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669-673, 1997
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Brief Paper
MASUBUCHI,t
Key Words-Descriptor
YOSHIYUKI KAMITANE,S
NQBUHIDE
SUDA (1
ATSUMI
OHARAg
and
Abstract-This
paper considers the H, control problem for
descriptor systems that possibly have impulsive modes
and/or jw-axis zeros. First, we propose matrix inequalities
that give a generalized stability condition and an H, norm
condition
for descriptor
systems. Using these matrix
inequalities, we show that the solvability of a set of matrix
inequalities is necessary and sufficient to the existence of a
proper controller that satisfies a prescribed H, norm
condition as well as stabilizing the closed-loop system and
eliminating all impulsive modes. These inequalities are
equivalent to certain linear matrix inequalities, to which we
can get solutions whenever they exist using efficient
polynomial-time algorithms. 0 1997 Elsevier Science Ltd.
1. Introduction
The descriptor form (Ei = Ax +
z=Cx+Dw,
(1)
[f
;][;]
= [;:
z=
[C
J,][;]
+[;]w?(24
I]
[Ix
5
(I) A pencil SE -A
(or a pair (E, A))
det (SE -A) is not identically zero.
is regular
if
Brief Papers
Suppose that Eui = 0. Then the infinite eigenvalues
associated with the generalized principal vectors vlr
satisfying Euk = Au, _, , k = 2, 3,4,
, are impulsive
modes of (,5, A).
(III) A pair (E, A) is admissible if it is regular and has
neither impulsive modes nor unstable finite modes.
The augmentation (2) does not change the finite modes or
impulsive modes of the original descriptor system (Verghese
et al., 1981).
Takaba et al. (1994) proposed an algebraic condition
(generalized
Lyapunov equation, GLE) necessary and
sufficient for the admissibility of a pair (E, A), which is
assumed to be regular.
Lemma 1. (Takaba et al. (1994)). Suppose that the pencil
SE - A is regular and that (E, A, C) is impulse observable
and finite dynamics detectable. Then (E, A) is admissible if
and only if there exists a solution X to the GLE
E=X = XTE 2 0, A=X + XTA + CTC = 0.
(Necessity) Since (E, A) is admissible, there exist nonsingular matrices L and R such that
[i
~]=LER,
[:
~]=LAR
(7)
B1 =LB,
[ B2
[C,
CJ=CR.
The transfer function (4) is represented as G(s) = Ci(sf AI))BI - C2B,. From llG1j2< y, there exists P>O such
that
-ATP - PA, - CTC,
BTP - BTCTC
z 2 I
PB, - CTGB2
- B:C;CZ B, I
>
y2I
ETX = X=E 2 0,
ATX + X=A < 0.
(34
(3b)
(4)
(54
< 0,
(5b)
x=L=~z
[
YAT+AYr+BBT+lYCTCYT<O.
Y2
(W
(6b)
(84
(8b)
(84
u=&,
(9)
z = Ccx,.
(IO)
R-
1
-w
3. Main result
Let us consider the following descriptor system:
E,:= 1:
or
E,:=
Ac:=[&,,
BI
o , cc:= [C,
$1,
(11)
01.
From Theorem 1, the H, norm condition IlC,(sE, A,))B,II < y with the admissibility of the closed-loop system
is equivalent to the existence of X, E R(+c)~(+~)such that
EcX, = X:E, 5 0,
4(X,,
(124
(12b)
671
Brief Papers
where
formulation
statements
(Sampei et
equivalent.
(I) Given y >O, there exists a controller of the form (9)
such that the closed-loop system (10) is admissible and
such that /[C&E, - A,)-BJ,
< y.
(1%
Pb)
YETsO,
%J p; (A + CC*)*,
[0
W)
B, =
X)20,
E = E,
(164
c = F,
Pb)
B = -y2A-TY-G,
(W
Y2
Bl
(15)
- BC, + L B,BTX
[ 1,
12
where Y-T:=(Yr-.
(Note that X and Y are
nonsingular if (a) and (b) hold.)
a = A + B,c
(18)
(144
z=z=>o,
ZEFP,
01
where All E W,
Bll E WXq and C,, E IPx. We define
M,, U, and My, U, as column full-rank matrices satisfying
the following equalities:
r
1
A12
A
C;;
M&=
o2
L 0 rx(n+m-r)
~~
IJ
,
- A-=t?BTX
(164
equivalent.
(I) The inequalities (13)-(15) have a solution {X, Y, F, G}.
(II) There exist symmetric matrices Px, PV E R such that
(19)
NT&,&
> 0,
where
-XoAT
Q,:=
-GA
< 0,
YT < 0
-c,
-A-&
x:=[zop
;I,
-B,
VI
VI
-GB,
- B:Y,
4(X;
-X&T
-BT
Q,:=
- AX;
-c,x:
-C:
YI
Yl
&:=[f;
i].
1 (204
1 GOb
I
(2Oc)
Y:=~Y-*,
F:=(,i-r~)r,
(21)
G:=(ZY-I)=,
where
(174
(17b)
X:=[o
xr],
E:=[Yy,
01,
(22)
672
Brief Papers
(23)
(24)
Vandenberghe,
L. and S. Boyd (19%). Semidefinite
programming. SIAM Rev., 38,49-95.
Verghese, G. C., B. C. Levy and T. Kailath (1981). A
generalized state-space for singular systems. IEEE Trans.
Autom. Control, AC-26,811-831.
Wen, T. and C. Yaling (1993). H,-optimal control for
descriptor systems. In Proc. 12th IFAC, World Congress,
Sydney, Vol. 2, pp. 201-204.
Zhou, K. and P. P. Khargonekar (1988). An algebraic Riccati
equation approach to H, optimization. Syst. Control Lett.,
11,85-91.
Appendix-Proof
Proof of Theorem 2. (Necessity) Suppose that (I) holds.
Then, from Theorem 1, there exists X, that satisfies (12).
Moreover, when X, is partitioned as
X,= [cl:
;::I,
Control, 4,421-448.
we can assume that X, and the diagonal blocks Xi, and Xz2
are nonsingular. If not, we derive another solution Xi tha:
satisfies this assumption as follows. We denote by K and K
fixed nonsingular matrices such that ETX = KTE 2 0 and
ETR = i?k 2 0, and define
1076-1082.
X,, E R,
K,:=
[ 0
0
R
1
x1
I
X,,X,X21
0
jc:=STX,T
=[
s:=
I
0
[ -XTzrXr 12 I 1
f:=
E,:=S-E,t,
I
[ -XFiX2,
X*, I
A,:=S-A,f,
B,:=S-B,,
C,:= C,T.
(A.2a)
(A.2b)
I
1) T,=
4 1 -X,X,,
x1,
0
X,:=STX,-T
=[ o *I
-X:rX6
I
E,:=S-E,T,
ii,:= S-B,,
A,:=S-A,T,
C,:= C,T,
673
Brief Papers
where the * part is not used in the following. From (12)
i+( E;fX)T = E:j,
?%JX,,
= X:E, 2 0,
(A.3a)
(A.3b)
hold. Define
(A.4a)
(A.4b)
the (l,l)-blocks
of (A.4) guarantee that (14) holds for
Y:= y2Xrir and G:= X;TXT,B.
Lastly, from (12a), ET(y2YeT - X) = ET(X,,X;iX2,)
=
X:,X~2T(X:,E)X,;X,,
2 0.
(SujIciency) Suppose that (II) holds. Then we can assume
that A:= y2YmT- X is nonsingular. If we set fi := E and
xc:=
yy
-j,
-ATP
we get (12a) from (13a), (14a) and (15). Next, we shall see
that this X, satisfies (12b). Define the matrices
(A.3
ET( P - k -) 2 0,
WB:
-tCT
yl
0
-B,
0
-PTB,
-CT
-C,
YI
1 (4.6
>o,
> 0.
0
VI I
VI
0
(A.7)
a=[< XJ PpJ
&:=S-A,t,
&:=SmA,T,
&:=s-BE,
&:=S-B,,
&:=C,t,
c,:=C,T,
W]U,MT, > 0,
(A.8)