alied or otimisation. So the idea is irst stabilisation and
on to o that
otimisation o the stable closed loo. It ill be clear that the extra eort o
 stabilisation
has to be aid or. The currency is the use o the actuator range. Part o the a
ctuator range
ill be occuied or the stabilisation task so that less is let or the otimis
ation comared
ith a stable lant, here e can use the hole range o the actuator or otimi
sation.
This can be illustrated by a simle examle reresented in Fig. 9.11.
K
1
s  a
? ?
6
r u
+

Figure 9.11: Examle or stabilisation eort.

The lant has either a ole in RHP at a > 0 or a ole in LHP at a < 0. The
roortional controller K is bounded by the range o |u| < u max , hile the clo
sed loo
should be able to track a unit ste. The control sensitivity is given by:
R =
r
u
=
K
1 +
K
sa
=
K(s  a)
s  a + K

(9.81)
For stability e certainly need K > a. The maximum |u| or a unit ste occurs at
t = 0 so:
max
t
(u) = u(0) = lim
s
R(s) = K = u max (9.82)
So it is immediately clear that, limited by the actuator saturation, the ole in
closed
loo can maximally be shited u max to the let. Conseuently, or the unstable
lant, a
art a is used or stabilisation o the lant and only the remainder K a can be
used or
a bandidth K a as illustrated in Fig. 9.12.
X X
a a
?
K = u max
?
K = u max
< <
K a K + a
Figure 9.12: Rootloci or both lants 1/(s  a).
Note that the actuator range should be large enough, i.e. u max > a. Otherise
stabilisation is not ossible. It deines a loer bound on K > a. With the same
eort
e obtain a tracking band o K + a or the stable lant. Also the inal error o
r the ste
resonse is smaller:
e = Sr e() = lim
s0
s  a
s  a + K
=
a
K  a
(9.83)
130 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
and certainly
a
K + a
<
a
K a
(9.84)
being the resective absolute inal errors. Let us sho these eects by assumin
g some
numerical values: K = u max = 5, a = 1, hich leads to oles o resectively 4
and 6 and
dito bandidths. The inal errors are resectively 1/6 and 1/4. Fig. 9.13 shos
the to
ste resonses. Also the to sensitivities are shon, here the dierences in b
andidth
and the inal error (at = 0) are evident.
Time (sec.)
Amlitude
Ste Resonse
0 0.5 1 1.5

0
0.2
0.4
0.6
0.8
1
1.2
1.4
From: U(1)
To: Y(1)
P=1/(s+1) K=5
P=1/(s1) K=5
10
1
10
0
10
1
10
2
10
1
10
0
P=1/(s1)
P=1/(s+1)
Figure 9.13: Ste resonse and |S(j)| or controlled stable and unstable lants.
The uestion remains ho these eects inluence the choice o the eights. Theo
ret
ically the eect is dual to the restriction by the RHP zeros on the sensitivity
. Here e
have, because o the maximum modulus rincile:
su

|T(j)| |T(s)| s?C +

e.g.
= |
PC
1 + PC
| s= = 1 (9.85)
here ?() > 0 is such an unstable ole osition. Including general eights W T
and
V T e obtain:
|W T ()V T ()| su

|W T (j)T(j)V T (j)| < 1 (9.86)

So there is an uer bound on the eights on comlementary sensitivity. There is
a
minimum on the closed loo transer around ?(||/2,2||) or reasons o stability
. Com
are the simle examle above. For the lo size generalised lant o euation 9.
46 e have
three times a eighted comlementary sensitivity, o hich to are exlicitly e
ighted
control sensitivities:
W e TV W T V T = W e V (9.87)
W u RV n W T V T =
W u V n
P
(9.88)

W u RV W T V T =
W u V
P
(9.89)
Only t
e first entry yields bounds on t
e weig
ts according to:
9.3. LIMITATIONS DUE TO PLANT CHARACTERISTICS. 131
|W e (p)V ((p)| < 1 (9.90)
because for t
e ot
er two
olds:
| W u (p)V n (p)
P(p)
| = 0 < 1 (9.91)
as |P(p)| = .
T
e condition of inequality 9.90 is only a poor condition, because measurement n
oise
is usually very small. T
is is not t
e effect we are looking for, but alas I
av
e not been
able to find it explicitly. You are invited to express t
e stabilisation effort
explicitly in t
e
weig
ts.
In t
e Bode integral t
e effect of RHP poles is evident, because if we
ave N p
unstable
poles p i t
e Bode integral c
anges into:
?

0
ln|S(j)|d = N p
i=1 ?(p i )
(9.92)
which says that thr is an xtra positiv ara for ln|| givn by th sum of th
 ral
parts of th unstabl pols multiplid by . This is exactly the cost o the stabi
lisation
and increases the urther aay the oles are rom the imaginary axis. It imlici
tly states
that e have to choose W e such that there is let room or S in the nontracking
band to
build u this extra ositive area here tracking and disturbance rejection are 
orse than
100%.
Also in time domain e have a restriction on the ste resonse, resembling the B
ode
integral in reuency domain (see Engell [16]). Let the oen loo transer have
an unstable
ole at , so that e may rite:
1 = T() =
?

0
g(t)e t dt (9.93)
according to the Lalace transorm o the closed loo imulse resonse g(t). Let
the
ste resonse be h(t) so that g(t) = dh(t)/dt. Then integration by arts yields:
1 =
?

0
g(t)e t dt =
?

e t dh(t) = (9.94)
= h(t)e t |
0

0
h(t)de t = (9.95)
= 
?

0
h(t)e t dt (9.96)
here e used that h(0) = 0 hen the closed loo system is strictly roer and t
hat
h() is inite. Because it is straightorard that
?

0
e t dt = 1

?

0
de t = e
t

|
0
=
1

(9.97)
the combination yields the restrictive time integral:
?

0
{1 h(t)}e t dt = 0 (9.98)
Euation 9.98 restricts the attainable ste resonses: the integral o the ste
resonse
error, eighted by e t must vanish. As h(t) is belo 1 or small values o t, th
is area must
132 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
be comensated by values above 1 or larger t, and this comensation is discount
ed or
t by the eight e t and even more so i the steady state error haens to be zer
o
by integral control action. So the ste resonse cannot sho an ininitesimally
small error
or a long time to satisy 9.98. The larger  is, the shorter the available com
ensation
time ill be, during hich the resonse is larger than 1. I an unstable ole an
d actuator
limitations are both resent, the initial error integral o the ste resonse is
bounded rom
belo, and hence there must be a ositive control error area hich is at least a
s large
as the initial error integral due to the eight e t . Conseuently either large
overshoot
and raid convergence to the steady state value or small overshoot and slo conv

ergence
must occur. For our examle P = 1/(s 1) e can choose C = 5, as e did beore, o
r
C = 5(s+1)/s to accomlish zero steady state error and still avoiding actuator s
aturation.
The resective ste resonses are dislayed in Fig. 9.14 together ith the eigh
t e t .
0 0.5 1 1.5 2 2.5 3
0
0.2
0.4
0.6
0.8
1
1.2
1.4
Time (secs)
Amlitude
ex(t)
C=5(s+1)/s
C=5
Figure 9.14: Closed loo ste resonse or P = 1/(s 1) restricted by the time in
tegral
9.98.
So inally, e have resented some insight into the mechanism o RHP oles but t
he
only testable bound on the eights is |W e ()V (p)| < 1. T
is refers to t
e lim
itations of t
e
sensor via V . However, t
e bounding effect of stabilisation effort in t
e face
of restricted
actuator range could not be made explicit in a bound on t
e allowable weig
ting
filters
for t
e left over performance. If you
ave a good idea yourself, you will certai
nly get a
good mark for t
is course.
9.3.5 RHP poles and RHP zeros
It goes wit
out saying t
at, w
en a plant
as bot
RHP zeros and RHP poles, t
e
limi
tations of bot
effects will at least add up. It will be more because t
e stabil
isation effort
will be larger. RHP zeros will attract rootloci to t
e RHP, w
ile we want to pul
l t
e
rootloci over t
e imaginary axis into t
e LHP. T
e stabilisation is in particula
r a
eavy
task w
en we
ave to deal wit
alternating poles and zeros on t
e positive real
axis. T
ese
plants are infamous, because t
ey can only be stabilised by unstable and nonmini
mum
p
ase controllers t
at add to t
e limitations again. T
ese plants are called not
strongly
9.3. LIMITATIONS DUE TO PLANT CHARACTERISTICS. 133
stabilisable. Take for instance a plant wit
a zero z > 0, p > 0 and an integrato
r pole at
0. If z < p we
ave alternatingly poles and zeros at 0, z, p and . Depending on t

e sign
of t
e controller gain K, and no poles or zeros of t
e controller on t
e positiv
e real axis,
t
e rootloci will always remain in t
e RHP as displayed in Fig. 9.15.
X X O > < > <
K > 0 K < 0 K > 0 K < 0

z p
0
Figure 9.15: Rootloci for a plant, w
ic
is not strongly stabilisable.
Only if we add RHP zeros and RHP poles in t
e controller suc
t
at we alternatin
gly

ave pairs of zeros and poles on t
e real positive axis we can accomplis
t
at t

e rootloci
leave t
e real positive axis and can be drawn to t
e LHP as illustrated in Fig.
9.16.
X X O > < > <
K > 0 K < 0 K < 0 K < 0
z p
0
O X
6
?
?
6
K > 0 K > 0
Figure 9.16: Rootloci for a plant, w
ic
is not strongly stabilisable, wit
an u
nstable
nonminimum p
ase controller.
It will be clear t
at t
is stabilisation effort is considerable and t
e more if
t
e RHP
poles and RHP zeros are close to eac
ot
er so t
at wit
out precautions t
e open
ends of
t
e rootloci leaving and approac
ing t
e real positive axis in Fig. 9.16 will cl
ose wit
out
passing t
roug
t
e LHP first. In Skogestadt & Postlet
waite [15] t
is is formal
ised in
t
e following bounding t
eorem:
T
eorem: Combined RHP poles and RHP zeros. Suppose t
at P(s)
as N z
RHP zeros z j and
as N p RHP poles p i . T
en for closed loop stability t
e wei
g
ted sensi
tivity function must satisfy for eac
RHP zero z j :
? W S SV S ? c 1j |W S (z j )V S (z j )|, c 1j = N p
i=1
|z j + p i |
|z j p i |
1 (9.99)
and he weigh ed complemen ary sensi ivi y func ion mus sa isfy for each RH po
le
p i :
? W T TV T ? c 2j |W T (p i )V T (p i )|, c 2j = N z
j=1
| z j + p i |
|z j p i |
1 (9.100)
134 CHATER 9. FITER SEECTION AND IMITATIONS.
where W S and V S are sensi ivi y weigh ing fil ers like he pair {W e ,V n }. S
imilarly,
W T and V T are complemen ary sensi ivi y weigh ing fil ers like he pair {W e ,
V }. If we
want t
e infinity norms to be less t
an 1, above inequalities put upper bounds o
n the
weiht filters. On the other hand if we apply the theorem without weihts we et
:
? S ? max
j
c 1j ? T ? max

i
c 2i (9.101)
This shows that lare peaks for S and T are unavoidable if we have a RHP pole an
d
RHP zero located close to each other.
9.3. LIMITATIONS DUE TO PLANT CHARACTERISTICS. 135
9.3.6 MIMO.
The previous subsections were based on the silent assumption of a SISO plant P.
For
MIMO plants fundamentally the same restrictions hold but the interpretation is m
ore
complicated. For example the plant ain is multivariable and consequent limitati
ons need
further study. For a m input m output plant the situation is sketched in Fi 9.1
7, where
e.. m = 3.
W e3
W e2
W e1
V r3 V r2 V r1
P
W u3 W u2 W u1

?
?
? ?
?
6 6
6 6
?
6 u 1
u 2 u 3
u 1
u 2
u 3
6
r 1 r 2 r 3
e 1
e 2
e 3
e 1
e 2
e 3
r 1 r 2 r 3
+
+
+

Fiure 9.17: Scalin of a 3x3 plant.

The scaled trackin error e as a function of the scaled reference r and the scal
ed control
sinal u is iven by:
e =
e 1

 e 2
e 3
=
=
W e1 0 0
0 W e2 0
0 0 W e3

V r1 0 0
0 V r2 0
0 0 V r3

r 1
r 2
r 3

W e1 0 0
0 W e2 0
0 0 W e3

P 11 P 12 P 13
P 21 P 22 P 23
P 31 P 32 P 33

W 1
u1
0 0
0 W 1
u2
0
0 0 W 1
u3

u 1
u 2
u 3
=

= W e
? V
r r PW
1
u
u ?
(9.102)
Note that we have as usual diaonal weihts where |W ui (j)| stands fo the maxim
um
ange of the coesponding actuato fo the paticula fequency . Also the aimed
ange
of the efeence  i is chaacteised by |V i (j)| and should at least coespon
d to the
pemitted ange fo the paticula output z i fo fequency . Fo heavy eights W
e in
ode to make e 0 e need:
V   = PW 1
u
u = r = Pu (9.103)
Th rangs of th actuators should b sufficintly larg in ordr to xcit ach
output
up to th wantd amplitud xprssd by:
136 CHAPTER 9. FITER EECTION AND IMITATION.
u = W u P 1 V r r (9.104)
so that
? u ? 2 ? W u P 1 V r ? ? r ? 2 1
? W u P 1 V r ? 1
(9.105)
Bcaus (A 1 ) = (A) e may ri e:
: (W u P 1 V r ) 1
: (V
1
r
PW 1
u
) 1
(9.106)
hich imply tate that the gain of the caled plant in the form of the ingul
ar value
hould all be larger than 1. The plant i caled ith repect to each allod inp
ut u i and
each aimed output z j for each frequency . A ingular value le than one implie
that a
certain aimed combination of output indicated by the correponding left ingula
r vector
cannot be achieved by any alloed input vector u 1.
We preented the analyi for the tracking problem. Exactly the ame hold of co
ure
for the diturbance rejection for hich V d hould be ubtituted for V r . Note
, that the
difference in ign for r and d doe not matter. Alo the additive model perturba
tion, i.e.
V p and W u , can be treated in the ame ay and certainly the combination of tr
acking,
diturbance reduction and model error robutne by mean of V n .
In above derivation e aumed that all matrice ere quare and invertible. If
e
have m input againt p output here p > m (tall tranfer matrix) e are in tro
uble.
We actually have p m ingular value equal to 0 hich i certainly le than 1.

It ay
that certain output combination cannot be controlled independent from other out
put
combination a e have inufficient input. We can only aim at controlling pm ou
tput
combination. Let u ho thi ith a ell knon example: the pendulum on a carr
iage
of Fig. 9.18.
M
?
6
?
?
?
j

h
y
F
x
2l
?
Figure 9.18: The inverted endulum on a carriage.
Let the inut u = F being the horizontal orce exerted to the carriage and let t
he
oututs be the angle o the endulum and x the osition o the carriage. So e h
ave 1
inut and 2 oututs and e ould like to track a certain reerence or the carri
age and at
the same time kee the inuence o disturbance on the endulum angle small accor
ding to
Fig. 9.19.
9.3. LIMITATIONS DUE TO PLANT CHARACTERISTICS. 137
?
P 1
P 2
? ?
C 1 C 2
?

6
?
?
? ?
6
6
6
r
d
+

u +
+

Figure 9.19: Keeing e and small in the ace o r and d.

That is, e like to make the total sensitivity small:
= P 1 u + d
x = P 2 u
u = C 1 + C 2 e
e = r x

e
?
=
??
1 0
0 1
?
+
?
P 1 P 2
?
?
C 1
C 2
?? 1 ?
d
r
?
(9.107)
I e ant both the tracking o x and the disturbance reduction o better than
ithout control e need:
(S) = ((I + PC) 1 ) =
1
(I + PC)
< 1 (9.108)
The folloing can be prove
:
(I + PC) 1 + (PC) (9.109)
Since he rank of PC i 1 (1 inpu u) e have (PC) = 0 o ha :
(I + PC) 1 (S) 1 (9.110)
Thi reul implie ha e can never con rol bo h ou pu  e an
aroriately i
n the
same reuency band! It does not matter ho the real transer unctions P 1 and
P 2 look
like. Also instability is not relevant here. The same result holds or a rocket,
hen the
endulum is uright, or or a gantry crane, hen the endulum is hanging. The cr
ucial
limitation is the act that e have only one inut u. The remedy is thereore ei
ther to add
more indeendent inuts (e.g. a torue on the endulum) or reuire less by eigh
ting the
tracking erormance heavily and leaving only determined by stabilisation condit
ions.
In above examle o the endulum e treated the extreme case that (P) = 0 bu
cer ainly imular effec  occur approxima ely if (P) << (P), i.e. he con
i ion nu
mber
of P i very ba
. For frequencie, here hi happen, performance ill be very
ba
. If
e  a e hi reverely:
If e an o have a goo
racking in all ou pu  in a cer ain frequency

ban
, he fir p(=number of ou pu ) ingular value of P houl
be cloe o
each o her.
In above erm all he remaining effec  of RHP zero an
RHP pole can be rea
e
.
Every ime again e have o ake careful no ice of hich combina ion of ou pu 
e an
138 CHAPTER 9. FILTER SELECTION AND LIMITATIONS.
o con rol an
ha combina ion of inpu  e can ue herefore. Thee combina i
on
fin
heir repreen a ion in charac eri ic vec or like ingular vec or an
ei
genvec or.
Some ime hi relieve he con rol ak a cer ain
ifficul vec or are irreleva
n for he
con rol job, ome ime i i ju he oppoi e a a
ifficul vec or appear o be
crucial
for he con rol ak. Thi make he comple e analyi a ra her ex enive ak,
oo big for
he limi e
coure e are involve
in. Therefore e refer o e.g. Skoge a
[15
] for more

e ail.
9.4 Summary
Before paing on o an example here e apply above rule oge her i h he pro
gram
ming in ruc ion, i eem or hhile o ummarie he fea ure here.
A proce
ure for he e up can be
ecribe
a:
1. Define he propoe
con rol  ruc ure. Try o combine a many inpu  a poi
ble
in an augmen e
plan .
2. Analye he exogenou ignal uch ha he charac eriing fil er V
can be g
iven
numerical value.
3. Analye he ac ua or boun
 for each frequency, yiel
ing he W u .
4. Analye he mo
el per urba ion an
ry o ca ch hem i h inpu fil er V
an

W u . If no poible, enlarge ome eigh  or a

o her e.g. W z for mul iplic

a ive
error.
5. Propoe a fil er W e for performance.
6. Te he her S + T = I i no viola e
by he e of eigh  an
a
ap W e if
neceary.
7. Program he problem an
ry o fin
? M ? < 1.
At this stae one often meets difficulties as the prorams cannot even find any
amma
at all, as their are problems before. The followin anomalies are often encounte
red, once
the aumented plant (see chapter 13) has been obtained:

x = Ax + B 1  + B 2 u
z = C 1 x + D 11  + D 12 u
y = C 2 x + D 21  + D 22 u
(9.111)
1. (A,B 2 ) is not stabilisable. Unstable modes cannot be contolled. Usually no
t ell
defined plant. Be sue that all you eights ae stable and minimum phase.
2. (A,C 2 ) is not detectable. Unstable modes cannot be obseved. Usually not e
ll
defined plant. Again, all you eights should be stable and minimum phase.

3. D 12 does not have full ank equal to the numbe of inputs u i . This means t
hat not
all inputs u i ae penalised in the outputs z by means of the eights W ui . The
y
should be penalised fo all fequencies so that bipope eights W ui ae equi
ed. If
not all u i ae eighted fo all fequencies, the effect is the same as hen e
have in
LQG-contol a eight matix R hich is singula and needs to be inveted in the
solution algoithm. In chapte 13 e sa that fo the LQG-poblem D 12 = R
1
2 .
9.4. SUMMARY 139
4. D 21 does not have full ank equal to the numbe of measued outputs y j . Th
is is dual
to the pevious item. It means that not all measuements ae polluted by noise,
i.e. the exogenous inputs . Noise-fee measuements cannot exist as they ould
be infinitely eliable. So, fo each fequency thee should be some distubance,
i.e.
diect feedthough fom . Usually the poblem is solved by making all exogenous
input filtes V bipope. Next, one should investigate hethe the poblem defin
ition
is ealistic and some measuement noise should be added. If one does not ant to
incease the numbe of inputs  i , one can seach fo a pope enty in D 21 an
d give
it a vey small value, theeby fooling the algoithm ithout influencing the es
ult
seiously. The lack of full ank is compaable again ith LQG-contol, hen the
covaiance matix of the measuement noise is singula. In chapte 13 e sa tha
t
fo the LQG-poblem D 21 = R
1
2
 .
5. Numeical poblems occu, the accuacy appeas to be insufficient. Quite ofte
n this
is due to too boad a fequency band hee all dynamics should be consideed. Be
sue that all poles and zeos in absolute value do not cove moe than 5 decades
.
In paticula the bipopeness equiement induced by the to pevious items may
have set you to tespass the 5 decades o the integation pole, hich you have 
isely
shifted somehat in the LHP is still too small compaed to the lagest pole o z
eo.
Supposing, that, based on above hints, you have indeed obtained a which is far
exceedin one, however, the followin tests in the proposed order can be done fo
r findin
the underlyin reason:
1. Test for the fundamental equality S + T = I aain, whether the respective wei
hts
intersect below 0dB.
2. Test for sufficient plant ain(s) by : (V
1
PW 1
u
) 1 ith V
= V r or V d or V n .
3. In cae of RHP zero z tet |W e (z)V (z)| < 1 ithV
= V r or V d or V n .
4. In cae of RHP pole p tet |W e (p)V (p)| < 1
5. Test w
et
er sufficient room is left for t
e sensitivity by its weig
ts to sa

tisfy t
e
bode integral, in particular in case of RHP poles p j :
?

0
ln|S(j)|d = N p
i=1 ?(p i )
(9.112)
6. In cas of both RHP pols and RHP zros tst on basis of thorm quations 9.
99
and 9.100.
till no solution? Find an xprt.
140 CHAPTER 9. FITER EECTION AND IMITATION.
Chaptr 10
Dsign xampl
Th aim of this chaptr is to synthsiz a controllr for a rockt modl with p
rturbations.
First, a classic control dsign will b mad so as to compar th rsults with H
control
and control. Th us of various control toolboxs will b illustratd. Th progr
am
fils which will b usd can b obtaind from th ftp sit nt01.r.l.tu.nl or
via th
intrnt hom pag of this cours. W rfr to th radm fil for dtails.
10.1 Plant dfinition
Th modl has bn inspird by a papr on rockt control from Enns [17]. Boostr
rockts
fly through th atmosphr on thir way to orbit. Along th way, thy ncountr
arody
namic forcs which tnd to mak th rockt tumbl. This unstabl phnomnon can
b
controlld with a fdback of th pitch rat to thrust control. Th lasticity o
f th rockt
complicats th fdback control. Instability can rsult if th control law conf
uss lastic
motion with rigid body motion. Th input is a thrust vctor control and th mas
urd
output is th pitch rat. Th rockt ngins ar mountd in gimbals attachd to
th bot
tom of th vhicl to accomplish th thrust vctor control. Th pitch rat is m
asurd
with a gyroscop locatd just blow th cntr of th rockt. Thus th snsor an
d actuator
ar not co locatd. In this xampl w hav an xtra so calld flight path zro in
th
transfr function on top of th wll known, so calld short priod pol pair which
ar
mirrord with rspct to th imaginary axis. Th rigid body motion modl is dsc
ribd
by th transfr function
M(s) = 8
(s + .125)
(s + 1)(s 1)
(10.1)
Not that M(0) = 1. W w will us th modl M as th basic modl P in th contr
ol
dsign.
Th lastic mods ar dscribd by complx, lightly dampd pols associatd with
zros. In this simplifid modl w only tak th lowst frquncy mod yilding:
P s (s) = K s

(s + .125)
(s + 1)(s 1)
(s + .05 + 5j)(s + .05 5j)
(s + .06 + 6j)(s + .06 6j)
(10.2)
Th gain K s is dtrmind so that P s (0) = 1. Ful consumption will dcras d
is
tributd mass and stiffnss of th ful tanks. Also changs in tmpratur play
a rol. As
a consqunc, th lastic mods will chang. W hav takn th worst scnario i
n which
pols and zros chang plac. This yilds:
141
142 CHAPTER 10. DEIGN EXAMPE
P a (s) = K a
(s + .125)
(s + 1)(s 1)
(s + .06 + 6j)(s + .06 6j)
(s + .05 + 5j)(s + .05 5j)
(10.3)
Finally, w hav M(s) = P(s) as basic modl and P s (s) M(s) and P a (s) M(s) as
possibl additiv modl prturbations. Th Bod plots ar shown in Fig. 10.1. As
th
rrors xcd th nominal plant at 5.5 the contol band ill cetainly be less 
ide.
10
3
10
2
10
1
10
0
10
1
10
2
10
7
10
6
10
5
10
4
10
3
10
2
10
1
10
0
10
1
10
2
|M|,|MPs|,|MPa|
Th plant and its prturbations
Figur 10.1: Nominal plant and additiv prturbations.

In Matlab, th plant dfinition can b implmntd as follows

% This is th script fil PANTDEF.M
%
% It first dfins th modl M(s)= 8(s+.125)/(s+1)(s 1)
% from its zro and pol locations. ubsquntly, it introducs
% th prturbd modls Pa(s)=M(s)*D(s) and Ps(s) = M(s)/D(s) whr
% D(s) has pols and zros narby th imaginary axis
z0= .125; p0=[ 1;1];
zs=[ .125; .05+j*5; .05 j*5]; ps=[ 1;1; .06+j*6; .06 j*6];
za=[ .125; .06+j*6; .06 j*6]; pa=[ 1;1; .05+j*5; .05 j*5];
[numm,dnm]=zp2tf(z0,p0,1);
[nums,dns]=zp2tf(zs,ps,1);
[numa,dna]=zp2tf(za,pa,1);
% adjust th gains:
km=polyval(dnm,0)/polyval(numm,0);
ks=polyval(dns,0)/polyval(nums,0);
ka=polyval(dna,0)/polyval(numa,0);
numm=numm*km;nums=nums*ks;numa=numa*ka;
% Dfin rror modls M Pa and M Ps
[dnuma,ddna]=paralll(numa,dna, numm,dnm);
[dnums,ddns]=paralll(nums,dns, numm,dnm);
% Plot th bod diagram of modl and its (additiv) rrors
w=logspac( 3,2,3000);
magm=bod(numm,dnm,w);
mags=bod(dnums,ddns,w);
dmaga=bod(dnuma,ddna,w);
dmags=bod(dnums,ddns,w);
10.2. CAIC CONTRO 143
loglog(w,magm,w,dmags,w,dmaga);
titl(|M|,|M Ps|,|M Pa|);
xlabl(Th plant and its prturbations);
10.2 Classic control
Th plant is a simpl IO systm, so w should b abl to dsign a controllr w
ith classic
tools. In gnral, this is a good start as it givs insight into th problm and
is thrfor
of considrabl hlp in choosing th wighting filtrs for an H dsign.
For th controlld systm w wish to obtain a zro stady stat, i.., intgral
action,
whil th bandwidth is boundd by th lastic mod at approximatly 5.5 rad/s, a
s w
rquir robust stability and robust prformanc for th lastic mod modls. om
 trial
and rror with a simpl low ordr controllr, lads soon to a controllr of th
form
C(s) = 1
2
(s + 1)
s(s + 2)
(10.4)
In th bod plot of this controllr in Fig. 10.2, w obsrv that th control ba
nd is
boundd by 0.25ad/s.
10
3
10
2
10
1
10

0
10
1
10
2
50
0
50
Frquncy (rad/sc)
Gain dB
10
3
10
2
10
1
10
0
10
1
10
2
270
265
260
255
250
Frquncy (rad/sc)
Phas dg
bodplots controllr
Figur 10.2: Classic low ordr controllr.
Th root locus and th Nyquist plot look familiar for th nominal plant in Fig.
10.3,
but w could hav don much bttr by shifting th pol at 2 to th lft and in
crasing
th gain.
If w study th root loci for th two lastic mod modls of Fig. 10.4 and th N
yquist
plots in Fig. 10.5, it is clar why such a rstrictd low pass controllr is obt
aind. Incras
of th controllr gain or bandwidth would soon caus th root loci to pass th i
maginary
axis to th RHP for th lastic mod modl P a . This modl shows th most nasty
dynamics.
It has th pol pair closst to th origin. Th root loci, which mrg from tho
s pols,
loop in th RHP. Also in th corrsponding right Nyquist plot w s that an inc
ras of
th gain would soon lad to an xtra and forbiddn ncircling of th point 1 by
th loops
originating from th lastic mod.
By kping th control action strictly low pass, th lastic mod dynamics will
hardly
b influncd, as w may obsrv from th closd loop disturbanc stp rsponss
of th
nominal modl and th lastic mod modls in Fig. 10.6. till, w notic som hi
gh
144 CHAPTER 10. DEIGN EXAMPE
4 3 2 1 0 1 2 3 4
4

3
2
1
0
1
2
3
4
Ral Axis
Imag Axis
rootlocus MC
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1
2
3
4
5
Ral Axis
Imag Axis
Nyquist MC
Figur 10.3: Root locus and Nyquist plot for low ordr controllr.
10 5 0 5 10
10
5
0
5
10
Ral Axis
Imag Axis
rootloci PtsC and PtaC
Figur 10.4: Root loci for th lastic mod modls.
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1
2
3
4
5
Ral Axis
Imag Axis
Nyquist PtsC
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1

2
3
4
5
Ral Axis
Imag Axis
Nyquist PtaC
Figur 10.5: Nyquist plots for lastic mod modls.
frqunt oscillations, that occur for th modl P a , as th pols hav bn shi
ftd closr to
th imaginary axis by th fdback and consquntly th lastic mods ar lss d
ampd.
W can do bttr by taking car that th fdback loop shows no or vry littl a
ction
just in th nighborhood of th lastic mods. Thrfor w includ a notch filt
r, which
has a narrow dip in th transfr just at th propr plac:
10.2. CAIC CONTRO 145
0 10 20 30 40 50 60 70 80 90 100
2
1.5
1
0.5
0
0.5
1
Tim (scs)
Amplitud
stp disturbanc for M, Pts or Pta in loop
Figur 10.6: Disturbanc stp rsponss for low ordr controllr.
C(s) = 1
2
(s + 1)
s(s + 2) 150
(s + .055 + 5.5j)(s + .055 5.5j)
(s + 50 + 50j)(s + 50 50j)
(10.5)
W hav positiond zros just in th middl of th lastic mods pol zro coupl
s.
Roll off pols hav bn placd far away, whr thy cannot influnc control, b
caus at
= 50 the plant tansfe itself is vey small. We clealy discen this dip in the
bode plot
of this contolle in Fig. 10.7.
10
3
10
2
10
1
10
0
10
1
10
2
100
50
0
50

Frquncy (rad/sc)
Gain dB
10
3
10
2
10
1
10
0
10
1
10
2
90
180
270
0
Frquncy (rad/sc)
Phas dg
bodplots controllr
Figur 10.7: Classic controllr with notch filtr.
Th root locus and th Nyquist plot for th nominal plant in Fig. 10.8 ar hardl
y
changd clos to th origin. Furthr away, whr th roll off pols lay, th roo
t locus is not
intrsting and has not bn shown. Th pols rmain sufficintly far from th i
maginary
axis, as xpctd, givn th small plant transfr at thos high frquncis.
tudying th root loci for th two lastic mod modls of Fig. 10.9 it can b s
n that
thr is hardly any shift of th lastic mod pols. Evn Matlab had problms in
showing
th ffct bcaus apparntly th gain should b vry larg in ordr to driv t
h xact
track of th root locus.
146 CHAPTER 10. DEIGN EXAMPE
10 8 6 4 2 0 2 4 6 8 10
10
8
6
4
2
0
2
4
6
8
10
Ral Axis
Imag Axis
rootlocus MC
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1

2
3
4
5
Ral Axis
Imag Axis
Nyquist MC
Figur 10.8: Root locus and Nyquist plot controllr with notch filtr.
10 8 6 4 2 0 2 4 6 8 10
10
8
6
4
2
0
2
4
6
8
10
Ral Axis
Imag Axis
rootloci PtsC and PtaC
Figur 10.9: Root loci for th lastic mod modls with notch filtr.
This is also rflctd in th Nyquist plots in Fig.10.10. Bcaus of th notch f
iltrs,
th loops du to th lastic mods hav bn substantially dcrasd in th loop
transfr
and consquntly thr is littl chanc lft that th point 1 is ncircld.
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1
2
3
4
5
Ral Axis
Imag Axis
Nyquist PtsC
5 4 3 2 1 0 1 2 3 4 5
5
4
3
2
1
0
1
2
3
4
5
Ral Axis
Imag Axis
Nyquist PtaC
Figur 10.10: Nyquist plots for lastic mod modls with notch filtr.

Finally, as a consqunc, th disturbanc stp rsponss of th two lastic mod
ls
show no longr lastic mod oscillations and thy diffr hardly from th rigid m
ass modl
as shown in Fig. 10.11.
You can rplay all computations, possibly with modifications, by running raktcl
a.m
as listd blow:
10.2. CAIC CONTRO 147
0 2 4 6 8 10 12 14 16 18 20
2
1.5
1
0.5
0
0.5
1
Tim (scs)
Amplitud
stp disturbanc for M, Pts or Pta in loop
Figur 10.11: Disturbanc stp rsponss for controllr with notch filtr.
% This is th script fil RAKETCA.M
%
% In this script fil w synthsiz controllrs
% for th plant (dfind in plantdf) using classical
% dsign tchniqus. It is assumd that you ran
% *plantdf* bfor invoking this script.
%
% First try th classic control law: C(s)= .5(s+1)/s(s+2)
numc= [.5 .5]; dnc=[1 2 0];
bod(numc,dnc,w); titl(bodplots controllr);
paus;
numl=conv(numc,numm); dnl=conv(dnc,dnm);
rlocus(numl,dnl); titl(rootlocus MC);
paus;
nyquist(numl,dnl,w);
st(figur(1),currntaxs,gt(gcr,plotaxs))
axis([ 5,5, 5,5]); titl(Nyquist MC);
paus;
[numls,dnls]=sris(numc,dnc,nums,dns);
[numla,dnla]=sris(numc,dnc,numa,dna);
rlocus(numls,dnls); hold;
rlocus(numla,dnla); titl(rootloci PtsC and PtaC);
paus; hold off;
nyquist(numls,dnls,w);
st(figur(1),currntaxs,gt(gcr,plotaxs))
axis([ 5,5, 5,5]); titl(Nyquist PtsC);
paus;
nyquist(numla,dnla,w);
st(figur(1),currntaxs,gt(gcr,plotaxs))
axis([ 5,5, 5,5]); titl(Nyquist PtaC);
paus;
[numcl,dncl]=fdback(1,1,numl,dnl, 1);
[numcls,dncls]=fdback(1,1,numls,dnls, 1);
[numcla,dncla]=fdback(1,1,numla,dnla, 1);
stp(numcl,dncl); hold;
148 CHAPTER 10. DEIGN EXAMPE
stp(numcls,dncls); stp(numcla,dncla);
titl(stp disturbanc for M, Pts or Pta in loop);
paus; hold off;

% Improvd classic controllr C(s)=[.5(s+1)/s(s+2)]*

% 150(s+.055+j*5.5)(s+.055 j*5.5)/(s+50 j*50)(s+50 j*50)
numc=conv( [.5 .5],[1 .1 30.2525]*150);
dnc=conv([1 2 0],[1 100 5000]);
bod(numc,dnc,w); titl(bodplots controllr);
paus;
numl=conv(numc,numm); dnl=conv(dnc,dnm);
rlocus(numl,dnl);
axis([ 10,10, 10,10]); titl(rootlocus MC);
paus;
nyquist(numl,dnl,w);
st(figur(1),currntaxs,gt(gcr,plotaxs))
axis([ 5,5, 5,5]); titl(Nyquist MC);
paus;
[numls,dnls]=sris(numc,dnc,nums,dns);
[numla,dnla]=sris(numc,dnc,numa,dna);
rlocus(numls,dnls); hold; rlocus(numla,dnla);
axis([ 10,10, 10,10]); titl(rootloci PtsC and PtaC);
paus; hold off;
nyquist(numls,dnls,w);
st(figur(1),currntaxs,gt(gcr,plotaxs))
axis([ 5,5, 5,5]); titl(Nyquist PtsC);
paus;
nyquist(numla,dnla,w);
st(figur(1),currntaxs,gt(gcr,plotaxs))
axis([ 5,5, 5,5]); titl(Nyquist PtaC);
paus;
[numcl,dncl]=fdback(1,1,numl,dnl, 1);
[numcls,dncls]=fdback(1,1,numls,dnls, 1);
[numcla,dncla]=fdback(1,1,numla,dnla, 1);
stp(numcl,dncl);
hold;
stp(numcls,dncls);stp(numcla,dncla);
titl(stp disturbanc for M, Pts or Pta in loop);
paus; hold off;
10.3 Augmntd plant and wight filtr slction
Bing an xampl w want to kp th control dsign simpl so that w propos a
simpl
mixd snsitivity st up as dpictd in Fig. 10.12.
Th xognous input w =

d stands in principl for th arodynamic forcs acting on

th rockt in flight for a nominal spd. It will also rprsnt th modl prtu
rbations
togthr with th wight on th actuator input u = u. Th disturbd output of th
 rockt,
th pitch rat, should b kpt to zro as clos as possibl. Bcaus w can s
it as an
rror, w incorporat it, in a wightd form , as a componnt of th output z =
( u, ) T .
At th sam tim, th rror  is usd as th masurmnt y =  for th controll
r. Not
that w did not pay attntion to masurmnt rrors. Th mixd snsitivity is th
us dfind
by:
10.3. AUGMENTED PANT AND WEIGHT FITER EECTION 149
K
P W 
W u V d

G
?
?
?
? ?
?
6
6
6
w =

d
u = u
z =
?
u

?
y = 
Figur 10.12: Augmntd plant for rockt.
z =
? u

?
=
+
W u KV d
1PK
W  V d
1PK
,
w =
? W
u RV d
W  V d
?

d (10.6)
Th disturbanc filtr V d rprsnts th arodynamic forcs. inc ths ar fo
rcs
which act on th rockt, lik th actuator dos by dircting th gimballs, it wo
uld b mor
straightforward to modl d as an input disturbanc. To kp track with th prs
ntation of
disturbancs at th output throughout th lctur nots and to cop mor asily
with th
additiv prturbations by mans of V d W u , w hav chosn to lav it an outpu
t disturbanc.
As w know vry littl about th arodynamic forcs, a flat spctrum sms appro
priat as
w s no rason that som frquncis should b favourd. Passing through th p
rocss,
of which th prdominant bhaviour is dictatd by two pols and on zro, thr

will b
a dcay for frquncis highr than 1rad/s with 20dB/dcad. W could thn choo
s a
first ordr filtr V d with a pol at 1. W lik to shift th pol to th origi
n. In that
way w will pnalis th tracking rror via W  V d infinitly havily at = 0,
so that
the contolle ill necessaily contain integal action. Fo numeical easons 
e have to
take the integation pole somehat in the LHP at a distance hich is small compa
ed to
the poles and zeos that detemine the tansfe P. Futhemoe, if e choose V d
to be
bipope, e avoid poblems ith invesions, hee e ill see that in the cont
olle a lot
of pole-zeo cancellations ith the augmented plant ill occu, in paticula fo
 the mixed
sensitivity poblems. So, V d has been chosen as:
V d =
.01s + 1
s + .0001
= .01
s + 100
s + .0001
(10.7)
Note that the pole and zeo lay 6 decades apat, hich ill be on the edge of nu
meical
poe. The gain has been chosen as .01, hich appeaed to give least numeical p
oblems.
As thee ae no othe exogenous inputs, thee is no poblem of scaling. If e in
cease
the gain of V d e ill just have a lage infinity nom bound , but no different
optimal
solution because V d is equally involved in both terms of the mixed sensitivity
problem.
The bode plot of filter is displayed in Fi. 10.13.
Based on the exercise of classic control desin, we cannot expect a disturbance
rejection
over a broader band than 2rad/s. Choosin aain a biproper filter for W e , we c
annot o
150 CHAPTER 10. DESIGN EXAMPLE
10
3
10
2
10
1
10
0
10
1
10
2
10
6
10
4
10
2
10

0
10
2
10
4
|Vd|, |We|, |Wu|
Weihtin parameters in control confiuration
Fiure 10.13: Weihtin filters for rocket.
much further with the zero than the zero at 100 for V d . Keepin W e on the 0 d
B line for
low frequencies we thus obtain:
W e =
.02s + 2
s + 2
= .02 s + 100
s + 2
(10.8)
as displayed in Fi. 10.13.
Concernin W u , we aain know very little about the actuator consistin of a se
rvosys
tem drivin the anle of the imbals to direct the thrust vector. Certainly, the
allowed band
will be low pass. So all we can do is to choose a hih pass penalty W u such tha
t the expected
model perturbations will be covered and hope that this is sufficient to prevent
from actua
tor saturation. The additive model perturbations |P s (j)M(j)| and |P a (j)M(j)|
ae shon in Fig. 10.14 and should be less than W R (j) = W u (j)V d (j)|, hich a
e
displayed as ell.
10
3
10
2
10
1
10
0
10
1
10
2
10
8
10
6
10
4
10
2
10
0
10
2
10
4
Compar additiv modlrror wight and "ral" additiv rrors
Figur 10.14: W R ncompasss additiv modl rror.
W hav chosn two pols in btwn th pols and zros of th flxibl mod of
th

rockt just at th plac whr w hav chosn zros in th classic controllr. W
 will s
10.3. AUGMENTED PANT AND WEIGHT FITER EECTION 151
that, by doing so, indd th mixd snsitivity controllr will also contain zr
os at ths
positions showing th sam notch filtr. In ordr to mak th W u bipropr again
, w
now hav to choos zros at th lowr nd of th frquncy rang, i.., at .001r
ad/s. Th
gain of th filtr has bn chosn such that th additiv modl rrors ar just
covrd by
W R (j) = W u (j)V d (j)|. Finally e have fo W u :
W u =
1
3
100s 2 + .2s + .0001
s 2 + .1s + 30.2525
=
100
3
(s + .001) 2
(s + .05 + j5.5)(s + .05 j5.5)
(10.9)
Having dfind all filtrs, w can now tst, whthr th conditions with rpct
to
 + T = 1 ar satisfid. Thrfor w display W  = W  V d as th wighting fil
tr for th
snsitivity  in Fig. 10.15.
10
3
10
2
10
1
10
0
10
1
10
2
10
4
10
3
10
2
10
1
10
0
10
1
10
2
10
3
|W|, |WR| and |WT|
nsitivity, control and complmntary snsitivity wightings
Figur 10.15: Wighting filtrs for snsitivitis ,R and T.
imilarly th wight for th control snsitivity R is W R = W u V d and from tha

t w driv
that for th complmntary snsitivity T th wight quals W T = W u V d /P rpr
sntd in
Fig. 10.15. W obsrv that W  is lowpass and W T is high pass and, mor import
antly,
thy intrsct blow th 0dB lin.
In this xampl, th abov rasoning sms to suggst that on can driv and sy
nth
siz wighting filtrs. In rality this is an itrativ procss, whr on start
s with crtain
filtrs and adapts thm in subsqunt itrations such that thy lad to a contro
llr which
givs accptabl bhaviour of th closd loop systm. In particular, th gains o
f th various
filtrs nd svral itrations to arriv at propr valus.
Th proposd filtr slction is implmntd in th following Matlab script.
% This is th script WEIGHT.M
numVd=[.01 1]; dnVd=[1 .001];
numW=[.02 2]; dnW=[1 2];
numWu=[100 .2 .0001]/3; dnWu=[1 .1 30.2525];
magVd=bod(numVd,dnVd,w);
magW=bod(numW,dnW,w);
magWu=bod(numWu,dnWu,w);
loglog(w,magVd,w,magW,w,magWu);
xlabl(|Vd|, |W|, |Wu|);
titl(Wighting paramtrs in control configuration);
paus;
152 CHAPTER 10. DEIGN EXAMPE
magW=magVd.*magW;
magWR=magVd.*magWu;
magWT=magWR./magm;
loglog(w,magW,w,magWR,w,magWT);
xlabl(|W|, |WR| and |WT|);
titl(nsitivity, control and complmntary snsitivity wightings)
paus;
loglog(w,magWR,w,dmags,w,dmaga);
titl(Compar additiv modlrror wight and "ral" additiv rrors);
paus;
cho off
10.4 Robust control toolbox
Th mixd snsitivity problm is wll dfind now. With th Matlab Robust Contro
l
toolbox w can comput a controllr togthr with th associatd . This toolbox c
an
only be used for a simple mixed sensitivity problem. The confiuration structure
is fixed,
only the weihtin filters correspondin to S, T and/or R have to be specified.
The
example which we study in this chapter fits in such a framework, but we emphasiz
e that
the toolbox lacks the flexibility for larer, or different structures. For the e
xample, it finds
= 1.338 which is somewhat too lare, so that we should adapt the weihts once a
ain.
The frequency response of the controller is displayed in Fi. 10.16 and looks si
milar to the
controller found by classical means.
10
6
10

4
10
2
10
0
10
2
10
4
50
0
50
100
Frequency (rad/sec)
Gain dB
10
6
10
4
10
2
10
0
10
2
10
4
0
90
180
270
Frequency (rad/sec)
Phase de
Fiure 10.16: H controller found by Robust Control Toolbox.
Nevertheless, the impulse responses displayed in Fi. 10.17 still show the oscil
latory
effects of the elastic modes. More trial and error for improvin the weihts is
therefore
necessary. In particular, has to be decreased.
Finally in Fi. 10.18 the sensitivity and the control sensitivity are shown toe
ther with
their bounds which satisfy:
: |S(j)| < |W 1
S
(j)| =

|W e (j)V d (j)|
: |R(j)| < |W 1
R
(j)| =

|W u (j)V d (j)|
(10.10)
Note that fo lo fequencies the sensitivity S is the limiting facto, hile fo
 high
fequencies the contol sensitivity R puts the containts. At about 1 < < 2ad/s
they
10.4. ROBUST CONTROL TOOLBOX 153
0 10 20 30 40 50 60 70 80 90 100
1

0.8
0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1
Tim (scs)
Amplitud
Figur 10.17: tp rsponss for closd loop systm with P = M, P s or P a and H

controllr.
10
3
10
2
10
1
10
0
10
1
10
2
10
3
10
2
10
1
10
0
10
1
10
2
10
3
10
4
||, |R| and thir bounds
Figur 10.18: || and |R| and thir bounds /|W S | resp. /|W R |.
chane role.
The listin of the implementation is iven as follows:
% This is the script RAKETROB.M
% Desin of an H infinity control law usin the Robust Control Toolbox
% It is assumed that you ran *plantdef* before you invoked this script.
%
% First et the nominal plant in the internal format
[a,b,c,d]=tf2ss(numm,denm);
sy=mksys(a,b,c,d);
% Define the weithin parameters
weihts;
% Next we need to construct the aumented plant. To do so,
% the robust control toolbox allows to define *three weiths* only.
% (This may be viewed as a severe handicap!) These weihts will be
% called W1, W2, and W3 and represent the transfer function weihtins

154 CHAPTER 10. DESIGN EXAMPLE

% on the controlled system sensitivity (S), control sensitivity (R)
% and complementary sensitivity (T), respectively. From our confiuration
% we find that W1 = Vd*We, W2=Vd*Wu and W3 is not in use. We specify
% this in state space form as follows.
[aw1,bw1,cw1,dw1]=tf2ss(conv(numVd,numWe),conv(denVd,denWe));
ssw1=mksys(aw1,bw1,cw1,dw1);
[aw2,bw2,cw2,dw2]=tf2ss(conv(numVd,numWu),conv(denVd,denWu));
ssw2=mksys(aw2,bw2,cw2,dw2);
ssw3=mksys([],[],[],[]);
% the aumented system is now enerated with the command *auss*
% (sorry, it is the only command for this purpose in this toolbox...)
[tss]=auss(sy,ssw1,ssw2,ssw3);
% Controller synthesis in this toolbox is done with the routine
% *hinfopt*. Check out the help information on this routine and
% find out that we actually compute 1/amma where amma is
% the usual amma that we use throuhout the lecture notes.
[amma,ssf,sscl]=hinfopt(tss,[1:2],[.001,1,0]);
amma=1/amma;
disp(Optimal H infinity norm is approximately );
disp(num2str(amma));
% Next we evaluate the robust performance of this controller
[af,bf,cf,df]=branch(ssf); % returns the controller in state space form
bode(af,bf,cf,df); pause;
[as,bs,cs,ds]=tf2ss(nums,dens); % returns Ps in state space form
[aa,ba,ca,da]=tf2ss(numa,dena); % returns Pa in state space form
[alm,blm,clm,dlm]=series(af,bf,cf,df,a,b,c,d);
[als,bls,cls,dls]=series(af,bf,cf,df,as,bs,cs,ds);
[ala,bla,cla,dla]=series(af,bf,cf,df,aa,ba,ca,da);
[acle,bcle,ccle,dcle]=feedback([],[],[],1,alm,blm,clm,dlm, 1);
[aclu,bclu,cclu,dclu]=feedback(af,bf,cf,df,a,b,c,d, 1);
[acls,bcls,ccls,dcls]=feedback([],[],[],1,als,bls,cls,dls, 1);
[acla,bcla,ccla,dcla]=feedback([],[],[],1,ala,bla,cla,dla, 1);
step(acle,bcle,ccle,dcle);
hold;
step(acls,bcls,ccls,dcls);
step(acla,bcla,ccla,dcla);
pause;
hold off;
boundR=amma./maWR; boundS=amma./maWS;
macle=bode(acle,bcle,ccle,dcle,1,w);
maclu=bode(aclu,bclu,cclu,dclu,1,w);
lolo(w,macle,w,maclu,w,boundR,w,boundS);
title(|S|, |R| and their bounds);
10.5 H desin in mutools.
In the analysis and synthesis toolbox, simply indicated by Mutools, we have plenty
of freedom to define the structure of the aumented plant ourselves. The listin
for the
example under study raketmut.m is iven as:
%
% SCRIPT FILE FOR THE CALCULATION AND EVALUATION
10.5. H DESIGN IN MUTOOLS. 155
% OF CONTROLLERS USING THE MU TOOLBOX
%
% This script assumes that you ran the files plantdef and weihts
%
% REPRESENT SYSTEM BLOCKS IN INTERNAL FORMAT
Plant=nd2sys(numm,denm);
Vd=nd2sys(numVd,denVd);
We=nd2sys(numWe,denWe);

Wu=nd2sys(numWu,denWu);
% MAKE GENERALIZED PLANT USING *sysic*
systemnames=Plant Vd We Wu;
inputvar=[dw;u];
outputvar=[We;Wu; Plant Vd];
input_to_Plant=[u];
input_to_Vd=[dw];
input_to_We=[ Plant Vd];
input_to_Wu=[u];
sysoutname=G;
cleanupsysic=yes;
sysic;
% CALCULATE CONTROLLER
[Contr,fclp,amma]=hinfsyn(G,1,1,0,10,1e 4);
% MAKE CLOSED LOOP INTERCONNECTION FOR MODEL
systemnames=Contr Plant;
inputvar=[d];
outputvar=[ Plant d;Contr];
input_to_Plant=[Contr];
input_to_Contr=[ Plant d];
sysoutname=realclp;
cleanupsysic=yes;
sysic;
% MAKE CLOSED LOOP INTERCONNECTION FOR Ps
Plants=nd2sys(nums,dens);
systemnames=Contr Plants;
inputvar=[d];
outputvar=[ Plants d;Contr];
input_to_Plants=[Contr];
input_to_Contr=[ Plants d];
sysoutname=realclps;
cleanupsysic=yes;
sysic;
% MAKE CLOSED LOOP INTERCONNECTION FOR Pa
Planta=nd2sys(numa,dena);
systemnames=Contr Planta;
inputvar=[d];
outputvar=[ Planta d;Contr];
input_to_Planta=[Contr];
input_to_Contr=[ Planta d];
sysoutname=realclpa;
cleanupsysic=yes;
156 CHAPTER 10. DESIGN EXAMPLE
sysic;
% CONTROLLER AND CLOSED LOOP EVALUATION
[ac,bc,cc,dc]=unpck(Contr);
bode(ac,bc,cc,dc);
pause;
[acl,bcl,ccl,dcl]=unpck(realclp);
[acls,bcls,ccls,dcls]=unpck(realclps);
[acla,bcla,ccla,dcla]=unpck(realclpa);
step(acl,bcl,ccl,dcl);
hold;
pause;
step(acls,bcls,ccls,dcls);
pause;
step(acla,bcla,ccla,dcla);
pause;
hold off;
boundR=amma./maWR;

boundS=amma./maWS;
[macl,phasecl,w]=bode(acl,bcl,ccl,dcl,1,w);
lolo(w,macl,w,boundR,w,boundS);
title(|S| , |R| and their bounds);
Runnin this script in Matlab yields = 1.337 and a controller that deviates some
what
from the robust control toolbox controller for hih frequencies > 10 3 ad/s. Th
e step
esponses and sensitivities ae vitually the same. It shos that the contolle
is not
unique as it is just a contolle in the set of contolles that obey ? G ? < wi
th G
stable. As lon as is not exactly minimal, the set of controllers contains more
than
one controller. For MIMO plants even for minimal the solution for the controller
is not
unique. Furthermore there are aberrations due to numerical anomalies.
10.6 LMI toolbox.
The LMI toolbox provides a very flexible way for synthesizin H controllers. The
toolbox has its own format for the internal representation of dynamical systems
which,
in eneral, is not compatible with the formats of other toolboxes (as usual). Th
e toolbox
can handle parameter varyin systems and has a user friendly raphical interface
for the
desin of weihtin filers. As for the latter, we refer to the routine
mashape
The calculation of H optimal controllers proceeds as follows.
% Script file for the calculation of H infinity controllers
% in the LMI toolbox. This script assumes that you ran the files
% *plantdef* and *weihts* before.
% FIRST REPRESENT SYSTEM BLOCKS IN INTERNAL FORMAT
Ptsys=ltisys(tf,numm,denm);
Vdsys=ltisys(tf,numVd,denVd);
Wesys=ltisys(tf,numWe,denWe);
Wusys=ltisys(tf,numWu,denWu);
% MAKE GENERALIZED PLANT
inputs = dw;u;
10.7. DESIGN IN MUTOOLS 157
outputs = We;Wu; Pt Vd;
Ptin=Pt : u;
Vdin=Vd : dw;
Wein=We : Pt Vd;
Wuin=Wu : u;
G=sconnect(inputs,outputs,[],Ptin,Ptsys,Vdin,Vdsys,...
Wein,Wesys,Wuin,Wusys);
% CALCULATE H INFTY CONTROLLER USING LMI SOLUTION
[amma,Ksys]=hinflmi(G,[1 1],0,1e 4);
% MAKE CLOSED LOOP INTERCONNECTION FOR MODEL
Ssys = sinv(sadd(1,smult(Ptsys,Ksys)));
Rsys = smult(Ksys,Ssys);
% EVALUATE CONTROLLED SYSTEM
splot(Ksys,bo,w); title(Bodeplot of controller);
pause
splot(Ssys,sv); title(Maximal sinular value of Sensitivity);
pause
splot(Ssys,ny); title(Nyquist plot of Sensitivity)
pause
splot(Ssys,st); title(Step response of Sensitivity);
pause

splot(Rsys,sv); title(Maximal sv of Control Sensitivity);

pause
splot(Rsys,ny); title(Nyquist plot of Control Sensitivity);
pause
splot(Rsys,st); title(Step response of Control Sensitivity);
pause
10.7 desin in mutools
In desin we pretend to model the variability of the flexible mode very tihtly
by means
of specific parameters in stead of the rouh modellin by an additive perturbati
on bound
by W u V d . In that way we hope to obtain a less conservative controller. We su
ppose that
the poles and zeros of the flexible mode shift alon a straiht line in complex
plane between
the extreme positions of P s and P a as illustrated in Fi. 10.19.
K
U
6j
5j
.06
.05
Fiure 10.19: Variability of elastic mode.
158 CHAPTER 10. DESIGN EXAMPLE
Alebraically this variation can then be represented by one parameter accor
ing
to:
?R,1 1
poles : .055 .005 j(5.5 + .5)
zeros : .055 + .005 j(5.5 .5)
(10.11)
o that the total transfer of the plant inclu
ing the perturbation is given b:
P t (s) =
8(s + .125)
(s 1)(s + 1)
(10.12)
K 0
(s + .055 .005 j(5.5 .5))(s + .055 .005 + j(5.5 .5))
(s + .055 + .005 j(5.5 + .5))(s + .055 + .005 + j(5.5 + .5))
(10.13)
where the extra constant K 0 is
etermine
b P t (0) = 1: the DC-gain is kept o
n 1.
If we
efine the nominal position of the poles an
zeros b a 0 = .055 an
b 0 =
5.5
rearrangement iel
s:
P t (s) = 8 s + .125
s 2 1
{1 + mult } (10.14)
mult = k 0
(.02s + .02a 0 + 2b 0 )
s 2 + (2a 0 + .01)s + a 2
0 + b 2 0 + (.01a 0 + b 0 ) + .250025 2
(10.15)
k 0 =
a 2
0 + b 2 0 + .250025 2 + (.01a 0 + b 0 )
a 2
0 + b 2 0 + .250025 2 (.01a 0 + b 0 )
(10.16)
The factor = 1 + mult can easily be brought into a state space description wit
h

{A,B,C,D}:
A = A 1 + dA =
?
0 1
a 2
0 b 2 0
2a 0
?
+
?
0 0
? 2 .01
?
C = C 1 +
C =
?
0 0
?
+
a 2
0 +b 2 0 ++? 2
a 2
0 +b 2 0 +? 2
?
.02
?
B = B 1 +
B =
?
0
1
?
+
?
0
0
?
D = D 1 +
D = 1 + 0 = 11.0011; = 5.50055; ? = .250025
(10.17)
Note that for = 0 we simpl have = 1 + mult = 1.
If we let = (s) with |(j)| 1 e have given the paamete delta much moe
feedom, but the hole desciption then fits ith the -analysis. We have fo the
dynamic
tansfe F(s):
sx = A 1 x + B 1 u 1 + dA(s)x + dB(s)u 1 dB(s) = 0
y 1 = C 1 x + D 1 u 1 + dC(s)x + dD(s)u 1 dD(s) = 0
(10.18)
With = a 2
0 +  2 0
= 30.2502 we rewrite:
dA =
?
0 0
? 2 .02
?

C =

1 +

+? 2

.
0
.
(10.19)
Next we can
efine 5 extra input lines in a vector u 2 an
correspon
ingl 5 ext
ra
output lines in a vector  2 that are linke
in a close
loop via u 2 = y 2 with:
10.7. DESIGN IN MUTOOLS 159
=

0
0
0
0

0
0
0

0
0

0
0

0
0
0

0
0
0
0

(10.20)
an
let be represente
b:
x
 1
 2
=
A B 1 B 2
C 1 D 11 D 12
C 2 D 21 D 22

x
u 1
u 2
(10.21)
so that we have obtaine
the structure accor
ing to ig. 10.20.
D 1
A 1
1
s I
C 2 B 2
D 22
D 12 D 21
B 1 C 1

6
6
6
?
? ?

?
6
?
6
?
6
?
?
6
?
?
u 1
y 1
u 2 y 2
F
Figure 10.20: Dynamic structure of multiplicative error.
The two representations correspond according to linear fractional transformation
LFT:
dA = B 2 (I D 22 ) 1 C 2 (10.22)
dB = B 2 (I D 22 ) 1 D 21 (10.23)
dC = D 12 (I D 22 ) 1 C 2 (10.24)
dD = D 12 (I D 22 ) 1 D 21 (10.25)
and with some patience one can derive that:
160 CHAPTER 10. DESIGN EXAMPLE
A B 1 B 2
C 1 D 11 D 12
C 2 D 21 D 22
=

0 1 0 0 0 0 0 0
.11 1 0 0 ? .01
0 0 1 0
2

0 .02
1 0 0 0 0 0 0 0
0 0 0 0 0 1 0 0
0 0 0 1
?

0 0
0 0 0 1 0 0 0 0
0 1 0 0 0 0 0 0

(10.26)
This multiplicative error structure can e emedded in the augmented plant as sk

etched
in ig. 10.21.
K
.0001

P
V d
W e
?
6
6
6
?
?
? ?
?
G
6
I 5
6
? ?
?

u 2
e
 2
u 1  1
igure 10.21: Augmente
plant for -set-up.
Note that we have skippe
the weighte
controller output u. We ha
no real boun

s
on the actuator ranges an
we actuall
etermine
W u in the previous H -
esigns
such
that the a

itive mo
el perturbations are covere
. In this -
esign un
er stu
 th
e mo
el
perturbations are represente
b the block so that in principle we can skip W u
. If we
do so, the direct feedthrough of the augmented plant D 12 has insufficient rank.
We have
to penalise the input u and this is accomplished by the extra gain block with va
lue .0001.
This weights u very lightly via the output error e. It is just sufficient to avo
id numerical
anomalies without influencing substantially the intended weights.
Unfortunately, the toolbox was not yet ready to process uncertainty blocks in th
e
form of I so that we have to procee
with 5 in
epen
ent uncertaint parameters i
an

thus:
=


0
0
0
0

0
0
0

0
2

0
0

0
0
3

0
0
0
4

0
0
0
0
5

(10.27)
10.7. DEIGN IN MUTOO 161
As a consequence the
esign will be more conservative, but the controller will b
ecome
more robust. The comman
s for solving this
esign in the -toolbox are given in th
e next
script:
% ets make the sstem DMUT first
alpha=11.0011; beta=30.25302;
gamma=5.50055; epsilon=.250025;
ADMUT=[0,1;-beta,-.11];
BDMUT=[0,0,0,0,0,0;1,-gamma,0,0,-epsilon,-.01];
CDMUT=[0,0,;1,0;0,0;0,0;0,0;0,1];
DDMUT=[1,-alpha,0,-2*alpha*gamma/beta,0,-.02; ...
0,0,0,0,0,0; ...
0,0,0,1,0,0; ...
0,1,-epsilon/beta,gamma/beta,0,0,; ...
0,1,0,0,0,0; ...
0,0,0,0,0,0];
mat=[ADMUT BDMUT;CDMUT DDMUT];
DMUT=pss2ss(mat,2);
% MAKE GENERAIZED MUPANT
sstemnames=Plant V
We DMUT;
inputvar=[u2(5);
w;x];
outputvar=[DMUT(2:6);We+.0001*x;-DMUT(1)-V
];
input_to_Plant=[x];
input_to_V
=[
w];
input_to_We=[-DMUT(1)-V
];
input_to_DMUT=[Plant;u2(1:5)];
ssoutname=GMU;
cleanupssic=es;
ssic;
% CACUATE HIN CONTROER
[k1,clp1]=hinfsn(GMU,1,1,0,100,1e-4);
% PROPERTIE O CONTROER
omega=logspace(-2,3,100);
spoles(k1)
k1_g=frsp(k1,omega);
vplot(bo
e,k1_g);
pause;
clp1_g=frsp(clp1,omega);
blk=[1 1;1 1; 1 1;1 1;1 1];
blkp=[1 1;1 1;1 1;1 1;1 1;1 1];
[bn
s1,
vec1,sens1,pvec1]=mu(clp1_g,blkp);
vplot(liv,m,vnorm(clp1_g),bn
s1);
pause;
% IRT mu-CONTROER
[
ss1,
ssR1]=musnfit(first,
vec1,sens1,blkp,1,1);
mu_inc1=mmult(
ss1,GMU,minv(
ssR1));
[k2,clp2]=hinfsn(mu_inc1,1,1,0,100,1e-4);

clp2_g=frsp(clp2,omega);
[bn
s2,
vec2,sens2,pvec2]=mu(clp2_g,blkp);
162 CHAPTER 10. DEIGN EXAMPE
vplot(liv,m,vnorm(clp2_g),bn
s2);
pause
[ac,bc,cc,
c]=unpck(k2);
bo
e(ac,bc,cc,
c);
pause;
% MAKE COED OOP INTERCONNECTION OR MODE
sstemnames=k2 Plant;
inputvar=[
];
outputvar=[-Plant-
;k2];
input_to_Plant=[k2];
input_to_k2=[-Plant-
];
ssoutname=realclp;
cleanupssic=es;
ssic;
% MAKE COED OOP INTERCONNECTION OR Ps
Plants=n
2ss(nums,
ens);
sstemnames=k2 Plants;
inputvar=[
];
outputvar=[-Plants-
;k2];
input_to_Plants=[k2];
input_to_k2=[-Plants-
];
ssoutname=realclps;
cleanupssic=es;
ssic;
% MAKE COED OOP INTERCONNECTION OR Pa
Planta=n
2ss(numa,
ena);
sstemnames=k2 Planta;
inputvar=[
];
outputvar=[-Planta-
;k2];
input_to_Planta=[k2];
input_to_k2=[-Planta-
];
ssoutname=realclpa;
cleanupssic=es;
ssic;
% Controller an
close
loop evaluation
[acl,bcl,ccl,
cl]=unpck(realclp);
[acls,bcls,ccls,
cls]=unpck(realclps);
[acla,bcla,ccla,
cla]=unpck(realclpa);
step(acl,bcl,ccl,
cl);
hol
;
pause;
step(acls,bcls,ccls,
cls);
pause;
step(acla,bcla,ccla,
cla);
pause;
hol
off;
% ECOND mu-CONTROER
spoles(k2)
k2_g=frsp(k2,omega);
vplot(bo
e,k2_g);
10.7. DEIGN IN MUTOO 163
pause;
[
ss2,
ssR2]=musnfit(
ss1,
vec2,sens2,blkp,1,1);
mu_inc2=mmult(
ss2,mu_inc1,minv(
ssR2));
[k3,clp3]=hinfsn(mu_inc2,1,1,0,100,1e-4);
clp3_g=frsp(clp3,omega);
[bn
s3,
vec3,sens3,pvec3]=mu(clp3_g,blkp);

vplot(liv,m,vnorm(clp3_g),bn
s3);
pause
[ac,bc,cc,
c]=unpck(k3);
bo
e(ac,bc,cc,
c);
pause;
% MAKE COED OOP INTERCONNECTION OR MODE
sstemnames=k3 Plant;
inputvar=[
];
outputvar=[-Plant-
;k3];
input_to_Plant=[k3];
input_to_k3=[-Plant-
];
ssoutname=realclp;
cleanupssic=es;
ssic;
% MAKE COED OOP INTERCONNECTION OR Ps
Plants=n
2ss(nums,
ens);
sstemnames=k3 Plants;
inputvar=[
];
outputvar=[-Plants-
;k3];
input_to_Plants=[k3];
input_to_k3=[-Plants-
];
ssoutname=realclps;
cleanupssic=es;
ssic;
% MAKE COED OOP INTERCONNECTION OR Pa
Planta=n
2ss(numa,
ena);
sstemnames=k3 Planta;
inputvar=[
];
outputvar=[-Planta-
;k3];
input_to_Planta=[k3];
input_to_k3=[-Planta-
];
ssoutname=realclpa;
cleanupssic=es;
ssic;
% Controller an
close
loop evaluation
[acl,bcl,ccl,
cl]=unpck(realclp);
[acls,bcls,ccls,
cls]=unpck(realclps);
[acla,bcla,ccla,
cla]=unpck(realclpa);
step(acl,bcl,ccl,
cl);
hol
;
pause;
step(acls,bcls,ccls,
cls);
pause;
step(acla,bcla,ccla,
cla);
164 CHAPTER 10. DEIGN EXAMPE
pause;
hol
off;
irst the H -controller for the augmente
plant is compute
. The = 33.0406,
much too hih. Next one is invited to choose the respective orders of the filter
s that
approximate the D scalins for a number of frequencies. If one chooses a zero or
der, the
first approximate = = 19.9840 and yields un P a unstable at closed loop. A secon
d
iteration with second order approximate filters even increases = = 29.4670 and P
a
remains unstable.
A second try with second order filters in the first iteration brins = down to 5
.4538
but still leads to an unstable P a . In second iteration with second order filte

rs the proram
fails altoether.
Stimulated nevertheless by the last attempt we increase the first iteration orde
r to 3
which produces a = = 4.9184 and a P a that just oscillates in feedback. A second
iteration with first order filters increases the = to 21.2902, but the resultin
closed
loops are all stable.
Goin still hiher we take both iterations with 4 th order filters and the = tak
e the
respective values 4.4876 and 10.8217. In the first iteration the P a still shows
a ill damped
oscillation, but the second iteration results in very stable closed loops for al
l P, P s and
P a . The cost is a very complicated controller of the order 4+10*4+10*4=44!
Chapter 11
Basic solution of the eneral
problem
In this chapter we will present the principle of the solution of the eneral pro
blem. It
offers all the insiht into the problem that we need. The computational solution
follows
a somewhat different direction (nowadays) and will be presented in the next chap
ter 13.
The fundamental solution discussed here is a eneralisation of the previously di
scussed
internal model control for stable systems.
The set of all stabilisin controllers, also for unstable systems, can be derive
d from the
blockscheme in Fi. 11.1.
Fiure 11.1: Solution principle
The upper major block represents the aumented plant. For reasons of clarity, we
have
skipped the direct feedthrouh block D. The lower, major block can easily be rec
onised
as a familiar LQG control where F is the state feedback control block and H func
tions
as a Kalman ain block. Neither F nor H have to be optimal yet, as lon as they
cause
stable poles from:
|sI A B 2 F| = 0 |sI A HC 2 | = 0 (11.1)
165
166 CHAPTER 11. BASIC SOLUTION OF THE GENERAL PROBLEM
The really new component is the block transfer Q(s) as an extra feedback operati
n on
the output error e. If Q = 0, we just have the stabilisin LQG controller that w
e will call
here the nominal controller K nom . For analysin the effect of the extra feedba
ck by Q, we
can combine the aumented plant and the nominal controller in a block T as illus
trated
in Fi. 11.2.
Q Q
K nom
K
G G
T
? ? ?

6
? ? ?
6
? ? ?
6
?
6
? ?
w z w z w z
u y u
y
v e v e
=
=
Fiure 11.2: Combinin K nom and G into T.
Oriinally, we had as optimisation criterion:
min
Kstabilisin
? G 11 + G 12 K(I G 22 K) 1 G 21 ? (11.2)
Around the stabilisin controller K nom , incorporated in block T, we et a simila
r
criterion in terms of T ij that hihly simplifies into the next affine expressio
n:
min
Qstabilisin
? T 11 + T 12 QT 21 ? (11.3)
because T 22 appears to be zero! As illustrated in Fi. 11.3, T 22 is actually t
he transfer
between output error e and input v of Fi. 11.1. To understand that this transfe
r is
zero, we have to realise that the aumented plant is completely and exactly know
n. It
incorporates the nominal plant model P and known filters. Althouh the real proc
ess
may deviate and cause a model error, for all these effects one should have taken
care by
appropriately chosen filters that uard the robustness. It leaves the aumented
plant fully
and exactly known. This means that the model thereafter, that is used in the nom
inal
controller, fits exactly. Consequently, if w=0, the output error e, only excited
by v, must
be zero! And the correspondin transfer is precisely T 22 . From the viewpoint o
f Q: it sees
no transfer between v and e.
If T 22 = 0, the consequent affine expression in controller Q can be interpreted
then
very easily as a simple forward trackin problem as illustrated in Fi. 11.3.
Because K nom stabilised the aumented plant for Q = 0, we can be sure that all
transfers T ij will be stable. But then the simple forward trackin problem of F
i. 11.3
can only remain stable, if Q itself is a stable transfer. As a consequence we no
w have the
set of all stabilisin controllers by just choosin Q stable. This set is then c
lustered on

the nominal controller K nom , defined by F and H, and certainly the ultimate co
ntroller
K can be expressed in the parameter Q. This expression, which we will not explicit
ly
ive here for reasons of compactness, is called the Youla parametrisation after
its inventor.
This is the moment to step back for a moment and memorise the internal model con
trol
where we were also dealin with a comparable transfer Q. Once more Fi. 11.4 pic
tures
that structure with comparable sinals v and e.
167
Fiure 11.3: Resultin forward trackin problem.
P
P t
Q
6
?
?
?
? ?
6
r
+

e v
+
+
+

d +
Figure 11.4: Internal model control structure.
Indeed, for P = P t and t
e ot
er external input d (to be compared wit
w) being
zero,
t
e transfer seen by Q between v and e is zero. Furt
ermore, we also obtained, a
s a result
of t
is T 22 = 0, affine expressions for t
e ot
er transfers T ij , being t
e ba
re sensitivity
and complementary sensitivity by t
en. So t
e internal model control can be seen
as a
particular application of a muc
more general sc
eme t
at we study now. In fact
Fig. 11.1
turns into t
e internal model of Fig. 11.4 by c
oosing F = 0 and H = 0, w
ic
is
allowed,
because P and t
us G is stable.
T
e remaining problem is:
min
Qstable
? T 11 + T 12 QT 21 ? (11.4)
Note t
at t
e p
rase Qstabilising is now equivalent wit
Qstable! Furt
ermore we
may as well take ot
er norms provided t
at t
e respective transfers live in t
e
particular
normed space. We could e.g. translate t
e LQG problem in an augmented plant and
t
en
require to minimise t
e 2 norm in stead of t
e norm. As T ij and Q are necessari
ly stable

t
ey live in H 2 as well so t
at we can also minimise t
e 2 norm for reasons of
comparison.(
If t
ere is a direct feed t
roug
block D involved, t
e 2 norm is not applicable
, because a
constant transfer is not allowed in L 2 .)
( T
e remainder of t
is c
apter mig
t pose you to some problems, if you are not
well introduced into functional analysis.
T
en just try to make t
e best out of it as it is only one page. )
It appears t
at we can now use t
e freedom, left in t
e c
oices for F andH, and
it can
168 CHAPTER 11. BASIC SOLUTION OF THE GENERAL PROBLEM
be proved t
at F and H can be c
osen (for square transfers) suc
t
at :
T 12 T 12 = I (11.5)
T 21 T 21 = I (11.6)
In mat
ematical terminology t
ese matrices are t
erefore called inner, w
ile eng
ineers
prefer to denote t
em as all pass transfers. T
ese transfers all possess poles i
n t
e left

alf plane and corresponding zeros in t
e rig
t
alf plane exactly symmetric wit

respect
to t
e imaginary axis. If t
e norm is restricted to t
e imaginary axis, w
ic
is
t
e case
for t
e norm and t
e 2 norm, we may t
us freely multiply by t
e conjugated trans
pose
of t
ese inners and obtain:
min
Qstable
? T 11 + T 12 QT 21 ?= min
Qstable
? T 12 T 11 T 21
+ T 12
T 12 QT 21 T 21
?= (11.7)
def
= min
Qstable
? L + Q ? (11.8)
By t
e conjugation of t
e inners into T ij
, we
ave effectively turned zeros in
to poles
and vice versa, t
ereby causing t
at all poles of L are in t
e rig
t
alfplane.
For t
e
norm along t
e imaginary axis t
ere is no objection but more correctly we
ave t
o say
now t
at we deal wit
t
e L and t
e L 2 spaces and norms. As outlined in c
apter
5 t
e
(Lebesque) space L combines t
e familiar (Hardy) space H of stable transfers and
t
e
complementary H

space, containing t
e antistable or anticausal transfers t
at
ave all

t
eir poles in t
e rig
t
alf plane. Transfer L is suc
a transfer. Similarly t

e space L 2
consists of bot
t
e H 2 and t
e complementary space H
2
of anticausal transfers. T
e
question t
en arises,
ow to approximate an anticausal transfer L by a stable, c
ausal Q in
t
e complementary space w
ere t
e approximation is measured on t
e imaginary axi
s by
t
e proper norm. T
e easiest solution is offered in t
e L 2 space, because t
is
is a Hilbert
space and t
us an inner product space w
ic
implies t
at H 2 and H
2

are perpendicular
(t
at induced t
e symboling). Consequently Q is perpendicular to L and can t
us
never
represent a component of L in t
e used norm and will t
us only contribute to an in
crease
of t
e norm unless it is taken zero. So in t
e 2 norm t
e solution is obviously:
Q = 0.
Unfortunately, for t
e space L , w
ere we are actually interested in, t
e soluti
on is
not so trivial, because L is a Banac
space and not an inner product space. T
is
famous
problem :
L H
: min
QH
? L + Q ? (11.9)

as been given t
e name Ne
ari problem to t
e first scientist, studying t
is pro
blem. It
took considerable time and energy to find solutions one of w
ic
is offered to y
ou in c
apter
8, as being an elegant one. But maybe you already got some taste
ere of t
e rea
sons w
y
it took so long to formalise classical control along t
ese lines. As final remar
ks we can
add:
Generically min QH (L + Q) i all pa i.e. con an for all R. T 12 an
T 21
ere alrea
y aken all pa, bu alo he o al ranfer from  o z viz. T 11 +
T 12 QT 21
ill be all pa for he SISO cae,
ue o he a erbe
effec .
For MIMO y em he olu ion i no unique, a e ju coni
er he maximum
ingular value. The free
om in he remaining ingular value can be ue
o op i
mie
ex ra
ei
era a.
11.1. EXERCISES 169
11.1 Exercie
7.1:Coni
er he folloing fee
back y em:
Plan : y = P(u +
)
Con roller: u = K(r y)
Error: e 1 = W 1 u an
e 2 = W 2 (r y)
I i knon ha ? r ? 2 1 an
?
? 2 1, an
i i
eire
o
eign K o a o
minimie:
?
e 1
e 2
? 2
a) Sho ha hi can be formula e
a a  an
ar
H problem an
compu e G.
b) If P i  able, re
efine he problem affine in Q.
7.2: Take he fir blockcheme of he exercie of chap er 6. To facili a e he
compu a
ion e ju coni
er a SISO plan an
DC ignal (i.e. only for = 0!) o ha
e avoi

complex compu a ion

ue o frequency
epen
ence. If here i given ha ? ? 2 <
1 and
P = 1/2 then it is asked to minimise ? y ? 2 under the condition ?  ? 2 < 1 whi
le is the
only input.
a) Solve this problem by means of a mied sensitivity problem iteratively adapti
ng W y
renamed as . Hint: irst define V and W x . Sketch the solution in terms of contr
oller

C and compute the solution directly as a function of .

) Solve the prolem exactly: minimise ? y ? 2 while ? x ? 2 < 1. Why is there a
difference
with the solution su a) ? Hint: or this question it is easier to define the pr
olem
affine in Q.
170 CHAPTER 11. BASIC SOLUTION O THE GENERAL PROBLEM
Chapter 12
Solution to the general H control
prolem
12.1 Introduction
In previous chapters we have een mainly concerned with properties of control co
nfigura
tions in which a controller is designed so as to minimize the H norm of a closed
loop
transfer function. So far, we did not address the question how such a controller
is actually
computed. This has een a prolem of main concern in the early 80 s. Various mat
hemat
ical techniques have een developed to compute H optimal controllers, i.e., feed
ack
controllers which stailize a closed loop system and at the same time minimize t
he H
norm of a closed loop transfer function. In this chapter we treat a solution to
a most
general version of the H optimal control prolem which is now generally accepted
to
e the fastest, simplest, and computationally most reliale and efficient way to
synthesize
H optimal controllers.
The solution which we present here is the result of almost a decenium of impress
ive
research effort in the area of H optimal control and has received widespread att
ention
in the control community. An amazing numer of scientific papers have appeared (
and
still appear!) in this area of research. In this chapter we will treat a solutio
n of the
general H control prolem which popularly is referred to as the DGK solution, the
acronym standing for Doyle, Glover, Khargonekar and rancis, four authors of a f
amous
and prize winning paper in the IEEE Transactions on Automatic Control 1 . rom a
math
ematical and system theoretic point of view, this so called state space solution t
o the
H control prolem is extremely elegant and worth a thorough treatment. However,
for
practical applications it is sufficient to know the precise conditions under whi
ch the state
space solution works so as to have a computationally reliale way to otain and to
de
sign H optimal controllers. The solution presented in this chapter admits a rela
tively
straightforward implementation in a software environment like Matla. The Roust
Con
trol Toolox has various routines for the synthesis of H optimal controllers and
we will
devote a section in this chapter on how to use these routines.
This chapter is organized as follows. In the next section we first treat the pro
lem

of how to compute the H 2 norm and the H norm of a transfer function. These resu
lts
will e used in susequent sections, where we present the main results concernin
g H
controller synthesis in Theorem 12.7. We will make a comparison to the H 2 optim
al
1 State Space Solutions to the Standard H 2
and H Control Prolems, y J. Doyle, K. Glover, P.
Khargonekar and B. rancis, IEEE Transactions on Automatic Control, August 1989.
171
172 CHAPTER 12. SOLUTION TO THE GENERAL H CONTROL PROBLEM
control algorithms, which we riefly descrie in a separate section and which yo
u are
proaly familiar with.
12.2 The computation of system norms
We start this chapter y considering the prolem of characterizing the H 2 and H
norms
of a given (multivariale) transfer function H(s) in terms of a state space desc
ription of
the system. We will consider the continuous time case only for the discrete time
versions
of the results elow are less insightfull and more involved.
Let H(s) e a stale transfer function of dimension p m and suppose that
H(s) = C(Is A) 1 B + D
where A,B,C and D are real matrices defining the state space equations
x(t) = Ax(t) + Bw(t)
z(t) = Cx(t) + Dw(t).
(12.1)
Since H(s) is stale, all eigenvalues of A are assumed to e in the left half co
mplex plane.
We suppose that the state space has dimension n and, to avoid redundancy, we mor
eover
assume that (12.1) defines a minimal state space representation of H(s) in the s
ense that
n is as small as possile among all state space representations of H(s).
Let us recall the definitions of the H 2 and H norms of H(s):
? H(s) ? 2
2
:= 1/2
?

trace(H(j)H
(j))d
? H(s) ? := su
R
(H(j))
here
eno e he maximal ingular value.
12.2.1 The compu a ion of he H 2 norm
We have een in Chap er 5 ha he (quare
) H 2 norm of a y em ha he imple
in er
pre a ion a he um of he (quare
) L 2 norm of he impule repone hich 
e can
ex rac from (12.1). If e aume ha D = 0 in (12.1) (o herie he H 2 norm i
 infini e
o H / H 2 ) an
if b i
eno e he i h column of B, hen he i h impule rep
one i given
by
z i ( ) = Ce A b i .
Since H() ha m inpu , e have m of uch repone, an
for i = 1,...,m, heir
L 2

norm a ify
? z i ? 2
2
=
?

0
b T
i e
A T C T Ce A b i

= b T
i
?

0
e A
T C T Ce A
b
i
= b T
i Mb i .
Here, e
efine

M :=
?

0
e A
T C T Ce A

12.2. THE COMPUTATION OF SYSTEM NORMS 173
hich i a quare ymme ric ma rix of
imenion n n hich i calle
he obervab
ili y
gramian of he y em (12.1). Since x T Mx 0 for all x R n e have ha M i non
nega ive
efini e 2 . In fac , he obervabili y gramian M a ifie he equa io
n
MA + A T M + C T C = 0 (12.2)
hich i calle
a Lyapunov equa ion in he unknon M. Since e aume
ha he
 a e
pace parame er (A,B,C,D)
efine a minimal repreen a ion of he ranfer func
ion
H(), he pair (A,C) i obervable 3 , an
he ma rix M i he only ymme ric no
n nega ive

efini e olu ion of (12.2). Thu, M can be compu e

from an algebraic equa ion,
he
Lyapunov equa ion (12.2), hich i a much impler ak han olving he infini e
in egral
expreion for M.
The obervabili y gramian M comple ely
e ermine he H 2 norm of he y em H(
)
a i een from he folloing charac eriza ion.
Theorem 12.1 Le H() be a  able ranfer func ion of he y em
ecribe
by
he
 a e pace equa ion (12.1). Suppoe ha (A,B,C,D) i a minimal repreen a ion
of
H(). Then
1. ? H() ? 2 < if an
only if D = 0.
2. If M i he obervabili y gramian of (12.1) hen
? H() ? 2
2 = race(B
T MB) =
m

?
i=1
b T
i Mb i .
Thu he H 2 norm of H() i given by a race formula involving he  a e pace
ma rice
A,B,C, from hich he obervabili y gramian M i compu e
. The main iue here i

ha Theorem 12.1 provi
e an algebraic charac eriza ion of he H 2 norm hich p
rove
ex remely ueful for compu a ional purpoe.
There i a
ual verion of heorem 12.1 hich i ob aine
from he fac ha ?
H() ? 2 =? H () ? 2 . We  a e i for comple ene
Theorem 12.2 Un
er he ame con
i ion a in heorem 12.1,
? H() ? 2
2 = race(CWC
T )
here W i he unique ymme ric non nega ive
efini e olu ion of he Lyapunov e
qua ion
AW + WA T + BB T = 0. (12.3)
The quare ymme ric ma rix W i calle
he con rollabili y gramian of he y e
m (12.1).
Theorem 12.2 herefore  a e ha he H 2 norm of H() can alo be ob aine
by
compu ing
he con rollabili y gramian aocia e
i h he y em (12.1).
2 hich i no he ame a aying ha all elemen  of M are non nega ive!!!
3 ha i, Ce A x 0
= 0 for all 0 only if he ini ial con
i ion x 0 = 0.
174 CHAPTER 12. SOLUTION TO THE GENERAL H CONTROL PROBLEM
12.2.2 The compu a ion of he H norm
The compu a ion of he H norm of a ranfer func ion H() i ligh ly more invol
ve
.
We ill again preen an algebraic algori hm, bu in ea
of fin
ing an exac ex
preion
for ? H() ? , e ill fin
an algebraic con
i ion he her or no
? H() ? < (12.4)
for some real number 0. Thus, we will set up a test so as to determine whether (
12.4)
holds for certain value of 0. By performin this test for various values of we m
ay
et arbitrarily close to the norm ? H(s) ? .
We will briefly outline the main ideas behind this test. Recall from Chapter 5,
that
the H norm is equal to the L 2 induced norm of the transfer function, i.e.,
? H(s) ? = sup
wL 2
? Hw ? 2
? w ? 2
.
This means that ? H(s) ? if and only if
? Hw ? 2
2
2
? w ? 2
2 =? z ?
2
2
2
? w ? 2 0. (12.5)
for all w L 2 . (Indeed, dividin (12.5) by ? w ? 2

2
ives you the equivalence). Here,
z = Hw is the output of the system (12.1) when the input w is applied and when t
he
initial state x(0) is set to 0.
Now, suppose that 0 and the system (12.1) is iven. Motivated by the middle
expression of (12.5) we introduce for arbitrary initial conditions x(0) = x 0 an
d any w L 2 ,
the criterion
J(x 0 ,w) :=? z ? 2
2
2
? w ? 2
2
=
?

0
|z(t)| 2 2 |w(t)| 2
.
dt,
(12.6)
where z is the output of the system (12.1) when the input w is applied and the i
nitial
state x(0) is taken to be x 0 .
For fixed initial condition x 0 we will be interested in maximizin this criteri
on over all
possible inputs w. Precisely, for fixed x 0 , we look for an optimal input w
L 2
such that
J(x 0 ,w) J(x 0 ,w ) (12.7)
for all w L 2 . We will moreover require that the state trajectory x(t) enerate
d by this
so called worst case input is stable in the sense that the solution x(t) of the
state equation
x = Ax + B ith x(0) = x 0 satisfies lim t0 x(t) = 0.
The solution to this poblem is simple than it looks. Let us take > 0 such that
2 I D T D is positive definite (and thus invertible) and introduce the followin
Riccati
equation
A T K + KA + (B T K D T C) T [ 2 I D T D] 1 (B T K D T C) + C T C = 0. (12.8)
It is then a straihtforward exercise in linear alebra 4 to verify that for any
real symmetric
solution K of (12.8) there holds
J(x 0 ,w) = x T
0 Kx 0 ? w + [
2 I D T D] 1 (B T K D T C)x ? 2
( 2 ID T D)
(12.9)
4 A completion of the squares arument. If you are interested, work out the deriva
tive d
dt x
T (t)Kx(t)
usin (12.1), substitute (12.8) and interate over [0,) to obtain the desired exp
ression (12.9).
12.2. THE COMPUTATION OF SYSTEM NORMS 175
for all w L 2 which drive the state trajectory to zero for t . Here, ? f ? 2
Q
with
Q = Q T > 0 denotes the weihted L 2 norm

? f ? 2
Q
:=
?

0
f T (t)Qf(t)dt. (12.10)
Now, have a look at the expression (12.9). It shows that for all w L 2 , (for wh
ich
lim t x(t) = 0) the criterion J(x 0 ,w) is at most equal to x T
0 Kx 0 , and equality is obtained
by substitutin for w the state feedback
w
(t) = [ 2 I D T D] 1 (B T K D T C)x(t) (12.11)
which then maximizes J(x 0 ,w) over all w L 2 . This worst case input achieves t
he
inequality (12.7) (aain, provided the feedback (12.11) stabilizes the system (1
2.1)). The
only extra requirement for the solution K to (12.8) is therefore that the eienv
alues
{A + [ 2 I D T D] 1 (B T K D T C)} C
all lie in the left half complex plane. The latter is precisely the case when th
e solution K to
(12.8) is non neative definite and for obvious reasons we call such a solution
a stabilizin
solution of (12.8). One can show that whenever a stabilizin solution K of (12.8
) exists,
it is unique. So there exists at most one stabilizin solution to (12.8).
For a stabilizin solution K, we thus obtain that
J(x 0 ,w) J(x 0 ,w
) = x T
0 Kx 0
for all w L 2 . Now, takin x 0 = 0 yields that
J(0,w) =? z ? 2
2
2
? w ? 2
2
0
for all w L 2 . This is precisely (12.5) and it follows that ? H(s) ? . These
observations provide the main idea behind the proof of the followin result.
Theorem 12.3 Let H(s) be represented by the (minimal) state space model (12.1).
Then
1. ? H(s) ? < if and only if eienvalues (A) C
2. ? H(s) ? < if and only if there exists a stabilizin solution K of the Riccat
i
equation (12.8).
How does this result convert into an alorithm to compute the H norm of a transf
er
function? The followin bisection type of alorithm works in eneral extremely f
ast:
Alorithm 12.4 INPUT: stoppin criterion > 0 and two numbrs l , h satisfyin
l < ? H(s) ? < h .
Step 1. Set = ( l + h )/2.
Step 2. Verify whether (12.8) admits a stabilizin solution.
Step 3. If so, set h = . If not, set l = .
Step 4. Put = h l
Step 5. If thn TOP, lso go to tp 1.
176 CHAPTER 12. OUTION TO THE GENERA H CONTRO PROBEM
OUTPUT: th valu approximatin the H norm of H(s) within ?.
The second step of this alorithm involves the investiation of the existence of
stabilizin

solutions of (12.8), which is a standard routine in Matlab. We will not o into

the details of
an efficient alebraic implementation of the latter problem. What is of crucial
importance
here, thouh, is the fact that the computation of the H norm of a transfer funct
ion (just
like the computation of the H 2 norm of a transfer function) has been transforme
d to an
alebraic problem. This implies a fast and extremely reliable way to compute the
se system
norms.
12.3 The computation of H 2 optimal controllers
The computation of H 2 optimal controllers is not a subject of this course. In f
act, H 2
optimal controllers coincide with the well known LQG controllers which some of y
ou may
be familiar with from earlier courses. However, for the sake of completenes we t
reat the
controller structure of H 2 optimal controllers once more in this section.
We consider the eneral control confiuration as depicted in Fiure 13.1. Here,
G
K
w
z
u y
?
Fiure 12.1: General control confiuration
w are the exoenous inputs (disturbances, noise sinals, reference inputs), u de
note the
control inputs, z is the to be controlled output sinal and y denote the measure
ments.
The eneralized plant G is supposed to be iven, whereas the controller K needs
to be
desined. Admissable controllers are all linear time invariant systems K that in
ternally
stabilize the confiuration of Fiure 13.1. Every such admissible controller K 
ives rise
to a closed loop system which maps disturbance inputs w to the to be controlled
output
variables z. Precisely, if M denotes the closed loop transfer function M : w ? z,
then
with the obvious partitionin of G,
M = G 11 + G 12 K(I G 22 K) 1 G 21 .
The H 2 optimal control problem is formalized as follows
Synthesize a stabilizin controller K for the eneralized plant G such that
? M ? 2 is minimal.
The solution of this important problem is split into two independent problems an
d makes
use of a separation structure:
First, obtain an optimal estimate x of the state variable x, based on the measure
ments y.
12.3. THE COMPUTATION OF H 2 OPTIMAL CONTROLLERS 177
Second, use this estimate x as if the controller would have perfect knowlede of
the
full state x of the system.
As is well known, the Kalman filter is the optimal solution to the first problem
and the

state feedback linear quadratic reulator is the solution to the second problem.
We will
devote a short discussion on these two sub problems.
Let the transfer function G be described in state space form by the equations

x = Ax + B 1  1 + B 2 u
z = C 1 x + Du
y = C 2 x +  2
(12.12)
hee the distubance input  =
?
 1
 2
?
is assumed to be patitioned in a component  1
acting on the state (the pocess noise) and an independent component  2 epese
nting
measuement noise. In (12.12) e assume that the system G has no diect feedtho
ugh
in the tansfes  z (otheise M / H 2 ) and u y (mainly to simplify the fomul
as
belo). We futhe assume that the pai (A,C 2 ) is detectable and that the pai
(A,B 2 )
is stabilizable. The latte to conditions ae necessay to guaantee the existe
nce of
stabilizing contolles. All these conditions ae easy to gasp if e compae th
e set of
equations (12.12) ith the LQG-poblem definition as poposed e.g. in the couse
Moden
Contol Theoy:
Conside Fig.12.2
B [sI A] 1 C
R
1
2
v
Q
1
2
R
1
2
w
R
1
2
6
6
?
6
6
? ?
?
u
u

v
w 1
x
x
w
w 2
y
Figur 12.2: Th QG problm.
whr v and w ar indpndnt, whit, Gaussian noiss of varianc rspctivly R
v and
R w . Thy rprsnt th dirct stat disturbanc and th masurmnt nois. In
ordr to
cop with th rquirmnt of th qual variancs of th inputs thy ar invrsl
y scald
by blocks R
1
2
v
and R
1
2
w
to obtain inputs w 1 and w 2 that hav unit variancs. Th output
of this augmntd plant is dfind by:
z =
+
Q
1
2 x
R
1
2 u
,
=
?
x
u
?
in ordr to accomplish that
? z ? 2
2 =
?

0
{x T Qx + u T Ru}dt
(compar th forthcoming quation (12.16)). Th othr inputs and outputs ar giv
n by:
w =
?
w 1
w 2
?
, u = u, y = y.
178 CHAPTER 12. OUTION TO THE GENERA H CONTRO PROBEM
Th rsulting stat spac dscription thn is:
G =
A B 1 0 B 2
C 1 0 0 D

C 2 0 I 0
=

A
1
2
v
0
Q
1
2
0
0
1
2
C
1
2
w
0

0 0
0 0 R
0 R

Th clbratd Kalman filtr is a causal, linar mapping taking th control inpu
t u
and th masurmnts y as its inputs, and producing an stimat x of th stat x
in such
a way that th H 2 norm of th transfr function from th nois w to th stimat
ion rror
 = x x is minimal. Thus, using our dtrministic intrprtation of th H 2 norm
of a
transfr function, th Kalman filtr is th optimal filtr in th configuration
of Figur 12.3
for which th  2 norm of th impuls rspons of th stimator M  : w ?  is mi
nimizd.
It is implmntd as follows.
Plant
Filtr
w
u
u
y
x +
z (not usd)
x 6


Figur 12.3: Th Kalman filtr configuration
Thorm 12.5 (Th Kalman filtr.) t th systm (12.12) b givn and assum tha
t
th pair (A,C 2 ) is dtctabl. Thn

1. th optimal filtr which minimizs th H 2 norm of th mapping M  : w  in t

h
configuration of Figur 12.3is givn by th stat spac quations
d x
dt
(t) = A x(t) + B 2 u(t) + H(y(t) C 2 x(t)) (12.13)
= (A HC 2 ) x(t) + B 2 u(t) + Hy(t) (12.14)
whr H = Y C T
2
and Y is th uniqu squar symmtric solution of
0 = AY + Y A T Y C T
2 C 2 Y + B 1 B
T
1
(12.15)
which has th proprty that (A HC 2 ) C .
2. Th minimal H 2 norm of th transfr M  : w ?  is givn by ? M  ? 2
2 = tracY .
Th solution Y to th Riccati quation (12.15) or th gain matrix H = Y C T
2
ar somtims
rfrrd to as th Kalman gain of th filtr (12.13). Not that Thorm 12.5 is
put
compltly in a dtrministic stting: no stochastics ar ncssary hr.
For our scond sub problm w assum prfct knowldg of th stat variabl. Th
at
is, w assum that th controllr has accss to th stat x of (12.12) and our a
im is to find
a stat fdback control law of th form
u(t) = Fx(t)
12.3. THE COMPUTATION OF H 2 OPTIMA CONTROER 179
such that th H 2 norm of th stat controlld, closd loop, transfr function M
x : w ? z
is minimizd. In this sub problm th masurmnts y and th masurmnt nois w
2
vidntly do not play a rol. inc ? M x ? 2 is qual to th  2 norm of th co
rrsponding
impuls rspons, our aim is thrfor to find a control input u which minimizs
th
critrion
? z ? 2
2
=
?

0
/
x T (t)C T
1 C 1 x(t) + 2u
T (t)D T C 1 x(t) + u T (t)D T Du(t) 0 dt
(12.16)
subjct to th systm quations (12.12). Minimization of quation 12.16 yilds t
h so
calld quadratic rgulator and supposs only an initial valu x(0) and no inputs
w. Th
solution is indpndnt of th initial valu x(0) and thus such an initial valu
can also b
accomplishd by dirac pulss on w 1 . This is similar to th quivalnc of th
quadratic
rgulator problm and th stochastic rgulator problm as discussd in th cours

 Modrn
Control Thory. Th final solution is as follows:
Thorm 12.6 (Th stat fdback rgulator.) t th systm (12.12) b givn and
assum that (A,B 2 ) is stabilizabl. Thn
1. th optimal stat fdback rgulator which minimizs th H 2 norm of th tran
sfr
M x : w z is givn by
u(t) = Fx(t) = [D T D] 1 (B T
2 X + D
T C 1 )x(t)
(12.17)
whr X is th uniqu squar symmtric solution of
0 = A T X + XA (B T
2 X + D
T C 1 ) T [D T D] 1 (B T
2 X + D
T C 1 ) + C T
1 C 1
(12.18)
which has th proprty that (A B 2 F) C .
2. Th minimal H 2 norm of th transfr M x : w ? z is givn by ? R ? 2
2 = tracB
T
1 XB 1 .
Th rsult of Thorm 12.6 is asily drivd by using a compltion of th squar
s
argumnt applid for th critrion (12.16). If X satisfis th Riccati quation
(12.18) thn
a straightforward xrcis in first yars linar algbra givs you that
? z ? 2
2
= x T
0 Xx 0 + ? u [D
T D] 1 (B T
2 X + D
T C 1 )x ? D T D
whr X is th uniqu solution of th Riccati quation (12.18) and whr w usd
th
notation of (12.10). From th lattr xprssion it is immdiat that ? z ? 2 is
minimizd if
u is chosn as in (12.17).
Th optimal solution of th H 2 optimal control problm is now obtaind by combi
ning
th Kalman filtr with th optimal stat fdback rgulator. Th so calld crta
inty
quivalnc principl or sparation principl 5 implis that an optimal controll
r K which
minimizs ? M(s) ? 2 is obtaind by
rplacing th stat x in th stat fdback rgulator (12.17) by th Kalman filt
r
stimat x gnratd in (12.13).
Th sparation structur of th optimal H 2 controllr is dpictd in Figur 12.
4. In
quations, th optimal H 2 controllr K is rprsntd in stat spac form by
?
d x
dt (t)
= (A + B 2 F HC 2 ) x(t) + Hy(t)
u(t) = F x(t)
(12.19)

whr th gains H and F ar givn as in Thorm 12.5 and Thorm 12.6.
5 Th word principl is an incrdibl misnamr at this plac for a rsult which r
quirs rigorous math
matical dduction.
180 CHAPTER 12. OUTION TO THE GENERA H CONTRO PROBEM
K(s)
Rgulator Filtr
?
x
?
y
?
u
?
u
Figur 12.4: paration structur for H 2 optimal controllrs
12.4 Th computation of H optimal controllrs
In this sction w will first prsnt th main algorithm bhind th computation
of H
optimal controllrs. From ction 12.2 w larnd that th charactrization of t
h H
norm of a transfr function is xprssd in trms of th xistnc of a particul
ar solution
to an algbraic Riccati quation. It should thrfor not b a surpris 6 to s
that th
computation of H optimal controllrs hings on th computation of spcific solut
ions of
Riccati quations. In this sction w prsnt th main algorithm and w will rs
ist th
tmptation to go into th dtails of its drivation. Th background and th main
idas
bhind th algorithms ar vry similar to th idas bhind th drivation of Th
orm 12.3
and th cost critrion (12.6). W dfr this background matrial to th nxt sc
tion.
W considr again th gnral control configuration as dpictd in Figur 13.1 w
ith
th sam intrprtation of th signals as givn in th prvious sction. All var
iabls may
b multivariabl. Th block G dnots th gnralizd systm and typically includ
s
a modl of th plant P togthr with all wighting functions which ar spcifid
by th
usr. Th block K dnots th gnralizd controllr and includs typically a fdba
ck
controllr and/or a fdforward controllr. Th block G contains all th known fa
turs
(plant modl, input wightings, output wightings and intrconnction structurs
), th
block K nds to b dsignd. Admissabl controllrs ar all linar, tim invari
ant sys
tms K that intrnally stabiliz th configuration of Figur 13.1. Evry such ad
missibl
controllr K givs ris to a closd loop systm which maps disturbanc inputs w
to th to
b controlld output variabls z. Prcisly, if M dnots th closd loop transf
r function
M : w ? z, thn with th obvious partitioning of G,
M = G 11 + G 12 K(I G 22 K) 1 G 21
and th H control problm is formalizd as follows

ynthsiz a stabilizing controllr K such that

? M ? <
for some value of > 0. 7
Note that already at this stae of formalizin the H control problem, we can see
that the solution of the problem is necessary oin to be of a testin type. The s
ynthesis
alorithm will require to
6 Althouh it took about ten years of research!
7 Strictly speakin, this is a suboptimal H
control problem. The optimal H control problem amounts
to minimizin ? M(s) ? over all stabilizin controllers K. Precisely, if 0 := in
f K stabilizin ? M(s) ? then
the optimal control problem is to determine 0 and an optimalK that achieves this
minimal norm. However,
this problem isvery hard to solve in this eneral settin.
12.4. THE COMPUTATION OF H OPTIMAL CONTROLLERS 181
Choose a value of > 0.
See whether there exist a controller K such that ? M(s) ? < .
If yes, then decrease . If no, then increase .
To solve this problem, consider the eneralized system G and let

x = Ax + B 1  + B 2 u
z = C 1 x + D 11  + D 12 u
y = C 2 x + D 21  + D 22 u
(12.20)
be a state space desciption of G. Thus,
G 11 (s) = C 1 (Is A) 1 B 1 + D 11 ; G 12 (s) = C 1 (Is A) 1 B 2 + D 12
G 21 (s) = C 2 (Is A) 1 B 1 + D 21 ; G 22 (s) = C 2 (Is A) 1 B 2 + D 22 .
With som sacrific of gnrality w mak th following assumptions.
A 1 D 11 = 0 and D 22 = 0.
A 2 Th tripl (A,B 2 ,C 2 ) is stabilizabl and dtctabl.
A 3 Th tripl (A,B 1 ,C 1 ) is stabilizabl and dtctabl.
A 4 D T
12 (C 1
D 12 ) = (0 I).
A 5 D 21 (B T
1
D T
21 ) = (0
I).
Assumption A 1 stats that thr is no dirct fdthrough in th transfrs w ? z
and
u ? y. Th scond assumption A 2 implis that w assum that thr ar no unobsr
vabl
and uncontrollabl unstabl mods in G 22 . This assumption is prcisly quival
nt to say
ing that intrnally stabilizing controllrs xist. Assumption A 3 is a tchnical
assumption
mad on th transfr function G 11 . Assumptions A 4 and A 5 ar just scaling as
sumptions
that can b asily rmovd, but will mak all formulas and quations in th rma
indr of
this chaptr accptably complicatd. Assumption A 4, simply rquirs that
? z ? 2
2 =
?


0
|C 1 x + D 12 u| 2 dt =
?

0
(x T C T
1 C 1 x + u
T u)dt.
In th to b controlld output z, w thus hav a unit wight on th control inpu
t signal
u, a wight C T
1 C 1
on th stat x and a zro wight on th cross trms involving u and
x. imilarly, assumption A 5 claims that stat nois (or procss nois)is indp
ndnt of
masurmnt nois. With assumption A 5 w can partition th xognous nois inpu
t w
as w =
?
w 1
w 2
?
whr w 1 only affcts th stat x and w 2 only affcts th masurmnts y.
Th forgoing assumptions thrfor rquir our stat spac modl to tak th fo
rm

x = Ax + B 1 w 1 + B 2 u
z = C 1 x + D 12 u
y = C 2 x + w 2
(12.21)
whr w =
?
w 1
w 2
? .
182 CHAPTER 12. OUTION TO THE GENERA H CONTRO PROBEM
Th synthsis of H suboptimal controllrs is basd on th following two Riccati
quations
0 = A T X + XA X[B 2 B T
2
2 B 1 B T
1 ]X + C
T
1 C 1
(12.22)
0 = AY + Y A T Y [C T
2 C 2
2 C T
1 C 1 ]Y + B 1 B
T
1 .
(12.23)
Observe that these define quadratic equations in the unknowns X and Y . The unkn
own
matrices X and Y are symmetric and have both dimension nn where n is the dimensio

n
of the state space of (12.21). The quadratic terms are indefinite in both equati
ons (both
quadratic terms consist of the difference of two non neative definite matrices)
, and we
moreover observe that both equations (and hence their solutions) depend on the v
alue of .
We will be particularly interested in the so called stabilizin solutions of the
se equations.
We call a symmetric matrix X a stabilizin solution of (12.22) if the eienvalue
s
(A B 2 B T
2 X +
2 B 1 B T
1 X) C
.
Similarly, a symmetric matrix Y is called a stabilizin solution of (12.23) if
(A Y C 2 C T
2
+ 2 Y C T
1 C 1 ) C
.
It can be shown that whenever stabilizin solutions X or Y of (12.22) or (12.23)
exist,
then they are unique. In other words, there exists at most one stabilizin solut
ion X of
(12.22) and at most one stabilizin solution Y of (12.23). However, because thes
e Riccati
equations are indefinite in their quadratic terms, it is not at all clear that s
tabilizin
solutions in fact exist. The followin result is the main result of this section
, and has been
considered as one of the main contributions in optimal control theory durin the
last 10
years. 8
Theorem 12.7 Under the conditions A 1A 5, there exists an internally stabilizin
con
troller K that achieves
? M(s) ? <
if and only if
1. Equation (12.22) has a stabilizin solution X = X T 0.
2. Equation (12.23) has a stabilizin solution Y = Y
T
0.
3. (XY ) < 2 .
Moreover, in that case one such controller is iven by
?

= (A + 2 B 1 B T
1 X) + B 2 u + ZH(C 2 y)
u = F
(12.24)
where
F := B T
2 X
H := Y C T
2
Z := (I 2 Y X) 1
8 We hope you like it ...
12.4. THE COMPUTATION OF H OPTIMAL CONTROLLERS 183

A few crucial observations need to be made.

Theorem 12.7 claims that three alebraic conditions need to be checked before we
can conclude that there exists a stabilizin controller K which achieves that th
e
closed loop transfer function M has H norm less than . Once these conditions
are satisfied, one possible controller is iven explicitly by the equations (12.
24) which
we put in observer form.
Note that the dynamic order of this controller is equal to the dimension n of th
e
state space of the eneralized system G. Incorporatin hih order weihtin filt
ers
in the internal structure of G therefore results in hih order controllers, whic
h may
be undesirable. The controller (12.24) has the block structure as depicted in Fi

ure 12.5. This diaram shows that the controller consists of a dynamic observer
which computes a state vector on the basis of the measurements y and the control
input u and a memoryless feedback F which maps to the control input u.
It is interesting to compare the Riccati equations of Theorem 12.7 with those wh
ich
determine the H 2 optimal controller. In particular, we emphasize that the prese
nce
of the indefinite quadratic terms in (12.22) and (12.23) are a major complicatio
n to
guarantee eistence of solutions to these equations. If we let we see that
the indefinite quadratic terms in (12.22) and (12.23) become definite in the lim
it
and that in the limit the equations (12.22) and (12.23) coincide with the Riccat
i
equations of the previous section.
K(s)
F H filter
?

?
y
?
u
?
u
Figure 12.5: Separation structure for H controllers
A transfer function K(s) of the controller is easily derived from (12.24) and ta
kes the
eplicit state space form

= (A + 2 B 1 B T
1 X + B 2 F + ZHC 2 ) ZHy
u = F
(12.25)
which defines the desired map K : y ? u.
Summarizing, the H control synthesis algorithm looks as follows:
Algorithm 12.8 INPUT: generalized plant G in state space form (13.16) or (12.21)
;
tolerance level > 0.
AUMPTION: A 1 till A 5.
tp 1. Find l , h such that M : w ? z satisfies
l < ? M(s) ? < h
184 CHAPTER 12. SOLUTION TO THE GENERAL H CONTROL PROBLEM
Step 2. Let := ( l + h )/2 and verify whether there exists matrices X = X T and

Y = Y
T
satisfyin the conditions 13 of Theorem 12.7.
Step 3. If so, then set h = . If not, then set l = .
Step 4. Put = h l .
Step 5. If > thn go to tp 2.
tp 6. Put = h and let
?

= (A + 2 B 1 B T
1 X + B 2 F + ZHC 2 ) ZHy
u = F
define the state space equations of a controller K(s).
OUTPUT: K(s) defines a stabilizing controller which achieves ? M(s) ? < .
12.5 The state feedback H control problem
The results of the previous section can not fully be appreciated if no further s
ystem
theoretic insiht is iven in the main results. In this section we will treat th
e state
feedback H optimal control problem, which is a special case of Theorem 12.7 and
which
provides quite some insiht in the structure of optimal H control laws.
In this section we will therefore assume that the controller K(s) has access to
the full
state x, i.e., we assume that the measurements y = x and we wish to desin a con
troller
K(s) for which the closed loop transfer function, alternatively indicated here b
y M x :
w ? z satisfies? M x ? < . The procedure to obtain such a controller is basically
an
interestin extension of thearuments we put forward in section 12.2.
The criterion (12.6) defined in section 12.2 only depends on the initial conditi
on x 0
of the state and the input w of the system (12.1). Since we are now dealin with
the
system (12.21) with state measurements (y = x) and two inputs u and w, we should
treat
the criterion
J(x 0 ,u,w) := ? z ? 2
2
2
? w ? 2
=
?

0
|z(t)| 2 2 |w(t)| 2
.
dt,
(12.26)
as a function of the initial state x 0 and both the control inputs u as well as
the disturbance
inputs w. Here z is of course the output of the system (12.21) when the inputs u
and w
are applied and the initial state x(0) is taken to be x 0 .
We will view the criterion (12.26) as a ame between two players. One player, u,
aims
to minimize the criterion J, while the other player, w, aims to maximize it. 9 W
e call a

pair of strateies (u
,w
) optimal with respect to the criterion J(x 0 ,u,w) if
for all u L 2
and w L 2 the inequalities
J(x 0 ,u ,w) J(x 0 ,u
,w ) J(x 0 ,u,w
) (12.27)
9 Just like a soccer match where instead of administratin the number of oals o
f each team, the
difference between the number of oals is taken as the relevant performance crit
erion. After all, this is the
only relevant criterion which counts at the end of a soccer ame ....
12.6. THE H FILTERING PROBLEM 185
are satisfied. Such a pair (u
,w ) defines a saddle point for the criterion J. W
e may think
of u as a best control stratey, while w
is the worst exoenous input. The exist
ence
of such a saddle point is uaranteed by the solutions X of the Riccati equation
(12.22).
Specifically, under the assumptions made in the previous section, for any soluti
on X
of (12.22) a completion of the squares arument will ive you that for all pairs
(u,w) of
(square interable) inputs of the system (12.21) for which lim t x(t) = 0 there ho
lds
J(x 0 ,u,w) = x T
0 Xx 0 + ? w
2 B T
1 Xx ?
2
2 ? u + B
T
2 Xx ?
2
2 .
(12.28)
Thus, if both players u and w have access to the state x of (12.21) then (12.28) 
ives us
immediately a saddle point
?
u (t) := B T
2 Xx(t)
w (t) := 2 B 1 Xx(t)
which satisfies the inequalities (12.27). We see that in that case the saddle po
int
J(x 0 ,u
,w
) = x T
0 Xx 0
which ives a nice interpretation of the solution X of the Riccati equation (12.
22). Now,
takin the initial state x 0 = 0 ives that the saddle point J(0,u
,w
) = 0 whic
h, by (12.27)
ives that for all w L 2
J(0,u
,w) J(0,u
,w ) = 0
As in section 12.2 it thus follows that the closed loop system M x : w ? z obtain
ed by
applyin the static state feedback controller
u (t) = B T
2 Xx(t)
results in ? M x (s) ? . We moreover see from this analysis that the worst case
disturbance is enerated by w .
12.6 The H filterin problem
Just like we splitted the optimal H 2 control problem into a state feedback prob
lem and a

filterin problem, the H control problem admits a similar separation. The H filt
erin
problem is the subject of this section and can be formalized as follows.
We reconsider the state space equations (12.21):

x = Ax + B 1  1 + B 2 u
z = C 1 x + D 12 u
y = C 2 x +  2
(12.29)
unde the same conditions as in the pevious section.
Just like the Kalman filte, the H filte is a causal, linea mapping taking the
contol
input u and the measuements y as its inputs, and poducing an estimate z of the
signal z
in such a ay that the H nom of the tansfe function fom the noise  to the e
stimation
eo e = z z is minimal. Thus, in th configuration of Figur 12.6, w wish to
dsign
a filtr mapping (u,y) ? z such that th for ovrall configuration with transfr
function
M  : w ?  th H norm
? M  (s) ? 2

= sup
w 1 ,w 2  2
?  ? 2
2
? w 1 ? 2
2
+ ? w 2 ? 2
2
(12.30)
186 CHAPTER 12. OUTION TO THE GENERA H CONTRO PROBEM
Plant
Filtr
w
u
u
y
z +
z


Figur 12.6: Th H filtr configuration
is lss than or qual to som pr spcifid valu 2 .
The solution to this problem is entirely dual to the solution of the state feedb
ack H
problem and iven in the followin theorem.
Theorem 12.9 (The H filter.) Let the system (12.29) be iven and assume that the

assumptions A 1 till A 5 hold. Then

1. there exists a filter which achieves that the mappin M e : w e in the confi
uration
of Fiure 12.6 satisfies
? M e ? <
if and only if the Riccati equation (12.23) has a stabilizin solution Y = Y
T
0.
2. In that case one such filter is iven by the equations
?

= (A + 2 B 1 B T
1 X) + B 2 u + H(C 2 y)
z = C 1 + D 21 u
(12.31)
where H = Y C T
2 .
et us make a few important observations
We emphasize again that this filter design is carried out completely in a determ
inistic
setting. The matri H is generally referred to as the H filter gain and clearly
depends on the value of (since Y depends on ).
It is important to observe that in contrast to the Kalman filter, the H filter d
epends
on the to be estimated sinal. This, because the matrix C 1 , which defines the
to be
estimated sinal z explicitly, appears in the Riccati equation. The resultin fi
lter
therefore depends on the to be estimated sinal.
12.7 Computational aspects
The Robust Control Toolbox in Matlab includes various routines for the computati
on
of H 2 optimal and H optimal controllers. These routines are implemented with th
e
alorithms described in this chapter.
The relevant routine in this toolbox for H 2 optimal control synthesis is h2lq.
This
routine takes the parameters of the state space model (12.12) or the more enera
l state
space model (13.16) (which it converts to (12.12)) as its input aruments and pr
oduces the
12.8. EXERCISES 187
state space matrices (Ac,Bc,Cc,Dc) of the optimal H 2 controller as defined in (
12.19)
as its outputs. If desired, this routine also produces the state space descripti
on of the
correspondin closed loop transfer function M as its output. (See the correspond
in help
file).
For H optimal control synthesis, the Robust Control Toolbox includes an efficien
t im
plementation of the result mentioned in Theorem 12.7. The Matlab routine hinf ta
kes the
state space parameters of the model (13.16) as its input aruments and produces
the state
space parameters of the so called central controller as specified by the formula
e (12.24) in
Theorem 12.7. The routine makes use of the two Riccati solution as presented abo
ve. Also
the state space parameters of the correspondin closed loop system can be obtain

ed as
an optional output arument. The Robust Control Toolbox provides features to qui
ckly
enerate aumented plants which incorporate suitable weihtin filters. An effic
ient use of
these routines, however, requires quite some prorammin effort in Matlab. Altho
uh we
consider this an excellent exercise it is not really the purpose of this course.
The packae
MHC (Multivariable H Control Desin) has been written as part of a PhD study by
one of the students of the Measurement and Control Group at TUE, and has been cu
s
tomized to easily experiment with filter desin. Durin this course we will ive
a software
demonstration of this packae.
12.8 Exercises
Exercise 0. Take the first blockscheme of the exercise of chapter 6. Define a mi
xed
sensitivity problem where the performance is represented by ood trackin. Filte
r
W e is low pass and has to be chosen. The robustness term is defined by a bounde
d
additive model error: ? W x 1 P ? < 1.
Furthermore,? r ? 2 < 1, P = (s 1)/(s + 1) and W x = s/(s + 3). What bandwidth
can you obtain for the sensitivity being less than .01 ? Use the tool MHC!
Exercise 1. Write a routine h2comp in MATLAB which computes the H 2 norm of a
transfer function H(s). Let the state space parameters (A,B,C,D) be the input to
this routine, and the H 2 norm
? C(Is A) 1 B + D ? 2
its output. Build in sufficient checks on the matrices (A,B,C,D) to guarantee a
fool proof behavior of the routine.
Hint: Use the Theorem 12.1. See the help files of the routines lyap in the contr
ol system
toolbox to solve the Lyapunov equation (12.2). The procedures abcdchk, minreal,
eig, or
obsv may prove helpful.
Exercise 2. Write a block diagram for the optimal H 2 controller and for the opt
imal H
controller.
Exercise 3. Suppose that a stable transfer function H(s) admits the state space
repre
sentation
x = Ax + B
z = Cx + D.
Sho that ? H(s) ? < implies that 2 I D T D is positive definite. Give an
example of a system for which the converse is not true, i.e., ive an example fo
r
which 2 I D T D is positive definite and ? H(s) ? > .
188 CHAPTER 12. SOLUTION TO THE GENERAL H CONTROL PROBLEM
Exercise 4. This exercise is a more extensive simulation exercise. Usin MATLAB
and
the installed packae MHC (Multivariable H Controller desin) you should be able
to desin a robust controller for the followin problem. You may also like to us
e the
MHC packae that has been demonstrated and for which a manual is available upon
request.
The system considered in this desin is a satellite with two hihly flexible sol
ar arrays
attached. The model for control analysis represents the transfer function from t
he

torque applied to the roll axis of the satellite to the correspondin satellite
roll anle.
In order to keep the model simple, only a riid body mode and a sinle flexible
mode
are included, resultin in a four state model. The state space system is describ
ed by
x = Ax + Bu + B
y = Cx
hee u is the contol toque (in units Nm),  is a constant distubance toque
(Nm), and y is the oll angle measuement (in ad). The state space matices ae
given by
A =

0
0
0
0

1
0
0
0

0 0
0 0
0 1
2 2

;
B =

0
1.7319 10 5
0
3.7859 10 4
;
C =
? 1
0 1 0 ? ; D = 0.
here = 1.539rad/sec is the frequency of the flexible mode and = 0.003 is the
flexural damping ratio. The nominal open loop poles are at
0.0046 + 1.5390j, 0.0046 1.5390j, 0
and the finite eros at
0.0002 + 0.3219j, 0.0002 0.3219j.
Because of the highly flexible nature of this system, the use of control torque
for
attitude control can lead to excitation of the lightly damped flexural modes and
hence loss of control. It is therefore desired to design a feedback controller 
hich
increases the system damping and maintains a specified pointing accuracy. That
is, variations in the roll angle are to be limited in the face of torque disturb
ances.
In addition the stiffness of the structure is uncertain, and the natural frequen
cy, ,
can only be approximately estimated. Hence, it is desirable that the closed loop
be
robustly stable to variations in this parameter.
The design objectives are as follos.
1. Performance: required pointing accuracy due to 0.3Nm step torque distur
bance should be y(t) < 0.0007 rad for all t > 0. Additionally, the response
time is required to be less than 1 minute (60sec).
2. Robust stability: stable response for about 10% variations in the natural
frequency .

3. Control level: control effort due to 0.3Nm step torque disturbances u(t) <
0.5 Nm.
12.8. EXERCISES 189
We ill start the design by making a fe simple observations
Verify that ith a feedback control la u = Cy the resulting closed loop
transfer U := (I + PC) 1 P maps the torque disturbance  to the roll angle y.
Note that, to achieve a pointing accuracy of 0.0007rad in the face of 0.3Nm
torque input disturbances, e require that U satisfies the condition
(U) = (I + PC) 1 P <
0.0007
0.3
= 0.0021 ra
/Nm (12.32)
a lea a lo frequencie.
Recall ha , for a ui able eigh ing func ion W e can achieve ha |U(j)|

|W(j)|
for all , here is the usual parameter in the iteration of the H
optimization procedure.
Consider the weihtin filter
W k (s) = k
s + 0.4
s + 0.001
(12.33)
where k is a positive constant.
1. Determine a value of k so as to achieve the required level of pointin accura
cy
in the H desin. Try to obtain a value of which is more or less equal to 1.
Hint: Set up a scheme for H controller desin in which the output y+10 5 w is use
d
as a measurement variable and in which the to be controlled variables are
z =
?
W k y
10 5 u
?
(the extra output is necessary to reularize the desin). Use the MHC packae to
compute a suboptimal H controller C which minimizes the H norm of the closed
loop transfer w ? z for various values of k > 0. Construct a 0.3Nm step torque
input disturbance w to verify whether your closed loop system meets the pointin
specification. See the MHC help facility to et more details.
2. Let W k be iven by the filter (12.33) with k as determined in 2. Let V (s) b
e
a second weihtin filter and consider the weihted control sensitivity M :=
W k UV = W k (I +PC) 1 PV . Choose V in such a way that an H suboptimal
controller C which minimizes ? M ? meets the desin specifications.
Hint: Use the same confiuration as in part 2 and compute controllers C by usin
the
packae MHC and by varyin the weihtin filter V .
3. After you complete the desin phase, make Bode plots of the closed loop re
sponse of the system and verify whether the specifications are met by perturbin
the parameter and by plotting the closedloop system responses of the signals
u and y under step torque disturbances of 0.3Nm.
190 CHAPTER 12. SOLUTION TO THE GENERAL H CONTROL PROBLEM
Chapter 13
Solution to the general H control
problem
In previous chapters e have been mainly concerned ith properties of control co
nfig
urations in hich a controller is designed so as to minimie the H norm of a clo
sed

loop transfer function. So far, e did not address the question ho such a contr
oller is
actually computed. This has been a problem of main concern in the early 80 s. Va
rious
mathematical techniques have been developed to compute H optimal controllers, i
.e.,
feedback controllers hich stabilie a closed loop system and at the same time m
inimie
the H norm of a closed loop transfer function. In this chapter e treat a soluti
on to a
most general version of the H optimal control problem. We ill make use of a tec
hnique
hich is based on Linear Matrix Inequalities (LMIs). This technique is fast, simp
le, and
at the same time a most reliable and efficient ay to synthesie H optimal contr
ollers.
This chapter is organied as follos. In the next section e first treat the con
cept of
a dissipative dynamical system. We ill see that linear dissipative systems are
closepy
related to Linear Matrix Inequalities (LMIs) and e ill subsequently sho ho th
e H
norm of a transfer function can be computed by means of LMIs. Finally, e conside
r the
synthesis question of ho to obtain a controller hich stabilies a given dynami
cal system
so as to minimie the H norm of the closed loop system. Proofs of theorems are i
ncluded
for completeness only. They are not part of the material of the course and can b
e skipped
upon first reading of the chapter.
13.1 Dissipative dynamical systems
13.1.1 Introduction
The notion of dissipativity (or passivity) is motivated by the idea of energy di
ssipation in
many physical dynamical systems. It is a most important concept in system theory
and
dissipativity plays a crucial role in many modeling questions. Especially in the
physical
sciences, dissipativity is closely related to the notion of energy. Roughly spea
king, a
dissipative system is characteried by the property that at any time the amount
of energy
hich the system can conceivably supply to its environment can not exceed the am
ount
of energy that has been supplied to it. Stated otherise, hen time evolves a di
ssipative
system absorbs a fraction of its supplied energy and transforms it for example i
nto heat,
an increase of entropy, mass, electromagnetic radiation, or other kinds of energ
y losses.
In many applications, the question hether a system is dissipative or not can be
ansered
from physical considerations on the ay the system interacts ith its environmen
t. For
191
192 CHAPTER 13. SOLUTION TO THE GENERAL H CONTROL PROBLEM
example, by observing that the system is an interconnection of dissipative compo
nents, or
by considering systems in hich a loss of energy is inherent to the behavior of

the system
(due to friction, optical dispersion, evaporation losses, etc.).
In this chapter e ill formalie the notion of a dissipative dynamical system f
or the
class of linear time invariant systems. It ill be shon that linear matrix ineq
ualities
(LMIs) occur in a very natural ay in the study of linear dissipative systems. So
lutions
of these inequalities have a natural interpretation as storage functions associa
ted ith a
dissipative dyamical system. This interpretation ill play a key role in underst
anding
the relation beteen LMIs and questions related to stability, robustness, and H c
on
troller design. In recent years, linear matrix inequalities have emerged as a po
erful tool
to approach control problems that appear hard if not impossible to solve in an a
nalytic
fashion. Although the history of LMIs goes back to the fourties ith a major emph
asis of
their role in control in the sixties (Kalman, Yakubovich, Popov, Willems), only
recently
poerful numerical interior point techniques have been developed to solve LMIs in
a prac
tically efficient manner (Nesterov, Nemirovskii 1994). Several Matlab softare p
ackages
are available that allo a simple coding of general LMI problems and of those th
at arise
in typical control problems (LMI Control Toolbox, LMI tool).
13.1.2 Dissipativity
Consider a continuous time, time invariant dynamical system dscribd by th qu
a
tions 1
:
?
x = Ax + Bu
y = Cx + Du
(13.1)
As usual, x is th stat which taks its valus in a stat spac X = R n , u is
th input
taking its valus in an input spac U = R m and y dnots th output of th syst
m which
assums its valus in th output spac Y = R p . t
s : U Y R
b a mapping and assum that for all tim instancs t 0 ,t 1 R and for all input
output
pairs u,y satisfying (13.1) th function
s(t) := s(u(t),y(t))
is locally intgrabl, i..,
? t 1
t 0
|s(t)|dt < . Th mapping s will b rfrrd to as th supply
function.
Dfinition 13.1 (Dissipativity) Th systm with supply rat s is said to b diss
ipa
tiv if thr xists a non ngativ function V : X R such that
V (x(t 0 )) +
?
t 1
t 0

s(t)dt V (x(t 1 )) (13.2)

for all t 0 t 1 and all trajctoris (u,x,y) which satisfy (13.1).
1 Much of what is said in this chaptr can b applid for (much) mor gnral sy
stms of th form
x = f(x,u), y = g(x,u).
13.1. DIIPATIVE DYNAMICA YTEM 193
Intrprtation 13.2 Th supply function (or supply rat) s should b intrprtd
as th
supply dlivrd to th systm. This mans that in a tim intrval [0,t] work ha
s bn
don on th systm whnvr
? t
0
s()d is posi ive, while work is done by he sys em
if his in egral is nega ive. The non nega ive func ion V is called a s orage fu
nc ion
and generalizes he no ion of an energy func ion for a dissipa ive sys em. Wi h
his
in erpre a ion, inequali y (13.2) formalizes he in ui ive idea ha a dissipa i
ve sys em is
charac erized by he proper y ha he change of in ernal s orage (V (x( 1 )) V
(x( 0 )))
in any ime in erval [ 0 , 1 ] will never exceed he amoun of supply ha flo
ws in o he
sys em (or he work done on he sys em). This means ha par of wha is supplied
o
he sys em is s ored, while he remaining par is dissipa ed. Inequali y (13.2)
is known as
he dissipa ion inequali y.
Remark 13.3 If he func ion V (x()) ith V a storage unction and x : R X a state
trajectory o (13.1) is dierentiable as a unction o time, then (13.2) can be
euivalently
ritten as

V (t) s(u(t),y(t)). (13.3)

Remark 13.4 (this remark may be skied) There is a reinement o Deinition 13.
1
hich is orth mentioning. The system is said to b consrvativ (or losslss) i
f thr
xists a non ngativ function V : X R such that quality holds in (13.2) for al
l t 0 t 1
and all (u,x,y) which satisfy (13.1). .
Exampl 13.5 Considr an lctrical ntwork with n xtrnal ports. Dnot th x
trnal
voltags and currnts of th i th port by (V i ,I i ) and lt V and I dnot th
vctors of lngth
n whos i th componnt is V i and I i , rspctivly. Assum that th ntwork co
ntains (a
finit numbr of) rsistors, capacitors, inductors and losslss lmnts such as
transformrs
and gyrators. t n C and n  dnot th numbr of capacitors and inductors in t
h ntwork
and dnot by V C and I  th vctors of voltag drops accrioss th capacitors a
nd currnts
through th inductors of th ntwork. An impdanc dscription of th systm th
n taks
th form (13.1), whr u = I, y = V and x =
? V
T
C

I T

? T . For such a circuit, a natural
supply function is
s(V (t),I(t)) = V
T (t)I(t).
This systm is dissipativ and
V (x) :=
n C
?
i=1
C i V
2
C i +
n 
?
i=1
 i I 2
 i
is a storag function of th systm that rprsnts th total lctrical nrgy
in th capac
itors and inductors.
Exampl 13.6 Considr a thrmodynamic systm at uniform tmpratur T on which
mchanical work is bing don at rat W and which is bing hatd at rat Q. t
(T,Q,W) b th xtrnal variabls of such a systm and assum that ithr by phys
ical
or chmical principls or through xprimntation th mathmatical modl of th t
hr
modynamic systm has bn dcidd upon and is givn by th tim invariant systm
(13.1).
Th first and scond law of thrmodynamics may thn b formulatd in th sns o
f Dfi
nition 13.1 by saying that th systm is consrvativ with rspct to th supply
function
s 1 := (W + Q) and dissipativ with rspct to th supply function s 2 := Q/T. In
dd,
194 CHAPTER 13. OUTION TO THE GENERA H CONTRO PROBEM
th two basic laws of thrmodynamics stat that for all systm trajctoris (T,Q
,W) and
all tim instants t 0 t 1
E(x(t 0 )) +
?
t 1
t 0
Q(t) + W(t) dt = E(x(t 1 ))
(which is consrvation of thrmodynamical nrgy) and th scond law of thrmody
namics
stats that th systm trajctoris satisfy
(x(t 0 )) +
?
t 1
t 0
Q(t)
T(t)
dt (x(t 1 ))
for a storag function . Hr, E is calld th intrnal nrgy and  th ntrop
y. Th
first law promiss that th chang of intrnal nrgy is qual to th hat absor
bd by th
systm and th mchanical work which is don on th systm. Th scond law stat

s that
th ntropy dcrass at a highr rat than th quotint of absorbd hat and t
mpratur.
Not that thrmodynamical systms ar dissipativ with rspct to mor than on
supply
function!
Exampl 13.7 As anothr xampl, th product of forcs and vlocitis is a candi
dat
supply function in mchanical systms. For thos familiar with th thory of bon
d graphs
w rmark that vry bond graph can b viwd as a rprsntation of a dissipati
v dy
namical systm whr input and output variabls ar takn to b ffort and flow
variabls
and th supply function s is invariably takn to b th product of ths two var
iabls.
A bond graph is thrfor a spcial cas of a dissipativ systm (and not th ot
hr way
around!).
Exampl 13.8 Typical xampls of supply functions s : U Y R ar
s(u,y) = u T y, (13.4)
s(u,y) = ?y? 2 ?u? 2 (13.5)
s(u,y) = ?y? 2 + ?u? 2 (13.6)
s(u,y) = ?y? 2 (13.7)
which aris in ntwork thory, bondgraph thory, scattring thory, H thory, ga
m
thory, Q optimal control and H 2 optimal control thory.
If is dissipativ with storag function V , thn w will assum that thr xist
s a
rfrnc point x
X of minimal storag, i.. thr xists x
X such that V (x ) =
min xX V (x). You can think of x
as th stat in which th systm is at rst, an
quilibrium stat for which no nrgy is stord in th systm. Givn a storag fun
ction
V , its normalization (with rspct to x ) is dfind as

V (x) := V (x) V (x
). Obviously,

V (x ) = 0 and

V is a storag function of whnvr V is. For linar systms of th form

(13.1) w usually tak x
= 0.
13.1.3 A first charactrization of dissipativity
Instad of considring th st of all possibl storag functions associatd with
a dynamical
systm , w will rstrict attntion to th st of normalizd storag functions. F
ormally,
th st of normalizd storag functions (associatd with (,s)) is dfind by
V(x ) := {V : X R + | V (x
) = 0 and (13.2) holds}.
13.1. DIIPATIVE DYNAMICA YTEM 195
Th xistnc of a rfrnc point x
of minimal storag implis that for a dissi
pativ
systm
?
t 1
0
s(u(t),y(t))dt 0
for any t 1 0 and any (u,x,y) satisfying (13.1) with x(0) = x
. tatd othrwis
, any
trajctory of th systm which manats from x
has th proprty that th nt flo
w of

supply is into th systm. In many tratmnts of dissipativity this proprty is

oftn takn
as dfinition of passivity.
W introduc two mappings V av : X R + and V rq : X R {} which will
play a crucial rol in th squl. Thy ar dfind by
V av (x 0 ) := sup
?

?
t 1
0
s(t)dt | t 1 0; (u,x,y) satisfy (13.1) with x(0) = x 0
1
(13.8a)
V rq (x 0 ) := inf
? ?
0
t 1
s(t)dt | t 1 0; (u,x,y) satisfy (13.1) with (13.8b)
x(0) = x 0 and x(t 1 ) = x
}
Intrprtation 13.9 V av (x) dnots th maximal amount of intrnal storag that
may
b rcovrd from th systm ovr all stat trajctoris starting from x. imila
rly, V rq (x)
rflcts th minimal supply th nvironmnt has to dlivr to th systm in ord
r to xcit
th stat x via any trajctory in th stat spac originating in x
.
W rfr to V av and V rq as th availabl storag and th rquird supply, rs
pctivly. Not
that in (13.8b) it is assumd that th point x 0 X is rachabl from th rfrn
c pont
x , i.. it is assumd that thr xist a control input u which brings th stat
trajctory
x from x at tim t = t 1 to x 0 at tim t = 0. This is possibl whn th systm i
s
controllabl.
Thorm 13.10 t th systm b dscribd by (13.1) and lt s b a supply functi
on.
Thn
1. is dissipativ if and only if V av (x) is finit for all x X.
2. If is dissipativ and controllabl thn
(a) V av ,V rq V(x ).
(b) {V V(x
)} {For all x X there holds 0 V av (x) V (x) V re (x)}.
Interretation 13.11 Theorem 13.10 gives a necessary and suicient condition o
r a
system to be dissiative. It shos that both the available storage and the reui
red suly
are ossible storage unctions. Moreover, statement (b) shos that the available
storage
and the reuired suly are the extremal storage unctions in V(x
). In articul
ar, or any
state o a dissiative system, the available storage is at most eual to the re
uired suly.
Proo. 1. Let b dissipativ, V a storag function and x 0 X. From (13.2) it th
n follows
that for all t 1 0 and all (u,x,y) satisfing (13.1) with x(0) = x 0 ,

?
t 1
0

s(u(t),y(t))dt V (x 0 ) < .
Taking th suprmum ovr all t 1 0 and all such trajctoris (u,x,y) (with x(0)
= x 0 ) yilds that
V av (x 0 ) V (x 0 ) < . To prov th convrs implication it suffics to show th
at V av is a storag
196 CHAPTER 13. OUTION TO THE GENERA H CONTRO PROBEM
function. To s this, first not that V av (x) 0 for all x X (tak t 1 = 0 in (
13.8a)). To prov
that V av satisfis (13.2), lt t 0 t 1 t 2 and (u,x,y) satisfy (13.1). Thn
V av (x(t 0 ))
?
t 1
t 0
s(u(t),y(t))dt
?
t 2
t 1
s(u(t),y(t))dt.
inc th scond trm in th right hand sid of this inquality holds for arbitr
ary t 2 t 1 and
arbitrary (u,x,y)| [t 1 ,t 2 ] (with x(t 1 ) fixd), w can tak th suprmum ov
r all such trajctoris to
conclud that
V av (x(t 0 ))
?
t 1
t 0
s(u(t),y(t))dt V av (x(t 1 )).
which shows that V av satisfis (13.2).
2a. uppos that is dissipativ and lt V b a storag function. Thn

V (x) := V (x)V (x
)
V(x ) so that V(x
) ?= . Obsrv that V av (x ) 0 and V rq (x
) 0 (tak t 1 = t
= 0 in
(13.8)). uppos that th lattr inqualitis ar strict. Thn, using controllab
ility of th systm,
thr xists t 1 0 t 1 and a stat trajctory x with x(t 1 ) = x(0) = x(t 1 ) = x
such
that
? t 1
0
s(t)dt > 0 and
? 0
t 1
s(t)dt < 0. But this yilds a contradiction with (13.2) as both
? t 1
0
s(t)dt 0 and
? 0
t 1
s(t)dt 0. Thus, V av (x
) = V rq (x
) = 0. W alrady provd that V av is a
storag function so that V av V(x
). Along th sam lins on shows that also V
rq V(x ).
2b. If V V(x
) thn

?
t 1
0
s(u(t),y(t))dt V (x 0 )
?

0
t 1
s(u(t),y(t))dt
for all t 1 0 t 1 and (u,x,y) satisfying (13.1) with x(t 1 ) = x
and x(0) = x 0 .
Now tak th
suprmum and infimum ovr all such trajctoris to obtain that V av V V rq .
13.2 Dissipativ systms with quadratic supply functions
13.2.1 Quadratic supply functions
In this sction w will apply th abov thory by considring systms of th for
m (13.1)
with quadratic supply functions s : U Y R, dfind by
s(u,y) =
? y
u
? T ? Q
yy
Q yu
Q uy Q uu
?? y
u
?
(13.9)
Hr,
Q :=
? Q
yy
Q yu
Q uy Q uu
?
is a ral symmtric matrix (i.. Q = Q T ) which is partitiond conformally with
u and
y. Not that th supply functions givn in Exampl 13.8 can all b writtn in th
 form
(13.9).
Rmark 13.12 ubstituting th output quation y = Cx + Du in th supply function
(13.9) shows that (13.9) can quivalntly b viwd as a quadratic function in t
h variabls
u and x. Indd,
s(u,y) = s(u,Cx + Du) =
? x
u
? T ? Q
xx
Q xu
Q ux Q uu
?? x
u
?
whr
? Q
xx
Q xu
Q ux Q uu
?
=
? C
D
0 I
? T ? Q
yy

Q yu
Q uy Q uu
?? C
D
0 I
?
.
13.2. DIIPATIVE YTEM WITH QUADRATIC UPPY FUNCTION 197
13.2.2 Complt charactrizations of dissipativity
Th following thorm is th main rsult of this sction. It provids ncssary
and sufficint
conditions for dissipativnss.
Thorm 13.13 uppos that th systm dscribd by (13.1) is controllabl and l
t
G(s) = C(IsA) 1 B +D b th corrsponding transfr function. t th supply functi
on
s b dfind by (13.9). Thn th following statmnts ar quivalnt.
1. (,s) is dissipativ.
2. (,s) admits a quadratic storag function V (x) := x T Kx with K = K T 0.
3. Thr xists K = K T 0 such that
F(K) :=
? A T K + KA
KB
B T K 0
?
+
? C
D
0 I
? T ? Q
yy
Q yu
Q uy Q uu
?? C
D
0 I
?
0. (13.10)
4. Thr xists K = K T
0 such that V av (x) = x
T K x.
5. Thr xists K + = K T
+ 0 such that V rq (x) = x
T K + x.
6. For all R ith det(jI A) ?= 0, there holds
? G(j)
I
? ? Q
yy
Q yu
Q uy Q uu
?? G(j)
I
?
0 (13.11)
Moreover, if one of the above equivalent statements holds, then V (x) := x T Kx
is a
quadratic storage function in V(0) if and only if K 0 and F(K) 0.
Proof. (12,4). I (,s) is dissipativ thn w infr from Thorm 13.10 that th av
ailabl

storag V av (x) is finit for any x R n . W claim that V av (x) is a quadratic

function of x. This is
a standard rsult from Q optimization. Indd, s is quadratic and
V av (x) = sup
?
t 1
0
s(t)dt = inf
?
t 1
0
s(t)dt
dnots th optimal cost of a linar quadratic optimization problm. It is wll
known that this
infimum is a quadratic form in x.
(41). Obvious rom Theorem (13.10).
(23). I V (x) = x T Kx ith K 0 is a storage unction then the dissiation ineu
ality can
be reritten as
?
t 1
t 0
?

d
dt x(t)
T Kx(t) + s(u(t),y(t))
?
dt 0.
Substituting the system euations (13.1), this is euivalent to
?
t 1
t 0
? x(t)
u(t)
? T ? ? A T K KA
KB
B T K 0
?
+
? C
D
0 I
? T ? Q
yy
Q yu
Q uy Q uu
?? C
D
0 I
?
? ?? ?
F(K)
? ? x(t)
u(t)
?
dt 0.
(13.12)
Since (13.12) holds or all t 0 t 1 and all inuts u this reduces to the reuire
ment that K 0

satisies the LMI F(K) 0.

(32). Conversely, i there exist K 0 such that F(K) 0 then (13.12) holds and it 
ollos
that V (x) = x T Kx is a storage unction hich satisies the dissiation ineua
lity.
(15). I (,s) is dissipativ thn by Thorm (13.10), V rq is a storag function.
inc V rq
is dfind as an optimal cost corrsponding to a linar quadratic optimization p
roblm, V rq is
198 CHAPTER 13. OUTION TO THE GENERA H CONTRO PROBEM
quadratic. Hnc, if th rfrnc point x
= 0, V rq (x) is of th form x T K +
x for som K + 0.
Convrsly, if V rq = x T K + x, K + 0, thn it is asily sn that V rq satis
fis th dissipation
inquality (13.2) which implis that (,s) is dissipativ.
(16). t R be such that det(jI A) ?= 0 and consider the harmonic input u(t) =
exp(jt)u 0 ith u 0 R m . Define x(t) := exp(jt)(jI A) 1 Bu 0 and y(t) := Cx(t) + Du
(t).
Then y(t) = exp(jt)G(j)u 0 and the triple (u,x,y) satisfies (13.1). Moreover,
s(u(t),y(t)) = u
0
? G(j)
I
? ? Q
yy
Q yu
Q uy Q uu
?? G(j)
I
?
u 0
hich is a constant for all time t R. No suppose that (,s) is dissipativ. For n
on zro
frquncis the triple (u,x,y) is periodic ith period P = 2/. In articular, ther
e must exist
a time instant t 0 such that x(t 0 ) = x(t 0 + kP) = 0, k Z. Since V (0) = 0, th
e dissiation
ineuality (13.2) reads
?
t 1
t 0
s(u(t),y(t))dt =
?
t 1
t 0
u
0
? G(j)
I
? ? Q
yy
Q yu
Q uy Q uu
?? G(j)
I
?
u 0
= (t 1 t 0 ) u
0
? G(j)

I
? ? Q
yy
Q yu
Q uy Q uu
?? G(j)
I
?
u 0 0
or all t 1 > t 0 . Since u 0 and t 1 > t 0 are arbitrary this yields that state
ment 6 holds.
The imlication 6 1 is much more involved and ill be omitted here.
Interretation 13.14 The matrix F(K) is usually called the dissiation matrix. T
he
ineuality F(K) 0 is an examle o a Linear Matrix Ineuality (LMI) in the (unkn
on)
matrix K. The crux o the above theorem is that the set o uadratic storage un
ctions
in V(0) is comletely characterized by the ineualities K 0 and F(K) 0. In other
ords, the set o normalized uadratic storage unctions associated ith (,s) coi
ncids
with thos matrics K for which K = K T 0 and F(K) 0. In particular, th availab
l
storag and th rquird supply ar quadratic storag functions and hnc K and
K +
also satisfy F(K ) 0 and F(K + ) 0. Using Thorm 13.10, it morovr follows tha
t
any solution K = K T 0 of F(K) 0 has th proprty that
0 K K K + .
In othr words, among th st of positiv smi dfinit solutions K of th MI F
(K) 0
thr xists a smallst and a largst lmnt. tatmnt 6 provids a frquncy
domain
charactrization of dissipativity. For physical systms, this mans that whnv
r th
systm is dissipativ with rspct to a quadratic supply function (and quit som
 physical
systms ar), thn thr is at last on nrgy function which is a quadratic fu
nction of
th stat variabl, this function is in gnral non uniqu and squzd in btw
n th
availabl storag and th rquird supply. Any physically rlvant nrgy functi
on which
happns to b of th form V (x) = x T Kx will satisfy th linar matrix inquali
tis K > 0
and F(K) 0.
For consrvativ systms with quadratic supply functions a similar charactrizat
ion
can b givn. Th prciz formulation is vidnt from Thorm 13.13 and is lft
to th
radr.
13.2.3 Th positiv ral lmma
W apply th abov rsults to two quadratic supply functions which play an impor
tant
rol in a wid varity of applications. First, considr th systm (13.1) togth
r with th
13.2. DIIPATIVE YTEM WITH QUADRATIC UPPY FUNCTION 199
quadratic supply function s(u,y) = y T u. This function satisfis (13.9) with Q
uu = 0,
Q yy = 0 and Q uy = Q T

yu
= 1/2I. With ths paramtrs, th following is an immdiat
consqunc of Thorm 13.13.
Corollary 13.15 uppos that th systm dscribd by (13.1) is controllabl and
has
transfr function G. t s(u,y) = y T u b a supply function. Thn quivalnt st
atmnts
ar
1. (,s) is dissipativ.
2. th MIs
K = K T 0
? A T K KA
KB + C T
B T K + C D + D T
?
0
hav a solution.
3. For all R ith det(jI A) ?= 0 G(j) + G(j) 0.
Moreover, V (x) = x T Kx defines a quadratic storage function if and only if K s
atisfies the
above LMIs.
Remark 13.16 Corollary 13.15 is knon as the Kalman Yacubovich Popov or the posi
tive real lemma and has played a crucial role in questions related to the stabil
ity of control
systems and synthesis of passive electrical netorks. Transfer functions hich s
atisfy the
third statement are generally called positive real.
13.2.4 The bounded real lemma
Second, consider the quadratic supply function
s(u,y) = 2 u T u y T y (13.13)
where 0. In a similar fashion we obtain the followin result as an immediate con
se
quence of Theorem 13.13.
Corollary 13.17 Suppose that the system dscribd by (13.1) is controllabl and
has
transfr function G. t s(u,y) = 2 u T u y T y be a supply function. Then equiv
alent
statements are
1. (,s) is dissipativ.
2. Th MIs
K = K T 0
? A T K + KA + C T C
KB + C T D
B T K + D T C D T D 2 I
?
0
have a solution.
3. For all R ith det(jI A) ?= 0 G(j) G(j) 2 I.
Moreover, V (x) = x T Kx defines a quadratic storae function if and only if K s
atisfies the
above LMIs.
200 CHAPTER 13. SOLUTION TO THE GENERAL H CONTROL PROBLEM
13.3 Dissipativity and H performance
Let us analyze the importance of the last result, Corollary 13.17, for H optimal
control. If
is dissipativ with rspct to th supply function (13.13), thn w infr from R
mark 13.3
that for any quadratic storag function V (x) = x T Kx,

V 2 u T u y T y. (13.14)
Suppose that x(0) = 0, A has all its eienvalues in the open left half complex p
lane (i.e. the
system is stabl) and th input u is takn from th st  2 of squar intgrabl
functions.
Thn both th stat x and th output y of (13.1) ar squar intgrabl functions
and
lim t x(t) = 0. W can thrfor intgrat (13.14) from t = 0 till to obtain that
for
all u  2
2 ?u? 2
2 ?y?
2
2 0
where the norms are the usual L 2 norms. Equivalently,
sup
uL 2
?y? 2
?u? 2
. (13.15)
Now recall from Chapter 5, that the left hand side of (13.15) is the L 2 induce
d norm or
L 2 ain of the system (13.1). In particular, from Chapter 5 we infer that the
H norm
of the transfer function G is equal to the L 2 induced norm. We thus derived th
e followin
result.
Theorem 13.18 Suppose that the system dscribd by (13.1) is controllabl, stabl
 and
has transfr function G. t s(u,y) = 2 u T u y T y be a supply function. Then e
quivalent
statements are
1. (,s) is dissipativ.
2. ?G? H .
3. The LMIs
K = K T 0
? A T K + KA + C T C
KB + C T D
B T K + D T C D T D 2 I
?
0
have a solution.
Moreover, V (x) = x T Kx defines a quadratic storae function if and only if K s
atisfies the
above LMIs.
Interpretation 13.19 Statement 3 of Theorem 13.18 therefore provides a test whet
her
or not the H norm of the transfer function G is smaller than a predefined numbe
r > 0.
We can compute the L 2 induced ain of the system (which is the H norm of the t
ransfer
function) by minimizin > 0 over all variables and K > 0 that satisfy the LMIs
of statement 3. The issue here is that such a test and minimization can be effic
iently
performed in the LMI toolbox as implemented in MATLAB.
13.4. SYNTHESIS OF H CONTROLLERS 201
G
K
w

z
u y
?
Fiure 13.1: General control confiuration
13.4 Synthesis of H controllers
In this section we present the main alorithm for the synthesis of H optimal con
trollers.
Consider the eneral control confiuration as depicted in Fiure 13.1. Here, w a
re the ex
oenous inputs (disturbances, noise sinals, reference inputs), u denote the con
trol inputs,
z is the to be controlled output sinal and y denote the measurements. All varia
bles may
be multivariable. The block G denotes the eneralized system and typically include
s a
model of the plant toether with all weihtin functions which are specified by
the user.
The block K denotes the eneralized controller and includes typically a feedback c
on
troller and/or a feedforward controller. The block G contains all the known feat
ures (plant
model, input weihtins, output weihtins and interconnection structures), the
block K
needs to be desined. Admissable controllers are all linear time invariant syste
ms K that
internally stabilize the confiuration of Fiure 13.1. Every such admissible con
troller K
ives rise to a closed loop system which maps disturbance inputs w to the to be
controlled
output variables z. Precisely, if M denotes the closed loop transfer function M
: w ? z,
then with the obvious partitionin of G,
M = G 11 + G 12 K(I G 22 K) 1 G 21 .
The H control problem is formalized as follows
Synthesize a stabilizin controller K such that
? M ? H <
for some value of > 0.
Since our ultimate aim is to minimize the H norm of the closed loop transfer fun
ction
M, we wish to synthesize an admissible K for as small as possible.
To solve this problem, consider the eneralized system G and let

x = Ax + B 1  + Bu
 = C 1 x + D + Eu
y = Cx + F
(13.16)
be a state space description of G. An admissible controller is a finite dimensio
nal linear
time invariant system described as
?
x c = A c x c + B c y
u = C c x c + D c y
(13.17)
202 CHAPTER 13. SOLUTION TO THE GENERAL H CONTROL PROBLEM

Controllers are therefore simply parameteried by the matrices A c , B c , C c ,

D c . The
controlled or closed loop system then admits the description
?

= A + Bw
z = C + Dw
(13.18)
where
?
A B
C D
?
=
A + BD c C BC c B 1 + BD c F
B c C A c B c F
C 1 + ED c C EC c D + ED c F
.
(13.19)
The closed-loop transfer matri M can therefore be represented as M(s) = C(IsA) 1
B+
D.
The optimal value of the H controller synthesis problem is defined as

= inf
(A c ,B c ,C c ,D c ) such that (A)C
?M? .
Clearly, he number is larer than if and only if there exists a controller such
that
(A) C an
?M? < .
The optimal H value
is then iven by the minimal for which a controller can stil
l
be found.
By Theorem 13.18 2 , the controller (A c ,B c ,C c ,D c ) achieves that (A) C an

he
H norm ?M? H < if and only if there exists a symmetric matrix X satisfyin
X = X
T
> 0,
? A T X + XA + C T C
XB + C T D
B T X + D T C D T D 2 I
?
< 0 (13.20)
The correspondin synthesis problem therefore reads as follows: Search controlle
r param
eters (A c ,B c ,C c ,D c ) and an X > 0 such that (13.20) holds.
Recall that A depends on the controller parameters; since X is also a variable,
we
observe that XA depends non linearly on the variables to be found. There exist a
clever
transformation so that the blocks in (13.20) which depend non linearly on the de
cision
variables X and (A c ,B c ,C c,D c ), is transformed to an affine dependence of
a new set
of decision variables
v :=
?

X, Y,
?
K L
M N
? ?
For this purpose, define
X(v) :=
?
Y I
I X
?
? A(v)
B(v)
C(v) D(v)
?
:=
AY + BM A + BNC B 1 + BNF
K AX + LC XB 1 + LF
C 1 Y + EM C 1 + ENC D + ENF
With these definitions, the inequalities (13.20) can be replaced by the inequali
ties
X(v) > 0,
A(v) T + A(v) B(v) C(v) T
B(v) T I D(v) T
C(v) D(v) I
< 0. (13.21)
2 With a sliht variation.
13.4. SYNTHESIS OF H CONTROLLERS 203
The one one relation between the decision variables in (13.20), the decision var
iables in
(13.21) and solutions of the H control problem are now iven in the followin ma
in
result.
Theorem 13.20 (H Synthesis Theorem) The followin statements are equivalent.
1. There exists a controller (A c ,B c ,C c ,D c ) and an X satisfyin (13.20)
2. There exists v :=
?
X, Y,
?
K L
M N
? ?
such that the inequalities (13.21) hold.
Moreover, for any such v, the matrix I XY is invertible and there exist nonsinu
lar U,
V such that I XY = UV
T . The unique solutions X and (A c ,B c ,C c ,D c ) are then iven
by
X =
? Y
V
I 0

? 1 ?
I 0
X U
?
? A
c
B c
C c D c
?
=
? U
XB
0 I
? 1 ? K XAY
L
M N
??
V
T
0
CY I
? 1
.
We have obtained a eneral procedure for derivin from analysis inequalities the
cor
respondin synthesis inequalities and for construction of the correspondin cont
rollers.
The power of Theorem 13.20 lies in its simplicity and its enerality. Virtually
all analysis
results that are based on a dissipativity constraint with respect to a quadratic
supply
function can be converted with ease into the correspondin synthesis result.
Remark on the controller order. In Theorem 13.20 we have not restricted the
order of the controller. In provin necessity of the solvability of the synthesi
s inequalities,
the size of A c was arbitrary. The specific construction of a controller in prov
in sufficiency
leads to an A c that has the same size as A. Hence Theorem 13.20 also include th
e side result
that controllers of order larer than that of the plant offer no advantae over
controllers
that have the same order as the plant. The story is very different in reduced or
der control:
Then the intention is to include a constraint dim(A c ) k for some k that is sma
ller
than the dimension of A. It is not very difficult to derive the correspondin sy
nthesis
inequalities; however, they include rank constraints that are hard if not imposs
ible to
treat by current optimization techniques.
Remark on strictly proper controllers. Note that the direct feed throuh of
the controller D c is actually not transformed; we simply have D c = N. If we in
tend to
desin a strictly proper controller (i.e. D c = 0), we can just set N = 0 to arr
ive at the
correspondin synthesis inequalities. The construction of the other controller p
arameters
remains the same. Clearly, the same holds if one wishes to impose an arbitrary m
ore
refined structural constraint on the direct feed throuh term as lon as it can

be expressed
in terms of LMIs.
Remarks on numerical aspects. After havin verified the solvability of the synth
e
sis inequalities, we recommend to take some precautions to improve the condition
in of
the calculations to reconstruct the controller out of the decision variable v. I
n particular,
one should avoid that the parameters v et too lare, and that I XY is close to s
inular
what miht render the controller computation ill conditioned.
204 CHAPTER 13. SOLUTION TO THE GENERAL H CONTROL PROBLEM
13.5 H controller synthesis in Matlab
The result of Theorem 13.20 has been implemented in the LMI Control Toolbox of M
at
lab. The LMI Control Toolbox supports continuous and discrete time H synthesis
usin either Riccati or LMI based approaches. (The Riccati based approach had n
ot been
discussed in this chapter). While the LMI approach is computationally more invol
ved
for lare problems, it has the decisive merit of eliminatin the so called reul
arity condi
tions attached to the Riccati based solutions. Both approaches are based on stat
e space
calculations. The followin are the main synthesis routines in the LMI toolbox.
Riccati based LMI based
continuous time systems hinfric hinflmi
discrete time systems dhinfric dhinflmi
Riccati based synthesis routines require that
1. the matrices E and F have full rank,
2. the transfer functions G 12 (s) := C(IsA) 1 B 1 +F and G 21 (s) := C 1 (IsA) 1 B+
E
have no zeros on the j axis.
LMI synthesis routines have no assumptions on the matrices hich define the syst
em
(13.16). Examples of the usage of these routines ill be given in Chapter 10. We
refer to
the corresponding help files for more information.
In the LMI toolbox the command
G = ltisys(A, [B1 B], [C1; C], [D E; F eros(dy,du)]);
defines the state space model (13.16) in the internal LMI format. Here dy and du
are the
dimensions of the measurement vector y and the control input u, respectively. In
formation
about G is obtained by typing sinfo(G), plots of responses of G are obtained thr
ough
splot(G, bo) for a Bode diagram, splot(G, sv) for a singular value plot, splot(G,
st) for a step response, etc. The command
[gopt, K] = hinflmi(G,r);
then returns the optimal H performance
in opt and the optimal controller K in K
.
The state space matrices (A c ,B c ,C c ,D c ) which define the controller K are
returned by
the command
[ac,bc,cc,dc] = ltiss(K).
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