Chapter 5

Optimization Algorithms

This chapter covers the theory of LTI feedback optimization algorithms, presented in
terms of manipulations with linear equations and quadratic dissipation inequalities.

5.1 Youla Parameterization

This section presents Youla parameterization: a fundamental result of linear control the-
ory, providing an affine parameterization of the set of all closed loop systems (uderstood as
transfer matrices or impulse responses, i.e. ignoring uncontrollable/unobservable modes)
which can be obtained by using a stabilizing LTI controller in a standard LTI feedback
optimization setup. The representation is frequently referred to as Q-parameterization,
due to the notation commonly used for the parameter (“Q”). Since the “Q-terminology”
would essentially remove letter Q from circulation in all situations when Youla parameter-
ization is mentioned, this text uses the name of the person associated with the discovery
of the parameterization (D.C. Youla) as the reference point.

5.1.1 Motivation
Not every stable transfer matrix G = G(s) (from w to e) can be obtained by closing a
stabilizing LTI feedback loop K = K(s) in the canonical feedback design setup shown
on Figure 5.1.1. In this section, we investigate the limitations of LTI feedback ability to
change the closed loop transfer matrix, by parameterizing, in convenient terms, the set of
all closed loop systems. Of course, the expression
 
P11 P12
G = P11 + P12 K(I − P22 K) P21 , where P =
−1
(5.1.1)
P21 P22

119
120

w - - e
- P (s)

u y
K(s) 

Figure 5.1.1: LTI feedback

provides some parameterization of G, but it is seriously deficient:

(a) the transfer matrix K in (5.1.1) is not arbitrary: it has to be a stabilizing controller,
which by itself is a rather complicated highly nonlinear constraint;

(b) the dependence of G on K is not linear.

Essentially, Youla parameterization “untangles” the feedback loop, describing all achiev-
able closed loop dependencies of e on w in the format shown on Figure 5.1.2, where S1 , S2
are two fixed stable finite order LTI systems (which can be derived once a state space
model of P is given, and have same order as P ), and Q (the Youla parameter) is an arbi-
trary stable finite order LTI system (same number of inputs and outputs as K). Moreover,
w θ v e
- - Q - -
S1 S2
-
η

Figure 5.1.2: Affine parameterization of the closed loop

there is a one-to-one correspondence between stable Youla parameters Q in Figure 5.1.2

and stabilizing controllers K in Figure 5.1.1.
In terms of transfer matrices, Youla parameterization means that

G(s) = G0 (s) + G1 (s)Q(s)G2 (s), (5.1.2)

where G0 , G1 , G2 are fixed stable transfer matrices, and Q is an arbitrary stable transfer
matrix. There is also a convenient time domain interpretation, to be presented later in
this section.
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For design purposes, the result is extremely important: instead of thinking in terms of
the controller transfer matrix K = K(s), one can be much better off by designing Q(s).

5.1.2 Main Statement

We consider LTI systems P from Figure 5.1.1 (where u and y are vectors of size m and k
respectively) given in the state space format
P : ẋ(t) = Ax(t) + B1 w(t) + B2 u(t), (5.1.3)
e(t) = C1 x(t) + D11 w(t) + D12 u(t), (5.1.4)
y(t) = C2 x(t) + D21 w(t), (5.1.5)
as well as the corresponding feedback controllers
K : ẋf (t) = Af xf (t) + Bf y(t), (5.1.6)
u(t) = Cf xf (t) + Df y(t). (5.1.7)
The resulting closed loop system has state space model
G : ẋcl (t) = Acl xcl (t) + Bcl w(t), (5.1.8)
e(t) = Ccl xcl (t) + Dcl w(t), (5.1.9)
where
     
x(t) A + B2 Df C2 B2 Cf B1 + B2 Df D21
xcl (t) = , Acl = , Bcl = ,
xf (t) Bf C2 Af Bf D21
 
Ccl = C1 + D12 Df C2 D12 Cf , Dcl = D11 + D12 Df D21 .
Recall that controller (5.1.6),(5.1.7) is said to stabilize system (5.1.3)-(5.1.5) if and only
if Acl is a Hurwitz matrix, i.e. if all of its eigenvalues have negative real part.
In the following statetement of Youla parameterization two state space models are
called equivalent if they correspond to the same transfer matrix.
Theorem 5.1.1 Let F, L be constant matrices such that A + B2 F and A + LC2 are
Hurwitz matrices. Define system S1 with input w and outputs θ, η = [∆; w] according to
˙
S1 : ∆(t) = (A + LC2 )∆(t) + (B1 + LD21 )w(t), (5.1.10)
θ(t) = C2 ∆(t) + D21 w(t). (5.1.11)
Define system S2 with inputs v and η = [∆; w] according to
S2 : ẋ(t) = (A + B2 F )x(t) + B2 (v(t) − F ∆(t)) + B1 w(t), (5.1.12)
e(t) = (C1 + B2 F )x(t) + D12 (v(t) − F ∆(t)) + D11 w(t). (5.1.13)
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(a) If controller (5.1.6),(5.1.7) stabilizes system (5.1.3)-(5.1.5) then the closed loop
model (5.1.8),(5.1.9) is equivalent to the model defined by the block diagram on
Figure 5.1.2 where Q is the stable system with input θ = θ(t), output v = v(t), and
state xq = xq (t) defined by

Q : ẋq (t) = Aq xq (t) + Bq θ(t), (5.1.14)

v(t) = Cq xq (t) + Dq θ(t) (5.1.15)

with
 
B2 Df − L  
Aq = Acl , Bq = , Cq = Df C 2 − F C f , Dq = Df . (5.1.16)
Bf

(b) If Aq is a Hurwitz matrix, and Bq , Cq , Dq are matrices of compatible dimensions

then the controller K (with input y = y(t), output u = u(t), and state xf = [xq ; xe ])
defined by (5.1.14),(5.1.15), together with

E : ẋe (t) = Axe (t) + Bu(t) + L(c2 xe (t) − y(t)), (5.1.17)

θ(t) = C2 xe (t) − y(t), (5.1.18)
u(t) = v(t) + F xe (t), (5.1.19)

stabilizes system (5.1.3)-(5.1.5) and produces a closed loop which is equivalent to

the model defined by the block diagram on Figure 5.1.2.

Though possibly intimidating, all state space models introduced while formulating
Theorem 5.1.1 allow straightforward “systems” interpretations:
(a) equation (5.1.17) defines a stabdard state observer: using y = y(t) as an input, it
produces an estimate xe = xe (t) of x = x(t) such that the dynamics of the estimation
error ∆(t) = x(t) − xe (t), described by equation (5.1.10), are stable;
(b) the output θ = θ(t) of S1 is the “sensor output estimation error”, i.e. the difference
θ(t) = C2 xe (t) − y(t) between the “sensor output estimate” C2 xe (t) and the actual
measurement y(t);
(c) equations (5.1.14),(5.1.15) with the coefficients defined by (5.1.16) describe the
closed loop dynamics relating sensor noise θ, as shown on Figure 5.1.3, to v(t) =
u(t) − F x(t);
(d) the equations for S2 describe the relation between inputs u(t)−F x(t) = v(t)−F ∆(t),
w = w(t) and the output e = e(t).
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w=0 e
- -

u P y
-

θ
K  ?
d

Figure 5.1.3: Meaning of θ in the definition of Q

Figure 5.1.4 gives a simple interpretation of the Youla parameterization: in order to

describe a general form of a stabilizing LTI controller, one has to find a special stabilizing
controller first, then use a copy of the stabilized system as an estimator of the sensor
output, and feed a stable LTI transformation Q = Q(s) of the difference between the
actual and the estimated sensor values back into the control input. Note that not every

w - - e
- P
-e -e- Q
6  6
K0 −

0 - -
- P

-e
6
K0 

Figure 5.1.4: Youla parameterization

stabilizing controller K0 can be used to get a complete parameterization of all stable

closed loop transfer matrices. Theorem 5.1.1 shows that the scheme of Figure 5.1.4 works
correctly when K0 is the standard observer-based stabilizing controller.
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5.1.3 Open Loop Zeros and Duality

The restrictions on the closed loop transfer function imposed by the Q parameterization
can be understood in terms of the so-called open loop zeros.
To define zeros of MIMO systems, consider state space models

ẋ = ax + bu, y = cx + du,

where the dimensions of x1 , u1 and y1 are n, m and k respectively. Consider the complex
matrix  
a − sI b
M(s) =
c d
where s ∈ C is a scalar complex variable. The system is said to have a right zero at a
point s if ker M(s) 6= {0}, i.e. if M(s) is not left invertible, or, equivalently, if there exists
a non-zero pair (X, U) of complex vectors such that

sX = aX + bU, 0 = cX + dU. (5.1.20)

Similarly, the system is said to have a left zero at s if the range of M(s) is not the whole
vector space Cn+k , i.e. if M(s) is not right invertible, or, equivalently, if there exists a
non-zero pair (p, q) of complex vectors such that

sp = pa + qc, 0 = pb + qd. (5.1.21)

As it can be seen from the formulae for T1 and T2 , the restrictions on the closed loop
transfer matrix are caused by the unstable right zeros of the system

ẋ = Ax + B1 w, y = C2 x + D21 w, (5.1.22)

and by the unstable left zeros of the system

ẋ = Ax + B2 u, z = C1 x + D12 u. (5.1.23)

Indeed, the right zeros of (5.1.22) are the same as the right zeros of

G2 = SCT (A + LC2 , B1 + LD21 , C2 , D21 ).

Since A + LC2 is a Hurwitz matrix, a complex number s0 with non-negative real part
is a right zero of G2 if and only T2 (s0 )w0 = 0 for some non-zero vector w0 (possibly
with complex entries). Similarly, s0 such that Re(s0 ) ≥ 0 is a left zero of G1 if and only
q0 T1 (s0 ) = 0 for some non-zero row vector q0 . Therefore the closed loop transfer matrix
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T = T0 + T1 QT2 satisfies the interpolation constraints T (s0 )w0 = T0 (s0 )w0 for unstable
right zeros of (5.1.22), and q0 T (s0 ) = q0 T0 (s0 ) for unstable left zeros of (5.1.23). It can be
shown that a complete list of such interpolation constraints yields an exact description of
the set of all achievable closed loop transfer matrices T = T (s) in the stabilized system.
Such description can be viewed as dual to (5.1.16).
It can be seen immediately that the right zeros of (5.1.22) cause problems by ob-
structing the observation process, while the left zeros of (5.1.23) describe problems which
a control action will experience even in the case of a complete knowledge of w and x.

5.1.4 Affine Parameterization of Impulse Responses

The following statement, where

0, t < 0,
λ(t) =
1, t ≥ 0,

denotes the unit step function, is similar to Theorem 5.1.1, but expresses the affine pa-
rameterization in a time-domain format.

Theorem 5.1.2 Let F, L be constant matrices such that A + B2 F and A + LC2 are
Hurwitz matrices. A matrix-valued function E = E(t) is a closed-loop impulse response
from w to e generated in the closed loop system (5.1.3)-(5.1.7) by some stabilizing feedback
controller (5.1.6),(5.1.7) if and only if there exists a function Z = Z(t), elements of which
are finite linear combinations of generalized one-sided exponents tk est λ(t) with Re(s) < 0
(and, in case of a controller which is not strictly proper, Dirac deltas δ = δ(t)), such that

E(t) = C1 X(t) + D12 U(t) + D11 δ(t), (5.1.24)

where X, U are defined by

Ẋ(t) = AX(t) + B2 U(t) + B1 δ(t), (5.1.25)

U(t) − F X(t) = H(t)B1 + V (t)D21 , (5.1.26)
V (t) − H(t)L = Z(t), (5.1.27)
Ḣ(t) = H(t)A + V (t)C2 − F δ(t), (5.1.28)

and X(·), H(·) are zero for t < 0. b

By construction, the matrix-valued function Z = Z(t) in Theorem 5.1.2 is the impulse

response of system Q from Theorem 5.1.1. Once Z is selected, equtions (5.1.27),(5.1.28)
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determine H = H(t) and V = V (t) (the Dirac Delta functions dictate the initial con-
ditions for the differential equation), after which equations (5.1.25),(5.1.26) determine
X = X(t) and U = U(t). Naturally, X, U are the closed loop responses from w to x and
u respectively (defined by (5.1.3)-(5.1.7)), and H, V are the closed loop impulse responses
from respectively f and g to u − F x subject to the controller equations (5.1.6),(5.1.7)
combined with
ẋ(t) = Ax(t) + B2 u(t) + f (t), (5.1.29)
y(t) = C2 x(t) + g(t). (5.1.30)
Just as their frequency domain counterpart (5.1.16), the linear equations (5.1.24)-
(5.1.28) define an affine set of stable impulse responses. It is important to understand
that, despite their complicated appearance, equations (5.1.24)-(5.1.28) define a simple
stable state space model
ẽ = cx̃ + dũ, x̃˙ = ax̃ + bũ, x̃(0) = x̃0 , (5.1.31)
where ẽ = ẽ(t) is the column vector made out of the entries of matrix E = E(t), x̃ = x̃(t)
is the column vector made out of the entries of matrices X = X(t) and H = H(t) (while
the components of x̃0 are zeros and the entries of B1 and F ), and ũ = ũ(t) is the column
vector made out of the entries of matrix Z = Z(t).
The proof of Theorem 5.1.2 is similar to the proof of Theorem 5.1.1, and uses the fol-
lowing elementary statements about the relation between state space models and impulse
responses of CT LTI systems:
(S1) if system G is obtained by applying LTI transformation with impulse response q =
q(t) to the output of SCT (a, b, c, d) then its impulse response g is given by
g = hb + qd, where ḣ = ψa + qc, h(t) = 0 for t < 0;

(S2) is system G is obtained by applying SCT (a, b, c, d) to the output of LTI transforma-
tion with impulse response v = v(t) then its impulse response g is given by
g = cx + dv, where ẋ = ax + bv, x(t) = 0 for t < 0.

A dual description of the set of all functions ẽ defined by (5.1.31) with a square
integrable (over {t} = (0, ∞)) input ũ can be given by characterizing all square integrable
row vector functions q and constants v0 such that the identity
Z ∞
q(t)ẽ(t)dt = v0 (5.1.32)
0

holds for all ẽ.

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Lemma 5.1.1 Let matrices a, b, c, d and vector x̃0 be fixed. Assume a is a Hurwitz
matrix. Identity (5.1.32) is satisfied for all ẽ = ẽ(t) defined by (5.1.31) with a square
integrable ũ = ũ(t) if and only if

p(t)b + q(t)d = 0, p(0)x̃0 = v0 , (5.1.33)

where Z ∞
p(t) = q(τ )ce(τ −t)a dτ
t
is the only solution of the differential equation

ṗ(t) = −p(t)a − q(t)c

which converges to zero as t → ∞.

To prove Lemma 5.1.1, simply notice that

Z ∞ Z ∞
qẽdt = q(cx̃ + dũ)dt
0 0
Z ∞
= {(−ṗ − pa)x̃ + qdũ}dt
0
Z ∞
= p(0)x̃0 + (px̃˙ − pax̃ + qdũ)dt
Z0 ∞
= p(0)x̃0 + (pb + qd)ũdt.
0